From e8e05b687671d222a99e2b937077b364c6ed3649 Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Mon, 9 Sep 2019 09:24:40 -0600 Subject: [PATCH 0001/1495] split docker composes --- docker-compose.develop.yml | 19 +++++++++++++++++++ docker-compose.prod.yml | 8 ++++++++ docker-compose.yml | 1 + scripts/pytest.sh | 5 +++++ 4 files changed, 33 insertions(+) create mode 100644 docker-compose.develop.yml create mode 100644 docker-compose.prod.yml create mode 120000 docker-compose.yml create mode 100755 scripts/pytest.sh diff --git a/docker-compose.develop.yml b/docker-compose.develop.yml new file mode 100644 index 000000000..4dfdb9357 --- /dev/null +++ b/docker-compose.develop.yml @@ -0,0 +1,19 @@ +--- +version: '3' +services: + freqtrade_develop: + build: + context: . + dockerfile: "./Dockerfile" + volumes: + - ".:/freqtrade" + + pytest: + build: + context: . + dockerfile: "./Dockerfile.develop" + volumes: + - ".:/freqtrade" + command: + ["./scripts/pytest.sh"] + diff --git a/docker-compose.prod.yml b/docker-compose.prod.yml new file mode 100644 index 000000000..cae98c3ee --- /dev/null +++ b/docker-compose.prod.yml @@ -0,0 +1,8 @@ +--- +version: '3' +services: + freqtrade: + image: freqtradeorg/freqtrade:master + volumes: + - "./user_data:/freqtrade/user_data" + - "./config.json:/freqtrade/config.json" diff --git a/docker-compose.yml b/docker-compose.yml new file mode 120000 index 000000000..945318087 --- /dev/null +++ b/docker-compose.yml @@ -0,0 +1 @@ +docker-compose.prod.yml \ No newline at end of file diff --git a/scripts/pytest.sh b/scripts/pytest.sh new file mode 100755 index 000000000..e05ff1ad0 --- /dev/null +++ b/scripts/pytest.sh @@ -0,0 +1,5 @@ +#!/bin/bash + +echo "Running Unit tests" + +pytest --random-order --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ From b1a3e213ae9eab1479ba852589593591f425a485 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Sep 2019 10:09:14 +0200 Subject: [PATCH 0002/1495] Improve backtesting docs --- docs/backtesting.md | 117 +++++++++++++++++------------------------- docs/data-download.md | 39 ++++++++++++++ docs/hyperopt.md | 3 ++ mkdocs.yml | 1 + 4 files changed, 89 insertions(+), 71 deletions(-) create mode 100644 docs/data-download.md diff --git a/docs/backtesting.md b/docs/backtesting.md index 45d5f486f..b3f22c664 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -1,41 +1,9 @@ # Backtesting -This page explains how to validate your strategy performance by using -Backtesting. +This page explains how to validate your strategy performance by using Backtesting. -## Getting data for backtesting and hyperopt - -To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the `freqtrade download-data` command. - -If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes. -Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory. - -Alternatively, a `pairs.json` file can be used. - -If you are using Binance for example: - -- create a directory `user_data/data/binance` and copy `pairs.json` in that directory. -- update the `pairs.json` to contain the currency pairs you are interested in. - -```bash -mkdir -p user_data/data/binance -cp freqtrade/tests/testdata/pairs.json user_data/data/binance -``` - -Then run: - -```bash -freqtrade download-data --exchange binance -``` - -This will download ticker data for all the currency pairs you defined in `pairs.json`. - -- 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 tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.) -- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`. -- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days). -- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. -- 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. +Backtesting requires historic data to be available. +To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data downloading](data-download.md) section of the documentation. ## Test your strategy with Backtesting @@ -46,14 +14,13 @@ real data. This is what we call Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/` by default. If no data is available for the exchange / pair / ticker interval combination, backtesting will -ask you to download them first using `freqtrade download-data`. -For details on downloading, please refer to the [relevant section](#Getting-data-for-backtesting-and-hyperopt) in the documentation. +ask you to download them first using `freqtrade download-data`. +For details on downloading, please refer to the [Downloading data](data-download.md) section in the documentation. -The result of backtesting will confirm you if your bot has better odds of making a profit than a loss. - -The backtesting is very easy with freqtrade. +The result of backtesting will confirm if your bot has better odds of making a profit than a loss. ### Run a backtesting against the currencies listed in your config file + #### With 5 min tickers (Per default) ```bash @@ -107,31 +74,33 @@ freqtrade backtesting --export trades --export-filename=backtest_samplestrategy. #### Running backtest with smaller testset -Use the `--timerange` argument to change how much of the testset -you want to use. The last N ticks/timeframes will be used. +Use the `--timerange` argument to change how much of the testset you want to use. Example: ```bash -freqtrade backtesting --timerange=-200 +freqtrade backtesting --timerange=20190501- ``` #### Advanced use of timerange -Doing `--timerange=-200` will get the last 200 timeframes -from your inputdata. You can also specify specific dates, -or a range span indexed by start and stop. +Doing `--timerange=20190101-` will all available data starting with January 1st, 2019 from your inputdata. +You can also specify specific dates, or a range span indexed by start and stop. The full timerange specification: -- Use last 123 tickframes of data: `--timerange=-123` -- Use first 123 tickframes of data: `--timerange=123-` -- Use tickframes from line 123 through 456: `--timerange=123-456` + - Use tickframes till 2018/01/31: `--timerange=-20180131` - Use tickframes since 2018/01/31: `--timerange=20180131-` - Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` - Use tickframes between POSIX timestamps 1527595200 1527618600: `--timerange=1527595200-1527618600` +- Use last 123 tickframes of data: `--timerange=-123` +- Use first 123 tickframes of data: `--timerange=123-` +- Use tickframes from line 123 through 456: `--timerange=123-456` + +!!! warning + Be carefull when using non-date functions - these do not allow you to specify precise dates, so if you updated the test-data it will probably use a different dataset. ## Understand the backtesting result @@ -177,11 +146,12 @@ A backtesting result will look like that: | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 | 0 | ``` -The 1st table will contain all trades the bot made. +The 1st table contains all trades the bot made, including "left open trades". -The 2nd table will contain a recap of sell reasons. +The 2nd table contains a recap of sell reasons. -The 3rd table will contain all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. +The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. +This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. These trades are also included in the first table, but are extracted separately for clarity. The last line will give you the overall performance of your strategy, @@ -191,22 +161,16 @@ here: | TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | ``` -We understand the bot has made `429` trades for an average duration of -`4:12:00`, with a performance of `76.20%` (profit), that means it has +The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC. -The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums all the profits/losses. -The column `tot profit %` shows instead the total profit % in relation to allocated capital -(`max_open_trades * stake_amount`). In the above results we have `max_open_trades=2 stake_amount=0.005` in config -so `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`. +The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums all the profits/losses. +The column `tot profit %` shows instead the total profit % in relation to allocated capital (`max_open_trades * stake_amount`). +In the above results we have `max_open_trades=2 stake_amount=0.005` in config so `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`. -As you will see your strategy performance will be influenced by your buy -strategy, your sell strategy, and also by the `minimal_roi` and -`stop_loss` you have set. +Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set. -As for an example if your minimal_roi is only `"0": 0.01`. You cannot -expect the bot to make more profit than 1% (because it will sell every -time a trade will reach 1%). +For example, if your minimal_roi is only `"0": 0.01`. You cannot expect the bot to make more profit than 1% (because it will sell every time a trade will reach 1%). ```json "minimal_roi": { @@ -215,22 +179,33 @@ time a trade will reach 1%). ``` On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` -(55%), there is a lot of chance that the bot will never reach this -profit. Hence, keep in mind that your performance is a mix of your -strategies, your configuration, and the crypto-currency you have set up. +(55%), there is almost no chance that the bot will never reach this profit. +Hence, keep in mind that your performance is a mix of the different elements of the strategy, your configuration, and the crypto-currency pairs you have set up. + +### Assumptions made by backtesting + +Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: + +- Buys happen at open-price +- Low happens before high for stoploss, protecting capital first. +- ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) +- Stoploss sells happen exactly at stoploss price, even if low was lower +- Trailing stoploss + - High happens first - adjusting stoploss + - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) +- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) ### Further backtest-result analysis To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section. - ## Backtesting multiple strategies -To backtest multiple strategies, a list of Strategies can be provided. +To compare multiple strategies, a list of Strategies can be provided to backtesting. This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple -strategies you'd like to compare, this should give a nice runtime boost. +strategies you'd like to compare, this will give a nice runtime boost. All listed Strategies need to be in the same directory. @@ -240,7 +215,7 @@ freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strat This will save the results to `user_data/backtest_results/backtest-result-.json`, injecting the strategy-name into the target filename. There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table). -Detailed output for all strategies one after the other will be available, so make sure to scroll up. +Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy. ``` =========================================================== Strategy Summary =========================================================== diff --git a/docs/data-download.md b/docs/data-download.md new file mode 100644 index 000000000..f6b1e9904 --- /dev/null +++ b/docs/data-download.md @@ -0,0 +1,39 @@ +# Data download + +## Getting data for backtesting and hyperopt + +To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the `freqtrade download-data` command. + +If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes. +Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory. + +Alternatively, a `pairs.json` file can be used. + +If you are using Binance for example: + +- create a directory `user_data/data/binance` and copy `pairs.json` in that directory. +- update the `pairs.json` to contain the currency pairs you are interested in. + +```bash +mkdir -p user_data/data/binance +cp freqtrade/tests/testdata/pairs.json user_data/data/binance +``` + +Then run: + +```bash +freqtrade download-data --exchange binance +``` + +This will download ticker data for all the currency pairs you defined in `pairs.json`. + +- 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 tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.) +- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`. +- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days). +- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. +- 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. + +## Next step + +Great, you now have backtest data downloaded, so you can now start [backtesting](backtesting.md) your strategy. diff --git a/docs/hyperopt.md b/docs/hyperopt.md index becf572ee..00aec458c 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -6,6 +6,9 @@ algorithms included in the `scikit-optimize` package to accomplish this. The search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time. +Hyperopt requires historic data to be available, just as backtesting does. +To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data downloading](data-download.md) section of the documentation. + !!! Bug Hyperopt will crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) diff --git a/mkdocs.yml b/mkdocs.yml index 869c6565c..069f060db 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -11,6 +11,7 @@ nav: - Telegram: telegram-usage.md - Web Hook: webhook-config.md - REST API: rest-api.md + - Data Download: data-download.md - Backtesting: backtesting.md - Hyperopt: hyperopt.md - Edge positioning: edge.md From 9a3bad291aa70cec5aaf5e86ae11563dd255fc46 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Sep 2019 10:27:43 +0200 Subject: [PATCH 0003/1495] Automatically generate documentation from jupyter notebook --- docs/data-analysis.md | 75 +----------------------- docs/developer.md | 8 +++ docs/strategy_analysis_example.md | 95 +++++++++++++++++++++++++++++++ mkdocs.yml | 6 +- requirements-dev.txt | 3 + setup.py | 1 + 6 files changed, 114 insertions(+), 74 deletions(-) create mode 100644 docs/strategy_analysis_example.md diff --git a/docs/data-analysis.md b/docs/data-analysis.md index cf292cacd..bc4f2e006 100644 --- a/docs/data-analysis.md +++ b/docs/data-analysis.md @@ -135,78 +135,9 @@ print(f"Loaded len(candles) rows of data for {pair} from {data_location}") candles.head() ``` -## Strategy debugging example +Further Data analysis documents: -Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data. - -### Define variables used in analyses - -You can override strategy settings as demonstrated below. - -```python -# Customize these according to your needs. - -# Define some constants -ticker_interval = "5m" -# Name of the strategy class -strategy_name = 'SampleStrategy' -# Path to user data -user_data_dir = 'user_data' -# Location of the strategy -strategy_location = Path(user_data_dir, 'strategies') -# Location of the data -data_location = Path(user_data_dir, 'data', 'binance') -# Pair to analyze - Only use one pair here -pair = "BTC_USDT" -``` - -### Load exchange data - -```python -from pathlib import Path -from freqtrade.data.history import load_pair_history - -# Load data using values set above -candles = load_pair_history(datadir=data_location, - ticker_interval=ticker_interval, - pair=pair) - -# Confirm success -print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}") -candles.head() -``` - -### Load and run strategy - -* Rerun each time the strategy file is changed - -```python -from freqtrade.resolvers import StrategyResolver - -# Load strategy using values set above -strategy = StrategyResolver({'strategy': strategy_name, - 'user_data_dir': user_data_dir, - 'strategy_path': strategy_location}).strategy - -# Generate buy/sell signals using strategy -df = strategy.analyze_ticker(candles, {'pair': pair}) -``` - -### Display the trade details - -* Note that using `data.tail()` is preferable to `data.head()` as most indicators have some "startup" data at the top of the dataframe. -* Some possible problems - * Columns with NaN values at the end of the dataframe - * Columns used in `crossed*()` functions with completely different units -* Comparison with full backtest - * having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting. - * Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available. - -```python -# Report results -print(f"Generated {df['buy'].sum()} buy signals") -data = df.set_index('date', drop=True) -data.tail() -``` +* [Strategy debugging](strategy_analysis_example.md) +* [Plotting](plotting.md) Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. diff --git a/docs/developer.md b/docs/developer.md index b048cf93f..4a3522147 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -149,6 +149,14 @@ print(datetime.utcnow()) The output will show the last entry from the Exchange as well as the current UTC date. If the day shows the same day, then the last candle can be assumed as incomplete and should be dropped (leave the setting `"ohlcv_partial_candle"` from the exchange-class untouched / True). Otherwise, set `"ohlcv_partial_candle"` to `False` to not drop Candles (shown in the example above). +## Updating example notebooks + +To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook. + +``` bash +jupyter nbconvert --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md +``` + ## Creating a release This part of the documentation is aimed at maintainers, and shows how to create a release. diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md new file mode 100644 index 000000000..a685f5d52 --- /dev/null +++ b/docs/strategy_analysis_example.md @@ -0,0 +1,95 @@ +## Strategy debugging example + +Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data. + +## Setup + +```python +# Change directory +# Modify this cell to insure that the output shows the correct path. +import os +from pathlib import Path + +# Define all paths relative to the project root shown in the cell output +project_root = "somedir/freqtrade" +i=0 +try: + os.chdirdir(project_root) + assert Path('LICENSE').is_file() +except: + while i<4 and (not Path('LICENSE').is_file()): + os.chdir(Path(Path.cwd(), '../')) + i+=1 + project_root = Path.cwd() +print(Path.cwd()) +``` + + +```python +# Customize these according to your needs. + +# Define some constants +ticker_interval = "5m" +# Name of the strategy class +strategy_name = 'SampleStrategy' +# Path to user data +user_data_dir = 'user_data' +# Location of the strategy +strategy_location = Path(user_data_dir, 'strategies') +# Location of the data +data_location = Path(user_data_dir, 'data', 'binance') +# Pair to analyze - Only use one pair here +pair = "BTC_USDT" +``` + + +```python +# Load data using values set above +from pathlib import Path +from freqtrade.data.history import load_pair_history + +candles = load_pair_history(datadir=data_location, + ticker_interval=ticker_interval, + pair=pair) + +# Confirm success +print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}") +candles.head() +``` + +## Load and run strategy +* Rerun each time the strategy file is changed + + +```python +# Load strategy using values set above +from freqtrade.resolvers import StrategyResolver +strategy = StrategyResolver({'strategy': strategy_name, + 'user_data_dir': user_data_dir, + 'strategy_path': strategy_location}).strategy + +# Generate buy/sell signals using strategy +df = strategy.analyze_ticker(candles, {'pair': pair}) +df.tail() +``` + +### Display the trade details + +* Note that using `data.head()` would also work, however most indicators have some "startup" data at the top of the dataframe. +* Some possible problems + * Columns with NaN values at the end of the dataframe + * Columns used in `crossed*()` functions with completely different units +* Comparison with full backtest + * having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting. + * Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available. + + + +```python +# Report results +print(f"Generated {df['buy'].sum()} buy signals") +data = df.set_index('date', drop=True) +data.tail() +``` + +Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. diff --git a/mkdocs.yml b/mkdocs.yml index 869c6565c..027b009bc 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -15,8 +15,10 @@ nav: - Hyperopt: hyperopt.md - Edge positioning: edge.md - FAQ: faq.md - - Data Analysis: data-analysis.md - - Plotting: plotting.md + - Data Analysis: + - Jupyter Notebooks: data-analysis.md + - Strategy analysis: strategy_analysis_example.md + - Plotting: plotting.md - SQL Cheatsheet: sql_cheatsheet.md - Sandbox testing: sandbox-testing.md - Deprecated features: deprecated.md diff --git a/requirements-dev.txt b/requirements-dev.txt index 1b9bf7570..908ba2349 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -12,3 +12,6 @@ pytest-asyncio==0.10.0 pytest-cov==2.7.1 pytest-mock==1.10.4 pytest-random-order==1.0.4 + +# Convert jupyter notebooks to markdown documents +nbconvert==5.6.0 diff --git a/setup.py b/setup.py index ca94dd338..c4d8a3887 100644 --- a/setup.py +++ b/setup.py @@ -36,6 +36,7 @@ jupyter = [ 'jupyter', 'nbstripout', 'ipykernel', + 'nbconvert', ] all_extra = api + plot + develop + jupyter From 5234f8bf289ad1eff22aa0c5de33240cf8a2aa58 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Sep 2019 10:41:58 +0200 Subject: [PATCH 0004/1495] Update jupyter notebook slightly --- docs/developer.md | 3 +- docs/strategy_analysis_example.md | 28 +++------------ .../notebooks/strategy_analysis_example.ipynb | 35 +++---------------- 3 files changed, 11 insertions(+), 55 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 4a3522147..027ea44ac 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -154,7 +154,8 @@ If the day shows the same day, then the last candle can be assumed as incomplete To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook. ``` bash -jupyter nbconvert --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md +jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/notebooks/strategy_analysis_example.ipynb +jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md ``` ## Creating a release diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index a685f5d52..da698254a 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -1,31 +1,12 @@ -## Strategy debugging example +# Strategy analysis example Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data. ## Setup + ```python -# Change directory -# Modify this cell to insure that the output shows the correct path. -import os from pathlib import Path - -# Define all paths relative to the project root shown in the cell output -project_root = "somedir/freqtrade" -i=0 -try: - os.chdirdir(project_root) - assert Path('LICENSE').is_file() -except: - while i<4 and (not Path('LICENSE').is_file()): - os.chdir(Path(Path.cwd(), '../')) - i+=1 - project_root = Path.cwd() -print(Path.cwd()) -``` - - -```python # Customize these according to your needs. # Define some constants @@ -33,9 +14,9 @@ ticker_interval = "5m" # Name of the strategy class strategy_name = 'SampleStrategy' # Path to user data -user_data_dir = 'user_data' +user_data_dir = Path('user_data') # Location of the strategy -strategy_location = Path(user_data_dir, 'strategies') +strategy_location = user_data_dir / 'strategies' # Location of the data data_location = Path(user_data_dir, 'data', 'binance') # Pair to analyze - Only use one pair here @@ -45,7 +26,6 @@ pair = "BTC_USDT" ```python # Load data using values set above -from pathlib import Path from freqtrade.data.history import load_pair_history candles = load_pair_history(datadir=data_location, diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/user_data/notebooks/strategy_analysis_example.ipynb index 89d71fe9d..868ca5611 100644 --- a/user_data/notebooks/strategy_analysis_example.ipynb +++ b/user_data/notebooks/strategy_analysis_example.ipynb @@ -4,7 +4,7 @@ "cell_type": "markdown", "metadata": {}, "source": [ - "## Strategy debugging example\n", + "# Strategy analysis example\n", "\n", "Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data." ] @@ -22,31 +22,7 @@ "metadata": {}, "outputs": [], "source": [ - "# Change directory\n", - "# Modify this cell to insure that the output shows the correct path.\n", - "import os\n", "from pathlib import Path\n", - "\n", - "# Define all paths relative to the project root shown in the cell output\n", - "project_root = \"somedir/freqtrade\"\n", - "i=0\n", - "try:\n", - " os.chdirdir(project_root)\n", - " assert Path('LICENSE').is_file()\n", - "except:\n", - " while i<4 and (not Path('LICENSE').is_file()):\n", - " os.chdir(Path(Path.cwd(), '../'))\n", - " i+=1\n", - " project_root = Path.cwd()\n", - "print(Path.cwd())" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [ "# Customize these according to your needs.\n", "\n", "# Define some constants\n", @@ -54,9 +30,9 @@ "# Name of the strategy class\n", "strategy_name = 'SampleStrategy'\n", "# Path to user data\n", - "user_data_dir = 'user_data'\n", + "user_data_dir = Path('user_data')\n", "# Location of the strategy\n", - "strategy_location = Path(user_data_dir, 'strategies')\n", + "strategy_location = user_data_dir / 'strategies'\n", "# Location of the data\n", "data_location = Path(user_data_dir, 'data', 'binance')\n", "# Pair to analyze - Only use one pair here\n", @@ -70,7 +46,6 @@ "outputs": [], "source": [ "# Load data using values set above\n", - "from pathlib import Path\n", "from freqtrade.data.history import load_pair_history\n", "\n", "candles = load_pair_history(datadir=data_location,\n", @@ -161,7 +136,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.3" + "version": "3.7.4" }, "mimetype": "text/x-python", "name": "python", @@ -212,5 +187,5 @@ "version": 3 }, "nbformat": 4, - "nbformat_minor": 2 + "nbformat_minor": 4 } From 359b0ba0884bdb1a83a393b5773c08077046ef0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Sep 2019 10:57:16 +0200 Subject: [PATCH 0005/1495] Add samples for plotting to jupyter documentation --- docs/data-analysis.md | 53 +-------- docs/strategy_analysis_example.md | 69 +++++++++++- .../notebooks/strategy_analysis_example.ipynb | 103 +++++++++++++++++- 3 files changed, 172 insertions(+), 53 deletions(-) diff --git a/docs/data-analysis.md b/docs/data-analysis.md index bc4f2e006..115ce1916 100644 --- a/docs/data-analysis.md +++ b/docs/data-analysis.md @@ -61,34 +61,6 @@ except: print(Path.cwd()) ``` -## Load existing objects into a Jupyter notebook - -These examples assume that you have already generated data using the cli. They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload. - -### Load backtest results into a pandas dataframe - -```python -from freqtrade.data.btanalysis import load_backtest_data - -# Load backtest results -df = load_backtest_data("user_data/backtest_results/backtest-result.json") - -# Show value-counts per pair -df.groupby("pair")["sell_reason"].value_counts() -``` - -### Load live trading results into a pandas dataframe - -``` python -from freqtrade.data.btanalysis import load_trades_from_db - -# Fetch trades from database -df = load_trades_from_db("sqlite:///tradesv3.sqlite") - -# Display results -df.groupby("pair")["sell_reason"].value_counts() -``` - ### Load multiple configuration files This option can be useful to inspect the results of passing in multiple configs. @@ -114,30 +86,9 @@ Best avoid relative paths, since this starts at the storage location of the jupy } ``` -### Load exchange data to a pandas dataframe +### Further Data analysis documentation -This loads candle data to a dataframe - -```python -from pathlib import Path -from freqtrade.data.history import load_pair_history - -# Load data using values passed to function -ticker_interval = "5m" -data_location = Path('user_data', 'data', 'bitrex') -pair = "BTC_USDT" -candles = load_pair_history(datadir=data_location, - ticker_interval=ticker_interval, - pair=pair) - -# Confirm success -print(f"Loaded len(candles) rows of data for {pair} from {data_location}") -candles.head() -``` - -Further Data analysis documents: - -* [Strategy debugging](strategy_analysis_example.md) +* [Strategy debugging](strategy_analysis_example.md) - also available as Jupyter notebook (`user_data/notebooks/strategy_analysis_example.ipynb`) * [Plotting](plotting.md) Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index da698254a..49800bbb3 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -68,8 +68,75 @@ df.tail() ```python # Report results print(f"Generated {df['buy'].sum()} buy signals") -data = df.set_index('date', drop=True) +data = df.set_index('date', drop=False) data.tail() ``` +## Load existing objects into a Jupyter notebook + +The following cells assume that you have already generated data using the cli. +They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload. + +### Load backtest results to pandas dataframe + +Analyze a trades dataframe (also used below for plotting) + + +```python +from freqtrade.data.btanalysis import load_backtest_data + +# Load backtest results +trades = load_backtest_data(user_data_dir / "backtest_results/backtest-result.json") + +# Show value-counts per pair +trades.groupby("pair")["sell_reason"].value_counts() +``` + +### Load live trading results into a pandas dataframe + +In case you did already some trading and want to analyze your performance + + +```python +from freqtrade.data.btanalysis import load_trades_from_db + +# Fetch trades from database +trades = load_trades_from_db("sqlite:///tradesv3.sqlite") + +# Display results +trades.groupby("pair")["sell_reason"].value_counts() +``` + +## Plot results + +Freqtrade offers interactive plotting capabilities based on plotly. + + +```python +from freqtrade.plot.plotting import generate_candlestick_graph +# Limit graph period to keep plotly quick and reactive + +data_red = data['2019-06-01':'2019-06-10'] +# Generate candlestick graph +graph = generate_candlestick_graph(pair=pair, + data=data_red, + trades=trades, + indicators1=['sma20', 'ema50', 'ema55'], + indicators2=['rsi', 'macd', 'macdsignal', 'macdhist'] + ) + + + +``` + + +```python +# Show graph inline +# graph.show() + +# Render graph in a seperate window +graph.show(renderer="browser") + +``` + Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/user_data/notebooks/strategy_analysis_example.ipynb index 868ca5611..b9576e0bb 100644 --- a/user_data/notebooks/strategy_analysis_example.ipynb +++ b/user_data/notebooks/strategy_analysis_example.ipynb @@ -107,10 +107,111 @@ "source": [ "# Report results\n", "print(f\"Generated {df['buy'].sum()} buy signals\")\n", - "data = df.set_index('date', drop=True)\n", + "data = df.set_index('date', drop=False)\n", "data.tail()" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Load existing objects into a Jupyter notebook\n", + "\n", + "The following cells assume that you have already generated data using the cli. \n", + "They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload." + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "### Load backtest results to pandas dataframe\n", + "\n", + "Analyze a trades dataframe (also used below for plotting)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "from freqtrade.data.btanalysis import load_backtest_data\n", + "\n", + "# Load backtest results\n", + "trades = load_backtest_data(user_data_dir / \"backtest_results/backtest-result.json\")\n", + "\n", + "# Show value-counts per pair\n", + "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "### Load live trading results into a pandas dataframe\n", + "\n", + "In case you did already some trading and want to analyze your performance" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "from freqtrade.data.btanalysis import load_trades_from_db\n", + "\n", + "# Fetch trades from database\n", + "trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n", + "\n", + "# Display results\n", + "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Plot results\n", + "\n", + "Freqtrade offers interactive plotting capabilities based on plotly." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "from freqtrade.plot.plotting import generate_candlestick_graph\n", + "# Limit graph period to keep plotly quick and reactive\n", + "\n", + "data_red = data['2019-06-01':'2019-06-10']\n", + "# Generate candlestick graph\n", + "graph = generate_candlestick_graph(pair=pair,\n", + " data=data_red,\n", + " trades=trades,\n", + " indicators1=['sma20', 'ema50', 'ema55'],\n", + " indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']\n", + " )\n", + "\n", + "\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "# Show graph inline\n", + "# graph.show()\n", + "\n", + "# Render graph in a seperate window\n", + "graph.show(renderer=\"browser\")\n" + ] + }, { "cell_type": "markdown", "metadata": {}, From 7c6921c743c3f6b17a9e3a4b8c5c49e8d3d23535 Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Mon, 23 Sep 2019 13:17:20 -0600 Subject: [PATCH 0006/1495] pr feedback regarding docker-compose naming --- LOCAL.md | 30 ++++++++++++++++++++++++++++++ docker-compose.develop.yml | 10 ---------- docker-compose.prod.yml | 8 -------- docker-compose.yml | 9 ++++++++- 4 files changed, 38 insertions(+), 19 deletions(-) create mode 100644 LOCAL.md delete mode 100644 docker-compose.prod.yml mode change 120000 => 100644 docker-compose.yml diff --git a/LOCAL.md b/LOCAL.md new file mode 100644 index 000000000..9172520b1 --- /dev/null +++ b/LOCAL.md @@ -0,0 +1,30 @@ +# Local development + +The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine. + +# Install +## git +``` bash +sudo apt install git +``` + +## docker +``` bash +sudo apt install docker +``` + +## docker-compose +``` bash +sudo apt install docker-compose +``` +# Starting the bot +## Develop dockerfile +``` bash +rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml +``` + +## Docker Compose up + +``` bash +docker-compose up +``` diff --git a/docker-compose.develop.yml b/docker-compose.develop.yml index 4dfdb9357..bbf20b3f3 100644 --- a/docker-compose.develop.yml +++ b/docker-compose.develop.yml @@ -2,18 +2,8 @@ version: '3' services: freqtrade_develop: - build: - context: . - dockerfile: "./Dockerfile" - volumes: - - ".:/freqtrade" - - pytest: build: context: . dockerfile: "./Dockerfile.develop" volumes: - ".:/freqtrade" - command: - ["./scripts/pytest.sh"] - diff --git a/docker-compose.prod.yml b/docker-compose.prod.yml deleted file mode 100644 index cae98c3ee..000000000 --- a/docker-compose.prod.yml +++ /dev/null @@ -1,8 +0,0 @@ ---- -version: '3' -services: - freqtrade: - image: freqtradeorg/freqtrade:master - volumes: - - "./user_data:/freqtrade/user_data" - - "./config.json:/freqtrade/config.json" diff --git a/docker-compose.yml b/docker-compose.yml deleted file mode 120000 index 945318087..000000000 --- a/docker-compose.yml +++ /dev/null @@ -1 +0,0 @@ -docker-compose.prod.yml \ No newline at end of file diff --git a/docker-compose.yml b/docker-compose.yml new file mode 100644 index 000000000..cae98c3ee --- /dev/null +++ b/docker-compose.yml @@ -0,0 +1,8 @@ +--- +version: '3' +services: + freqtrade: + image: freqtradeorg/freqtrade:master + volumes: + - "./user_data:/freqtrade/user_data" + - "./config.json:/freqtrade/config.json" From 5c3fb4d5b3d6f2463cfd8665ff139d43aab02f70 Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Mon, 23 Sep 2019 13:30:55 -0600 Subject: [PATCH 0007/1495] docs for running docker-compose locally --- LOCAL.md | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/LOCAL.md b/LOCAL.md index 9172520b1..db0f66d66 100644 --- a/LOCAL.md +++ b/LOCAL.md @@ -23,8 +23,16 @@ sudo apt install docker-compose rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml ``` -## Docker Compose up +## Docker Compose + +## Starting ``` bash docker-compose up ``` +![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png) + +### Rebuilding +``` bash +docker-compose build +``` From cb6e136893afec50d9c148fc3d34ed5b38d74cab Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Mon, 23 Sep 2019 13:35:18 -0600 Subject: [PATCH 0008/1495] how to exec --- LOCAL.md | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/LOCAL.md b/LOCAL.md index db0f66d66..ce9808034 100644 --- a/LOCAL.md +++ b/LOCAL.md @@ -36,3 +36,13 @@ docker-compose up ``` bash docker-compose build ``` + +### Execing (effectively SSH into the container) + +The `exec` command requires that the container already be running, if you want to start it +that can be effected by `docker-compose up` or `docker-compose run freqtrade_develop` + +``` bash +docker-compose exec freqtrade_develop /bin/bash +``` +![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png) From cc9fc413188105f1af6e87df38406bf031481c8a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 06:56:19 +0200 Subject: [PATCH 0009/1495] Rename section to data-downloading, implement some feedback --- docs/backtesting.md | 12 ++++++------ docs/hyperopt.md | 2 +- mkdocs.yml | 2 +- 3 files changed, 8 insertions(+), 8 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index b3f22c664..9ddc6bbb3 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -3,7 +3,7 @@ This page explains how to validate your strategy performance by using Backtesting. Backtesting requires historic data to be available. -To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data downloading](data-download.md) section of the documentation. +To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data Downloading](data-download.md) section of the documentation. ## Test your strategy with Backtesting @@ -164,13 +164,13 @@ here: The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC. -The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums all the profits/losses. +The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums up all the profits/losses. The column `tot profit %` shows instead the total profit % in relation to allocated capital (`max_open_trades * stake_amount`). -In the above results we have `max_open_trades=2 stake_amount=0.005` in config so `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`. +In the above results we have `max_open_trades=2` and `stake_amount=0.005` in config so `tot_profit %` will be `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`. Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set. -For example, if your minimal_roi is only `"0": 0.01`. You cannot expect the bot to make more profit than 1% (because it will sell every time a trade will reach 1%). +For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will sell every time a trade reaches 1%). ```json "minimal_roi": { @@ -179,8 +179,8 @@ For example, if your minimal_roi is only `"0": 0.01`. You cannot expect the bot ``` On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` -(55%), there is almost no chance that the bot will never reach this profit. -Hence, keep in mind that your performance is a mix of the different elements of the strategy, your configuration, and the crypto-currency pairs you have set up. +(55%), there is almost no chance that the bot will ever reach this profit. +Hence, keep in mind that your performance is an integral mix of all different elements of the strategy, your configuration, and the crypto-currency pairs you have set up. ### Assumptions made by backtesting diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 00aec458c..9542d5725 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -7,7 +7,7 @@ search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time. Hyperopt requires historic data to be available, just as backtesting does. -To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data downloading](data-download.md) section of the documentation. +To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data Downloading](data-download.md) section of the documentation. !!! Bug Hyperopt will crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) diff --git a/mkdocs.yml b/mkdocs.yml index 069f060db..7aedb4bba 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -11,7 +11,7 @@ nav: - Telegram: telegram-usage.md - Web Hook: webhook-config.md - REST API: rest-api.md - - Data Download: data-download.md + - Data Downloading: data-download.md - Backtesting: backtesting.md - Hyperopt: hyperopt.md - Edge positioning: edge.md From 6aa1ec2a4ce054f174c668f00b624257913be1ac Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 07:05:30 +0200 Subject: [PATCH 0010/1495] Some small restructuring --- docs/backtesting.md | 8 ++++---- docs/data-download.md | 17 ++++++++++++----- 2 files changed, 16 insertions(+), 9 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 9ddc6bbb3..24df545fd 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -3,7 +3,7 @@ This page explains how to validate your strategy performance by using Backtesting. Backtesting requires historic data to be available. -To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data Downloading](data-download.md) section of the documentation. +To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation. ## Test your strategy with Backtesting @@ -15,7 +15,7 @@ Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/` by default. If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`. -For details on downloading, please refer to the [Downloading data](data-download.md) section in the documentation. +For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation. The result of backtesting will confirm if your bot has better odds of making a profit than a loss. @@ -84,8 +84,8 @@ freqtrade backtesting --timerange=20190501- #### Advanced use of timerange -Doing `--timerange=20190101-` will all available data starting with January 1st, 2019 from your inputdata. -You can also specify specific dates, or a range span indexed by start and stop. +Using `--timerange=20190101-` will use all available data starting with January 1st, 2019 from your inputdata. +You can also specify particular dates or a range span indexed by start and stop. The full timerange specification: diff --git a/docs/data-download.md b/docs/data-download.md index f6b1e9904..b576e5c01 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -4,21 +4,26 @@ To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the `freqtrade download-data` command. -If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes. -Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory. +If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes for the last 30 days. +Exchange and pairs will come from `config.json` (if specified using `-c/--config`). +Otherwise `--exchange` becomes mandatory. -Alternatively, a `pairs.json` file can be used. +### 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 `pairs.json` in that directory. -- update the `pairs.json` to contain the currency pairs you are interested in. +- 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 freqtrade/tests/testdata/pairs.json user_data/data/binance ``` +### start download + Then run: ```bash @@ -27,6 +32,8 @@ freqtrade download-data --exchange binance This will download ticker 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 tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.) - To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`. From 93b262165161089583d2ab02a5bb37bab464d995 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 07:07:06 +0200 Subject: [PATCH 0011/1495] Add format description for pairs.json file --- docs/data-download.md | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/docs/data-download.md b/docs/data-download.md index b576e5c01..17565bb98 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -22,6 +22,18 @@ mkdir -p user_data/data/binance cp freqtrade/tests/testdata/pairs.json user_data/data/binance ``` +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: From fe483ad011804644921702c5ee97aa3f91ea3715 Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Tue, 24 Sep 2019 09:03:44 -0600 Subject: [PATCH 0012/1495] Don't use the develop dockerfile for local --- docker-compose.develop.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.develop.yml b/docker-compose.develop.yml index bbf20b3f3..3e3bf4833 100644 --- a/docker-compose.develop.yml +++ b/docker-compose.develop.yml @@ -4,6 +4,6 @@ services: freqtrade_develop: build: context: . - dockerfile: "./Dockerfile.develop" + dockerfile: "./Dockerfile" volumes: - ".:/freqtrade" From 9391c27b801f1d53e5105a547546725116cb94a5 Mon Sep 17 00:00:00 2001 From: Jonathan Raviotta Date: Mon, 23 Sep 2019 20:00:07 -0400 Subject: [PATCH 0013/1495] Enhancements to BB plotting --- freqtrade/plot/plotting.py | 25 ++++++++++++++----------- 1 file changed, 14 insertions(+), 11 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 1627959f9..99d3d8088 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -64,14 +64,14 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_ """ for indicator in indicators: if indicator in data: - # TODO: Figure out why scattergl causes problems - scattergl = go.Scatter( + # TODO: Figure out why scattergl causes problems plotly/plotly.js#2284 + scatter = go.Scatter( x=data['date'], y=data[indicator].values, mode='lines', name=indicator ) - fig.add_trace(scattergl, row, 1) + fig.add_trace(scatter, row, 1) else: logger.info( 'Indicator "%s" ignored. Reason: This indicator is not found ' @@ -92,7 +92,7 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub :param name: Name to use :return: fig with added profit plot """ - profit = go.Scattergl( + profit = go.Scatter( x=data.index, y=data[column], name=name, @@ -222,23 +222,26 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra logger.warning("No sell-signals found.") if 'bb_lowerband' in data and 'bb_upperband' in data: - bb_lower = go.Scattergl( + bb_lower = go.Scatter( x=data.date, y=data.bb_lowerband, - name='BB lower', + showlegend=False, line={'color': 'rgba(255,255,255,0)'}, ) - bb_upper = go.Scattergl( + bb_upper = go.Scatter( x=data.date, y=data.bb_upperband, - name='BB upper', + name='Bollinger Band', fill="tonexty", fillcolor="rgba(0,176,246,0.2)", line={'color': 'rgba(255,255,255,0)'}, ) fig.add_trace(bb_lower, 1, 1) fig.add_trace(bb_upper, 1, 1) - + if 'bb_upperband' in indicators1 and 'bb_lowerband' in indicators1: + indicators1.remove('bb_upperband') + indicators1.remove('bb_lowerband') + # Add indicators to main plot fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data) @@ -252,7 +255,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra ) fig.add_trace(volume, 2, 1) - # Add indicators to seperate row + # Add indicators to separate row fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data) return fig @@ -267,7 +270,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], df_comb = create_cum_profit(df_comb, trades, 'cum_profit') # Plot the pairs average close prices, and total profit growth - avgclose = go.Scattergl( + avgclose = go.Scatter( x=df_comb.index, y=df_comb['mean'], name='Avg close price', From cc91ccad3ee39ec0a501878132219492df332a25 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Sep 2019 06:26:28 +0200 Subject: [PATCH 0014/1495] Improve documentation wording --- docs/backtesting.md | 2 +- docs/data-download.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 24df545fd..041a47ba2 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -84,7 +84,7 @@ freqtrade backtesting --timerange=20190501- #### Advanced use of timerange -Using `--timerange=20190101-` will use all available data starting with January 1st, 2019 from your inputdata. +For Example, running backtesting with the `--timerange=20190101-` option will use all available data starting with January 1st, 2019 from your inputdata. You can also specify particular dates or a range span indexed by start and stop. The full timerange specification: diff --git a/docs/data-download.md b/docs/data-download.md index 17565bb98..c370b3919 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -1,4 +1,4 @@ -# Data download +# Data Downloading ## Getting data for backtesting and hyperopt From 27cc73f47ed2936f3f3e2a98eee3095af302b3f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 14:39:28 +0200 Subject: [PATCH 0015/1495] Dynamically import hyperopt modules --- freqtrade/optimize/__init__.py | 12 +++++++----- tests/optimize/test_hyperopt.py | 31 +++++++++++++++++++++++++++++++ 2 files changed, 38 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 7a3c290bf..3adf5eb43 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -1,9 +1,7 @@ import logging from typing import Any, Dict -from filelock import FileLock, Timeout - -from freqtrade import DependencyException, constants +from freqtrade import DependencyException, constants, OperationalException from freqtrade.state import RunMode from freqtrade.utils import setup_utils_configuration @@ -53,8 +51,12 @@ def start_hyperopt(args: Dict[str, Any]) -> None: :return: None """ # Import here to avoid loading hyperopt module when it's not used - from freqtrade.optimize.hyperopt import Hyperopt - + try: + from filelock import FileLock, Timeout + from freqtrade.optimize.hyperopt import Hyperopt + except ImportError as e: + raise OperationalException( + f"{e}. Please ensure that the hyperopt dependencies are installed.") from e # Initialize configuration config = setup_configuration(args, RunMode.HYPEROPT) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 0888c79d4..8ceea6caa 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -190,6 +190,37 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None: HyperOptLossResolver(default_conf, ).hyperopt +def test_start_not_installed(mocker, default_conf, caplog) -> None: + start_mock = MagicMock() + patched_configuration_load_config_file(mocker, default_conf) + # Source of this test-method: https://stackoverflow.com/questions/2481511/mocking-importerror-in-python + import builtins + realimport = builtins.__import__ + + def mockedimport(name, *args, **kwargs): + if name == "filelock": + raise ImportError("No module named 'filelock'") + return realimport(name, *args, **kwargs) + + builtins.__import__ = mockedimport + + mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) + patch_exchange(mocker) + + args = [ + '--config', 'config.json', + 'hyperopt', + '--epochs', '5' + ] + args = get_args(args) + + with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"): + start_hyperopt(args) + + # restore previous importfunction + builtins.__import__ = realimport + + def test_start(mocker, default_conf, caplog) -> None: start_mock = MagicMock() patched_configuration_load_config_file(mocker, default_conf) From 47b6b56566bd90752b44df044eaa66c5ca9c601f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 14:53:36 +0200 Subject: [PATCH 0016/1495] Reorg dependencies to have hyperopt seperated --- environment.yml | 11 ++++++----- requirements-common.txt | 8 +------- requirements-dev.txt | 1 + requirements-hyperopt.txt | 9 +++++++++ requirements.txt | 1 - 5 files changed, 17 insertions(+), 13 deletions(-) create mode 100644 requirements-hyperopt.txt diff --git a/environment.yml b/environment.yml index cd3350fd5..4e8c1efcc 100644 --- a/environment.yml +++ b/environment.yml @@ -9,25 +9,26 @@ dependencies: - wheel - numpy - pandas - - scipy - SQLAlchemy - - scikit-learn - arrow - requests - urllib3 - wrapt - - joblib - jsonschema - tabulate - python-rapidjson - - filelock - flask - python-dotenv - cachetools - - scikit-optimize - python-telegram-bot # Optional for plotting - plotly + # Optional for hyperopt + - scipy + - scikit-optimize + - scikit-learn + - filelock + - joblib # Optional for development - flake8 - pytest diff --git a/requirements-common.txt b/requirements-common.txt index 70a37e695..f10134203 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -8,21 +8,15 @@ cachetools==3.1.1 requests==2.22.0 urllib3==1.25.5 wrapt==1.11.2 -scikit-learn==0.21.3 -joblib==0.13.2 jsonschema==3.0.2 TA-Lib==0.4.17 tabulate==0.8.3 coinmarketcap==5.0.3 -# Required for hyperopt -scikit-optimize==0.5.2 -filelock==3.0.12 - # find first, C search in arrays py_find_1st==1.1.4 -#Load ticker files 30% faster +# Load ticker files 30% faster python-rapidjson==0.8.0 # Notify systemd diff --git a/requirements-dev.txt b/requirements-dev.txt index 2678130f3..dcf2c7217 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -1,6 +1,7 @@ # Include all requirements to run the bot. -r requirements.txt -r requirements-plot.txt +-r requirements-hyperopt.txt coveralls==1.8.2 flake8==3.7.8 diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt new file mode 100644 index 000000000..bb0ad60f0 --- /dev/null +++ b/requirements-hyperopt.txt @@ -0,0 +1,9 @@ +# Include all requirements to run the bot. +# -r requirements.txt + +# Required for hyperopt +scipy==1.3.1 +scikit-learn==0.21.3 +scikit-optimize==0.5.2 +filelock==3.0.12 +joblib==0.13.2 diff --git a/requirements.txt b/requirements.txt index 9a723fee4..2767180ac 100644 --- a/requirements.txt +++ b/requirements.txt @@ -3,4 +3,3 @@ numpy==1.17.2 pandas==0.25.1 -scipy==1.3.1 From d2f247307092e5df9c67107f491655e991163d04 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Sep 2019 15:03:40 +0200 Subject: [PATCH 0017/1495] install hyperopt seperately ([hyperopt]) --- setup.py | 18 ++++++++++-------- 1 file changed, 10 insertions(+), 8 deletions(-) diff --git a/setup.py b/setup.py index ca94dd338..2eb09e589 100644 --- a/setup.py +++ b/setup.py @@ -18,6 +18,13 @@ if readme_file.is_file(): # Requirements used for submodules api = ['flask'] plot = ['plotly>=4.0'] +hyperopt = [ + 'scipy', + 'scikit-learn', + 'scikit-optimize', + 'filelock', + 'joblib', + ] develop = [ 'coveralls', @@ -38,7 +45,7 @@ jupyter = [ 'ipykernel', ] -all_extra = api + plot + develop + jupyter +all_extra = api + plot + develop + jupyter + hyperopt setup(name='freqtrade', version=__version__, @@ -62,14 +69,10 @@ setup(name='freqtrade', 'requests', 'urllib3', 'wrapt', - 'scikit-learn', - 'joblib', 'jsonschema', 'TA-Lib', 'tabulate', 'coinmarketcap', - 'scikit-optimize', - 'filelock', 'py_find_1st', 'python-rapidjson', 'sdnotify', @@ -77,15 +80,14 @@ setup(name='freqtrade', # from requirements.txt 'numpy', 'pandas', - 'scipy', ], extras_require={ 'api': api, 'dev': all_extra, 'plot': plot, - 'all': all_extra, 'jupyter': jupyter, - + 'hyperopt': hyperopt, + 'all': all_extra, }, include_package_data=True, zip_safe=False, From d05db077e29666e4539bd929d67edb252be3b2dc Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Sep 2019 08:56:06 +0200 Subject: [PATCH 0018/1495] Update PI install documentation and dockerfile --- Dockerfile.pi | 4 ++-- docs/installation.md | 11 +++++++---- 2 files changed, 9 insertions(+), 6 deletions(-) diff --git a/Dockerfile.pi b/Dockerfile.pi index 1b9c4c579..85ba5892f 100644 --- a/Dockerfile.pi +++ b/Dockerfile.pi @@ -22,13 +22,13 @@ RUN tar -xzf /freqtrade/ta-lib-0.4.0-src.tar.gz \ ENV LD_LIBRARY_PATH /usr/local/lib # Install berryconda -RUN wget https://github.com/jjhelmus/berryconda/releases/download/v2.0.0/Berryconda3-2.0.0-Linux-armv7l.sh \ +RUN wget -q https://github.com/jjhelmus/berryconda/releases/download/v2.0.0/Berryconda3-2.0.0-Linux-armv7l.sh \ && bash ./Berryconda3-2.0.0-Linux-armv7l.sh -b \ && rm Berryconda3-2.0.0-Linux-armv7l.sh # Install dependencies COPY requirements-common.txt /freqtrade/ -RUN ~/berryconda3/bin/conda install -y numpy pandas scipy \ +RUN ~/berryconda3/bin/conda install -y numpy pandas \ && ~/berryconda3/bin/pip install -r requirements-common.txt --no-cache-dir # Install and execute diff --git a/docs/installation.md b/docs/installation.md index f15cc356c..641879ff1 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -99,8 +99,8 @@ sudo apt-get install build-essential git Before installing FreqTrade on a Raspberry Pi running the official Raspbian Image, make sure you have at least Python 3.6 installed. The default image only provides Python 3.5. Probably the easiest way to get a recent version of python is [miniconda](https://repo.continuum.io/miniconda/). -The following assumes that miniconda3 is installed and available in your environment. Last miniconda3 installation file use python 3.4, we will update to python 3.6 on this installation. -It's recommended to use (mini)conda for this as installation/compilation of `numpy`, `scipy` and `pandas` takes a long time. +The following assumes that miniconda3 is installed and available in your environment. Since the last miniconda3 installation file uses python 3.4, we will update to python 3.6 on this installation. +It's recommended to use (mini)conda for this as installation/compilation of `numpy` and `pandas` takes a long time. Additional package to install on your Raspbian, `libffi-dev` required by cryptography (from python-telegram-bot). @@ -109,13 +109,17 @@ conda config --add channels rpi conda install python=3.6 conda create -n freqtrade python=3.6 conda activate freqtrade -conda install scipy pandas numpy +conda install pandas numpy sudo apt install libffi-dev python3 -m pip install -r requirements-common.txt python3 -m pip install -e . ``` +!!! Note + This does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`. + We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerfull machine. + ### Common #### 1. Install TA-Lib @@ -175,7 +179,6 @@ cp config.json.example config.json ``` bash python3 -m pip install --upgrade pip -python3 -m pip install -r requirements.txt python3 -m pip install -e . ``` From e9de088209736e1f1f255c4339575ff7b34c38f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Sep 2019 11:54:57 +0200 Subject: [PATCH 0019/1495] Add import-fails code as a fixture --- tests/conftest.py | 21 +++++++++++++++++++++ tests/optimize/test_hyperopt.py | 15 +-------------- 2 files changed, 22 insertions(+), 14 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 8a5ba6683..6a0a74b5b 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1054,3 +1054,24 @@ def rpc_balance(): def testdatadir() -> Path: """Return the path where testdata files are stored""" return (Path(__file__).parent / "testdata").resolve() + + +@pytest.fixture(scope="function") +def import_fails() -> None: + # Source of this test-method: + # https://stackoverflow.com/questions/2481511/mocking-importerror-in-python + import builtins + realimport = builtins.__import__ + + def mockedimport(name, *args, **kwargs): + if name in ["filelock"]: + raise ImportError(f"No module named '{name}'") + return realimport(name, *args, **kwargs) + + builtins.__import__ = mockedimport + + # Run test - then cleanup + yield + + # restore previous importfunction + builtins.__import__ = realimport diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 8ceea6caa..55f94f572 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -190,19 +190,9 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None: HyperOptLossResolver(default_conf, ).hyperopt -def test_start_not_installed(mocker, default_conf, caplog) -> None: +def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None: start_mock = MagicMock() patched_configuration_load_config_file(mocker, default_conf) - # Source of this test-method: https://stackoverflow.com/questions/2481511/mocking-importerror-in-python - import builtins - realimport = builtins.__import__ - - def mockedimport(name, *args, **kwargs): - if name == "filelock": - raise ImportError("No module named 'filelock'") - return realimport(name, *args, **kwargs) - - builtins.__import__ = mockedimport mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) patch_exchange(mocker) @@ -217,9 +207,6 @@ def test_start_not_installed(mocker, default_conf, caplog) -> None: with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"): start_hyperopt(args) - # restore previous importfunction - builtins.__import__ = realimport - def test_start(mocker, default_conf, caplog) -> None: start_mock = MagicMock() From 0268bfdbd4ac5aba98fde16a89256e11fdb558b7 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Thu, 26 Sep 2019 02:04:48 +0300 Subject: [PATCH 0020/1495] Minor: fix typo in comment Minor cosmetics. typo caught. --- freqtrade/data/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/__init__.py b/freqtrade/data/__init__.py index 0a31d095c..0e7eea0d0 100644 --- a/freqtrade/data/__init__.py +++ b/freqtrade/data/__init__.py @@ -2,7 +2,7 @@ Module to handle data operations for freqtrade """ -# limit what's imported when using `from freqtrad.data import *`` +# limit what's imported when using `from freqtrade.data import *` __all__ = [ 'converter' ] From 83e596c06f7edb4038d0c657d3ebc858dcb6197f Mon Sep 17 00:00:00 2001 From: Jonathan Raviotta Date: Wed, 25 Sep 2019 23:09:50 -0400 Subject: [PATCH 0021/1495] chart styling --- freqtrade/plot/plotting.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 99d3d8088..d59509d5c 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -64,7 +64,6 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_ """ for indicator in indicators: if indicator in data: - # TODO: Figure out why scattergl causes problems plotly/plotly.js#2284 scatter = go.Scatter( x=data['date'], y=data[indicator].values, @@ -92,7 +91,7 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub :param name: Name to use :return: fig with added profit plot """ - profit = go.Scatter( + profit = go.Scattergl( x=data.index, y=data[column], name=name, @@ -221,6 +220,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra else: logger.warning("No sell-signals found.") + # TODO: Figure out why scattergl causes problems plotly/plotly.js#2284 if 'bb_lowerband' in data and 'bb_upperband' in data: bb_lower = go.Scatter( x=data.date, @@ -251,8 +251,10 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra volume = go.Bar( x=data['date'], y=data['volume'], - name='Volume' - ) + name='Volume', + marker_color='DarkSlateGrey', + marker_line_color='DarkSlateGrey' + ) fig.add_trace(volume, 2, 1) # Add indicators to separate row @@ -270,7 +272,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], df_comb = create_cum_profit(df_comb, trades, 'cum_profit') # Plot the pairs average close prices, and total profit growth - avgclose = go.Scatter( + avgclose = go.Scattergl( x=df_comb.index, y=df_comb['mean'], name='Avg close price', From 5978b7bb93ca46c8d8e62f0168c7f43e7efc690d Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 06:26:25 +0200 Subject: [PATCH 0022/1495] Add explicit test for halfbought fee adjustment --- tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c26186e9d..45a2960e1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3205,6 +3205,30 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order assert freqtrade.get_real_amount(trade, limit_buy_order) == amount +def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, mocker): + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004} + limit_buy_order['amount'] = limit_buy_order['amount'] + 0.1 + + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + patch_get_signal(freqtrade) + + # Amount does not change + with pytest.raises(OperationalException, match=r"Half bought\? Amounts don't match"): + freqtrade.get_real_amount(trade, limit_buy_order) + + def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} From 49f0a721213cbdf1a6bca8c27b61e17432dbc4a8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 06:48:46 +0200 Subject: [PATCH 0023/1495] Add test for rounding error on fload aggregation --- freqtrade/constants.py | 1 + tests/test_freqtradebot.py | 55 ++++++++++++++++++++++++++++++++++++-- 2 files changed, 54 insertions(+), 2 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index d7ace131c..abf43b24d 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -22,6 +22,7 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList'] DRY_RUN_WALLET = 999.9 +MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons TICKER_INTERVALS = [ '1m', '3m', '5m', '15m', '30m', diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 45a2960e1..dd535a0b0 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -4,6 +4,7 @@ import logging import time from copy import deepcopy +from math import isclose from unittest.mock import MagicMock, PropertyMock import arrow @@ -12,6 +13,7 @@ import requests from freqtrade import (DependencyException, InvalidOrderException, OperationalException, TemporaryError, constants) +from freqtrade.constants import MATH_CLOSE_PREC from freqtrade.data.dataprovider import DataProvider from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade @@ -1635,6 +1637,31 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ assert trade.amount == limit_buy_order['amount'] +def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, + limit_buy_order, mocker, caplog): + trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14 + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + # get_order should not be called!! + mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) + patch_exchange(mocker) + Trade.session = MagicMock() + amount = sum(x['amount'] for x in trades_for_order) + freqtrade = get_patched_freqtradebot(mocker, default_conf) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456", + is_open=True, + open_date=arrow.utcnow().datetime, + ) + freqtrade.update_trade_state(trade, limit_buy_order) + assert trade.amount != amount + assert trade.amount == limit_buy_order['amount'] + assert log_has_re(r'Applying fee on amount for .*', caplog) + + def test_update_trade_state_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) @@ -3207,8 +3234,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, mocker): limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['fee'] = {'cost': 0.004} - limit_buy_order['amount'] = limit_buy_order['amount'] + 0.1 + limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001 patch_RPCManager(mocker) patch_exchange(mocker) @@ -3229,6 +3255,31 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ freqtrade.get_real_amount(trade, limit_buy_order) +def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, + mocker): + # Floats should not be compared directly. + limit_buy_order = deepcopy(buy_order_fee) + trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 + + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + patch_get_signal(freqtrade) + + # Amount changes by fee amount. + assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), + rel_tol=MATH_CLOSE_PREC,) + + def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} From 8d92f8b3624555bf50f8463ebe961653a1db2435 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 07:04:56 +0200 Subject: [PATCH 0024/1495] Compare floats via isclose instead of == --- freqtrade/freqtradebot.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f56b1f2ea..c6d3d0f44 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -6,6 +6,7 @@ import copy import logging import traceback from datetime import datetime +from math import isclose from typing import Any, Dict, List, Optional, Tuple import arrow @@ -510,7 +511,7 @@ class FreqtradeBot: trade.pair.startswith(exectrade['fee']['currency'])): fee_abs += exectrade['fee']['cost'] - if amount != order_amount: + if not isclose(amount, order_amount, rel_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") raise OperationalException("Half bought? Amounts don't match") real_amount = amount - fee_abs @@ -535,7 +536,7 @@ class FreqtradeBot: # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order) - if order['amount'] != new_amount: + if not isclose(order['amount'], new_amount, rel_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount # Fee was applied, so set to 0 trade.fee_open = 0 From eb07f1fee9b5763a0e635c586b55e5d4d5243325 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 09:31:31 +0200 Subject: [PATCH 0025/1495] Fix typo --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index 641879ff1..081d7e0cf 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -118,7 +118,7 @@ python3 -m pip install -e . !!! Note This does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`. - We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerfull machine. + We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine. ### Common From 9db915853ab4b9d454f618eda68ccb3a4ad02e2d Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 26 Sep 2019 11:59:21 +0300 Subject: [PATCH 0026/1495] Allow use of config in custom hyperopt methods --- freqtrade/optimize/hyperopt_interface.py | 6 ++++++ freqtrade/resolvers/hyperopt_resolver.py | 5 +---- 2 files changed, 7 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 0e2e75d2e..9973739e8 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -36,6 +36,12 @@ class IHyperOpt(ABC): """ ticker_interval: str + def __init__(self, config: dict) -> None: + self.config = config + + # Assign ticker_interval to be used in hyperopt + IHyperOpt.ticker_interval = str(config['ticker_interval']) + @staticmethod @abstractmethod def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index 3ffdc5e1f..e96394d69 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -34,9 +34,6 @@ class HyperOptResolver(IResolver): self.hyperopt = self._load_hyperopt(hyperopt_name, config, extra_dir=config.get('hyperopt_path')) - # Assign ticker_interval to be used in hyperopt - IHyperOpt.ticker_interval = str(config['ticker_interval']) - if not hasattr(self.hyperopt, 'populate_buy_trend'): logger.warning("Hyperopt class does not provide populate_buy_trend() method. " "Using populate_buy_trend from the strategy.") @@ -65,7 +62,7 @@ class HyperOptResolver(IResolver): abs_paths.insert(0, Path(extra_dir).resolve()) hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt, - object_name=hyperopt_name) + object_name=hyperopt_name, kwargs={'config': config}) if hyperopt: return hyperopt raise OperationalException( From 60e3e626e4744172469a576dceec497086f7820a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 11:00:26 +0200 Subject: [PATCH 0027/1495] Improve timerange section of the docs --- docs/backtesting.md | 9 +++------ 1 file changed, 3 insertions(+), 6 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 041a47ba2..75aba6c73 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -72,24 +72,21 @@ The exported trades can be used for [further analysis](#further-backtest-result- freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json ``` -#### Running backtest with smaller testset +#### Running backtest with smaller testset by using timerange Use the `--timerange` argument to change how much of the testset you want to use. -Example: + +For example, running backtesting with the `--timerange=20190501-` option will use all available data starting with May 1st, 2019 from your inputdata. ```bash freqtrade backtesting --timerange=20190501- ``` -#### Advanced use of timerange - -For Example, running backtesting with the `--timerange=20190101-` option will use all available data starting with January 1st, 2019 from your inputdata. You can also specify particular dates or a range span indexed by start and stop. The full timerange specification: - - Use tickframes till 2018/01/31: `--timerange=-20180131` - Use tickframes since 2018/01/31: `--timerange=20180131-` - Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` From 11bb7e520c1ad1dfa3775b1a3834007a251e8300 Mon Sep 17 00:00:00 2001 From: Ashton Honnecke Date: Thu, 26 Sep 2019 09:22:49 -0600 Subject: [PATCH 0028/1495] use .develop dockerfile, move docs to develop.md, add freqtrade_bash --- LOCAL.md | 48 -------------------------------------- docker-compose.develop.yml | 13 ++++++++++- docs/developer.md | 42 ++++++++++++++++++++++++++++++++- 3 files changed, 53 insertions(+), 50 deletions(-) delete mode 100644 LOCAL.md diff --git a/LOCAL.md b/LOCAL.md deleted file mode 100644 index ce9808034..000000000 --- a/LOCAL.md +++ /dev/null @@ -1,48 +0,0 @@ -# Local development - -The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine. - -# Install -## git -``` bash -sudo apt install git -``` - -## docker -``` bash -sudo apt install docker -``` - -## docker-compose -``` bash -sudo apt install docker-compose -``` -# Starting the bot -## Develop dockerfile -``` bash -rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml -``` - -## Docker Compose - -## Starting - -``` bash -docker-compose up -``` -![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png) - -### Rebuilding -``` bash -docker-compose build -``` - -### Execing (effectively SSH into the container) - -The `exec` command requires that the container already be running, if you want to start it -that can be effected by `docker-compose up` or `docker-compose run freqtrade_develop` - -``` bash -docker-compose exec freqtrade_develop /bin/bash -``` -![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png) diff --git a/docker-compose.develop.yml b/docker-compose.develop.yml index 3e3bf4833..562b5960a 100644 --- a/docker-compose.develop.yml +++ b/docker-compose.develop.yml @@ -4,6 +4,17 @@ services: freqtrade_develop: build: context: . - dockerfile: "./Dockerfile" + dockerfile: "./Dockerfile.develop" volumes: - ".:/freqtrade" + entrypoint: + - "freqtrade" + + freqtrade_bash: + build: + context: . + dockerfile: "./Dockerfile.develop" + volumes: + - ".:/freqtrade" + entrypoint: + - "/bin/bash" diff --git a/docs/developer.md b/docs/developer.md index b048cf93f..926b8e3d8 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -38,8 +38,48 @@ def test_method_to_test(caplog): assert log_has("This event happened", caplog) # Check regex with trailing number ... assert log_has_re(r"This dynamic event happened and produced \d+", caplog) + ``` +### Local docker usage + +The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine. + +#### Install +* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) +* [docker](https://docs.docker.com/install/) +* [docker-compose](https://docs.docker.com/compose/install/) + +#### Starting the bot +##### Use the develop dockerfile +``` bash +rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml +``` +#### Docker Compose + +##### Starting + +``` bash +docker-compose up +``` +![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png) + +##### Rebuilding +``` bash +docker-compose build +``` + +##### Execing (effectively SSH into the container) + +The `exec` command requires that the container already be running, if you want to start it +that can be effected by `docker-compose up` or `docker-compose run freqtrade_develop` + +``` bash +docker-compose exec freqtrade_develop /bin/bash +``` +![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png) + + ## Modules ### Dynamic Pairlist @@ -182,7 +222,7 @@ git log --oneline --no-decorate --no-merges master..develop Once the PR against master is merged (best right after merging): * Use the button "Draft a new release" in the Github UI (subsection releases) -* Use the version-number specified as tag. +* Use the version-number specified as tag. * Use "master" as reference (this step comes after the above PR is merged). * Use the above changelog as release comment (as codeblock) From 637ec60644c2a31722c03ba3722c4153d66b899b Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 26 Sep 2019 19:36:09 +0200 Subject: [PATCH 0029/1495] Update slack link --- CONTRIBUTING.md | 2 +- README.md | 4 ++-- docs/developer.md | 2 +- docs/index.md | 2 +- docs/strategy-customization.md | 2 +- 5 files changed, 6 insertions(+), 6 deletions(-) diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index aac25a423..72c04e151 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -11,7 +11,7 @@ Few pointers for contributions: - Create your PR against the `develop` branch, not `master`. - New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100). -If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) +If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR. ## Getting started diff --git a/README.md b/README.md index 240b4f917..6d57dcd89 100644 --- a/README.md +++ b/README.md @@ -141,7 +141,7 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel. -- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). +- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) @@ -172,7 +172,7 @@ to understand the requirements before sending your pull-requests. Coding is not a neccessity to contribute - maybe start with improving our documentation? Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase. -**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. +**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. **Important:** Always create your PR against the `develop` branch, not `master`. diff --git a/docs/developer.md b/docs/developer.md index b048cf93f..627627b07 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -2,7 +2,7 @@ This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running. -All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) where you can ask questions. +All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) where you can ask questions. ## Documentation diff --git a/docs/index.md b/docs/index.md index 63d6be75e..206d635c6 100644 --- a/docs/index.md +++ b/docs/index.md @@ -64,7 +64,7 @@ To run this bot we recommend you a cloud instance with a minimum of: Help / Slack For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel. -Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) to join Slack channel. +Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join Slack channel. ## Ready to try? diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 85cab987a..b927e5aad 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -411,7 +411,7 @@ To get additional Ideas for strategies, head over to our [strategy repository](h Feel free to use any of them as inspiration for your own strategies. We're happy to accept Pull Requests containing new Strategies to that repo. -We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) which is a great place to get and/or share ideas. +We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) which is a great place to get and/or share ideas. ## Next step From 4ac53f154908557959cbdea2eeed1c43be063db8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 28 Sep 2019 04:13:53 +0300 Subject: [PATCH 0030/1495] Shorten the default hyperopt stoploss space --- freqtrade/optimize/hyperopt_interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 0e2e75d2e..7b0e956b9 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -175,7 +175,7 @@ class IHyperOpt(ABC): You may override it in your custom Hyperopt class. """ return [ - Real(-0.5, -0.02, name='stoploss'), + Real(-0.35, -0.02, name='stoploss'), ] # This is needed for proper unpickling the class attribute ticker_interval From 42b5a0977e2b7b03917bbcbb12c1961c7c4c77bc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 10:14:38 +0200 Subject: [PATCH 0031/1495] fix failing test --- tests/optimize/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 0888c79d4..1a22d116d 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -153,7 +153,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: delattr(hyperopts, 'populate_sell_trend') mocker.patch( 'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt', - MagicMock(return_value=hyperopts) + MagicMock(return_value=hyperopts(default_conf)) ) x = HyperOptResolver(default_conf, ).hyperopt assert not hasattr(x, 'populate_buy_trend') From 43f2ef226c969894d6a9a3487a52eeef95f7f5a7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 10:30:12 +0200 Subject: [PATCH 0032/1495] Change rel_tol to abs_tol to avoid surprises with high priced pairs --- freqtrade/freqtradebot.py | 4 ++-- tests/test_freqtradebot.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index c6d3d0f44..3f7eab27a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -511,7 +511,7 @@ class FreqtradeBot: trade.pair.startswith(exectrade['fee']['currency'])): fee_abs += exectrade['fee']['cost'] - if not isclose(amount, order_amount, rel_tol=constants.MATH_CLOSE_PREC): + if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") raise OperationalException("Half bought? Amounts don't match") real_amount = amount - fee_abs @@ -536,7 +536,7 @@ class FreqtradeBot: # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order) - if not isclose(order['amount'], new_amount, rel_tol=constants.MATH_CLOSE_PREC): + if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount # Fee was applied, so set to 0 trade.fee_open = 0 diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index dd535a0b0..ee28f2e58 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3277,7 +3277,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b # Amount changes by fee amount. assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), - rel_tol=MATH_CLOSE_PREC,) + abs_tol=MATH_CLOSE_PREC,) def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): From 7e214d8e4c14fb640a1b4c417c78b07381aaa4b7 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 28 Sep 2019 11:50:15 +0300 Subject: [PATCH 0033/1495] minor: change default stoploss space --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 9542d5725..b31e515ab 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -425,7 +425,7 @@ Buy hyperspace params: Stoploss: -0.37996664668703606 ``` -If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.5...-0.02, which is sufficient in most cases. +If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases. If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default. From 45f5394d799190edf023bbe493bc3964cd0aebb2 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 28 Sep 2019 11:54:26 +0300 Subject: [PATCH 0034/1495] Align example in the docs --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index b31e515ab..45528edab 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -422,7 +422,7 @@ Buy hyperspace params: 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'bb_lower'} -Stoploss: -0.37996664668703606 +Stoploss: -0.27996 ``` If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases. From 2f005d6be96dcc8d98abcca813a9c10eb5a99eb9 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 28 Sep 2019 11:56:19 +0300 Subject: [PATCH 0035/1495] Align example of ROI in the docs --- docs/hyperopt.md | 17 +++-------------- 1 file changed, 3 insertions(+), 14 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 45528edab..beef414bf 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -375,23 +375,12 @@ Buy hyperspace params: 'rsi-enabled': True, 'trigger': 'bb_lower'} ROI table: -{ 0: 0.10674752302642071, - 21: 0.09158372701087236, - 78: 0.03634636907306948, +{ 0: 0.10674, + 21: 0.09158, + 78: 0.03634, 118: 0} ``` -This would translate to the following ROI table: - -``` python -minimal_roi = { - "118": 0, - "78": 0.0363, - "21": 0.0915, - "0": 0.106 - } -``` - If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point): | # step | 1m | | 5m | | 1h | | 1d | | From 6a397f579e449e40c18584d45ee318b1603ac7b5 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sun, 29 Sep 2019 00:43:27 +0300 Subject: [PATCH 0036/1495] Add description of usage --- docs/hyperopt.md | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index beef414bf..1ca371e3d 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -381,6 +381,22 @@ ROI table: 118: 0} ``` +In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy: + +``` + # Minimal ROI designed for the strategy. + # This attribute will be overridden if the config file contains "minimal_roi" + minimal_roi = { + 0: 0.10674, + 21: 0.09158, + 78: 0.03634, + 118: 0 + } +``` +As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file. + +#### Default ROI Search Space + If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point): | # step | 1m | | 5m | | 1h | | 1d | | @@ -414,6 +430,17 @@ Buy hyperspace params: Stoploss: -0.27996 ``` +In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy: + +``` + # Optimal stoploss designed for the strategy + # This attribute will be overridden if the config file contains "stoploss" + stoploss = -0.27996 +``` +As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file. + +#### Default Stoploss Search Space + If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases. If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default. From 23665c7731846741070a958c16bd8f27501e4ecc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 10:25:47 +0200 Subject: [PATCH 0037/1495] Don't use main.py as entry point in documentation --- docs/installation.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/installation.md b/docs/installation.md index 081d7e0cf..68348d4b0 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -257,14 +257,12 @@ As compiling from source on windows has heavy dependencies (requires a partial v ```cmd >cd \path\freqtrade-develop >python -m venv .env ->cd .env\Scripts ->activate.bat ->cd \path\freqtrade-develop +>.env\Scripts\activate.bat REM optionally install ta-lib from wheel REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl >pip install -r requirements.txt >pip install -e . ->python freqtrade\main.py +>freqtrade ``` > Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222) From 448b09d7b68ef7ae25e33757e3472c8cb7dc60aa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 29 Sep 2019 11:54:20 +0300 Subject: [PATCH 0038/1495] Add list-timeframes subcommand --- freqtrade/configuration/arguments.py | 16 ++++++++++++++-- freqtrade/utils.py | 23 +++++++++++++++++++++++ 2 files changed, 37 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 6e2ecea2e..c2cde6090 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -31,6 +31,8 @@ ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"] ARGS_LIST_EXCHANGES = ["print_one_column"] +ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] + ARGS_CREATE_USERDIR = ["user_data_dir"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] @@ -41,7 +43,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] -NO_CONF_REQURIED = ["create-userdir", "download-data", "plot-dataframe", "plot-profit"] +NO_CONF_REQURIED = ["create-userdir", "download-data", "list-timeframes", "plot-dataframe", + "plot-profit"] class Arguments: @@ -98,7 +101,8 @@ class Arguments: :return: None """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge - from freqtrade.utils import start_create_userdir, start_download_data, start_list_exchanges + from freqtrade.utils import (start_create_userdir, start_download_data, + start_list_exchanges, start_list_timeframes) subparsers = self.parser.add_subparsers(dest='subparser') @@ -131,6 +135,14 @@ class Arguments: list_exchanges_cmd.set_defaults(func=start_list_exchanges) self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd) + # Add list-timeframes subcommand + list_timeframes_cmd = subparsers.add_parser( + 'list-timeframes', + help='Print available ticker intervals (timeframes) for the exchange.' + ) + list_timeframes_cmd.set_defaults(func=start_list_timeframes) + self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd) + # Add download-data subcommand download_data_cmd = subparsers.add_parser( 'download-data', diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 6ce5e888c..559fef0a5 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -97,3 +97,26 @@ def start_download_data(args: Dict[str, Any]) -> None: if pairs_not_available: logger.info(f"Pairs [{','.join(pairs_not_available)}] not available " f"on exchange {config['exchange']['name']}.") + + +def start_list_timeframes(args: Dict[str, Any]) -> None: + """ + Print ticker intervals (timeframes) available on Exchange + """ + config = setup_utils_configuration(args, RunMode.OTHER) + + # Init exchange + exchange = ExchangeResolver(config['exchange']['name'], config).exchange + + timeframes = list((exchange._api.timeframes or {}).keys()) + + if not timeframes: + logger.warning("List of timeframes available for exchange " + f"`{config['exchange']['name']}` is empty. " + "This exchange does not support fetching OHLCV data.") + else: + if args['print_one_column']: + print('\n'.join(timeframes)) + else: + print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " + f"{', '.join(timeframes)}") From cd2336887cc74b6a518d84f32d7aa6f1691b4824 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 4 Sep 2019 17:14:04 +0200 Subject: [PATCH 0039/1495] Add first version with shared parent parsers --- freqtrade/configuration/arguments.py | 65 ++++++++++++++++------------ 1 file changed, 37 insertions(+), 28 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 6e2ecea2e..124bf3b75 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -12,7 +12,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat ARGS_STRATEGY = ["strategy", "strategy_path"] -ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"] +ARGS_MAIN = ARGS_STRATEGY + ["db_url", "sd_notify"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount"] @@ -51,11 +51,6 @@ class Arguments: def __init__(self, args: Optional[List[str]]) -> None: self.args = args self._parsed_arg: Optional[argparse.Namespace] = None - self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot') - - def _load_args(self) -> None: - self._build_args(optionlist=ARGS_MAIN) - self._build_subcommands() def get_parsed_arg(self) -> Dict[str, Any]: """ @@ -63,7 +58,7 @@ class Arguments: :return: List[str] List of arguments """ if self._parsed_arg is None: - self._load_args() + self._build_subcommands() self._parsed_arg = self._parse_args() return vars(self._parsed_arg) @@ -86,7 +81,6 @@ class Arguments: return parsed_arg def _build_args(self, optionlist, parser=None): - parser = parser or self.parser for val in optionlist: opt = AVAILABLE_CLI_OPTIONS[val] @@ -97,61 +91,76 @@ class Arguments: Builds and attaches all subcommands. :return: None """ + # Build shared arguments (as group Common Options) + _common_parser = argparse.ArgumentParser(add_help=False) + group = _common_parser.add_argument_group("Common Options") + self._build_args(optionlist=ARGS_COMMON, parser=group) + + # Build main command + self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot', + parents=[_common_parser]) + self._build_args(optionlist=ARGS_MAIN, parser=self.parser) + from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import start_create_userdir, start_download_data, start_list_exchanges subparsers = self.parser.add_subparsers(dest='subparser') # Add backtesting subcommand - backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.') + backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', + parents=[_common_parser]) backtesting_cmd.set_defaults(func=start_backtesting) self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) # Add edge subcommand - edge_cmd = subparsers.add_parser('edge', help='Edge module.') + edge_cmd = subparsers.add_parser('edge', help='Edge module.', parents=[_common_parser]) edge_cmd.set_defaults(func=start_edge) self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) # Add hyperopt subcommand - hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.') + hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', + parents=[_common_parser], + ) hyperopt_cmd.set_defaults(func=start_hyperopt) self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) # add create-userdir subcommand create_userdir_cmd = subparsers.add_parser('create-userdir', - help="Create user-data directory.") + help="Create user-data directory.", + + ) create_userdir_cmd.set_defaults(func=start_create_userdir) self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd) # Add list-exchanges subcommand - list_exchanges_cmd = subparsers.add_parser( - 'list-exchanges', - help='Print available exchanges.' - ) + list_exchanges_cmd = subparsers.add_parser('list-exchanges', + help='Print available exchanges.', + parents=[_common_parser], + ) list_exchanges_cmd.set_defaults(func=start_list_exchanges) self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd) # Add download-data subcommand - download_data_cmd = subparsers.add_parser( - 'download-data', - help='Download backtesting data.' - ) + download_data_cmd = subparsers.add_parser('download-data', + help='Download backtesting data.', + parents=[_common_parser], + ) download_data_cmd.set_defaults(func=start_download_data) self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd) # Add Plotting subcommand from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit - plot_dataframe_cmd = subparsers.add_parser( - 'plot-dataframe', - help='Plot candles with indicators.' - ) + plot_dataframe_cmd = subparsers.add_parser('plot-dataframe', + help='Plot candles with indicators.', + parents=[_common_parser], + ) plot_dataframe_cmd.set_defaults(func=start_plot_dataframe) self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd) # Plot profit - plot_profit_cmd = subparsers.add_parser( - 'plot-profit', - help='Generate plot showing profits.' - ) + plot_profit_cmd = subparsers.add_parser('plot-profit', + help='Generate plot showing profits.', + parents=[_common_parser], + ) plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) From 2a535b72ff6e79b9bc5c218ce97d4b7ec40aede1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 11:15:51 +0200 Subject: [PATCH 0040/1495] Parser should not have default --- freqtrade/configuration/arguments.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 124bf3b75..d26d64c40 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -80,7 +80,7 @@ class Arguments: return parsed_arg - def _build_args(self, optionlist, parser=None): + def _build_args(self, optionlist, parser): for val in optionlist: opt = AVAILABLE_CLI_OPTIONS[val] From cb37f43277bb4d3f81d867888ba7bd63550c2df5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 11:16:14 +0200 Subject: [PATCH 0041/1495] Add trade subparser (and make subparser a requirement) --- freqtrade/configuration/arguments.py | 14 ++++++++++---- freqtrade/utils.py | 15 +++++++++++++-- 2 files changed, 23 insertions(+), 6 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index d26d64c40..ff28a6406 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -99,12 +99,19 @@ class Arguments: # Build main command self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot', parents=[_common_parser]) - self._build_args(optionlist=ARGS_MAIN, parser=self.parser) from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge - from freqtrade.utils import start_create_userdir, start_download_data, start_list_exchanges + from freqtrade.utils import (start_create_userdir, start_download_data, + start_list_exchanges, start_trading) + from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit - subparsers = self.parser.add_subparsers(dest='subparser') + subparsers = self.parser.add_subparsers(dest='subparser', required=True) + + # Add trade subcommand + trade_cmd = subparsers.add_parser('trade', help='Trade module.', + parents=[_common_parser]) + trade_cmd.set_defaults(func=start_trading) + self._build_args(optionlist=ARGS_MAIN, parser=trade_cmd) # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', @@ -149,7 +156,6 @@ class Arguments: self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd) # Add Plotting subcommand - from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit plot_dataframe_cmd = subparsers.add_parser('plot-dataframe', help='Plot candles with indicators.', parents=[_common_parser], diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 6ce5e888c..8e57606da 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -33,6 +33,17 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str return config +def start_trading(args: Dict[str, Any]) -> int: + """ + Main entry point for trading mode + """ + from freqtrade.worker import Worker + # Load and run worker + worker = Worker(args) + worker.run() + return 0 + + def start_list_exchanges(args: Dict[str, Any]) -> None: """ Print available exchanges @@ -47,7 +58,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None: f"{', '.join(available_exchanges())}") -def start_create_userdir(args: Dict[str, Any]) -> None: +def start_create_userdir(args: Dict[str, Any]) -> int: """ Create "user_data" directory to contain user data strategies, hyperopts, ...) :param args: Cli args from Arguments() @@ -57,7 +68,7 @@ def start_create_userdir(args: Dict[str, Any]) -> None: create_userdata_dir(args["user_data_dir"], create_dir=True) else: logger.warning("`create-userdir` requires --userdir to be set.") - sys.exit(1) + return 1 def start_download_data(args: Dict[str, Any]) -> None: From 8664e7f7d35d85dae15862d6d42bf292446bd198 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 11:19:08 +0200 Subject: [PATCH 0042/1495] Have main.py support only subcommand mode --- freqtrade/main.py | 12 ++---------- 1 file changed, 2 insertions(+), 10 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 4d6f0dce7..543aab169 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -15,7 +15,6 @@ from typing import Any, List from freqtrade import OperationalException from freqtrade.configuration import Arguments -from freqtrade.worker import Worker logger = logging.getLogger('freqtrade') @@ -33,16 +32,9 @@ def main(sysargv: List[str] = None) -> None: arguments = Arguments(sysargv) args = arguments.get_parsed_arg() - # A subcommand has been issued. - # Means if Backtesting or Hyperopt have been called we exit the bot + # Call subcommand. if 'func' in args: - args['func'](args) - # TODO: fetch return_code as returned by the command function here - return_code = 0 - else: - # Load and run worker - worker = Worker(args) - worker.run() + return_code = args['func'](args) except SystemExit as e: return_code = e From 0f2e277f80b68a82272e62348f59a17418894c9c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 11:19:42 +0200 Subject: [PATCH 0043/1495] Rename subparser variable to command --- freqtrade/configuration/arguments.py | 2 +- tests/test_arguments.py | 4 ++-- tests/test_main.py | 4 ++-- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index ff28a6406..8f6924032 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -105,7 +105,7 @@ class Arguments: start_list_exchanges, start_trading) from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit - subparsers = self.parser.add_subparsers(dest='subparser', required=True) + subparsers = self.parser.add_subparsers(dest='command', required=True) # Add trade subcommand trade_cmd = subparsers.add_parser('trade', help='Trade module.', diff --git a/tests/test_arguments.py b/tests/test_arguments.py index cf0104c01..1b04d9419 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -106,7 +106,7 @@ def test_parse_args_backtesting_custom() -> None: call_args = Arguments(args).get_parsed_arg() assert call_args["config"] == ['test_conf.json'] assert call_args["verbosity"] == 0 - assert call_args["subparser"] == 'backtesting' + assert call_args["command"] == 'backtesting' assert call_args["func"] is not None assert call_args["ticker_interval"] == '1m' assert type(call_args["strategy_list"]) is list @@ -124,7 +124,7 @@ def test_parse_args_hyperopt_custom() -> None: assert call_args["config"] == ['test_conf.json'] assert call_args["epochs"] == 20 assert call_args["verbosity"] == 0 - assert call_args["subparser"] == 'hyperopt' + assert call_args["command"] == 'hyperopt' assert call_args["spaces"] == ['buy'] assert call_args["func"] is not None assert callable(call_args["func"]) diff --git a/tests/test_main.py b/tests/test_main.py index d73edc0da..10d7d3216 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -29,7 +29,7 @@ def test_parse_args_backtesting(mocker) -> None: call_args = backtesting_mock.call_args[0][0] assert call_args["config"] == ['config.json'] assert call_args["verbosity"] == 0 - assert call_args["subparser"] == 'backtesting' + assert call_args["command"] == 'backtesting' assert call_args["func"] is not None assert callable(call_args["func"]) assert call_args["ticker_interval"] is None @@ -45,7 +45,7 @@ def test_main_start_hyperopt(mocker) -> None: call_args = hyperopt_mock.call_args[0][0] assert call_args["config"] == ['config.json'] assert call_args["verbosity"] == 0 - assert call_args["subparser"] == 'hyperopt' + assert call_args["command"] == 'hyperopt' assert call_args["func"] is not None assert callable(call_args["func"]) From 03add90c9494e0a848b73b31e73ecaa05763cfcd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:18:52 +0200 Subject: [PATCH 0044/1495] Adjust some tests to new call-method --- tests/optimize/test_backtesting.py | 12 ++++++------ tests/test_main.py | 14 +++++++------- 2 files changed, 13 insertions(+), 13 deletions(-) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index fa40809d8..1a52f851e 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -169,9 +169,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> patched_configuration_load_config_file(mocker, default_conf) args = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'backtesting' ] config = setup_configuration(get_args(args), RunMode.BACKTEST) @@ -202,10 +202,10 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> ) args = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', - 'backtesting', '--ticker-interval', '1m', '--enable-position-stacking', '--disable-max-market-positions', @@ -250,9 +250,9 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog patched_configuration_load_config_file(mocker, default_conf) args = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'backtesting' ] with pytest.raises(DependencyException, match=r'.*stake amount.*'): @@ -267,9 +267,9 @@ def test_start(mocker, fee, default_conf, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) args = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'backtesting' ] args = get_args(args) start_backtesting(args) @@ -812,10 +812,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): patched_configuration_load_config_file(mocker, default_conf) args = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', str(testdatadir), - 'backtesting', '--ticker-interval', '1m', '--timerange', '-100', '--enable-position-stacking', @@ -859,9 +859,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): patched_configuration_load_config_file(mocker, default_conf) args = [ + 'backtesting', '--config', 'config.json', '--datadir', str(testdatadir), - 'backtesting', '--ticker-interval', '1m', '--timerange', '-100', '--enable-position-stacking', diff --git a/tests/test_main.py b/tests/test_main.py index 10d7d3216..c5e1c8901 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -58,7 +58,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - args = ['-c', 'config.json.example'] + args = ['trade', '-c', 'config.json.example'] # Test Main + the KeyboardInterrupt exception with pytest.raises(SystemExit): @@ -75,7 +75,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - args = ['-c', 'config.json.example'] + args = ['trade', '-c', 'config.json.example'] # Test Main + the KeyboardInterrupt exception with pytest.raises(SystemExit): @@ -95,7 +95,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - args = ['-c', 'config.json.example'] + args = ['trade', '-c', 'config.json.example'] # Test Main + the KeyboardInterrupt exception with pytest.raises(SystemExit): @@ -114,15 +114,15 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None: OperationalException("Oh snap!")]) mocker.patch('freqtrade.worker.Worker._worker', worker_mock) patched_configuration_load_config_file(mocker, default_conf) - reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock()) + reconfigure_mock = mocker.patch('freqtrade.worker.Worker._reconfigure', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - args = Arguments(['-c', 'config.json.example']).get_parsed_arg() + args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg() worker = Worker(args=args, config=default_conf) with pytest.raises(SystemExit): - main(['-c', 'config.json.example']) + main(['trade', '-c', 'config.json.example']) assert log_has('Using config: config.json.example ...', caplog) assert worker_mock.call_count == 4 @@ -141,7 +141,7 @@ def test_reconfigure(mocker, default_conf) -> None: mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - args = Arguments(['-c', 'config.json.example']).get_parsed_arg() + args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg() worker = Worker(args=args, config=default_conf) freqtrade = worker.freqtrade From 1b25b5f590e3d50678b853003c9ca06e77ef2a82 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:19:05 +0200 Subject: [PATCH 0045/1495] Remove duplicate short-form `-s` --- freqtrade/configuration/cli_options.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index cb07dbdba..24230f1b3 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -171,7 +171,7 @@ AVAILABLE_CLI_OPTIONS = { default=constants.HYPEROPT_EPOCH, ), "spaces": Arg( - '-s', '--spaces', + '--spaces', help='Specify which parameters to hyperopt. Space-separated list. ' 'Default: `%(default)s`.', choices=['all', 'buy', 'sell', 'roi', 'stoploss'], From d62a4d3566eee173e923f51d76cf1d2e5c0e914b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:19:21 +0200 Subject: [PATCH 0046/1495] Fix some minor problems --- freqtrade/configuration/arguments.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 8f6924032..d0db162b9 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -14,8 +14,8 @@ ARGS_STRATEGY = ["strategy", "strategy_path"] ARGS_MAIN = ARGS_STRATEGY + ["db_url", "sd_notify"] -ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", - "max_open_trades", "stake_amount"] +ARGS_COMMON_OPTIMIZE = ARGS_STRATEGY + ["ticker_interval", "timerange", + "max_open_trades", "stake_amount"] ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", "strategy_list", "export", "exportfilename"] @@ -75,7 +75,7 @@ class Arguments: # (see https://bugs.python.org/issue16399) # Allow no-config for certain commands (like downloading / plotting) if (parsed_arg.config is None and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or - not ('subparser' in parsed_arg and parsed_arg.subparser in NO_CONF_REQURIED))): + not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))): parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg @@ -120,7 +120,8 @@ class Arguments: self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) # Add edge subcommand - edge_cmd = subparsers.add_parser('edge', help='Edge module.', parents=[_common_parser]) + edge_cmd = subparsers.add_parser('edge', help='Edge module.', + parents=[_common_parser]) edge_cmd.set_defaults(func=start_edge) self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) From db3b974479976273ba54ce919ed07521d3c1311c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:19:40 +0200 Subject: [PATCH 0047/1495] Fix calling sequence --- tests/optimize/test_edge_cli.py | 6 +++--- tests/test_configuration.py | 8 ++++---- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py index 97103da55..1d2faead0 100644 --- a/tests/optimize/test_edge_cli.py +++ b/tests/optimize/test_edge_cli.py @@ -15,9 +15,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> patched_configuration_load_config_file(mocker, default_conf) args = [ + 'edge', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'edge' ] config = setup_configuration(get_args(args), RunMode.EDGE) @@ -45,10 +45,10 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N ) args = [ + 'edge', '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', - 'edge', '--ticker-interval', '1m', '--timerange', ':100', '--stoplosses=-0.01,-0.10,-0.001' @@ -79,9 +79,9 @@ def test_start(mocker, fee, edge_conf, caplog) -> None: patched_configuration_load_config_file(mocker, edge_conf) args = [ + 'edge', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'edge' ] args = get_args(args) start_edge(args) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 330b82d39..522b1c1ee 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -806,8 +806,8 @@ def test_pairlist_resolving(): def test_pairlist_resolving_with_config(mocker, default_conf): patched_configuration_load_config_file(mocker, default_conf) arglist = [ - '--config', 'config.json', 'download-data', + '--config', 'config.json', ] args = Arguments(arglist).get_parsed_arg() @@ -820,8 +820,8 @@ def test_pairlist_resolving_with_config(mocker, default_conf): # Override pairs arglist = [ - '--config', 'config.json', 'download-data', + '--config', 'config.json', '--pairs', 'ETH/BTC', 'XRP/BTC', ] @@ -842,8 +842,8 @@ def test_pairlist_resolving_with_config_pl(mocker, default_conf): mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock())) arglist = [ - '--config', 'config.json', 'download-data', + '--config', 'config.json', '--pairs-file', 'pairs.json', ] @@ -864,8 +864,8 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) arglist = [ - '--config', 'config.json', 'download-data', + '--config', 'config.json', '--pairs-file', 'pairs.json', ] From e8106f379222e9353bdb93dcc1504cc8d5f2b809 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:38:26 +0200 Subject: [PATCH 0048/1495] Fix most tests to have trade as default argument --- tests/test_arguments.py | 22 +++++++++++----------- tests/test_configuration.py | 30 ++++++++++++++++++------------ tests/test_plotting.py | 4 ++-- 3 files changed, 31 insertions(+), 25 deletions(-) diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 1b04d9419..53602574e 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -25,27 +25,27 @@ def test_parse_args_defaults() -> None: def test_parse_args_config() -> None: - args = Arguments(['-c', '/dev/null']).get_parsed_arg() + args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg() assert args["config"] == ['/dev/null'] - args = Arguments(['--config', '/dev/null']).get_parsed_arg() + args = Arguments(['trade', '--config', '/dev/null']).get_parsed_arg() assert args["config"] == ['/dev/null'] - args = Arguments(['--config', '/dev/null', + args = Arguments(['trade', '--config', '/dev/null', '--config', '/dev/zero'],).get_parsed_arg() assert args["config"] == ['/dev/null', '/dev/zero'] def test_parse_args_db_url() -> None: - args = Arguments(['--db-url', 'sqlite:///test.sqlite']).get_parsed_arg() + args = Arguments(['trade', '--db-url', 'sqlite:///test.sqlite']).get_parsed_arg() assert args["db_url"] == 'sqlite:///test.sqlite' def test_parse_args_verbose() -> None: - args = Arguments(['-v']).get_parsed_arg() + args = Arguments(['trade', '-v']).get_parsed_arg() assert args["verbosity"] == 1 - args = Arguments(['--verbose']).get_parsed_arg() + args = Arguments(['trade', '--verbose']).get_parsed_arg() assert args["verbosity"] == 1 @@ -67,7 +67,7 @@ def test_parse_args_invalid() -> None: def test_parse_args_strategy() -> None: - args = Arguments(['--strategy', 'SomeStrategy']).get_parsed_arg() + args = Arguments(['trade', '--strategy', 'SomeStrategy']).get_parsed_arg() assert args["strategy"] == 'SomeStrategy' @@ -77,7 +77,7 @@ def test_parse_args_strategy_invalid() -> None: def test_parse_args_strategy_path() -> None: - args = Arguments(['--strategy-path', '/some/path']).get_parsed_arg() + args = Arguments(['trade', '--strategy-path', '/some/path']).get_parsed_arg() assert args["strategy_path"] == '/some/path' @@ -96,8 +96,8 @@ def test_parse_args_backtesting_invalid() -> None: def test_parse_args_backtesting_custom() -> None: args = [ - '-c', 'test_conf.json', 'backtesting', + '-c', 'test_conf.json', '--ticker-interval', '1m', '--strategy-list', 'DefaultStrategy', @@ -115,8 +115,8 @@ def test_parse_args_backtesting_custom() -> None: def test_parse_args_hyperopt_custom() -> None: args = [ - '-c', 'test_conf.json', 'hyperopt', + '-c', 'test_conf.json', '--epochs', '20', '--spaces', 'buy' ] @@ -132,8 +132,8 @@ def test_parse_args_hyperopt_custom() -> None: def test_download_data_options() -> None: args = [ - '--datadir', 'datadir/directory', 'download-data', + '--datadir', 'datadir/directory', '--pairs-file', 'file_with_pairs', '--days', '30', '--exchange', 'binance' diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 522b1c1ee..3c3ad3026 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -65,7 +65,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: def test__args_to_config(caplog): - arg_list = ['--strategy-path', 'TestTest'] + arg_list = ['trade', '--strategy-path', 'TestTest'] args = Arguments(arg_list).get_parsed_arg() configuration = Configuration(args) config = {} @@ -93,7 +93,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None: default_conf['max_open_trades'] = 0 patched_configuration_load_config_file(mocker, default_conf) - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -118,7 +118,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None: configsmock ) - arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ] + arg_list = ['trade', '-c', 'test_conf.json', '--config', 'test2_conf.json', ] args = Arguments(arg_list).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -184,7 +184,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> default_conf['max_open_trades'] = -1 patched_configuration_load_config_file(mocker, default_conf) - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -208,7 +208,7 @@ def test_load_config_file_exception(mocker) -> None: def test_load_config(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, default_conf) - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -221,6 +221,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, default_conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--strategy-path', '/some/path', '--db-url', 'sqlite:///someurl', @@ -240,6 +241,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--strategy-path', '/some/path' ] @@ -256,6 +258,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--strategy-path', '/some/path' ] @@ -272,6 +275,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--strategy-path', '/some/path' ] @@ -290,6 +294,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: patched_configuration_load_config_file(mocker, conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--strategy-path', '/some/path' ] @@ -307,7 +312,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None: }) patched_configuration_load_config_file(mocker, default_conf) - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -319,6 +324,7 @@ def test_show_info(default_conf, mocker, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) arglist = [ + 'trade', '--strategy', 'TestStrategy', '--db-url', 'sqlite:///tmp/testdb', ] @@ -335,9 +341,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> patched_configuration_load_config_file(mocker, default_conf) arglist = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', - 'backtesting' ] args = Arguments(arglist).get_parsed_arg() @@ -373,11 +379,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non lambda x, *args, **kwargs: Path(x) ) arglist = [ + 'backtesting', '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', '--userdir', "/tmp/freqtrade", - 'backtesting', '--ticker-interval', '1m', '--enable-position-stacking', '--disable-max-market-positions', @@ -424,8 +430,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non patched_configuration_load_config_file(mocker, default_conf) arglist = [ - '--config', 'config.json', 'backtesting', + '--config', 'config.json', '--ticker-interval', '1m', '--export', '/bar/foo', '--strategy-list', @@ -552,7 +558,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None: # Prevent setting loggers mocker.patch('freqtrade.loggers._set_loggers', MagicMock) - arglist = ['-vvv'] + arglist = ['trade', '-vvv'] args = Arguments(arglist).get_parsed_arg() configuration = Configuration(args) @@ -604,7 +610,7 @@ def test_set_logfile(default_conf, mocker): patched_configuration_load_config_file(mocker, default_conf) arglist = [ - '--logfile', 'test_file.log', + 'trade', '--logfile', 'test_file.log', ] args = Arguments(arglist).get_parsed_arg() configuration = Configuration(args) @@ -620,7 +626,7 @@ def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None: default_conf['forcebuy_enable'] = True patched_configuration_load_config_file(mocker, default_conf) - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 9028ab961..cf5a22973 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -281,8 +281,8 @@ def test_generate_profit_graph(testdatadir): def test_start_plot_dataframe(mocker): aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock()) args = [ - "--config", "config.json.example", "plot-dataframe", + "--config", "config.json.example", "--pairs", "ETH/BTC" ] start_plot_dataframe(get_args(args)) @@ -323,8 +323,8 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir): def test_start_plot_profit(mocker): aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock()) args = [ - "--config", "config.json.example", "plot-profit", + "--config", "config.json.example", "--pairs", "ETH/BTC" ] start_plot_profit(get_args(args)) From ad2fa61765f80e79d8014255887c79343e642117 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:40:28 +0200 Subject: [PATCH 0049/1495] Fix utils test --- freqtrade/utils.py | 2 +- tests/test_utils.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 8e57606da..de167671f 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -68,7 +68,7 @@ def start_create_userdir(args: Dict[str, Any]) -> int: create_userdata_dir(args["user_data_dir"], create_dir=True) else: logger.warning("`create-userdir` requires --userdir to be set.") - return 1 + sys.exit(1) def start_download_data(args: Dict[str, Any]) -> None: diff --git a/tests/test_utils.py b/tests/test_utils.py index c99044610..7922bb624 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -13,7 +13,7 @@ from tests.conftest import get_args, log_has, patch_exchange def test_setup_utils_configuration(): args = [ - '--config', 'config.json.example', + 'list-exchanges', '--config', 'config.json.example', ] config = setup_utils_configuration(get_args(args), RunMode.OTHER) From 0aa73d5b35b09e088e1ab06dfe148702513de964 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Sep 2019 13:47:33 +0200 Subject: [PATCH 0050/1495] Add test for failing case --- tests/test_arguments.py | 13 +++++++++++-- 1 file changed, 11 insertions(+), 2 deletions(-) diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 53602574e..8ea55dd6a 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring, C0103 import argparse +import re import pytest @@ -8,8 +9,16 @@ from freqtrade.configuration.cli_options import check_int_positive # Parse common command-line-arguments. Used for all tools -def test_parse_args_none() -> None: +def test_parse_args_error(capsys) -> None: arguments = Arguments([]) + with pytest.raises(SystemExit): + arguments.get_parsed_arg() + captured = capsys.readouterr() + assert re.search(r".*the following arguments are required.*", captured.err) + + +def test_parse_args_none() -> None: + arguments = Arguments(['trade']) assert isinstance(arguments, Arguments) x = arguments.get_parsed_arg() assert isinstance(x, dict) @@ -17,7 +26,7 @@ def test_parse_args_none() -> None: def test_parse_args_defaults() -> None: - args = Arguments([]).get_parsed_arg() + args = Arguments(['trade']).get_parsed_arg() assert args["config"] == ['config.json'] assert args["strategy_path"] is None assert args["datadir"] is None From 9ef874e979c064d3423f6dd1b75dc971dd96be34 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 16 Sep 2019 06:35:37 +0200 Subject: [PATCH 0051/1495] Add Custom message during transition period --- freqtrade/configuration/arguments.py | 14 +++++++++----- freqtrade/main.py | 7 +++++++ 2 files changed, 16 insertions(+), 5 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index d0db162b9..4fa493eea 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -74,8 +74,9 @@ class Arguments: # Workaround issue in argparse with action='append' and default value # (see https://bugs.python.org/issue16399) # Allow no-config for certain commands (like downloading / plotting) - if (parsed_arg.config is None and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or - not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))): + if ('config' in parsed_arg and parsed_arg.config is None and + ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or + not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))): parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg @@ -97,15 +98,18 @@ class Arguments: self._build_args(optionlist=ARGS_COMMON, parser=group) # Build main command - self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot', - parents=[_common_parser]) + self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot') from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import (start_create_userdir, start_download_data, start_list_exchanges, start_trading) from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit - subparsers = self.parser.add_subparsers(dest='command', required=True) + subparsers = self.parser.add_subparsers(dest='command', + # Use custom message when no subhandler is added + # shown from `main.py` + # required=True + ) # Add trade subcommand trade_cmd = subparsers.add_parser('trade', help='Trade module.', diff --git a/freqtrade/main.py b/freqtrade/main.py index 543aab169..d984ff487 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -35,6 +35,13 @@ def main(sysargv: List[str] = None) -> None: # Call subcommand. if 'func' in args: return_code = args['func'](args) + else: + # No subcommand was issued. + raise OperationalException( + "Usage of freqtrade requires a subcommand.\n" + "To use the previous behaviour, run freqtrade with `freqtrade trade [...]`.\n" + "To see a full list of options, please use `freqtrade --help`" + ) except SystemExit as e: return_code = e From 09f18d07b06ac4e7d08a902ea2e84e9dc91f31fe Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 16 Sep 2019 06:44:07 +0200 Subject: [PATCH 0052/1495] Adjust some hyperopt tests --- tests/optimize/test_hyperopt.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index c9a112422..8a8e31df3 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -68,8 +68,8 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca patched_configuration_load_config_file(mocker, default_conf) args = [ + 'hyperopt', '--config', 'config.json', - 'hyperopt' ] config = setup_configuration(get_args(args), RunMode.HYPEROPT) @@ -99,9 +99,9 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo ) args = [ + 'hyperopt', '--config', 'config.json', '--datadir', '/foo/bar', - 'hyperopt', '--ticker-interval', '1m', '--timerange', ':100', '--enable-position-stacking', @@ -215,8 +215,8 @@ def test_start(mocker, default_conf, caplog) -> None: patch_exchange(mocker) args = [ - '--config', 'config.json', 'hyperopt', + '--config', 'config.json', '--epochs', '5' ] args = get_args(args) @@ -237,8 +237,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: patch_exchange(mocker) args = [ - '--config', 'config.json', 'hyperopt', + '--config', 'config.json', '--epochs', '5' ] args = get_args(args) @@ -254,8 +254,8 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: patch_exchange(mocker) args = [ - '--config', 'config.json', 'hyperopt', + '--config', 'config.json', '--epochs', '5' ] args = get_args(args) From 67b82638dbda9d879987f2012c2d1847c7364c61 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 16 Sep 2019 06:44:20 +0200 Subject: [PATCH 0053/1495] Move test without command to test_main --- tests/test_arguments.py | 11 ++--------- tests/test_main.py | 8 +++++++- 2 files changed, 9 insertions(+), 10 deletions(-) diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 8ea55dd6a..8cd24fe55 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -4,19 +4,12 @@ import re import pytest +from freqtrade import OperationalException from freqtrade.configuration import Arguments from freqtrade.configuration.cli_options import check_int_positive # Parse common command-line-arguments. Used for all tools -def test_parse_args_error(capsys) -> None: - arguments = Arguments([]) - with pytest.raises(SystemExit): - arguments.get_parsed_arg() - captured = capsys.readouterr() - assert re.search(r".*the following arguments are required.*", captured.err) - - def test_parse_args_none() -> None: arguments = Arguments(['trade']) assert isinstance(arguments, Arguments) @@ -157,8 +150,8 @@ def test_download_data_options() -> None: def test_plot_dataframe_options() -> None: args = [ - '-c', 'config.json.example', 'plot-dataframe', + '-c', 'config.json.example', '--indicators1', 'sma10', 'sma100', '--indicators2', 'macd', 'fastd', 'fastk', '--plot-limit', '30', diff --git a/tests/test_main.py b/tests/test_main.py index c5e1c8901..dac960886 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -11,10 +11,16 @@ from freqtrade.freqtradebot import FreqtradeBot from freqtrade.main import main from freqtrade.state import State from freqtrade.worker import Worker -from tests.conftest import (log_has, patch_exchange, +from tests.conftest import (log_has, log_has_re, patch_exchange, patched_configuration_load_config_file) +def test_parse_args_None(caplog) -> None: + with pytest.raises(SystemExit): + main([]) + assert log_has_re(r"Usage of freqtrade requires a subcommand\.", caplog) + + def test_parse_args_backtesting(mocker) -> None: """ Test that main() can start backtesting and also ensure we can pass some specific arguments From 014881e5504ad7b7ca02aa262e007ed23affc22c Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 16 Sep 2019 06:44:39 +0200 Subject: [PATCH 0054/1495] Allow query version without subcommand --- freqtrade/configuration/arguments.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 4fa493eea..fecf1da07 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -99,6 +99,7 @@ class Arguments: # Build main command self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot') + self._build_args(optionlist=['version'], parser=self.parser) from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import (start_create_userdir, start_download_data, From 0d13e2cb2eabac2011b156d7a6c454c7defde9f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 16 Sep 2019 11:34:44 +0200 Subject: [PATCH 0055/1495] Update travis to run new methods --- .travis.yml | 4 ++-- freqtrade/utils.py | 2 +- tests/test_arguments.py | 2 -- 3 files changed, 3 insertions(+), 5 deletions(-) diff --git a/.travis.yml b/.travis.yml index 405228ab8..81c3de2fb 100644 --- a/.travis.yml +++ b/.travis.yml @@ -28,11 +28,11 @@ jobs: name: pytest - script: - cp config.json.example config.json - - freqtrade --datadir tests/testdata backtesting + - freqtrade backtesting --datadir tests/testdata name: backtest - script: - cp config.json.example config.json - - freqtrade --datadir tests/testdata hyperopt -e 5 + - freqtrade hyperopt --datadir tests/testdata -e 5 name: hyperopt - script: flake8 name: flake8 diff --git a/freqtrade/utils.py b/freqtrade/utils.py index de167671f..6b2b5314b 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -58,7 +58,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None: f"{', '.join(available_exchanges())}") -def start_create_userdir(args: Dict[str, Any]) -> int: +def start_create_userdir(args: Dict[str, Any]) -> None: """ Create "user_data" directory to contain user data strategies, hyperopts, ...) :param args: Cli args from Arguments() diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 8cd24fe55..4e01732b3 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -1,10 +1,8 @@ # pragma pylint: disable=missing-docstring, C0103 import argparse -import re import pytest -from freqtrade import OperationalException from freqtrade.configuration import Arguments from freqtrade.configuration.cli_options import check_int_positive From 52523bcd8bd9cd6c5b4a02730bb6d8ca50904793 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 16:25:25 +0200 Subject: [PATCH 0056/1495] Use strategy child parser --- freqtrade/configuration/arguments.py | 29 +++++++++++++++------------- tests/optimize/test_hyperopt.py | 2 +- 2 files changed, 17 insertions(+), 14 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index fecf1da07..d2e5d1fc5 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -12,10 +12,9 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat ARGS_STRATEGY = ["strategy", "strategy_path"] -ARGS_MAIN = ARGS_STRATEGY + ["db_url", "sd_notify"] +ARGS_TRADE = ["db_url", "sd_notify"] -ARGS_COMMON_OPTIMIZE = ARGS_STRATEGY + ["ticker_interval", "timerange", - "max_open_trades", "stake_amount"] +ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount"] ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", "strategy_list", "export", "exportfilename"] @@ -35,8 +34,9 @@ ARGS_CREATE_USERDIR = ["user_data_dir"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] -ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", - "trade_source", "export", "exportfilename", "timerange", "ticker_interval"] +ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", + "db_url", "trade_source", "export", "exportfilename", + "timerange", "ticker_interval"] ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] @@ -94,9 +94,13 @@ class Arguments: """ # Build shared arguments (as group Common Options) _common_parser = argparse.ArgumentParser(add_help=False) - group = _common_parser.add_argument_group("Common Options") + group = _common_parser.add_argument_group("Common arguments") self._build_args(optionlist=ARGS_COMMON, parser=group) + _strategy_parser = argparse.ArgumentParser(add_help=False) + strategy_group = _common_parser.add_argument_group("Strategy arguments") + self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group) + # Build main command self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot') self._build_args(optionlist=['version'], parser=self.parser) @@ -114,25 +118,25 @@ class Arguments: # Add trade subcommand trade_cmd = subparsers.add_parser('trade', help='Trade module.', - parents=[_common_parser]) + parents=[_common_parser, _strategy_parser]) trade_cmd.set_defaults(func=start_trading) - self._build_args(optionlist=ARGS_MAIN, parser=trade_cmd) + self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd) # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', - parents=[_common_parser]) + parents=[_common_parser, _strategy_parser]) backtesting_cmd.set_defaults(func=start_backtesting) self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) # Add edge subcommand edge_cmd = subparsers.add_parser('edge', help='Edge module.', - parents=[_common_parser]) + parents=[_common_parser, _strategy_parser]) edge_cmd.set_defaults(func=start_edge) self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', - parents=[_common_parser], + parents=[_common_parser, _strategy_parser], ) hyperopt_cmd.set_defaults(func=start_hyperopt) self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) @@ -140,7 +144,6 @@ class Arguments: # add create-userdir subcommand create_userdir_cmd = subparsers.add_parser('create-userdir', help="Create user-data directory.", - ) create_userdir_cmd.set_defaults(func=start_create_userdir) self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd) @@ -164,7 +167,7 @@ class Arguments: # Add Plotting subcommand plot_dataframe_cmd = subparsers.add_parser('plot-dataframe', help='Plot candles with indicators.', - parents=[_common_parser], + parents=[_common_parser, _strategy_parser], ) plot_dataframe_cmd.set_defaults(func=start_plot_dataframe) self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 8a8e31df3..5ff11d5ea 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -198,8 +198,8 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None patch_exchange(mocker) args = [ - '--config', 'config.json', 'hyperopt', + '--config', 'config.json', '--epochs', '5' ] args = get_args(args) From 381b0d3d07f127ac4f1a27b31ccf997947dba103 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 16:28:14 +0200 Subject: [PATCH 0057/1495] Fix typo with new parser --- freqtrade/configuration/arguments.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index d2e5d1fc5..a8d4b48f1 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -98,7 +98,7 @@ class Arguments: self._build_args(optionlist=ARGS_COMMON, parser=group) _strategy_parser = argparse.ArgumentParser(add_help=False) - strategy_group = _common_parser.add_argument_group("Strategy arguments") + strategy_group = _strategy_parser.add_argument_group("Strategy arguments") self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group) # Build main command From 2710226326f71eaaaf07830f64b33b905c180224 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 19:18:02 +0200 Subject: [PATCH 0058/1495] Update documentation to use subcommands --- docs/backtesting.md | 2 +- docs/bot-usage.md | 188 ++++++++++++++++++++++++--------- docs/docker.md | 4 +- docs/edge.md | 2 +- docs/faq.md | 2 +- docs/plotting.md | 59 +++++++++-- docs/rest-api.md | 2 +- docs/strategy-customization.md | 6 +- freqtrade.service | 2 +- freqtrade.service.watchdog | 2 +- 10 files changed, 198 insertions(+), 71 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 75aba6c73..6383b1855 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -45,7 +45,7 @@ freqtrade backtesting --datadir user_data/data/bittrex-20180101 #### With a (custom) strategy file ```bash -freqtrade -s SampleStrategy backtesting +freqtrade backtesting -s SampleStrategy ``` Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory. diff --git a/docs/bot-usage.md b/docs/bot-usage.md index f44400e32..ee01780a0 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -5,27 +5,47 @@ This page explains the different parameters of the bot and how to run it. !!! Note If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands. - ## Bot commands ``` -usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] - [--userdir PATH] [-s NAME] [--strategy-path PATH] - [--db-url PATH] [--sd-notify] - {backtesting,edge,hyperopt,create-userdir,list-exchanges} ... +usage: freqtrade [-h] [-V] + {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,download-data,plot-dataframe,plot-profit} + ... Free, open source crypto trading bot positional arguments: - {backtesting,edge,hyperopt,create-userdir,list-exchanges} + {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,download-data,plot-dataframe,plot-profit} + trade Trade module. backtesting Backtesting module. edge Edge module. hyperopt Hyperopt module. create-userdir Create user-data directory. list-exchanges Print available exchanges. + download-data Download backtesting data. + plot-dataframe Plot candles with indicators. + plot-profit Generate plot showing profits. optional arguments: -h, --help show this help message and exit + -V, --version show program's version number and exit +``` + +### Bot trading commands + +``` +usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] + [--userdir PATH] [-s NAME] [--strategy-path PATH] + [--db-url PATH] [--sd-notify] + +optional arguments: + -h, --help show this help message and exit + --db-url PATH Override trades database URL, this is useful in custom + deployments (default: `sqlite:///tradesv3.sqlite` for + Live Run mode, `sqlite://` for Dry Run). + --sd-notify Notify systemd service manager. + +Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). --logfile FILE Log to the file specified. -V, --version show program's version number and exit @@ -37,14 +57,12 @@ optional arguments: Path to directory with historical backtesting data. --userdir PATH, --user-data-dir PATH Path to userdata directory. + +Strategy arguments: -s NAME, --strategy NAME Specify strategy class name (default: `DefaultStrategy`). --strategy-path PATH Specify additional strategy lookup path. - --db-url PATH Override trades database URL, this is useful in custom - deployments (default: `sqlite:///tradesv3.sqlite` for - Live Run mode, `sqlite://` for Dry Run). - --sd-notify Notify systemd service manager. ``` @@ -128,7 +146,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has a strategy class called `AwesomeStrategy` to load it: ```bash -freqtrade --strategy AwesomeStrategy +freqtrade trade --strategy AwesomeStrategy ``` If the bot does not find your strategy file, it will display in an error @@ -143,7 +161,7 @@ This parameter allows you to add an additional strategy lookup path, which gets checked before the default locations (The passed path must be a directory!): ```bash -freqtrade --strategy AwesomeStrategy --strategy-path /some/directory +freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory ``` #### How to install a strategy? @@ -167,20 +185,22 @@ freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite Backtesting also uses the config specified via `-c/--config`. ``` -usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--max_open_trades MAX_OPEN_TRADES] - [--stake_amount STAKE_AMOUNT] [-r] [--eps] [--dmmp] - [-l] - [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] - [--export EXPORT] [--export-filename PATH] +usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [-s NAME] + [--strategy-path PATH] [-i TICKER_INTERVAL] + [--timerange TIMERANGE] [--max_open_trades INT] + [--stake_amount STAKE_AMOUNT] [--eps] [--dmmp] + [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] + [--export EXPORT] [--export-filename PATH] optional arguments: -h, --help show this help message and exit -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL - Specify ticker interval (1m, 5m, 30m, 1h, 1d). + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). --timerange TIMERANGE Specify what timerange of data to use. - --max_open_trades MAX_OPEN_TRADES + --max_open_trades INT Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. @@ -193,26 +213,47 @@ optional arguments: number). --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] Provide a space-separated list of strategies to - backtest Please note that ticker-interval needs to be + backtest. Please note that ticker-interval needs to be set either in config or via command line. When using - this together with --export trades, the strategy-name - is injected into the filename (so backtest-data.json - becomes backtest-data-DefaultStrategy.json - --export EXPORT Export backtest results, argument are: trades. Example - --export=trades + this together with `--export trades`, the strategy- + name is injected into the filename (so `backtest- + data.json` becomes `backtest-data- + DefaultStrategy.json` + --export EXPORT Export backtest results, argument are: trades. + Example: `--export=trades` --export-filename PATH - Save backtest results to this filename requires - --export to be set as well Example --export- - filename=user_data/backtest_results/backtest_today.json - (default: user_data/backtest_results/backtest- - result.json) + Save backtest results to the file with this filename + (default: `user_data/backtest_results/backtest- + result.json`). Requires `--export` to be set as well. + Example: `--export-filename=user_data/backtest_results + /backtest_today.json` + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: `config.json`). + Multiple --config options may be used. Can be set to + `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +Strategy arguments: + -s NAME, --strategy NAME + Specify strategy class name (default: + `DefaultStrategy`). + --strategy-path PATH Specify additional strategy lookup path. + ``` ### Getting historic data for backtesting The first time your run Backtesting, you will need to download some historic data first. This can be accomplished by using `freqtrade download-data`. -Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details +Check the corresponding [Data Downloading](data-download.md) section for more details ## Hyperopt commands @@ -220,15 +261,17 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization to find optimal parameter values for your stategy. ``` -usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] +usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] + [--userdir PATH] [-s NAME] [--strategy-path PATH] + [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] - [--stake_amount STAKE_AMOUNT] [-r] + [--stake_amount STAKE_AMOUNT] [--customhyperopt NAME] [--hyperopt-path PATH] [--eps] [-e INT] - [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] - [--dmmp] [--print-all] [--no-color] [-j JOBS] - [--random-state INT] [--min-trades INT] [--continue] - [--hyperopt-loss NAME] + [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] + [--dmmp] [--print-all] [--no-color] [--print-json] + [-j JOBS] [--random-state INT] [--min-trades INT] + [--continue] [--hyperopt-loss NAME] optional arguments: -h, --help show this help message and exit @@ -250,7 +293,7 @@ optional arguments: Allow buying the same pair multiple times (position stacking). -e INT, --epochs INT Specify number of epochs (default: 100). - -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...] + --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...] Specify which parameters to hyperopt. Space-separated list. Default: `all`. --dmmp, --disable-max-market-positions @@ -260,6 +303,7 @@ optional arguments: --print-all Print all results, not only the best ones. --no-color Disable colorization of hyperopt results. May be useful if you are redirecting output to a file. + --print-json Print best result detailization in JSON format. -j JOBS, --job-workers JOBS The number of concurrently running jobs for hyperoptimization (hyperopt worker processes). If -1 @@ -278,8 +322,28 @@ optional arguments: generate completely different results, since the target for optimization is different. Built-in Hyperopt-loss-functions are: DefaultHyperOptLoss, - OnlyProfitHyperOptLoss, SharpeHyperOptLoss. - (default: `DefaultHyperOptLoss`). + OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default: + `DefaultHyperOptLoss`). + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: `config.json`). + Multiple --config options may be used. Can be set to + `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +Strategy arguments: + -s NAME, --strategy NAME + Specify strategy class name (default: + `DefaultStrategy`). + --strategy-path PATH Specify additional strategy lookup path. + ``` ## Edge commands @@ -287,26 +351,48 @@ optional arguments: To know your trade expectancy and winrate against historical data, you can use Edge. ``` -usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--max_open_trades MAX_OPEN_TRADES] - [--stake_amount STAKE_AMOUNT] [-r] - [--stoplosses STOPLOSS_RANGE] +usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] + [--userdir PATH] [-s NAME] [--strategy-path PATH] + [-i TICKER_INTERVAL] [--timerange TIMERANGE] + [--max_open_trades INT] [--stake_amount STAKE_AMOUNT] + [--stoplosses STOPLOSS_RANGE] optional arguments: -h, --help show this help message and exit -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL - Specify ticker interval (1m, 5m, 30m, 1h, 1d). + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). --timerange TIMERANGE Specify what timerange of data to use. - --max_open_trades MAX_OPEN_TRADES + --max_open_trades INT Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. --stoplosses STOPLOSS_RANGE - Defines a range of stoploss against which edge will - assess the strategy the format is "min,max,step" - (without any space).example: - --stoplosses=-0.01,-0.1,-0.001 + Defines a range of stoploss values against which edge + will assess the strategy. The format is "min,max,step" + (without any space). Example: + `--stoplosses=-0.01,-0.1,-0.001` + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: `config.json`). + Multiple --config options may be used. Can be set to + `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +Strategy arguments: + -s NAME, --strategy NAME + Specify strategy class name (default: + `DefaultStrategy`). + --strategy-path PATH Specify additional strategy lookup path. + ``` To understand edge and how to read the results, please read the [edge documentation](edge.md). diff --git a/docs/docker.md b/docs/docker.md index 923dec1e2..7fc8d2ba4 100644 --- a/docs/docker.md +++ b/docs/docker.md @@ -160,7 +160,7 @@ docker run -d \ -v ~/.freqtrade/config.json:/freqtrade/config.json \ -v ~/.freqtrade/user_data/:/freqtrade/user_data \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy + freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy ``` !!! Note @@ -199,7 +199,7 @@ docker run -d \ -v ~/.freqtrade/config.json:/freqtrade/config.json \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \ - freqtrade --strategy AwsomelyProfitableStrategy backtesting + freqtrade backtesting --strategy AwsomelyProfitableStrategy ``` Head over to the [Backtesting Documentation](backtesting.md) for more details. diff --git a/docs/edge.md b/docs/edge.md index d91522770..80db7b91e 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -235,7 +235,7 @@ An example of its output: ### Update cached pairs with the latest data Edge requires historic data the same way as backtesting does. -Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details. +Please refer to the [Data Downloading](data-download.md) section of the documentation for details. ### Precising stoploss range diff --git a/docs/faq.md b/docs/faq.md index a441ffacd..c519f8cc3 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -4,7 +4,7 @@ ### The bot does not start -Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`. +Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`. This could have the following reasons: diff --git a/docs/plotting.md b/docs/plotting.md index 4deb6db12..25278c99d 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -23,13 +23,15 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three Possible arguments: ``` -usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]] +usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [-s NAME] + [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]] [--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH] [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] - [--timerange TIMERANGE] + [--timerange TIMERANGE] [-i TICKER_INTERVAL] optional arguments: -h, --help show this help message and exit @@ -62,6 +64,28 @@ optional arguments: /backtest_today.json` --timerange TIMERANGE Specify what timerange of data to use. + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: `config.json`). + Multiple --config options may be used. Can be set to + `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +Strategy arguments: + -s NAME, --strategy NAME + Specify strategy class name (default: + `DefaultStrategy`). + --strategy-path PATH Specify additional strategy lookup path. ``` @@ -83,7 +107,7 @@ Use `--indicators1` for the main plot and `--indicators2` for the subplot below You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command. ``` bash -freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd +freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd ``` ### Further usage examples @@ -91,25 +115,25 @@ freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma To plot multiple pairs, separate them with a space: ``` bash -freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH XRP/ETH +freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH ``` To plot a timerange (to zoom in) ``` bash -freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --timerange=20180801-20180805 +freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805 ``` To plot trades stored in a database use `--db-url` in combination with `--trade-source DB`: ``` bash -freqtrade --strategy AwesomeStrategy plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB +freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB ``` To plot trades from a backtesting result, use `--export-filename ` ``` bash -freqtrade --strategy AwesomeStrategy plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH +freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH ``` ## Plot profit @@ -133,10 +157,11 @@ The third graph can be useful to spot outliers, events in pairs that cause profi Possible options for the `freqtrade plot-profit` subcommand: ``` -usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]] +usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]] [--timerange TIMERANGE] [--export EXPORT] [--export-filename PATH] [--db-url PATH] - [--trade-source {DB,file}] + [--trade-source {DB,file}] [-i TICKER_INTERVAL] optional arguments: -h, --help show this help message and exit @@ -159,6 +184,22 @@ optional arguments: --trade-source {DB,file} Specify the source for trades (Can be DB or file (backtest file)) Default: file + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: `config.json`). + Multiple --config options may be used. Can be set to + `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. ``` diff --git a/docs/rest-api.md b/docs/rest-api.md index afecc1d80..5295ebab4 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -58,7 +58,7 @@ docker run -d \ -v ~/.freqtrade/user_data/:/freqtrade/user_data \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ -p 127.0.0.1:8080:8080 \ - freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy + freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy ``` !!! Danger "Security warning" diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index b927e5aad..bb7138759 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -13,7 +13,7 @@ Let assume you have a class called `AwesomeStrategy` in the file `awesome-strate 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name) ```bash -freqtrade --strategy AwesomeStrategy +freqtrade trade --strategy AwesomeStrategy ``` ## Change your strategy @@ -45,7 +45,7 @@ The current version is 2 - which is also the default when it's not set explicitl Future versions will require this to be set. ```bash -freqtrade --strategy AwesomeStrategy +freqtrade trade --strategy AwesomeStrategy ``` **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py) @@ -402,7 +402,7 @@ The default buy strategy is located in the file If you want to use a strategy from a different directory you can pass `--strategy-path` ```bash -freqtrade --strategy AwesomeStrategy --strategy-path /some/directory +freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory ``` ### Further strategy ideas diff --git a/freqtrade.service b/freqtrade.service index 9de9f13c7..df220ed39 100644 --- a/freqtrade.service +++ b/freqtrade.service @@ -6,7 +6,7 @@ After=network.target # Set WorkingDirectory and ExecStart to your file paths accordingly # NOTE: %h will be resolved to /home/ WorkingDirectory=%h/freqtrade -ExecStart=/usr/bin/freqtrade +ExecStart=/usr/bin/freqtrade trade Restart=on-failure [Install] diff --git a/freqtrade.service.watchdog b/freqtrade.service.watchdog index ba491fa53..66ea00d76 100644 --- a/freqtrade.service.watchdog +++ b/freqtrade.service.watchdog @@ -6,7 +6,7 @@ After=network.target # Set WorkingDirectory and ExecStart to your file paths accordingly # NOTE: %h will be resolved to /home/ WorkingDirectory=%h/freqtrade -ExecStart=/usr/bin/freqtrade --sd-notify +ExecStart=/usr/bin/freqtrade trade --sd-notify Restart=always #Restart=on-failure From 344a0a094fcaef785d4d58bee58b654561d468dd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 19:21:18 +0200 Subject: [PATCH 0059/1495] Update remaining documentations --- docs/bot-usage.md | 8 ++++---- docs/hyperopt.md | 2 +- docs/installation.md | 2 +- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index ee01780a0..112fc78a1 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -72,7 +72,7 @@ The bot allows you to select which configuration file you want to use by means o the `-c/--config` command line option: ```bash -freqtrade -c path/far/far/away/config.json +freqtrade trade -c path/far/far/away/config.json ``` Per default, the bot loads the `config.json` configuration file from the current @@ -91,13 +91,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua require them): ```bash -freqtrade -c ./config.json +freqtrade trade -c ./config.json ``` and specify both configuration files when running in the normal Live Trade Mode: ```bash -freqtrade -c ./config.json -c path/to/secrets/keys.config.json +freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json ``` This could help you hide your private Exchange key and Exchange secrete on you local machine @@ -177,7 +177,7 @@ using `--db-url`. This can also be used to specify a custom database in production mode. Example command: ```bash -freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite +freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite ``` ## Backtesting commands diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 1ca371e3d..e6f753072 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -239,7 +239,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will We strongly recommend to use `screen` or `tmux` to prevent any connection loss. ```bash -freqtrade -c config.json hyperopt --customhyperopt -e 5000 --spaces all +freqtrade hyperopt --config config.json --customhyperopt -e 5000 --spaces all ``` Use `` as the name of the custom hyperopt used. diff --git a/docs/installation.md b/docs/installation.md index 68348d4b0..3d0f27f2a 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -187,7 +187,7 @@ python3 -m pip install -e . If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins. ```bash -freqtrade -c config.json +freqtrade trade -c config.json ``` *Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout. From 52ff391c8a8eab054287683f82f2beae18703ae6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Sep 2019 19:48:37 +0200 Subject: [PATCH 0060/1495] Default dockerfile to "freqtrade trade" --- Dockerfile | 2 ++ 1 file changed, 2 insertions(+) diff --git a/Dockerfile b/Dockerfile index 8677b54de..5b69f55a2 100644 --- a/Dockerfile +++ b/Dockerfile @@ -24,3 +24,5 @@ RUN pip install numpy --no-cache-dir \ COPY . /freqtrade/ RUN pip install -e . --no-cache-dir ENTRYPOINT ["freqtrade"] +# Default to trade mode +CMD [ "trade" ] From 75446d8195b58b2b4180a65d81f7452868a698c1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 29 Sep 2019 23:08:11 +0300 Subject: [PATCH 0061/1495] Refactor list-timeframes command with the use of the Exchange class methods --- freqtrade/exchange/exchange.py | 18 ++++++++++-------- freqtrade/utils.py | 17 ++++++----------- tests/exchange/test_exchange.py | 3 ++- 3 files changed, 18 insertions(+), 20 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index e2819bb59..6d68cef87 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -133,6 +133,9 @@ class Exchange: logger.info('Using Exchange "%s"', self.name) + # Check if timeframe is available + self.validate_timeframes(config.get('ticker_interval')) + # Converts the interval provided in minutes in config to seconds self.markets_refresh_interval: int = exchange_config.get( "markets_refresh_interval", 60) * 60 @@ -144,10 +147,6 @@ class Exchange: self.validate_ordertypes(config.get('order_types', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {})) - if config.get('ticker_interval'): - # Check if timeframe is available - self.validate_timeframes(config['ticker_interval']) - def __del__(self): """ Destructor - clean up async stuff @@ -199,6 +198,10 @@ class Exchange: """exchange ccxt id""" return self._api.id + @property + def timeframes(self) -> List[str]: + return list((self._api.timeframes or {}).keys()) + @property def markets(self) -> Dict: """exchange ccxt markets""" @@ -291,7 +294,7 @@ class Exchange: return pair raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.") - def validate_timeframes(self, timeframe: List[str]) -> None: + def validate_timeframes(self, timeframe: Optional[str]) -> None: """ Checks if ticker interval from config is a supported timeframe on the exchange """ @@ -304,10 +307,9 @@ class Exchange: f"for the exchange \"{self.name}\" and this exchange " f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}") - timeframes = self._api.timeframes - if timeframe not in timeframes: + if timeframe and (timeframe not in self.timeframes): raise OperationalException( - f'Invalid ticker {timeframe}, this Exchange supports {timeframes}') + f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}") def validate_ordertypes(self, order_types: Dict) -> None: """ diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 559fef0a5..1f297b7ac 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -104,19 +104,14 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: Print ticker intervals (timeframes) available on Exchange """ config = setup_utils_configuration(args, RunMode.OTHER) + # Do not use ticker_interval set in the config + config['ticker_interval'] = None # Init exchange exchange = ExchangeResolver(config['exchange']['name'], config).exchange - timeframes = list((exchange._api.timeframes or {}).keys()) - - if not timeframes: - logger.warning("List of timeframes available for exchange " - f"`{config['exchange']['name']}` is empty. " - "This exchange does not support fetching OHLCV data.") + if args['print_one_column']: + print('\n'.join(exchange.timeframes)) else: - if args['print_one_column']: - print('\n'.join(timeframes)) - else: - print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " - f"{', '.join(timeframes)}") + print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " + f"{', '.join(exchange.timeframes)}") diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f8c556aeb..bf6025322 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -409,7 +409,8 @@ def test_validate_timeframes_failed(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'): + with pytest.raises(OperationalException, + match=r"Invalid ticker interval '3m'. This exchange supports.*"): Exchange(default_conf) From 272c977d088c8d670a0e24c23cabf392ee864a92 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 30 Sep 2019 03:55:55 +0300 Subject: [PATCH 0062/1495] Add exchanges to the list of bad exchanges --- freqtrade/exchange/exchange.py | 68 ++++++++++++++++++++++++++++++++++ 1 file changed, 68 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index e2819bb59..dcc20acca 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -30,6 +30,74 @@ BAD_EXCHANGES = { "bitmex": "Various reasons", "bitstamp": "Does not provide history. " "Details in https://github.com/freqtrade/freqtrade/issues/1983", + **dict.fromkeys([ + 'adara', + 'anxpro', + 'bigone', + 'coinbase', + 'coinexchange', + 'coinmarketcap', + 'lykke', + 'xbtce', + ], "Does not provide timeframes. ccxt fetchOHLCV: False"), + **dict.fromkeys([ + 'bcex', + 'bit2c', + 'bitbay', + 'bitflyer', + 'bitforex', + 'bithumb', + 'bitso', + 'bitstamp1', + 'bl3p', + 'braziliex', + 'btcbox', + 'btcchina', + 'btctradeim', + 'btctradeua', + 'bxinth', + 'chilebit', + 'coincheck', + 'coinegg', + 'coinfalcon', + 'coinfloor', + 'coingi', + 'coinmate', + 'coinone', + 'coinspot', + 'coolcoin', + 'crypton', + 'deribit', + 'exmo', + 'exx', + 'flowbtc', + 'foxbit', + 'fybse', + 'hitbtc', + 'ice3x', + 'independentreserve', + 'indodax', + 'itbit', + 'lakebtc', + 'latoken', + 'liquid', + 'livecoin', + 'luno', + 'mixcoins', + 'negociecoins', + 'nova', + 'paymium', + 'southxchange', + 'stronghold', + 'surbitcoin', + 'therock', + 'tidex', + 'vaultoro', + 'vbtc', + 'virwox', + 'yobit', + 'zaif', + ], "Does not provide timeframes. ccxt fetchOHLCV: emulated"), } From 03b5be91f7e26ee961a0206694eff5b940601e1e Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Sep 2019 07:28:49 +0200 Subject: [PATCH 0063/1495] some commands should not have config at all --- freqtrade/configuration/arguments.py | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 6e2ecea2e..89c86bdca 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -41,7 +41,9 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] -NO_CONF_REQURIED = ["create-userdir", "download-data", "plot-dataframe", "plot-profit"] +NO_CONF_REQURIED = ["download-data", "plot-dataframe", "plot-profit"] + +NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"] class Arguments: @@ -75,12 +77,15 @@ class Arguments: parsed_arg = self.parser.parse_args(self.args) # When no config is provided, but a config exists, use that configuration! + subparser = parsed_arg.subparser if 'subparser' in parsed_arg else None # Workaround issue in argparse with action='append' and default value # (see https://bugs.python.org/issue16399) # Allow no-config for certain commands (like downloading / plotting) - if (parsed_arg.config is None and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or - not ('subparser' in parsed_arg and parsed_arg.subparser in NO_CONF_REQURIED))): + if (parsed_arg.config is None + and subparser not in NO_CONF_ALLOWED + and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() + or (subparser not in NO_CONF_REQURIED))): parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg From 739901b606a3793a01a4dcc4c6801b3b7ac0fbb2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Sep 2019 09:48:00 +0200 Subject: [PATCH 0064/1495] Add test for this behaviour --- tests/test_arguments.py | 40 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 40 insertions(+) diff --git a/tests/test_arguments.py b/tests/test_arguments.py index cf0104c01..e874e6769 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -1,5 +1,7 @@ # pragma pylint: disable=missing-docstring, C0103 import argparse +from pathlib import Path +from unittest.mock import MagicMock import pytest @@ -177,6 +179,44 @@ def test_plot_profit_options() -> None: assert pargs["db_url"] == "sqlite:///whatever.sqlite" +def test_config_notallowed(mocker) -> None: + mocker.patch.object(Path, "is_file", MagicMock(return_value=False)) + args = [ + 'create-userdir', + ] + pargs = Arguments(args).get_parsed_arg() + + assert pargs["config"] is None + + # When file exists: + mocker.patch.object(Path, "is_file", MagicMock(return_value=True)) + args = [ + 'create-userdir', + ] + pargs = Arguments(args).get_parsed_arg() + # config is not added even if it exists, since create-userdir is in the notallowed list + assert pargs["config"] is None + + +def test_config_notrequired(mocker) -> None: + mocker.patch.object(Path, "is_file", MagicMock(return_value=False)) + args = [ + 'download-data', + ] + pargs = Arguments(args).get_parsed_arg() + + assert pargs["config"] is None + + # When file exists: + mocker.patch.object(Path, "is_file", MagicMock(return_value=True)) + args = [ + 'download-data', + ] + pargs = Arguments(args).get_parsed_arg() + # config is added if it exists + assert pargs["config"] == ['config.json'] + + def test_check_int_positive() -> None: assert check_int_positive("3") == 3 assert check_int_positive("1") == 1 From 8ae4018e4dab9a5163804fcdcd9eea99994b4e32 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 10:19:37 +0000 Subject: [PATCH 0065/1495] Bump urllib3 from 1.25.5 to 1.25.6 Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.5 to 1.25.6. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/master/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/1.25.5...1.25.6) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f10134203..6ed4d3139 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -6,7 +6,7 @@ python-telegram-bot==12.1.1 arrow==0.15.2 cachetools==3.1.1 requests==2.22.0 -urllib3==1.25.5 +urllib3==1.25.6 wrapt==1.11.2 jsonschema==3.0.2 TA-Lib==0.4.17 From 9a83d841095bd6223ccc3ff0521fd084ef45b340 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 10:20:05 +0000 Subject: [PATCH 0066/1495] Bump tabulate from 0.8.3 to 0.8.5 Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.3 to 0.8.5. - [Release notes](https://github.com/astanin/python-tabulate/releases) - [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG) - [Commits](https://github.com/astanin/python-tabulate/commits/v0.8.5) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f10134203..e0c594194 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -10,7 +10,7 @@ urllib3==1.25.5 wrapt==1.11.2 jsonschema==3.0.2 TA-Lib==0.4.17 -tabulate==0.8.3 +tabulate==0.8.5 coinmarketcap==5.0.3 # find first, C search in arrays From 3c91ba134f0fd3ad13609927f510b3e520baccda Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 10:20:47 +0000 Subject: [PATCH 0067/1495] Bump pytest-mock from 1.10.4 to 1.11.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.10.4 to 1.11.0. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/1.10.4...v1.11.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index dcf2c7217..755dff4b4 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,5 +11,5 @@ mypy==0.720 pytest==5.1.3 pytest-asyncio==0.10.0 pytest-cov==2.7.1 -pytest-mock==1.10.4 +pytest-mock==1.11.0 pytest-random-order==1.0.4 From d74ca78bd8d0bb133e45e82433f628960ddc4403 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 10:21:37 +0000 Subject: [PATCH 0068/1495] Bump ccxt from 1.18.1180 to 1.18.1208 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1180 to 1.18.1208. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1180...1.18.1208) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f10134203..e74e3a7a7 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1180 +ccxt==1.18.1208 SQLAlchemy==1.3.8 python-telegram-bot==12.1.1 arrow==0.15.2 From f359f869abd96d94423a55849aac4a979fe0be13 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 15:20:07 +0000 Subject: [PATCH 0069/1495] Bump pytest from 5.1.3 to 5.2.0 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.1.3 to 5.2.0. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.1.3...5.2.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 755dff4b4..8fd73df0c 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.7.8 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 mypy==0.720 -pytest==5.1.3 +pytest==5.2.0 pytest-asyncio==0.10.0 pytest-cov==2.7.1 pytest-mock==1.11.0 From 7617dd502921e950cef36e93febdd911d5261f72 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 30 Sep 2019 18:44:13 +0300 Subject: [PATCH 0070/1495] Add separate message for `hitbtc` exchange --- freqtrade/exchange/exchange.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index dcc20acca..3c313ab54 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -27,9 +27,11 @@ logger = logging.getLogger(__name__) API_RETRY_COUNT = 4 BAD_EXCHANGES = { - "bitmex": "Various reasons", + "bitmex": "Various reasons.", "bitstamp": "Does not provide history. " "Details in https://github.com/freqtrade/freqtrade/issues/1983", + "hitbtc": "This API cannot be used with Freqtrade. " + "Use `hitbtc2` exchange id to access this exchange.", **dict.fromkeys([ 'adara', 'anxpro', @@ -73,7 +75,7 @@ BAD_EXCHANGES = { 'flowbtc', 'foxbit', 'fybse', - 'hitbtc', + # 'hitbtc', 'ice3x', 'independentreserve', 'indodax', From 04fea69a2899446d71678625a5d056a708958e53 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Sep 2019 17:26:03 +0000 Subject: [PATCH 0071/1495] Bump mypy from 0.720 to 0.730 Bumps [mypy](https://github.com/python/mypy) from 0.720 to 0.730. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.720...v0.730) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 8fd73df0c..2c1ae906d 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==1.8.2 flake8==3.7.8 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -mypy==0.720 +mypy==0.730 pytest==5.2.0 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From dc47a391da82277bd80016e91ae78db8468a2305 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Sep 2019 19:32:13 +0200 Subject: [PATCH 0072/1495] Move ignore to corrct line for mypy 730 --- freqtrade/optimize/backtesting.py | 8 ++++---- freqtrade/optimize/edge_cli.py | 4 ++-- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6074b281b..89aff86f6 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -146,8 +146,8 @@ class Backtesting: len(results[results.profit_abs < 0]) ]) # Ignore type as floatfmt does allow tuples but mypy does not know that - return tabulate(tabular_data, headers=headers, # type: ignore - floatfmt=floatfmt, tablefmt="pipe") + return tabulate(tabular_data, headers=headers, + floatfmt=floatfmt, tablefmt="pipe") # type: ignore def _generate_text_table_sell_reason(self, data: Dict[str, Dict], results: DataFrame) -> str: """ @@ -185,8 +185,8 @@ class Backtesting: len(results[results.profit_abs < 0]) ]) # Ignore type as floatfmt does allow tuples but mypy does not know that - return tabulate(tabular_data, headers=headers, # type: ignore - floatfmt=floatfmt, tablefmt="pipe") + return tabulate(tabular_data, headers=headers, + floatfmt=floatfmt, tablefmt="pipe") # type: ignore def _store_backtest_result(self, recordfilename: Path, results: DataFrame, strategyname: Optional[str] = None) -> None: diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 0cf5a009b..1ba6bcc65 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -69,8 +69,8 @@ class EdgeCli: ]) # Ignore type as floatfmt does allow tuples but mypy does not know that - return tabulate(tabular_data, headers=headers, # type: ignore - floatfmt=floatfmt, tablefmt="pipe") + return tabulate(tabular_data, headers=headers, + floatfmt=floatfmt, tablefmt="pipe") # type: ignore def start(self) -> None: result = self.edge.calculate() From cd0e813a858660eac36f48ea615ce356e68ae5cb Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 30 Sep 2019 21:36:52 +0300 Subject: [PATCH 0073/1495] Docs adjusted, utils.md added --- docs/bot-usage.md | 10 ++++++++-- docs/utils.md | 26 ++++++++++++++++++++++++++ mkdocs.yml | 9 +++++---- 3 files changed, 39 insertions(+), 6 deletions(-) create mode 100644 docs/utils.md diff --git a/docs/bot-usage.md b/docs/bot-usage.md index f44400e32..795f5f07d 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -12,17 +12,23 @@ This page explains the different parameters of the bot and how to run it. usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] [--db-url PATH] [--sd-notify] - {backtesting,edge,hyperopt,create-userdir,list-exchanges} ... + {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} + ... Free, open source crypto trading bot positional arguments: - {backtesting,edge,hyperopt,create-userdir,list-exchanges} + {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} backtesting Backtesting module. edge Edge module. hyperopt Hyperopt module. create-userdir Create user-data directory. list-exchanges Print available exchanges. + list-timeframes Print available ticker intervals (timeframes) for the + exchange. + download-data Download backtesting data. + plot-dataframe Plot candles with indicators. + plot-profit Generate plot showing profits. optional arguments: -h, --help show this help message and exit diff --git a/docs/utils.md b/docs/utils.md new file mode 100644 index 000000000..cfed604bd --- /dev/null +++ b/docs/utils.md @@ -0,0 +1,26 @@ +# Utility Subcommands + +Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section. + +## List Exchanges + +``` +usage: freqtrade list-exchanges [-h] [-1] + +optional arguments: + -h, --help show this help message and exit + -1, --one-column Print exchanges in one column. +``` + +## List Timeframes + +``` +usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1] + +optional arguments: + -h, --help show this help message and exit + --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no + config is provided. + -1, --one-column Print exchanges in one column. + +``` diff --git a/mkdocs.yml b/mkdocs.yml index 7aedb4bba..e1b754962 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -14,14 +14,15 @@ nav: - Data Downloading: data-download.md - Backtesting: backtesting.md - Hyperopt: hyperopt.md - - Edge positioning: edge.md + - Edge Positioning: edge.md + - Utility Subcommands: utils.md - FAQ: faq.md - Data Analysis: data-analysis.md - Plotting: plotting.md - SQL Cheatsheet: sql_cheatsheet.md - - Sandbox testing: sandbox-testing.md - - Deprecated features: deprecated.md - - Contributors guide: developer.md + - Sandbox Testing: sandbox-testing.md + - Deprecated Features: deprecated.md + - Contributors Guide: developer.md theme: name: material logo: 'images/logo.png' From d1fa5f307b8406ff6d78763d07478be833a980a0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 1 Oct 2019 00:33:33 +0300 Subject: [PATCH 0074/1495] Add --all option to list-exchanges --- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/check_exchange.py | 14 +++++++------- freqtrade/configuration/cli_options.py | 5 +++++ freqtrade/exchange/__init__.py | 3 ++- freqtrade/exchange/exchange.py | 19 +++++++++++++++---- freqtrade/utils.py | 12 +++++++----- 6 files changed, 37 insertions(+), 18 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 89c86bdca..da9bef0b0 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -29,7 +29,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path", ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"] -ARGS_LIST_EXCHANGES = ["print_one_column"] +ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_CREATE_USERDIR = ["user_data_dir"] diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py index 19c377732..5e811fb81 100644 --- a/freqtrade/configuration/check_exchange.py +++ b/freqtrade/configuration/check_exchange.py @@ -3,7 +3,7 @@ from typing import Any, Dict from freqtrade import OperationalException from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason, - is_exchange_available, is_exchange_bad, + is_exchange_known_ccxt, is_exchange_bad, is_exchange_officially_supported) from freqtrade.state import RunMode @@ -31,15 +31,15 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool: raise OperationalException( f'This command requires a configured exchange. You should either use ' f'`--exchange ` or specify a configuration file via `--config`.\n' - f'The following exchanges are supported by ccxt: ' + f'The following exchanges are available for Freqtrade: ' f'{", ".join(available_exchanges())}' ) - if not is_exchange_available(exchange): + if not is_exchange_known_ccxt(exchange): raise OperationalException( - f'Exchange "{exchange}" is not supported by ccxt ' + f'Exchange "{exchange}" is not known to the ccxt library ' f'and therefore not available for the bot.\n' - f'The following exchanges are supported by ccxt: ' + f'The following exchanges are available for Freqtrade: ' f'{", ".join(available_exchanges())}' ) @@ -51,8 +51,8 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool: logger.info(f'Exchange "{exchange}" is officially supported ' f'by the Freqtrade development team.') else: - logger.warning(f'Exchange "{exchange}" is supported by ccxt ' - f'and therefore available for the bot but not officially supported ' + logger.warning(f'Exchange "{exchange}" is known to the the ccxt library, ' + f'available for the bot, but not officially supported ' f'by the Freqtrade development team. ' f'It may work flawlessly (please report back) or have serious issues. ' f'Use it at your own discretion.') diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index cb07dbdba..caf34b5e3 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -244,6 +244,11 @@ AVAILABLE_CLI_OPTIONS = { help='Print exchanges in one column.', action='store_true', ), + "list_exchanges_all": Arg( + '-a', '--all', + help='Print all exchanges known to the ccxt library.', + action='store_true', + ), # Script options "pairs": Arg( '-p', '--pairs', diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 4037ca704..29971c897 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,8 +1,9 @@ from freqtrade.exchange.exchange import Exchange # noqa: F401 from freqtrade.exchange.exchange import (get_exchange_bad_reason, # noqa: F401 is_exchange_bad, - is_exchange_available, + is_exchange_known_ccxt, is_exchange_officially_supported, + ccxt_exchanges, available_exchanges) from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 timeframe_to_minutes, diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 3c313ab54..0c307e7ed 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -235,7 +235,7 @@ class Exchange: # Find matching class for the given exchange name name = exchange_config['name'] - if not is_exchange_available(name, ccxt_module): + if not is_exchange_known_ccxt(name, ccxt_module): raise OperationalException(f'Exchange {name} is not supported by ccxt') ex_config = { @@ -838,18 +838,29 @@ def get_exchange_bad_reason(exchange_name: str) -> str: return BAD_EXCHANGES.get(exchange_name, "") -def is_exchange_available(exchange_name: str, ccxt_module=None) -> bool: - return exchange_name in available_exchanges(ccxt_module) +def is_exchange_known_ccxt(exchange_name: str, ccxt_module=None) -> bool: + return exchange_name in ccxt_exchanges(ccxt_module) def is_exchange_officially_supported(exchange_name: str) -> bool: return exchange_name in ['bittrex', 'binance'] -def available_exchanges(ccxt_module=None) -> List[str]: +def ccxt_exchanges(ccxt_module=None) -> List[str]: + """ + Return the list of all exchanges known to ccxt + """ return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges +def available_exchanges(ccxt_module=None) -> List[str]: + """ + Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list + """ + exchanges = ccxt_exchanges(ccxt_module) + return [x for x in exchanges if not is_exchange_bad(x)] + + def timeframe_to_seconds(ticker_interval: str) -> int: """ Translates the timeframe interval value written in the human readable diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 6ce5e888c..3a11ca4fc 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -9,7 +9,7 @@ from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import refresh_backtest_ohlcv_data -from freqtrade.exchange import available_exchanges +from freqtrade.exchange import available_exchanges, ccxt_exchanges from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -39,12 +39,14 @@ def start_list_exchanges(args: Dict[str, Any]) -> None: :param args: Cli args from Arguments() :return: None """ - + exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges() if args['print_one_column']: - print('\n'.join(available_exchanges())) + print('\n'.join(exchanges)) else: - print(f"Exchanges supported by ccxt and available for Freqtrade: " - f"{', '.join(available_exchanges())}") + if args['list_exchanges_all']: + print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}") + else: + print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}") def start_create_userdir(args: Dict[str, Any]) -> None: From f6a88c6e9bee6e645adc68429fa85096d2e994a1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 1 Oct 2019 00:33:54 +0300 Subject: [PATCH 0075/1495] Tests adjusted --- tests/test_configuration.py | 9 +++++---- tests/test_utils.py | 29 +++++++++++++++++++++++++++-- 2 files changed, 32 insertions(+), 6 deletions(-) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 330b82d39..0f2d6a50a 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -506,7 +506,8 @@ def test_check_exchange(default_conf, caplog) -> None: # Test an available exchange, supported by ccxt default_conf.get('exchange').update({'name': 'huobipro'}) assert check_exchange(default_conf) - assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported " + assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, " + r"but not officially supported " r"by the Freqtrade development team\. .*", caplog) caplog.clear() @@ -520,16 +521,16 @@ def test_check_exchange(default_conf, caplog) -> None: # Test a 'bad' exchange with check_for_bad=False default_conf.get('exchange').update({'name': 'bitmex'}) assert check_exchange(default_conf, False) - assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported " + assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, " + r"but not officially supported " r"by the Freqtrade development team\. .*", caplog) caplog.clear() # Test an invalid exchange default_conf.get('exchange').update({'name': 'unknown_exchange'}) - with pytest.raises( OperationalException, - match=r'.*Exchange "unknown_exchange" is not supported by ccxt ' + match=r'Exchange "unknown_exchange" is not known to the ccxt library ' r'and therefore not available for the bot.*' ): check_exchange(default_conf) diff --git a/tests/test_utils.py b/tests/test_utils.py index c99044610..9025e4906 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -31,7 +31,7 @@ def test_list_exchanges(capsys): start_list_exchanges(get_args(args)) captured = capsys.readouterr() - assert re.match(r"Exchanges supported by ccxt and available.*", captured.out) + assert re.match(r"Exchanges available for Freqtrade.*", captured.out) assert re.match(r".*binance,.*", captured.out) assert re.match(r".*bittrex,.*", captured.out) @@ -43,10 +43,35 @@ def test_list_exchanges(capsys): start_list_exchanges(get_args(args)) captured = capsys.readouterr() - assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out) assert re.search(r"^binance$", captured.out, re.MULTILINE) assert re.search(r"^bittrex$", captured.out, re.MULTILINE) + # Test with --all + args = [ + "list-exchanges", + "--all", + ] + + start_list_exchanges(get_args(args)) + captured = capsys.readouterr() + assert re.match(r"All exchanges supported by the ccxt library.*", captured.out) + assert re.match(r".*binance,.*", captured.out) + assert re.match(r".*bittrex,.*", captured.out) + assert re.match(r".*bitmex,.*", captured.out) + + # Test with --one-column --all + args = [ + "list-exchanges", + "--one-column", + "--all", + ] + + start_list_exchanges(get_args(args)) + captured = capsys.readouterr() + assert re.search(r"^binance$", captured.out, re.MULTILINE) + assert re.search(r"^bittrex$", captured.out, re.MULTILINE) + assert re.search(r"^bitmex$", captured.out, re.MULTILINE) + def test_create_datadir_failed(caplog): From b73426b91f5925431a4631c0618fa917d845fe81 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Sep 2019 19:54:44 +0200 Subject: [PATCH 0076/1495] Disable Defaulting to DefaultStrategy --- .travis.yml | 4 ++-- build_helpers/publish_docker.sh | 2 +- docs/bot-usage.md | 4 ++-- docs/configuration.md | 2 +- freqtrade/configuration/cli_options.py | 3 +-- freqtrade/configuration/configuration.py | 2 +- freqtrade/constants.py | 1 - freqtrade/resolvers/strategy_resolver.py | 7 +++++-- tests/conftest.py | 1 + tests/strategy/test_strategy.py | 12 +++++++++++- tests/test_configuration.py | 1 - 11 files changed, 25 insertions(+), 14 deletions(-) diff --git a/.travis.yml b/.travis.yml index 81c3de2fb..b066e7044 100644 --- a/.travis.yml +++ b/.travis.yml @@ -28,11 +28,11 @@ jobs: name: pytest - script: - cp config.json.example config.json - - freqtrade backtesting --datadir tests/testdata + - freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy name: backtest - script: - cp config.json.example config.json - - freqtrade hyperopt --datadir tests/testdata -e 5 + - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy name: hyperopt - script: flake8 name: flake8 diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh index 839ca0876..b8318c196 100755 --- a/build_helpers/publish_docker.sh +++ b/build_helpers/publish_docker.sh @@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then fi # Run backtest -docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting +docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy DefaultStrategy if [ $? -ne 0 ]; then echo "failed running backtest" diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 112fc78a1..2b66d3c25 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -60,8 +60,8 @@ Common arguments: Strategy arguments: -s NAME, --strategy NAME - Specify strategy class name (default: - `DefaultStrategy`). + Specify strategy class name which will be used by the + bot. --strategy-path PATH Specify additional strategy lookup path. ``` diff --git a/docs/configuration.md b/docs/configuration.md index 0d902766a..9c1b9d4f7 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -95,7 +95,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`. | `initial_state` | running | Defines the initial application state. More information below. | `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below. -| `strategy` | DefaultStrategy | Defines Strategy class to use. +| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`. | `strategy_path` | null | Adds an additional strategy lookup path (must be a directory). | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second. | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 24230f1b3..2ecd4cfc5 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -66,9 +66,8 @@ AVAILABLE_CLI_OPTIONS = { # Main options "strategy": Arg( '-s', '--strategy', - help='Specify strategy class name (default: `%(default)s`).', + help='Specify strategy class name which will be used by the bot.', metavar='NAME', - default='DefaultStrategy', ), "strategy_path": Arg( '--strategy-path', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 764593d0f..ac27a5c99 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -128,7 +128,7 @@ class Configuration: self._process_logging_options(config) # Set strategy if not specified in config and or if it's non default - if self.args.get("strategy") != constants.DEFAULT_STRATEGY or not config.get('strategy'): + if self.args.get("strategy") or not config.get('strategy'): config.update({'strategy': self.args.get("strategy")}) self._args_to_config(config, argname='strategy_path', diff --git a/freqtrade/constants.py b/freqtrade/constants.py index abf43b24d..749ae25b5 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -9,7 +9,6 @@ PROCESS_THROTTLE_SECS = 5 # sec DEFAULT_TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec -DEFAULT_STRATEGY = 'DefaultStrategy' DEFAULT_HYPEROPT = 'DefaultHyperOpts' DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss' DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index ca7e1165b..1b6d5c48a 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -32,8 +32,11 @@ class StrategyResolver(IResolver): """ config = config or {} - # Verify the strategy is in the configuration, otherwise fallback to the default strategy - strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY + if not config.get('strategy'): + raise OperationalException("No strategy set. Please use `--strategy` to specify " + "the strategy class to use.") + + strategy_name = config['strategy'] self.strategy: IStrategy = self._load_strategy(strategy_name, config=config, extra_dir=config.get('strategy_path')) diff --git a/tests/conftest.py b/tests/conftest.py index 6a0a74b5b..0ffb5a066 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -242,6 +242,7 @@ def default_conf(testdatadir): "db_url": "sqlite://", "user_data_dir": Path("user_data"), "verbosity": 3, + "strategy": "DefaultStrategy" } return configuration diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 6992d1aa5..82db30d47 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -55,6 +55,7 @@ def test_load_strategy_base64(result, caplog, default_conf): def test_load_strategy_invalid_directory(result, caplog, default_conf): + default_conf['strategy'] = 'SampleStrategy' resolver = StrategyResolver(default_conf) extra_dir = Path.cwd() / 'some/path' resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir) @@ -65,13 +66,22 @@ def test_load_strategy_invalid_directory(result, caplog, default_conf): def test_load_not_found_strategy(default_conf): - strategy = StrategyResolver(default_conf) + default_conf['strategy'] = 'NotFoundStrategy' with pytest.raises(OperationalException, match=r"Impossible to load Strategy 'NotFoundStrategy'. " r"This class does not exist or contains Python code errors."): + strategy = StrategyResolver(default_conf) strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf) +def test_load_strategy_noname(default_conf): + default_conf['strategy'] = '' + with pytest.raises(OperationalException, + match="No strategy set. Please use `--strategy` to specify " + "the strategy class to use."): + StrategyResolver(default_conf) + + def test_strategy(result, default_conf): default_conf.update({'strategy': 'DefaultStrategy'}) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 3c3ad3026..333a8992a 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -212,7 +212,6 @@ def test_load_config(default_conf, mocker) -> None: configuration = Configuration(args) validated_conf = configuration.load_config() - assert validated_conf.get('strategy') == 'DefaultStrategy' assert validated_conf.get('strategy_path') is None assert 'edge' not in validated_conf From f2e878d9ec47e0342a5c45ad9c51ab342b387206 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 1 Oct 2019 16:57:35 +0300 Subject: [PATCH 0077/1495] Update helpstring for list-exchanges --- docs/utils.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/utils.md b/docs/utils.md index cfed604bd..fe22cd50d 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -5,11 +5,12 @@ Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyp ## List Exchanges ``` -usage: freqtrade list-exchanges [-h] [-1] +usage: freqtrade list-exchanges [-h] [-1] [-a] optional arguments: -h, --help show this help message and exit -1, --one-column Print exchanges in one column. + -a, --all Print all exchanges known to the ccxt library. ``` ## List Timeframes From c57d5ef1cd84fdfaa37b0cc6fe3760e81dcda1dc Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 1 Oct 2019 20:26:44 +0300 Subject: [PATCH 0078/1495] Added short descriptions and examples in utils.md --- docs/utils.md | 29 +++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) diff --git a/docs/utils.md b/docs/utils.md index fe22cd50d..459960fac 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -4,6 +4,8 @@ Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyp ## List Exchanges +Use the `list-exchanges` subcommand to see the exchanges available for the bot. + ``` usage: freqtrade list-exchanges [-h] [-1] [-a] @@ -13,8 +15,22 @@ optional arguments: -a, --all Print all exchanges known to the ccxt library. ``` +* Example: see exchanges available for the bot: +``` +$ freqtrade list-exchanges +Exchanges available for Freqtrade: _1btcxe, acx, allcoin, bequant, bibox, binance, binanceje, binanceus, bitbank, bitfinex, bitfinex2, bitkk, bitlish, bitmart, bittrex, bitz, bleutrade, btcalpha, btcmarkets, btcturk, buda, cex, cobinhood, coinbaseprime, coinbasepro, coinex, cointiger, coss, crex24, digifinex, dsx, dx, ethfinex, fcoin, fcoinjp, gateio, gdax, gemini, hitbtc2, huobipro, huobiru, idex, kkex, kraken, kucoin, kucoin2, kuna, lbank, mandala, mercado, oceanex, okcoincny, okcoinusd, okex, okex3, poloniex, rightbtc, theocean, tidebit, upbit, zb +``` + +* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade): +``` +$ freqtrade list-exchanges -a +All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpro, bcex, bequant, bibox, bigone, binance, binanceje, binanceus, bit2c, bitbank, bitbay, bitfinex, bitfinex2, bitflyer, bitforex, bithumb, bitkk, bitlish, bitmart, bitmex, bitso, bitstamp, bitstamp1, bittrex, bitz, bl3p, bleutrade, braziliex, btcalpha, btcbox, btcchina, btcmarkets, btctradeim, btctradeua, btcturk, buda, bxinth, cex, chilebit, cobinhood, coinbase, coinbaseprime, coinbasepro, coincheck, coinegg, coinex, coinexchange, coinfalcon, coinfloor, coingi, coinmarketcap, coinmate, coinone, coinspot, cointiger, coolcoin, coss, crex24, crypton, deribit, digifinex, dsx, dx, ethfinex, exmo, exx, fcoin, fcoinjp, flowbtc, foxbit, fybse, gateio, gdax, gemini, hitbtc, hitbtc2, huobipro, huobiru, ice3x, idex, independentreserve, indodax, itbit, kkex, kraken, kucoin, kucoin2, kuna, lakebtc, latoken, lbank, liquid, livecoin, luno, lykke, mandala, mercado, mixcoins, negociecoins, nova, oceanex, okcoincny, okcoinusd, okex, okex3, paymium, poloniex, rightbtc, southxchange, stronghold, surbitcoin, theocean, therock, tidebit, tidex, upbit, vaultoro, vbtc, virwox, xbtce, yobit, zaif, zb +``` + ## List Timeframes +Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange. + ``` usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1] @@ -25,3 +41,16 @@ optional arguments: -1, --one-column Print exchanges in one column. ``` + +* Example: see the timeframes for the 'binance' exchange, set in the configuration file: + +``` +$ freqtrade -c config_binance.json list-timeframes +... +Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M +``` + +* Example: enumerate exchanges available for Freqtrade and print timeframes supported by each of them: +``` +$ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchange $i; done +``` From eca8ddabe99961165982c9a0ae28f55fbb7c570f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 2 Oct 2019 10:59:45 +0200 Subject: [PATCH 0079/1495] Remove unused test-data --- tests/data/test_btanalysis.py | 4 ++-- tests/test_plotting.py | 6 +++--- tests/testdata/ADA_BTC-1m.json | 1 - tests/testdata/DASH_BTC-1m.json | 1 - tests/testdata/ETC_BTC-1m.json | 1 - tests/testdata/ETH_BTC-1m.json | 1 - tests/testdata/LTC_BTC-1m.json | 1 - tests/testdata/NXT_BTC-1m.json | 1 - tests/testdata/POWR_BTC-1m.json | 1 - tests/testdata/XLM_BTC-1m.json | 1 - tests/testdata/XMR_BTC-1m.json | 1 - tests/testdata/ZEC_BTC-1m.json | 1 - 12 files changed, 5 insertions(+), 15 deletions(-) delete mode 100644 tests/testdata/ADA_BTC-1m.json delete mode 100644 tests/testdata/DASH_BTC-1m.json delete mode 100644 tests/testdata/ETC_BTC-1m.json delete mode 100644 tests/testdata/ETH_BTC-1m.json delete mode 100644 tests/testdata/LTC_BTC-1m.json delete mode 100644 tests/testdata/NXT_BTC-1m.json delete mode 100644 tests/testdata/POWR_BTC-1m.json delete mode 100644 tests/testdata/XLM_BTC-1m.json delete mode 100644 tests/testdata/XMR_BTC-1m.json delete mode 100644 tests/testdata/ZEC_BTC-1m.json diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 18326226c..27a8ee02e 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -108,7 +108,7 @@ def test_load_trades(default_conf, mocker): def test_combine_tickers_with_mean(testdatadir): - pairs = ["ETH/BTC", "XLM/BTC"] + pairs = ["ETH/BTC", "ADA/BTC"] tickers = load_data(datadir=testdatadir, pairs=pairs, ticker_interval='5m' @@ -116,7 +116,7 @@ def test_combine_tickers_with_mean(testdatadir): df = combine_tickers_with_mean(tickers) assert isinstance(df, DataFrame) assert "ETH/BTC" in df.columns - assert "XLM/BTC" in df.columns + assert "ADA/BTC" in df.columns assert "mean" in df.columns diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 9028ab961..1d0f030ea 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -53,11 +53,11 @@ def test_init_plotscript(default_conf, mocker, testdatadir): assert "trades" in ret assert "pairs" in ret - default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"] + default_conf['pairs'] = ["POWR/BTC", "ADA/BTC"] ret = init_plotscript(default_conf) assert "tickers" in ret assert "POWR/BTC" in ret["tickers"] - assert "XLM/BTC" in ret["tickers"] + assert "ADA/BTC" in ret["tickers"] def test_add_indicators(default_conf, testdatadir, caplog): @@ -247,7 +247,7 @@ def test_generate_profit_graph(testdatadir): filename = testdatadir / "backtest-result_test.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - pairs = ["POWR/BTC", "XLM/BTC"] + pairs = ["POWR/BTC", "ADA/BTC"] tickers = history.load_data(datadir=testdatadir, pairs=pairs, diff --git a/tests/testdata/ADA_BTC-1m.json b/tests/testdata/ADA_BTC-1m.json deleted file mode 100644 index fed55d293..000000000 --- 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0.03912473, 9.23442534], [1517286480000, 0.03912472, 0.03946393, 0.03912471, 0.03946393, 0.29069413], [1517286540000, 0.03912473, 0.03912473, 0.03912472, 0.03912472, 3.30448196], [1517286600000, 0.03912472, 0.03940305, 0.03912472, 0.03940286, 2.53459704], [1517286780000, 0.03912516, 0.0392881, 0.0390001, 0.0392881, 11.12600309], [1517286840000, 0.0392881, 0.0392881, 0.0392881, 0.0392881, 0.04310856], [1517286900000, 0.03928809, 0.0392881, 0.03928809, 0.03928809, 0.48512109], [1517286960000, 0.03928809, 0.03928809, 0.03908286, 0.03928809, 0.68895416], [1517287020000, 0.03928809, 0.03928809, 0.03928809, 0.03928809, 0.05641802], [1517287080000, 0.03928809, 0.03928809, 0.03928809, 0.03928809, 0.10263958], [1517287140000, 0.03928807, 0.0394026, 0.03908439, 0.0392881, 12.05273986], [1517287200000, 0.03928809, 0.03928809, 0.03928809, 0.03928809, 0.57468121], [1517287260000, 0.03928809, 0.03928809, 0.03928809, 0.03928809, 0.01867383], [1517287320000, 0.03909259, 0.03909259, 0.03909259, 0.03909259, 0.03263], [1517287380000, 0.03909259, 0.03909259, 0.03902404, 0.03902411, 9.03322806], [1517287440000, 0.03902415, 0.03902433, 0.03902404, 0.03902433, 9.03334366], [1517287500000, 0.03919, 0.03919, 0.03919, 0.03919, 0.97248305], [1517287560000, 0.03919, 0.03928791, 0.03919, 0.0392879, 7.08098114], [1517287620000, 0.03919, 0.03919, 0.03919, 0.03919, 0.27578535], [1517287680000, 0.03928785, 0.03928785, 0.03919, 0.03919, 3.80413931], [1517287740000, 0.03928785, 0.03928789, 0.03928785, 0.03928789, 1.9614146]] \ No newline at end of file From 096c69dc4f157558f3dd0d8798032722f5f16cb1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 2 Oct 2019 03:27:17 +0300 Subject: [PATCH 0080/1495] Refactor Freqtradebot --- freqtrade/freqtradebot.py | 60 ++++++++++++++++++--------------------- 1 file changed, 27 insertions(+), 33 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 3f7eab27a..024e09c96 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1,7 +1,6 @@ """ Freqtrade is the main module of this bot. It contains the class Freqtrade() """ - import copy import logging import traceback @@ -135,12 +134,11 @@ class FreqtradeBot: self.strategy.informative_pairs()) # First process current opened trades - for trade in trades: - self.process_maybe_execute_sell(trade) + self.process_maybe_execute_sells(trades) # Then looking for buy opportunities if len(trades) < self.config['max_open_trades']: - self.process_maybe_execute_buy() + self.process_maybe_execute_buys() if 'unfilledtimeout' in self.config: # Check and handle any timed out open orders @@ -262,11 +260,10 @@ class FreqtradeBot: Checks pairs as long as the open trade count is below `max_open_trades`. :return: True if at least one trade has been created. """ - interval = self.strategy.ticker_interval whitelist = copy.deepcopy(self.active_pair_whitelist) if not whitelist: - logger.warning("Whitelist is empty.") + logger.info("Active pair whitelist is empty.") return False # Remove currently opened and latest pairs from whitelist @@ -276,7 +273,8 @@ class FreqtradeBot: logger.debug('Ignoring %s in pair whitelist', trade.pair) if not whitelist: - logger.info("No currency pair in whitelist, but checking to sell open trades.") + logger.info("No currency pair in active pair whitelist, " + "but checking to sell open trades.") return False buycount = 0 @@ -285,8 +283,10 @@ class FreqtradeBot: if self.strategy.is_pair_locked(_pair): logger.info(f"Pair {_pair} is currently locked.") continue + (buy, sell) = self.strategy.get_signal( - _pair, interval, self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval)) + _pair, self.strategy.ticker_interval, + self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval)) if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']: stake_amount = self._get_trade_stake_amount(_pair) @@ -431,10 +431,9 @@ class FreqtradeBot: return True - def process_maybe_execute_buy(self) -> None: + def process_maybe_execute_buys(self) -> None: """ - Tries to execute a buy trade in a safe way - :return: True if executed + Tries to execute buy trades in a safe way """ try: # Create entity and execute trade @@ -443,33 +442,28 @@ class FreqtradeBot: except DependencyException as exception: logger.warning('Unable to create trade: %s', exception) - def process_maybe_execute_sell(self, trade: Trade) -> bool: + def process_maybe_execute_sells(self, trades: List[Any]) -> None: """ - Tries to execute a sell trade - :return: True if executed + Tries to execute sell trades in a safe way """ - try: - self.update_trade_state(trade) + for trade in trades: + try: + self.update_trade_state(trade) - if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open: - result = self.handle_stoploss_on_exchange(trade) - if result: - self.wallets.update() - return result + if trade.is_open: + result = False + if self.strategy.order_types.get('stoploss_on_exchange'): + result = self.handle_stoploss_on_exchange(trade) + elif trade.open_order_id is None: + # Check if we can sell our current pair + result = self.handle_trade(trade) - if trade.is_open and trade.open_order_id is None: - # Check if we can sell our current pair - result = self.handle_trade(trade) + # Updating wallets if any trade occured + if result: + self.wallets.update() - # Updating wallets if any trade occured - if result: - self.wallets.update() - - return result - - except DependencyException as exception: - logger.warning('Unable to sell trade: %s', exception) - return False + except DependencyException as exception: + logger.warning('Unable to sell trade: %s', exception) def get_real_amount(self, trade: Trade, order: Dict) -> float: """ From 15aae8a58c78b7a70719f0747c7e49d418d2b219 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 2 Oct 2019 03:27:42 +0300 Subject: [PATCH 0081/1495] Tests adjusted --- tests/test_freqtradebot.py | 38 ++++++++++++++++++++++---------------- 1 file changed, 22 insertions(+), 16 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ee28f2e58..5fa481604 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -655,7 +655,8 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee, assert freqtrade.create_trades() assert not freqtrade.create_trades() - assert log_has("No currency pair in whitelist, but checking to sell open trades.", caplog) + assert log_has("No currency pair in active pair whitelist, " + "but checking to sell open trades.", caplog) def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee, @@ -674,7 +675,7 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord patch_get_signal(freqtrade) assert not freqtrade.create_trades() - assert log_has("Whitelist is empty.", caplog) + assert log_has("Active pair whitelist is empty.", caplog) def test_create_trades_no_signal(default_conf, fee, mocker) -> None: @@ -1057,8 +1058,9 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None trade.open_order_id = None trade.stoploss_order_id = None trade.is_open = True + trades = [trade] - freqtrade.process_maybe_execute_sell(trade) + freqtrade.process_maybe_execute_sells(trades) assert trade.stoploss_order_id == '13434334' assert stoploss_limit.call_count == 1 assert trade.is_open is True @@ -1518,26 +1520,26 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, stop_price=0.00002344 * 0.99) -def test_process_maybe_execute_buy(mocker, default_conf, caplog) -> None: +def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False)) - freqtrade.process_maybe_execute_buy() + freqtrade.process_maybe_execute_buys() assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog) -def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None: +def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(side_effect=DependencyException) ) - freqtrade.process_maybe_execute_buy() + freqtrade.process_maybe_execute_buys() assert log_has('Unable to create trade: ', caplog) -def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None: +def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) @@ -1549,7 +1551,8 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 - assert not freqtrade.process_maybe_execute_sell(trade) + trades = [trade] + assert not freqtrade.process_maybe_execute_sells(trades) # Test amount not modified by fee-logic assert not log_has( 'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog @@ -1557,24 +1560,25 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) # test amount modified by fee-logic - assert not freqtrade.process_maybe_execute_sell(trade) + assert not freqtrade.process_maybe_execute_sells(trades) -def test_process_maybe_execute_sell_exception(mocker, default_conf, - limit_buy_order, caplog) -> None: +def test_process_maybe_execute_sells_exception(mocker, default_conf, + limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 + trades = [trade] # Test raise of DependencyException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.update_trade_state', side_effect=DependencyException() ) - freqtrade.process_maybe_execute_sell(trade) + freqtrade.process_maybe_execute_sells(trades) assert log_has('Unable to sell trade: ', caplog) @@ -2448,8 +2452,9 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, trade = Trade.query.first() assert trade + trades = [trade] - freqtrade.process_maybe_execute_sell(trade) + freqtrade.process_maybe_execute_sells(trades) # Increase the price and sell it mocker.patch.multiple( @@ -2498,7 +2503,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, # Create some test data freqtrade.create_trades() trade = Trade.query.first() - freqtrade.process_maybe_execute_sell(trade) + trades = [trade] + freqtrade.process_maybe_execute_sells(trades) assert trade assert trade.stoploss_order_id == '123' assert trade.open_order_id is None @@ -2526,7 +2532,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, }) mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed) - freqtrade.process_maybe_execute_sell(trade) + freqtrade.process_maybe_execute_sells(trades) assert trade.stoploss_order_id is None assert trade.is_open is False assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value From 89729aefe8e148490a595e6f0f5d1d573fcdee08 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 2 Oct 2019 18:38:00 +0300 Subject: [PATCH 0082/1495] Fix and improve process_maybe_execute_sells() --- freqtrade/freqtradebot.py | 25 +++++++++++++------------ 1 file changed, 13 insertions(+), 12 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 024e09c96..4fb0ce2d7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -446,25 +446,26 @@ class FreqtradeBot: """ Tries to execute sell trades in a safe way """ + result = False for trade in trades: try: self.update_trade_state(trade) - if trade.is_open: - result = False - if self.strategy.order_types.get('stoploss_on_exchange'): - result = self.handle_stoploss_on_exchange(trade) - elif trade.open_order_id is None: - # Check if we can sell our current pair - result = self.handle_trade(trade) - - # Updating wallets if any trade occured - if result: - self.wallets.update() + if (self.strategy.order_types.get('stoploss_on_exchange') and + self.handle_stoploss_on_exchange(trade)): + result = True + continue + # Check if we can sell our current pair + if trade.open_order_id is None and self.handle_trade(trade): + result = True except DependencyException as exception: logger.warning('Unable to sell trade: %s', exception) + # Updating wallets if any trade occured + if result: + self.wallets.update() + def get_real_amount(self, trade: Trade, order: Dict) -> float: """ Get real amount for the trade @@ -569,7 +570,7 @@ class FreqtradeBot: :return: True if trade has been sold, False otherwise """ if not trade.is_open: - raise ValueError(f'Attempt to handle closed trade: {trade}') + raise DependencyException(f'Attempt to handle closed trade: {trade}') logger.debug('Handling %s ...', trade) From 4b29c4cdbf222dc9abd3b63f9a632226fede4a37 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 2 Oct 2019 19:08:49 +0300 Subject: [PATCH 0083/1495] Test for handling closed trade adjusted --- tests/test_freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5fa481604..eb854e56b 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1915,7 +1915,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, trade.update(limit_sell_order) assert trade.is_open is False - with pytest.raises(ValueError, match=r'.*closed trade.*'): + with pytest.raises(DependencyException, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) From 3ac5b918996cafbf0dfe63531c8fe361d40d4875 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 3 Oct 2019 02:58:45 +0300 Subject: [PATCH 0084/1495] Add market() method to dataprovider --- freqtrade/data/dataprovider.py | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 7d5e4540b..b564dbec8 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -85,6 +85,14 @@ class DataProvider: logger.warning(f"No data found for ({pair}, {ticker_interval}).") return data + def market(self, pair: str): + """ + Return market data for the pair + :param pair: Pair to get the data for + :return: Market data dict from ccxt or None if market info is not available for the pair + """ + return self._exchange.markets.get(pair) + def ticker(self, pair: str): """ Return last ticker data From 9ee7e28ef8d98cbbb3d3b827089d45d80cc6bb64 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 3 Oct 2019 06:23:58 +0200 Subject: [PATCH 0085/1495] Clean up some mocks --- tests/test_freqtradebot.py | 28 +++++++++++++--------------- 1 file changed, 13 insertions(+), 15 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index eb854e56b..18fd229eb 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2422,13 +2422,6 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, default_conf['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - get_ticker=ticker, - get_fee=fee, - markets=PropertyMock(return_value=markets) - ) - stoploss_limit = MagicMock(return_value={ 'id': 123, 'info': { @@ -2437,11 +2430,16 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, }) cancel_order = MagicMock(return_value=True) - - mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit) - mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets), + symbol_amount_prec=lambda s, x, y: y, + symbol_price_prec=lambda s, x, y: y, + stoploss_limit=stoploss_limit, + cancel_order=cancel_order, + ) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -2482,7 +2480,9 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) + markets=PropertyMock(return_value=markets), + symbol_amount_prec=lambda s, x, y: y, + symbol_price_prec=lambda s, x, y: y, ) stoploss_limit = MagicMock(return_value={ @@ -2492,8 +2492,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, } }) - mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) freqtrade = FreqtradeBot(default_conf) From 1f4e5b17b74e0aafb6c8179907caa8a25f2f45fb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 3 Oct 2019 06:37:25 +0200 Subject: [PATCH 0086/1495] Add basic test for execute sells_multiple logic --- tests/test_freqtradebot.py | 44 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 44 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 18fd229eb..128411d96 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2537,6 +2537,50 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, assert rpc_mock.call_count == 2 +def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, + ticker, fee, + limit_buy_order, + markets, mocker) -> None: + default_conf['max_open_trades'] = 3 + default_conf['exchange']['name'] = 'binance' + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets), + symbol_amount_prec=lambda s, x, y: y, + symbol_price_prec=lambda s, x, y: y, + ) + # Sell first trade + stoploss_mock = MagicMock(side_effect=[True, False, False]) + + # Sell 3rd trade (not called for the first trade) + handle_trade_mock = MagicMock(side_effect=[False, True]) + wallets_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + handle_stoploss_on_exchange=stoploss_mock, + handle_trade=handle_trade_mock, + ) + mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) + + freqtrade = FreqtradeBot(default_conf) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + patch_get_signal(freqtrade) + + # Create some test data + freqtrade.create_trades() + wallets_mock.reset_mock() + + trades = Trade.query.all() + + freqtrade.process_maybe_execute_sells(trades) + assert stoploss_mock.call_count == 3 + assert handle_trade_mock.call_count == 2 + assert wallets_mock.call_count == 1 + def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From 38f184e50de65485a7a058a73cf1fca2d8865719 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 3 Oct 2019 06:54:15 +0200 Subject: [PATCH 0087/1495] Update test to not mock stoploss_on_exchange --- tests/test_freqtradebot.py | 54 ++++++++++++++++++++++++++++++++++---- 1 file changed, 49 insertions(+), 5 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 128411d96..d60d19937 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2545,6 +2545,39 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, default_conf['exchange']['name'] = 'binance' patch_RPCManager(mocker) patch_exchange(mocker) + + stoploss_limit = { + 'id': 123, + 'info': { + 'foo': 'bar' + } + } + stoploss_order_open = { + "id": "123", + "timestamp": 1542707426845, + "datetime": "2018-11-20T09:50:26.845Z", + "lastTradeTimestamp": None, + "symbol": "BTC/USDT", + "type": "stop_loss_limit", + "side": "sell", + "price": 1.08801, + "amount": 90.99181074, + "cost": 0.0, + "average": 0.0, + "filled": 0.0, + "remaining": 0.0, + "status": "open", + "fee": None, + "trades": None + } + stoploss_order_closed = stoploss_order_open.copy() + stoploss_order_closed['status'] = 'closed' + # Sell first trade based on stoploss, keep 2nd and 3rd trade open + stoploss_order_mock = MagicMock( + side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) + create_sl_mock = MagicMock(return_value=True) + + mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, @@ -2552,17 +2585,17 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, markets=PropertyMock(return_value=markets), symbol_amount_prec=lambda s, x, y: y, symbol_price_prec=lambda s, x, y: y, + get_order=stoploss_order_mock, ) - # Sell first trade - stoploss_mock = MagicMock(side_effect=[True, False, False]) - # Sell 3rd trade (not called for the first trade) handle_trade_mock = MagicMock(side_effect=[False, True]) wallets_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', - handle_stoploss_on_exchange=stoploss_mock, handle_trade=handle_trade_mock, + create_stoploss_order=create_sl_mock, + update_trade_state=MagicMock(), + _notify_sell=MagicMock(), ) mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) @@ -2575,12 +2608,23 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, wallets_mock.reset_mock() trades = Trade.query.all() + # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) + for trade in trades: + trade.stoploss_order_id = 3 + trade.open_order_id = None freqtrade.process_maybe_execute_sells(trades) - assert stoploss_mock.call_count == 3 assert handle_trade_mock.call_count == 2 assert wallets_mock.call_count == 1 + trade = trades[0] + assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value + assert not trade.is_open + trade = trades[1] + assert not trade.sell_reason + assert trade.is_open + + def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From f95b0ccdab3e5c40e795e9f5c4ef64149838238a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 4 Oct 2019 02:01:44 +0300 Subject: [PATCH 0088/1495] Tests added --- tests/test_utils.py | 74 ++++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 73 insertions(+), 1 deletion(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index c99044610..6168706a2 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -7,7 +7,8 @@ import pytest from freqtrade import OperationalException from freqtrade.state import RunMode from freqtrade.utils import (setup_utils_configuration, start_create_userdir, - start_download_data, start_list_exchanges) + start_download_data, start_list_exchanges, + start_list_timeframes) from tests.conftest import get_args, log_has, patch_exchange @@ -48,6 +49,77 @@ def test_list_exchanges(capsys): assert re.search(r"^bittrex$", captured.out, re.MULTILINE) +def test_list_timeframes(capsys): + + args = [ + "list-timeframes", + ] + pargs = get_args(args) + pargs['config'] = None + with pytest.raises(OperationalException, + match=r"This command requires a configured exchange.*"): + start_list_timeframes(pargs) + + # Test with --config config.json.example + args = [ + '--config', 'config.json.example', + "list-timeframes", + ] + start_list_timeframes(get_args(args)) + captured = capsys.readouterr() + assert re.match("Timeframes available for the exchange `bittrex`: " + "1m, 5m, 30m, 1h, 1d", + captured.out) + + # Test with --exchange bittrex + args = [ + "list-timeframes", + "--exchange", "bittrex", + ] + start_list_timeframes(get_args(args)) + captured = capsys.readouterr() + assert re.match("Timeframes available for the exchange `bittrex`: " + "1m, 5m, 30m, 1h, 1d", + captured.out) + + # Test with --exchange binance + args = [ + "list-timeframes", + "--exchange", "binance", + ] + start_list_timeframes(get_args(args)) + captured = capsys.readouterr() + assert re.match("Timeframes available for the exchange `binance`: " + "1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M", + captured.out) + + # Test with --one-column + args = [ + '--config', 'config.json.example', + "list-timeframes", + "--one-column", + ] + start_list_timeframes(get_args(args)) + captured = capsys.readouterr() + assert re.search(r"^1m$", captured.out, re.MULTILINE) + assert re.search(r"^5m$", captured.out, re.MULTILINE) + assert re.search(r"^1h$", captured.out, re.MULTILINE) + assert re.search(r"^1d$", captured.out, re.MULTILINE) + + # Test with --exchange binance --one-column + args = [ + "list-timeframes", + "--exchange", "binance", + "--one-column", + ] + start_list_timeframes(get_args(args)) + captured = capsys.readouterr() + assert re.search(r"^1m$", captured.out, re.MULTILINE) + assert re.search(r"^5m$", captured.out, re.MULTILINE) + assert re.search(r"^1h$", captured.out, re.MULTILINE) + assert re.search(r"^1d$", captured.out, re.MULTILINE) + + def test_create_datadir_failed(caplog): args = [ From 75252b6251ac766a14f6f2e8b591383c09dc8c16 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 4 Oct 2019 02:32:48 +0300 Subject: [PATCH 0089/1495] Docstrings improved --- freqtrade/freqtradebot.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4fb0ce2d7..2776b56c2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -433,7 +433,7 @@ class FreqtradeBot: def process_maybe_execute_buys(self) -> None: """ - Tries to execute buy trades in a safe way + Tries to execute buy orders for trades in a safe way """ try: # Create entity and execute trade @@ -444,7 +444,7 @@ class FreqtradeBot: def process_maybe_execute_sells(self, trades: List[Any]) -> None: """ - Tries to execute sell trades in a safe way + Tries to execute sell orders for trades in a safe way """ result = False for trade in trades: From 95299d94c4c824eed2c3aca6fc370a8b85633901 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 4 Oct 2019 06:39:24 +0200 Subject: [PATCH 0090/1495] Remove unused test line --- tests/strategy/test_strategy.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 82db30d47..7445e3ca7 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -70,8 +70,7 @@ def test_load_not_found_strategy(default_conf): with pytest.raises(OperationalException, match=r"Impossible to load Strategy 'NotFoundStrategy'. " r"This class does not exist or contains Python code errors."): - strategy = StrategyResolver(default_conf) - strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf) + StrategyResolver(default_conf) def test_load_strategy_noname(default_conf): From 78381e9e7be618c89d1681f31f48df8b0918be29 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 4 Oct 2019 14:47:37 +0200 Subject: [PATCH 0091/1495] Improve test to test full sell cycle --- tests/test_freqtradebot.py | 41 ++++++++++++++++++++++++++++---------- 1 file changed, 31 insertions(+), 10 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index d60d19937..8c6bca653 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2541,6 +2541,13 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, limit_buy_order, markets, mocker) -> None: + """ + Tests workflow of selling stoploss_on_exchange. + Sells + * first trade as stoploss + * 2nd trade is kept + * 3rd trade is sold via sell-signal + """ default_conf['max_open_trades'] = 3 default_conf['exchange']['name'] = 'binance' patch_RPCManager(mocker) @@ -2548,9 +2555,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, stoploss_limit = { 'id': 123, - 'info': { - 'foo': 'bar' - } + 'info': {} } stoploss_order_open = { "id": "123", @@ -2575,8 +2580,12 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, # Sell first trade based on stoploss, keep 2nd and 3rd trade open stoploss_order_mock = MagicMock( side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) - create_sl_mock = MagicMock(return_value=True) - + # Sell 3rd trade (not called for the first trade) + should_sell_mock = MagicMock(side_effect=[ + SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), + SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)] + ) + cancel_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2586,26 +2595,29 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, symbol_amount_prec=lambda s, x, y: y, symbol_price_prec=lambda s, x, y: y, get_order=stoploss_order_mock, + cancel_order=cancel_order_mock, ) - # Sell 3rd trade (not called for the first trade) - handle_trade_mock = MagicMock(side_effect=[False, True]) + wallets_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', - handle_trade=handle_trade_mock, - create_stoploss_order=create_sl_mock, + create_stoploss_order=MagicMock(return_value=True), update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) + mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True + # Switch ordertype to market to close trade immediately + freqtrade.strategy.order_types['sell'] = 'market' patch_get_signal(freqtrade) # Create some test data freqtrade.create_trades() wallets_mock.reset_mock() + Trade.session = MagicMock() trades = Trade.query.all() # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) @@ -2614,16 +2626,25 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, trade.open_order_id = None freqtrade.process_maybe_execute_sells(trades) - assert handle_trade_mock.call_count == 2 + assert should_sell_mock.call_count == 2 + + # Only order for 3rd trade needs to be cancelled + assert cancel_order_mock.call_count == 1 + # Wallets should only be called once per sell cycle assert wallets_mock.call_count == 1 trade = trades[0] assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert not trade.is_open + trade = trades[1] assert not trade.sell_reason assert trade.is_open + trade = trades[2] + assert trade.sell_reason == SellType.SELL_SIGNAL.value + assert not trade.is_open + def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: From 73e9cbdea1af3341327970162e4c46af430a3ecd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 09:56:01 +0200 Subject: [PATCH 0092/1495] Fix #2338 --- docs/backtesting.md | 2 +- docs/plotting.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 75aba6c73..c5d223c67 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -39,7 +39,7 @@ Assume you downloaded the history data from the Bittrex exchange and kept it in You can then use this data for backtesting as follows: ```bash -freqtrade backtesting --datadir user_data/data/bittrex-20180101 +freqtrade --datadir user_data/data/bittrex-20180101 backtesting ``` #### With a (custom) strategy file diff --git a/docs/plotting.md b/docs/plotting.md index 4deb6db12..89404f8b1 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -179,5 +179,5 @@ freqtrade plot-profit -p LTC/BTC --db-url sqlite:///tradesv3.sqlite --trade-sou ``` ``` bash -freqtrade plot-profit --datadir user_data/data/binance_save/ -p LTC/BTC +freqtrade --datadir user_data/data/binance_save/ plot-profit -p LTC/BTC ``` From 00ab6f572a9b249f394ad8a4b887ba56731b72fd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 10:01:38 +0200 Subject: [PATCH 0093/1495] Cleanup legacy strategy it's just a test and does not need the commented elements --- tests/strategy/legacy_strategy.py | 158 +----------------------------- 1 file changed, 4 insertions(+), 154 deletions(-) diff --git a/tests/strategy/legacy_strategy.py b/tests/strategy/legacy_strategy.py index af1b617a6..89ce3f8cb 100644 --- a/tests/strategy/legacy_strategy.py +++ b/tests/strategy/legacy_strategy.py @@ -6,8 +6,6 @@ from pandas import DataFrame # Add your lib to import here import talib.abstract as ta -import freqtrade.vendor.qtpylib.indicators as qtpylib -import numpy # noqa # This class is a sample. Feel free to customize it. @@ -17,7 +15,6 @@ class TestStrategyLegacy(IStrategy): removed in a future update. Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py for a uptodate version of this template. - """ # Minimal ROI designed for the strategy. @@ -51,156 +48,9 @@ class TestStrategyLegacy(IStrategy): # ADX dataframe['adx'] = ta.ADX(dataframe) - """ - # Awesome oscillator - dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) - - # Commodity Channel Index: values Oversold:<-100, Overbought:>100 - dataframe['cci'] = ta.CCI(dataframe) - - # MACD - macd = ta.MACD(dataframe) - dataframe['macd'] = macd['macd'] - dataframe['macdsignal'] = macd['macdsignal'] - dataframe['macdhist'] = macd['macdhist'] - - # MFI - dataframe['mfi'] = ta.MFI(dataframe) - - # Minus Directional Indicator / Movement - dataframe['minus_dm'] = ta.MINUS_DM(dataframe) - dataframe['minus_di'] = ta.MINUS_DI(dataframe) - - # Plus Directional Indicator / Movement - dataframe['plus_dm'] = ta.PLUS_DM(dataframe) - dataframe['plus_di'] = ta.PLUS_DI(dataframe) - dataframe['minus_di'] = ta.MINUS_DI(dataframe) - - # ROC - dataframe['roc'] = ta.ROC(dataframe) - - # RSI - dataframe['rsi'] = ta.RSI(dataframe) - - # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy) - rsi = 0.1 * (dataframe['rsi'] - 50) - dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1) - - # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy) - dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1) - - # Stoch - stoch = ta.STOCH(dataframe) - dataframe['slowd'] = stoch['slowd'] - dataframe['slowk'] = stoch['slowk'] - - # Stoch fast - stoch_fast = ta.STOCHF(dataframe) - dataframe['fastd'] = stoch_fast['fastd'] - dataframe['fastk'] = stoch_fast['fastk'] - - # Stoch RSI - stoch_rsi = ta.STOCHRSI(dataframe) - dataframe['fastd_rsi'] = stoch_rsi['fastd'] - dataframe['fastk_rsi'] = stoch_rsi['fastk'] - """ - - # Overlap Studies - # ------------------------------------ - - # Bollinger bands - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) - dataframe['bb_lowerband'] = bollinger['lower'] - dataframe['bb_middleband'] = bollinger['mid'] - dataframe['bb_upperband'] = bollinger['upper'] - - """ - # EMA - Exponential Moving Average - dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3) - dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) - dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) - dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) - dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) - - # SAR Parabol - dataframe['sar'] = ta.SAR(dataframe) - - # SMA - Simple Moving Average - dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) - """ - # TEMA - Triple Exponential Moving Average dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) - # Cycle Indicator - # ------------------------------------ - # Hilbert Transform Indicator - SineWave - hilbert = ta.HT_SINE(dataframe) - dataframe['htsine'] = hilbert['sine'] - dataframe['htleadsine'] = hilbert['leadsine'] - - # Pattern Recognition - Bullish candlestick patterns - # ------------------------------------ - """ - # Hammer: values [0, 100] - dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe) - # Inverted Hammer: values [0, 100] - dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe) - # Dragonfly Doji: values [0, 100] - dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe) - # Piercing Line: values [0, 100] - dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100] - # Morningstar: values [0, 100] - dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100] - # Three White Soldiers: values [0, 100] - dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100] - """ - - # Pattern Recognition - Bearish candlestick patterns - # ------------------------------------ - """ - # Hanging Man: values [0, 100] - dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe) - # Shooting Star: values [0, 100] - dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe) - # Gravestone Doji: values [0, 100] - dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe) - # Dark Cloud Cover: values [0, 100] - dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe) - # Evening Doji Star: values [0, 100] - dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe) - # Evening Star: values [0, 100] - dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe) - """ - - # Pattern Recognition - Bullish/Bearish candlestick patterns - # ------------------------------------ - """ - # Three Line Strike: values [0, -100, 100] - dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe) - # Spinning Top: values [0, -100, 100] - dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100] - # Engulfing: values [0, -100, 100] - dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100] - # Harami: values [0, -100, 100] - dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100] - # Three Outside Up/Down: values [0, -100, 100] - dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100] - # Three Inside Up/Down: values [0, -100, 100] - dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100] - """ - - # Chart type - # ------------------------------------ - """ - # Heikinashi stategy - heikinashi = qtpylib.heikinashi(dataframe) - dataframe['ha_open'] = heikinashi['open'] - dataframe['ha_close'] = heikinashi['close'] - dataframe['ha_high'] = heikinashi['high'] - dataframe['ha_low'] = heikinashi['low'] - """ - return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: @@ -212,8 +62,8 @@ class TestStrategyLegacy(IStrategy): dataframe.loc[ ( (dataframe['adx'] > 30) & - (dataframe['tema'] <= dataframe['bb_middleband']) & - (dataframe['tema'] > dataframe['tema'].shift(1)) + (dataframe['tema'] > dataframe['tema'].shift(1)) & + (dataframe['volume'] > 0) ), 'buy'] = 1 @@ -228,8 +78,8 @@ class TestStrategyLegacy(IStrategy): dataframe.loc[ ( (dataframe['adx'] > 70) & - (dataframe['tema'] > dataframe['bb_middleband']) & - (dataframe['tema'] < dataframe['tema'].shift(1)) + (dataframe['tema'] < dataframe['tema'].shift(1)) & + (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe From 764a35d0351613e09919fee7b62f6368e7f24143 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 10:32:42 +0200 Subject: [PATCH 0094/1495] Remove scattergl and fix tests --- freqtrade/plot/plotting.py | 6 +++--- tests/test_plotting.py | 11 +++++------ 2 files changed, 8 insertions(+), 9 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index d59509d5c..6bd5993b6 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -91,7 +91,7 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub :param name: Name to use :return: fig with added profit plot """ - profit = go.Scattergl( + profit = go.Scatter( x=data.index, y=data[column], name=name, @@ -241,7 +241,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra if 'bb_upperband' in indicators1 and 'bb_lowerband' in indicators1: indicators1.remove('bb_upperband') indicators1.remove('bb_lowerband') - + # Add indicators to main plot fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data) @@ -272,7 +272,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], df_comb = create_cum_profit(df_comb, trades, 'cum_profit') # Plot the pairs average close prices, and total profit growth - avgclose = go.Scattergl( + avgclose = go.Scatter( x=df_comb.index, y=df_comb['mean'], name='Avg close price', diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 9028ab961..4c576a775 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -197,8 +197,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir) # All buy-signals should be plotted assert int(data.sell.sum()) == len(sell.x) - assert find_trace_in_fig_data(figure.data, "BB lower") - assert find_trace_in_fig_data(figure.data, "BB upper") + assert find_trace_in_fig_data(figure.data, "Bollinger Band") assert row_mock.call_count == 2 assert trades_mock.call_count == 1 @@ -239,7 +238,7 @@ def test_add_profit(testdatadir): fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') figure = fig1.layout.figure profits = find_trace_in_fig_data(figure.data, "Profits") - assert isinstance(profits, go.Scattergl) + assert isinstance(profits, go.Scatter) assert profits.yaxis == "y2" @@ -268,14 +267,14 @@ def test_generate_profit_graph(testdatadir): assert len(figure.data) == 4 avgclose = find_trace_in_fig_data(figure.data, "Avg close price") - assert isinstance(avgclose, go.Scattergl) + assert isinstance(avgclose, go.Scatter) profit = find_trace_in_fig_data(figure.data, "Profit") - assert isinstance(profit, go.Scattergl) + assert isinstance(profit, go.Scatter) for pair in pairs: profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}") - assert isinstance(profit_pair, go.Scattergl) + assert isinstance(profit_pair, go.Scatter) def test_start_plot_dataframe(mocker): From e1b8485b511053791cff090929db4e49748bc365 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 5 Oct 2019 11:51:27 +0300 Subject: [PATCH 0095/1495] Remove indicator_helpers.py and test --- freqtrade/indicator_helpers.py | 40 --------------------------------- tests/test_indicator_helpers.py | 15 ------------- 2 files changed, 55 deletions(-) delete mode 100644 freqtrade/indicator_helpers.py delete mode 100644 tests/test_indicator_helpers.py diff --git a/freqtrade/indicator_helpers.py b/freqtrade/indicator_helpers.py deleted file mode 100644 index f8ea0d939..000000000 --- a/freqtrade/indicator_helpers.py +++ /dev/null @@ -1,40 +0,0 @@ -from math import cos, exp, pi, sqrt - -import numpy as np -import talib as ta -from pandas import Series - - -def went_up(series: Series) -> bool: - return series > series.shift(1) - - -def went_down(series: Series) -> bool: - return series < series.shift(1) - - -def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series: - magic = pi * sqrt(2) / smoothing - a1 = exp(-magic) - coeff2 = 2 * a1 * cos(magic) - coeff3 = -a1 * a1 - coeff1 = (1 - coeff2 - coeff3) / 2 - - filtered = series.copy() - - for i in range(2, len(series)): - filtered.iloc[i] = coeff1 * (series.iloc[i] + series.iloc[i-1]) + \ - coeff2 * filtered.iloc[i-1] + coeff3 * filtered.iloc[i-2] - - return filtered - - -def fishers_inverse(series: Series, smoothing: float = 0) -> np.ndarray: - """ Does a smoothed fishers inverse transformation. - Can be used with any oscillator that goes from 0 to 100 like RSI or MFI """ - v1 = 0.1 * (series - 50) - if smoothing > 0: - v2 = ta.WMA(v1.values, timeperiod=smoothing) - else: - v2 = v1 - return (np.exp(2 * v2)-1) / (np.exp(2 * v2) + 1) diff --git a/tests/test_indicator_helpers.py b/tests/test_indicator_helpers.py deleted file mode 100644 index 99d6cd79c..000000000 --- a/tests/test_indicator_helpers.py +++ /dev/null @@ -1,15 +0,0 @@ -# pragma pylint: disable=missing-docstring - -import pandas as pd - -from freqtrade.indicator_helpers import went_down, went_up - - -def test_went_up(): - series = pd.Series([1, 2, 3, 1]) - assert went_up(series).equals(pd.Series([False, True, True, False])) - - -def test_went_down(): - series = pd.Series([1, 2, 3, 1]) - assert went_down(series).equals(pd.Series([False, False, False, True])) From 885edc97685509d0f5b5f84cf97c467d2f16c696 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 10:40:59 +0200 Subject: [PATCH 0096/1495] Allow multiple ROI in detail-backtest tests --- tests/edge/test_edge.py | 10 ++++---- tests/optimize/__init__.py | 4 +-- tests/optimize/test_backtest_detail.py | 34 +++++++++++++------------- 3 files changed, 24 insertions(+), 24 deletions(-) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 4fab68591..5e244a97e 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -79,7 +79,7 @@ tc0 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 1]], # enter trade (signal on last candle) - stop_loss=-0.99, roi=float('inf'), profit_perc=0.00, + stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00, trades=[] ) @@ -94,7 +94,7 @@ tc1 = BTContainer(data=[ [5, 5000, 5025, 4975, 4987, 6172, 0, 1], # no action [6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell ], - stop_loss=-0.99, roi=float('inf'), profit_perc=0.00, + stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00, trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2), BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)] ) @@ -106,7 +106,7 @@ tc2 = BTContainer(data=[ [1, 5000, 5025, 4600, 4987, 6172, 0, 0], # enter trade, stoploss hit [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], - stop_loss=-0.01, roi=float('inf'), profit_perc=-0.01, + stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) @@ -117,7 +117,7 @@ tc3 = BTContainer(data=[ [1, 5000, 5025, 4800, 4987, 6172, 0, 0], # enter trade, stoploss hit [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], - stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03, + stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) @@ -128,7 +128,7 @@ tc4 = BTContainer(data=[ [1, 5000, 5025, 4800, 4987, 6172, 0, 1], # enter trade, stoploss hit, sell signal [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], - stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03, + stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index 41500051f..fdbaaa54d 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -1,4 +1,4 @@ -from typing import NamedTuple, List +from typing import Dict, List, NamedTuple import arrow from pandas import DataFrame @@ -25,7 +25,7 @@ class BTContainer(NamedTuple): """ data: List[float] stop_loss: float - roi: float + roi: Dict[str, float] trades: List[BTrade] profit_perc: float trailing_stop: bool = False diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index d8a4190e2..3a117bcb6 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -22,7 +22,7 @@ tc0 = BTContainer(data=[ [3, 5010, 5000, 4980, 5010, 6172, 0, 1], [4, 5010, 4987, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4995, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True, + stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True, trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) @@ -36,7 +36,7 @@ tc1 = BTContainer(data=[ [3, 4975, 5000, 4980, 4977, 6172, 0, 0], [4, 4977, 4987, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4995, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi=1, profit_perc=-0.01, + stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) @@ -51,7 +51,7 @@ tc2 = BTContainer(data=[ [3, 4975, 5000, 4800, 4962, 6172, 0, 0], # exit with stoploss hit [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], - stop_loss=-0.03, roi=1, profit_perc=-0.03, + stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -71,7 +71,7 @@ tc3 = BTContainer(data=[ [4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle) [5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit [6, 4950, 4975, 4975, 4950, 6172, 0, 0]], - stop_loss=-0.02, roi=1, profit_perc=-0.04, + stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2), BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)] ) @@ -88,7 +88,7 @@ tc4 = BTContainer(data=[ [3, 4975, 5000, 4950, 4962, 6172, 0, 0], [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], - stop_loss=-0.02, roi=0.06, profit_perc=-0.02, + stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) @@ -102,7 +102,7 @@ tc5 = BTContainer(data=[ [3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI [4, 4962, 4987, 4972, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi=0.03, profit_perc=0.03, + stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] ) @@ -116,7 +116,7 @@ tc6 = BTContainer(data=[ [3, 4975, 5000, 4950, 4962, 6172, 0, 0], [4, 4962, 4987, 4972, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], - stop_loss=-0.02, roi=0.05, profit_perc=-0.02, + stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) @@ -130,7 +130,7 @@ tc7 = BTContainer(data=[ [3, 4975, 5000, 4950, 4962, 6172, 0, 0], [4, 4962, 4987, 4972, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], - stop_loss=-0.02, roi=0.03, profit_perc=0.03, + stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] ) @@ -144,7 +144,7 @@ tc8 = BTContainer(data=[ [2, 5000, 5250, 4750, 4850, 6172, 0, 0], [3, 4850, 5050, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.10, profit_perc=-0.055, trailing_stop=True, + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True, trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -158,7 +158,7 @@ tc9 = BTContainer(data=[ [2, 5000, 5050, 4950, 5000, 6172, 0, 0], [3, 5000, 5200, 4550, 4850, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.10, profit_perc=-0.064, trailing_stop=True, + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True, trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -172,7 +172,7 @@ tc10 = BTContainer(data=[ [2, 5100, 5251, 5100, 5100, 6172, 0, 0], [3, 4850, 5050, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True, + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10, trailing_stop_positive=0.03, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] @@ -188,7 +188,7 @@ tc11 = BTContainer(data=[ [2, 5100, 5251, 5100, 5100, 6172, 0, 0], [3, 4850, 5050, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True, + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] @@ -204,7 +204,7 @@ tc12 = BTContainer(data=[ [2, 5100, 5251, 4650, 5100, 6172, 0, 0], [3, 4850, 5050, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True, + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] @@ -219,7 +219,7 @@ tc13 = BTContainer(data=[ [2, 5100, 5251, 4850, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4850, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.01, profit_perc=0.01, + stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)] ) @@ -232,7 +232,7 @@ tc14 = BTContainer(data=[ [2, 5100, 5251, 4850, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.05, roi=0.10, profit_perc=-0.05, + stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) @@ -246,7 +246,7 @@ tc15 = BTContainer(data=[ [2, 5100, 5251, 4650, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.05, roi=0.01, profit_perc=-0.04, + stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1), BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] ) @@ -277,7 +277,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: run functional tests """ default_conf["stoploss"] = data.stop_loss - default_conf["minimal_roi"] = {"0": data.roi} + default_conf["minimal_roi"] = data.roi default_conf["ticker_interval"] = tests_ticker_interval default_conf["trailing_stop"] = data.trailing_stop default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached From 9b98e608e68a93926e72077b3979e286404f0a7a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 10:51:17 +0200 Subject: [PATCH 0097/1495] Add testcase for negative ROI after certain period --- tests/optimize/test_backtest_detail.py | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 3a117bcb6..802532dd2 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -251,6 +251,21 @@ tc15 = BTContainer(data=[ BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] ) +# Test 16: Buy, hold for 65 mins, then forcesell using roi=-1 +# Causes negative profit even though sell-reason is ROI. +# stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration) +tc16 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5025, 4975, 4987, 6172, 1, 0], + [1, 5000, 5025, 4975, 4987, 6172, 0, 0], + [2, 4987, 5300, 4950, 5050, 6172, 0, 0], + [3, 4975, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1) + [4, 4962, 4987, 4972, 4950, 6172, 0, 0], + [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], + stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012, + trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] +) + TESTS = [ tc0, tc1, @@ -268,6 +283,7 @@ TESTS = [ tc13, tc14, tc15, + tc16, ] From 7ea9da96058d80c7b631e1b27257f3a007ebc4b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 10:54:28 +0200 Subject: [PATCH 0098/1495] Fix #2277 --- freqtrade/optimize/backtesting.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 89aff86f6..7911f6aa7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -267,6 +267,11 @@ class Backtesting: # - (Expected abs profit + open_rate + open_fee) / (fee_close -1) closerate = - (trade.open_rate * roi + trade.open_rate * (1 + trade.fee_open)) / (trade.fee_close - 1) + + # Use the maximum between closerate and low as we + # cannot sell outside of a candle. + # Applies when using {"xx": -1} as roi to force sells after xx minutes + closerate = max(closerate, sell_row.low) else: # This should not be reached... closerate = sell_row.open From 9b233764153adcf939e72fc45d8a0c54bd865093 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 5 Oct 2019 13:29:59 +0300 Subject: [PATCH 0099/1495] Move experimental settings to ask_strategy --- config.json.example | 10 ++++------ config_binance.json.example | 10 ++++------ config_full.json.example | 10 ++++------ config_kraken.json.example | 6 +++++- docs/configuration.md | 12 ++++++------ freqtrade/constants.py | 8 ++++++-- freqtrade/freqtradebot.py | 8 +++++--- freqtrade/optimize/hyperopt.py | 8 ++++---- freqtrade/resolvers/strategy_resolver.py | 20 ++++++++++---------- freqtrade/strategy/interface.py | 8 ++++---- tests/config_test_comments.json | 5 ----- tests/optimize/test_backtest_detail.py | 2 +- tests/optimize/test_backtesting.py | 17 +++++++++++------ tests/strategy/test_strategy.py | 20 ++++++++++---------- tests/test_freqtradebot.py | 19 ++++++++----------- 15 files changed, 82 insertions(+), 81 deletions(-) diff --git a/config.json.example b/config.json.example index 94084434a..419019030 100644 --- a/config.json.example +++ b/config.json.example @@ -22,7 +22,10 @@ "ask_strategy":{ "use_order_book": false, "order_book_min": 1, - "order_book_max": 9 + "order_book_max": 9, + "use_sell_signal": true, + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false }, "exchange": { "name": "bittrex", @@ -49,11 +52,6 @@ "DOGE/BTC" ] }, - "experimental": { - "use_sell_signal": false, - "sell_profit_only": false, - "ignore_roi_if_buy_signal": false - }, "edge": { "enabled": false, "process_throttle_secs": 3600, diff --git a/config_binance.json.example b/config_binance.json.example index 1d492fc3c..58817a78e 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -22,7 +22,10 @@ "ask_strategy":{ "use_order_book": false, "order_book_min": 1, - "order_book_max": 9 + "order_book_max": 9, + "use_sell_signal": true, + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false }, "exchange": { "name": "binance", @@ -51,11 +54,6 @@ "BNB/BTC" ] }, - "experimental": { - "use_sell_signal": false, - "sell_profit_only": false, - "ignore_roi_if_buy_signal": false - }, "edge": { "enabled": false, "process_throttle_secs": 3600, diff --git a/config_full.json.example b/config_full.json.example index 957967042..c6b229ea3 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -33,7 +33,10 @@ "ask_strategy":{ "use_order_book": false, "order_book_min": 1, - "order_book_max": 9 + "order_book_max": 9, + "use_sell_signal": true, + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false }, "order_types": { "buy": "limit", @@ -100,11 +103,6 @@ "max_trade_duration_minute": 1440, "remove_pumps": false }, - "experimental": { - "use_sell_signal": false, - "sell_profit_only": false, - "ignore_roi_if_buy_signal": false - }, "telegram": { "enabled": true, "token": "your_telegram_token", diff --git a/config_kraken.json.example b/config_kraken.json.example index ea3677b2d..51aa9a8e9 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -22,7 +22,11 @@ "ask_strategy":{ "use_order_book": false, "order_book_min": 1, - "order_book_max": 9 + "order_book_max": 9, + "use_sell_signal": true, + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false + }, "exchange": { "name": "kraken", diff --git a/docs/configuration.md b/docs/configuration.md index 0d902766a..a31650f78 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -65,6 +65,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks. | `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. | `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. +| `ask_strategy.use_sell_signal` | true | Use your strategy sell signals in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). +| `ask_strategy.sell_profit_only` | false | Wait until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). +| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy-signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). | `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy). | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). | `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). @@ -78,9 +81,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded. | `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation. -| `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). -| `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). -| `experimental.ignore_roi_if_buy_signal` | false | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. | `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists). | `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists). @@ -116,9 +116,9 @@ Values set in the configuration file always overwrite values set in the strategy * `process_only_new_candles` * `order_types` * `order_time_in_force` -* `use_sell_signal` (experimental) -* `sell_profit_only` (experimental) -* `ignore_roi_if_buy_signal` (experimental) +* `use_sell_signal` (ask_strategy) +* `sell_profit_only` (ask_strategy) +* `ignore_roi_if_buy_signal` (ask_strategy) ### Understand stake_amount diff --git a/freqtrade/constants.py b/freqtrade/constants.py index abf43b24d..697bc280f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -114,7 +114,10 @@ CONF_SCHEMA = { 'properties': { 'use_order_book': {'type': 'boolean'}, 'order_book_min': {'type': 'number', 'minimum': 1}, - 'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50} + 'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}, + 'use_sell_signal': {'type': 'boolean'}, + 'sell_profit_only': {'type': 'boolean'}, + 'ignore_roi_if_buy_signal': {'type': 'boolean'} } }, 'order_types': { @@ -144,7 +147,8 @@ CONF_SCHEMA = { 'properties': { 'use_sell_signal': {'type': 'boolean'}, 'sell_profit_only': {'type': 'boolean'}, - 'ignore_roi_if_buy_signal_true': {'type': 'boolean'} + 'ignore_roi_if_buy_signal': {'type': 'boolean'}, + 'block_bad_exchanges': {'type': 'boolean'} } }, 'pairlist': { diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 3f7eab27a..9a2f2cdc4 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -580,13 +580,15 @@ class FreqtradeBot: logger.debug('Handling %s ...', trade) (buy, sell) = (False, False) - experimental = self.config.get('experimental', {}) - if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): + + config_ask_strategy = self.config.get('ask_strategy', {}) + + if (config_ask_strategy.get('use_sell_signal', True) or + config_ask_strategy.get('ignore_roi_if_buy_signal')): (buy, sell) = self.strategy.get_signal( trade.pair, self.strategy.ticker_interval, self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) - config_ask_strategy = self.config.get('ask_strategy', {}) if config_ask_strategy.get('use_order_book', False): logger.info('Using order book for selling...') # logger.debug('Order book %s',orderBook) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a70ff8142..07258a048 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -98,10 +98,10 @@ class Hyperopt: self.position_stacking = self.config.get('position_stacking', False) if self.has_space('sell'): - # Make sure experimental is enabled - if 'experimental' not in self.config: - self.config['experimental'] = {} - self.config['experimental']['use_sell_signal'] = True + # Make sure use_sell_signal is enabled + if 'ask_strategy' not in self.config: + self.config['ask_strategy'] = {} + self.config['ask_strategy']['use_sell_signal'] = True @staticmethod def get_lock_filename(config) -> str: diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index ca7e1165b..43197e5bc 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -38,13 +38,13 @@ class StrategyResolver(IResolver): config=config, extra_dir=config.get('strategy_path')) - # make sure experimental dict is available - if 'experimental' not in config: - config['experimental'] = {} + # make sure ask_strategy dict is available + if 'ask_strategy' not in config: + config['ask_strategy'] = {} # Set attributes # Check if we need to override configuration - # (Attribute name, default, experimental) + # (Attribute name, default, ask_strategy) attributes = [("minimal_roi", {"0": 10.0}, False), ("ticker_interval", None, False), ("stoploss", None, False), @@ -57,20 +57,20 @@ class StrategyResolver(IResolver): ("order_time_in_force", None, False), ("stake_currency", None, False), ("stake_amount", None, False), - ("use_sell_signal", False, True), + ("use_sell_signal", True, True), ("sell_profit_only", False, True), ("ignore_roi_if_buy_signal", False, True), ] - for attribute, default, experimental in attributes: - if experimental: - self._override_attribute_helper(config['experimental'], attribute, default) + for attribute, default, ask_strategy in attributes: + if ask_strategy: + self._override_attribute_helper(config['ask_strategy'], attribute, default) else: self._override_attribute_helper(config, attribute, default) # Loop this list again to have output combined for attribute, _, exp in attributes: - if exp and attribute in config['experimental']: - logger.info("Strategy using %s: %s", attribute, config['experimental'][attribute]) + if exp and attribute in config['ask_strategy']: + logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute]) elif attribute in config: logger.info("Strategy using %s: %s", attribute, config[attribute]) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 17246ecf7..b35ebabbb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -309,9 +309,9 @@ class IStrategy(ABC): # Set current rate to high for backtesting sell current_rate = high or rate current_profit = trade.calc_profit_percent(current_rate) - experimental = self.config.get('experimental', {}) + config_ask_strategy = self.config.get('ask_strategy', {}) - if buy and experimental.get('ignore_roi_if_buy_signal', False): + if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False): # This one is noisy, commented out # logger.debug(f"{trade.pair} - Buy signal still active. sell_flag=False") return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) @@ -322,7 +322,7 @@ class IStrategy(ABC): f"sell_type=SellType.ROI") return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI) - if experimental.get('sell_profit_only', False): + if config_ask_strategy.get('sell_profit_only', False): # This one is noisy, commented out # logger.debug(f"{trade.pair} - Checking if trade is profitable...") if trade.calc_profit(rate=rate) <= 0: @@ -330,7 +330,7 @@ class IStrategy(ABC): # logger.debug(f"{trade.pair} - Trade is not profitable. sell_flag=False") return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) - if sell and not buy and experimental.get('use_sell_signal', False): + if sell and not buy and config_ask_strategy.get('use_sell_signal', True): logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, " f"sell_type=SellType.SELL_SIGNAL") return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL) diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json index 85becc3e8..8af39d6ba 100644 --- a/tests/config_test_comments.json +++ b/tests/config_test_comments.json @@ -103,11 +103,6 @@ "max_trade_duration_minute": 1440, "remove_pumps": false }, - "experimental": { - "use_sell_signal": false, - "sell_profit_only": false, - "ignore_roi_if_buy_signal": false - }, "telegram": { // We can now comment out some settings // "enabled": true, diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index d8a4190e2..a85dc99c3 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -285,7 +285,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: if data.trailing_stop_positive: default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset - default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal} + default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal} mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0)) patch_exchange(mocker) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index fa40809d8..589896c39 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -507,6 +507,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> def test_backtest(default_conf, fee, mocker, testdatadir) -> None: + default_conf['ask_strategy']['use_sell_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) patch_exchange(mocker) backtesting = Backtesting(default_conf) @@ -561,6 +562,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None: + default_conf['ask_strategy']['use_sell_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) patch_exchange(mocker) backtesting = Backtesting(default_conf) @@ -603,8 +605,9 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None: # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) tests = [['raise', 19], ['lower', 0], ['sine', 35]] - # We need to enable sell-signal - otherwise it sells on ROI!! - default_conf['experimental'] = {"use_sell_signal": True} + # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, + # which is what we need here +# default_conf['ask_strategy'] = {"use_sell_signal": True} for [contour, numres] in tests: simple_backtest(default_conf, contour, numres, mocker, testdatadir) @@ -645,8 +648,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock()) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC', datadir=testdatadir) - # We need to enable sell-signal - otherwise it sells on ROI!! - default_conf['experimental'] = {"use_sell_signal": True} + # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, + # which is what we need here +# default_conf['ask_strategy'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '1m' backtesting = Backtesting(default_conf) backtesting.strategy.advise_buy = _trend_alternate # Override @@ -687,8 +691,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) # Remove data for one pair from the beginning of the data data[pair] = data[pair][tres:].reset_index() - # We need to enable sell-signal - otherwise it sells on ROI!! - default_conf['experimental'] = {"use_sell_signal": True} + # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, + # which is what we need here +# default_conf['ask_strategy'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '5m' backtesting = Backtesting(default_conf) diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 6992d1aa5..88e29b40e 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -256,23 +256,23 @@ def test_strategy_override_use_sell_signal(caplog, default_conf): 'strategy': 'DefaultStrategy', }) resolver = StrategyResolver(default_conf) - assert not resolver.strategy.use_sell_signal + assert resolver.strategy.use_sell_signal assert isinstance(resolver.strategy.use_sell_signal, bool) # must be inserted to configuration - assert 'use_sell_signal' in default_conf['experimental'] - assert not default_conf['experimental']['use_sell_signal'] + assert 'use_sell_signal' in default_conf['ask_strategy'] + assert default_conf['ask_strategy']['use_sell_signal'] default_conf.update({ 'strategy': 'DefaultStrategy', - 'experimental': { - 'use_sell_signal': True, + 'ask_strategy': { + 'use_sell_signal': False, }, }) resolver = StrategyResolver(default_conf) - assert resolver.strategy.use_sell_signal + assert not resolver.strategy.use_sell_signal assert isinstance(resolver.strategy.use_sell_signal, bool) - assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog) + assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog) def test_strategy_override_use_sell_profit_only(caplog, default_conf): @@ -284,12 +284,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf): assert not resolver.strategy.sell_profit_only assert isinstance(resolver.strategy.sell_profit_only, bool) # must be inserted to configuration - assert 'sell_profit_only' in default_conf['experimental'] - assert not default_conf['experimental']['sell_profit_only'] + assert 'sell_profit_only' in default_conf['ask_strategy'] + assert not default_conf['ask_strategy']['sell_profit_only'] default_conf.update({ 'strategy': 'DefaultStrategy', - 'experimental': { + 'ask_strategy': { 'sell_profit_only': True, }, }) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ee28f2e58..a9c85b4c3 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1768,8 +1768,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: - default_conf.update({'experimental': {'use_sell_signal': True}}) - patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -1824,7 +1822,6 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: caplog.set_level(logging.DEBUG) - default_conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) patch_exchange(mocker) @@ -1856,10 +1853,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, caplog) -def test_handle_trade_experimental( +def test_handle_trade_use_sell_signal( default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: + # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) - default_conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2600,7 +2597,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': True, } @@ -2632,7 +2629,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': False, } @@ -2662,7 +2659,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': True, } @@ -2692,7 +2689,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': False, } @@ -2761,7 +2758,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': True } freqtrade = FreqtradeBot(default_conf) @@ -3029,7 +3026,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, get_fee=fee, markets=PropertyMock(return_value=markets) ) - default_conf['experimental'] = { + default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': False } freqtrade = FreqtradeBot(default_conf) From 0664a8c0e6e901f807a622469d0f416853b432c6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 15:29:00 +0200 Subject: [PATCH 0100/1495] add `--fee` to change fees to other values --- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/cli_options.py | 6 ++++++ freqtrade/configuration/configuration.py | 7 ++++++- freqtrade/edge/__init__.py | 6 ++++-- freqtrade/optimize/backtesting.py | 7 +++++-- 5 files changed, 22 insertions(+), 6 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index da9bef0b0..c2c09eb40 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"] ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", - "max_open_trades", "stake_amount"] + "max_open_trades", "stake_amount", "fee"] ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", "strategy_list", "export", "exportfilename"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index caf34b5e3..9f7f7b82f 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -144,6 +144,12 @@ AVAILABLE_CLI_OPTIONS = { default=os.path.join('user_data', 'backtest_results', 'backtest-result.json'), ), + "fee": Arg( + '--fee', + help='Specify fee %%. Should be in %%, will be applied twice (on trade entry and exit).', + type=float, + metavar='FLOAT', + ), # Edge "stoploss_range": Arg( '--stoplosses', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 764593d0f..ccbc41f34 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -210,6 +210,10 @@ class Configuration: logstring='Parameter --stake_amount detected, ' 'overriding stake_amount to: {} ...') + self._args_to_config(config, argname='fee', + logstring='Parameter --fee detected, ' + 'setting fee to: {} ...') + self._args_to_config(config, argname='timerange', logstring='Parameter --timerange detected: {} ...') @@ -323,7 +327,8 @@ class Configuration: sample: logfun=len (prints the length of the found configuration instead of the content) """ - if argname in self.args and self.args[argname]: + if (argname in self.args and self.args[argname] is not None + and self.args[argname] is not False): config.update({argname: self.args[argname]}) if logfun: diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 66a777ce5..2655fbc65 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -77,8 +77,10 @@ class Edge: self._timerange: TimeRange = TimeRange.parse_timerange("%s-" % arrow.now().shift( days=-1 * self._since_number_of_days).format('YYYYMMDD')) - - self.fee = self.exchange.get_fee() + if config.get('fee'): + self.fee = config['fee'] + else: + self.fee = self.exchange.get_fee() def calculate(self) -> bool: pairs = self.config['exchange']['pair_whitelist'] diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 89aff86f6..759d7b72d 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -63,9 +63,12 @@ class Backtesting: self.config['exchange']['uid'] = '' self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] - self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange - self.fee = self.exchange.get_fee() + + if config.get('fee'): + self.fee = config['fee'] + else: + self.fee = self.exchange.get_fee() if self.config.get('runmode') != RunMode.HYPEROPT: self.dataprovider = DataProvider(self.config, self.exchange) From 82d4051a39545ae8d3425b66649cff56928c6864 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 15:33:44 +0200 Subject: [PATCH 0101/1495] Add --fee to documentation --- docs/backtesting.md | 11 +++++++ docs/bot-usage.md | 77 ++++++++++++++++++++++++++------------------- 2 files changed, 55 insertions(+), 33 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 75aba6c73..cc3f11026 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -72,6 +72,17 @@ The exported trades can be used for [further analysis](#further-backtest-result- freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json ``` +#### Supplying custom fee value + +Sometimes your account has certain fee rabates, which are not visible to ccxt. +To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting. +This fee must be a percentage, and will be applied twice (once for trade entry, and once for trade exit). + +```bash +freqtrade backtesting --fee 0.001 +``` + + #### Running backtest with smaller testset by using timerange Use the `--timerange` argument to change how much of the testset you want to use. diff --git a/docs/bot-usage.md b/docs/bot-usage.md index f44400e32..e28ac9970 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -168,22 +168,25 @@ Backtesting also uses the config specified via `-c/--config`. ``` usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--max_open_trades MAX_OPEN_TRADES] - [--stake_amount STAKE_AMOUNT] [-r] [--eps] [--dmmp] - [-l] - [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] - [--export EXPORT] [--export-filename PATH] + [--max_open_trades INT] + [--stake_amount STAKE_AMOUNT] [--fee FLOAT] + [--eps] [--dmmp] + [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] + [--export EXPORT] [--export-filename PATH] optional arguments: -h, --help show this help message and exit -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL - Specify ticker interval (1m, 5m, 30m, 1h, 1d). + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). --timerange TIMERANGE Specify what timerange of data to use. - --max_open_trades MAX_OPEN_TRADES + --max_open_trades INT Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. + --fee FLOAT Specify fee %. Should be in %, will be applied twice + (on trade entry and exit). --eps, --enable-position-stacking Allow buying the same pair multiple times (position stacking). @@ -193,19 +196,21 @@ optional arguments: number). --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] Provide a space-separated list of strategies to - backtest Please note that ticker-interval needs to be + backtest. Please note that ticker-interval needs to be set either in config or via command line. When using - this together with --export trades, the strategy-name - is injected into the filename (so backtest-data.json - becomes backtest-data-DefaultStrategy.json - --export EXPORT Export backtest results, argument are: trades. Example - --export=trades + this together with `--export trades`, the strategy- + name is injected into the filename (so `backtest- + data.json` becomes `backtest-data- + DefaultStrategy.json` + --export EXPORT Export backtest results, argument are: trades. + Example: `--export=trades` --export-filename PATH - Save backtest results to this filename requires - --export to be set as well Example --export- - filename=user_data/backtest_results/backtest_today.json - (default: user_data/backtest_results/backtest- - result.json) + Save backtest results to the file with this filename + (default: `user_data/backtest_results/backtest- + result.json`). Requires `--export` to be set as well. + Example: `--export-filename=user_data/backtest_results + /backtest_today.json` + ``` ### Getting historic data for backtesting @@ -222,13 +227,13 @@ to find optimal parameter values for your stategy. ``` usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] - [--stake_amount STAKE_AMOUNT] [-r] + [--stake_amount STAKE_AMOUNT] [--fee FLOAT] [--customhyperopt NAME] [--hyperopt-path PATH] [--eps] [-e INT] [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] - [--dmmp] [--print-all] [--no-color] [-j JOBS] - [--random-state INT] [--min-trades INT] [--continue] - [--hyperopt-loss NAME] + [--dmmp] [--print-all] [--no-color] [--print-json] + [-j JOBS] [--random-state INT] [--min-trades INT] + [--continue] [--hyperopt-loss NAME] optional arguments: -h, --help show this help message and exit @@ -241,6 +246,8 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. + --fee FLOAT Specify fee %. Should be in %, will be applied twice + (on trade entry and exit). --customhyperopt NAME Specify hyperopt class name (default: `DefaultHyperOpts`). @@ -260,6 +267,7 @@ optional arguments: --print-all Print all results, not only the best ones. --no-color Disable colorization of hyperopt results. May be useful if you are redirecting output to a file. + --print-json Print best result detailization in JSON format. -j JOBS, --job-workers JOBS The number of concurrently running jobs for hyperoptimization (hyperopt worker processes). If -1 @@ -278,8 +286,8 @@ optional arguments: generate completely different results, since the target for optimization is different. Built-in Hyperopt-loss-functions are: DefaultHyperOptLoss, - OnlyProfitHyperOptLoss, SharpeHyperOptLoss. - (default: `DefaultHyperOptLoss`). + OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default: + `DefaultHyperOptLoss`). ``` ## Edge commands @@ -288,25 +296,28 @@ To know your trade expectancy and winrate against historical data, you can use E ``` usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--max_open_trades MAX_OPEN_TRADES] - [--stake_amount STAKE_AMOUNT] [-r] - [--stoplosses STOPLOSS_RANGE] + [--max_open_trades INT] [--stake_amount STAKE_AMOUNT] + [--fee FLOAT] [--stoplosses STOPLOSS_RANGE] optional arguments: -h, --help show this help message and exit -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL - Specify ticker interval (1m, 5m, 30m, 1h, 1d). + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). --timerange TIMERANGE Specify what timerange of data to use. - --max_open_trades MAX_OPEN_TRADES + --max_open_trades INT Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. + --fee FLOAT Specify fee %. Should be in %, will be applied twice + (on trade entry and exit). --stoplosses STOPLOSS_RANGE - Defines a range of stoploss against which edge will - assess the strategy the format is "min,max,step" - (without any space).example: - --stoplosses=-0.01,-0.1,-0.001 + Defines a range of stoploss values against which edge + will assess the strategy. The format is "min,max,step" + (without any space). Example: + `--stoplosses=-0.01,-0.1,-0.001` + ``` To understand edge and how to read the results, please read the [edge documentation](edge.md). From 22733e44bf282ae558962e2d62339c3a4d4f5921 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Oct 2019 15:34:31 +0200 Subject: [PATCH 0102/1495] Add tests for --fee --- freqtrade/configuration/configuration.py | 2 +- tests/optimize/test_backtesting.py | 50 ++++++++++++++---------- tests/optimize/test_edge_cli.py | 10 +++++ tests/test_configuration.py | 2 +- 4 files changed, 42 insertions(+), 22 deletions(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index ccbc41f34..df461a5ca 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -328,7 +328,7 @@ class Configuration: configuration instead of the content) """ if (argname in self.args and self.args[argname] is not None - and self.args[argname] is not False): + and self.args[argname] is not False): config.update({argname: self.args[argname]}) if logfun: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index fa40809d8..ff3d14541 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -26,6 +26,21 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, patched_configuration_load_config_file) +ORDER_TYPES = [ + { + 'buy': 'limit', + 'sell': 'limit', + 'stoploss': 'limit', + 'stoploss_on_exchange': False + }, + { + 'buy': 'limit', + 'sell': 'limit', + 'stoploss': 'limit', + 'stoploss_on_exchange': True + }] + + def trim_dictlist(dict_list, num): new = {} for pair, pair_data in dict_list.items(): @@ -211,7 +226,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> '--disable-max-market-positions', '--timerange', ':100', '--export', '/bar/foo', - '--export-filename', 'foo_bar.json' + '--export-filename', 'foo_bar.json', + '--fee', '0', ] config = setup_configuration(get_args(args), RunMode.BACKTEST) @@ -243,6 +259,9 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> assert 'exportfilename' in config assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog) + assert 'fee' in config + assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog) + def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None: default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT @@ -277,21 +296,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None: assert start_mock.call_count == 1 -ORDER_TYPES = [ - { - 'buy': 'limit', - 'sell': 'limit', - 'stoploss': 'limit', - 'stoploss_on_exchange': False - }, - { - 'buy': 'limit', - 'sell': 'limit', - 'stoploss': 'limit', - 'stoploss_on_exchange': True - }] - - @pytest.mark.parametrize("order_types", ORDER_TYPES) def test_backtesting_init(mocker, default_conf, order_types) -> None: """ @@ -314,10 +318,6 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None: def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None: - """ - Check that stoploss_on_exchange is set to False while backtesting - since backtesting assumes a perfect stoploss anyway. - """ patch_exchange(mocker) del default_conf['ticker_interval'] default_conf['strategy_list'] = ['DefaultStrategy', @@ -330,6 +330,16 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No "or as cli argument `--ticker-interval 5m`", caplog) +def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None: + patch_exchange(mocker) + default_conf['fee'] = 0.1234 + + fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + backtesting = Backtesting(default_conf) + assert backtesting.fee == 0.1234 + assert fee_mock.call_count == 0 + + def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) timerange = TimeRange(None, 'line', 0, -100) diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py index 97103da55..2c45a8d51 100644 --- a/tests/optimize/test_edge_cli.py +++ b/tests/optimize/test_edge_cli.py @@ -98,6 +98,16 @@ def test_edge_init(mocker, edge_conf) -> None: assert callable(edge_cli.edge.calculate) +def test_edge_init_fee(mocker, edge_conf) -> None: + patch_exchange(mocker) + edge_conf['fee'] = 0.1234 + edge_conf['stake_amount'] = 20 + fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + edge_cli = EdgeCli(edge_conf) + assert edge_cli.edge.fee == 0.1234 + assert fee_mock.call_count == 0 + + def test_generate_edge_table(edge_conf, mocker): patch_exchange(mocker) edge_cli = EdgeCli(edge_conf) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 0f2d6a50a..6d2c0ed00 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -403,7 +403,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', caplog) - assert 'position_stacking'in config + assert 'position_stacking' in config assert log_has('Parameter --enable-position-stacking detected ...', caplog) assert 'use_max_market_positions' in config From d2589c4415830fd94294b0f90bdb47f26fa22d86 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 6 Oct 2019 10:32:19 +0200 Subject: [PATCH 0103/1495] Make test exchange-independent --- tests/test_utils.py | 23 +++++++++++++++++++++-- 1 file changed, 21 insertions(+), 2 deletions(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index 6168706a2..103a25d6d 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -49,8 +49,16 @@ def test_list_exchanges(capsys): assert re.search(r"^bittrex$", captured.out, re.MULTILINE) -def test_list_timeframes(capsys): +def test_list_timeframes(mocker, capsys): + api_mock = MagicMock() + api_mock.timeframes = {'1m': '1m', + '5m': '5m', + '30m': '30m', + '1h': '1h', + '1d': '1d', + } + patch_exchange(mocker, api_mock=api_mock) args = [ "list-timeframes", ] @@ -82,6 +90,17 @@ def test_list_timeframes(capsys): "1m, 5m, 30m, 1h, 1d", captured.out) + api_mock.timeframes = {'1m': '1m', + '5m': '5m', + '15m': '15m', + '30m': '30m', + '1h': '1h', + '6h': '6h', + '12h': '12h', + '1d': '1d', + '3d': '3d', + } + patch_exchange(mocker, api_mock=api_mock) # Test with --exchange binance args = [ "list-timeframes", @@ -90,7 +109,7 @@ def test_list_timeframes(capsys): start_list_timeframes(get_args(args)) captured = capsys.readouterr() assert re.match("Timeframes available for the exchange `binance`: " - "1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M", + "1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d", captured.out) # Test with --one-column From 33940ae66bc18467047ef5dfea09e0525eddb959 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 6 Oct 2019 14:33:23 +0200 Subject: [PATCH 0104/1495] Use different keys and values --- tests/test_utils.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index 103a25d6d..ca8cbcc0c 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -52,11 +52,11 @@ def test_list_exchanges(capsys): def test_list_timeframes(mocker, capsys): api_mock = MagicMock() - api_mock.timeframes = {'1m': '1m', - '5m': '5m', - '30m': '30m', - '1h': '1h', - '1d': '1d', + api_mock.timeframes = {'1m': 'oneMin', + '5m': 'fiveMin', + '30m': 'thirtyMin', + '1h': 'hour', + '1d': 'day', } patch_exchange(mocker, api_mock=api_mock) args = [ From 211b9cbe047b9c5aac935929e010031c15146a0b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 6 Oct 2019 18:10:40 +0300 Subject: [PATCH 0105/1495] Cleanup in data.history --- freqtrade/data/history.py | 37 +++++++++++++++++++++---------------- tests/data/test_history.py | 26 +++++++++++++------------- 2 files changed, 34 insertions(+), 29 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 865289f38..991a639ca 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -82,10 +82,19 @@ def store_tickerdata_file(datadir: Path, pair: str, misc.file_dump_json(filename, data, is_zip=is_zip) +def _validate_pairdata(pair, pairdata, timerange: TimeRange): + if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000: + logger.warning('Missing data at start for pair %s, data starts at %s', + pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) + if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000: + logger.warning('Missing data at end for pair %s, data ends at %s', + pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) + + def load_pair_history(pair: str, ticker_interval: str, datadir: Path, - timerange: TimeRange = TimeRange(None, None, 0, 0), + timerange: Optional[TimeRange] = None, refresh_pairs: bool = False, exchange: Optional[Exchange] = None, fill_up_missing: bool = True, @@ -116,13 +125,8 @@ def load_pair_history(pair: str, pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) if pairdata: - if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000: - logger.warning('Missing data at start for pair %s, data starts at %s', - pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) - if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000: - logger.warning('Missing data at end for pair %s, data ends at %s', - pair, - arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) + if timerange: + _validate_pairdata(pair, pairdata, timerange) return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair, fill_missing=fill_up_missing, drop_incomplete=drop_incomplete) @@ -139,7 +143,7 @@ def load_data(datadir: Path, pairs: List[str], refresh_pairs: bool = False, exchange: Optional[Exchange] = None, - timerange: TimeRange = TimeRange(None, None, 0, 0), + timerange: Optional[TimeRange] = None, fill_up_missing: bool = True, ) -> Dict[str, DataFrame]: """ @@ -169,13 +173,14 @@ def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path: return filename -def load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str, - timerange: Optional[TimeRange]) -> Tuple[List[Any], - Optional[int]]: +def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str, + timerange: Optional[TimeRange]) -> Tuple[List[Any], + Optional[int]]: """ Load cached data to download more data. - If timerange is passed in, checks wether data from an before the stored data will be downloaded. - If that's the case than what's available should be completely overwritten. + If timerange is passed in, checks whether data from an before the stored data will be + downloaded. + If that's the case then what's available should be completely overwritten. Only used by download_pair_history(). """ @@ -238,7 +243,7 @@ def download_pair_history(datadir: Path, f'and store in {datadir}.' ) - data, since_ms = load_cached_data_for_updating(datadir, pair, ticker_interval, timerange) + data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange) logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None') logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None') @@ -266,7 +271,7 @@ def download_pair_history(datadir: Path, def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str], - dl_path: Path, timerange: TimeRange, + dl_path: Path, timerange: Optional[TimeRange] = None, erase=False) -> List[str]: """ Refresh stored ohlcv data for backtesting and hyperopt operations. diff --git a/tests/data/test_history.py b/tests/data/test_history.py index e386c3506..f8b630775 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -15,7 +15,7 @@ from freqtrade import OperationalException from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.data.history import (download_pair_history, - load_cached_data_for_updating, + _load_cached_data_for_updating, load_tickerdata_file, refresh_backtest_ohlcv_data, trim_tickerlist) @@ -151,43 +151,43 @@ def test_load_cached_data_for_updating(mocker) -> None: # timeframe starts earlier than the cached data # should fully update data timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == [] assert start_ts == test_data[0][0] - 1000 # same with 'line' timeframe num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120 - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', - TimeRange(None, 'line', 0, -num_lines)) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', + TimeRange(None, 'line', 0, -num_lines)) assert data == [] assert start_ts < test_data[0][0] - 1 # timeframe starts in the center of the cached data # should return the chached data w/o the last item timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # same with 'line' timeframe num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30 timerange = TimeRange(None, 'line', 0, -num_lines) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # timeframe starts after the chached data # should return the chached data w/o the last item timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # Try loading last 30 lines. - # Not supported by load_cached_data_for_updating, we always need to get the full data. + # Not supported by _load_cached_data_for_updating, we always need to get the full data. num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] @@ -195,27 +195,27 @@ def test_load_cached_data_for_updating(mocker) -> None: # should return the chached data w/o the last item num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) - data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # no datafile exist # should return timestamp start time timerange = TimeRange('date', None, now_ts - 10000, 0) - data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange) assert data == [] assert start_ts == (now_ts - 10000) * 1000 # same with 'line' timeframe num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) - data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange) + data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange) assert data == [] assert start_ts == (now_ts - num_lines * 60) * 1000 # no datafile exist, no timeframe is set # should return an empty array and None - data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None) + data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None) assert data == [] assert start_ts is None From ad35a3d7ab93aafd8a2921d7d452e4de6f00e22e Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 7 Oct 2019 07:02:43 +0200 Subject: [PATCH 0106/1495] Small wording improvements --- docs/backtesting.md | 2 +- docs/bot-usage.md | 12 ++++++------ freqtrade/configuration/cli_options.py | 2 +- 3 files changed, 8 insertions(+), 8 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index cc3f11026..ec31bec01 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -74,7 +74,7 @@ freqtrade backtesting --export trades --export-filename=backtest_samplestrategy. #### Supplying custom fee value -Sometimes your account has certain fee rabates, which are not visible to ccxt. +Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt. To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting. This fee must be a percentage, and will be applied twice (once for trade entry, and once for trade exit). diff --git a/docs/bot-usage.md b/docs/bot-usage.md index e28ac9970..24c89c018 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -185,8 +185,8 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. - --fee FLOAT Specify fee %. Should be in %, will be applied twice - (on trade entry and exit). + --fee FLOAT Specify fee ratio. Will be applied twice (on trade + entry and exit). --eps, --enable-position-stacking Allow buying the same pair multiple times (position stacking). @@ -246,8 +246,8 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. - --fee FLOAT Specify fee %. Should be in %, will be applied twice - (on trade entry and exit). + --fee FLOAT Specify fee ratio. Will be applied twice (on trade + entry and exit). --customhyperopt NAME Specify hyperopt class name (default: `DefaultHyperOpts`). @@ -310,8 +310,8 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. - --fee FLOAT Specify fee %. Should be in %, will be applied twice - (on trade entry and exit). + --fee FLOAT Specify fee ratio. Will be applied twice (on trade + entry and exit). --stoplosses STOPLOSS_RANGE Defines a range of stoploss values against which edge will assess the strategy. The format is "min,max,step" diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 9f7f7b82f..7c2ba5325 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -146,7 +146,7 @@ AVAILABLE_CLI_OPTIONS = { ), "fee": Arg( '--fee', - help='Specify fee %%. Should be in %%, will be applied twice (on trade entry and exit).', + help='Specify fee ratio. Will be applied twice (on trade entry and exit).', type=float, metavar='FLOAT', ), From e272cd485c4c22c788c83aeb543d19c82c79cc08 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 10:22:59 +0000 Subject: [PATCH 0107/1495] Bump joblib from 0.13.2 to 0.14.0 Bumps [joblib](https://github.com/joblib/joblib) from 0.13.2 to 0.14.0. - [Release notes](https://github.com/joblib/joblib/releases) - [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst) - [Commits](https://github.com/joblib/joblib/compare/0.13.2...0.14.0) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index bb0ad60f0..709c43d92 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -6,4 +6,4 @@ scipy==1.3.1 scikit-learn==0.21.3 scikit-optimize==0.5.2 filelock==3.0.12 -joblib==0.13.2 +joblib==0.14.0 From be6fd3af9a0d2ced83f7d4ec12cb099f12bd6bbf Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 10:24:06 +0000 Subject: [PATCH 0108/1495] Bump pytest from 5.2.0 to 5.2.1 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.2.0 to 5.2.1. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.2.0...5.2.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 7df459af1..dfeed18d8 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.7.8 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 mypy==0.730 -pytest==5.2.0 +pytest==5.2.1 pytest-asyncio==0.10.0 pytest-cov==2.7.1 pytest-mock==1.11.0 From 5e9ab3e2615ebaf796352368ade3c6cb59b13a2f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 10:24:29 +0000 Subject: [PATCH 0109/1495] Bump mkdocs-material from 4.4.2 to 4.4.3 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.4.2 to 4.4.3. - [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/4.4.2...4.4.3) Signed-off-by: dependabot-preview[bot] --- 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 28ebc5916..0be47081c 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1 +1 @@ -mkdocs-material==4.4.2 \ No newline at end of file +mkdocs-material==4.4.3 \ No newline at end of file From 652a04ac70dfb31e3f43cee096884f5c4746d544 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 10:24:53 +0000 Subject: [PATCH 0110/1495] Bump ccxt from 1.18.1208 to 1.18.1225 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1208 to 1.18.1225. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1208...1.18.1225) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 92b9c2597..71d370487 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1208 +ccxt==1.18.1225 SQLAlchemy==1.3.8 python-telegram-bot==12.1.1 arrow==0.15.2 From 568ecc201a6d3ce70fdf85449842d48e8dc8c4a6 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 13:06:59 +0000 Subject: [PATCH 0111/1495] Bump sqlalchemy from 1.3.8 to 1.3.9 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.8 to 1.3.9. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 71d370487..872ebec62 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.18.1225 -SQLAlchemy==1.3.8 +SQLAlchemy==1.3.9 python-telegram-bot==12.1.1 arrow==0.15.2 cachetools==3.1.1 From 80d58b7930a2eac053e6afd680cbc538c46f4150 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 13:07:56 +0000 Subject: [PATCH 0112/1495] Bump pytest-mock from 1.11.0 to 1.11.1 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.11.0 to 1.11.1. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v1.11.0...v1.11.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index dfeed18d8..ba309a847 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.730 pytest==5.2.1 pytest-asyncio==0.10.0 pytest-cov==2.7.1 -pytest-mock==1.11.0 +pytest-mock==1.11.1 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From c34ce15b1408decad948cb4d1595460132eb9f5b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 7 Oct 2019 15:16:39 +0000 Subject: [PATCH 0113/1495] Bump pytest-cov from 2.7.1 to 2.8.1 Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.7.1 to 2.8.1. - [Release notes](https://github.com/pytest-dev/pytest-cov/releases) - [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.7.1...v2.8.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index ba309a847..6cf378c03 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -10,7 +10,7 @@ flake8-tidy-imports==2.0.0 mypy==0.730 pytest==5.2.1 pytest-asyncio==0.10.0 -pytest-cov==2.7.1 +pytest-cov==2.8.1 pytest-mock==1.11.1 pytest-random-order==1.0.4 From 613300c61db36c6673281fcdf84ff0d2942d9083 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 8 Oct 2019 00:38:20 +0300 Subject: [PATCH 0114/1495] Add short description of the market() method into docs --- docs/strategy-customization.md | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index b927e5aad..caa465069 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -282,6 +282,8 @@ Please always check the mode of operation to select the correct method to get da - `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame. - `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk. - `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes). +- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries. +- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure. - `runmode` - Property containing the current runmode. #### Example: fetch live ohlcv / historic data for the first informative pair @@ -346,7 +348,7 @@ def informative_pairs(self): It is however better to use resampling to longer time-intervals when possible to avoid hammering the exchange with too many requests and risk beeing blocked. -### Additional data - Wallets +### Additional data (Wallets) The strategy provides access to the `Wallets` object. This contains the current balances on the exchange. From 057ab1b7a6f6429bac88a090973fa82552765263 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 8 Oct 2019 00:50:47 +0300 Subject: [PATCH 0115/1495] Remove unnecessary comments --- tests/optimize/test_backtesting.py | 9 --------- 1 file changed, 9 deletions(-) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 589896c39..7e538c999 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -605,9 +605,6 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None: # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) tests = [['raise', 19], ['lower', 0], ['sine', 35]] - # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, - # which is what we need here -# default_conf['ask_strategy'] = {"use_sell_signal": True} for [contour, numres] in tests: simple_backtest(default_conf, contour, numres, mocker, testdatadir) @@ -648,9 +645,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock()) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC', datadir=testdatadir) - # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, - # which is what we need here -# default_conf['ask_strategy'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '1m' backtesting = Backtesting(default_conf) backtesting.strategy.advise_buy = _trend_alternate # Override @@ -691,9 +685,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) # Remove data for one pair from the beginning of the data data[pair] = data[pair][tres:].reset_index() - # use_sell_signal is True by default now, it will sell on the sell signal instead of ROI, - # which is what we need here -# default_conf['ask_strategy'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '5m' backtesting = Backtesting(default_conf) From e78e42339d9759dbe40bea3769643de05a6edaa1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 8 Oct 2019 00:58:25 +0300 Subject: [PATCH 0116/1495] Improve docs wordings --- docs/configuration.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index a31650f78..0eff4da88 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -59,15 +59,15 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `unfilledtimeout.sell` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance). | `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids. -| `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. +| `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. | `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book. | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. | `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks. | `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. | `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. -| `ask_strategy.use_sell_signal` | true | Use your strategy sell signals in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). -| `ask_strategy.sell_profit_only` | false | Wait until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). -| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy-signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). +| `ask_strategy.use_sell_signal` | true | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). +| `ask_strategy.sell_profit_only` | false | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). +| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). | `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy). | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). | `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). From 4d062d41cb487d5d984eb23bf08dcfbf491e40b6 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 8 Oct 2019 01:07:22 +0300 Subject: [PATCH 0117/1495] Improve comments in the SampleStrategy; set use_sell_signal = True --- user_data/strategies/sample_strategy.py | 22 +++++++++++----------- 1 file changed, 11 insertions(+), 11 deletions(-) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 0649c6f94..623addb1e 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -27,12 +27,12 @@ class SampleStrategy(IStrategy): - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend, populate_sell_trend, hyperopt_space, buy_strategy_generator """ - # Strategy intervace version - allow new iterations of the strategy interface. + # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 2 # Minimal ROI designed for the strategy. - # This attribute will be overridden if the config file contains "minimal_roi" + # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "40": 0.0, "30": 0.01, @@ -40,27 +40,27 @@ class SampleStrategy(IStrategy): "0": 0.04 } - # Optimal stoploss designed for the strategy - # This attribute will be overridden if the config file contains "stoploss" + # Optimal stoploss designed for the strategy. + # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.10 - # trailing stoploss + # Trailing stoploss trailing_stop = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured - # Optimal ticker interval for the strategy + # Optimal ticker interval for the strategy. ticker_interval = '5m' - # run "populate_indicators" only for new candle + # Run "populate_indicators()" only for new candle. process_only_new_candles = False - # Experimental settings (configuration will overide these if set) - use_sell_signal = False + # These values can be overridden in the "ask_strategy" section in the config. + use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False - # Optional order type mapping + # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', @@ -68,7 +68,7 @@ class SampleStrategy(IStrategy): 'stoploss_on_exchange': False } - # Optional order time in force + # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' From 86ef32318c473406b99c575e6476cfbfff990ad6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 6 Oct 2019 19:27:20 +0200 Subject: [PATCH 0118/1495] Add versions to doc theme --- docs/partials/header.html | 4 +++- docs/stylesheets/ft.extra.css | 14 ++++++++++++++ mkdocs.yml | 2 ++ 3 files changed, 19 insertions(+), 1 deletion(-) create mode 100644 docs/stylesheets/ft.extra.css diff --git a/docs/partials/header.html b/docs/partials/header.html index 84c254b5a..32202bccc 100644 --- a/docs/partials/header.html +++ b/docs/partials/header.html @@ -49,4 +49,6 @@ - \ No newline at end of file + + diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css new file mode 100644 index 000000000..6032dbe73 --- /dev/null +++ b/docs/stylesheets/ft.extra.css @@ -0,0 +1,14 @@ +.rst-versions { + font-size: .7rem; + color: white; +} + +.rst-versions.rst-badge .rst-current-version { + font-size: .7rem; + color: white; +} + +.rst-versions .rst-other-versions { + color: white; + text-decoration: underline; +} diff --git a/mkdocs.yml b/mkdocs.yml index 2a50c97e4..197df7dc8 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -32,6 +32,8 @@ theme: palette: primary: 'blue grey' accent: 'tear' +extra_css: + - 'stylesheets/ft.extra.css' markdown_extensions: - admonition - codehilite: From 2e91ee3849e5a66c6bbe8729fd54f2bf928663bf Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 19:41:18 +0200 Subject: [PATCH 0119/1495] remove underline from docs style --- docs/stylesheets/ft.extra.css | 1 - 1 file changed, 1 deletion(-) diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css index 6032dbe73..3369fa177 100644 --- a/docs/stylesheets/ft.extra.css +++ b/docs/stylesheets/ft.extra.css @@ -10,5 +10,4 @@ .rst-versions .rst-other-versions { color: white; - text-decoration: underline; } From 69c23c00e00ddc20169381d4f872a65df2556db0 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Tue, 8 Oct 2019 22:07:38 +0300 Subject: [PATCH 0120/1495] Fix minor typos in the docs --- docs/strategy-customization.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index b927e5aad..c1c4fb6f6 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -246,9 +246,9 @@ Instead, have a look at the section [Storing information](#Storing-information) ### Storing information -Storing information can be accomplished by crating a new dictionary within the strategy class. +Storing information can be accomplished by creating a new dictionary within the strategy class. -The name of the variable can be choosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables. +The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables. ```python class Awesomestrategy(IStrategy): @@ -344,7 +344,7 @@ def informative_pairs(self): As these pairs will be refreshed as part of the regular whitelist refresh, it's best to keep this list short. All intervals and all pairs can be specified as long as they are available (and active) on the used exchange. It is however better to use resampling to longer time-intervals when possible - to avoid hammering the exchange with too many requests and risk beeing blocked. + to avoid hammering the exchange with too many requests and risk being blocked. ### Additional data - Wallets From e1c14bc86cfd87af23d9d65e4a94fa3f625b02fe Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 21:10:43 +0200 Subject: [PATCH 0121/1495] Don't use os.path in test_history --- tests/data/test_history.py | 74 +++++++++++++++++++------------------- 1 file changed, 36 insertions(+), 38 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index f8b630775..96bc0da56 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -1,7 +1,6 @@ # pragma pylint: disable=missing-docstring, protected-access, C0103 import json -import os import uuid from pathlib import Path from shutil import copyfile @@ -28,35 +27,35 @@ from tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exch _BTC_UNITTEST_LENGTH = 13681 -def _backup_file(file: str, copy_file: bool = False) -> None: +def _backup_file(file: Path, copy_file: bool = False) -> None: """ Backup existing file to avoid deleting the user file :param file: complete path to the file :param touch_file: create an empty file in replacement :return: None """ - file_swp = file + '.swp' - if os.path.isfile(file): - os.rename(file, file_swp) + file_swp = str(file) + '.swp' + if file.is_file(): + file.rename(file_swp) if copy_file: copyfile(file_swp, file) -def _clean_test_file(file: str) -> None: +def _clean_test_file(file: Path) -> None: """ Backup existing file to avoid deleting the user file :param file: complete path to the file :return: None """ - file_swp = file + '.swp' + file_swp = Path(str(file) + '.swp') # 1. Delete file from the test - if os.path.isfile(file): - os.remove(file) + if file.is_file(): + file.unlink() # 2. Rollback to the initial file - if os.path.isfile(file_swp): - os.rename(file_swp, file) + if file_swp.is_file(): + file_swp.rename(file) def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None: @@ -80,10 +79,10 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> Non def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None: mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history) - file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') + file = testdatadir / 'UNITTEST_BTC-1m.json' _backup_file(file, copy_file=True) history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC']) - assert os.path.isfile(file) is True + assert file.is_file() assert not log_has( 'Download history data for pair: "UNITTEST/BTC", interval: 1m ' 'and store in None.', caplog @@ -98,14 +97,14 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, """ mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list) exchange = get_patched_exchange(mocker, default_conf) - file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file = testdatadir / 'MEME_BTC-1m.json' _backup_file(file) # do not download a new pair if refresh_pairs isn't set history.load_pair_history(datadir=testdatadir, ticker_interval='1m', pair='MEME/BTC') - assert os.path.isfile(file) is False + assert not file.is_file() assert log_has( 'No history data for pair: "MEME/BTC", interval: 1m. ' 'Use `freqtrade download-data` to download the data', caplog @@ -117,7 +116,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, refresh_pairs=True, exchange=exchange, pair='MEME/BTC') - assert os.path.isfile(file) is True + assert file.is_file() assert log_has_re( 'Download history data for pair: "MEME/BTC", interval: 1m ' 'and store in .*', caplog @@ -223,18 +222,18 @@ def test_load_cached_data_for_updating(mocker) -> None: def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None: mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list) exchange = get_patched_exchange(mocker, default_conf) - file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') - file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') - file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json') - file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json') + file1_1 = testdatadir / 'MEME_BTC-1m.json' + file1_5 = testdatadir / 'MEME_BTC-5m.json' + file2_1 = testdatadir / 'CFI_BTC-1m.json' + file2_5 = testdatadir / 'CFI_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) _backup_file(file2_1) _backup_file(file2_5) - assert os.path.isfile(file1_1) is False - assert os.path.isfile(file2_1) is False + assert not file1_1.is_file() + assert not file2_1.is_file() assert download_pair_history(datadir=testdatadir, exchange=exchange, pair='MEME/BTC', @@ -243,15 +242,15 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda pair='CFI/BTC', ticker_interval='1m') assert not exchange._pairs_last_refresh_time - assert os.path.isfile(file1_1) is True - assert os.path.isfile(file2_1) is True + assert file1_1.is_file() + assert file2_1.is_file() # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file2_1) - assert os.path.isfile(file1_5) is False - assert os.path.isfile(file2_5) is False + assert not file1_5.is_file() + assert not file2_5.is_file() assert download_pair_history(datadir=testdatadir, exchange=exchange, pair='MEME/BTC', @@ -260,8 +259,8 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda pair='CFI/BTC', ticker_interval='5m') assert not exchange._pairs_last_refresh_time - assert os.path.isfile(file1_5) is True - assert os.path.isfile(file2_5) is True + assert file1_5.is_file() + assert file2_5.is_file() # clean files freshly downloaded _clean_test_file(file1_5) @@ -288,8 +287,8 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, exchange = get_patched_exchange(mocker, default_conf) - file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') - file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') + file1_1 = testdatadir / 'MEME_BTC-1m.json' + file1_5 = testdatadir / 'MEME_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) @@ -359,8 +358,8 @@ def test_init(default_conf, mocker) -> None: ) -def test_trim_tickerlist() -> None: - file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') +def test_trim_tickerlist(testdatadir) -> None: + file = testdatadir / 'UNITTEST_BTC-1m.json' with open(file) as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) @@ -449,22 +448,21 @@ def test_trim_tickerlist() -> None: assert not ticker -def test_file_dump_json_tofile() -> None: - file = os.path.join(os.path.dirname(__file__), '..', 'testdata', - 'test_{id}.json'.format(id=str(uuid.uuid4()))) +def test_file_dump_json_tofile(testdatadir) -> None: + file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4())) data = {'bar': 'foo'} # check the file we will create does not exist - assert os.path.isfile(file) is False + assert not file.is_file() # Create the Json file file_dump_json(file, data) # Check the file was create - assert os.path.isfile(file) is True + assert file.is_file() # Open the Json file created and test the data is in it - with open(file) as data_file: + with file.open() as data_file: json_from_file = json.load(data_file) assert 'bar' in json_from_file From bcd02a871f5caba0c2e1314c77a550c6bb268898 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 21:16:35 +0200 Subject: [PATCH 0122/1495] Fix beeing again ... --- CONTRIBUTING.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 72c04e151..a087103c6 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -114,6 +114,6 @@ Contributors may be given commit privileges. Preference will be given to those w 1. Access to resources for cross-platform development and testing. 1. Time to devote to the project regularly. -Beeing a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust FreqTrade with their Exchange API keys). +Being a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust FreqTrade with their Exchange API keys). -After beeing Committer for some time, a Committer may be named Core Committer and given full repository access. +After being Committer for some time, a Committer may be named Core Committer and given full repository access. From 434e0234c5a55cf641189e413d9470abcba739cf Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 9 Oct 2019 02:37:29 +0300 Subject: [PATCH 0123/1495] Add handling deprecated settings --- freqtrade/configuration/configuration.py | 11 +++- .../configuration/deprecated_settings.py | 59 +++++++++++++++++++ 2 files changed, 68 insertions(+), 2 deletions(-) create mode 100644 freqtrade/configuration/deprecated_settings.py diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 764593d0f..84d58f754 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -9,8 +9,9 @@ from typing import Any, Callable, Dict, List, Optional from freqtrade import OperationalException, constants from freqtrade.configuration.check_exchange import check_exchange -from freqtrade.configuration.config_validation import ( - validate_config_consistency, validate_config_schema) +from freqtrade.configuration.config_validation import (validate_config_consistency, + validate_config_schema) +from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings from freqtrade.configuration.directory_operations import (create_datadir, create_userdata_dir) from freqtrade.configuration.load_config import load_config_file @@ -75,6 +76,10 @@ class Configuration: # Normalize config if 'internals' not in config: config['internals'] = {} + # TODO: This can be deleted along with removal of deprecated + # experimental settings + if 'ask_strategy' not in config: + config['ask_strategy'] = {} # validate configuration before returning logger.info('Validating configuration ...') @@ -106,6 +111,8 @@ class Configuration: self._resolve_pairs_list(config) + process_temporary_deprecated_settings(config) + validate_config_consistency(config) return config diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py new file mode 100644 index 000000000..927497c56 --- /dev/null +++ b/freqtrade/configuration/deprecated_settings.py @@ -0,0 +1,59 @@ +""" +Functions to handle deprecated warnings +""" + +import logging +from typing import Any, Dict + +from freqtrade import OperationalException + + +logger = logging.getLogger(__name__) + + +def check_conflicting_settings(config: Dict[str, Any], + section1: str, name1: str, + section2: str, name2: str): + section1_config = config.get(section1, {}) + section2_config = config.get(section2, {}) + if name1 in section1_config and name2 in section2_config: + raise OperationalException( + f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` " + "(DEPRECATED) detected in the configuration file. " + "This deprecated setting will be removed in the next versions of Freqtrade. " + f"Please delete it from your configuration and use the `{section1}.{name1}` " + "setting instead." + ) + + +def process_deprecated_setting(config: Dict[str, Any], + section1: str, name1: str, + section2: str, name2: str): + section2_config = config.get(section2, {}) + + if name2 in section2_config: + logger.warning( + "DEPRECATED: " + f"The `{section2}.{name2}` setting is deprecated and " + "will be removed in the next versions of Freqtrade. " + f"Please use the `{section1}.{name1}` setting in your configuration instead." + ) + section1_config = config.get(section1, {}) + section1_config[name1] = section2_config[name2] + + +def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: + + check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal', + 'experimental', 'use_sell_signal') + check_conflicting_settings(config, 'ask_strategy', 'sell_profit_only', + 'experimental', 'sell_profit_only') + check_conflicting_settings(config, 'ask_strategy', 'ignore_roi_if_buy_signal', + 'experimental', 'ignore_roi_if_buy_signal') + + process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal', + 'experimental', 'use_sell_signal') + process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only', + 'experimental', 'sell_profit_only') + process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', + 'experimental', 'ignore_roi_if_buy_signal') From 2a9c06c40fa62456b15fbae78e4b5ace3d55ee7b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 9 Oct 2019 02:44:04 +0300 Subject: [PATCH 0124/1495] Test added --- tests/test_configuration.py | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 0f2d6a50a..69e6d621c 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -14,6 +14,7 @@ from freqtrade.configuration import (Arguments, Configuration, validate_config_consistency) from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.config_validation import validate_config_schema +from freqtrade.configuration.deprecated_settings import (process_temporary_deprecated_settings) from freqtrade.configuration.directory_operations import (create_datadir, create_userdata_dir) from freqtrade.configuration.load_config import load_config_file @@ -897,3 +898,27 @@ def test_pairlist_resolving_fallback(mocker): assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] assert config['exchange']['name'] == 'binance' assert config['datadir'] == str(Path.cwd() / "user_data/data/binance") + + +@pytest.mark.parametrize("setting", [ + ("ask_strategy", "use_sell_signal", True, + "experimental", "use_sell_signal", False), + ("ask_strategy", "sell_profit_only", False, + "experimental", "sell_profit_only", True), + ("ask_strategy", "ignore_roi_if_buy_signal", False, + "experimental", "ignore_roi_if_buy_signal", True), + ]) +def test_deprecated_experimental(mocker, default_conf, setting, caplog): + patched_configuration_load_config_file(mocker, default_conf) + + default_conf[setting[3]] = {} + default_conf[setting[0]][setting[1]] = setting[2] + default_conf[setting[3]][setting[4]] = setting[5] + + with pytest.raises(OperationalException, match=r'DEPRECATED'): + process_temporary_deprecated_settings(default_conf) + + del default_conf[setting[0]][setting[1]] + process_temporary_deprecated_settings(default_conf) + assert log_has_re('DEPRECATED', caplog) + assert default_conf[setting[0]][setting[1]] == setting[5] From cdd1bc425b26e5a7f24952d3cf5415b131dd69b3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 9 Oct 2019 03:12:30 +0300 Subject: [PATCH 0125/1495] Fix typo --- freqtrade/configuration/deprecated_settings.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 927497c56..f00b23894 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -1,5 +1,5 @@ """ -Functions to handle deprecated warnings +Functions to handle deprecated settings """ import logging From 23b5c0e833b2702b3649ddeec6d11ebdf11b5700 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 9 Oct 2019 18:22:54 +0300 Subject: [PATCH 0126/1495] Improve tests for handling deprecated settings --- tests/test_configuration.py | 105 +++++++++++++++++++++++++++++++++++- 1 file changed, 103 insertions(+), 2 deletions(-) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 69e6d621c..c6864a643 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -14,7 +14,9 @@ from freqtrade.configuration import (Arguments, Configuration, validate_config_consistency) from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.config_validation import validate_config_schema -from freqtrade.configuration.deprecated_settings import (process_temporary_deprecated_settings) +from freqtrade.configuration.deprecated_settings import (check_conflicting_settings, + process_deprecated_setting, + process_temporary_deprecated_settings) from freqtrade.configuration.directory_operations import (create_datadir, create_userdata_dir) from freqtrade.configuration.load_config import load_config_file @@ -908,17 +910,116 @@ def test_pairlist_resolving_fallback(mocker): ("ask_strategy", "ignore_roi_if_buy_signal", False, "experimental", "ignore_roi_if_buy_signal", True), ]) -def test_deprecated_experimental(mocker, default_conf, setting, caplog): +def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog): patched_configuration_load_config_file(mocker, default_conf) + # Create sections for new and deprecated settings + # (they may not exist in the config) + default_conf[setting[0]] = {} default_conf[setting[3]] = {} + # Assign new setting default_conf[setting[0]][setting[1]] = setting[2] + # Assign deprecated setting default_conf[setting[3]][setting[4]] = setting[5] + # New and deprecated settings are conflicting ones with pytest.raises(OperationalException, match=r'DEPRECATED'): process_temporary_deprecated_settings(default_conf) + caplog.clear() + + # Delete new setting del default_conf[setting[0]][setting[1]] + process_temporary_deprecated_settings(default_conf) assert log_has_re('DEPRECATED', caplog) + # The value of the new setting shall have been set to the + # value of the deprecated one assert default_conf[setting[0]][setting[1]] == setting[5] + + +def test_check_conflicting_settings(mocker, default_conf, caplog): + patched_configuration_load_config_file(mocker, default_conf) + + # Create sections for new and deprecated settings + # (they may not exist in the config) + default_conf['sectionA'] = {} + default_conf['sectionB'] = {} + # Assign new setting + default_conf['sectionA']['new_setting'] = 'valA' + # Assign deprecated setting + default_conf['sectionB']['deprecated_setting'] = 'valB' + + # New and deprecated settings are conflicting ones + with pytest.raises(OperationalException, match=r'DEPRECATED'): + check_conflicting_settings(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + + caplog.clear() + + # Delete new setting (deprecated exists) + del default_conf['sectionA']['new_setting'] + check_conflicting_settings(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + assert not log_has_re('DEPRECATED', caplog) + assert 'new_setting' not in default_conf['sectionA'] + + caplog.clear() + + # Assign new setting + default_conf['sectionA']['new_setting'] = 'valA' + # Delete deprecated setting + del default_conf['sectionB']['deprecated_setting'] + check_conflicting_settings(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + assert not log_has_re('DEPRECATED', caplog) + assert default_conf['sectionA']['new_setting'] == 'valA' + + +def test_process_deprecated_setting(mocker, default_conf, caplog): + patched_configuration_load_config_file(mocker, default_conf) + + # Create sections for new and deprecated settings + # (they may not exist in the config) + default_conf['sectionA'] = {} + default_conf['sectionB'] = {} + # Assign new setting + default_conf['sectionA']['new_setting'] = 'valA' + # Assign deprecated setting + default_conf['sectionB']['deprecated_setting'] = 'valB' + + # Both new and deprecated settings exists + process_deprecated_setting(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + assert log_has_re('DEPRECATED', caplog) + # The value of the new setting shall have been set to the + # value of the deprecated one + assert default_conf['sectionA']['new_setting'] == 'valB' + + caplog.clear() + + # Delete new setting (deprecated exists) + del default_conf['sectionA']['new_setting'] + process_deprecated_setting(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + assert log_has_re('DEPRECATED', caplog) + # The value of the new setting shall have been set to the + # value of the deprecated one + assert default_conf['sectionA']['new_setting'] == 'valB' + + caplog.clear() + + # Assign new setting + default_conf['sectionA']['new_setting'] = 'valA' + # Delete deprecated setting + del default_conf['sectionB']['deprecated_setting'] + process_deprecated_setting(default_conf, + 'sectionA', 'new_setting', + 'sectionB', 'deprecated_setting') + assert not log_has_re('DEPRECATED', caplog) + assert default_conf['sectionA']['new_setting'] == 'valA' From c4105436ebbad89d37922aad57068bef5c5cca32 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 10 Oct 2019 04:37:32 +0300 Subject: [PATCH 0127/1495] Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss --- .travis.yml | 2 +- docs/bot-usage.md | 8 +-- freqtrade/configuration/cli_options.py | 7 +- freqtrade/constants.py | 2 - freqtrade/resolvers/hyperopt_resolver.py | 27 +++++--- tests/optimize/test_hyperopt.py | 81 +++++++++++++++++++++--- 6 files changed, 96 insertions(+), 31 deletions(-) diff --git a/.travis.yml b/.travis.yml index b066e7044..7a75a76c2 100644 --- a/.travis.yml +++ b/.travis.yml @@ -32,7 +32,7 @@ jobs: name: backtest - script: - cp config.json.example config.json - - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy + - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts --hyperopt-loss DefaultHyperOptLoss name: hyperopt - script: flake8 name: flake8 diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 2b66d3c25..fcf82826a 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -285,8 +285,8 @@ optional arguments: --stake_amount STAKE_AMOUNT Specify stake_amount. --customhyperopt NAME - Specify hyperopt class name (default: - `DefaultHyperOpts`). + Specify hyperopt class name which will be used by the + bot. --hyperopt-path PATH Specify additional lookup path for Hyperopts and Hyperopt Loss functions. --eps, --enable-position-stacking @@ -322,8 +322,8 @@ optional arguments: generate completely different results, since the target for optimization is different. Built-in Hyperopt-loss-functions are: DefaultHyperOptLoss, - OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default: - `DefaultHyperOptLoss`). + OnlyProfitHyperOptLoss, SharpeHyperOptLoss. + Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 2ecd4cfc5..6928ddfdb 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -153,9 +153,8 @@ AVAILABLE_CLI_OPTIONS = { # Hyperopt "hyperopt": Arg( '--customhyperopt', - help='Specify hyperopt class name (default: `%(default)s`).', + help='Specify hyperopt class name which will be used by the bot.', metavar='NAME', - default=constants.DEFAULT_HYPEROPT, ), "hyperopt_path": Arg( '--hyperopt-path', @@ -232,10 +231,8 @@ AVAILABLE_CLI_OPTIONS = { help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). ' 'Different functions can generate completely different results, ' 'since the target for optimization is different. Built-in Hyperopt-loss-functions are: ' - 'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.' - '(default: `%(default)s`).', + 'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.', metavar='NAME', - default=constants.DEFAULT_HYPEROPT_LOSS, ), # List exchanges "print_one_column": Arg( diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 749ae25b5..2f490c900 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5 # sec DEFAULT_TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec -DEFAULT_HYPEROPT = 'DefaultHyperOpts' -DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss' DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' DEFAULT_DB_DRYRUN_URL = 'sqlite://' UNLIMITED_STAKE_AMOUNT = 'unlimited' diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index e96394d69..45fe2548e 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -8,7 +8,6 @@ from pathlib import Path from typing import Optional, Dict from freqtrade import OperationalException -from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS from freqtrade.optimize.hyperopt_interface import IHyperOpt from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss from freqtrade.resolvers import IResolver @@ -20,17 +19,21 @@ class HyperOptResolver(IResolver): """ This class contains all the logic to load custom hyperopt class """ - __slots__ = ['hyperopt'] - def __init__(self, config: Dict) -> None: + def __init__(self, config: Dict = None) -> None: """ Load the custom class from config parameter :param config: configuration dictionary """ + config = config or {} + + if not config.get('hyperopt'): + raise OperationalException("No Hyperopt set. Please use `--customhyperopt` to specify " + "the Hyperopt class to use.") + + hyperopt_name = config['hyperopt'] - # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt - hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT self.hyperopt = self._load_hyperopt(hyperopt_name, config, extra_dir=config.get('hyperopt_path')) @@ -75,7 +78,6 @@ class HyperOptLossResolver(IResolver): """ This class contains all the logic to load custom hyperopt loss class """ - __slots__ = ['hyperoptloss'] def __init__(self, config: Dict = None) -> None: @@ -85,17 +87,22 @@ class HyperOptLossResolver(IResolver): """ config = config or {} - # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt - hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS + if not config.get('hyperopt_loss'): + raise OperationalException("No Hyperopt Loss Function set. Please use " + "`--hyperopt-loss` to specify " + "the Hyperopt Loss Function class to use.") + + hyperoptloss_name = config['hyperopt_loss'] + self.hyperoptloss = self._load_hyperoptloss( - hyperopt_name, config, extra_dir=config.get('hyperopt_path')) + hyperoptloss_name, config, extra_dir=config.get('hyperopt_path')) # Assign ticker_interval to be used in hyperopt self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval']) if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'): raise OperationalException( - f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.") + f"Found hyperopt {hyperoptloss_name} does not implement `hyperopt_loss_function`.") def _load_hyperoptloss( self, hyper_loss_name: str, config: Dict, diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 5ff11d5ea..cf211e35b 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -25,7 +25,11 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, @pytest.fixture(scope='function') def hyperopt(default_conf, mocker): - default_conf.update({'spaces': ['all']}) + default_conf.update({ + 'spaces': ['all'], + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', + }) patch_exchange(mocker) return Hyperopt(default_conf) @@ -70,6 +74,8 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', ] config = setup_configuration(get_args(args), RunMode.HYPEROPT) @@ -101,6 +107,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', '--datadir', '/foo/bar', '--ticker-interval', '1m', '--timerange', ':100', @@ -155,7 +163,9 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: 'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt', MagicMock(return_value=hyperopts(default_conf)) ) - x = HyperOptResolver(default_conf, ).hyperopt + default_conf.update({'hyperopt': 'DefaultHyperOpts'}) + default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) + x = HyperOptResolver(default_conf).hyperopt assert not hasattr(x, 'populate_buy_trend') assert not hasattr(x, 'populate_sell_trend') assert log_has("Hyperopt class does not provide populate_sell_trend() method. " @@ -169,7 +179,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None: default_conf.update({'hyperopt': "NonExistingHyperoptClass"}) with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'): - HyperOptResolver(default_conf, ).hyperopt + HyperOptResolver(default_conf).hyperopt + + +def test_hyperoptresolver_noname(default_conf): + default_conf['hyperopt'] = '' + with pytest.raises(OperationalException, + match="No Hyperopt set. Please use `--customhyperopt` to specify " + "the Hyperopt class to use."): + HyperOptResolver(default_conf) def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None: @@ -179,7 +197,8 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None: 'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss', MagicMock(return_value=hl) ) - x = HyperOptLossResolver(default_conf, ).hyperoptloss + default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) + x = HyperOptLossResolver(default_conf).hyperoptloss assert hasattr(x, "hyperopt_loss_function") @@ -187,7 +206,17 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None: default_conf.update({'hyperopt_loss': "NonExistingLossClass"}) with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'): - HyperOptLossResolver(default_conf, ).hyperopt + HyperOptLossResolver(default_conf).hyperopt + + +def test_hyperoptlossresolver_noname(default_conf): + default_conf.update({'hyperopt': 'DefaultHyperOpts'}) + default_conf['hyperopt_loss'] = '' + with pytest.raises(OperationalException, + match="No Hyperopt Loss Function set. Please use " + "`--hyperopt-loss` to specify " + "the Hyperopt Loss Function class to use."): + HyperOptLossResolver(default_conf) def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None: @@ -200,6 +229,8 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -217,6 +248,8 @@ def test_start(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -239,6 +272,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -256,6 +291,8 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', + '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -264,6 +301,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None: + default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss correct = hl.hyperopt_loss_function(hyperopt_results, 600) over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100) @@ -276,6 +314,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) resultsb = hyperopt_results.copy() resultsb.loc[1, 'trade_duration'] = 20 + default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss longer = hl.hyperopt_loss_function(hyperopt_results, 100) shorter = hl.hyperopt_loss_function(resultsb, 100) @@ -288,6 +327,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> results_under = hyperopt_results.copy() results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2 + default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss correct = hl.hyperopt_loss_function(hyperopt_results, 600) over = hl.hyperopt_loss_function(results_over, 600) @@ -407,6 +447,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -510,10 +552,13 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None: def test_generate_optimizer(mocker, default_conf) -> None: - default_conf.update({'config': 'config.json.example'}) - default_conf.update({'timerange': None}) - default_conf.update({'spaces': 'all'}) - default_conf.update({'hyperopt_min_trades': 1}) + default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', + 'timerange': None, + 'spaces': 'all', + 'hyperopt_min_trades': 1, + }) trades = [ ('POWR/BTC', 0.023117, 0.000233, 100) @@ -576,6 +621,8 @@ def test_generate_optimizer(mocker, default_conf) -> None: def test_clean_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -592,6 +639,8 @@ def test_clean_hyperopt(mocker, default_conf, caplog): def test_continue_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -621,6 +670,8 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -658,6 +709,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -696,6 +749,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -737,6 +792,8 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) - patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -770,6 +827,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'buy', @@ -815,6 +874,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'sell', @@ -862,6 +923,8 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho patch_exchange(mocker) default_conf.update({'config': 'config.json.example', + 'hyperopt': 'DefaultHyperOpts', + 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': space, From 0680fe2a1a130dc5463e5783af06bee5fa3c3647 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 10 Oct 2019 19:28:11 +0200 Subject: [PATCH 0128/1495] fix path to tests --- scripts/pytest.sh | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/pytest.sh b/scripts/pytest.sh index e05ff1ad0..d2ad223e7 100755 --- a/scripts/pytest.sh +++ b/scripts/pytest.sh @@ -2,4 +2,4 @@ echo "Running Unit tests" -pytest --random-order --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ +pytest --random-order --cov=freqtrade --cov-config=.coveragerc tests/ From 5e23cc719dd126ab69e22e9a9dbc330672f37092 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 10 Oct 2019 17:03:52 +0200 Subject: [PATCH 0129/1495] Add tests for orderbook and market in dataprovider --- freqtrade/data/dataprovider.py | 8 ++++---- tests/data/test_dataprovider.py | 32 ++++++++++++++++++++++++++++++++ 2 files changed, 36 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index b564dbec8..f0787281a 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -6,7 +6,7 @@ Common Interface for bot and strategy to access data. """ import logging from pathlib import Path -from typing import List, Tuple +from typing import Any, Dict, List, Optional, Tuple from pandas import DataFrame @@ -85,7 +85,7 @@ class DataProvider: logger.warning(f"No data found for ({pair}, {ticker_interval}).") return data - def market(self, pair: str): + def market(self, pair: str) -> Optional[Dict[str, Any]]: """ Return market data for the pair :param pair: Pair to get the data for @@ -100,9 +100,9 @@ class DataProvider: # TODO: Implement me pass - def orderbook(self, pair: str, maximum: int): + def orderbook(self, pair: str, maximum: int) -> Dict[str, List]: """ - return latest orderbook data + fetch latest orderbook data :param pair: pair to get the data for :param maximum: Maximum number of orderbook entries to query :return: dict including bids/asks with a total of `maximum` entries. diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index 39e2f7d2e..9a857750b 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -120,3 +120,35 @@ def test_refresh(mocker, default_conf, ticker_history): assert len(refresh_mock.call_args[0]) == 1 assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad) assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad + + +def test_orderbook(mocker, default_conf, order_book_l2): + api_mock = MagicMock() + api_mock.fetch_l2_order_book = order_book_l2 + exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) + + dp = DataProvider(default_conf, exchange) + res = dp.orderbook('ETH/BTC', 5) + assert order_book_l2.call_count == 1 + assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC' + assert order_book_l2.call_args_list[0][0][1] == 5 + + assert type(res) is dict + assert 'bids' in res + assert 'asks' in res + + +def test_market(mocker, default_conf, markets): + api_mock = MagicMock() + api_mock.markets = markets + exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) + + dp = DataProvider(default_conf, exchange) + res = dp.market('ETH/BTC') + + assert type(res) is dict + assert 'symbol' in res + assert res['symbol'] == 'ETH/BTC' + + res = dp.market('UNITTEST/BTC') + assert res is None From c49f4b73dd53517a71118ae5465a7729965e61a3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 10 Oct 2019 20:44:24 +0300 Subject: [PATCH 0130/1495] Fix helpstring --- docs/utils.md | 4 ++-- freqtrade/configuration/cli_options.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index 459960fac..93162aca2 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -11,7 +11,7 @@ usage: freqtrade list-exchanges [-h] [-1] [-a] optional arguments: -h, --help show this help message and exit - -1, --one-column Print exchanges in one column. + -1, --one-column Print output in one column. -a, --all Print all exchanges known to the ccxt library. ``` @@ -38,7 +38,7 @@ optional arguments: -h, --help show this help message and exit --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no config is provided. - -1, --one-column Print exchanges in one column. + -1, --one-column Print output in one column. ``` diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 7c2ba5325..7e6a956ce 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -247,7 +247,7 @@ AVAILABLE_CLI_OPTIONS = { # List exchanges "print_one_column": Arg( '-1', '--one-column', - help='Print exchanges in one column.', + help='Print output in one column.', action='store_true', ), "list_exchanges_all": Arg( From e72b6a440ba6a1c76562cb13e2a44e3b372d68f0 Mon Sep 17 00:00:00 2001 From: "Paul D. Mendes" Date: Thu, 10 Oct 2019 20:37:25 +0000 Subject: [PATCH 0131/1495] Updated Rest API Docs --- docs/rest-api.md | 1 - 1 file changed, 1 deletion(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index afecc1d80..efcacc8a1 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -100,7 +100,6 @@ python3 scripts/rest_client.py --config rest_config.json [optional par | `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules. | `reload_conf` | | Reloads the configuration file | `status` | | Lists all open trades -| `status table` | | List all open trades in a table format | `count` | | Displays number of trades used and available | `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance | `forcesell ` | | Instantly sells the given trade (Ignoring `minimum_roi`). From 4d1488498cb3b884d21eb8c4d3690810bb5d79bc Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 11 Oct 2019 08:55:31 +0200 Subject: [PATCH 0132/1495] stoploss_reached should not use config --- freqtrade/strategy/interface.py | 10 ++++------ 1 file changed, 4 insertions(+), 6 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index b35ebabbb..4d18e5232 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -79,7 +79,7 @@ class IStrategy(ABC): # trailing stoploss trailing_stop: bool = False trailing_stop_positive: float - trailing_stop_positive_offset: float + trailing_stop_positive_offset: float = 0.0 trailing_only_offset_is_reached = False # associated ticker interval @@ -347,22 +347,20 @@ class IStrategy(ABC): decides to sell or not :param current_profit: current profit in percent """ - trailing_stop = self.config.get('trailing_stop', False) stop_loss_value = force_stoploss if force_stoploss else self.stoploss # Initiate stoploss with open_rate. Does nothing if stoploss is already set. trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) - if trailing_stop: + if self.trailing_stop: # trailing stoploss handling - sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0 - tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False) + sl_offset = self.trailing_stop_positive_offset # Make sure current_profit is calculated using high for backtesting. high_profit = current_profit if not high else trade.calc_profit_percent(high) # Don't update stoploss if trailing_only_offset_is_reached is true. - if not (tsl_only_offset and high_profit < sl_offset): + if not (self.trailing_only_offset_is_reached and high_profit < sl_offset): # Specific handling for trailing_stop_positive if 'trailing_stop_positive' in self.config and high_profit > sl_offset: # Ignore mypy error check in configuration that this is a float From ff7a3cc885ec9ce26d50ca002fd2b228d666fd89 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 11 Oct 2019 09:05:21 +0200 Subject: [PATCH 0133/1495] remove last occurance of config. from stop_loss_reached --- freqtrade/strategy/interface.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 4d18e5232..9c6936c20 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -362,9 +362,9 @@ class IStrategy(ABC): # Don't update stoploss if trailing_only_offset_is_reached is true. if not (self.trailing_only_offset_is_reached and high_profit < sl_offset): # Specific handling for trailing_stop_positive - if 'trailing_stop_positive' in self.config and high_profit > sl_offset: + if 'trailing_stop_positive' in self.__dict__ and high_profit > sl_offset: # Ignore mypy error check in configuration that this is a float - stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore + stop_loss_value = self.trailing_stop_positive logger.debug(f"{trade.pair} - Using positive stoploss: {stop_loss_value} " f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%") From 4c1705fb1e552d13f854934dc23acac5b8bf73d5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 11 Oct 2019 22:59:13 +0300 Subject: [PATCH 0134/1495] No specific handling for trailing_stop_positive --- freqtrade/resolvers/strategy_resolver.py | 5 ++++- freqtrade/strategy/interface.py | 5 ++--- 2 files changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 43197e5bc..b9c641853 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -95,7 +95,10 @@ class StrategyResolver(IResolver): logger.info("Override strategy '%s' with value in config file: %s.", attribute, config[attribute]) elif hasattr(self.strategy, attribute): - config[attribute] = getattr(self.strategy, attribute) + val = getattr(self.strategy, attribute) + # None's cannot exist in the config, so do not copy them + if val is not None: + config[attribute] = val # Explicitly check for None here as other "falsy" values are possible elif default is not None: setattr(self.strategy, attribute, default) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 9c6936c20..e4cfe0088 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -78,7 +78,7 @@ class IStrategy(ABC): # trailing stoploss trailing_stop: bool = False - trailing_stop_positive: float + trailing_stop_positive: Optional[float] = None trailing_stop_positive_offset: float = 0.0 trailing_only_offset_is_reached = False @@ -361,8 +361,7 @@ class IStrategy(ABC): # Don't update stoploss if trailing_only_offset_is_reached is true. if not (self.trailing_only_offset_is_reached and high_profit < sl_offset): - # Specific handling for trailing_stop_positive - if 'trailing_stop_positive' in self.__dict__ and high_profit > sl_offset: + if self.trailing_stop_positive is not None and high_profit > sl_offset: # Ignore mypy error check in configuration that this is a float stop_loss_value = self.trailing_stop_positive logger.debug(f"{trade.pair} - Using positive stoploss: {stop_loss_value} " From 08e6d8a7809222c217ba7050a9114dbab385d1f2 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 11 Oct 2019 23:33:22 +0300 Subject: [PATCH 0135/1495] Rollback defaulting to DefaultHyperOptLoss --- .travis.yml | 2 +- docs/bot-usage.md | 3 ++- freqtrade/configuration/cli_options.py | 4 ++- freqtrade/constants.py | 1 + freqtrade/resolvers/hyperopt_resolver.py | 10 +++---- tests/optimize/test_hyperopt.py | 33 ------------------------ 6 files changed, 11 insertions(+), 42 deletions(-) diff --git a/.travis.yml b/.travis.yml index 7a75a76c2..a45334dd6 100644 --- a/.travis.yml +++ b/.travis.yml @@ -32,7 +32,7 @@ jobs: name: backtest - script: - cp config.json.example config.json - - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts --hyperopt-loss DefaultHyperOptLoss + - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts name: hyperopt - script: flake8 name: flake8 diff --git a/docs/bot-usage.md b/docs/bot-usage.md index fcf82826a..8f7e0bbcf 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -322,7 +322,8 @@ optional arguments: generate completely different results, since the target for optimization is different. Built-in Hyperopt-loss-functions are: DefaultHyperOptLoss, - OnlyProfitHyperOptLoss, SharpeHyperOptLoss. + OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default: + `DefaultHyperOptLoss`). Common arguments: diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 6928ddfdb..ee0d94023 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -231,8 +231,10 @@ AVAILABLE_CLI_OPTIONS = { help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). ' 'Different functions can generate completely different results, ' 'since the target for optimization is different. Built-in Hyperopt-loss-functions are: ' - 'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.', + 'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss ' + '(default: `%(default)s`).', metavar='NAME', + default=constants.DEFAULT_HYPEROPT_LOSS, ), # List exchanges "print_one_column": Arg( diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 2f490c900..b053519b0 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -9,6 +9,7 @@ PROCESS_THROTTLE_SECS = 5 # sec DEFAULT_TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec +DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss' DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' DEFAULT_DB_DRYRUN_URL = 'sqlite://' UNLIMITED_STAKE_AMOUNT = 'unlimited' diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index 45fe2548e..d1bc90e13 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -8,6 +8,7 @@ from pathlib import Path from typing import Optional, Dict from freqtrade import OperationalException +from freqtrade.constants import DEFAULT_HYPEROPT_LOSS from freqtrade.optimize.hyperopt_interface import IHyperOpt from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss from freqtrade.resolvers import IResolver @@ -87,12 +88,9 @@ class HyperOptLossResolver(IResolver): """ config = config or {} - if not config.get('hyperopt_loss'): - raise OperationalException("No Hyperopt Loss Function set. Please use " - "`--hyperopt-loss` to specify " - "the Hyperopt Loss Function class to use.") - - hyperoptloss_name = config['hyperopt_loss'] + # Verify the hyperopt_loss is in the configuration, otherwise fallback to the + # default hyperopt loss + hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS self.hyperoptloss = self._load_hyperoptloss( hyperoptloss_name, config, extra_dir=config.get('hyperopt_path')) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index cf211e35b..e1ee649c8 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -28,7 +28,6 @@ def hyperopt(default_conf, mocker): default_conf.update({ 'spaces': ['all'], 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', }) patch_exchange(mocker) return Hyperopt(default_conf) @@ -75,7 +74,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', ] config = setup_configuration(get_args(args), RunMode.HYPEROPT) @@ -108,7 +106,6 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', '--datadir', '/foo/bar', '--ticker-interval', '1m', '--timerange', ':100', @@ -164,7 +161,6 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: MagicMock(return_value=hyperopts(default_conf)) ) default_conf.update({'hyperopt': 'DefaultHyperOpts'}) - default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) x = HyperOptResolver(default_conf).hyperopt assert not hasattr(x, 'populate_buy_trend') assert not hasattr(x, 'populate_sell_trend') @@ -197,7 +193,6 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None: 'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss', MagicMock(return_value=hl) ) - default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) x = HyperOptLossResolver(default_conf).hyperoptloss assert hasattr(x, "hyperopt_loss_function") @@ -209,16 +204,6 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None: HyperOptLossResolver(default_conf).hyperopt -def test_hyperoptlossresolver_noname(default_conf): - default_conf.update({'hyperopt': 'DefaultHyperOpts'}) - default_conf['hyperopt_loss'] = '' - with pytest.raises(OperationalException, - match="No Hyperopt Loss Function set. Please use " - "`--hyperopt-loss` to specify " - "the Hyperopt Loss Function class to use."): - HyperOptLossResolver(default_conf) - - def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None: start_mock = MagicMock() patched_configuration_load_config_file(mocker, default_conf) @@ -230,7 +215,6 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -249,7 +233,6 @@ def test_start(mocker, default_conf, caplog) -> None: 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -273,7 +256,6 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -292,7 +274,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: 'hyperopt', '--config', 'config.json', '--customhyperopt', 'DefaultHyperOpts', - '--hyperopt-loss', 'DefaultHyperOptLoss', '--epochs', '5' ] args = get_args(args) @@ -301,7 +282,6 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None: - default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss correct = hl.hyperopt_loss_function(hyperopt_results, 600) over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100) @@ -314,7 +294,6 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) resultsb = hyperopt_results.copy() resultsb.loc[1, 'trade_duration'] = 20 - default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss longer = hl.hyperopt_loss_function(hyperopt_results, 100) shorter = hl.hyperopt_loss_function(resultsb, 100) @@ -327,7 +306,6 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> results_under = hyperopt_results.copy() results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2 - default_conf.update({'hyperopt_loss': 'DefaultHyperOptLoss'}) hl = HyperOptLossResolver(default_conf).hyperoptloss correct = hl.hyperopt_loss_function(hyperopt_results, 600) over = hl.hyperopt_loss_function(results_over, 600) @@ -448,7 +426,6 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -554,7 +531,6 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None: def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'timerange': None, 'spaces': 'all', 'hyperopt_min_trades': 1, @@ -622,7 +598,6 @@ def test_clean_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -640,7 +615,6 @@ def test_continue_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -671,7 +645,6 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -710,7 +683,6 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -750,7 +722,6 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -793,7 +764,6 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) - default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -828,7 +798,6 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'buy', @@ -875,7 +844,6 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': 'sell', @@ -924,7 +892,6 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpts', - 'hyperopt_loss': 'DefaultHyperOptLoss', 'epochs': 1, 'timerange': None, 'spaces': space, From ff1fa17dc3243cc3a9c1469ef92b542c49e86d47 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 13 Oct 2019 03:41:25 +0300 Subject: [PATCH 0136/1495] No default value for the config parameter --- freqtrade/resolvers/hyperopt_resolver.py | 12 +++++------- 1 file changed, 5 insertions(+), 7 deletions(-) diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index d1bc90e13..15080cda5 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -22,13 +22,11 @@ class HyperOptResolver(IResolver): """ __slots__ = ['hyperopt'] - def __init__(self, config: Dict = None) -> None: + def __init__(self, config: Dict) -> None: """ Load the custom class from config parameter :param config: configuration dictionary """ - config = config or {} - if not config.get('hyperopt'): raise OperationalException("No Hyperopt set. Please use `--customhyperopt` to specify " "the Hyperopt class to use.") @@ -81,12 +79,11 @@ class HyperOptLossResolver(IResolver): """ __slots__ = ['hyperoptloss'] - def __init__(self, config: Dict = None) -> None: + def __init__(self, config: Dict) -> None: """ Load the custom class from config parameter - :param config: configuration dictionary or None + :param config: configuration dictionary """ - config = config or {} # Verify the hyperopt_loss is in the configuration, otherwise fallback to the # default hyperopt loss @@ -100,7 +97,8 @@ class HyperOptLossResolver(IResolver): if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'): raise OperationalException( - f"Found hyperopt {hyperoptloss_name} does not implement `hyperopt_loss_function`.") + f"Found HyperoptLoss class {hyperoptloss_name} does not " + "implement `hyperopt_loss_function`.") def _load_hyperoptloss( self, hyper_loss_name: str, config: Dict, From 3c8d27d0985430254d8d7371e790a56f3ddef8bc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 13 Oct 2019 09:54:03 +0200 Subject: [PATCH 0137/1495] remove correct comment ... --- freqtrade/strategy/interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index e4cfe0088..014ca9968 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -361,8 +361,8 @@ class IStrategy(ABC): # Don't update stoploss if trailing_only_offset_is_reached is true. if not (self.trailing_only_offset_is_reached and high_profit < sl_offset): + # Specific handling for trailing_stop_positive if self.trailing_stop_positive is not None and high_profit > sl_offset: - # Ignore mypy error check in configuration that this is a float stop_loss_value = self.trailing_stop_positive logger.debug(f"{trade.pair} - Using positive stoploss: {stop_loss_value} " f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%") From f3f6e9d365e06f3e82c533da460c7cf2f85540a8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 13 Oct 2019 10:33:22 +0200 Subject: [PATCH 0138/1495] Allow skipping of exchange validation --- freqtrade/exchange/exchange.py | 16 ++++++++-------- freqtrade/resolvers/exchange_resolver.py | 7 ++++--- freqtrade/utils.py | 2 +- 3 files changed, 13 insertions(+), 12 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7e5e2b4..8edbeaf50 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -155,7 +155,7 @@ class Exchange: } _ft_has: Dict = {} - def __init__(self, config: dict) -> None: + def __init__(self, config: dict, validate: bool = True) -> None: """ Initializes this module with the given config, it does basic validation whether the specified exchange and pairs are valid. @@ -209,13 +209,13 @@ class Exchange: # Converts the interval provided in minutes in config to seconds self.markets_refresh_interval: int = exchange_config.get( "markets_refresh_interval", 60) * 60 - # Initial markets load - self._load_markets() - - # Check if all pairs are available - self.validate_pairs(config['exchange']['pair_whitelist']) - self.validate_ordertypes(config.get('order_types', {})) - self.validate_order_time_in_force(config.get('order_time_in_force', {})) + if validate: + # Initial markets load + self._load_markets() + # Check if all pairs are available + self.validate_pairs(config['exchange']['pair_whitelist']) + self.validate_ordertypes(config.get('order_types', {})) + self.validate_order_time_in_force(config.get('order_time_in_force', {})) def __del__(self): """ diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py index 6fb12a65f..929ba197a 100644 --- a/freqtrade/resolvers/exchange_resolver.py +++ b/freqtrade/resolvers/exchange_resolver.py @@ -17,14 +17,15 @@ class ExchangeResolver(IResolver): __slots__ = ['exchange'] - def __init__(self, exchange_name: str, config: dict) -> None: + def __init__(self, exchange_name: str, config: dict, validate: bool = True) -> None: """ Load the custom class from config parameter :param config: configuration dictionary """ exchange_name = exchange_name.title() try: - self.exchange = self._load_exchange(exchange_name, kwargs={'config': config}) + self.exchange = self._load_exchange(exchange_name, kwargs={'config': config, + 'validate': validate}) except ImportError: logger.info( f"No {exchange_name} specific subclass found. Using the generic class instead.") @@ -43,7 +44,7 @@ class ExchangeResolver(IResolver): try: ex_class = getattr(exchanges, exchange_name) - exchange = ex_class(kwargs['config']) + exchange = ex_class(**kwargs) if exchange: logger.info(f"Using resolved exchange '{exchange_name}'...") return exchange diff --git a/freqtrade/utils.py b/freqtrade/utils.py index b3ff43aca..8f58c3158 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -110,7 +110,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: config['ticker_interval'] = None # Init exchange - exchange = ExchangeResolver(config['exchange']['name'], config).exchange + exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange if args['print_one_column']: print('\n'.join(exchange.timeframes)) From 7cf7982565b2a21dd4f3fb864fbb9a269cf6c64f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 13 Oct 2019 13:12:20 +0300 Subject: [PATCH 0139/1495] Add list-pairs and list-markets subcommands --- freqtrade/configuration/arguments.py | 25 +++++++++++++-- freqtrade/configuration/cli_options.py | 20 ++++++++++++ freqtrade/exchange/exchange.py | 19 ++++++++++++ freqtrade/misc.py | 4 +++ freqtrade/utils.py | 42 ++++++++++++++++++++++++++ 5 files changed, 108 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 76a2b1cc9..58b5539fe 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -2,6 +2,7 @@ This module contains the argument manager class """ import argparse +from functools import partial from pathlib import Path from typing import Any, Dict, List, Optional @@ -33,6 +34,8 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] +ARGS_LIST_PAIRS = ["exchange", "print_list", "base_currency", "quote_currency", "active_only"] + ARGS_CREATE_USERDIR = ["user_data_dir"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] @@ -43,7 +46,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] -NO_CONF_REQURIED = ["download-data", "list-timeframes", "plot-dataframe", "plot-profit"] +NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs", + "plot-dataframe", "plot-profit"] NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"] @@ -106,7 +110,8 @@ class Arguments: """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import (start_create_userdir, start_download_data, - start_list_exchanges, start_list_timeframes) + start_list_exchanges, start_list_timeframes, + start_list_pairs) subparsers = self.parser.add_subparsers(dest='subparser') @@ -147,6 +152,22 @@ class Arguments: list_timeframes_cmd.set_defaults(func=start_list_timeframes) self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd) + # Add list-markets subcommand + list_markets_cmd = subparsers.add_parser( + 'list-markets', + help='Print markets on exchange.' + ) + list_markets_cmd.set_defaults(func=partial(start_list_pairs, pairs_only=False)) + self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd) + + # Add list-pairs subcommand + list_pairs_cmd = subparsers.add_parser( + 'list-pairs', + help='Print pairs on exchange.' + ) + list_pairs_cmd.set_defaults(func=partial(start_list_pairs, pairs_only=True)) + self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd) + # Add download-data subcommand download_data_cmd = subparsers.add_parser( 'download-data', diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 7e6a956ce..d3863481a 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -255,6 +255,26 @@ AVAILABLE_CLI_OPTIONS = { help='Print all exchanges known to the ccxt library.', action='store_true', ), + # List pairs / markets + "print_list": Arg( + '--print-list', + help='Print list of pairs or market symbols. By default data is ' + 'printed in the tabular format.', + action='store_true', + ), + "quote_currency": Arg( + '--quote-currency', + help='Select quote currency.', + ), + "base_currency": Arg( + '--base-currency', + help='Select base currency.', + ), + "active_only": Arg( + '--active-only', + help='Print only active pairs or markets.', + action='store_true', + ), # Script options "pairs": Arg( '-p', '--pairs', diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7e5e2b4..a312d6c62 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -280,6 +280,25 @@ class Exchange: self._load_markets() return self._api.markets + def get_markets(self, base_currency: str = None, quote_currency: str = None, + pairs_only: bool = False, active_only: bool = False) -> Dict: + """ + Return exchange ccxt markets, filtered out by base currency and quote currency + if this was requested in parameters. + + TODO: consider moving it to the Dataprovider + """ + markets = self.markets + if base_currency: + markets = {k: v for k, v in markets.items() if v['base'] == base_currency} + if quote_currency: + markets = {k: v for k, v in markets.items() if v['quote'] == quote_currency} + if pairs_only: + markets = {k: v for k, v in markets.items() if '/' in v['symbol']} + if active_only: + markets = {k: v for k, v in markets.items() if v['active']} + return markets + def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame: if pair_interval in self._klines: return self._klines[pair_interval].copy() if copy else self._klines[pair_interval] diff --git a/freqtrade/misc.py b/freqtrade/misc.py index c9fbda17e..387e8a42f 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -121,3 +121,7 @@ def round_dict(d, n): Rounds float values in the dict to n digits after the decimal point. """ return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()} + + +def plural(num, singular: str, plural: str = None) -> str: + return singular if (num == 1 or num == -1) else plural or singular + 's' diff --git a/freqtrade/utils.py b/freqtrade/utils.py index b3ff43aca..3f25778a4 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -4,12 +4,14 @@ from pathlib import Path from typing import Any, Dict, List import arrow +from tabulate import tabulate from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import refresh_backtest_ohlcv_data from freqtrade.exchange import available_exchanges, ccxt_exchanges +from freqtrade.misc import plural from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -117,3 +119,43 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: else: print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " f"{', '.join(exchange.timeframes)}") + + +def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: + """ + Print pairs on the exchange + :param args: Cli args from Arguments() + :param pairs_only: if True print only pairs, otherwise print all instruments (markets) + :return: None + """ + config = setup_utils_configuration(args, RunMode.OTHER) + + # Init exchange + exchange = ExchangeResolver(config['exchange']['name'], config).exchange + + active_only = args.get('active_only', False) + base_currency = args.get('base_currency', '') + quote_currency = args.get('quote_currency', '') + + pairs = exchange.get_markets(base_currency=base_currency, + quote_currency=quote_currency, + pairs_only=pairs_only, + active_only=active_only) + + if args.get('print_list', False): + # print data as a list + print(f"Exchange {exchange.name} has {len(pairs)} " + + (plural(len(pairs), "pair" if pairs_only else "market")) + + (f" with {base_currency} as base currency" if base_currency else "") + + (" and" if base_currency and quote_currency else "") + + (f" with {quote_currency} as quote currency" if quote_currency else "") + + (f": {sorted(pairs.keys())}" if len(pairs) else "") + ".") + else: + # print data as a table + tabular_data = [] + for _, v in pairs.items(): + tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], + "Yes" if v['active'] else "No"]) + + headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] + print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) From baad1a51668a82df63d990a03d73dbd866a17904 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 10:45:57 +0200 Subject: [PATCH 0140/1495] Explain _params element --- freqtrade/exchange/exchange.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7e5e2b4..827a6df7c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -142,6 +142,8 @@ def retrier(f): class Exchange: _config: Dict = {} + + # Parameters to add directly to buy/sell calls (like agreeing to trading agreement) _params: Dict = {} # Dict to specify which options each exchange implements From 6697b677dc44c91f939e8aa31eff0d590507cdc7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 18:56:46 +0200 Subject: [PATCH 0141/1495] Add test for test_data_filename --- tests/data/test_history.py | 11 +++++++++-- 1 file changed, 9 insertions(+), 2 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 96bc0da56..458c38189 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -15,13 +15,14 @@ from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.data.history import (download_pair_history, _load_cached_data_for_updating, - load_tickerdata_file, refresh_backtest_ohlcv_data, + load_tickerdata_file, pair_data_filename, trim_tickerlist) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.strategy.default_strategy import DefaultStrategy -from tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange +from tests.conftest import (get_patched_exchange, log_has, log_has_re, + patch_exchange) # Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -134,6 +135,12 @@ def test_testdata_path(testdatadir) -> None: assert str(Path('tests') / 'testdata') in str(testdatadir) +def test_pair_data_filename(): + fn = pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m') + assert isinstance(fn, Path) + assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json') + + def test_load_cached_data_for_updating(mocker) -> None: datadir = Path(__file__).parent.parent.joinpath('testdata') From 63e87ef85b69a267c412ad445b78c069b6024915 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 18:58:27 +0200 Subject: [PATCH 0142/1495] Add pair_trades_filename --- freqtrade/data/history.py | 6 ++++++ tests/data/test_history.py | 7 +++++++ 2 files changed, 13 insertions(+) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 991a639ca..e47ddf6c8 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -173,6 +173,12 @@ def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path: return filename +def pair_trades_filename(datadir: Path, pair: str) -> Path: + pair_s = pair.replace("/", "_") + filename = datadir.joinpath(f'{pair_s}-trades.json') + return filename + + def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str, timerange: Optional[TimeRange]) -> Tuple[List[Any], Optional[int]]: diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 458c38189..12d8d93da 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -17,6 +17,7 @@ from freqtrade.data.history import (download_pair_history, _load_cached_data_for_updating, refresh_backtest_ohlcv_data, load_tickerdata_file, pair_data_filename, + pair_trades_filename, trim_tickerlist) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json @@ -141,6 +142,12 @@ def test_pair_data_filename(): assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json') +def test_pair_trades_filename(): + fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m') + assert isinstance(fn, Path) + assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json') + + def test_load_cached_data_for_updating(mocker) -> None: datadir = Path(__file__).parent.parent.joinpath('testdata') From 27dc9ca799e6b2cbba019668f1cbc6bba06fe81a Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 19:22:52 +0200 Subject: [PATCH 0143/1495] Add trades_pagination attributes --- freqtrade/exchange/binance.py | 2 ++ freqtrade/exchange/exchange.py | 6 ++++++ freqtrade/exchange/kraken.py | 4 ++++ 3 files changed, 12 insertions(+) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 14f409659..b5507981f 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -16,6 +16,8 @@ class Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "order_time_in_force": ['gtc', 'fok', 'ioc'], + "trades_pagination": "id", + "trades_pagination_arg": "fromId", } def get_order_book(self, pair: str, limit: int = 100) -> dict: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 827a6df7c..98e70ca7e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -154,6 +154,9 @@ class Exchange: "order_time_in_force": ["gtc"], "ohlcv_candle_limit": 500, "ohlcv_partial_candle": True, + "trades_pagination": "time", # Possible are "time" or "id" + "trades_pagination_arg": "since", + } _ft_has: Dict = {} @@ -197,6 +200,9 @@ class Exchange: self._ohlcv_candle_limit = self._ft_has['ohlcv_candle_limit'] self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle'] + self._trades_pagination = self._ft_has['trades_pagination'] + self._trades_pagination_arg = self._ft_has['trades_pagination_arg'] + # Initialize ccxt objects self._api = self._init_ccxt( exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config')) diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 6d3e82eca..f548489bc 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -14,6 +14,10 @@ logger = logging.getLogger(__name__) class Kraken(Exchange): _params: Dict = {"trading_agreement": "agree"} + _ft_has: Dict = { + "trades_pagination": "id", + "trades_pagination_arg": "since", + } @retrier def get_balances(self) -> dict: From 26b3148904860055aaf714ca8373a175721a320f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 20:30:13 +0200 Subject: [PATCH 0144/1495] Add build_ohlcv wrapper --- freqtrade/exchange/exchange.py | 17 +++++++++++++++++ 1 file changed, 17 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 98e70ca7e..8ce0dec1b 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -839,6 +839,23 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + def build_ohlcv(self, trades: List[Dict], timeframe: str, since: int = None, + limit: int = None) -> str: + # TODO: fix return value + """ + Build ohlcv data from trade list. + trade-list has to be in the ccxt format, which is a list of dicts containing at least: + * timestamp + * price + * amount + :param trades: List of Dicts + :param timeframe: timeframe to convert to (e.g. "5m") + :param since: start at a specific data, as oposed to the trades-list start date + :param limit: Limit amount of candles + :return: ohlcv data (as returned by ccxt.fetch_ohlcv) + """ + return self._api.build_ohlcv(trades, timeframe, since, limit) + def is_exchange_bad(exchange_name: str) -> bool: return exchange_name in BAD_EXCHANGES From 77c367ad1df5d3c04bf456a67314893179317771 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 14 Aug 2019 20:30:29 +0200 Subject: [PATCH 0145/1495] First draft of async get_trade methods --- freqtrade/exchange/exchange.py | 140 +++++++++++++++++++++++++++++++++ 1 file changed, 140 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 8ce0dec1b..5608d233c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -745,6 +745,146 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(f'Could not fetch ticker data. Msg: {e}') from e + @retrier_async + async def _async_fetch_trades(self, pair: str, + since: Optional[int] = None, + params: Optional[dict] = None) -> List[Dict]: + """ + Asyncronously gets trade history using fetch_trades. + :param pair: Pair to fetch trade data for + :param since: Since as integer timestamp in milliseconds + returns tuple: (pair, ticker_interval, ohlcv_list) + """ + if not self.exchange_has("fetchTrades"): + # TODO: Maybe don't stop the bot ... ? + raise OperationalException("This exchange does not suport downloading Trades.") + try: + # fetch trades asynchronously + if params: + logger.debug("Fetching trades for pair %s, params: %s ", pair, params) + trades = await self._api_async.fetch_trades(pair, params=params, limit=1000) + else: + logger.debug( + "Fetching trades for pair %s, since %s %s...", + pair, since, + '(' + arrow.get(since // 1000).isoformat() + ') ' if since is not None else '' + ) + trades = await self._api_async.fetch_trades(pair, since=since, limit=1000) + return trades + except ccxt.NotSupported as e: + raise OperationalException( + f'Exchange {self._api.name} does not support fetching historical trade data.' + f'Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' + f'Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e + + async def _async_get_trade_history_id(self, pair: str, + since: Optional[int] = None, + until: Optional[int] = None) -> Tuple[str, List[Dict]]: + """ + Asyncronously gets trade history using fetch_trades + use this when exchange doesn't use time-based pagination (e.g. Kraken) + :param pair: Pair to fetch trade data for + :param since: Since as integer timestamp in milliseconds + :param until: Until as integer timestamp in milliseconds + returns tuple: (pair, ticker_interval, ohlcv_list) + """ + try: + if self._trades_pagination == 'time': + raise OperationalException(f"Wrong method called to get trades for {self.name}") + trades: List[Dict] = [] + + # Fetch first elements using timebased method to get an ID to paginate on + # Depending on the Exchange, this can introduce a drift at the start of the interval + # of up to an hour. + # Binance returns the "last 1000" candles within a 1h time interval + # - so we will miss the first candles. + t = await self._async_fetch_trades(pair, since=since) + from_id = t[-1]['id'] + trades.extend(t) + while True: + t = await self._async_fetch_trades(pair, + params={self._trades_pagination_arg: from_id}) + if len(t): + from_id = t[-1]['id'] + # TODO: eliminate duplicates (first trade = last from previous) + trades.extend(t) + # Reached the end of the defined-download period + if until and t[-1]['timestamp'] > until: + print(f"Reached {t[-1]['timestamp']} > {until}") + break + else: + break + + return (pair, trades) + except ccxt.NotSupported as e: + raise OperationalException( + f'Exchange {self._api.name} does not support fetching historical trade data.' + f'Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' + f'Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e + + async def _async_get_trade_history(self, pair: str, + since: Optional[int] = None, + until: Optional[int] = None) -> Tuple[str, List]: + """ + Asyncronously gets trade history using fetch_trades. + :param pair: Pair to fetch trade data for + :param since: Since as integer timestamp in milliseconds + :param until: Until as integer timestamp in milliseconds + returns tuple: (pair, ticker_interval, ohlcv_list) + """ + if not self.exchange_has("fetchTrades"): + # TODO: Maybe don't completey stop the bot ... ? + raise OperationalException("This exchange does not suport downloading Trades.") + try: + if self._trades_pagination != 'time': + return await self._async_get_trade_history_id(pair, since, until) + + trades: List[Dict] = [] + while True: + t = await self._async_fetch_trades(pair, since=since) + if len(t): + since = t[-1]['timestamp'] + trades.extend(t) + # Reached the end of the defined-download period + if until and t[-1]['timestamp'] > until: + break + else: + break + + return (pair, trades) + except ccxt.NotSupported as e: + raise OperationalException( + f'Exchange {self._api.name} does not support fetching historical trade data.' + f'Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' + f'Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e + + def get_historic_trades(self, pair: str, + since: Optional[int] = None, + until: Optional[int] = None) -> List: + """ + Gets candle history using asyncio and returns the list of candles. + Handles all async doing. + Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call. + :param pair: Pair to download + :param ticker_interval: Interval to get + :param since_ms: Timestamp in milliseconds to get history from + :returns List of tickers + """ + return asyncio.get_event_loop().run_until_complete( + self._async_get_trade_history(pair=pair, since=since, until=until)) + @retrier def cancel_order(self, order_id: str, pair: str) -> None: if self._config['dry_run']: From 6cc98c1ea92f5975298946cb8db1219349cbf8c4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 15 Aug 2019 16:49:54 +0200 Subject: [PATCH 0146/1495] Fix tests --- tests/data/test_history.py | 2 +- tests/exchange/test_exchange.py | 6 +++++- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 12d8d93da..55b8fe1d1 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -143,7 +143,7 @@ def test_pair_data_filename(): def test_pair_trades_filename(): - fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m') + fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC') assert isinstance(fn, Path) assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json') diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index bf6025322..9e6356b18 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1453,13 +1453,17 @@ def test_merge_ft_has_dict(default_conf, mocker): assert ex._ft_has == Exchange._ft_has_default ex = Kraken(default_conf) - assert ex._ft_has == Exchange._ft_has_default + assert ex._ft_has != Exchange._ft_has_default + assert ex._ft_has['trades_pagination'] == 'id' + assert ex._ft_has['trades_pagination_arg'] == 'since' # Binance defines different values ex = Binance(default_conf) assert ex._ft_has != Exchange._ft_has_default assert ex._ft_has['stoploss_on_exchange'] assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc'] + assert ex._ft_has['trades_pagination'] == 'id' + assert ex._ft_has['trades_pagination_arg'] == 'fromId' conf = copy.deepcopy(default_conf) conf['exchange']['_ft_has_params'] = {"DeadBeef": 20, From 42b82415411b5d90bf8aa46d5fcf59dc57a317c7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 16 Aug 2019 10:26:20 +0200 Subject: [PATCH 0147/1495] use gz to save / load trades data --- freqtrade/data/history.py | 2 +- tests/data/test_history.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index e47ddf6c8..b487ea56e 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -175,7 +175,7 @@ def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path: def pair_trades_filename(datadir: Path, pair: str) -> Path: pair_s = pair.replace("/", "_") - filename = datadir.joinpath(f'{pair_s}-trades.json') + filename = datadir.joinpath(f'{pair_s}-trades.json.gz') return filename diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 55b8fe1d1..032c1b306 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -145,7 +145,7 @@ def test_pair_data_filename(): def test_pair_trades_filename(): fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC') assert isinstance(fn, Path) - assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json') + assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz') def test_load_cached_data_for_updating(mocker) -> None: From d250b67f33feccb937ef61a7c7de18a20e25b2cc Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 16 Aug 2019 10:26:38 +0200 Subject: [PATCH 0148/1495] Add load/store trades data --- freqtrade/data/history.py | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index b487ea56e..cbae01152 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -82,6 +82,30 @@ def store_tickerdata_file(datadir: Path, pair: str, misc.file_dump_json(filename, data, is_zip=is_zip) +def load_trades_file(datadir: Optional[Path], pair: str, + timerange: Optional[TimeRange] = None) -> Optional[list]: + """ + Load a pair from file, either .json.gz or .json + :return: tickerlist or None if unsuccesful + """ + filename = pair_trades_filename(datadir, pair) + tradesdata = misc.file_load_json(filename) + if not tradesdata: + return None + + # TODO: trim trades based on timerange... ? + return tradesdata + + +def store_trades_file(datadir: Optional[Path], pair: str, + data: list, is_zip: bool = True): + """ + Stores tickerdata to file + """ + filename = pair_trades_filename(datadir, pair) + misc.file_dump_json(filename, data, is_zip=is_zip) + + def _validate_pairdata(pair, pairdata, timerange: TimeRange): if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000: logger.warning('Missing data at start for pair %s, data starts at %s', From ab8f638e44864882c8be15f217f09a5afc9854e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 16 Aug 2019 10:34:52 +0200 Subject: [PATCH 0149/1495] Move id/time detection to get_historic_trades method --- freqtrade/exchange/exchange.py | 37 +++++++++++++++++++++------------- 1 file changed, 23 insertions(+), 14 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 5608d233c..945c06966 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -783,7 +783,8 @@ class Exchange: async def _async_get_trade_history_id(self, pair: str, since: Optional[int] = None, - until: Optional[int] = None) -> Tuple[str, List[Dict]]: + until: Optional[int] = None, + from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: """ Asyncronously gets trade history using fetch_trades use this when exchange doesn't use time-based pagination (e.g. Kraken) @@ -797,14 +798,15 @@ class Exchange: raise OperationalException(f"Wrong method called to get trades for {self.name}") trades: List[Dict] = [] - # Fetch first elements using timebased method to get an ID to paginate on - # Depending on the Exchange, this can introduce a drift at the start of the interval - # of up to an hour. - # Binance returns the "last 1000" candles within a 1h time interval - # - so we will miss the first candles. - t = await self._async_fetch_trades(pair, since=since) - from_id = t[-1]['id'] - trades.extend(t) + if not from_id: + # Fetch first elements using timebased method to get an ID to paginate on + # Depending on the Exchange, this can introduce a drift at the start of the interval + # of up to an hour. + # Binance returns the "last 1000" candles within a 1h time interval + # - so we will miss the first candles. + t = await self._async_fetch_trades(pair, since=since) + from_id = t[-1]['id'] + trades.extend(t) while True: t = await self._async_fetch_trades(pair, params={self._trades_pagination_arg: from_id}) @@ -844,8 +846,6 @@ class Exchange: # TODO: Maybe don't completey stop the bot ... ? raise OperationalException("This exchange does not suport downloading Trades.") try: - if self._trades_pagination != 'time': - return await self._async_get_trade_history_id(pair, since, until) trades: List[Dict] = [] while True: @@ -872,7 +872,8 @@ class Exchange: def get_historic_trades(self, pair: str, since: Optional[int] = None, - until: Optional[int] = None) -> List: + until: Optional[int] = None, + from_id: Optional[str] = None) -> List: """ Gets candle history using asyncio and returns the list of candles. Handles all async doing. @@ -880,10 +881,18 @@ class Exchange: :param pair: Pair to download :param ticker_interval: Interval to get :param since_ms: Timestamp in milliseconds to get history from + :param from_id: Download data starting with ID (if id is known) :returns List of tickers """ - return asyncio.get_event_loop().run_until_complete( - self._async_get_trade_history(pair=pair, since=since, until=until)) + + if self._trades_pagination == 'time': + return asyncio.get_event_loop().run_until_complete( + self._async_get_trade_history(pair=pair, since=since, until=until)) + elif self._trades_pagination == 'id': + # Use id-based trade-downloader + return asyncio.get_event_loop().run_until_complete( + self._async_get_trade_history_id(pair=pair, since=since, + until=until, from_id=from_id)) @retrier def cancel_order(self, order_id: str, pair: str) -> None: From 2c0bb71a6e4d81343fd525a18e8b73023589572e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 16 Aug 2019 10:51:04 +0200 Subject: [PATCH 0150/1495] Add download_trades_history() --- freqtrade/data/history.py | 47 +++++++++++++++++++++++++++++++--- freqtrade/exchange/exchange.py | 9 +++++-- 2 files changed, 51 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index cbae01152..46da37f3c 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -83,15 +83,15 @@ def store_tickerdata_file(datadir: Path, pair: str, def load_trades_file(datadir: Optional[Path], pair: str, - timerange: Optional[TimeRange] = None) -> Optional[list]: + timerange: Optional[TimeRange] = None) -> List[Dict]: """ Load a pair from file, either .json.gz or .json - :return: tickerlist or None if unsuccesful + :return: tickerlist or empty list if unsuccesful """ filename = pair_trades_filename(datadir, pair) tradesdata = misc.file_load_json(filename) if not tradesdata: - return None + return [] # TODO: trim trades based on timerange... ? return tradesdata @@ -329,6 +329,47 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes return pairs_not_available +def download_trades_history(datadir: Optional[Path], + exchange: Optional[Exchange], + pair: str, + ticker_interval: str = '5m', + timerange: Optional[TimeRange] = None) -> bool: + + if not exchange: + raise OperationalException( + "Exchange needs to be initialized to download data") + try: + + since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None + + trades = load_trades_file(datadir, pair) + + from_id = trades[-1]['id'] if trades else None + + logger.debug("Current Start: %s", trades[1]['datetime'] if trades else 'None') + logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None') + + exchange.get_historic_trades(pair=pair, + since=since if since else + int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000, + # until=xxx, + from_id=from_id, + ) + + store_trades_file(datadir, pair, trades) + + logger.debug("New Start: %s", trades[0]['datetime']) + logger.debug("New End: %s", trades[-1]['datetime']) + logger.info(f"New Amount of trades: {len(trades)}") + + except Exception as e: + logger.error( + f'Failed to download historic trades for pair: "{pair}". ' + f'Error: {e}' + ) + return False + + def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: """ Get the maximum timeframe for the given backtest data diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 945c06966..158dfee9e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -791,6 +791,7 @@ class Exchange: :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds + :param from_id: Download data starting with ID (if id is known). Ignores "since" if set. returns tuple: (pair, ticker_interval, ohlcv_list) """ try: @@ -880,14 +881,18 @@ class Exchange: Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call. :param pair: Pair to download :param ticker_interval: Interval to get - :param since_ms: Timestamp in milliseconds to get history from + :param since: Timestamp in milliseconds to get history from + :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined. :param from_id: Download data starting with ID (if id is known) :returns List of tickers """ - + if not until: + # Current milliseconds + until = ccxt.Exchange.milliseconds() if self._trades_pagination == 'time': return asyncio.get_event_loop().run_until_complete( self._async_get_trade_history(pair=pair, since=since, until=until)) + elif self._trades_pagination == 'id': # Use id-based trade-downloader return asyncio.get_event_loop().run_until_complete( From 57dee794d157ee12dbdbcf1bae0a033fa47bed6a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 25 Aug 2019 14:14:13 +0200 Subject: [PATCH 0151/1495] Fix end-reached for id-based trade-download --- freqtrade/exchange/exchange.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 158dfee9e..aed75df13 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -812,13 +812,15 @@ class Exchange: t = await self._async_fetch_trades(pair, params={self._trades_pagination_arg: from_id}) if len(t): - from_id = t[-1]['id'] - # TODO: eliminate duplicates (first trade = last from previous) trades.extend(t) - # Reached the end of the defined-download period - if until and t[-1]['timestamp'] > until: + if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): + print(f"from_id did not change.") print(f"Reached {t[-1]['timestamp']} > {until}") break + + # TODO: eliminate duplicates (first trade = last from previous) + # Reached the end of the defined-download period + from_id = t[-1]['id'] else: break From 6e952a0aa8fbdbe0c0abaf7ef0e18f5123db134e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 25 Aug 2019 14:14:31 +0200 Subject: [PATCH 0152/1495] Capture downloaded data --- freqtrade/data/history.py | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 46da37f3c..f2960e627 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -346,16 +346,17 @@ def download_trades_history(datadir: Optional[Path], from_id = trades[-1]['id'] if trades else None - logger.debug("Current Start: %s", trades[1]['datetime'] if trades else 'None') + logger.debug("Current Start: %s", trades[0]['datetime'] if trades else 'None') logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None') - exchange.get_historic_trades(pair=pair, - since=since if since else - int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000, - # until=xxx, - from_id=from_id, - ) - + new_trades = exchange.get_historic_trades(pair=pair, + since=since if since else + int(arrow.utcnow().shift( + days=-30).float_timestamp) * 1000, + # until=xxx, + from_id=from_id, + ) + trades.extend(new_trades[1]) store_trades_file(datadir, pair, trades) logger.debug("New Start: %s", trades[0]['datetime']) From 06024b0ab0692b0338207d596191cc16f51f43b4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 25 Aug 2019 14:30:02 +0200 Subject: [PATCH 0153/1495] Fix zipfile handling --- freqtrade/misc.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index c9fbda17e..b8e89b040 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -72,8 +72,10 @@ def json_load(datafile: IO): def file_load_json(file): - gzipfile = file.with_suffix(file.suffix + '.gz') - + if file.suffix != ".gz": + gzipfile = file.with_suffix(file.suffix + '.gz') + else: + gzipfile = file # Try gzip file first, otherwise regular json file. if gzipfile.is_file(): logger.debug('Loading ticker data from file %s', gzipfile) From 19f3669fbd32f74ca2f82b408ed44b9ae306dcbc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 25 Aug 2019 14:30:09 +0200 Subject: [PATCH 0154/1495] add docstring --- freqtrade/data/history.py | 17 ++++++++++------- 1 file changed, 10 insertions(+), 7 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index f2960e627..f5a1527f8 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -334,7 +334,10 @@ def download_trades_history(datadir: Optional[Path], pair: str, ticker_interval: str = '5m', timerange: Optional[TimeRange] = None) -> bool: - + """ + Download trade history from the exchange. + Appends to previously downloaded trades data. + """ if not exchange: raise OperationalException( "Exchange needs to be initialized to download data") @@ -350,12 +353,12 @@ def download_trades_history(datadir: Optional[Path], logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None') new_trades = exchange.get_historic_trades(pair=pair, - since=since if since else - int(arrow.utcnow().shift( - days=-30).float_timestamp) * 1000, - # until=xxx, - from_id=from_id, - ) + since=since if since else + int(arrow.utcnow().shift( + days=-30).float_timestamp) * 1000, + # until=xxx, + from_id=from_id, + ) trades.extend(new_trades[1]) store_trades_file(datadir, pair, trades) From 1d8fc9705328a84ccfe30a14c0c478abcab342c8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 27 Aug 2019 07:12:04 +0200 Subject: [PATCH 0155/1495] Fix duplicate trade error, rename some methods --- freqtrade/exchange/exchange.py | 24 +++++++++++++++--------- 1 file changed, 15 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index aed75df13..50fdd33fc 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -797,6 +797,10 @@ class Exchange: try: if self._trades_pagination == 'time': raise OperationalException(f"Wrong method called to get trades for {self.name}") + i if not self.exchange_has("fetchTrades"): + # TODO: Maybe don't completey stop the bot ... ? + raise OperationalException("This exchange does not suport downloading Trades.") + trades: List[Dict] = [] if not from_id: @@ -807,18 +811,18 @@ class Exchange: # - so we will miss the first candles. t = await self._async_fetch_trades(pair, since=since) from_id = t[-1]['id'] - trades.extend(t) + trades.extend(t[:-1]) while True: t = await self._async_fetch_trades(pair, params={self._trades_pagination_arg: from_id}) if len(t): - trades.extend(t) + # Skip last id since its the key for the next call + trades.extend(t[:-1]) if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): - print(f"from_id did not change.") - print(f"Reached {t[-1]['timestamp']} > {until}") + logger.debug(f"Stopping because from_id did not change. " + f"Reached {t[-1]['timestamp']} > {until}") break - # TODO: eliminate duplicates (first trade = last from previous) # Reached the end of the defined-download period from_id = t[-1]['id'] else: @@ -835,9 +839,9 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e - async def _async_get_trade_history(self, pair: str, - since: Optional[int] = None, - until: Optional[int] = None) -> Tuple[str, List]: + async def _async_get_trade_history_time(self, pair: str, + since: Optional[int] = None, + until: Optional[int] = None) -> Tuple[str, List]: """ Asyncronously gets trade history using fetch_trades. :param pair: Pair to fetch trade data for @@ -845,6 +849,8 @@ class Exchange: :param until: Until as integer timestamp in milliseconds returns tuple: (pair, ticker_interval, ohlcv_list) """ + if self._trades_pagination != 'time': + raise OperationalException(f"Wrong method called to get trades for {self.name}") if not self.exchange_has("fetchTrades"): # TODO: Maybe don't completey stop the bot ... ? raise OperationalException("This exchange does not suport downloading Trades.") @@ -893,7 +899,7 @@ class Exchange: until = ccxt.Exchange.milliseconds() if self._trades_pagination == 'time': return asyncio.get_event_loop().run_until_complete( - self._async_get_trade_history(pair=pair, since=since, until=until)) + self._async_get_trade_history_time(pair=pair, since=since, until=until)) elif self._trades_pagination == 'id': # Use id-based trade-downloader From 1f79ca953975a3f54499ef697c80f0e260e1a5c5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 27 Aug 2019 07:13:32 +0200 Subject: [PATCH 0156/1495] Remove duplicate check --- freqtrade/exchange/exchange.py | 9 ++------- 1 file changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 50fdd33fc..4c384e0bd 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -797,9 +797,6 @@ class Exchange: try: if self._trades_pagination == 'time': raise OperationalException(f"Wrong method called to get trades for {self.name}") - i if not self.exchange_has("fetchTrades"): - # TODO: Maybe don't completey stop the bot ... ? - raise OperationalException("This exchange does not suport downloading Trades.") trades: List[Dict] = [] @@ -843,7 +840,8 @@ class Exchange: since: Optional[int] = None, until: Optional[int] = None) -> Tuple[str, List]: """ - Asyncronously gets trade history using fetch_trades. + Asyncronously gets trade history using fetch_trades, + when the exchange uses time-based iteration :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds @@ -851,9 +849,6 @@ class Exchange: """ if self._trades_pagination != 'time': raise OperationalException(f"Wrong method called to get trades for {self.name}") - if not self.exchange_has("fetchTrades"): - # TODO: Maybe don't completey stop the bot ... ? - raise OperationalException("This exchange does not suport downloading Trades.") try: trades: List[Dict] = [] From 8069cd66898653b9d9ab98ae44679c19df3fa1b6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 27 Aug 2019 07:13:50 +0200 Subject: [PATCH 0157/1495] add refresh_trades_ method --- freqtrade/data/history.py | 30 +++++++++++++++++++++++++++++- 1 file changed, 29 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index f5a1527f8..2056ef1c5 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -332,7 +332,6 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes def download_trades_history(datadir: Optional[Path], exchange: Optional[Exchange], pair: str, - ticker_interval: str = '5m', timerange: Optional[TimeRange] = None) -> bool: """ Download trade history from the exchange. @@ -374,6 +373,35 @@ def download_trades_history(datadir: Optional[Path], return False +def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframes: List[str], + dl_path: Path, timerange: TimeRange, + erase=False) -> List[str]: + """ + Refresh stored trades data . + Used by freqtrade download-data + :return: Pairs not available + """ + pairs_not_available = [] + for pair in pairs: + if pair not in exchange.markets: + pairs_not_available.append(pair) + logger.info(f"Skipping pair {pair}...") + continue + # for ticker_interval in timeframes: + + dl_file = pair_trades_filename(dl_path, pair) + if erase and dl_file.exists(): + logger.info( + f'Deleting existing data for pair {pair}.') + dl_file.unlink() + + logger.info(f'Downloading trades for pair {pair}.') + download_trades_history(datadir=dl_path, exchange=exchange, + pair=pair, + timerange=timerange) + return pairs_not_available + + def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: """ Get the maximum timeframe for the given backtest data From c1c49183b5dcfc4566f507701d3804d7e87b6221 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 27 Aug 2019 07:14:37 +0200 Subject: [PATCH 0158/1495] Call new method based on condition --- freqtrade/utils.py | 15 +++++++++++---- 1 file changed, 11 insertions(+), 4 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index b3ff43aca..c7950e5a4 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -8,7 +8,8 @@ import arrow from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir -from freqtrade.data.history import refresh_backtest_ohlcv_data +from freqtrade.data.history import (refresh_backtest_ohlcv_data, + refresh_backtest_trades_data) from freqtrade.exchange import available_exchanges, ccxt_exchanges from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -88,9 +89,15 @@ def start_download_data(args: Dict[str, Any]) -> None: # Init exchange exchange = ExchangeResolver(config['exchange']['name'], config).exchange - pairs_not_available = refresh_backtest_ohlcv_data( - exchange, pairs=config["pairs"], timeframes=config["timeframes"], - dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) + # TODO Add correct switch here! + if 1 == 2: + pairs_not_available = refresh_backtest_ohlcv_data( + exchange, pairs=config["pairs"], timeframes=config["timeframes"], + dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) + else: + pairs_not_available = refresh_backtest_trades_data( + exchange, pairs=config["pairs"], timeframes=config["timeframes"], + dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) except KeyboardInterrupt: sys.exit("SIGINT received, aborting ...") From 9584629f50b791e21674c2164d34c3f71e896ca4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 11:36:32 +0200 Subject: [PATCH 0159/1495] Rename argument from dl_path to datadir --- freqtrade/data/history.py | 6 +++--- freqtrade/exchange/exchange.py | 3 +-- freqtrade/utils.py | 2 +- 3 files changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 2056ef1c5..60db309d1 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -374,7 +374,7 @@ def download_trades_history(datadir: Optional[Path], def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframes: List[str], - dl_path: Path, timerange: TimeRange, + datadir: Path, timerange: TimeRange, erase=False) -> List[str]: """ Refresh stored trades data . @@ -389,14 +389,14 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframe continue # for ticker_interval in timeframes: - dl_file = pair_trades_filename(dl_path, pair) + dl_file = pair_trades_filename(datadir, pair) if erase and dl_file.exists(): logger.info( f'Deleting existing data for pair {pair}.') dl_file.unlink() logger.info(f'Downloading trades for pair {pair}.') - download_trades_history(datadir=dl_path, exchange=exchange, + download_trades_history(datadir=datadir, exchange=exchange, pair=pair, timerange=timerange) return pairs_not_available diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 4c384e0bd..869037328 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -997,8 +997,7 @@ class Exchange: raise OperationalException(e) from e def build_ohlcv(self, trades: List[Dict], timeframe: str, since: int = None, - limit: int = None) -> str: - # TODO: fix return value + limit: int = None) -> List: """ Build ohlcv data from trade list. trade-list has to be in the ccxt format, which is a list of dicts containing at least: diff --git a/freqtrade/utils.py b/freqtrade/utils.py index c7950e5a4..8d0d8eb03 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -97,7 +97,7 @@ def start_download_data(args: Dict[str, Any]) -> None: else: pairs_not_available = refresh_backtest_trades_data( exchange, pairs=config["pairs"], timeframes=config["timeframes"], - dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) + datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) except KeyboardInterrupt: sys.exit("SIGINT received, aborting ...") From 476adf872a7a802169986237fef9a815bce33039 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 11:43:14 +0200 Subject: [PATCH 0160/1495] Add conversion from trades to ohlcv at different intervals --- freqtrade/data/history.py | 27 +++++++++++++++++++++------ freqtrade/utils.py | 8 +++++++- 2 files changed, 28 insertions(+), 7 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 60db309d1..606d7b801 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -86,7 +86,7 @@ def load_trades_file(datadir: Optional[Path], pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: """ Load a pair from file, either .json.gz or .json - :return: tickerlist or empty list if unsuccesful + :return: tradelist or empty list if unsuccesful """ filename = pair_trades_filename(datadir, pair) tradesdata = misc.file_load_json(filename) @@ -373,11 +373,10 @@ def download_trades_history(datadir: Optional[Path], return False -def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframes: List[str], - datadir: Path, timerange: TimeRange, - erase=False) -> List[str]: +def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path, + timerange: TimeRange, erase=False) -> List[str]: """ - Refresh stored trades data . + Refresh stored trades data. Used by freqtrade download-data :return: Pairs not available """ @@ -387,7 +386,6 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframe pairs_not_available.append(pair) logger.info(f"Skipping pair {pair}...") continue - # for ticker_interval in timeframes: dl_file = pair_trades_filename(datadir, pair) if erase and dl_file.exists(): @@ -402,6 +400,23 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], timeframe return pairs_not_available +def convert_trades_to_ohlcv(exchange: Exchange, pairs: List[str], timeframes: List[str], + datadir: Path, timerange: TimeRange, erase=False) -> None: + """ + Convert stored trades data to ohlcv data + """ + for pair in pairs: + trades = load_trades_file(datadir, pair) + for timeframe in timeframes: + ohlcv_file = pair_data_filename(datadir, pair, timeframe) + if erase and ohlcv_file.exists(): + logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.') + ohlcv_file.unlink() + ohlcv = exchange.build_ohlcv(trades, timeframe) + # Store ohlcv + store_tickerdata_file(datadir, pair, timeframe, data=ohlcv) + + def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: """ Get the maximum timeframe for the given backtest data diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 8d0d8eb03..adcb3f6e0 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -8,7 +8,8 @@ import arrow from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir -from freqtrade.data.history import (refresh_backtest_ohlcv_data, +from freqtrade.data.history import (convert_trades_to_ohlcv, + refresh_backtest_ohlcv_data, refresh_backtest_trades_data) from freqtrade.exchange import available_exchanges, ccxt_exchanges from freqtrade.resolvers import ExchangeResolver @@ -96,6 +97,11 @@ def start_download_data(args: Dict[str, Any]) -> None: dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) else: pairs_not_available = refresh_backtest_trades_data( + exchange, pairs=config["pairs"], datadir=Path(config['datadir']), + timerange=timerange, erase=config.get("erase")) + + # Convert downloaded trade data to different timeframes + convert_trades_to_ohlcv( exchange, pairs=config["pairs"], timeframes=config["timeframes"], datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) From 0d592f6c5552896c7b21cc6924e0617eb89445ed Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 12:56:10 +0200 Subject: [PATCH 0161/1495] Refactor trade downloading to handle exceptions only once --- freqtrade/data/history.py | 1 + freqtrade/exchange/exchange.py | 133 ++++++++++++++++----------------- 2 files changed, 67 insertions(+), 67 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 606d7b801..0049f0db5 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -364,6 +364,7 @@ def download_trades_history(datadir: Optional[Path], logger.debug("New Start: %s", trades[0]['datetime']) logger.debug("New End: %s", trades[-1]['datetime']) logger.info(f"New Amount of trades: {len(trades)}") + return True except Exception as e: logger.error( diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 869037328..f48fa0a71 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -751,13 +751,11 @@ class Exchange: params: Optional[dict] = None) -> List[Dict]: """ Asyncronously gets trade history using fetch_trades. + Handles exchange errors, does one call to the exchange. :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds returns tuple: (pair, ticker_interval, ohlcv_list) """ - if not self.exchange_has("fetchTrades"): - # TODO: Maybe don't stop the bot ... ? - raise OperationalException("This exchange does not suport downloading Trades.") try: # fetch trades asynchronously if params: @@ -787,58 +785,47 @@ class Exchange: from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: """ Asyncronously gets trade history using fetch_trades - use this when exchange doesn't use time-based pagination (e.g. Kraken) + use this when exchange uses id-based iteration :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds :param from_id: Download data starting with ID (if id is known). Ignores "since" if set. returns tuple: (pair, ticker_interval, ohlcv_list) """ - try: - if self._trades_pagination == 'time': - raise OperationalException(f"Wrong method called to get trades for {self.name}") + if self._trades_pagination == 'time': + raise OperationalException(f"Wrong method called to get trades for {self.name}") - trades: List[Dict] = [] + trades: List[Dict] = [] - if not from_id: - # Fetch first elements using timebased method to get an ID to paginate on - # Depending on the Exchange, this can introduce a drift at the start of the interval - # of up to an hour. - # Binance returns the "last 1000" candles within a 1h time interval - # - so we will miss the first candles. - t = await self._async_fetch_trades(pair, since=since) - from_id = t[-1]['id'] + if not from_id: + # Fetch first elements using timebased method to get an ID to paginate on + # Depending on the Exchange, this can introduce a drift at the start of the interval + # of up to an hour. + # Binance returns the "last 1000" candles within a 1h time interval + # - so we will miss the first candles. + t = await self._async_fetch_trades(pair, since=since) + from_id = t[-1]['id'] + trades.extend(t[:-1]) + while True: + t = await self._async_fetch_trades(pair, + params={self._trades_pagination_arg: from_id}) + if len(t): + # Skip last id since its the key for the next call trades.extend(t[:-1]) - while True: - t = await self._async_fetch_trades(pair, - params={self._trades_pagination_arg: from_id}) - if len(t): - # Skip last id since its the key for the next call - trades.extend(t[:-1]) - if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): - logger.debug(f"Stopping because from_id did not change. " - f"Reached {t[-1]['timestamp']} > {until}") - break - - # Reached the end of the defined-download period - from_id = t[-1]['id'] - else: + if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): + logger.debug(f"Stopping because from_id did not change. " + f"Reached {t[-1]['timestamp']} > {until}") break - return (pair, trades) - except ccxt.NotSupported as e: - raise OperationalException( - f'Exchange {self._api.name} does not support fetching historical trade data.' - f'Message: {e}') from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' - f'Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e + # Reached the end of the defined-download period + from_id = t[-1]['id'] + else: + break - async def _async_get_trade_history_time(self, pair: str, - since: Optional[int] = None, - until: Optional[int] = None) -> Tuple[str, List]: + return (pair, trades) + + async def _async_get_trade_history_time(self, pair: str, until: int, + since: Optional[int] = None) -> Tuple[str, List]: """ Asyncronously gets trade history using fetch_trades, when the exchange uses time-based iteration @@ -849,21 +836,41 @@ class Exchange: """ if self._trades_pagination != 'time': raise OperationalException(f"Wrong method called to get trades for {self.name}") - try: - trades: List[Dict] = [] - while True: - t = await self._async_fetch_trades(pair, since=since) - if len(t): - since = t[-1]['timestamp'] - trades.extend(t) - # Reached the end of the defined-download period - if until and t[-1]['timestamp'] > until: - break - else: + trades: List[Dict] = [] + while True: + t = await self._async_fetch_trades(pair, since=since) + if len(t): + since = t[-1]['timestamp'] + trades.extend(t) + # Reached the end of the defined-download period + if until and t[-1]['timestamp'] > until: break + else: + break + + return (pair, trades) + + async def _async_get_trade_history(self, pair: str, + since: Optional[int] = None, + until: Optional[int] = None, + from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: + """ + Async wrapper handling downloading trades using either time or id based methods. + """ + if not self.exchange_has("fetchTrades"): + # TODO: Maybe don't stop the bot ... ? + raise OperationalException("This exchange does not suport downloading Trades.") + try: + if not until: + # Current milliseconds + until = ccxt.Exchange.milliseconds() + if self._trades_pagination == 'time': + return await self._async_get_trade_history_time(pair=pair, since=since, until=until) + elif self._trades_pagination == 'id': + return await self._async_get_trade_history_id(pair=pair, since=since, + until=until, from_id=from_id) - return (pair, trades) except ccxt.NotSupported as e: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical trade data.' @@ -877,7 +884,7 @@ class Exchange: def get_historic_trades(self, pair: str, since: Optional[int] = None, until: Optional[int] = None, - from_id: Optional[str] = None) -> List: + from_id: Optional[str] = None) -> Tuple[str, List]: """ Gets candle history using asyncio and returns the list of candles. Handles all async doing. @@ -889,18 +896,10 @@ class Exchange: :param from_id: Download data starting with ID (if id is known) :returns List of tickers """ - if not until: - # Current milliseconds - until = ccxt.Exchange.milliseconds() - if self._trades_pagination == 'time': - return asyncio.get_event_loop().run_until_complete( - self._async_get_trade_history_time(pair=pair, since=since, until=until)) - elif self._trades_pagination == 'id': - # Use id-based trade-downloader - return asyncio.get_event_loop().run_until_complete( - self._async_get_trade_history_id(pair=pair, since=since, - until=until, from_id=from_id)) + return asyncio.get_event_loop().run_until_complete( + self._async_get_trade_history(pair=pair, since=since, + until=until, from_id=from_id)) @retrier def cancel_order(self, order_id: str, pair: str) -> None: From 05e473642b5d645fc38cc9f1b5ad8ea9fd74304a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 13:01:44 +0200 Subject: [PATCH 0162/1495] Small adjustments to get_trade_history --- freqtrade/exchange/exchange.py | 24 +++++++++++++++--------- 1 file changed, 15 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f48fa0a71..39200c8f7 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -780,8 +780,8 @@ class Exchange: raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e async def _async_get_trade_history_id(self, pair: str, + until: int, since: Optional[int] = None, - until: Optional[int] = None, from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: """ Asyncronously gets trade history using fetch_trades @@ -812,12 +812,12 @@ class Exchange: if len(t): # Skip last id since its the key for the next call trades.extend(t[:-1]) - if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): + if from_id == t[-1]['id'] or t[-1]['timestamp'] > until: logger.debug(f"Stopping because from_id did not change. " f"Reached {t[-1]['timestamp']} > {until}") + # Reached the end of the defined-download period break - # Reached the end of the defined-download period from_id = t[-1]['id'] else: break @@ -845,6 +845,8 @@ class Exchange: trades.extend(t) # Reached the end of the defined-download period if until and t[-1]['timestamp'] > until: + logger.debug( + f"Stopping because until was reached. {t[-1]['timestamp']} > {until}") break else: break @@ -862,14 +864,18 @@ class Exchange: # TODO: Maybe don't stop the bot ... ? raise OperationalException("This exchange does not suport downloading Trades.") try: - if not until: - # Current milliseconds - until = ccxt.Exchange.milliseconds() if self._trades_pagination == 'time': - return await self._async_get_trade_history_time(pair=pair, since=since, until=until) + return await self._async_get_trade_history_time( + pair=pair, since=since, + until=until or ccxt.Exchange.milliseconds()) elif self._trades_pagination == 'id': - return await self._async_get_trade_history_id(pair=pair, since=since, - until=until, from_id=from_id) + return await self._async_get_trade_history_id( + pair=pair, since=since, + until=until or ccxt.Exchange.milliseconds(), from_id=from_id + ) + else: + raise OperationalException(f"Exchange {self.name} does use neither time, " + f"nor id based pagination") except ccxt.NotSupported as e: raise OperationalException( From 16d6914b1535115cdbc817f0a7fb921018235196 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 13:13:41 +0200 Subject: [PATCH 0163/1495] Add test to cover missing line --- freqtrade/exchange/exchange.py | 4 ++-- tests/exchange/test_exchange.py | 7 +++++++ 2 files changed, 9 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 39200c8f7..4c09b4e46 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -801,8 +801,8 @@ class Exchange: # Fetch first elements using timebased method to get an ID to paginate on # Depending on the Exchange, this can introduce a drift at the start of the interval # of up to an hour. - # Binance returns the "last 1000" candles within a 1h time interval - # - so we will miss the first candles. + # e.g. Binance returns the "last 1000" candles within a 1h time interval + # - so we will miss the first trades. t = await self._async_fetch_trades(pair, since=since) from_id = t[-1]['id'] trades.extend(t[:-1]) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 9e6356b18..018cab3b8 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1136,6 +1136,13 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ await exchange._async_get_candle_history(pair, "5m", (arrow.utcnow().timestamp - 2000) * 1000) + with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' + r'historical candlestick data\..*'): + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + await exchange._async_get_candle_history(pair, "5m", + (arrow.utcnow().timestamp - 2000) * 1000) + @pytest.mark.asyncio async def test__async_get_candle_history_empty(default_conf, mocker, caplog): From 939a87ed2e652581c98aa3af9038b225884b76f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 29 Aug 2019 16:33:56 +0200 Subject: [PATCH 0164/1495] Add test for fetch_trades --- tests/conftest.py | 64 +++++++++++++++++++++++++++++++++ tests/exchange/test_exchange.py | 48 +++++++++++++++++++++++++ 2 files changed, 112 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index 6a0a74b5b..cd0c29efc 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -928,6 +928,70 @@ def trades_for_order(): 'fee': {'cost': 0.008, 'currency': 'LTC'}}] +@pytest.fixture(scope="function") +def trades_history(): + return [{'info': {'a': 126181329, + 'p': '0.01962700', + 'q': '0.04000000', + 'f': 138604155, + 'l': 138604155, + 'T': 1565798399463, + 'm': False, + 'M': True}, + 'timestamp': 1565798399463, + 'datetime': '2019-08-14T15:59:59.463Z', + 'symbol': 'ETH/BTC', + 'id': '126181329', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'buy', + 'price': 0.019627, + 'amount': 0.04, + 'cost': 0.00078508, + 'fee': None}, + {'info': {'a': 126181330, + 'p': '0.01962700', + 'q': '0.24400000', + 'f': 138604156, + 'l': 138604156, + 'T': 1565798399629, + 'm': False, + 'M': True}, + 'timestamp': 1565798399629, + 'datetime': '2019-08-14T15:59:59.629Z', + 'symbol': 'ETH/BTC', + 'id': '126181330', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'buy', + 'price': 0.019627, + 'amount': 0.244, + 'cost': 0.004788987999999999, + 'fee': None}, + {'info': {'a': 126181331, + 'p': '0.01962600', + 'q': '0.01100000', + 'f': 138604157, + 'l': 138604157, + 'T': 1565798399752, + 'm': True, + 'M': True}, + 'timestamp': 1565798399752, + 'datetime': '2019-08-14T15:59:59.752Z', + 'symbol': 'ETH/BTC', + 'id': '126181331', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'sell', + 'price': 0.019626, + 'amount': 0.011, + 'cost': 0.00021588599999999999, + 'fee': None}] + + @pytest.fixture(scope="function") def trades_for_order2(): return [{'info': {'id': 34567, diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 018cab3b8..a621a5d52 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1314,6 +1314,54 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na assert ticks[9][5] == 2.31452783 +@pytest.mark.asyncio +@pytest.mark.parametrize("exchange_name", EXCHANGES) +async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, + trades_history): + + caplog.set_level(logging.DEBUG) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + # Monkey-patch async function + exchange._api_async.fetch_trades = get_mock_coro(trades_history) + + pair = 'ETH/BTC' + res = await exchange._async_fetch_trades(pair, since=None, params=None) + assert type(res) is list + assert isinstance(res[0], dict) + assert isinstance(res[1], dict) + + assert exchange._api_async.fetch_trades.call_count == 1 + assert exchange._api_async.fetch_trades.call_args[0][0] == pair + assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000 + + assert log_has_re(f"Fetching trades for pair {pair}, since .*", caplog) + caplog.clear() + exchange._api_async.fetch_trades.reset_mock() + res = await exchange._async_fetch_trades(pair, since=None, params={'from': '123'}) + assert exchange._api_async.fetch_trades.call_count == 1 + assert exchange._api_async.fetch_trades.call_args[0][0] == pair + assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000 + assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'} + assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog) + + exchange = Exchange(default_conf) + await async_ccxt_exception(mocker, default_conf, MagicMock(), + "_async_fetch_trades", "fetch_trades", + pair='ABCD/BTC', since=None) + + api_mock = MagicMock() + with pytest.raises(OperationalException, match=r'Could not fetch trade data*'): + api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) + + with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' + r'historical trade data\..*'): + api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) + + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True From 57bcff19640f54ccc770733aa4ef5fa677d6f6ee Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 30 Aug 2019 06:51:21 +0200 Subject: [PATCH 0165/1495] Test get_historic_trades --- tests/exchange/test_exchange.py | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index a621a5d52..081a36e19 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1362,6 +1362,30 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history): + mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + + pair = 'ETH/BTC' + + exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history)) + exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history)) + # one_call calculation * 1.8 should do 2 calls + since = 5 * 60 * 500 * 1.8 + print(f"since = {since}") + ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], + until=trades_history[-1]["timestamp"]) + + # Depending on the exchange, one or the other method should be called + assert sum([exchange._async_get_trade_history_id.call_count, + exchange._async_get_trade_history_time.call_count]) == 1 + + assert len(ret) == 2 + assert ret[0] == pair + assert len(ret[1]) == 3 + + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True From b6ac898f8f3c6e3eee4142da45313c629ab49059 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 10:45:16 +0200 Subject: [PATCH 0166/1495] Add test for exception handler --- tests/exchange/test_exchange.py | 17 ++++++++++++++--- 1 file changed, 14 insertions(+), 3 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 081a36e19..707a815d1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1371,9 +1371,6 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history)) exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history)) - # one_call calculation * 1.8 should do 2 calls - since = 5 * 60 * 500 * 1.8 - print(f"since = {since}") ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]) @@ -1386,6 +1383,20 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades assert len(ret[1]) == 3 +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange_name, + trades_history): + mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=False) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + + pair = 'ETH/BTC' + + with pytest.raises(OperationalException, + match="This exchange does not suport downloading Trades."): + exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], + until=trades_history[-1]["timestamp"]) + + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True From fa8c61382b47ffb7531d671ec148057d82fa2a8f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 10:52:53 +0200 Subject: [PATCH 0167/1495] Remove unneeded exception handlers --- freqtrade/exchange/exchange.py | 34 ++++++++++++---------------------- 1 file changed, 12 insertions(+), 22 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 4c09b4e46..27bde9a7d 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -863,29 +863,19 @@ class Exchange: if not self.exchange_has("fetchTrades"): # TODO: Maybe don't stop the bot ... ? raise OperationalException("This exchange does not suport downloading Trades.") - try: - if self._trades_pagination == 'time': - return await self._async_get_trade_history_time( - pair=pair, since=since, - until=until or ccxt.Exchange.milliseconds()) - elif self._trades_pagination == 'id': - return await self._async_get_trade_history_id( - pair=pair, since=since, - until=until or ccxt.Exchange.milliseconds(), from_id=from_id - ) - else: - raise OperationalException(f"Exchange {self.name} does use neither time, " - f"nor id based pagination") - except ccxt.NotSupported as e: - raise OperationalException( - f'Exchange {self._api.name} does not support fetching historical trade data.' - f'Message: {e}') from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' - f'Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e + if self._trades_pagination == 'time': + return await self._async_get_trade_history_time( + pair=pair, since=since, + until=until or ccxt.Exchange.milliseconds()) + elif self._trades_pagination == 'id': + return await self._async_get_trade_history_id( + pair=pair, since=since, + until=until or ccxt.Exchange.milliseconds(), from_id=from_id + ) + else: + raise OperationalException(f"Exchange {self.name} does use neither time, " + f"nor id based pagination") def get_historic_trades(self, pair: str, since: Optional[int] = None, From 640d58eb1350c0e7b63cecb3d54341f48e4cea6c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 10:56:43 +0200 Subject: [PATCH 0168/1495] Remove unneeded checks --- freqtrade/exchange/exchange.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 27bde9a7d..6b30af43f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -785,15 +785,13 @@ class Exchange: from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: """ Asyncronously gets trade history using fetch_trades - use this when exchange uses id-based iteration + use this when exchange uses id-based iteration (check `self._trades_pagination`) :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds :param from_id: Download data starting with ID (if id is known). Ignores "since" if set. returns tuple: (pair, ticker_interval, ohlcv_list) """ - if self._trades_pagination == 'time': - raise OperationalException(f"Wrong method called to get trades for {self.name}") trades: List[Dict] = [] @@ -828,14 +826,12 @@ class Exchange: since: Optional[int] = None) -> Tuple[str, List]: """ Asyncronously gets trade history using fetch_trades, - when the exchange uses time-based iteration + when the exchange uses time-based iteration (check `self._trades_pagination`) :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds returns tuple: (pair, ticker_interval, ohlcv_list) """ - if self._trades_pagination != 'time': - raise OperationalException(f"Wrong method called to get trades for {self.name}") trades: List[Dict] = [] while True: From 4fdec9d6e587bb5afdefd5adea397ebbf3062f23 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 11:17:02 +0200 Subject: [PATCH 0169/1495] Test id-based pagination --- tests/exchange/test_exchange.py | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 707a815d1..859d814bc 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1362,6 +1362,31 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) +@pytest.mark.asyncio +@pytest.mark.parametrize("exchange_name", EXCHANGES) +async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchange_name, + trades_history): + + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + # Monkey-patch async function + exchange._async_fetch_trades = get_mock_coro(trades_history) + pair = 'ETH/BTC' + ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"], + until=None) + assert type(ret) is tuple + assert ret[0] == pair + assert type(ret[1]) is list + assert exchange._async_fetch_trades.call_count == 2 + # first call (using since, not fromId) + assert exchange._async_fetch_trades.call_args_list[0][0][0] == pair + assert exchange._async_fetch_trades.call_args_list[0][1]['since'] == trades_history[0]["timestamp"] + + # 2nd call + assert exchange._async_fetch_trades.call_args_list[1][0][0] == pair + assert 'params' in exchange._async_fetch_trades.call_args_list[1][1] + assert exchange._ft_has['trades_pagination_arg'] in exchange._async_fetch_trades.call_args_list[1][1]['params'] + + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history): mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) From 9f8a2acf4604cab29df1c532b251f4b51e61ef9d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 20:16:02 +0200 Subject: [PATCH 0170/1495] Extend test-cases to 5 trades --- tests/conftest.py | 40 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 40 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index cd0c29efc..36005b961 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -989,6 +989,46 @@ def trades_history(): 'price': 0.019626, 'amount': 0.011, 'cost': 0.00021588599999999999, + 'fee': None}, + {'info': {'a': 126181332, + 'p': '0.01962600', + 'q': '0.01100000', + 'f': 138604158, + 'l': 138604158, + 'T': 1565798399862, + 'm': True, + 'M': True}, + 'timestamp': 1565798399862, + 'datetime': '2019-08-14T15:59:59.862Z', + 'symbol': 'ETH/BTC', + 'id': '126181332', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'sell', + 'price': 0.019626, + 'amount': 0.011, + 'cost': 0.00021588599999999999, + 'fee': None}, + {'info': {'a': 126181333, + 'p': '0.01952600', + 'q': '0.01200000', + 'f': 138604158, + 'l': 138604158, + 'T': 1565798399872, + 'm': True, + 'M': True}, + 'timestamp': 1565798399872, + 'datetime': '2019-08-14T15:59:59.872Z', + 'symbol': 'ETH/BTC', + 'id': '126181333', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'sell', + 'price': 0.019626, + 'amount': 0.011, + 'cost': 0.00021588599999999999, 'fee': None}] From 762ae3a598d558df8e9775c8bc9fc0ee1043dbef Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 28 Sep 2019 13:35:25 +0200 Subject: [PATCH 0171/1495] Extend tests --- freqtrade/exchange/exchange.py | 3 +- tests/exchange/test_exchange.py | 100 +++++++++++++++++++++++++++++--- 2 files changed, 93 insertions(+), 10 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 6b30af43f..fed903a4a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -813,7 +813,8 @@ class Exchange: if from_id == t[-1]['id'] or t[-1]['timestamp'] > until: logger.debug(f"Stopping because from_id did not change. " f"Reached {t[-1]['timestamp']} > {until}") - # Reached the end of the defined-download period + # Reached the end of the defined-download period - add last trade as well. + trades.extend(t[-1:]) break from_id = t[-1]['id'] diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 859d814bc..e0f49e5fa 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1368,23 +1368,105 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang trades_history): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + pagination_arg = exchange._trades_pagination_arg + + async def mock_get_trade_hist(pair, *args, **kwargs): + if 'since' in kwargs: + # Return first 3 + return trades_history[:-2] + elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']: + # Return 2 + return trades_history[-3:-1] + else: + # Return last 2 + return trades_history[-2:] # Monkey-patch async function - exchange._async_fetch_trades = get_mock_coro(trades_history) + exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) + pair = 'ETH/BTC' ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"], - until=None) + until=trades_history[-1]["timestamp"]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list - assert exchange._async_fetch_trades.call_count == 2 + assert len(ret[1]) == len(trades_history) + assert exchange._async_fetch_trades.call_count == 3 + fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) - assert exchange._async_fetch_trades.call_args_list[0][0][0] == pair - assert exchange._async_fetch_trades.call_args_list[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][0][0] == pair + assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] # 2nd call - assert exchange._async_fetch_trades.call_args_list[1][0][0] == pair - assert 'params' in exchange._async_fetch_trades.call_args_list[1][1] - assert exchange._ft_has['trades_pagination_arg'] in exchange._async_fetch_trades.call_args_list[1][1]['params'] + assert fetch_trades_cal[1][0][0] == pair + assert 'params' in fetch_trades_cal[1][1] + assert exchange._ft_has['trades_pagination_arg'] in fetch_trades_cal[1][1]['params'] + + +@pytest.mark.asyncio +@pytest.mark.parametrize("exchange_name", EXCHANGES) +async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name, + trades_history): + + caplog.set_level(logging.DEBUG) + + async def mock_get_trade_hist(pair, *args, **kwargs): + if kwargs['since'] == trades_history[0]["timestamp"]: + return trades_history[:-1] + else: + return trades_history[-1:] + + caplog.set_level(logging.DEBUG) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + # Monkey-patch async function + exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) + pair = 'ETH/BTC' + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], + until=trades_history[-1]["timestamp"]-1) + assert type(ret) is tuple + assert ret[0] == pair + assert type(ret[1]) is list + assert len(ret[1]) == len(trades_history) + assert exchange._async_fetch_trades.call_count == 2 + fetch_trades_cal = exchange._async_fetch_trades.call_args_list + # first call (using since, not fromId) + assert fetch_trades_cal[0][0][0] == pair + assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + + # 2nd call + assert fetch_trades_cal[1][0][0] == pair + assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert log_has_re(r"Stopping because until was reached.*", caplog) + + +@pytest.mark.asyncio +@pytest.mark.parametrize("exchange_name", EXCHANGES) +async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, exchange_name, + trades_history): + + caplog.set_level(logging.DEBUG) + + async def mock_get_trade_hist(pair, *args, **kwargs): + if kwargs['since'] == trades_history[0]["timestamp"]: + return trades_history[:-1] + else: + return [] + + caplog.set_level(logging.DEBUG) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + # Monkey-patch async function + exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) + pair = 'ETH/BTC' + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], + until=trades_history[-1]["timestamp"]-1) + assert type(ret) is tuple + assert ret[0] == pair + assert type(ret[1]) is list + assert len(ret[1]) == len(trades_history) - 1 + assert exchange._async_fetch_trades.call_count == 2 + fetch_trades_cal = exchange._async_fetch_trades.call_args_list + # first call (using since, not fromId) + assert fetch_trades_cal[0][0][0] == pair + assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] @pytest.mark.parametrize("exchange_name", EXCHANGES) @@ -1405,7 +1487,7 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades assert len(ret) == 2 assert ret[0] == pair - assert len(ret[1]) == 3 + assert len(ret[1]) == len(trades_history) @pytest.mark.parametrize("exchange_name", EXCHANGES) From 37925e7f6cb8f1ceeccdfe23d286f9c1cbde1931 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 20:31:01 +0200 Subject: [PATCH 0172/1495] Add --dl-trades cli flag --- config_kraken.json.example | 3 ++- freqtrade/configuration/arguments.py | 3 ++- freqtrade/configuration/cli_options.py | 5 +++++ freqtrade/configuration/configuration.py | 2 ++ freqtrade/utils.py | 11 +++++------ 5 files changed, 16 insertions(+), 8 deletions(-) diff --git a/config_kraken.json.example b/config_kraken.json.example index 51aa9a8e9..5a36941d8 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -70,5 +70,6 @@ "forcebuy_enable": false, "internals": { "process_throttle_secs": 5 - } + }, + "download_trades": true } diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 76a2b1cc9..e63249577 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -35,7 +35,8 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] ARGS_CREATE_USERDIR = ["user_data_dir"] -ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] +ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange", + "timeframes", "erase"] ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export", "exportfilename", "timerange", "ticker_interval"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 7e6a956ce..9868ab874 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -273,6 +273,11 @@ AVAILABLE_CLI_OPTIONS = { type=check_int_positive, metavar='INT', ), + "download_trades": Arg( + '--dl-trades', + help='Download trades instead of OHLCV data.', + action='store_true', + ), "exchange": Arg( '--exchange', help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). ' diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 665999efb..ec47f7855 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -312,6 +312,8 @@ class Configuration: self._args_to_config(config, argname='days', logstring='Detected --days: {}') + self._args_to_config(config, argname='download_trades', + logstring='Detected --dl-trades: {}') def _process_runmode(self, config: Dict[str, Any]) -> None: diff --git a/freqtrade/utils.py b/freqtrade/utils.py index adcb3f6e0..48734883c 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -90,12 +90,7 @@ def start_download_data(args: Dict[str, Any]) -> None: # Init exchange exchange = ExchangeResolver(config['exchange']['name'], config).exchange - # TODO Add correct switch here! - if 1 == 2: - pairs_not_available = refresh_backtest_ohlcv_data( - exchange, pairs=config["pairs"], timeframes=config["timeframes"], - dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) - else: + if config.get('download_trades'): pairs_not_available = refresh_backtest_trades_data( exchange, pairs=config["pairs"], datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) @@ -104,6 +99,10 @@ def start_download_data(args: Dict[str, Any]) -> None: convert_trades_to_ohlcv( exchange, pairs=config["pairs"], timeframes=config["timeframes"], datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) + else: + pairs_not_available = refresh_backtest_ohlcv_data( + exchange, pairs=config["pairs"], timeframes=config["timeframes"], + dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) except KeyboardInterrupt: sys.exit("SIGINT received, aborting ...") From 1b7a09c18423670861ee0879ccce61f8fd7d31f5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 20:31:14 +0200 Subject: [PATCH 0173/1495] Add test for utils --dl-trades --- tests/test_utils.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/tests/test_utils.py b/tests/test_utils.py index 55672c4c9..586a6891b 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -260,3 +260,25 @@ def test_download_data_no_pairs(mocker, caplog): with pytest.raises(OperationalException, match=r"Downloading data requires a list of pairs\..*"): start_download_data(pargs) + + +def test_download_data_trades(mocker, caplog): + dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_trades_data', + MagicMock(return_value=[])) + convert_mock = mocker.patch('freqtrade.utils.convert_trades_to_ohlcv', + MagicMock(return_value=[])) + patch_exchange(mocker) + mocker.patch( + 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) + ) + args = [ + "download-data", + "--exchange", "kraken", + "--pairs", "ETH/BTC", "XRP/BTC", + "--days", "20", + "--dl-trades" + ] + start_download_data(get_args(args)) + assert dl_mock.call_args[1]['timerange'].starttype == "date" + assert dl_mock.call_count == 1 + assert convert_mock.call_count == 1 From 2374cda8d0a987d0ca60e87a44d38db6b12b35fb Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 20:45:35 +0200 Subject: [PATCH 0174/1495] Cleanup and tests for refresh_backtest_trades --- freqtrade/data/history.py | 11 ++++------- tests/data/test_history.py | 26 +++++++++++++++++++++++++- 2 files changed, 29 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 0049f0db5..a32a1b9aa 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -82,7 +82,7 @@ def store_tickerdata_file(datadir: Path, pair: str, misc.file_dump_json(filename, data, is_zip=is_zip) -def load_trades_file(datadir: Optional[Path], pair: str, +def load_trades_file(datadir: Path, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: """ Load a pair from file, either .json.gz or .json @@ -97,7 +97,7 @@ def load_trades_file(datadir: Optional[Path], pair: str, return tradesdata -def store_trades_file(datadir: Optional[Path], pair: str, +def store_trades_file(datadir: Path, pair: str, data: list, is_zip: bool = True): """ Stores tickerdata to file @@ -329,17 +329,14 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes return pairs_not_available -def download_trades_history(datadir: Optional[Path], - exchange: Optional[Exchange], +def download_trades_history(datadir: Path, + exchange: Exchange, pair: str, timerange: Optional[TimeRange] = None) -> bool: """ Download trade history from the exchange. Appends to previously downloaded trades data. """ - if not exchange: - raise OperationalException( - "Exchange needs to be initialized to download data") try: since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 032c1b306..52e37e735 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -18,7 +18,7 @@ from freqtrade.data.history import (download_pair_history, refresh_backtest_ohlcv_data, load_tickerdata_file, pair_data_filename, pair_trades_filename, - trim_tickerlist) + trim_tickerlist, refresh_backtest_trades_data) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.strategy.default_strategy import DefaultStrategy @@ -583,3 +583,27 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir): assert "ETH/BTC" in unav_pairs assert "XRP/BTC" in unav_pairs assert log_has("Skipping pair ETH/BTC...", caplog) + + +def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir): + dl_mock = mocker.patch('freqtrade.data.history.download_trades_history', MagicMock()) + mocker.patch( + 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) + ) + mocker.patch.object(Path, "exists", MagicMock(return_value=True)) + mocker.patch.object(Path, "unlink", MagicMock()) + + ex = get_patched_exchange(mocker, default_conf) + timerange = TimeRange.parse_timerange("20190101-20190102") + unavailable_pairs = refresh_backtest_trades_data(exchange=ex, + pairs=["ETH/BTC", "XRP/BTC", "XRP/ETH"], + datadir=testdatadir, + timerange=timerange, erase=True + ) + + assert dl_mock.call_count == 2 + assert dl_mock.call_args[1]['timerange'].starttype == 'date' + + assert log_has("Downloading trades for pair ETH/BTC.", caplog) + assert unavailable_pairs == ["XRP/ETH"] + assert log_has("Skipping pair XRP/ETH...", caplog) From ccb41d1ef964002f2e3ec103c7ec34d6ebbf008e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Oct 2019 21:18:56 +0200 Subject: [PATCH 0175/1495] Add tests for test_download_trades_history --- tests/data/test_history.py | 35 ++++++++++++++++++++++++++++++++++- 1 file changed, 34 insertions(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 52e37e735..ff1434347 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -18,7 +18,7 @@ from freqtrade.data.history import (download_pair_history, refresh_backtest_ohlcv_data, load_tickerdata_file, pair_data_filename, pair_trades_filename, - trim_tickerlist, refresh_backtest_trades_data) + trim_tickerlist, refresh_backtest_trades_data, download_trades_history) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.strategy.default_strategy import DefaultStrategy @@ -607,3 +607,36 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes assert log_has("Downloading trades for pair ETH/BTC.", caplog) assert unavailable_pairs == ["XRP/ETH"] assert log_has("Skipping pair XRP/ETH...", caplog) + + +def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog) -> None: + + ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history)) + mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', + ght_mock) + exchange = get_patched_exchange(mocker, default_conf) + file1 = testdatadir / 'ETH_BTC-trades.json.gz' + + _backup_file(file1) + + assert not file1.is_file() + + assert download_trades_history(datadir=testdatadir, exchange=exchange, + pair='ETH/BTC') + assert log_has("New Amount of trades: 5", caplog) + assert file1.is_file() + + # clean files freshly downloaded + _clean_test_file(file1) + + mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', + MagicMock(side_effect=ValueError)) + + assert not download_trades_history(datadir=testdatadir, exchange=exchange, + pair='ETH/BTC') + assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) + + +def convert_trades_to_ohlcv(): + # TODO: Write this test + pass From 56de81a1f9705c5f551bcd4cf3afd5ba16d4cd19 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 13 Oct 2019 15:57:54 +0200 Subject: [PATCH 0176/1495] Add some test data --- tests/testdata/XRP_ETH-1m.json | 1 + tests/testdata/XRP_ETH-5m.json | 1 + tests/testdata/XRP_ETH-trades.json.gz | Bin 0 -> 473687 bytes 3 files changed, 2 insertions(+) create mode 100644 tests/testdata/XRP_ETH-1m.json create mode 100644 tests/testdata/XRP_ETH-5m.json create mode 100644 tests/testdata/XRP_ETH-trades.json.gz diff --git a/tests/testdata/XRP_ETH-1m.json b/tests/testdata/XRP_ETH-1m.json new file mode 100644 index 000000000..4ec7c15ab --- /dev/null +++ b/tests/testdata/XRP_ETH-1m.json @@ -0,0 +1 @@ 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diff --git a/tests/testdata/XRP_ETH-5m.json b/tests/testdata/XRP_ETH-5m.json new file mode 100644 index 000000000..92da3c17d --- /dev/null +++ b/tests/testdata/XRP_ETH-5m.json @@ -0,0 +1 @@ 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zSJS%7RvV{BUXHW;0~x%vueU6MgguW79b(s76DL|jHQ%g)?4Kj9$p8tyy6gU!UVFYh z21MB2;e)G94_$-=E*a1k>{}W#Vgtc`c{%pQszbmo;)59u*5~(s%&)L(=~|`s>O9LI zkl4Uy_+(BQjIH;5o@+iO=~gjNpfz|NX>qqn{<}i?i#$q{Of(9D+ZhFI?($w^Dl;uf zC;Y``IFgX*lJ3B4>C5B1Ky_Hlx&tgTred%})O|1GKTrs?0_kUE)(AucUH&3v5*pBEr$njoHwR?_JBvFLOziqANG96g-7%I zAJp|w0@bjbk0GK|y+|4CsSdpp_r^<+X-Z=ACl5C#P$%#N{}*hQ5$pjQ>3CBKicRjG zcJ3ck`y)bu!X-q(_5;7XL~4UR44D$4X=Ve0rFKvTG8(g?j713Hl^Ua?Qp6F@qR=^(t#MG!{q3;4(_a`sNe`CTY z+IPNSC1^KyF7nnI(fZsTuMzX_N@mp?6M#RO*oY%JlBt8phl2J$%FMpR_>b}=A z4Hp2(6C0ij;PfHMV_K Date: Sun, 13 Oct 2019 16:04:40 +0200 Subject: [PATCH 0177/1495] Add test for trades_ohlcv --- tests/data/test_history.py | 52 +++++++++++++++++++++++++++++++++----- 1 file changed, 45 insertions(+), 7 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index ff1434347..299c79a2c 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -13,14 +13,18 @@ from pandas import DataFrame from freqtrade import OperationalException from freqtrade.configuration import TimeRange from freqtrade.data import history -from freqtrade.data.history import (download_pair_history, - _load_cached_data_for_updating, - refresh_backtest_ohlcv_data, +from freqtrade.data.history import (_load_cached_data_for_updating, + convert_trades_to_ohlcv, + download_pair_history, + download_trades_history, load_tickerdata_file, pair_data_filename, pair_trades_filename, - trim_tickerlist, refresh_backtest_trades_data, download_trades_history) + refresh_backtest_ohlcv_data, + refresh_backtest_trades_data, + trim_tickerlist) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json +from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.strategy.default_strategy import DefaultStrategy from tests.conftest import (get_patched_exchange, log_has, log_has_re, patch_exchange) @@ -637,6 +641,40 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) -def convert_trades_to_ohlcv(): - # TODO: Write this test - pass +def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog): + pair = 'XRP/ETH' + file1 = testdatadir / 'XRP_ETH-1m.json' + file5 = testdatadir / 'XRP_ETH-5m.json' + # Compare downloaded dataset with converted dataset + dfbak_1m = history.load_pair_history(datadir=testdatadir, + ticker_interval="1m", + pair=pair) + dfbak_5m = history.load_pair_history(datadir=testdatadir, + ticker_interval="5m", + pair=pair) + + _backup_file(file1) + _backup_file(file5) + + exchange = ExchangeResolver('Bittrex', default_conf).exchange + tr = TimeRange.parse_timerange('20191011-20191012') + # mocker.patch.object(Path, "exists", MagicMock(return_value=True)) + # mocker.patch.object(Path, "unlink", MagicMock()) + + convert_trades_to_ohlcv(exchange, [pair], timeframes=['1m', '5m'], + datadir=testdatadir, timerange=tr, erase=True) + + # assert log_has("Deleting existing data for XRP/ETH, interval 1m.", caplog) + # Load new data + df_1m = history.load_pair_history(datadir=testdatadir, + ticker_interval="1m", + pair=pair) + df_5m = history.load_pair_history(datadir=testdatadir, + ticker_interval="5m", + pair=pair) + + assert df_1m.equals(dfbak_1m) + assert df_5m.equals(dfbak_5m) + + _clean_test_file(file1) + _clean_test_file(file5) From 3e4617be37b9df159c0c66d60066110b496bc90b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 13 Oct 2019 19:21:27 +0200 Subject: [PATCH 0178/1495] add pandas-based converter-functions --- freqtrade/data/converter.py | 20 ++++++++++++++++++++ freqtrade/data/history.py | 6 +++--- tests/data/test_history.py | 11 ++++------- 3 files changed, 27 insertions(+), 10 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index b530b3bce..63a6c98df 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -114,3 +114,23 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: keys=['b_sum', 'b_size', 'bids', 'asks', 'a_size', 'a_sum']) # logger.info('order book %s', frame ) return frame + + +def trades_to_ohlcv(trades, timeframe): + """ + Converts trades list to ohlcv list + """ + from freqtrade.exchange import timeframe_to_minutes + ticker_minutes = timeframe_to_minutes(timeframe) + df = pd.DataFrame(trades) + df['datetime'] = pd.to_datetime(df['datetime']) + + df = df.set_index('datetime') + df_new = df['price'].resample(f'{ticker_minutes}min').ohlc() + + df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum() + df_new['date'] = df_new.index.astype("int64") // 10 ** 6 + # Drop 0 volume columns + df_new = df_new.dropna() + columns = ["date", "open", "high", "low", "close", "volume"] + return list(zip(*[df_new[x].values.tolist() for x in columns])) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index a32a1b9aa..e594af430 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -17,7 +17,7 @@ from pandas import DataFrame from freqtrade import OperationalException, misc from freqtrade.configuration import TimeRange -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv from freqtrade.exchange import Exchange, timeframe_to_minutes logger = logging.getLogger(__name__) @@ -398,7 +398,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: return pairs_not_available -def convert_trades_to_ohlcv(exchange: Exchange, pairs: List[str], timeframes: List[str], +def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str], datadir: Path, timerange: TimeRange, erase=False) -> None: """ Convert stored trades data to ohlcv data @@ -410,7 +410,7 @@ def convert_trades_to_ohlcv(exchange: Exchange, pairs: List[str], timeframes: Li if erase and ohlcv_file.exists(): logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.') ohlcv_file.unlink() - ohlcv = exchange.build_ohlcv(trades, timeframe) + ohlcv = trades_to_ohlcv(trades, timeframe) # Store ohlcv store_tickerdata_file(datadir, pair, timeframe, data=ohlcv) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 299c79a2c..d653428e9 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -24,7 +24,6 @@ from freqtrade.data.history import (_load_cached_data_for_updating, trim_tickerlist) from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json -from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.strategy.default_strategy import DefaultStrategy from tests.conftest import (get_patched_exchange, log_has, log_has_re, patch_exchange) @@ -642,6 +641,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog): + pair = 'XRP/ETH' file1 = testdatadir / 'XRP_ETH-1m.json' file5 = testdatadir / 'XRP_ETH-5m.json' @@ -653,18 +653,15 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog): ticker_interval="5m", pair=pair) - _backup_file(file1) + _backup_file(file1, copy_file=True) _backup_file(file5) - exchange = ExchangeResolver('Bittrex', default_conf).exchange tr = TimeRange.parse_timerange('20191011-20191012') - # mocker.patch.object(Path, "exists", MagicMock(return_value=True)) - # mocker.patch.object(Path, "unlink", MagicMock()) - convert_trades_to_ohlcv(exchange, [pair], timeframes=['1m', '5m'], + convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'], datadir=testdatadir, timerange=tr, erase=True) - # assert log_has("Deleting existing data for XRP/ETH, interval 1m.", caplog) + assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog) # Load new data df_1m = history.load_pair_history(datadir=testdatadir, ticker_interval="1m", From 023eb19615f55abf1e021518d8af1b24768287e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 13 Oct 2019 19:35:33 +0200 Subject: [PATCH 0179/1495] Add documentation for --dl-trades --- docs/data-download.md | 28 +++++++++++++++++++++++++++- 1 file changed, 27 insertions(+), 1 deletion(-) diff --git a/docs/data-download.md b/docs/data-download.md index 244acb153..b091f0069 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -38,7 +38,7 @@ Mixing different stake-currencies is allowed for this file, since it's only used ] ``` -### start download +### Start download Then run: @@ -57,6 +57,32 @@ This will download ticker data for all the currency pairs you defined in `pairs. - Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. - 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 downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API. +This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes. + +Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `-trades.json.gz` (`ETH_BTC_trades.json.gz`). Incremental mode is supported, so downloading the data once per week with `--days 8` will create an incremental data-repository. + +To use this mode, simply add `--dl-trades` to your call. This will swap the download-method to trades, and resamples the data locally. + +Example call: + +```bash +freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --dl-trades +``` + +!!! Note + While this method uses async calls, it will be slow, since it requires the result of the previous call to generate the next request to the exchange. + +!!! Warning + This datatype is not available during trading. It probably will never be since all exchanges tested don't provide this data in real time, but with a delay of a few 100 candles. + +### Historic Kraken data + +The Kraken API does only provide 720 historic candles, which is sufficient for regular trading operations, but a problem for backtesting. +To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. + ## Next step Great, you now have backtest data downloaded, so you can now start [backtesting](backtesting.md) your strategy. From 13e80e449cc9d21ac1c179d2176729188d297c36 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 06:19:59 +0200 Subject: [PATCH 0180/1495] cleanup and better docstring --- freqtrade/data/converter.py | 10 ++++++---- freqtrade/data/history.py | 1 - freqtrade/exchange/exchange.py | 16 ---------------- freqtrade/utils.py | 2 +- 4 files changed, 7 insertions(+), 22 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 63a6c98df..1ef224978 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -116,21 +116,23 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: return frame -def trades_to_ohlcv(trades, timeframe): +def trades_to_ohlcv(trades: list, timeframe: str) -> list: """ Converts trades list to ohlcv list + :param trades: List of trades, as returned by ccxt.fetch_trades. + :param timeframe: Ticker timeframe to resample data to + :return: ohlcv timeframe as list (as returned by ccxt.fetch_ohlcv) """ from freqtrade.exchange import timeframe_to_minutes ticker_minutes = timeframe_to_minutes(timeframe) df = pd.DataFrame(trades) df['datetime'] = pd.to_datetime(df['datetime']) - df = df.set_index('datetime') - df_new = df['price'].resample(f'{ticker_minutes}min').ohlc() + df_new = df['price'].resample(f'{ticker_minutes}min').ohlc() df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum() df_new['date'] = df_new.index.astype("int64") // 10 ** 6 - # Drop 0 volume columns + # Drop 0 volume rows df_new = df_new.dropna() columns = ["date", "open", "high", "low", "close", "volume"] return list(zip(*[df_new[x].values.tolist() for x in columns])) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index e594af430..fd3aee2a9 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -93,7 +93,6 @@ def load_trades_file(datadir: Path, pair: str, if not tradesdata: return [] - # TODO: trim trades based on timerange... ? return tradesdata diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index fed903a4a..86078ae05 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -988,22 +988,6 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e - def build_ohlcv(self, trades: List[Dict], timeframe: str, since: int = None, - limit: int = None) -> List: - """ - Build ohlcv data from trade list. - trade-list has to be in the ccxt format, which is a list of dicts containing at least: - * timestamp - * price - * amount - :param trades: List of Dicts - :param timeframe: timeframe to convert to (e.g. "5m") - :param since: start at a specific data, as oposed to the trades-list start date - :param limit: Limit amount of candles - :return: ohlcv data (as returned by ccxt.fetch_ohlcv) - """ - return self._api.build_ohlcv(trades, timeframe, since, limit) - def is_exchange_bad(exchange_name: str) -> bool: return exchange_name in BAD_EXCHANGES diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 48734883c..e77b76208 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -97,7 +97,7 @@ def start_download_data(args: Dict[str, Any]) -> None: # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( - exchange, pairs=config["pairs"], timeframes=config["timeframes"], + pairs=config["pairs"], timeframes=config["timeframes"], datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase")) else: pairs_not_available = refresh_backtest_ohlcv_data( From 76ad5bea0ea9f098dfc68be03a4b60614b58fb1e Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 11:36:42 +0200 Subject: [PATCH 0181/1495] Load correct exchange class closes #2371 --- freqtrade/exchange/__init__.py | 2 +- freqtrade/exchange/exchange.py | 5 +++++ freqtrade/resolvers/exchange_resolver.py | 4 +++- tests/exchange/test_exchange.py | 6 ++++++ 4 files changed, 15 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 29971c897..1b3e94951 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,4 +1,4 @@ -from freqtrade.exchange.exchange import Exchange # noqa: F401 +from freqtrade.exchange.exchange import Exchange, MAP_EXCHANGE_CHILDCLASS # noqa: F401 from freqtrade.exchange.exchange import (get_exchange_bad_reason, # noqa: F401 is_exchange_bad, is_exchange_known_ccxt, diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7e5e2b4..859240695 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -102,6 +102,11 @@ BAD_EXCHANGES = { ], "Does not provide timeframes. ccxt fetchOHLCV: emulated"), } +MAP_EXCHANGE_CHILDCLASS = { + 'binanceus': 'binance', + 'binanceje': 'binance', +} + def retrier_async(f): async def wrapper(*args, **kwargs): diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py index 6fb12a65f..8ae40d971 100644 --- a/freqtrade/resolvers/exchange_resolver.py +++ b/freqtrade/resolvers/exchange_resolver.py @@ -3,7 +3,7 @@ This module loads custom exchanges """ import logging -from freqtrade.exchange import Exchange +from freqtrade.exchange import Exchange, MAP_EXCHANGE_CHILDCLASS import freqtrade.exchange as exchanges from freqtrade.resolvers import IResolver @@ -22,6 +22,8 @@ class ExchangeResolver(IResolver): Load the custom class from config parameter :param config: configuration dictionary """ + # Map exchange name to avoid duplicate classes for identical exchanges + exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name) exchange_name = exchange_name.title() try: self.exchange = self._load_exchange(exchange_name, kwargs={'config': config}) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index bf6025322..72b536afa 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -142,6 +142,12 @@ def test_exchange_resolver(default_conf, mocker, caplog): assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) + # Test mapping + exchange = ExchangeResolver('binanceus', default_conf).exchange + assert isinstance(exchange, Exchange) + assert isinstance(exchange, Binance) + assert not isinstance(exchange, Kraken) + def test_validate_order_time_in_force(default_conf, mocker, caplog): caplog.set_level(logging.INFO) From 6e27c47dee53d71149c875b43f37fd2c95cf1788 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 14 Oct 2019 13:32:39 +0300 Subject: [PATCH 0182/1495] Handle properly exchanges with no active flag set for markets --- freqtrade/exchange/__init__.py | 2 ++ freqtrade/exchange/exchange.py | 26 ++++++++++++++++++-- freqtrade/utils.py | 45 +++++++++++++++++++--------------- 3 files changed, 51 insertions(+), 22 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 29971c897..470091181 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -10,5 +10,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date) +from freqtrade.exchange.exchange import (market_is_active, # noqa: F401 + market_is_pair) from freqtrade.exchange.kraken import Kraken # noqa: F401 from freqtrade.exchange.binance import Binance # noqa: F401 diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index a312d6c62..185c9dc3d 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -289,14 +289,17 @@ class Exchange: TODO: consider moving it to the Dataprovider """ markets = self.markets + if not markets: + raise OperationalException("Markets were not loaded.") + if base_currency: markets = {k: v for k, v in markets.items() if v['base'] == base_currency} if quote_currency: markets = {k: v for k, v in markets.items() if v['quote'] == quote_currency} if pairs_only: - markets = {k: v for k, v in markets.items() if '/' in v['symbol']} + markets = {k: v for k, v in markets.items() if market_is_pair(v)} if active_only: - markets = {k: v for k, v in markets.items() if v['active']} + markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame: @@ -932,3 +935,22 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime: new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000, ROUND_UP) // 1000 return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) + + +def market_is_pair(market): + """ + Return True if the market is a pair. + Currently pairs are defined as markets containing '/' character in its symbol. + """ + return '/' in market.get('symbol', '') + + +def market_is_active(market): + """ + Return True if the market is active. + """ + # "It's active, if the active flag isn't explicitly set to false. If it's missing or + # true then it's true. If it's undefined, then it's most likely true, but not 100% )" + # See https://github.com/ccxt/ccxt/issues/4874, + # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520 + return market.get('active', True) is not False diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 3f25778a4..67a981461 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -10,7 +10,7 @@ from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import refresh_backtest_ohlcv_data -from freqtrade.exchange import available_exchanges, ccxt_exchanges +from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active) from freqtrade.misc import plural from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -137,25 +137,30 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: base_currency = args.get('base_currency', '') quote_currency = args.get('quote_currency', '') - pairs = exchange.get_markets(base_currency=base_currency, - quote_currency=quote_currency, - pairs_only=pairs_only, - active_only=active_only) + try: + pairs = exchange.get_markets(base_currency=base_currency, + quote_currency=quote_currency, + pairs_only=pairs_only, + active_only=active_only) + except Exception as e: + raise OperationalException(f"Cannot get markets. Reason: {e}") from e - if args.get('print_list', False): - # print data as a list - print(f"Exchange {exchange.name} has {len(pairs)} " + - (plural(len(pairs), "pair" if pairs_only else "market")) + - (f" with {base_currency} as base currency" if base_currency else "") + - (" and" if base_currency and quote_currency else "") + - (f" with {quote_currency} as quote currency" if quote_currency else "") + - (f": {sorted(pairs.keys())}" if len(pairs) else "") + ".") else: - # print data as a table - tabular_data = [] - for _, v in pairs.items(): - tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], - "Yes" if v['active'] else "No"]) + if args.get('print_list', False): + # print data as a list + print(f"Exchange {exchange.name} has {len(pairs)} " + + ("active " if active_only else "") + + (plural(len(pairs), "pair" if pairs_only else "market")) + + (f" with {base_currency} as base currency" if base_currency else "") + + (" and" if base_currency and quote_currency else "") + + (f" with {quote_currency} as quote currency" if quote_currency else "") + + (f": {sorted(pairs.keys())}" if len(pairs) else "") + ".") + else: + # print data as a table + tabular_data = [] + for _, v in pairs.items(): + tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], + "Yes" if market_is_active(v) else "No"]) - headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] - print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) + headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] + print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) From 411173463799f7aac070cefad42080fe954d0d86 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 14 Oct 2019 13:48:33 +0300 Subject: [PATCH 0183/1495] Add 'Is pair' in the list-markets tabular output --- freqtrade/utils.py | 11 +++++++---- 1 file changed, 7 insertions(+), 4 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 67a981461..6c36627f1 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -10,7 +10,8 @@ from freqtrade import OperationalException from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import refresh_backtest_ohlcv_data -from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active) +from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active, + market_is_pair) from freqtrade.misc import plural from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -157,10 +158,12 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: (f": {sorted(pairs.keys())}" if len(pairs) else "") + ".") else: # print data as a table + headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] + if not pairs_only: + headers.append('Is pair') tabular_data = [] for _, v in pairs.items(): tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], - "Yes" if market_is_active(v) else "No"]) - - headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] + "Yes" if market_is_active(v) else "No", + "Yes" if market_is_pair(v) else "No"]) print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) From b2682bcbf52738ac620cc36b27724fb40a4f6213 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 14 Oct 2019 14:40:20 +0000 Subject: [PATCH 0184/1495] Bump ccxt from 1.18.1225 to 1.18.1260 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1225 to 1.18.1260. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1225...1.18.1260) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 872ebec62..74a7694f2 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1225 +ccxt==1.18.1260 SQLAlchemy==1.3.9 python-telegram-bot==12.1.1 arrow==0.15.2 From 4c4134a27290f8c353ebbee4c0367b85437f24ee Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 14 Oct 2019 14:41:00 +0000 Subject: [PATCH 0185/1495] Bump jsonschema from 3.0.2 to 3.1.1 Bumps [jsonschema](https://github.com/Julian/jsonschema) from 3.0.2 to 3.1.1. - [Release notes](https://github.com/Julian/jsonschema/releases) - [Changelog](https://github.com/Julian/jsonschema/blob/master/CHANGELOG.rst) - [Commits](https://github.com/Julian/jsonschema/compare/v3.0.2...v3.1.1) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 872ebec62..ae0a6b4ce 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -8,7 +8,7 @@ cachetools==3.1.1 requests==2.22.0 urllib3==1.25.6 wrapt==1.11.2 -jsonschema==3.0.2 +jsonschema==3.1.1 TA-Lib==0.4.17 tabulate==0.8.5 coinmarketcap==5.0.3 From f5d87418327fdbd2f60f16ec19dff4c6dc65a0b3 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 14 Oct 2019 15:19:50 +0000 Subject: [PATCH 0186/1495] Bump sqlalchemy from 1.3.9 to 1.3.10 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.9 to 1.3.10. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f85bf8d7a..c2c5317dc 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.18.1260 -SQLAlchemy==1.3.9 +SQLAlchemy==1.3.10 python-telegram-bot==12.1.1 arrow==0.15.2 cachetools==3.1.1 From 89283ef486ad48a03f0ee694a1784be1b279702b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 19:42:28 +0200 Subject: [PATCH 0187/1495] Rename --custom-hyperopt to --hyperopt --- .travis.yml | 2 +- docs/bot-usage.md | 4 ++-- docs/hyperopt.md | 2 +- freqtrade/configuration/cli_options.py | 2 +- freqtrade/resolvers/hyperopt_resolver.py | 2 +- tests/optimize/test_hyperopt.py | 14 +++++++------- 6 files changed, 13 insertions(+), 13 deletions(-) diff --git a/.travis.yml b/.travis.yml index a45334dd6..14466d2c4 100644 --- a/.travis.yml +++ b/.travis.yml @@ -32,7 +32,7 @@ jobs: name: backtest - script: - cp config.json.example config.json - - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --customhyperopt DefaultHyperOpts + - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --hyperopt DefaultHyperOpts name: hyperopt - script: flake8 name: flake8 diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 8f7e0bbcf..cf59bc11f 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -266,7 +266,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] [--stake_amount STAKE_AMOUNT] - [--customhyperopt NAME] [--hyperopt-path PATH] + [--hyperopt NAME] [--hyperopt-path PATH] [--eps] [-e INT] [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] [--dmmp] [--print-all] [--no-color] [--print-json] @@ -284,7 +284,7 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. - --customhyperopt NAME + --hyperopt NAME Specify hyperopt class name which will be used by the bot. --hyperopt-path PATH Specify additional lookup path for Hyperopts and diff --git a/docs/hyperopt.md b/docs/hyperopt.md index e6f753072..66c250eb7 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -239,7 +239,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will We strongly recommend to use `screen` or `tmux` to prevent any connection loss. ```bash -freqtrade hyperopt --config config.json --customhyperopt -e 5000 --spaces all +freqtrade hyperopt --config config.json --hyperopt -e 5000 --spaces all ``` Use `` as the name of the custom hyperopt used. diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index ee0d94023..3a4629ada 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -152,7 +152,7 @@ AVAILABLE_CLI_OPTIONS = { ), # Hyperopt "hyperopt": Arg( - '--customhyperopt', + '--hyperopt', help='Specify hyperopt class name which will be used by the bot.', metavar='NAME', ), diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index 15080cda5..a51935500 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -28,7 +28,7 @@ class HyperOptResolver(IResolver): :param config: configuration dictionary """ if not config.get('hyperopt'): - raise OperationalException("No Hyperopt set. Please use `--customhyperopt` to specify " + raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify " "the Hyperopt class to use.") hyperopt_name = config['hyperopt'] diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index e1ee649c8..1c89bb37c 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -73,7 +73,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', ] config = setup_configuration(get_args(args), RunMode.HYPEROPT) @@ -105,7 +105,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', '--datadir', '/foo/bar', '--ticker-interval', '1m', '--timerange', ':100', @@ -181,7 +181,7 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None: def test_hyperoptresolver_noname(default_conf): default_conf['hyperopt'] = '' with pytest.raises(OperationalException, - match="No Hyperopt set. Please use `--customhyperopt` to specify " + match="No Hyperopt set. Please use `--hyperopt` to specify " "the Hyperopt class to use."): HyperOptResolver(default_conf) @@ -214,7 +214,7 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', '--epochs', '5' ] args = get_args(args) @@ -232,7 +232,7 @@ def test_start(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', '--epochs', '5' ] args = get_args(args) @@ -255,7 +255,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', '--epochs', '5' ] args = get_args(args) @@ -273,7 +273,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--customhyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpts', '--epochs', '5' ] args = get_args(args) From 790e6146f504f6a3f1ae35a0630701ae4afe81b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 20:13:34 +0200 Subject: [PATCH 0188/1495] Use crossed() in sample strategy --- docs/strategy-customization.md | 17 +++++++++++------ user_data/strategies/sample_strategy.py | 10 +++++----- 2 files changed, 16 insertions(+), 11 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index adcdf0208..39a36c469 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -138,15 +138,19 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ dataframe.loc[ ( - (dataframe['adx'] > 30) & - (dataframe['tema'] <= dataframe['bb_middleband']) & - (dataframe['tema'] > dataframe['tema'].shift(1)) + (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses baove 30 + (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard + (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard + (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 return dataframe ``` +!!! Note + Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure backtesting does not buy/sell in no-activity periods. + ### Sell signal rules Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy. @@ -168,9 +172,10 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame """ dataframe.loc[ ( - (dataframe['adx'] > 70) & - (dataframe['tema'] > dataframe['bb_middleband']) & - (dataframe['tema'] < dataframe['tema'].shift(1)) + (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 30 + (dataframe['tema'] > dataframe['bb_middleband']) & # Guard + (dataframe['tema'] < dataframe['tema'].shift(1)) & #Guard + (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 return dataframe diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 623addb1e..84ff9ec2c 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -277,9 +277,9 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (dataframe['adx'] > 30) & - (dataframe['tema'] <= dataframe['bb_middleband']) & - (dataframe['tema'] > dataframe['tema'].shift(1)) & + (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 + (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle + (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 @@ -295,9 +295,9 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (dataframe['adx'] > 70) & + (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: - ADX crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & - (dataframe['tema'] < dataframe['tema'].shift(1)) & + (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 From a320d4ccbae737b7103fa788644d19d395c42fb7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 20:42:08 +0200 Subject: [PATCH 0189/1495] Don't sell with 0 profit in samplestrategy --- user_data/strategies/sample_strategy.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 84ff9ec2c..6d544c667 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -34,9 +34,8 @@ class SampleStrategy(IStrategy): # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { - "40": 0.0, - "30": 0.01, - "20": 0.02, + "60": 0.01, + "30": 0.02, "0": 0.04 } From a5c83b66df0274e126be59d997d5aae210589159 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 15 Oct 2019 06:51:03 +0200 Subject: [PATCH 0190/1495] Add --dry-run to trade command --- docs/bot-usage.md | 5 +++-- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/cli_options.py | 5 +++++ freqtrade/configuration/configuration.py | 4 ++++ tests/test_configuration.py | 17 +++++++++++++++++ 5 files changed, 30 insertions(+), 3 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 8f7e0bbcf..a258ee7f5 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -36,7 +36,7 @@ optional arguments: ``` usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] - [--db-url PATH] [--sd-notify] + [--db-url PATH] [--sd-notify] [--dry-run] optional arguments: -h, --help show this help message and exit @@ -44,6 +44,8 @@ optional arguments: deployments (default: `sqlite:///tradesv3.sqlite` for Live Run mode, `sqlite://` for Dry Run). --sd-notify Notify systemd service manager. + --dry-run Enforce dry-run for trading, removes API keys and + simulates trades. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -63,7 +65,6 @@ Strategy arguments: Specify strategy class name which will be used by the bot. --strategy-path PATH Specify additional strategy lookup path. - ``` ### How to specify which configuration file be used? diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index a8d4b48f1..5735599df 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -12,7 +12,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat ARGS_STRATEGY = ["strategy", "strategy_path"] -ARGS_TRADE = ["db_url", "sd_notify"] +ARGS_TRADE = ["db_url", "sd_notify", "dry_run"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index ee0d94023..400d08e37 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -86,6 +86,11 @@ AVAILABLE_CLI_OPTIONS = { help='Notify systemd service manager.', action='store_true', ), + "dry_run": Arg( + '--dry-run', + help='Enforce dry-run for trading, removes API keys and simulates trades.', + action='store_true', + ), # Optimize common "ticker_interval": Arg( '-i', '--ticker-interval', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index ac27a5c99..7e992d6dd 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -162,6 +162,10 @@ class Configuration: if 'sd_notify' in self.args and self.args["sd_notify"]: config['internals'].update({'sd_notify': True}) + self._args_to_config(config, argname='dry_run', + logstring='Parameter --dry-run detected, ' + 'overriding dry_run to: {} ...') + def _process_datadir_options(self, config: Dict[str, Any]) -> None: """ Extract information for sys.argv and load directory configurations diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 333a8992a..67c97a0bf 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -304,6 +304,23 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL +@pytest.mark.parametrize("config_value,expected,arglist", [ + (True, True, ['trade', '--dry-run']), # Leave config untouched + (False, True, ['trade', '--dry-run']), # Override config untouched + (False, False, ['trade']), # Leave config untouched + (True, True, ['trade']), # Leave config untouched +]) +def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) -> None: + + default_conf['dry_run'] = config_value + patched_configuration_load_config_file(mocker, default_conf) + + configuration = Configuration(Arguments(arglist).get_parsed_arg()) + validated_conf = configuration.load_config() + + assert validated_conf.get('dry_run') is expected + + def test_load_custom_strategy(default_conf, mocker) -> None: default_conf.update({ 'strategy': 'CustomStrategy', From 6fb96183c08342343604cb5c93296f812a4849b1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 15 Oct 2019 12:26:06 +0200 Subject: [PATCH 0191/1495] Reword help string --- docs/bot-usage.md | 4 ++-- freqtrade/configuration/cli_options.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index a258ee7f5..9af960858 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -44,8 +44,8 @@ optional arguments: deployments (default: `sqlite:///tradesv3.sqlite` for Live Run mode, `sqlite://` for Dry Run). --sd-notify Notify systemd service manager. - --dry-run Enforce dry-run for trading, removes API keys and - simulates trades. + --dry-run Enforce dry-run for trading (removes Exchange secrets + and simulates trades). Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 400d08e37..b3dcd52c2 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -88,7 +88,7 @@ AVAILABLE_CLI_OPTIONS = { ), "dry_run": Arg( '--dry-run', - help='Enforce dry-run for trading, removes API keys and simulates trades.', + help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).', action='store_true', ), # Optimize common From ace70510f38902dd47f2a62484700fd08542207f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 15 Oct 2019 14:50:51 +0200 Subject: [PATCH 0192/1495] Wording fixes --- docs/strategy-customization.md | 8 ++++---- user_data/strategies/sample_strategy.py | 6 +++--- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 39a36c469..40da697e6 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -138,7 +138,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses baove 30 + (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 @@ -149,7 +149,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ``` !!! Note - Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure backtesting does not buy/sell in no-activity periods. + Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the does not buy/sell in no-activity periods. ### Sell signal rules @@ -172,9 +172,9 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 30 + (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & # Guard - (dataframe['tema'] < dataframe['tema'].shift(1)) & #Guard + (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 6d544c667..61f4fc15f 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -294,9 +294,9 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: - ADX crosses above 70 - (dataframe['tema'] > dataframe['bb_middleband']) & - (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is raising + (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 + (dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle + (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 From e6e35c25849160774883e0ed4ed2a2ec56c41430 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 15 Oct 2019 19:38:23 +0200 Subject: [PATCH 0193/1495] Switch samplestrategy from ADX to RSI --- docs/strategy-customization.md | 6 +++--- tests/strategy/test_strategy.py | 4 ++-- user_data/strategies/sample_strategy.py | 11 +++++------ 3 files changed, 10 insertions(+), 11 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 40da697e6..ca76071af 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -138,7 +138,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 + (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 @@ -149,7 +149,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ``` !!! Note - Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the does not buy/sell in no-activity periods. + Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the bot does not buy/sell in no-activity periods. ### Sell signal rules @@ -172,7 +172,7 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 + (qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & # Guard (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard (dataframe['volume'] > 0) # Make sure Volume is not 0 diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 88e29b40e..52216e0ef 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -39,7 +39,7 @@ def test_search_strategy(): def test_load_strategy(default_conf, result): default_conf.update({'strategy': 'SampleStrategy'}) resolver = StrategyResolver(default_conf) - assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) + assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_base64(result, caplog, default_conf): @@ -48,7 +48,7 @@ def test_load_strategy_base64(result, caplog, default_conf): default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)}) resolver = StrategyResolver(default_conf) - assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) + assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) # Make sure strategy was loaded from base64 (using temp directory)!! assert log_has_re(r"Using resolved strategy SampleStrategy from '" + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 61f4fc15f..6870de190 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -102,8 +102,10 @@ class SampleStrategy(IStrategy): # ------------------------------------ # ADX - dataframe['adx'] = ta.ADX(dataframe) + # dataframe['adx'] = ta.ADX(dataframe) + # RSI + dataframe['rsi'] = ta.RSI(dataframe) """ # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) @@ -132,9 +134,6 @@ class SampleStrategy(IStrategy): # ROC dataframe['roc'] = ta.ROC(dataframe) - # RSI - dataframe['rsi'] = ta.RSI(dataframe) - # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy) rsi = 0.1 * (dataframe['rsi'] - 50) dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1) @@ -276,7 +275,7 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 30)) & # Signal: ADX crosses above 30 + (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['volume'] > 0) # Make sure Volume is not 0 @@ -294,7 +293,7 @@ class SampleStrategy(IStrategy): """ dataframe.loc[ ( - (qtpylib.crossed_above(dataframe['adx'], 70)) & # Signal: ADX crosses above 70 + (qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 (dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling (dataframe['volume'] > 0) # Make sure Volume is not 0 From ad89d199558314c017a9f39de27dbcd563122332 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 15 Oct 2019 21:07:01 +0300 Subject: [PATCH 0194/1495] Print list in the human-readable format --- freqtrade/utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 6c36627f1..72476af45 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -119,7 +119,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: print('\n'.join(exchange.timeframes)) else: print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " - f"{', '.join(exchange.timeframes)}") + f"{', '.join(exchange.timeframes)}.") def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: @@ -155,7 +155,7 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: (f" with {base_currency} as base currency" if base_currency else "") + (" and" if base_currency and quote_currency else "") + (f" with {quote_currency} as quote currency" if quote_currency else "") + - (f": {sorted(pairs.keys())}" if len(pairs) else "") + ".") + (f": {', '.join(sorted(pairs.keys()))}" if len(pairs) else "") + ".") else: # print data as a table headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] From 36d5bb6f9939c91510f4721b358aff3568d921a6 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 15 Oct 2019 21:11:41 +0300 Subject: [PATCH 0195/1495] Adjust ADX placement in the comments --- user_data/strategies/sample_strategy.py | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 6870de190..35ddbdf68 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -98,15 +98,16 @@ class SampleStrategy(IStrategy): :return: a Dataframe with all mandatory indicators for the strategies """ - # Momentum Indicator + # Momentum Indicators # ------------------------------------ - # ADX - # dataframe['adx'] = ta.ADX(dataframe) - # RSI dataframe['rsi'] = ta.RSI(dataframe) + """ + # ADX + # dataframe['adx'] = ta.ADX(dataframe) + # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) @@ -253,7 +254,7 @@ class SampleStrategy(IStrategy): dataframe['ha_low'] = heikinashi['low'] """ - # Retrieve best bid and best ask + # Retrieve best bid and best ask from the orderbook # ------------------------------------ """ # first check if dataprovider is available From 89e0c76a3f403c748dde56bdfad1af869d5bc037 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 15 Oct 2019 22:31:23 +0300 Subject: [PATCH 0196/1495] Add --print-json and -1/--one-column options --- freqtrade/configuration/arguments.py | 3 ++- freqtrade/configuration/cli_options.py | 6 ++++++ freqtrade/utils.py | 5 +++++ 3 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 58b5539fe..f240fc04a 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -34,7 +34,8 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] -ARGS_LIST_PAIRS = ["exchange", "print_list", "base_currency", "quote_currency", "active_only"] +ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column", + "base_currency", "quote_currency", "active_only"] ARGS_CREATE_USERDIR = ["user_data_dir"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index d3863481a..93bdd9384 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -262,6 +262,12 @@ AVAILABLE_CLI_OPTIONS = { 'printed in the tabular format.', action='store_true', ), + "list_pairs_print_json": Arg( + '--print-json', + help='Print list of pairs or market symbols in JSON format.', + action='store_true', + default=False, + ), "quote_currency": Arg( '--quote-currency', help='Select quote currency.', diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 72476af45..95825ff4e 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -4,6 +4,7 @@ from pathlib import Path from typing import Any, Dict, List import arrow +import rapidjson from tabulate import tabulate from freqtrade import OperationalException @@ -156,6 +157,10 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: (" and" if base_currency and quote_currency else "") + (f" with {quote_currency} as quote currency" if quote_currency else "") + (f": {', '.join(sorted(pairs.keys()))}" if len(pairs) else "") + ".") + elif args.get('print_one_column', False): + print('\n'.join(sorted(pairs.keys()))) + elif args.get('list_pairs_print_json', False): + print(rapidjson.dumps(sorted(pairs.keys()), default=str)) else: # print data as a table headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] From a4dfd77d23bca8c2e65bca038d0f0fd069e89892 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 15 Oct 2019 22:35:14 +0300 Subject: [PATCH 0197/1495] Fix double comments for ADX --- user_data/strategies/sample_strategy.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 35ddbdf68..80c30283d 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -106,7 +106,7 @@ class SampleStrategy(IStrategy): """ # ADX - # dataframe['adx'] = ta.ADX(dataframe) + dataframe['adx'] = ta.ADX(dataframe) # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) From f348956e4c0778a8d06162ab85aa67706ab5fe6a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 16 Oct 2019 02:22:27 +0300 Subject: [PATCH 0198/1495] --print-csv added --- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/cli_options.py | 5 +++ freqtrade/utils.py | 50 +++++++++++++++++--------- 3 files changed, 39 insertions(+), 18 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index f240fc04a..aff2f3bb5 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -35,7 +35,7 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column", - "base_currency", "quote_currency", "active_only"] + "print_csv", "base_currency", "quote_currency", "active_only"] ARGS_CREATE_USERDIR = ["user_data_dir"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 93bdd9384..61acb30ca 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -268,6 +268,11 @@ AVAILABLE_CLI_OPTIONS = { action='store_true', default=False, ), + "print_csv": Arg( + '--print-csv', + help='Print exchange pair or market data in the csv format.', + action='store_true', + ), "quote_currency": Arg( '--quote-currency', help='Select quote currency.', diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 95825ff4e..52680de20 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -4,6 +4,7 @@ from pathlib import Path from typing import Any, Dict, List import arrow +import csv import rapidjson from tabulate import tabulate @@ -148,27 +149,42 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: raise OperationalException(f"Cannot get markets. Reason: {e}") from e else: + summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") + + ("active " if active_only else "") + + (plural(len(pairs), "pair" if pairs_only else "market")) + + (f" with {base_currency} as base currency" if base_currency else "") + + (" and" if base_currency and quote_currency else "") + + (f" with {quote_currency} as quote currency" if quote_currency else "")) + + headers = ["Id", "Symbol", "Base", "Quote", "Active"] + if not pairs_only: + headers.append('Is pair') + if args.get('print_list', False): - # print data as a list - print(f"Exchange {exchange.name} has {len(pairs)} " + - ("active " if active_only else "") + - (plural(len(pairs), "pair" if pairs_only else "market")) + - (f" with {base_currency} as base currency" if base_currency else "") + - (" and" if base_currency and quote_currency else "") + - (f" with {quote_currency} as quote currency" if quote_currency else "") + + # print data as a list, with human-readable summary + print(summary_str + (f": {', '.join(sorted(pairs.keys()))}" if len(pairs) else "") + ".") elif args.get('print_one_column', False): print('\n'.join(sorted(pairs.keys()))) elif args.get('list_pairs_print_json', False): print(rapidjson.dumps(sorted(pairs.keys()), default=str)) + elif args.get('print_csv', False): + if len(pairs): + writer = csv.DictWriter(sys.stdout, fieldnames=headers, extrasaction='ignore') + writer.writeheader() + for _, v in pairs.items(): + writer.writerow({'Id': v['id'], 'Symbol': v['symbol'], + 'Base': v['base'], 'Quote': v['quote'], + 'Active': market_is_active(v), + 'Is pair': market_is_pair(v)}) else: - # print data as a table - headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active'] - if not pairs_only: - headers.append('Is pair') - tabular_data = [] - for _, v in pairs.items(): - tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], - "Yes" if market_is_active(v) else "No", - "Yes" if market_is_pair(v) else "No"]) - print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) + print(summary_str + + (":" if len(pairs) else ".")) + if len(pairs): + # print data as a table + tabular_data = [] + for _, v in pairs.items(): + tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], + "Yes" if market_is_active(v) else "No", + "Yes" if market_is_pair(v) else "No"]) + print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) From 4c8411e8350439a8b24c8ac6ebc0d5ff5063121e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 16 Oct 2019 03:02:58 +0300 Subject: [PATCH 0199/1495] Cleanup in print tabular and print-csv parts --- freqtrade/utils.py | 27 ++++++++++++--------------- 1 file changed, 12 insertions(+), 15 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 52680de20..3621787d8 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -156,9 +156,15 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: (" and" if base_currency and quote_currency else "") + (f" with {quote_currency} as quote currency" if quote_currency else "")) - headers = ["Id", "Symbol", "Base", "Quote", "Active"] - if not pairs_only: - headers.append('Is pair') + headers = ["Id", "Symbol", "Base", "Quote", "Active", + *(['Is pair'] if not pairs_only else [])] + + tabular_data = [] + for _, v in pairs.items(): + tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'], + 'Base': v['base'], 'Quote': v['quote'], + 'Active': market_is_active(v), + **({'Is pair': market_is_pair(v)} if not pairs_only else {})}) if args.get('print_list', False): # print data as a list, with human-readable summary @@ -170,21 +176,12 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: print(rapidjson.dumps(sorted(pairs.keys()), default=str)) elif args.get('print_csv', False): if len(pairs): - writer = csv.DictWriter(sys.stdout, fieldnames=headers, extrasaction='ignore') + writer = csv.DictWriter(sys.stdout, fieldnames=headers) writer.writeheader() - for _, v in pairs.items(): - writer.writerow({'Id': v['id'], 'Symbol': v['symbol'], - 'Base': v['base'], 'Quote': v['quote'], - 'Active': market_is_active(v), - 'Is pair': market_is_pair(v)}) + writer.writerows(tabular_data) else: print(summary_str + (":" if len(pairs) else ".")) if len(pairs): # print data as a table - tabular_data = [] - for _, v in pairs.items(): - tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'], - "Yes" if market_is_active(v) else "No", - "Yes" if market_is_pair(v) else "No"]) - print(tabulate(tabular_data, headers=headers, tablefmt='pipe')) + print(tabulate(tabular_data, headers='keys', tablefmt='pipe')) From 7de16310457883e592a799e2a3f462558faa48b8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 16 Oct 2019 03:55:04 +0300 Subject: [PATCH 0200/1495] Print summary in the log for machine-readable formats --- freqtrade/utils.py | 11 +++++++++-- 1 file changed, 9 insertions(+), 2 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 3621787d8..d2ea1f512 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -166,14 +166,21 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: 'Active': market_is_active(v), **({'Is pair': market_is_pair(v)} if not pairs_only else {})}) + if (args.get('print_one_column', False) or + args.get('list_pairs_print_json', False) or + args.get('print_csv', False)): + logger.info(f"{summary_str}.") + if args.get('print_list', False): # print data as a list, with human-readable summary print(summary_str + (f": {', '.join(sorted(pairs.keys()))}" if len(pairs) else "") + ".") elif args.get('print_one_column', False): - print('\n'.join(sorted(pairs.keys()))) + if len(pairs): + print('\n'.join(sorted(pairs.keys()))) elif args.get('list_pairs_print_json', False): - print(rapidjson.dumps(sorted(pairs.keys()), default=str)) + if len(pairs): + print(rapidjson.dumps(sorted(pairs.keys()), default=str)) elif args.get('print_csv', False): if len(pairs): writer = csv.DictWriter(sys.stdout, fieldnames=headers) From 1a765f1a172e20ce3ecc2c02ad5585952c1af763 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Oct 2019 14:41:39 +0200 Subject: [PATCH 0201/1495] Return generator instead of Object from _get_valid_object --- freqtrade/resolvers/iresolver.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py index 6303d4801..5e82b4359 100644 --- a/freqtrade/resolvers/iresolver.py +++ b/freqtrade/resolvers/iresolver.py @@ -7,7 +7,7 @@ import importlib.util import inspect import logging from pathlib import Path -from typing import Any, List, Optional, Tuple, Type, Union +from typing import Any, List, Optional, Tuple, Type, Union, Generator logger = logging.getLogger(__name__) @@ -19,13 +19,13 @@ class IResolver: @staticmethod def _get_valid_object(object_type, module_path: Path, - object_name: str) -> Optional[Type[Any]]: + object_name: str) -> Generator[Any, None, None]: """ - Returns the first object with matching object_type and object_name in the path given. + Generator returning objects with matching object_type and object_name in the path given. :param object_type: object_type (class) :param module_path: absolute path to the module :param object_name: Class name of the object - :return: class or None + :return: generator containing matching objects """ # Generate spec based on absolute path @@ -42,7 +42,7 @@ class IResolver: obj for name, obj in inspect.getmembers(module, inspect.isclass) if object_name == name and object_type in obj.__bases__ ) - return next(valid_objects_gen, None) + return valid_objects_gen @staticmethod def _search_object(directory: Path, object_type, object_name: str, @@ -59,9 +59,9 @@ class IResolver: logger.debug('Ignoring %s', entry) continue module_path = entry.resolve() - obj = IResolver._get_valid_object( - object_type, module_path, object_name - ) + + obj = next(IResolver._get_valid_object(object_type, module_path, object_name), None) + if obj: return (obj(**kwargs), module_path) return (None, None) From fda71085e05348db3f7374e726ad1bff4669a21a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 15 Oct 2019 12:11:14 +0200 Subject: [PATCH 0202/1495] Refactor load-path building to parent class --- freqtrade/resolvers/hyperopt_resolver.py | 20 ++++---------------- freqtrade/resolvers/iresolver.py | 16 +++++++++++++++- freqtrade/resolvers/pairlist_resolver.py | 6 ++---- freqtrade/resolvers/strategy_resolver.py | 10 ++-------- 4 files changed, 23 insertions(+), 29 deletions(-) diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index e96394d69..db51c3ca5 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -52,14 +52,8 @@ class HyperOptResolver(IResolver): """ current_path = Path(__file__).parent.parent.joinpath('optimize').resolve() - abs_paths = [ - config['user_data_dir'].joinpath('hyperopts'), - current_path, - ] - - if extra_dir: - # Add extra hyperopt directory on top of search paths - abs_paths.insert(0, Path(extra_dir).resolve()) + abs_paths = self.build_search_paths(config, current_path=current_path, + user_subdir='hyperopts', extra_dir=extra_dir) hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt, object_name=hyperopt_name, kwargs={'config': config}) @@ -109,14 +103,8 @@ class HyperOptLossResolver(IResolver): """ current_path = Path(__file__).parent.parent.joinpath('optimize').resolve() - abs_paths = [ - config['user_data_dir'].joinpath('hyperopts'), - current_path, - ] - - if extra_dir: - # Add extra hyperopt directory on top of search paths - abs_paths.insert(0, Path(extra_dir).resolve()) + abs_paths = self.build_search_paths(config, current_path=current_path, + user_subdir='hyperopts', extra_dir=extra_dir) hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss, object_name=hyper_loss_name) diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py index 5e82b4359..51c4f7dba 100644 --- a/freqtrade/resolvers/iresolver.py +++ b/freqtrade/resolvers/iresolver.py @@ -7,7 +7,7 @@ import importlib.util import inspect import logging from pathlib import Path -from typing import Any, List, Optional, Tuple, Type, Union, Generator +from typing import Any, List, Optional, Tuple, Union, Generator logger = logging.getLogger(__name__) @@ -17,6 +17,20 @@ class IResolver: This class contains all the logic to load custom classes """ + def build_search_paths(self, config, current_path: Path, user_subdir: str, + extra_dir: Optional[str] = None) -> List[Path]: + + abs_paths = [ + config['user_data_dir'].joinpath(user_subdir), + current_path, + ] + + if extra_dir: + # Add extra directory to the top of the search paths + abs_paths.insert(0, Path(extra_dir).resolve()) + + return abs_paths + @staticmethod def _get_valid_object(object_type, module_path: Path, object_name: str) -> Generator[Any, None, None]: diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index f38253155..2ddf5de2f 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -39,10 +39,8 @@ class PairListResolver(IResolver): """ current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve() - abs_paths = [ - config['user_data_dir'].joinpath('pairlist'), - current_path, - ] + abs_paths = self.build_search_paths(config, current_path=current_path, + user_subdir='pairlist', extra_dir=None) pairlist = self._load_object(paths=abs_paths, object_type=IPairList, object_name=pairlist_name, kwargs=kwargs) diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index b9c641853..d6fbe9a7a 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -124,14 +124,8 @@ class StrategyResolver(IResolver): """ current_path = Path(__file__).parent.parent.joinpath('strategy').resolve() - abs_paths = [ - config['user_data_dir'].joinpath('strategies'), - current_path, - ] - - if extra_dir: - # Add extra strategy directory on top of search paths - abs_paths.insert(0, Path(extra_dir).resolve()) + abs_paths = self.build_search_paths(config, current_path=current_path, + user_subdir='strategies', extra_dir=extra_dir) if ":" in strategy_name: logger.info("loading base64 encoded strategy") From d72d3887265e9d2076256d961bc2b6ec0ba189ed Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 16 Oct 2019 10:55:09 +0300 Subject: [PATCH 0203/1495] Make flake happy --- freqtrade/utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index d2ea1f512..966674f3b 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -124,7 +124,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: f"{', '.join(exchange.timeframes)}.") -def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: +def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # noqa: C901 """ Print pairs on the exchange :param args: Cli args from Arguments() From 92fda0f76c4a2cc2f83513a8e8e07f536ddc7375 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 02:09:19 +0300 Subject: [PATCH 0204/1495] Allow --base and --quote be lists of currencies --- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/cli_options.py | 14 ++++++++------ freqtrade/exchange/exchange.py | 10 +++++----- freqtrade/utils.py | 18 +++++++++++------- 4 files changed, 25 insertions(+), 19 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index aff2f3bb5..937fe1a3c 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -35,7 +35,7 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column", - "print_csv", "base_currency", "quote_currency", "active_only"] + "print_csv", "base_currencies", "quote_currencies", "active_only"] ARGS_CREATE_USERDIR = ["user_data_dir"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 61acb30ca..ab3f4f00a 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -273,13 +273,15 @@ AVAILABLE_CLI_OPTIONS = { help='Print exchange pair or market data in the csv format.', action='store_true', ), - "quote_currency": Arg( - '--quote-currency', - help='Select quote currency.', + "quote_currencies": Arg( + '--quote', + help='Specify quote currency(-ies). Space-separated list.', + nargs='+', ), - "base_currency": Arg( - '--base-currency', - help='Select base currency.', + "base_currencies": Arg( + '--base', + help='Specify base currency(-ies). Space-separated list.', + nargs='+', ), "active_only": Arg( '--active-only', diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 185c9dc3d..95602082e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -280,7 +280,7 @@ class Exchange: self._load_markets() return self._api.markets - def get_markets(self, base_currency: str = None, quote_currency: str = None, + def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None, pairs_only: bool = False, active_only: bool = False) -> Dict: """ Return exchange ccxt markets, filtered out by base currency and quote currency @@ -292,10 +292,10 @@ class Exchange: if not markets: raise OperationalException("Markets were not loaded.") - if base_currency: - markets = {k: v for k, v in markets.items() if v['base'] == base_currency} - if quote_currency: - markets = {k: v for k, v in markets.items() if v['quote'] == quote_currency} + if base_currencies: + markets = {k: v for k, v in markets.items() if v['base'] in base_currencies} + if quote_currencies: + markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} if pairs_only: markets = {k: v for k, v in markets.items() if market_is_pair(v)} if active_only: diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 966674f3b..b927d73bf 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -137,12 +137,12 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # exchange = ExchangeResolver(config['exchange']['name'], config).exchange active_only = args.get('active_only', False) - base_currency = args.get('base_currency', '') - quote_currency = args.get('quote_currency', '') + base_currencies = args.get('base_currencies', []) + quote_currencies = args.get('quote_currencies', []) try: - pairs = exchange.get_markets(base_currency=base_currency, - quote_currency=quote_currency, + pairs = exchange.get_markets(base_currencies=base_currencies, + quote_currencies=quote_currencies, pairs_only=pairs_only, active_only=active_only) except Exception as e: @@ -152,9 +152,13 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") + ("active " if active_only else "") + (plural(len(pairs), "pair" if pairs_only else "market")) + - (f" with {base_currency} as base currency" if base_currency else "") + - (" and" if base_currency and quote_currency else "") + - (f" with {quote_currency} as quote currency" if quote_currency else "")) + (f" with {', '.join(base_currencies)} as base " + f"{plural(len(base_currencies), 'currency', 'currencies')}" + if base_currencies else "") + + (" and" if base_currencies and quote_currencies else "") + + (f" with {', '.join(quote_currencies)} as quote " + f"{plural(len(quote_currencies), 'currency', 'currencies')}" + if quote_currencies else "")) headers = ["Id", "Symbol", "Base", "Quote", "Active", *(['Is pair'] if not pairs_only else [])] From a8ffd29e1872e8dff14ae087a636e9c23120da6d Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 02:42:07 +0300 Subject: [PATCH 0205/1495] Remove --active-only, introduce -a/--all instead --- freqtrade/configuration/arguments.py | 2 +- freqtrade/configuration/cli_options.py | 11 ++++++----- freqtrade/utils.py | 4 +++- 3 files changed, 10 insertions(+), 7 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 937fe1a3c..646cdb2b7 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -35,7 +35,7 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"] ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column", - "print_csv", "base_currencies", "quote_currencies", "active_only"] + "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"] ARGS_CREATE_USERDIR = ["user_data_dir"] diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index ab3f4f00a..926824cf4 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -256,6 +256,12 @@ AVAILABLE_CLI_OPTIONS = { action='store_true', ), # List pairs / markets + "list_pairs_all": Arg( + '-a', '--all', + help='Print all pairs or market symbols. By default only active ' + 'ones are shown.', + action='store_true', + ), "print_list": Arg( '--print-list', help='Print list of pairs or market symbols. By default data is ' @@ -283,11 +289,6 @@ AVAILABLE_CLI_OPTIONS = { help='Specify base currency(-ies). Space-separated list.', nargs='+', ), - "active_only": Arg( - '--active-only', - help='Print only active pairs or markets.', - action='store_true', - ), # Script options "pairs": Arg( '-p', '--pairs', diff --git a/freqtrade/utils.py b/freqtrade/utils.py index b927d73bf..1e9aca647 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -136,7 +136,9 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # # Init exchange exchange = ExchangeResolver(config['exchange']['name'], config).exchange - active_only = args.get('active_only', False) + # By default only active pairs/markets are to be shown + active_only = not args.get('list_pairs_all', False) + base_currencies = args.get('base_currencies', []) quote_currencies = args.get('quote_currencies', []) From 837d4d82b4ba326815d948f0a0b3af64cd05d634 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 03:06:51 +0300 Subject: [PATCH 0206/1495] Sort tabular and csv data by symbol as well --- freqtrade/utils.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 1e9aca647..703cff35d 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -1,5 +1,6 @@ import logging import sys +from collections import OrderedDict from pathlib import Path from typing import Any, Dict, List @@ -147,6 +148,8 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # quote_currencies=quote_currencies, pairs_only=pairs_only, active_only=active_only) + # Sort the pairs/markets by symbol + pairs = OrderedDict(sorted(pairs.items())) except Exception as e: raise OperationalException(f"Cannot get markets. Reason: {e}") from e @@ -180,13 +183,13 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # if args.get('print_list', False): # print data as a list, with human-readable summary print(summary_str + - (f": {', '.join(sorted(pairs.keys()))}" if len(pairs) else "") + ".") + (f": {', '.join(pairs.keys())}" if len(pairs) else "") + ".") elif args.get('print_one_column', False): if len(pairs): - print('\n'.join(sorted(pairs.keys()))) + print('\n'.join(pairs.keys())) elif args.get('list_pairs_print_json', False): if len(pairs): - print(rapidjson.dumps(sorted(pairs.keys()), default=str)) + print(rapidjson.dumps(pairs.keys(), default=str)) elif args.get('print_csv', False): if len(pairs): writer = csv.DictWriter(sys.stdout, fieldnames=headers) From bf4e9a5dbbfbd01c2d24753415f4ddd431b9cb63 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 04:34:05 +0300 Subject: [PATCH 0207/1495] Code cleanup --- freqtrade/utils.py | 33 ++++++++++++++++----------------- 1 file changed, 16 insertions(+), 17 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 703cff35d..90140f6ba 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -125,7 +125,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: f"{', '.join(exchange.timeframes)}.") -def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # noqa: C901 +def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: """ Print pairs on the exchange :param args: Cli args from Arguments() @@ -180,24 +180,23 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: # args.get('print_csv', False)): logger.info(f"{summary_str}.") - if args.get('print_list', False): - # print data as a list, with human-readable summary - print(summary_str + - (f": {', '.join(pairs.keys())}" if len(pairs) else "") + ".") - elif args.get('print_one_column', False): - if len(pairs): + if len(pairs): + if args.get('print_list', False): + # print data as a list, with human-readable summary + print(f"{summary_str}: {', '.join(pairs.keys())}.") + elif args.get('print_one_column', False): print('\n'.join(pairs.keys())) - elif args.get('list_pairs_print_json', False): - if len(pairs): - print(rapidjson.dumps(pairs.keys(), default=str)) - elif args.get('print_csv', False): - if len(pairs): + elif args.get('list_pairs_print_json', False): + print(rapidjson.dumps(list(pairs.keys()), default=str)) + elif args.get('print_csv', False): writer = csv.DictWriter(sys.stdout, fieldnames=headers) writer.writeheader() writer.writerows(tabular_data) - else: - print(summary_str + - (":" if len(pairs) else ".")) - if len(pairs): - # print data as a table + else: + # print data as a table, with the human-readable summary + print(f"{summary_str}:") print(tabulate(tabular_data, headers='keys', tablefmt='pipe')) + elif not (args.get('print_one_column', False) or + args.get('list_pairs_print_json', False) or + args.get('print_csv', False)): + print(f"{summary_str}.") From 5b58141f6b840f82bbf09161dcb2d4c70c879a01 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 17 Oct 2019 06:11:10 +0200 Subject: [PATCH 0208/1495] iFix grammar issue --- docs/data-download.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/data-download.md b/docs/data-download.md index b091f0069..83f5cd568 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -80,7 +80,7 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d ### Historic Kraken data -The Kraken API does only provide 720 historic candles, which is sufficient for regular trading operations, but a problem for backtesting. +The Kraken API does only provide 720 historic candles, which is sufficient for regular trading operations, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. ## Next step From ff6a3465a78a05324be21e50b5bce12b118143db Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 17:18:26 +0300 Subject: [PATCH 0209/1495] Docs added --- docs/utils.md | 60 +++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 60 insertions(+) diff --git a/docs/utils.md b/docs/utils.md index 93162aca2..f662e8d6c 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -54,3 +54,63 @@ Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4 ``` $ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchange $i; done ``` + +## List pairs/list markets + +The `list-pairs` and `list-markets` subcommands allow to see the pairs/markets available on exchange. + +Pairs are markets with the '/' character between the base currency part and the quote currency part. + +These subcommands have same usage and same set of available options: + +``` +usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list] + [--print-json] [-1] [--print-csv] + [--base BASE_CURRENCIES [BASE_CURRENCIES ...]] + [--quote QUOTE_CURRENCIES [QUOTE_CURRENCIES ...]] + [-a] + +optional arguments: + -h, --help show this help message and exit + --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no + config is provided. + --print-list Print list of pairs or market symbols. By default data + is printed in the tabular format. + --print-json Print list of pairs or market symbols in JSON format. + -1, --one-column Print output in one column. + --print-csv Print exchange pair or market data in the csv format. + --base BASE_CURRENCY [BASE_CURRENCY ...] + Specify base currency(-ies). Space-separated list. + --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...] + Specify quote currency(-ies). Space-separated list. + -a, --all Print all pairs or market symbols. By default only + active ones are shown. +``` + +By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded +on the exchange. The see the list of all pairs/markets (not only the active ones), use the `-a`/`-all` option. + +Pairs/markets are sorted by its symbol string in the printed output. + +### Examples + +* Print the list of active pairs with quote currency USD on exchange, specified in the default +configuration file (i.e. pairs on the "Bittrex" exchange) in JSON format: + +``` +$ freqtrade list-pairs --quote USD --print-json +``` + +* Print the list of all pairs on the exchange, specified in the `config_binance.json` configuration file +(i.e. on the "Binance" exchange) with base currencies BTC or ETH and quote currencies USDT or USD, as the +human-readable list with summary: + +``` +$ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT USD --print-list +``` + +* Print all markets on exchange "Kraken", in the tabular format: + +``` +$ freqtrade list-markets --exchange kraken --all +``` From bd08874f1ff1c5396c42d53ad43a9653411eadb0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 17:31:49 +0300 Subject: [PATCH 0210/1495] Fix options metavars shown in the helpstring --- freqtrade/configuration/cli_options.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 926824cf4..cb6dece5c 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -283,11 +283,13 @@ AVAILABLE_CLI_OPTIONS = { '--quote', help='Specify quote currency(-ies). Space-separated list.', nargs='+', + metavar='QUOTE_CURRENCY', ), "base_currencies": Arg( '--base', help='Specify base currency(-ies). Space-separated list.', nargs='+', + metavar='BASE_CURRENCY', ), # Script options "pairs": Arg( From 1e61263a28b3d7ebb026869ace86f1f32bfb51b5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 17:49:04 +0300 Subject: [PATCH 0211/1495] More sofisticated market_is_pair(), taken from #1989 --- freqtrade/exchange/exchange.py | 13 +++++++++---- 1 file changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 95602082e..164f21ac6 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -937,12 +937,17 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime: return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) -def market_is_pair(market): +def market_is_pair(market, base_currency: str = None, quote_currency: str = None): """ - Return True if the market is a pair. - Currently pairs are defined as markets containing '/' character in its symbol. + Check if the market is a pair, i.e. that its symbol consists of the base currency and the + quote currency separated by '/' character. If base_currency and/or quote_currency is passed, + it also checks that the symbol contains appropriate base and/or quote currency part before + and after the separating character correspondingly. """ - return '/' in market.get('symbol', '') + symbol_parts = market['symbol'].split('/') + return (len(symbol_parts) == 2 and + (symbol_parts[0] == base_currency if base_currency else len(symbol_parts[0]) > 0) and + (symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0)) def market_is_active(market): From 66605a19095122d15de21048581fb07e39ddab00 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 17:52:33 +0300 Subject: [PATCH 0212/1495] Add tests for plural(), taken from #1989 --- tests/test_misc.py | 34 +++++++++++++++++++++++++++++++++- 1 file changed, 33 insertions(+), 1 deletion(-) diff --git a/tests/test_misc.py b/tests/test_misc.py index 320ed208c..23231e2f0 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -7,7 +7,7 @@ from unittest.mock import MagicMock from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import pair_data_filename from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json, - file_load_json, format_ms_time, shorten_date) + file_load_json, format_ms_time, plural, shorten_date) def test_shorten_date() -> None: @@ -69,3 +69,35 @@ def test_format_ms_time() -> None: # Date 2017-12-13 08:02:01 date_in_epoch_ms = 1513152121000 assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') + + +def test_plural() -> None: + assert plural(0, "page") == "pages" + assert plural(0.0, "page") == "pages" + assert plural(1, "page") == "page" + assert plural(1.0, "page") == "page" + assert plural(2, "page") == "pages" + assert plural(2.0, "page") == "pages" + assert plural(-1, "page") == "page" + assert plural(-1.0, "page") == "page" + assert plural(-2, "page") == "pages" + assert plural(-2.0, "page") == "pages" + assert plural(0.5, "page") == "pages" + assert plural(1.5, "page") == "pages" + assert plural(-0.5, "page") == "pages" + assert plural(-1.5, "page") == "pages" + + assert plural(0, "ox", "oxen") == "oxen" + assert plural(0.0, "ox", "oxen") == "oxen" + assert plural(1, "ox", "oxen") == "ox" + assert plural(1.0, "ox", "oxen") == "ox" + assert plural(2, "ox", "oxen") == "oxen" + assert plural(2.0, "ox", "oxen") == "oxen" + assert plural(-1, "ox", "oxen") == "ox" + assert plural(-1.0, "ox", "oxen") == "ox" + assert plural(-2, "ox", "oxen") == "oxen" + assert plural(-2.0, "ox", "oxen") == "oxen" + assert plural(0.5, "ox", "oxen") == "oxen" + assert plural(1.5, "ox", "oxen") == "oxen" + assert plural(-0.5, "ox", "oxen") == "oxen" + assert plural(-1.5, "ox", "oxen") == "oxen" From e8eb968a6f2b9fa673c259ce0b52055ca9bd64d8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 18:19:50 +0300 Subject: [PATCH 0213/1495] Add tests for market_is_pair() --- tests/exchange/test_exchange.py | 24 +++++++++++++++++++++++- 1 file changed, 23 insertions(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index bf6025322..d61748d1d 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -18,7 +18,8 @@ from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date, - timeframe_to_seconds) + timeframe_to_seconds, + market_is_pair) from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_patched_exchange, log_has, log_has_re @@ -1555,3 +1556,24 @@ def test_timeframe_to_next_date(): date = datetime.now(tz=timezone.utc) assert timeframe_to_next_date("5m") > date + + +@pytest.mark.parametrize("market,base_currency,quote_currency,expected_result", [ + ({'symbol': "BTC/USDT"}, None, None, True), + ({'symbol': "USDT/BTC"}, None, None, True), + ({'symbol': "BTCUSDT"}, None, None, False), + ({'symbol': "BTC/USDT"}, None, "USDT", True), + ({'symbol': "USDT/BTC"}, None, "USDT", False), + ({'symbol': "BTCUSDT"}, None, "USDT", False), + ({'symbol': "BTC/USDT"}, "BTC", None, True), + ({'symbol': "USDT/BTC"}, "BTC", None, False), + ({'symbol': "BTCUSDT"}, "BTC", None, False), + ({'symbol': "BTC/USDT"}, "BTC", "USDT", True), + ({'symbol': "BTC/USDT"}, "USDT", "BTC", False), + ({'symbol': "BTC/USDT"}, "BTC", "USD", False), + ({'symbol': "BTCUSDT"}, "BTC", "USDT", False), + ({'symbol': "BTC/"}, None, None, False), + ({'symbol': "/USDT"}, None, None, False), +]) +def test_market_is_pair(market, base_currency, quote_currency, expected_result) -> None: + assert market_is_pair(market, base_currency, quote_currency) == expected_result From b6e26c82eacae6f082c09d990fa2b345737cf035 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 18:44:25 +0300 Subject: [PATCH 0214/1495] Replace market_is_pair() by symbol_is_pair() --- freqtrade/exchange/__init__.py | 2 +- freqtrade/exchange/exchange.py | 8 +++---- freqtrade/utils.py | 5 +++-- tests/exchange/test_exchange.py | 38 ++++++++++++++++----------------- 4 files changed, 27 insertions(+), 26 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 470091181..7545bff6a 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -11,6 +11,6 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 timeframe_to_next_date, timeframe_to_prev_date) from freqtrade.exchange.exchange import (market_is_active, # noqa: F401 - market_is_pair) + symbol_is_pair) from freqtrade.exchange.kraken import Kraken # noqa: F401 from freqtrade.exchange.binance import Binance # noqa: F401 diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 164f21ac6..193982b74 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -297,7 +297,7 @@ class Exchange: if quote_currencies: markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} if pairs_only: - markets = {k: v for k, v in markets.items() if market_is_pair(v)} + markets = {k: v for k, v in markets.items() if symbol_is_pair(v['symbol'])} if active_only: markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets @@ -937,14 +937,14 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime: return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) -def market_is_pair(market, base_currency: str = None, quote_currency: str = None): +def symbol_is_pair(market_symbol: str, base_currency: str = None, quote_currency: str = None): """ - Check if the market is a pair, i.e. that its symbol consists of the base currency and the + Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the quote currency separated by '/' character. If base_currency and/or quote_currency is passed, it also checks that the symbol contains appropriate base and/or quote currency part before and after the separating character correspondingly. """ - symbol_parts = market['symbol'].split('/') + symbol_parts = market_symbol.split('/') return (len(symbol_parts) == 2 and (symbol_parts[0] == base_currency if base_currency else len(symbol_parts[0]) > 0) and (symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0)) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 90140f6ba..e00b0739e 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -14,7 +14,7 @@ from freqtrade.configuration import Configuration, TimeRange from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import refresh_backtest_ohlcv_data from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active, - market_is_pair) + symbol_is_pair) from freqtrade.misc import plural from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -173,7 +173,8 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'], 'Base': v['base'], 'Quote': v['quote'], 'Active': market_is_active(v), - **({'Is pair': market_is_pair(v)} if not pairs_only else {})}) + **({'Is pair': symbol_is_pair(v['symbol'])} + if not pairs_only else {})}) if (args.get('print_one_column', False) or args.get('list_pairs_print_json', False) or diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index d61748d1d..20449bd6b 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -19,7 +19,7 @@ from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes, timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_seconds, - market_is_pair) + symbol_is_pair) from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_patched_exchange, log_has, log_has_re @@ -1558,22 +1558,22 @@ def test_timeframe_to_next_date(): assert timeframe_to_next_date("5m") > date -@pytest.mark.parametrize("market,base_currency,quote_currency,expected_result", [ - ({'symbol': "BTC/USDT"}, None, None, True), - ({'symbol': "USDT/BTC"}, None, None, True), - ({'symbol': "BTCUSDT"}, None, None, False), - ({'symbol': "BTC/USDT"}, None, "USDT", True), - ({'symbol': "USDT/BTC"}, None, "USDT", False), - ({'symbol': "BTCUSDT"}, None, "USDT", False), - ({'symbol': "BTC/USDT"}, "BTC", None, True), - ({'symbol': "USDT/BTC"}, "BTC", None, False), - ({'symbol': "BTCUSDT"}, "BTC", None, False), - ({'symbol': "BTC/USDT"}, "BTC", "USDT", True), - ({'symbol': "BTC/USDT"}, "USDT", "BTC", False), - ({'symbol': "BTC/USDT"}, "BTC", "USD", False), - ({'symbol': "BTCUSDT"}, "BTC", "USDT", False), - ({'symbol': "BTC/"}, None, None, False), - ({'symbol': "/USDT"}, None, None, False), +@pytest.mark.parametrize("market_symbol,base_currency,quote_currency,expected_result", [ + ("BTC/USDT", None, None, True), + ("USDT/BTC", None, None, True), + ("BTCUSDT", None, None, False), + ("BTC/USDT", None, "USDT", True), + ("USDT/BTC", None, "USDT", False), + ("BTCUSDT", None, "USDT", False), + ("BTC/USDT", "BTC", None, True), + ("USDT/BTC", "BTC", None, False), + ("BTCUSDT", "BTC", None, False), + ("BTC/USDT", "BTC", "USDT", True), + ("BTC/USDT", "USDT", "BTC", False), + ("BTC/USDT", "BTC", "USD", False), + ("BTCUSDT", "BTC", "USDT", False), + ("BTC/", None, None, False), + ("/USDT", None, None, False), ]) -def test_market_is_pair(market, base_currency, quote_currency, expected_result) -> None: - assert market_is_pair(market, base_currency, quote_currency) == expected_result +def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_result) -> None: + assert symbol_is_pair(market_symbol, base_currency, quote_currency) == expected_result From 84ba431d10f88c92e0f815115a8e51692463fa84 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 19:05:50 +0300 Subject: [PATCH 0215/1495] Introduce a market with no 'active' field in conftest --- tests/conftest.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/tests/conftest.py b/tests/conftest.py index 6a0a74b5b..44f99b033 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -318,7 +318,8 @@ def markets(): 'symbol': 'TKN/BTC', 'base': 'TKN', 'quote': 'BTC', - 'active': True, + # According to ccxt, markets without active item set are also active + # 'active': True, 'precision': { 'price': 8, 'amount': 8, From 033742b7083fe673abab179ee52b745936281ce7 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 19:06:58 +0300 Subject: [PATCH 0216/1495] Fix pairlists to use market_is_active() instead of custom check --- freqtrade/pairlist/IPairList.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index a112c63b4..5afb0c4c2 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -8,6 +8,9 @@ import logging from abc import ABC, abstractmethod from typing import List +from freqtrade.exchange import market_is_active + + logger = logging.getLogger(__name__) @@ -77,7 +80,7 @@ class IPairList(ABC): continue # Check if market is active market = markets[pair] - if not market['active']: + if not market_is_active(market): logger.info(f"Ignoring {pair} from whitelist. Market is not active.") continue sanitized_whitelist.add(pair) From 750dc8bf566d891861ec1adf03afbe99a81e46f5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 19:24:39 +0300 Subject: [PATCH 0217/1495] Add tests for market_is_active() --- tests/exchange/test_exchange.py | 12 +++++++++++- 1 file changed, 11 insertions(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 20449bd6b..fee9041b9 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -19,7 +19,8 @@ from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes, timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_seconds, - symbol_is_pair) + symbol_is_pair, + market_is_active) from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_patched_exchange, log_has, log_has_re @@ -1577,3 +1578,12 @@ def test_timeframe_to_next_date(): ]) def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_result) -> None: assert symbol_is_pair(market_symbol, base_currency, quote_currency) == expected_result + + +@pytest.mark.parametrize("market,expected_result", [ + ({'symbol': 'ETH/BTC', 'active': True}, True), + ({'symbol': 'ETH/BTC', 'active': False}, False), + ({'symbol': 'ETH/BTC', }, True), +]) +def test_market_is_active(market, expected_result) -> None: + assert market_is_active(market) == expected_result From a39d51d7d02bf685387275357ca9f8aaef08ce11 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 17 Oct 2019 19:33:21 +0200 Subject: [PATCH 0218/1495] Update test to use limit_buy_order --- tests/conftest.py | 6 ------ tests/test_freqtradebot.py | 15 +++++++-------- 2 files changed, 7 insertions(+), 14 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 6a0a74b5b..b0c68c805 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -896,12 +896,6 @@ def result(testdatadir): return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC", fill_missing=True) -# FIX: -# Create an fixture/function -# that inserts a trade of some type and open-status -# return the open-order-id -# See tests in rpc/main that could use this - @pytest.fixture(scope="function") def trades_for_order(): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7fb84f078..28ba57c1d 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1678,7 +1678,7 @@ def test_update_trade_state_exception(mocker, default_conf, # Test raise of OperationalException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - side_effect=OperationalException() + side_effect=DependencyException() ) freqtrade.update_trade_state(trade) assert log_has('Could not update trade amount: ', caplog) @@ -2188,7 +2188,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - caplog) -def test_handle_timedout_limit_buy(mocker, default_conf) -> None: +def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2201,12 +2201,11 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None: Trade.session = MagicMock() trade = MagicMock() - order = {'remaining': 1, - 'amount': 1} - assert freqtrade.handle_timedout_limit_buy(trade, order) + limit_buy_order['remaining'] = limit_buy_order['amount'] + assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 - order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_buy(trade, order) + limit_buy_order['amount'] = 2 + assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 2 @@ -3361,7 +3360,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ patch_get_signal(freqtrade) # Amount does not change - with pytest.raises(OperationalException, match=r"Half bought\? Amounts don't match"): + with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): freqtrade.get_real_amount(trade, limit_buy_order) From 8564affdf031088a0bdc3ba6a0f0b7c102384346 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 22:45:20 +0300 Subject: [PATCH 0219/1495] Add tests for Exchange.get_markets() --- freqtrade/exchange/exchange.py | 1 + tests/conftest.py | 44 ++++++++++++++++++++++ tests/exchange/test_exchange.py | 67 +++++++++++++++++++++++++++++++++ 3 files changed, 112 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 193982b74..9e3406428 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -22,6 +22,7 @@ from freqtrade import (DependencyException, InvalidOrderException, from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.misc import deep_merge_dicts + logger = logging.getLogger(__name__) diff --git a/tests/conftest.py b/tests/conftest.py index 44f99b033..f21d61ee3 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -510,6 +510,50 @@ def markets(): } }, 'info': {}, + }, + 'LTC/USD': { + 'id': 'USD-LTC', + 'symbol': 'LTC/USD', + 'base': 'LTC', + 'quote': 'USD', + 'active': True, + 'precision': { + 'amount': 8, + 'price': 8 + }, + 'limits': { + 'amount': { + 'min': 0.06646786, + 'max': None + }, + 'price': { + 'min': 1e-08, + 'max': None + } + }, + 'info': {}, + }, + 'XLTCUSDT': { + 'id': 'xLTCUSDT', + 'symbol': 'XLTCUSDT', + 'base': 'LTC', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'amount': 8, + 'price': 8 + }, + 'limits': { + 'amount': { + 'min': 0.06646786, + 'max': None + }, + 'price': { + 'min': 1e-08, + 'max': None + } + }, + 'info': {}, } } diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index fee9041b9..c5f41a784 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1488,6 +1488,73 @@ def test_get_valid_pair_combination(default_conf, mocker, markets): ex.get_valid_pair_combination("NOPAIR", "ETH") +@pytest.mark.parametrize("base_currencies, quote_currencies, pairs_only, active_only," + "expected_keys", [ +# Testing markets (in conftest.py): +# 'BLK/BTC': 'active': True +# 'BTT/BTC': 'active': True +# 'ETH/BTC': 'active': True +# 'ETH/USDT': 'active': True +# 'LTC/BTC': 'active': False +# 'LTC/USD': 'active': True +# 'LTC/USDT': 'active': True +# 'NEO/BTC': 'active': False +# 'TKN/BTC': 'active' not set +# 'XLTCUSDT': 'active': True, not a pair +# 'XRP/BTC': 'active': False + # all markets + ([], [], False, False, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', + 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), + # active markets + ([], [], False, True, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC', 'XLTCUSDT']), + # all pairs + ([], [], True, False, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', + 'TKN/BTC', 'XRP/BTC']), + # active pairs + ([], [], True, True, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC']), + # all markets, base=ETH, LTC + (['ETH', 'LTC'], [], False, False, + ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC + (['LTC'], [], False, False, + ['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, quote=USDT + ([], ['USDT'], False, False, + ['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']), + # all markets, quote=USDT, USD + ([], ['USDT', 'USD'], False, False, + ['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC, quote=USDT + (['LTC'], ['USDT'], False, False, + ['LTC/USDT', 'XLTCUSDT']), + # all pairs, base=LTC, quote=USDT + (['LTC'], ['USDT'], True, False, + ['LTC/USDT']), + # all markets, base=LTC, quote=USDT, NONEXISTENT + (['LTC'], ['USDT', 'NONEXISTENT'], False, False, + ['LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC, quote=NONEXISTENT + (['LTC'], ['NONEXISTENT'], False, False, + []), +]) +def test_get_markets(default_conf, mocker, markets, + base_currencies, quote_currencies, pairs_only, active_only, + expected_keys): + mocker.patch.multiple('freqtrade.exchange.Exchange', + _init_ccxt=MagicMock(return_value=MagicMock()), + _load_async_markets=MagicMock(), + validate_pairs=MagicMock(), + validate_timeframes=MagicMock(), + markets=PropertyMock(return_value=markets)) + ex = Exchange(default_conf) + pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only) + assert sorted(pairs.keys()) == sorted(expected_keys) + + def test_timeframe_to_minutes(): assert timeframe_to_minutes("5m") == 5 assert timeframe_to_minutes("10m") == 10 From 2ebddcf45c6ad0802e91955de7c3636c33980b7b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 17 Oct 2019 23:40:29 +0300 Subject: [PATCH 0220/1495] Make flake happy again --- tests/exchange/test_exchange.py | 129 ++++++++++++++++---------------- 1 file changed, 65 insertions(+), 64 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index c5f41a784..a3135415c 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -925,17 +925,17 @@ def test_get_balances_prod(default_conf, mocker, exchange_name): def test_get_tickers(default_conf, mocker, exchange_name): api_mock = MagicMock() tick = {'ETH/BTC': { - 'symbol': 'ETH/BTC', - 'bid': 0.5, - 'ask': 1, - 'last': 42, - }, 'BCH/BTC': { - 'symbol': 'BCH/BTC', - 'bid': 0.6, - 'ask': 0.5, - 'last': 41, - } - } + 'symbol': 'ETH/BTC', + 'bid': 0.5, + 'ask': 1, + 'last': 42, + }, 'BCH/BTC': { + 'symbol': 'BCH/BTC', + 'bid': 0.6, + 'ask': 0.5, + 'last': 41, + } + } api_mock.fetch_tickers = MagicMock(return_value=tick) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) # retrieve original ticker @@ -1488,59 +1488,60 @@ def test_get_valid_pair_combination(default_conf, mocker, markets): ex.get_valid_pair_combination("NOPAIR", "ETH") -@pytest.mark.parametrize("base_currencies, quote_currencies, pairs_only, active_only," - "expected_keys", [ -# Testing markets (in conftest.py): -# 'BLK/BTC': 'active': True -# 'BTT/BTC': 'active': True -# 'ETH/BTC': 'active': True -# 'ETH/USDT': 'active': True -# 'LTC/BTC': 'active': False -# 'LTC/USD': 'active': True -# 'LTC/USDT': 'active': True -# 'NEO/BTC': 'active': False -# 'TKN/BTC': 'active' not set -# 'XLTCUSDT': 'active': True, not a pair -# 'XRP/BTC': 'active': False - # all markets - ([], [], False, False, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', - 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), - # active markets - ([], [], False, True, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC', 'XLTCUSDT']), - # all pairs - ([], [], True, False, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', - 'TKN/BTC', 'XRP/BTC']), - # active pairs - ([], [], True, True, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC']), - # all markets, base=ETH, LTC - (['ETH', 'LTC'], [], False, False, - ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), - # all markets, base=LTC - (['LTC'], [], False, False, - ['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), - # all markets, quote=USDT - ([], ['USDT'], False, False, - ['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']), - # all markets, quote=USDT, USD - ([], ['USDT', 'USD'], False, False, - ['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), - # all markets, base=LTC, quote=USDT - (['LTC'], ['USDT'], False, False, - ['LTC/USDT', 'XLTCUSDT']), - # all pairs, base=LTC, quote=USDT - (['LTC'], ['USDT'], True, False, - ['LTC/USDT']), - # all markets, base=LTC, quote=USDT, NONEXISTENT - (['LTC'], ['USDT', 'NONEXISTENT'], False, False, - ['LTC/USDT', 'XLTCUSDT']), - # all markets, base=LTC, quote=NONEXISTENT - (['LTC'], ['NONEXISTENT'], False, False, - []), -]) +@pytest.mark.parametrize( + "base_currencies, quote_currencies, pairs_only, active_only, expected_keys", [ + # Testing markets (in conftest.py): + # 'BLK/BTC': 'active': True + # 'BTT/BTC': 'active': True + # 'ETH/BTC': 'active': True + # 'ETH/USDT': 'active': True + # 'LTC/BTC': 'active': False + # 'LTC/USD': 'active': True + # 'LTC/USDT': 'active': True + # 'NEO/BTC': 'active': False + # 'TKN/BTC': 'active' not set + # 'XLTCUSDT': 'active': True, not a pair + # 'XRP/BTC': 'active': False + # all markets + ([], [], False, False, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', + 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), + # active markets + ([], [], False, True, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', + 'TKN/BTC', 'XLTCUSDT']), + # all pairs + ([], [], True, False, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', + 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), + # active pairs + ([], [], True, True, + ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC']), + # all markets, base=ETH, LTC + (['ETH', 'LTC'], [], False, False, + ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC + (['LTC'], [], False, False, + ['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, quote=USDT + ([], ['USDT'], False, False, + ['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']), + # all markets, quote=USDT, USD + ([], ['USDT', 'USD'], False, False, + ['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC, quote=USDT + (['LTC'], ['USDT'], False, False, + ['LTC/USDT', 'XLTCUSDT']), + # all pairs, base=LTC, quote=USDT + (['LTC'], ['USDT'], True, False, + ['LTC/USDT']), + # all markets, base=LTC, quote=USDT, NONEXISTENT + (['LTC'], ['USDT', 'NONEXISTENT'], False, False, + ['LTC/USDT', 'XLTCUSDT']), + # all markets, base=LTC, quote=NONEXISTENT + (['LTC'], ['NONEXISTENT'], False, False, + []), + ]) def test_get_markets(default_conf, mocker, markets, base_currencies, quote_currencies, pairs_only, active_only, expected_keys): From 369335b80c2c6a3720ad036d2c1d1bb9ce85a780 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 18 Oct 2019 00:48:40 +0300 Subject: [PATCH 0221/1495] Add tests for start_list_pairs() --- tests/test_utils.py | 159 +++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 158 insertions(+), 1 deletion(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index 55672c4c9..bc641af34 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -8,7 +8,7 @@ from freqtrade import OperationalException from freqtrade.state import RunMode from freqtrade.utils import (setup_utils_configuration, start_create_userdir, start_download_data, start_list_exchanges, - start_list_timeframes) + start_list_pairs, start_list_timeframes) from tests.conftest import get_args, log_has, patch_exchange @@ -164,6 +164,163 @@ def test_list_timeframes(mocker, capsys): assert re.search(r"^1d$", captured.out, re.MULTILINE) +def test_list_markets(mocker, markets, capsys): + + api_mock = MagicMock() + api_mock.markets = markets + patch_exchange(mocker, api_mock=api_mock) + + # Test with no --config + args = [ + "list-markets", + ] + with pytest.raises(OperationalException, + match=r"This command requires a configured exchange.*"): + start_list_pairs(get_args(args), False) + + # Test with --config config.json.example + args = [ + '--config', 'config.json.example', + "list-markets", + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 8 active markets:\n", + captured.out) + +# # Test with --exchange +# args = [ +# "list-markets", +# "--exchange", "binance" +# ] +# start_list_pairs(get_args(args), False) +# captured = capsys.readouterr() +# assert re.match("Exchange Binance has 8 active markets:\n", +# captured.out) + + # Test with --all: all markets + args = [ + '--config', 'config.json.example', + "list-markets", "--all" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 11 markets:\n", + captured.out) + + # Test list-pairs subcommand: active pairs + args = [ + '--config', 'config.json.example', + "list-pairs", + ] + start_list_pairs(get_args(args), True) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 7 active pairs:\n", + captured.out) + + # Test list-pairs subcommand with --all: all pairs + args = [ + '--config', 'config.json.example', + "list-pairs", "--all" + ] + start_list_pairs(get_args(args), True) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 10 pairs:\n", + captured.out) + + # active markets, base=ETH, LTC + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "ETH", "LTC" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies:\n", + captured.out) + + # active markets, base=LTC + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "LTC" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 3 active markets with LTC as base currency:\n", + captured.out) + + # active markets, quote=USDT, USD + args = [ + '--config', 'config.json.example', + "list-markets", + "--quote", "USDT", "USD" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies:\n", + captured.out) + + # active markets, quote=USDT + args = [ + '--config', 'config.json.example', + "list-markets", + "--quote", "USDT" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 3 active markets with USDT as quote currency:\n", + captured.out) + + # active markets, base=LTC, quote=USDT + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "LTC", "--quote", "USDT" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " + "with USDT as quote currency:\n", + captured.out) + + # active pairs, base=LTC, quote=USDT + args = [ + '--config', 'config.json.example', + "list-pairs", + "--base", "LTC", "--quote", "USDT" + ] + start_list_pairs(get_args(args), True) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 1 active pair with LTC as base currency and " + "with USDT as quote currency:\n", + captured.out) + + # active markets, base=LTC, quote=USDT, NONEXISTENT + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "LTC", "--quote", "USDT", "NONEXISTENT" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " + "with USDT, NONEXISTENT as quote currencies:\n", + captured.out) + + # active markets, base=LTC, quote=NONEXISTENT + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "LTC", "--quote", "NONEXISTENT" + ] + start_list_pairs(get_args(args), False) + captured = capsys.readouterr() + assert re.match("Exchange Bittrex has 0 active markets with LTC as base currency and " + "with NONEXISTENT as quote currency.\n", + captured.out) + + def test_create_datadir_failed(caplog): args = [ From e957894852db8d817025da071fb06cf4c7a2366a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 18 Oct 2019 01:26:05 +0300 Subject: [PATCH 0222/1495] Rename start_list_pairs() -> start_list_markets() --- freqtrade/configuration/arguments.py | 6 +++--- freqtrade/utils.py | 4 ++-- tests/test_utils.py | 30 ++++++++++++++-------------- 3 files changed, 20 insertions(+), 20 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index 646cdb2b7..07813b104 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -112,7 +112,7 @@ class Arguments: from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import (start_create_userdir, start_download_data, start_list_exchanges, start_list_timeframes, - start_list_pairs) + start_list_markets) subparsers = self.parser.add_subparsers(dest='subparser') @@ -158,7 +158,7 @@ class Arguments: 'list-markets', help='Print markets on exchange.' ) - list_markets_cmd.set_defaults(func=partial(start_list_pairs, pairs_only=False)) + list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False)) self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd) # Add list-pairs subcommand @@ -166,7 +166,7 @@ class Arguments: 'list-pairs', help='Print pairs on exchange.' ) - list_pairs_cmd.set_defaults(func=partial(start_list_pairs, pairs_only=True)) + list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True)) self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd) # Add download-data subcommand diff --git a/freqtrade/utils.py b/freqtrade/utils.py index e00b0739e..29b5c92f4 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -125,9 +125,9 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: f"{', '.join(exchange.timeframes)}.") -def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None: +def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: """ - Print pairs on the exchange + Print pairs/markets on the exchange :param args: Cli args from Arguments() :param pairs_only: if True print only pairs, otherwise print all instruments (markets) :return: None diff --git a/tests/test_utils.py b/tests/test_utils.py index bc641af34..bcb49b7b5 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -8,7 +8,7 @@ from freqtrade import OperationalException from freqtrade.state import RunMode from freqtrade.utils import (setup_utils_configuration, start_create_userdir, start_download_data, start_list_exchanges, - start_list_pairs, start_list_timeframes) + start_list_markets, start_list_timeframes) from tests.conftest import get_args, log_has, patch_exchange @@ -176,14 +176,14 @@ def test_list_markets(mocker, markets, capsys): ] with pytest.raises(OperationalException, match=r"This command requires a configured exchange.*"): - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) # Test with --config config.json.example args = [ '--config', 'config.json.example', "list-markets", ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 8 active markets:\n", captured.out) @@ -193,7 +193,7 @@ def test_list_markets(mocker, markets, capsys): # "list-markets", # "--exchange", "binance" # ] -# start_list_pairs(get_args(args), False) +# start_list_markets(get_args(args), False) # captured = capsys.readouterr() # assert re.match("Exchange Binance has 8 active markets:\n", # captured.out) @@ -203,7 +203,7 @@ def test_list_markets(mocker, markets, capsys): '--config', 'config.json.example', "list-markets", "--all" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 11 markets:\n", captured.out) @@ -213,7 +213,7 @@ def test_list_markets(mocker, markets, capsys): '--config', 'config.json.example', "list-pairs", ] - start_list_pairs(get_args(args), True) + start_list_markets(get_args(args), True) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 7 active pairs:\n", captured.out) @@ -223,7 +223,7 @@ def test_list_markets(mocker, markets, capsys): '--config', 'config.json.example', "list-pairs", "--all" ] - start_list_pairs(get_args(args), True) + start_list_markets(get_args(args), True) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 10 pairs:\n", captured.out) @@ -234,7 +234,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--base", "ETH", "LTC" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies:\n", captured.out) @@ -245,7 +245,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--base", "LTC" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 3 active markets with LTC as base currency:\n", captured.out) @@ -256,7 +256,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--quote", "USDT", "USD" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies:\n", captured.out) @@ -267,7 +267,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--quote", "USDT" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 3 active markets with USDT as quote currency:\n", captured.out) @@ -278,7 +278,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--base", "LTC", "--quote", "USDT" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " "with USDT as quote currency:\n", @@ -290,7 +290,7 @@ def test_list_markets(mocker, markets, capsys): "list-pairs", "--base", "LTC", "--quote", "USDT" ] - start_list_pairs(get_args(args), True) + start_list_markets(get_args(args), True) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 1 active pair with LTC as base currency and " "with USDT as quote currency:\n", @@ -302,7 +302,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--base", "LTC", "--quote", "USDT", "NONEXISTENT" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " "with USDT, NONEXISTENT as quote currencies:\n", @@ -314,7 +314,7 @@ def test_list_markets(mocker, markets, capsys): "list-markets", "--base", "LTC", "--quote", "NONEXISTENT" ] - start_list_pairs(get_args(args), False) + start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.match("Exchange Bittrex has 0 active markets with LTC as base currency and " "with NONEXISTENT as quote currency.\n", From c735d352656f05619a6134554ee5f8c1bf21ee41 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 17 Oct 2019 19:53:01 +0200 Subject: [PATCH 0223/1495] Extract open_trade generation from freqtradebot --- freqtrade/freqtradebot.py | 6 +- tests/conftest.py | 20 ++++- tests/test_freqtradebot.py | 148 +++++++++---------------------------- 3 files changed, 54 insertions(+), 120 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d62c6a912..46ff09173 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple import arrow from requests.exceptions import RequestException -from freqtrade import (DependencyException, OperationalException, InvalidOrderException, +from freqtrade import (DependencyException, InvalidOrderException, __version__, constants, persistence) from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider @@ -508,7 +508,7 @@ class FreqtradeBot: if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") - raise OperationalException("Half bought? Amounts don't match") + raise DependencyException("Half bought? Amounts don't match") real_amount = amount - fee_abs if fee_abs != 0: logger.info(f"Applying fee on amount for {trade} " @@ -536,7 +536,7 @@ class FreqtradeBot: # Fee was applied, so set to 0 trade.fee_open = 0 - except OperationalException as exception: + except DependencyException as exception: logger.warning("Could not update trade amount: %s", exception) trade.update(order) diff --git a/tests/conftest.py b/tests/conftest.py index b0c68c805..8871c01b4 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -9,8 +9,8 @@ from pathlib import Path from unittest.mock import MagicMock, PropertyMock import arrow -import pytest import numpy as np +import pytest from telegram import Chat, Message, Update from freqtrade import constants, persistence @@ -19,10 +19,10 @@ from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.exchange import Exchange from freqtrade.freqtradebot import FreqtradeBot +from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver from freqtrade.worker import Worker - logging.getLogger('').setLevel(logging.INFO) @@ -1069,3 +1069,19 @@ def import_fails() -> None: # restore previous importfunction builtins.__import__ = realimport + + +@pytest.fixture(scope="function") +def open_trade(): + return Trade( + pair='ETH/BTC', + open_rate=0.00001099, + exchange='bittrex', + open_order_id='123456789', + amount=90.99181073, + fee_open=0.0, + fee_close=0.0, + stake_amount=1, + open_date=arrow.utcnow().shift(minutes=-601).datetime, + is_open=True + ) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 28ba57c1d..3072a4661 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1916,7 +1916,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, freqtrade.handle_trade(trade) -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: +def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, + fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) @@ -1929,31 +1930,18 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe ) freqtrade = FreqtradeBot(default_conf) - trade_buy = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=True - ) - - Trade.session.add(trade_buy) + Trade.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 -def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, +def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker, caplog) -> None: """ Handle Buy order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) @@ -1969,32 +1957,19 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, ) freqtrade = FreqtradeBot(default_conf) - trade_buy = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=True - ) - - Trade.session.add(trade_buy) + Trade.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog) -def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, +def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() @@ -2009,31 +1984,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord ) freqtrade = FreqtradeBot(default_conf) - trade_buy = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=True - ) - - Trade.session.add(trade_buy) + Trade.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 - trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 -def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None: +def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, + open_trade) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) @@ -2045,30 +2008,20 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, ) freqtrade = FreqtradeBot(default_conf) - trade_sell = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(hours=-5).datetime, - close_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=False - ) + open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade.is_open = False - Trade.session.add(trade_sell) + Trade.session.add(open_trade) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - assert trade_sell.is_open is True + assert open_trade.is_open is True -def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, +def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, mocker, caplog) -> None: """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) @@ -2083,32 +2036,22 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, ) freqtrade = FreqtradeBot(default_conf) - trade_sell = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(hours=-5).datetime, - close_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=False - ) + open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade.is_open = False - Trade.session.add(trade_sell) + Trade.session.add(open_trade) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 - assert trade_sell.is_open is True + assert open_trade.is_open is True assert log_has_re("Sell order canceled on exchange for Trade.*", caplog) def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, - mocker) -> None: + open_trade, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) @@ -2120,33 +2063,20 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old ) freqtrade = FreqtradeBot(default_conf) - trade_buy = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=arrow.utcnow().shift(minutes=-601).datetime, - is_open=True - ) - - Trade.session.add(trade_buy) + Trade.session.add(open_trade) # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 - assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount + assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount -def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None: +def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2164,26 +2094,12 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - ) freqtrade = FreqtradeBot(default_conf) - open_date = arrow.utcnow().shift(minutes=-601) - trade_buy = Trade( - pair='ETH/BTC', - open_rate=0.00001099, - exchange='bittrex', - open_order_id='123456789', - amount=90.99181073, - fee_open=0.0, - fee_close=0.0, - stake_amount=1, - open_date=open_date.datetime, - is_open=True - ) - - Trade.session.add(trade_buy) + Trade.session.add(open_trade) freqtrade.check_handle_timedout() assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, " r"open_rate=0.00001099, open_since=" - f"{open_date.strftime('%Y-%m-%d %H:%M:%S')}" + f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", caplog) @@ -2204,9 +2120,11 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non limit_buy_order['remaining'] = limit_buy_order['amount'] assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 + + cancel_order_mock.reset_mock() limit_buy_order['amount'] = 2 assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) - assert cancel_order_mock.call_count == 2 + assert cancel_order_mock.call_count == 1 def test_handle_timedout_limit_sell(mocker, default_conf) -> None: From 0ac46eddca5a5277148cc824c46d05873586b094 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 06:38:07 +0200 Subject: [PATCH 0224/1495] Add tests for new scenario --- tests/conftest.py | 8 ++++++++ tests/test_freqtradebot.py | 36 ++++++++++++++++++++++++++++++++++++ 2 files changed, 44 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index 8871c01b4..7d3f1c7ab 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -608,6 +608,14 @@ def limit_buy_order_old_partial(): } +@pytest.fixture +def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial): + res = deepcopy(limit_buy_order_old_partial) + res['status'] = 'canceled' + res['fee'] = {'cost': 0.0001, 'currency': 'ETH'} + return res + + @pytest.fixture def limit_sell_order(): return { diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 3072a4661..89e4a40da 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2076,6 +2076,42 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount +def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, + limit_buy_order_old_partial, trades_for_order, + limit_buy_order_old_partial_canceled, mocker) -> None: + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_order=MagicMock(return_value=limit_buy_order_old_partial), + cancel_order=cancel_order_mock, + get_trades_for_order=MagicMock(return_value=trades_for_order), + ) + freqtrade = FreqtradeBot(default_conf) + + assert open_trade.amount == limit_buy_order_old_partial['amount'] + + open_trade.fee_open = 0.0025 + open_trade.fee_close = 0.0025 + Trade.session.add(open_trade) + # cancelling a half-filled order should update the amount to the bought amount + # and apply fees if necessary. + freqtrade.check_handle_timedout() + + assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog) + + assert cancel_order_mock.call_count == 1 + assert rpc_mock.call_count == 1 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + assert len(trades) == 1 + # Verify that tradehas been updated + assert trades[0].amount == limit_buy_order_old_partial['amount'] - 0.0001 + assert trades[0].open_order_id is None + assert trades[0].fee_open == 0 + + def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) From c181fac6c706fb334ca6f5e8b9200faf62afce7d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 06:46:48 +0200 Subject: [PATCH 0225/1495] fix #2383 --- freqtrade/freqtradebot.py | 16 +++++++++++++--- tests/test_freqtradebot.py | 4 ++-- 2 files changed, 15 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 46ff09173..9b9fd3531 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -802,16 +802,26 @@ class FreqtradeBot: """Buy timeout - cancel order :return: True if order was fully cancelled """ - self.exchange.cancel_order(trade.open_order_id, trade.pair) - if order['remaining'] == order['amount']: + corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) + if corder['remaining'] == corder['amount']: # if trade is not partially completed, just delete the trade self.handle_buy_order_full_cancel(trade, "cancelled due to timeout") return True # if trade is partially complete, edit the stake details for the trade # and close the order - trade.amount = order['amount'] - order['remaining'] + trade.amount = corder['amount'] - corder['remaining'] trade.stake_amount = trade.amount * trade.open_rate + # verify if fees were taken from amount to avoid problems during selling + try: + new_amount = self.get_real_amount(trade, corder) + if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): + trade.amount = new_amount + # Fee was applied, so set to 0 + trade.fee_open = 0 + except DependencyException as e: + logger.warning("Could not update trade amount: %s", e) + trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) self.rpc.send_msg({ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 89e4a40da..b5d36f994 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2053,7 +2053,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, open_trade, mocker) -> None: rpc_mock = patch_RPCManager(mocker) - cancel_order_mock = MagicMock() + cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2143,7 +2143,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - cancel_order_mock = MagicMock() + cancel_order_mock = MagicMock(return_value=limit_buy_order) mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock From 271846dfb6058afe80f376d1ab6bd36d331aaf9e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 07:01:05 +0200 Subject: [PATCH 0226/1495] Simplify cancel timedout --- freqtrade/freqtradebot.py | 39 ++++++++++++++++++++++----------------- 1 file changed, 22 insertions(+), 17 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9b9fd3531..4b4904d24 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -772,21 +772,19 @@ class FreqtradeBot: self.wallets.update() continue - # Handle cancelled on exchange - if order['status'] == 'canceled': - if order['side'] == 'buy': - self.handle_buy_order_full_cancel(trade, "canceled on Exchange") - elif order['side'] == 'sell': - self.handle_timedout_limit_sell(trade, order) - self.wallets.update() - # Check if order is still actually open - elif order['status'] == 'open': - if order['side'] == 'buy' and ordertime < buy_timeoutthreashold: - self.handle_timedout_limit_buy(trade, order) - self.wallets.update() - elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold: - self.handle_timedout_limit_sell(trade, order) - self.wallets.update() + if (order['side'] == 'buy' + and order['status'] == 'canceled' + or (order['status'] == 'open' + and order['side'] == 'buy' and ordertime < buy_timeoutthreashold)): + + self.handle_timedout_limit_buy(trade, order) + self.wallets.update() + + elif (order['side'] == 'sell' and order['status'] == 'canceled' + or (order['status'] == 'open' + and order['side'] == 'sell' and ordertime < sell_timeoutthreashold)): + self.handle_timedout_limit_sell(trade, order) + self.wallets.update() def handle_buy_order_full_cancel(self, trade: Trade, reason: str) -> None: """Close trade in database and send message""" @@ -802,10 +800,17 @@ class FreqtradeBot: """Buy timeout - cancel order :return: True if order was fully cancelled """ - corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) + reason = "cancelled due to timeout" + if order['status'] != 'canceled': + corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) + else: + # Order was cancelled already, so we can reuse the existing dict + corder = order + reason = "canceled on Exchange" + if corder['remaining'] == corder['amount']: # if trade is not partially completed, just delete the trade - self.handle_buy_order_full_cancel(trade, "cancelled due to timeout") + self.handle_buy_order_full_cancel(trade, reason) return True # if trade is partially complete, edit the stake details for the trade From 2588990f4b1ec521accab7cff7e59fdcb142373f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 07:10:02 +0200 Subject: [PATCH 0227/1495] Require unfilledtimeout - don't require telegram in config --- freqtrade/constants.py | 2 +- freqtrade/rpc/rpc_manager.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 697bc280f..a310b4896 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -266,6 +266,6 @@ CONF_SCHEMA = { 'stake_amount', 'dry_run', 'bid_strategy', - 'telegram' + 'unfilledtimeout', ] } diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py index 802550b94..cb9e697e9 100644 --- a/freqtrade/rpc/rpc_manager.py +++ b/freqtrade/rpc/rpc_manager.py @@ -18,7 +18,7 @@ class RPCManager: self.registered_modules: List[RPC] = [] # Enable telegram - if freqtrade.config['telegram'].get('enabled', False): + if freqtrade.config.get('telegram', {}).get('enabled', False): logger.info('Enabling rpc.telegram ...') from freqtrade.rpc.telegram import Telegram self.registered_modules.append(Telegram(freqtrade)) From 9d739f98ac6fd9026b419feeed1d462036c1ef35 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 09:04:05 +0200 Subject: [PATCH 0228/1495] use requested - remaining amount - not the requested amount! --- freqtrade/freqtradebot.py | 7 +++--- tests/test_freqtradebot.py | 49 ++++++++++++++++++++++++++++++++++---- 2 files changed, 49 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4b4904d24..e3e2ed24b 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -466,12 +466,13 @@ class FreqtradeBot: if result: self.wallets.update() - def get_real_amount(self, trade: Trade, order: Dict) -> float: + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade Necessary for exchanges which charge fees in base currency (e.g. binance) """ - order_amount = order['amount'] + if order_amount is None: + order_amount = order['amount'] # Only run for closed orders if trade.fee_open == 0 or order['status'] == 'open': return order_amount @@ -819,7 +820,7 @@ class FreqtradeBot: trade.stake_amount = trade.amount * trade.open_rate # verify if fees were taken from amount to avoid problems during selling try: - new_amount = self.get_real_amount(trade, corder) + new_amount = self.get_real_amount(trade, corder, trade.amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): trade.amount = new_amount # Fee was applied, so set to 0 diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index b5d36f994..503c0e78c 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2076,7 +2076,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount -def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, +def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) @@ -2093,8 +2093,8 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert open_trade.amount == limit_buy_order_old_partial['amount'] - open_trade.fee_open = 0.0025 - open_trade.fee_close = 0.0025 + open_trade.fee_open = fee() + open_trade.fee_close = fee() Trade.session.add(open_trade) # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. @@ -2107,11 +2107,52 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 # Verify that tradehas been updated - assert trades[0].amount == limit_buy_order_old_partial['amount'] - 0.0001 + assert trades[0].amount == (limit_buy_order_old_partial['amount'] - + limit_buy_order_old_partial['remaining']) - 0.0001 assert trades[0].open_order_id is None assert trades[0].fee_open == 0 +def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, + limit_buy_order_old_partial, trades_for_order, + limit_buy_order_old_partial_canceled, mocker) -> None: + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_order=MagicMock(return_value=limit_buy_order_old_partial), + cancel_order=cancel_order_mock, + get_trades_for_order=MagicMock(return_value=trades_for_order), + ) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + MagicMock(side_effect=DependencyException)) + freqtrade = FreqtradeBot(default_conf) + + assert open_trade.amount == limit_buy_order_old_partial['amount'] + + open_trade.fee_open = fee() + open_trade.fee_close = fee() + Trade.session.add(open_trade) + # cancelling a half-filled order should update the amount to the bought amount + # and apply fees if necessary. + freqtrade.check_handle_timedout() + + assert log_has_re(r"Could not update trade amount: .*", caplog) + + assert cancel_order_mock.call_count == 1 + assert rpc_mock.call_count == 1 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + assert len(trades) == 1 + # Verify that tradehas been updated + + assert trades[0].amount == (limit_buy_order_old_partial['amount'] - + limit_buy_order_old_partial['remaining']) + assert trades[0].open_order_id is None + assert trades[0].fee_open == fee() + + def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) From 00a95945e198919e102113754861ae9b66af0729 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 10:00:43 +0200 Subject: [PATCH 0229/1495] Improve assumptions --- docs/backtesting.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index d8d4cf00d..6db573224 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -195,6 +195,7 @@ Hence, keep in mind that your performance is an integral mix of all different el Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: - Buys happen at open-price +- Sell signal sells happen at open-price of the following candle - Low happens before high for stoploss, protecting capital first. - ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - Stoploss sells happen exactly at stoploss price, even if low was lower @@ -203,6 +204,9 @@ Since backtesting lacks some detailed information about what happens within a ca - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) +Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. +Also, keep in mind that past results don't guarantee future success. + ### Further backtest-result analysis To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). From ed8d8057974ef897a32bb40bbb6d57f22d48bb91 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 11:31:43 +0200 Subject: [PATCH 0230/1495] Make paths os independent to have tests pass on windows --- tests/test_configuration.py | 9 +++++---- tests/test_plotting.py | 5 +++-- 2 files changed, 8 insertions(+), 6 deletions(-) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index b133c3609..2aa805fe6 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -399,7 +399,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has('Using data directory: {} ...'.format("/foo/bar"), caplog) - assert log_has('Using user-data directory: {} ...'.format("/tmp/freqtrade"), caplog) + assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog) assert 'user_data_dir' in config assert 'ticker_interval' in config @@ -652,9 +652,9 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None: x = create_userdata_dir('/tmp/bar', create_dir=True) assert md.call_count == 7 assert md.call_args[1]['parents'] is False - assert log_has('Created user-data directory: /tmp/bar', caplog) + assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog) assert isinstance(x, Path) - assert str(x) == "/tmp/bar" + assert str(x) == str(Path("/tmp/bar")) def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None: @@ -669,7 +669,8 @@ def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> N mocker.patch.object(Path, "is_dir", MagicMock(return_value=False)) md = mocker.patch.object(Path, 'mkdir', MagicMock()) - with pytest.raises(OperationalException, match=r'Directory `/tmp/bar` does not exist.*'): + with pytest.raises(OperationalException, + match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'): create_userdata_dir('/tmp/bar', create_dir=False) assert md.call_count == 0 diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 86f5610da..a39b2b76e 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -214,11 +214,12 @@ def test_generate_plot_file(mocker, caplog): store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html", directory=Path("user_data/plots")) + expected_fn = str(Path("user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")) assert plot_mock.call_count == 1 assert plot_mock.call_args[0][0] == fig assert (plot_mock.call_args_list[0][1]['filename'] - == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html") - assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html", + == expected_fn) + assert log_has(f"Stored plot as {expected_fn}", caplog) From e55b2a1a1cfca5b53a0888cea65719ad74a69ca1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 12:21:05 +0200 Subject: [PATCH 0231/1495] Allow test to pass on fast computers by setting the offset to -1 --- tests/test_freqtradebot.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7fb84f078..d4a1d990a 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1449,8 +1449,8 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # setting stoploss freqtrade.strategy.stoploss = -0.02 - # setting stoploss_on_exchange_interval to 0 second - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 + # setting stoploss_on_exchange_interval to -1 second since this test runs fast + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = -1 patch_get_signal(freqtrade) From 5e731ec2789bc6d11ffe0988222cee47fb2ce6ea Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 18 Oct 2019 14:25:43 +0300 Subject: [PATCH 0232/1495] Add more tests --- tests/test_utils.py | 154 +++++++++++++++++++++++++++++++++----------- 1 file changed, 116 insertions(+), 38 deletions(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index bcb49b7b5..880a3762e 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -182,11 +182,13 @@ def test_list_markets(mocker, markets, capsys): args = [ '--config', 'config.json.example', "list-markets", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 8 active markets:\n", - captured.out) + assert ("Exchange Bittrex has 8 active markets: " + "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC, XLTCUSDT.\n" + in captured.out) # # Test with --exchange # args = [ @@ -201,124 +203,200 @@ def test_list_markets(mocker, markets, capsys): # Test with --all: all markets args = [ '--config', 'config.json.example', - "list-markets", "--all" + "list-markets", "--all", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 11 markets:\n", - captured.out) + assert ("Exchange Bittrex has 11 markets: " + "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, " + "TKN/BTC, XLTCUSDT, XRP/BTC.\n" + in captured.out) # Test list-pairs subcommand: active pairs args = [ '--config', 'config.json.example', "list-pairs", + "--print-list", ] start_list_markets(get_args(args), True) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 7 active pairs:\n", - captured.out) + assert ("Exchange Bittrex has 7 active pairs: " + "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC.\n" + in captured.out) # Test list-pairs subcommand with --all: all pairs args = [ '--config', 'config.json.example', - "list-pairs", "--all" + "list-pairs", "--all", + "--print-list", ] start_list_markets(get_args(args), True) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 10 pairs:\n", - captured.out) + assert ("Exchange Bittrex has 10 pairs: " + "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, " + "TKN/BTC, XRP/BTC.\n" + in captured.out) # active markets, base=ETH, LTC args = [ '--config', 'config.json.example', "list-markets", - "--base", "ETH", "LTC" + "--base", "ETH", "LTC", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies:\n", - captured.out) + assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: " + "ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" + in captured.out) # active markets, base=LTC args = [ '--config', 'config.json.example', "list-markets", - "--base", "LTC" + "--base", "LTC", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 3 active markets with LTC as base currency:\n", - captured.out) + assert ("Exchange Bittrex has 3 active markets with LTC as base currency: " + "LTC/USD, LTC/USDT, XLTCUSDT.\n" + in captured.out) # active markets, quote=USDT, USD args = [ '--config', 'config.json.example', "list-markets", - "--quote", "USDT", "USD" + "--quote", "USDT", "USD", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies:\n", - captured.out) + assert ("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies: " + "ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" + in captured.out) # active markets, quote=USDT args = [ '--config', 'config.json.example', "list-markets", - "--quote", "USDT" + "--quote", "USDT", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 3 active markets with USDT as quote currency:\n", - captured.out) + assert ("Exchange Bittrex has 3 active markets with USDT as quote currency: " + "ETH/USDT, LTC/USDT, XLTCUSDT.\n" + in captured.out) # active markets, base=LTC, quote=USDT args = [ '--config', 'config.json.example', "list-markets", - "--base", "LTC", "--quote", "USDT" + "--base", "LTC", "--quote", "USDT", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " - "with USDT as quote currency:\n", - captured.out) + assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " + "with USDT as quote currency: LTC/USDT, XLTCUSDT.\n" + in captured.out) # active pairs, base=LTC, quote=USDT args = [ '--config', 'config.json.example', "list-pairs", - "--base", "LTC", "--quote", "USDT" + "--base", "LTC", "--quote", "USDT", + "--print-list", ] start_list_markets(get_args(args), True) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 1 active pair with LTC as base currency and " - "with USDT as quote currency:\n", - captured.out) + assert ("Exchange Bittrex has 1 active pair with LTC as base currency and " + "with USDT as quote currency: LTC/USDT.\n" + in captured.out) # active markets, base=LTC, quote=USDT, NONEXISTENT args = [ '--config', 'config.json.example', "list-markets", - "--base", "LTC", "--quote", "USDT", "NONEXISTENT" + "--base", "LTC", "--quote", "USDT", "NONEXISTENT", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 2 active markets with LTC as base currency and " - "with USDT, NONEXISTENT as quote currencies:\n", - captured.out) + assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " + "with USDT, NONEXISTENT as quote currencies: LTC/USDT, XLTCUSDT.\n" + in captured.out) # active markets, base=LTC, quote=NONEXISTENT args = [ '--config', 'config.json.example', "list-markets", - "--base", "LTC", "--quote", "NONEXISTENT" + "--base", "LTC", "--quote", "NONEXISTENT", + "--print-list", ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert re.match("Exchange Bittrex has 0 active markets with LTC as base currency and " - "with NONEXISTENT as quote currency.\n", - captured.out) + assert ("Exchange Bittrex has 0 active markets with LTC as base currency and " + "with NONEXISTENT as quote currency.\n" + in captured.out) + + # Test tabular output + args = [ + '--config', 'config.json.example', + "list-markets", + ] + start_list_markets(get_args(args), False) + captured = capsys.readouterr() + assert ("Exchange Bittrex has 8 active markets:\n" + in captured.out) + + # Test tabular output, no markets found + args = [ + '--config', 'config.json.example', + "list-markets", + "--base", "LTC", "--quote", "NONEXISTENT", + ] + start_list_markets(get_args(args), False) + captured = capsys.readouterr() + assert ("Exchange Bittrex has 0 active markets with LTC as base currency and " + "with NONEXISTENT as quote currency.\n" + in captured.out) + + # Test --print-json + args = [ + '--config', 'config.json.example', + "list-markets", + "--print-json" + ] + start_list_markets(get_args(args), False) + captured = capsys.readouterr() + assert ('["BLK/BTC","BTT/BTC","ETH/BTC","ETH/USDT","LTC/USD","LTC/USDT","TKN/BTC","XLTCUSDT"]' + in captured.out) + + # Test --print-csv + args = [ + '--config', 'config.json.example', + "list-markets", + "--print-csv" + ] + start_list_markets(get_args(args), False) + captured = capsys.readouterr() + assert ("Id,Symbol,Base,Quote,Active,Is pair" in captured.out) + assert ("blkbtc,BLK/BTC,BLK,BTC,True,True" in captured.out) + assert ("BTTBTC,BTT/BTC,BTT,BTC,True,True" in captured.out) + + # Test --one-column + args = [ + '--config', 'config.json.example', + "list-markets", + "--one-column" + ] + start_list_markets(get_args(args), False) + captured = capsys.readouterr() + assert re.search(r"^BLK/BTC$", captured.out, re.MULTILINE) + assert re.search(r"^BTT/BTC$", captured.out, re.MULTILINE) def test_create_datadir_failed(caplog): From 3208f30c308a200d5a9c2a37c15efcf17624e567 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 12:48:12 +0200 Subject: [PATCH 0233/1495] Fix base64 test on windows --- tests/strategy/test_strategy.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 52216e0ef..12770f2c7 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -1,6 +1,5 @@ # pragma pylint: disable=missing-docstring, protected-access, C0103 import logging -import tempfile import warnings from base64 import urlsafe_b64encode from os import path @@ -51,7 +50,7 @@ def test_load_strategy_base64(result, caplog, default_conf): assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) # Make sure strategy was loaded from base64 (using temp directory)!! assert log_has_re(r"Using resolved strategy SampleStrategy from '" - + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog) + r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog) def test_load_strategy_invalid_directory(result, caplog, default_conf): From c649f9844e8bbff07b01a831fc80927a368523e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 18 Oct 2019 19:36:04 +0200 Subject: [PATCH 0234/1495] Compare >= instead of = --- freqtrade/freqtradebot.py | 2 +- tests/test_freqtradebot.py | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d62c6a912..e2d4454ef 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -705,7 +705,7 @@ class FreqtradeBot: if trade.stop_loss > float(order['info']['stopPrice']): # we check if the update is neccesary update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60) - if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() > update_beat: + if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat: # cancelling the current stoploss on exchange first logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s})' 'in order to add another one ...', order['id']) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index d4a1d990a..b2268acc5 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1449,8 +1449,8 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # setting stoploss freqtrade.strategy.stoploss = -0.02 - # setting stoploss_on_exchange_interval to -1 second since this test runs fast - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = -1 + # setting stoploss_on_exchange_interval to 0 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 patch_get_signal(freqtrade) From 4ec83a2c24f23d0fe852c01d39289bf22c25600f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 18 Oct 2019 23:29:19 +0300 Subject: [PATCH 0235/1495] DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct --- docs/bot-usage.md | 4 ++-- docs/faq.md | 4 ++-- docs/hyperopt.md | 12 ++++++------ freqtrade/constants.py | 2 +- freqtrade/optimize/default_hyperopt.py | 2 +- freqtrade/resolvers/pairlist_resolver.py | 4 ++-- tests/optimize/test_hyperopt.py | 10 +++++----- 7 files changed, 19 insertions(+), 19 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 7da0d029b..a0437976f 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -106,7 +106,7 @@ user_data/ ├── backtest_results ├── data ├── hyperopts -├── hyperopts_results +├── hyperopt_results ├── plot └── strategies ``` @@ -256,7 +256,7 @@ optional arguments: entry and exit). --customhyperopt NAME Specify hyperopt class name (default: - `DefaultHyperOpts`). + `DefaultHyperOpt`). --hyperopt-path PATH Specify additional lookup path for Hyperopts and Hyperopt Loss functions. --eps, --enable-position-stacking diff --git a/docs/faq.md b/docs/faq.md index a441ffacd..dd92d310e 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -38,7 +38,7 @@ like pauses. You can stop your bot, adjust settings and start it again. ### I want to improve the bot with a new strategy -That's great. We have a nice backtesting and hyperoptimizing setup. See +That's great. We have a nice backtesting and hyperoptimization setup. See the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands). ### Is there a setting to only SELL the coins being held and not perform anymore BUYS? @@ -59,7 +59,7 @@ If you're a US customer, the bot will fail to create orders for these pairs, and ### How many epoch do I need to get a good Hyperopt result? -Per default Hyperopts without `-e` or `--epochs` parameter will only +Per default Hyperopt called without the `-e`/`--epochs` command line option will only run 100 epochs, means 100 evals of your triggers, guards, ... Too few to find a great result (unless if you are very lucky), so you probably have to run it for 10.000 or more. But it will take an eternity to diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 1ca371e3d..99331707f 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -10,12 +10,12 @@ Hyperopt requires historic data to be available, just as backtesting does. To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data Downloading](data-download.md) section of the documentation. !!! Bug - Hyperopt will crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) + Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) ## Prepare Hyperopting Before we start digging into Hyperopt, we recommend you to take a look at -an example hyperopt file located into [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py) +the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py). Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy. @@ -64,9 +64,9 @@ multiple guards. The constructed strategy will be something like "*buy exactly when close price touches lower bollinger band, BUT only if ADX > 10*". -If you have updated the buy strategy, ie. changed the contents of -`populate_buy_trend()` method you have to update the `guards` and -`triggers` hyperopts must use. +If you have updated the buy strategy, i.e. changed the contents of +`populate_buy_trend()` method, you have to update the `guards` and +`triggers` your hyperopt must use correspondingly. #### Sell optimization @@ -82,7 +82,7 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi #### Using ticker-interval as part of the Strategy The Strategy exposes the ticker-interval as `self.ticker_interval`. The same value is available as class-attribute `HyperoptName.ticker_interval`. -In the case of the linked sample-value this would be `SampleHyperOpts.ticker_interval`. +In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`. ## Solving a Mystery diff --git a/freqtrade/constants.py b/freqtrade/constants.py index a310b4896..e8f3f5783 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -10,7 +10,7 @@ DEFAULT_TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec DEFAULT_STRATEGY = 'DefaultStrategy' -DEFAULT_HYPEROPT = 'DefaultHyperOpts' +DEFAULT_HYPEROPT = 'DefaultHyperOpt' DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss' DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' DEFAULT_DB_DRYRUN_URL = 'sqlite://' diff --git a/freqtrade/optimize/default_hyperopt.py b/freqtrade/optimize/default_hyperopt.py index 2554982ad..2e2bca3d0 100644 --- a/freqtrade/optimize/default_hyperopt.py +++ b/freqtrade/optimize/default_hyperopt.py @@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.optimize.hyperopt_interface import IHyperOpt -class DefaultHyperOpts(IHyperOpt): +class DefaultHyperOpt(IHyperOpt): """ Default hyperopt provided by the Freqtrade bot. You can override it with your own Hyperopt diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index 2ddf5de2f..c2782a219 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -1,7 +1,7 @@ # pragma pylint: disable=attribute-defined-outside-init """ -This module load custom hyperopts +This module load custom pairlists """ import logging from pathlib import Path @@ -15,7 +15,7 @@ logger = logging.getLogger(__name__) class PairListResolver(IResolver): """ - This class contains all the logic to load custom hyperopt class + This class contains all the logic to load custom PairList class """ __slots__ = ['pairlist'] diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index c9a112422..052c3ba77 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -12,7 +12,7 @@ from freqtrade import OperationalException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.optimize import setup_configuration, start_hyperopt -from freqtrade.optimize.default_hyperopt import DefaultHyperOpts +from freqtrade.optimize.default_hyperopt import DefaultHyperOpt from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss from freqtrade.optimize.hyperopt import Hyperopt from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver, @@ -148,12 +148,12 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo def test_hyperoptresolver(mocker, default_conf, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) - hyperopts = DefaultHyperOpts - delattr(hyperopts, 'populate_buy_trend') - delattr(hyperopts, 'populate_sell_trend') + hyperopt = DefaultHyperOpt + delattr(hyperopt, 'populate_buy_trend') + delattr(hyperopt, 'populate_sell_trend') mocker.patch( 'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt', - MagicMock(return_value=hyperopts(default_conf)) + MagicMock(return_value=hyperopt(default_conf)) ) x = HyperOptResolver(default_conf, ).hyperopt assert not hasattr(x, 'populate_buy_trend') From 30eb23e1aaa7b2d9dd365e55bd7d9d40a29277b5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 18 Oct 2019 23:41:07 +0300 Subject: [PATCH 0236/1495] Minor freqtrade cleanup --- freqtrade/freqtradebot.py | 13 ++++++------- 1 file changed, 6 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8a282baa1..ed5116b08 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -748,8 +748,8 @@ class FreqtradeBot: """ buy_timeout = self.config['unfilledtimeout']['buy'] sell_timeout = self.config['unfilledtimeout']['sell'] - buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime - sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime + buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime + sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): try: @@ -773,17 +773,16 @@ class FreqtradeBot: self.wallets.update() continue - if (order['side'] == 'buy' - and order['status'] == 'canceled' + if ((order['side'] == 'buy' and order['status'] == 'canceled') or (order['status'] == 'open' - and order['side'] == 'buy' and ordertime < buy_timeoutthreashold)): + and order['side'] == 'buy' and ordertime < buy_timeout_threshold)): self.handle_timedout_limit_buy(trade, order) self.wallets.update() - elif (order['side'] == 'sell' and order['status'] == 'canceled' + elif ((order['side'] == 'sell' and order['status'] == 'canceled') or (order['status'] == 'open' - and order['side'] == 'sell' and ordertime < sell_timeoutthreashold)): + and order['side'] == 'sell' and ordertime < sell_timeout_threshold)): self.handle_timedout_limit_sell(trade, order) self.wallets.update() From fd22c87295c6f059220bbed5a06271ec2096f4b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 10:05:30 +0200 Subject: [PATCH 0237/1495] Some minor cleanups to trades download methods and docs --- docs/data-download.md | 10 +++++----- freqtrade/configuration/cli_options.py | 3 ++- freqtrade/exchange/exchange.py | 11 +++++------ 3 files changed, 12 insertions(+), 12 deletions(-) diff --git a/docs/data-download.md b/docs/data-download.md index 83f5cd568..bf4792ea3 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -59,12 +59,12 @@ This will download ticker data for all the currency pairs you defined in `pairs. ### Trades (tick) data -By default, download-data downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API. +By default, `download-data` subcommand downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API. This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes. -Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `-trades.json.gz` (`ETH_BTC_trades.json.gz`). Incremental mode is supported, so downloading the data once per week with `--days 8` will create an incremental data-repository. +Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `-trades.json.gz` (`ETH_BTC-trades.json.gz`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository. -To use this mode, simply add `--dl-trades` to your call. This will swap the download-method to trades, and resamples the data locally. +To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally. Example call: @@ -76,11 +76,11 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d While this method uses async calls, it will be slow, since it requires the result of the previous call to generate the next request to the exchange. !!! Warning - This datatype is not available during trading. It probably will never be since all exchanges tested don't provide this data in real time, but with a delay of a few 100 candles. + The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading. ### Historic Kraken data -The Kraken API does only provide 720 historic candles, which is sufficient for regular trading operations, but is a problem for backtesting. +The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. ## Next step diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 9868ab874..650123127 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -275,7 +275,8 @@ AVAILABLE_CLI_OPTIONS = { ), "download_trades": Arg( '--dl-trades', - help='Download trades instead of OHLCV data.', + help='Download trades instead of OHLCV data. The bot will resample trades to the ' + 'desired timeframe as specified as --timeframes/-t.', action='store_true', ), "exchange": Arg( diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 86078ae05..f8d3d840a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -754,7 +754,7 @@ class Exchange: Handles exchange errors, does one call to the exchange. :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds - returns tuple: (pair, ticker_interval, ohlcv_list) + returns: List of dicts containing trades """ try: # fetch trades asynchronously @@ -790,7 +790,7 @@ class Exchange: :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds :param from_id: Download data starting with ID (if id is known). Ignores "since" if set. - returns tuple: (pair, ticker_interval, ohlcv_list) + returns tuple: (pair, trades-list) """ trades: List[Dict] = [] @@ -831,7 +831,7 @@ class Exchange: :param pair: Pair to fetch trade data for :param since: Since as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds - returns tuple: (pair, ticker_interval, ohlcv_list) + returns tuple: (pair, trades-list) """ trades: List[Dict] = [] @@ -857,9 +857,6 @@ class Exchange: """ Async wrapper handling downloading trades using either time or id based methods. """ - if not self.exchange_has("fetchTrades"): - # TODO: Maybe don't stop the bot ... ? - raise OperationalException("This exchange does not suport downloading Trades.") if self._trades_pagination == 'time': return await self._async_get_trade_history_time( @@ -889,6 +886,8 @@ class Exchange: :param from_id: Download data starting with ID (if id is known) :returns List of tickers """ + if not self.exchange_has("fetchTrades"): + raise OperationalException("This exchange does not suport downloading Trades.") return asyncio.get_event_loop().run_until_complete( self._async_get_trade_history(pair=pair, since=since, From b152585d9b9ad3e832734f91286bcb6690139b42 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 11:13:10 +0200 Subject: [PATCH 0238/1495] exportfilename should respect configured user_data_dir --- freqtrade/configuration/cli_options.py | 3 --- freqtrade/configuration/configuration.py | 10 +++++++--- 2 files changed, 7 insertions(+), 6 deletions(-) diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 7e6a956ce..b5f534a12 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -2,7 +2,6 @@ Definition of cli arguments used in arguments.py """ import argparse -import os from freqtrade import __version__, constants @@ -141,8 +140,6 @@ AVAILABLE_CLI_OPTIONS = { 'Requires `--export` to be set as well. ' 'Example: `--export-filename=user_data/backtest_results/backtest_today.json`', metavar='PATH', - default=os.path.join('user_data', 'backtest_results', - 'backtest-result.json'), ), "fee": Arg( '--fee', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 665999efb..967f8b5b5 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -192,6 +192,13 @@ class Configuration: config.update({'datadir': create_datadir(config, self.args.get("datadir", None))}) logger.info('Using data directory: %s ...', config.get('datadir')) + if self.args.get('exportfilename'): + self._args_to_config(config, argname='exportfilename', + logstring='Storing backtest results to {} ...') + else: + config['exportfilename'] = (config['user_data_dir'] + / 'backtest_results/backtest-result.json') + def _process_optimize_options(self, config: Dict[str, Any]) -> None: # This will override the strategy configuration @@ -235,9 +242,6 @@ class Configuration: self._args_to_config(config, argname='export', logstring='Parameter --export detected: {} ...') - self._args_to_config(config, argname='exportfilename', - logstring='Storing backtest results to {} ...') - # Edge section: if 'stoploss_range' in self.args and self.args["stoploss_range"]: txt_range = eval(self.args["stoploss_range"]) From f41c659cb2a2e97e572b1e4703b11c1e2d9258cb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 13:18:52 +0200 Subject: [PATCH 0239/1495] Plotting trades from database should show correct duration --- freqtrade/data/btanalysis.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index b03bdb74d..17abae3b6 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -93,7 +93,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, t.calc_profit(), t.calc_profit_percent(), t.open_rate, t.close_rate, t.amount, - (t.close_date.timestamp() - t.open_date.timestamp() + (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2) if t.close_date else None), t.sell_reason, t.fee_open, t.fee_close, From 0adcee92334a46935c6a3b6b57278f0babc74a9c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 14:34:55 +0200 Subject: [PATCH 0240/1495] Fix backtesting format since sublist does not render correctly --- docs/backtesting.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 6db573224..7bfc2dab5 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -199,9 +199,8 @@ Since backtesting lacks some detailed information about what happens within a ca - Low happens before high for stoploss, protecting capital first. - ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - Stoploss sells happen exactly at stoploss price, even if low was lower -- Trailing stoploss - - High happens first - adjusting stoploss - - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) +- Trailing stoploss: High happens first - adjusting stoploss +- Trailing stoploss: Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. From 16e10d99b98f1dee27c0176017a179e108a69fff Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 14:53:56 +0200 Subject: [PATCH 0241/1495] Remove timeframe logic for non-date entries --- docs/backtesting.md | 6 ------ docs/edge.md | 5 +---- freqtrade/configuration/timerange.py | 9 ++++++--- freqtrade/data/history.py | 12 ++---------- tests/data/test_btanalysis.py | 4 ++-- 5 files changed, 11 insertions(+), 25 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 6db573224..837fcfa3b 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -103,12 +103,6 @@ The full timerange specification: - Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` - Use tickframes between POSIX timestamps 1527595200 1527618600: `--timerange=1527595200-1527618600` -- Use last 123 tickframes of data: `--timerange=-123` -- Use first 123 tickframes of data: `--timerange=123-` -- Use tickframes from line 123 through 456: `--timerange=123-456` - -!!! warning - Be carefull when using non-date functions - these do not allow you to specify precise dates, so if you updated the test-data it will probably use a different dataset. ## Understand the backtesting result diff --git a/docs/edge.md b/docs/edge.md index d91522770..6374da9e6 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -249,13 +249,10 @@ freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step freqtrade edge --timerange=20181110-20181113 ``` -Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop. +Doing `--timerange=-20190901` will get all available data until September 1st (excluding September 1st 2019). The full timerange specification: -* Use last 123 tickframes of data: `--timerange=-123` -* Use first 123 tickframes of data: `--timerange=123-` -* Use tickframes from line 123 through 456: `--timerange=123-456` * Use tickframes till 2018/01/31: `--timerange=-20180131` * Use tickframes since 2018/01/31: `--timerange=20180131-` * Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index ec6eb75e6..2e92c9d85 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -42,9 +42,8 @@ class TimeRange: (r'^-(\d{10})$', (None, 'date')), (r'^(\d{10})-$', ('date', None)), (r'^(\d{10})-(\d{10})$', ('date', 'date')), - (r'^(-\d+)$', (None, 'line')), - (r'^(\d+)-$', ('line', None)), - (r'^(\d+)-(\d+)$', ('index', 'index'))] + (r'^(\d{13})-(\d{13})$', ('date', 'date')), + ] for rex, stype in syntax: # Apply the regular expression to text match = re.match(rex, text) @@ -57,6 +56,8 @@ class TimeRange: starts = rvals[index] if stype[0] == 'date' and len(starts) == 8: start = arrow.get(starts, 'YYYYMMDD').timestamp + elif len(starts) == 13: + start = int(starts) // 1000 else: start = int(starts) index += 1 @@ -64,6 +65,8 @@ class TimeRange: stops = rvals[index] if stype[1] == 'date' and len(stops) == 8: stop = arrow.get(stops, 'YYYYMMDD').timestamp + elif len(stops) == 13: + stop = int(stops) // 1000 else: stop = int(stops) return TimeRange(stype[0], stype[1], start, stop) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 991a639ca..3bebcf44f 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -33,20 +33,12 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]: start_index = 0 stop_index = len(tickerlist) - if timerange.starttype == 'line': - stop_index = timerange.startts - if timerange.starttype == 'index': - start_index = timerange.startts - elif timerange.starttype == 'date': + if timerange.starttype == 'date': while (start_index < len(tickerlist) and tickerlist[start_index][0] < timerange.startts * 1000): start_index += 1 - if timerange.stoptype == 'line': - start_index = max(len(tickerlist) + timerange.stopts, 0) - if timerange.stoptype == 'index': - stop_index = timerange.stopts - elif timerange.stoptype == 'date': + if timerange.stoptype == 'date': while (stop_index > 0 and tickerlist[stop_index-1][0] > timerange.stopts * 1000): stop_index -= 1 diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 27a8ee02e..4068e00e4 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -53,12 +53,12 @@ def test_load_trades_db(default_conf, fee, mocker): def test_extract_trades_of_period(testdatadir): pair = "UNITTEST/BTC" - timerange = TimeRange(None, 'line', 0, -1000) + # 2018-11-14 06:07:00 + timerange = TimeRange('date', None, 1510639620, 0) data = load_pair_history(pair=pair, ticker_interval='1m', datadir=testdatadir, timerange=timerange) - # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00 trades = DataFrame( {'pair': [pair, pair, pair, pair], 'profit_percent': [0.0, 0.1, -0.2, -0.5], From c48876b19660ff5416dce5915916885ad5dd4780 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 15:21:47 +0200 Subject: [PATCH 0242/1495] Trades should use timestamps or dates, not indexes --- tests/data/test_history.py | 38 ------------------------------ tests/optimize/test_backtesting.py | 19 ++++++++------- tests/strategy/test_interface.py | 2 +- tests/test_timerange.py | 6 +---- 4 files changed, 12 insertions(+), 53 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 96bc0da56..2d292c7cd 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -364,37 +364,6 @@ def test_trim_tickerlist(testdatadir) -> None: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) - # Test the pattern ^(-\d+)$ - # This pattern uses the latest N elements - timerange = TimeRange(None, 'line', 0, -5) - ticker = trim_tickerlist(ticker_list, timerange) - ticker_len = len(ticker) - - assert ticker_len == 5 - assert ticker_list[0] is not ticker[0] # The first element should be different - assert ticker_list[-1] is ticker[-1] # The last element must be the same - - # Test the pattern ^(\d+)-$ - # This pattern keep X element from the end - timerange = TimeRange('line', None, 5, 0) - ticker = trim_tickerlist(ticker_list, timerange) - ticker_len = len(ticker) - - assert ticker_len == 5 - assert ticker_list[0] is ticker[0] # The first element must be the same - assert ticker_list[-1] is not ticker[-1] # The last element should be different - - # Test the pattern ^(\d+)-(\d+)$ - # This pattern extract a window - timerange = TimeRange('index', 'index', 5, 10) - ticker = trim_tickerlist(ticker_list, timerange) - ticker_len = len(ticker) - - assert ticker_len == 5 - assert ticker_list[0] is not ticker[0] # The first element should be different - assert ticker_list[5] is ticker[0] # The list starts at the index 5 - assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) - # Test the pattern ^(\d{8})-(\d{8})$ # This pattern extract a window between the dates timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1) @@ -434,13 +403,6 @@ def test_trim_tickerlist(testdatadir) -> None: assert ticker_list_len == ticker_len - # Test invalid timerange (start after stop) - timerange = TimeRange('index', 'index', 10, 5) - with pytest.raises(ValueError, match=r'The timerange .* is incorrect'): - trim_tickerlist(ticker_list, timerange) - - assert ticker_list_len == ticker_len - # passing empty list timerange = TimeRange(None, None, None, 5) ticker = trim_tickerlist([], timerange) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 2b6f63516..998edda8a 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -49,7 +49,7 @@ def trim_dictlist(dict_list, num): def load_data_test(what, testdatadir): - timerange = TimeRange(None, 'line', 0, -101) + timerange = TimeRange.parse_timerange('1510694220-1510700340') pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m', pair='UNITTEST/BTC', timerange=timerange) datalen = len(pair) @@ -342,7 +342,8 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None: def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) - timerange = TimeRange(None, 'line', 0, -100) + # timerange = TimeRange(None, 'line', 0, -100) + timerange = TimeRange.parse_timerange('1510694220-1510700340') tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", fill_missing=True)} @@ -474,7 +475,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: default_conf['ticker_interval'] = '1m' default_conf['datadir'] = testdatadir default_conf['export'] = None - default_conf['timerange'] = '-100' + default_conf['timerange'] = '-1510694220' backtesting = Backtesting(default_conf) backtesting.start() @@ -522,7 +523,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: patch_exchange(mocker) backtesting = Backtesting(default_conf) pair = 'UNITTEST/BTC' - timerange = TimeRange(None, 'line', 0, -201) + timerange = TimeRange('date', None, 1517227800, 0) data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange) data_processed = backtesting.strategy.tickerdata_to_dataframe(data) @@ -578,7 +579,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) - backtesting = Backtesting(default_conf) # Run a backtesting for an exiting 1min ticker_interval - timerange = TimeRange(None, 'line', 0, -200) + timerange = TimeRange.parse_timerange('1510688220-1510700340') data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'], timerange=timerange) processed = backtesting.strategy.tickerdata_to_dataframe(data) @@ -823,7 +824,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): '--datadir', str(testdatadir), 'backtesting', '--ticker-interval', '1m', - '--timerange', '-100', + '--timerange', '1510694220-1510700340', '--enable-position-stacking', '--disable-max-market-positions' ] @@ -833,7 +834,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): exists = [ 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', - 'Parameter --timerange detected: -100 ...', + 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', @@ -869,7 +870,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): '--datadir', str(testdatadir), 'backtesting', '--ticker-interval', '1m', - '--timerange', '-100', + '--timerange', '1510694220-1510700340', '--enable-position-stacking', '--disable-max-market-positions', '--strategy-list', @@ -887,7 +888,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): exists = [ 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', - 'Parameter --timerange detected: -100 ...', + 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 094cd41a1..5519b1a34 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -106,7 +106,7 @@ def test_get_signal_handles_exceptions(mocker, default_conf): def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None: strategy = DefaultStrategy(default_conf) - timerange = TimeRange(None, 'line', 0, -100) + timerange = TimeRange.parse_timerange('1510694220-1510700340') tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", fill_missing=True)} diff --git a/tests/test_timerange.py b/tests/test_timerange.py index 6599472fb..2f4b00e70 100644 --- a/tests/test_timerange.py +++ b/tests/test_timerange.py @@ -5,9 +5,6 @@ from freqtrade.configuration import TimeRange def test_parse_timerange_incorrect() -> None: - assert TimeRange(None, 'line', 0, -200) == TimeRange.parse_timerange('-200') - assert TimeRange('line', None, 200, 0) == TimeRange.parse_timerange('200-') - assert TimeRange('index', 'index', 200, 500) == TimeRange.parse_timerange('200-500') assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-') assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522') @@ -20,9 +17,8 @@ def test_parse_timerange_incorrect() -> None: timerange = TimeRange.parse_timerange('1231006505-1233360000') assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange - # TODO: Find solution for the following case (passing timestamp in ms) timerange = TimeRange.parse_timerange('1231006505000-1233360000000') - assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange + assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange with pytest.raises(Exception, match=r'Incorrect syntax.*'): TimeRange.parse_timerange('-') From d8630ef8472e575f64e600fcf0252c72d5afb91b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 19:38:16 +0200 Subject: [PATCH 0243/1495] Add one-sided ms timerange --- freqtrade/configuration/timerange.py | 2 ++ tests/test_timerange.py | 6 ++++++ 2 files changed, 8 insertions(+) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index 2e92c9d85..fc759ab6e 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -42,6 +42,8 @@ class TimeRange: (r'^-(\d{10})$', (None, 'date')), (r'^(\d{10})-$', ('date', None)), (r'^(\d{10})-(\d{10})$', ('date', 'date')), + (r'^-(\d{13})$', (None, 'date')), + (r'^(\d{13})-$', ('date', None)), (r'^(\d{13})-(\d{13})$', ('date', 'date')), ] for rex, stype in syntax: diff --git a/tests/test_timerange.py b/tests/test_timerange.py index 2f4b00e70..4851cbebd 100644 --- a/tests/test_timerange.py +++ b/tests/test_timerange.py @@ -20,5 +20,11 @@ def test_parse_timerange_incorrect() -> None: timerange = TimeRange.parse_timerange('1231006505000-1233360000000') assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange + timerange = TimeRange.parse_timerange('1231006505000-') + assert TimeRange('date', None, 1231006505, 0) == timerange + + timerange = TimeRange.parse_timerange('-1231006505000') + assert TimeRange(None, 'date', 0, 1231006505) == timerange + with pytest.raises(Exception, match=r'Incorrect syntax.*'): TimeRange.parse_timerange('-') From b805e4e1501e9a52b22768b749cd59e918ab1ba5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 10:34:04 +0200 Subject: [PATCH 0244/1495] Try list extension --- docs/backtesting.md | 5 +++-- mkdocs.yml | 1 + 2 files changed, 4 insertions(+), 2 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 7bfc2dab5..6db573224 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -199,8 +199,9 @@ Since backtesting lacks some detailed information about what happens within a ca - Low happens before high for stoploss, protecting capital first. - ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - Stoploss sells happen exactly at stoploss price, even if low was lower -- Trailing stoploss: High happens first - adjusting stoploss -- Trailing stoploss: Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) +- Trailing stoploss + - High happens first - adjusting stoploss + - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. diff --git a/mkdocs.yml b/mkdocs.yml index 197df7dc8..863731873 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -52,3 +52,4 @@ markdown_extensions: - pymdownx.tasklist: custom_checkbox: true - pymdownx.tilde + - mdx_truly_sane_lists From 78cd75dfef16a52eeb9646be34b230ddbae7ed5d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 10:35:36 +0200 Subject: [PATCH 0245/1495] Add requirement --- docs/requirements-docs.txt | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 0be47081c..5e7fe7084 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1 +1,2 @@ -mkdocs-material==4.4.3 \ No newline at end of file +mkdocs-material==4.4.3 +mdx_truly_sane_lists==1.2 From 8a31b4c646e1a4f1a529caa283dce1a98f94775b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 10:47:04 +0200 Subject: [PATCH 0246/1495] Update python base to 3.7.5 and install hyperopt dependencies --- Dockerfile | 6 +++--- requirements-hyperopt.txt | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/Dockerfile b/Dockerfile index 8677b54de..21432f89f 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.7.4-slim-stretch +FROM python:3.7.5-slim-stretch RUN apt-get update \ && apt-get -y install curl build-essential libssl-dev \ @@ -16,9 +16,9 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib* ENV LD_LIBRARY_PATH /usr/local/lib # Install dependencies -COPY requirements.txt requirements-common.txt /freqtrade/ +COPY requirements.txt requirements-common.txt requirements-hyperopt.txt /freqtrade/ RUN pip install numpy --no-cache-dir \ - && pip install -r requirements.txt --no-cache-dir + && pip install -r requirements-hyperopt.txt --no-cache-dir # Install and execute COPY . /freqtrade/ diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 709c43d92..f5dae7332 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -# -r requirements.txt +-r requirements.txt # Required for hyperopt scipy==1.3.1 From 20dd3f2d671235cdcc66eeaf4ace98a6fbe00700 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 16:22:11 +0200 Subject: [PATCH 0247/1495] Clearly highlight potential problems with looking into the future --- docs/backtesting.md | 2 ++ docs/strategy-customization.md | 22 +++++++++++++++++----- 2 files changed, 19 insertions(+), 5 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 837fcfa3b..34c5f1fbe 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -201,6 +201,8 @@ Since backtesting lacks some detailed information about what happens within a ca Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Also, keep in mind that past results don't guarantee future success. +In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions. + ### Further backtest-result analysis To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index ca76071af..7e677d4ce 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -60,8 +60,7 @@ file as reference.** !!! Warning Using future data Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author needs to take care to avoid having the strategy utilize data from the future. - Samples for usage of future data are `dataframe.shift(-1)`, `dataframe.resample("1h")` (this uses the left border of the interval, so moves data from an hour to the start of the hour). - They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly in dry-runs. + Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document. ### Customize Indicators @@ -399,10 +398,10 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: Printing more than a few rows is also possible (simply use `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds). -### Where is the default strategy? +### Where can i find a strategy template? -The default buy strategy is located in the file -[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py). +The strategy template is located in the file +[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py). ### Specify custom strategy location @@ -412,6 +411,19 @@ If you want to use a strategy from a different directory you can pass `--strateg freqtrade --strategy AwesomeStrategy --strategy-path /some/directory ``` +### Common mistakes when developing strategies + +Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look into the future. +This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions. + +The following lists some common patterns which should be avoided to avoid frustration: + +- don't use `shift(-1)`. This uses data from the future, which is not available. +- don't use `.iloc[-1]` or any other absolute position in the dataframe, this will be different between dry-run and backtesting. +- don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling().mean()` instead +- don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead. + + ### Further strategy ideas To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk. From 2d34c0f52de724e87f728ca1c749128eb3cfb253 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 19:35:38 +0200 Subject: [PATCH 0248/1495] Update helpstring exports --- docs/bot-usage.md | 47 +++++++++++++------------- freqtrade/configuration/cli_options.py | 2 +- 2 files changed, 25 insertions(+), 24 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index d2b9757f5..8c85965a4 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -9,19 +9,21 @@ This page explains the different parameters of the bot and how to run it. ``` usage: freqtrade [-h] [-V] - {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,download-data,plot-dataframe,plot-profit} + {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} ... Free, open source crypto trading bot positional arguments: - {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,download-data,plot-dataframe,plot-profit} + {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} trade Trade module. backtesting Backtesting module. edge Edge module. hyperopt Hyperopt module. create-userdir Create user-data directory. list-exchanges Print available exchanges. + list-timeframes Print available ticker intervals (timeframes) for the + exchange. download-data Download backtesting data. plot-dataframe Plot candles with indicators. plot-profit Generate plot showing profits. @@ -29,6 +31,7 @@ positional arguments: optional arguments: -h, --help show this help message and exit -V, --version show program's version number and exit + ``` ### Bot trading commands @@ -190,7 +193,8 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] - [--stake_amount STAKE_AMOUNT] [--eps] [--dmmp] + [--stake_amount STAKE_AMOUNT] [--fee FLOAT] + [--eps] [--dmmp] [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] [--export EXPORT] [--export-filename PATH] @@ -225,11 +229,10 @@ optional arguments: --export EXPORT Export backtest results, argument are: trades. Example: `--export=trades` --export-filename PATH - Save backtest results to the file with this filename - (default: `user_data/backtest_results/backtest- - result.json`). Requires `--export` to be set as well. - Example: `--export-filename=user_data/backtest_results - /backtest_today.json` + Save backtest results to the file with this filename. + Requires `--export` to be set as well. Example: + `--export-filename=user_data/backtest_results/backtest + _today.json` Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -246,8 +249,8 @@ Common arguments: Strategy arguments: -s NAME, --strategy NAME - Specify strategy class name (default: - `DefaultStrategy`). + Specify strategy class name which will be used by the + bot. --strategy-path PATH Specify additional strategy lookup path. ``` @@ -268,9 +271,9 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] - [--stake_amount STAKE_AMOUNT] - [--hyperopt NAME] [--hyperopt-path PATH] - [--eps] [-e INT] + [--stake_amount STAKE_AMOUNT] [--fee FLOAT] + [--hyperopt NAME] [--hyperopt-path PATH] [--eps] + [-e INT] [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] [--dmmp] [--print-all] [--no-color] [--print-json] [-j JOBS] [--random-state INT] [--min-trades INT] @@ -287,8 +290,9 @@ optional arguments: Specify max_open_trades to use. --stake_amount STAKE_AMOUNT Specify stake_amount. - --hyperopt NAME - Specify hyperopt class name which will be used by the + --fee FLOAT Specify fee ratio. Will be applied twice (on trade + entry and exit). + --hyperopt NAME Specify hyperopt class name which will be used by the bot. --hyperopt-path PATH Specify additional lookup path for Hyperopts and Hyperopt Loss functions. @@ -328,7 +332,6 @@ optional arguments: OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default: `DefaultHyperOptLoss`). - Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). --logfile FILE Log to the file specified. @@ -344,10 +347,9 @@ Common arguments: Strategy arguments: -s NAME, --strategy NAME - Specify strategy class name (default: - `DefaultStrategy`). + Specify strategy class name which will be used by the + bot. --strategy-path PATH Specify additional strategy lookup path. - ``` ## Edge commands @@ -359,7 +361,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [--max_open_trades INT] [--stake_amount STAKE_AMOUNT] - [--stoplosses STOPLOSS_RANGE] + [--fee FLOAT] [--stoplosses STOPLOSS_RANGE] optional arguments: -h, --help show this help message and exit @@ -395,10 +397,9 @@ Common arguments: Strategy arguments: -s NAME, --strategy NAME - Specify strategy class name (default: - `DefaultStrategy`). + Specify strategy class name which will be used by the + bot. --strategy-path PATH Specify additional strategy lookup path. - ``` To understand edge and how to read the results, please read the [edge documentation](edge.md). diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index a62de10eb..ac72cff0b 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -140,7 +140,7 @@ AVAILABLE_CLI_OPTIONS = { ), "exportfilename": Arg( '--export-filename', - help='Save backtest results to the file with this filename (default: `%(default)s`). ' + help='Save backtest results to the file with this filename. ' 'Requires `--export` to be set as well. ' 'Example: `--export-filename=user_data/backtest_results/backtest_today.json`', metavar='PATH', From d6b6ded8bd51a19b8b87287e43b83d0bfd4f4836 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 20 Oct 2019 22:28:54 +0300 Subject: [PATCH 0249/1495] Print empty line separator in case of human-readable formats (list and tabular) --- freqtrade/utils.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 29b5c92f4..1f7650420 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -179,7 +179,13 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: if (args.get('print_one_column', False) or args.get('list_pairs_print_json', False) or args.get('print_csv', False)): + # Print summary string in the log in case of machine-readable + # regular formats. logger.info(f"{summary_str}.") + else: + # Print empty string separating leading logs and output in case of + # human-readable formats. + print() if len(pairs): if args.get('print_list', False): From 10ca249293fa81c7045a429b6c24561a07bab025 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 20 Oct 2019 22:43:00 +0300 Subject: [PATCH 0250/1495] Fix fluky test --- tests/test_utils.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index 880a3762e..3993787a6 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -174,9 +174,11 @@ def test_list_markets(mocker, markets, capsys): args = [ "list-markets", ] + pargs = get_args(args) + pargs['config'] = None with pytest.raises(OperationalException, match=r"This command requires a configured exchange.*"): - start_list_markets(get_args(args), False) + start_list_markets(pargs, False) # Test with --config config.json.example args = [ From 45b2d24b7941ec18f56897a84e068ccc838ee034 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 20 Oct 2019 23:00:17 +0300 Subject: [PATCH 0251/1495] Improve docs --- docs/utils.md | 17 +++++++++++++---- 1 file changed, 13 insertions(+), 4 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index f662e8d6c..e6a4501bb 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -59,16 +59,25 @@ $ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchang The `list-pairs` and `list-markets` subcommands allow to see the pairs/markets available on exchange. -Pairs are markets with the '/' character between the base currency part and the quote currency part. +Pairs are markets with the '/' character between the base currency part and the quote currency part in the market symbol. + +For example, in the 'ETH/BTC' pair 'ETH' is the base currency, while 'BTC' is the quote currency. + +For pairs traded by Freqtrade the pair quote currency should be equal to the value of the `stake_currency` configuration setting. These subcommands have same usage and same set of available options: ``` +usage: freqtrade list-markets [-h] [--exchange EXCHANGE] [--print-list] + [--print-json] [-1] [--print-csv] + [--base BASE_CURRENCY [BASE_CURRENCY ...]] + [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] + [-a] + usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list] [--print-json] [-1] [--print-csv] - [--base BASE_CURRENCIES [BASE_CURRENCIES ...]] - [--quote QUOTE_CURRENCIES [QUOTE_CURRENCIES ...]] - [-a] + [--base BASE_CURRENCY [BASE_CURRENCY ...]] + [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a] optional arguments: -h, --help show this help message and exit From 5b680f2ece8b53e6dd09d21fc9516e0c14e891ad Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sun, 20 Oct 2019 23:26:25 +0300 Subject: [PATCH 0252/1495] minor: Condense paragraphs in the docs --- docs/utils.md | 2 -- 1 file changed, 2 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index e6a4501bb..9d44e7282 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -60,9 +60,7 @@ $ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchang The `list-pairs` and `list-markets` subcommands allow to see the pairs/markets available on exchange. Pairs are markets with the '/' character between the base currency part and the quote currency part in the market symbol. - For example, in the 'ETH/BTC' pair 'ETH' is the base currency, while 'BTC' is the quote currency. - For pairs traded by Freqtrade the pair quote currency should be equal to the value of the `stake_currency` configuration setting. These subcommands have same usage and same set of available options: From 8a0d90136c0425c517f0fc65a0d1bea69166c714 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sun, 20 Oct 2019 23:31:44 +0300 Subject: [PATCH 0253/1495] Improve unclear sentence in the docs --- docs/utils.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/utils.md b/docs/utils.md index 9d44e7282..57bb53cc7 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -61,7 +61,8 @@ The `list-pairs` and `list-markets` subcommands allow to see the pairs/markets a Pairs are markets with the '/' character between the base currency part and the quote currency part in the market symbol. For example, in the 'ETH/BTC' pair 'ETH' is the base currency, while 'BTC' is the quote currency. -For pairs traded by Freqtrade the pair quote currency should be equal to the value of the `stake_currency` configuration setting. +For pairs traded by Freqtrade the pair quote currency is defined by the value of the `stake_currency` configuration setting, +but using these commands you can print info about any pair/market, with any quote currency. These subcommands have same usage and same set of available options: From ca4d0067e4b6cbfd302353bc9865fcd0f528797b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 21 Oct 2019 02:15:37 +0300 Subject: [PATCH 0254/1495] Uncomment tests with --exchange --- tests/test_utils.py | 20 +++++++++++--------- 1 file changed, 11 insertions(+), 9 deletions(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index 35e18246c..f12b6670b 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -192,15 +192,17 @@ def test_list_markets(mocker, markets, capsys): "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC, XLTCUSDT.\n" in captured.out) -# # Test with --exchange -# args = [ -# "list-markets", -# "--exchange", "binance" -# ] -# start_list_markets(get_args(args), False) -# captured = capsys.readouterr() -# assert re.match("Exchange Binance has 8 active markets:\n", -# captured.out) + # Test with --exchange + args = [ + "list-markets", + "--exchange", "binance" + ] + pargs = get_args(args) + pargs['config'] = None + start_list_markets(pargs, False) + captured = capsys.readouterr() + assert re.match("Exchange Binance has 8 active markets:\n", + captured.out) # Test with --all: all markets args = [ From 1c503f39b2226ae19133a7c03131cede6905f03b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 19:54:38 +0200 Subject: [PATCH 0255/1495] Handle some merge aftermaths --- .travis.yml | 2 +- freqtrade/configuration/arguments.py | 39 ++++++++++++++++------------ tests/optimize/test_hyperopt.py | 38 +++++++++++++-------------- tests/strategy/test_strategy.py | 2 +- tests/test_arguments.py | 4 +-- tests/test_utils.py | 4 +-- 6 files changed, 47 insertions(+), 42 deletions(-) diff --git a/.travis.yml b/.travis.yml index 14466d2c4..d5d4ad8c5 100644 --- a/.travis.yml +++ b/.travis.yml @@ -32,7 +32,7 @@ jobs: name: backtest - script: - cp config.json.example config.json - - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --hyperopt DefaultHyperOpts + - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy DefaultStrategy --hyperopt DefaultHyperOpt name: hyperopt - script: flake8 name: flake8 diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index b093a5015..bc58fc8e8 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -153,41 +153,46 @@ class Arguments: self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd) # Add list-exchanges subcommand - list_exchanges_cmd = subparsers.add_parser('list-exchanges', - help='Print available exchanges.', - parents=[_common_parser], - ) + list_exchanges_cmd = subparsers.add_parser( + 'list-exchanges', + help='Print available exchanges.', + parents=[_common_parser], + ) list_exchanges_cmd.set_defaults(func=start_list_exchanges) self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd) # Add list-timeframes subcommand list_timeframes_cmd = subparsers.add_parser( 'list-timeframes', - help='Print available ticker intervals (timeframes) for the exchange.' + help='Print available ticker intervals (timeframes) for the exchange.', + parents=[_common_parser], ) list_timeframes_cmd.set_defaults(func=start_list_timeframes) self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd) # Add download-data subcommand - download_data_cmd = subparsers.add_parser('download-data', - help='Download backtesting data.', - parents=[_common_parser], - ) + download_data_cmd = subparsers.add_parser( + 'download-data', + help='Download backtesting data.', + parents=[_common_parser], + ) download_data_cmd.set_defaults(func=start_download_data) self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd) # Add Plotting subcommand - plot_dataframe_cmd = subparsers.add_parser('plot-dataframe', - help='Plot candles with indicators.', - parents=[_common_parser, _strategy_parser], - ) + plot_dataframe_cmd = subparsers.add_parser( + 'plot-dataframe', + help='Plot candles with indicators.', + parents=[_common_parser, _strategy_parser], + ) plot_dataframe_cmd.set_defaults(func=start_plot_dataframe) self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd) # Plot profit - plot_profit_cmd = subparsers.add_parser('plot-profit', - help='Generate plot showing profits.', - parents=[_common_parser], - ) + plot_profit_cmd = subparsers.add_parser( + 'plot-profit', + help='Generate plot showing profits.', + parents=[_common_parser], + ) plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index c9ecb63dc..6bed0f8cc 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -27,7 +27,7 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, def hyperopt(default_conf, mocker): default_conf.update({ 'spaces': ['all'], - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', }) patch_exchange(mocker) return Hyperopt(default_conf) @@ -73,7 +73,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', ] config = setup_configuration(get_args(args), RunMode.HYPEROPT) @@ -105,7 +105,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', '--datadir', '/foo/bar', '--ticker-interval', '1m', '--timerange', ':100', @@ -160,7 +160,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: 'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt', MagicMock(return_value=hyperopt(default_conf)) ) - default_conf.update({'hyperopt': 'DefaultHyperOpts'}) + default_conf.update({'hyperopt': 'DefaultHyperOpt'}) x = HyperOptResolver(default_conf).hyperopt assert not hasattr(x, 'populate_buy_trend') assert not hasattr(x, 'populate_sell_trend') @@ -214,7 +214,7 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', '--epochs', '5' ] args = get_args(args) @@ -232,7 +232,7 @@ def test_start(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', '--epochs', '5' ] args = get_args(args) @@ -255,7 +255,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', '--epochs', '5' ] args = get_args(args) @@ -273,7 +273,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None: args = [ 'hyperopt', '--config', 'config.json', - '--hyperopt', 'DefaultHyperOpts', + '--hyperopt', 'DefaultHyperOpt', '--epochs', '5' ] args = get_args(args) @@ -425,7 +425,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -530,7 +530,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None: def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'timerange': None, 'spaces': 'all', 'hyperopt_min_trades': 1, @@ -597,7 +597,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: def test_clean_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -614,7 +614,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog): def test_continue_hyperopt(mocker, default_conf, caplog): patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -644,7 +644,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -682,7 +682,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -721,7 +721,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'roi stoploss', @@ -763,7 +763,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) - patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'all', @@ -797,7 +797,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'buy', @@ -843,7 +843,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': 'sell', @@ -891,7 +891,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho patch_exchange(mocker) default_conf.update({'config': 'config.json.example', - 'hyperopt': 'DefaultHyperOpts', + 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, 'timerange': None, 'spaces': space, diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 285ac1bbf..97affc99c 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -61,7 +61,7 @@ def test_load_strategy_invalid_directory(result, caplog, default_conf): assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog) - assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) + assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_not_found_strategy(default_conf): diff --git a/tests/test_arguments.py b/tests/test_arguments.py index be711aeda..d8fbace0f 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -186,7 +186,7 @@ def test_config_notallowed(mocker) -> None: ] pargs = Arguments(args).get_parsed_arg() - assert pargs["config"] is None + assert "config" not in pargs # When file exists: mocker.patch.object(Path, "is_file", MagicMock(return_value=True)) @@ -195,7 +195,7 @@ def test_config_notallowed(mocker) -> None: ] pargs = Arguments(args).get_parsed_arg() # config is not added even if it exists, since create-userdir is in the notallowed list - assert pargs["config"] is None + assert "config" not in pargs def test_config_notrequired(mocker) -> None: diff --git a/tests/test_utils.py b/tests/test_utils.py index f798dcfb8..4e76bb6ca 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -95,8 +95,8 @@ def test_list_timeframes(mocker, capsys): # Test with --config config.json.example args = [ - '--config', 'config.json.example', "list-timeframes", + '--config', 'config.json.example', ] start_list_timeframes(get_args(args)) captured = capsys.readouterr() @@ -139,8 +139,8 @@ def test_list_timeframes(mocker, capsys): # Test with --one-column args = [ - '--config', 'config.json.example', "list-timeframes", + '--config', 'config.json.example', "--one-column", ] start_list_timeframes(get_args(args)) From bedbd964fc12f9115c5942e1e6535770e144545b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 21 Oct 2019 06:51:48 +0200 Subject: [PATCH 0256/1495] slightly rephrase strategy docs --- docs/strategy-customization.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 7e677d4ce..ab7dcfc30 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -413,17 +413,16 @@ freqtrade --strategy AwesomeStrategy --strategy-path /some/directory ### Common mistakes when developing strategies -Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look into the future. +Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future. This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions. -The following lists some common patterns which should be avoided to avoid frustration: +The following lists some common patterns which should be avoided to prevent frustration: - don't use `shift(-1)`. This uses data from the future, which is not available. - don't use `.iloc[-1]` or any other absolute position in the dataframe, this will be different between dry-run and backtesting. - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling().mean()` instead - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead. - ### Further strategy ideas To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk. From b116cc75c4ceaa6435a773469d3ba2918fde2678 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 21 Oct 2019 07:07:25 +0200 Subject: [PATCH 0257/1495] Fix failing test --- tests/test_utils.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/tests/test_utils.py b/tests/test_utils.py index f12b6670b..0ad6a1369 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -192,6 +192,7 @@ def test_list_markets(mocker, markets, capsys): "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC, XLTCUSDT.\n" in captured.out) + patch_exchange(mocker, api_mock=api_mock, id="binance") # Test with --exchange args = [ "list-markets", @@ -201,9 +202,10 @@ def test_list_markets(mocker, markets, capsys): pargs['config'] = None start_list_markets(pargs, False) captured = capsys.readouterr() - assert re.match("Exchange Binance has 8 active markets:\n", + assert re.match("\nExchange Binance has 8 active markets:\n", captured.out) + patch_exchange(mocker, api_mock=api_mock, id="bittrex") # Test with --all: all markets args = [ '--config', 'config.json.example', From c2566f2436066b0798727110826fe9063d9fb27b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 07:46:32 +0000 Subject: [PATCH 0258/1495] Bump numpy from 1.17.2 to 1.17.3 Bumps [numpy](https://github.com/numpy/numpy) from 1.17.2 to 1.17.3. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.17.2...v1.17.3) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 2767180ac..62ede475c 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.17.2 +numpy==1.17.3 pandas==0.25.1 From e350bcc2eff707ad29a2a31b2fe05ee74e6e4c8f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 07:47:53 +0000 Subject: [PATCH 0259/1495] Bump ccxt from 1.18.1260 to 1.18.1306 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1260 to 1.18.1306. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1260...1.18.1306) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index c2c5317dc..e84e7caea 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1260 +ccxt==1.18.1306 SQLAlchemy==1.3.10 python-telegram-bot==12.1.1 arrow==0.15.2 From 657f1b6c451af1023e738d1b5bebf022e6c4ae89 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 07:49:35 +0000 Subject: [PATCH 0260/1495] Bump flake8-tidy-imports from 2.0.0 to 3.0.0 Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 2.0.0 to 3.0.0. - [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases) - [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/master/HISTORY.rst) - [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/2.0.0...3.0.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 6cf378c03..0578c03bd 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -6,7 +6,7 @@ coveralls==1.8.2 flake8==3.7.8 flake8-type-annotations==0.1.0 -flake8-tidy-imports==2.0.0 +flake8-tidy-imports==3.0.0 mypy==0.730 pytest==5.2.1 pytest-asyncio==0.10.0 From 364859394b7ecb1f10da19284ac0fce26cb5f164 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 07:50:16 +0000 Subject: [PATCH 0261/1495] Bump plotly from 4.1.1 to 4.2.1 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.1.1 to 4.2.1. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.1.1...v4.2.1) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 1f1df4ecc..235c71896 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.1.1 +plotly==4.2.1 From e5f06c201fa4489413a861db77807d6662c2d4b6 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 08:29:57 +0000 Subject: [PATCH 0262/1495] Bump python-telegram-bot from 12.1.1 to 12.2.0 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.1.1 to 12.2.0. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.1.1...v12.2.0) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index e84e7caea..1e42d8a04 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.18.1306 SQLAlchemy==1.3.10 -python-telegram-bot==12.1.1 +python-telegram-bot==12.2.0 arrow==0.15.2 cachetools==3.1.1 requests==2.22.0 From f07b26f2453b7af82a3974331b2133d0de53c8e7 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 08:33:48 +0000 Subject: [PATCH 0263/1495] Bump pandas from 0.25.1 to 0.25.2 Bumps [pandas](https://github.com/pandas-dev/pandas) from 0.25.1 to 0.25.2. - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md) - [Commits](https://github.com/pandas-dev/pandas/compare/v0.25.1...v0.25.2) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 62ede475c..8d9b4953f 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.17.3 -pandas==0.25.1 +pandas==0.25.2 From 8872158a6a53e99a919bd70cf204d64b4c81e3a4 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2019 10:29:50 +0000 Subject: [PATCH 0264/1495] Bump mypy from 0.730 to 0.740 Bumps [mypy](https://github.com/python/mypy) from 0.730 to 0.740. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.730...v0.740) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 0578c03bd..f5cde59e8 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==1.8.2 flake8==3.7.8 flake8-type-annotations==0.1.0 flake8-tidy-imports==3.0.0 -mypy==0.730 +mypy==0.740 pytest==5.2.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 From ff5ba64385e97a40b2b78406fd542c2368536fb7 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 21 Oct 2019 14:06:46 +0300 Subject: [PATCH 0265/1495] Improve docs --- docs/utils.md | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index 57bb53cc7..9f5792660 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -61,8 +61,10 @@ The `list-pairs` and `list-markets` subcommands allow to see the pairs/markets a Pairs are markets with the '/' character between the base currency part and the quote currency part in the market symbol. For example, in the 'ETH/BTC' pair 'ETH' is the base currency, while 'BTC' is the quote currency. -For pairs traded by Freqtrade the pair quote currency is defined by the value of the `stake_currency` configuration setting, -but using these commands you can print info about any pair/market, with any quote currency. + +For pairs traded by Freqtrade the pair quote currency is defined by the value of the `stake_currency` configuration setting. + +You can print info about any pair/market with these subcommands - and you can filter output by quote-currency using `--quote BTC`, or by base-currency using `--base ETH` options correspondingly. These subcommands have same usage and same set of available options: From a43d436f9863543fc9a010c256a8b0659f087713 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 21 Oct 2019 19:43:44 +0200 Subject: [PATCH 0266/1495] Move decorators out of API Class --- freqtrade/rpc/api_server.py | 54 ++++++++++++++++++++----------------- 1 file changed, 29 insertions(+), 25 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 711202b27..95ee51eaf 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -2,7 +2,7 @@ import logging import threading from datetime import date, datetime from ipaddress import IPv4Address -from typing import Dict +from typing import Dict, Callable, Any from arrow import Arrow from flask import Flask, jsonify, request @@ -34,6 +34,34 @@ class ArrowJSONEncoder(JSONEncoder): return JSONEncoder.default(self, obj) +# Type should really be Callable[[ApiServer, Any], Any], but that will create a circular dependency +def require_login(func: Callable[[Any, Any], Any]): + + def func_wrapper(obj, *args, **kwargs): + + auth = request.authorization + if auth and obj.check_auth(auth.username, auth.password): + return func(obj, *args, **kwargs) + else: + return jsonify({"error": "Unauthorized"}), 401 + + return func_wrapper + + +# Type should really be Callable[[ApiServer], Any], but that will create a circular dependency +def rpc_catch_errors(func: Callable[[Any], Any]): + + def func_wrapper(obj, *args, **kwargs): + + try: + return func(obj, *args, **kwargs) + except RPCException as e: + logger.exception("API Error calling %s: %s", func.__name__, e) + return obj.rest_error(f"Error querying {func.__name__}: {e}") + + return func_wrapper + + class ApiServer(RPC): """ This class runs api server and provides rpc.rpc functionality to it @@ -41,34 +69,10 @@ class ApiServer(RPC): This class starts a none blocking thread the api server runs within """ - def rpc_catch_errors(func): - - def func_wrapper(self, *args, **kwargs): - - try: - return func(self, *args, **kwargs) - except RPCException as e: - logger.exception("API Error calling %s: %s", func.__name__, e) - return self.rest_error(f"Error querying {func.__name__}: {e}") - - return func_wrapper - def check_auth(self, username, password): return (username == self._config['api_server'].get('username') and password == self._config['api_server'].get('password')) - def require_login(func): - - def func_wrapper(self, *args, **kwargs): - - auth = request.authorization - if auth and self.check_auth(auth.username, auth.password): - return func(self, *args, **kwargs) - else: - return jsonify({"error": "Unauthorized"}), 401 - - return func_wrapper - def __init__(self, freqtrade) -> None: """ Init the api server, and init the super class RPC From 73fa5bae968ecbf964e2360a4eb0a91c8d6db90c Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Tue, 22 Oct 2019 00:03:11 +0300 Subject: [PATCH 0267/1495] minor: Fix wording in a docstring --- freqtrade/rpc/api_server.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 95ee51eaf..67bbfdc78 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -66,7 +66,7 @@ class ApiServer(RPC): """ This class runs api server and provides rpc.rpc functionality to it - This class starts a none blocking thread the api server runs within + This class starts a non-blocking thread the api server runs within """ def check_auth(self, username, password): From 562e4e63de257d6260e9ec905261522fd7eaaea1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 22 Oct 2019 13:48:54 +0300 Subject: [PATCH 0268/1495] =?UTF-8?q?Set=20validate=3DFalse=20for=20exchan?= =?UTF-8?q?g=C3=91e=20in=20start=5Flist=5Fmarkets?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 3aadaa893..f4e9c8a3c 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -147,7 +147,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: config = setup_utils_configuration(args, RunMode.OTHER) # Init exchange - exchange = ExchangeResolver(config['exchange']['name'], config).exchange + exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange # By default only active pairs/markets are to be shown active_only = not args.get('list_pairs_all', False) From b26faa13bd0b43fff98d428b904f68e3a0d54e60 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 22 Oct 2019 13:51:36 +0300 Subject: [PATCH 0269/1495] Call validate_timeframe only when validate is True --- freqtrade/exchange/exchange.py | 14 ++++++++------ 1 file changed, 8 insertions(+), 6 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 8f1aa0c44..71f0737ef 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -217,20 +217,22 @@ class Exchange: logger.info('Using Exchange "%s"', self.name) - # Check if timeframe is available - self.validate_timeframes(config.get('ticker_interval')) - - # Converts the interval provided in minutes in config to seconds - self.markets_refresh_interval: int = exchange_config.get( - "markets_refresh_interval", 60) * 60 if validate: + # Check if timeframe is available + self.validate_timeframes(config.get('ticker_interval')) + # Initial markets load self._load_markets() + # Check if all pairs are available self.validate_pairs(config['exchange']['pair_whitelist']) self.validate_ordertypes(config.get('order_types', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {})) + # Converts the interval provided in minutes in config to seconds + self.markets_refresh_interval: int = exchange_config.get( + "markets_refresh_interval", 60) * 60 + def __del__(self): """ Destructor - clean up async stuff From 336808ec543f4023d3241c22992d79a489fe2418 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 22 Oct 2019 14:02:47 +0200 Subject: [PATCH 0270/1495] Correctly pass validate flag to fallback exchange too --- freqtrade/resolvers/exchange_resolver.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py index 8e55d1064..60f37b1c9 100644 --- a/freqtrade/resolvers/exchange_resolver.py +++ b/freqtrade/resolvers/exchange_resolver.py @@ -32,7 +32,7 @@ class ExchangeResolver(IResolver): logger.info( f"No {exchange_name} specific subclass found. Using the generic class instead.") if not hasattr(self, "exchange"): - self.exchange = Exchange(config) + self.exchange = Exchange(config, validate=validate) def _load_exchange( self, exchange_name: str, kwargs: dict) -> Exchange: From 87ff7be5503de08ec6b3fb2e579a9fab30b2632e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 07:06:02 +0200 Subject: [PATCH 0271/1495] Use exchange.name instead of config['exchange']['name'] --- freqtrade/utils.py | 8 ++++---- tests/test_utils.py | 12 ++++++------ 2 files changed, 10 insertions(+), 10 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 0e7134235..b001f0316 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -86,9 +86,9 @@ def start_download_data(args: Dict[str, Any]) -> None: pairs_not_available: List[str] = [] + # Init exchange + exchange = ExchangeResolver(config['exchange']['name'], config).exchange try: - # Init exchange - exchange = ExchangeResolver(config['exchange']['name'], config).exchange if config.get('download_trades'): pairs_not_available = refresh_backtest_trades_data( @@ -110,7 +110,7 @@ def start_download_data(args: Dict[str, Any]) -> None: finally: if pairs_not_available: logger.info(f"Pairs [{','.join(pairs_not_available)}] not available " - f"on exchange {config['exchange']['name']}.") + f"on exchange {exchange.name}.") def start_list_timeframes(args: Dict[str, Any]) -> None: @@ -127,5 +127,5 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: if args['print_one_column']: print('\n'.join(exchange.timeframes)) else: - print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " + print(f"Timeframes available for the exchange `{exchange.name}`: " f"{', '.join(exchange.timeframes)}") diff --git a/tests/test_utils.py b/tests/test_utils.py index 586a6891b..558f5642c 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -100,7 +100,7 @@ def test_list_timeframes(mocker, capsys): ] start_list_timeframes(get_args(args)) captured = capsys.readouterr() - assert re.match("Timeframes available for the exchange `bittrex`: " + assert re.match("Timeframes available for the exchange `Bittrex`: " "1m, 5m, 30m, 1h, 1d", captured.out) @@ -111,7 +111,7 @@ def test_list_timeframes(mocker, capsys): ] start_list_timeframes(get_args(args)) captured = capsys.readouterr() - assert re.match("Timeframes available for the exchange `bittrex`: " + assert re.match("Timeframes available for the exchange `Bittrex`: " "1m, 5m, 30m, 1h, 1d", captured.out) @@ -125,7 +125,7 @@ def test_list_timeframes(mocker, capsys): '1d': '1d', '3d': '3d', } - patch_exchange(mocker, api_mock=api_mock) + patch_exchange(mocker, api_mock=api_mock, id='binance') # Test with --exchange binance args = [ "list-timeframes", @@ -133,7 +133,7 @@ def test_list_timeframes(mocker, capsys): ] start_list_timeframes(get_args(args)) captured = capsys.readouterr() - assert re.match("Timeframes available for the exchange `binance`: " + assert re.match("Timeframes available for the exchange `Binance`: " "1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d", captured.out) @@ -208,7 +208,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets): def test_download_data_no_markets(mocker, caplog): dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) - patch_exchange(mocker) + patch_exchange(mocker, id='binance') mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) ) @@ -220,7 +220,7 @@ def test_download_data_no_markets(mocker, caplog): ] start_download_data(get_args(args)) assert dl_mock.call_args[1]['timerange'].starttype == "date" - assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog) + assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange Binance.", caplog) def test_download_data_no_exchange(mocker, caplog): From 6640f4a1b296b77e738cf37a083a5478c42187e3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 23 Oct 2019 23:57:17 +0300 Subject: [PATCH 0272/1495] Make flake happy --- freqtrade/utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index f9c4aeed7..25e883c76 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -218,4 +218,4 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: elif not (args.get('print_one_column', False) or args.get('list_pairs_print_json', False) or args.get('print_csv', False)): - print(f"{summary_str}.") \ No newline at end of file + print(f"{summary_str}.") From e1edf363076b9b6397e0f2d78a7323f922fb5989 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 24 Oct 2019 06:22:05 +0200 Subject: [PATCH 0273/1495] Fix test failures --- freqtrade/configuration/arguments.py | 6 +++-- tests/test_utils.py | 34 ++++++++++++++-------------- 2 files changed, 21 insertions(+), 19 deletions(-) diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py index e62921af8..29d0d98a2 100644 --- a/freqtrade/configuration/arguments.py +++ b/freqtrade/configuration/arguments.py @@ -179,7 +179,8 @@ class Arguments: # Add list-markets subcommand list_markets_cmd = subparsers.add_parser( 'list-markets', - help='Print markets on exchange.' + help='Print markets on exchange.', + parents=[_common_parser], ) list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False)) self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd) @@ -187,7 +188,8 @@ class Arguments: # Add list-pairs subcommand list_pairs_cmd = subparsers.add_parser( 'list-pairs', - help='Print pairs on exchange.' + help='Print pairs on exchange.', + parents=[_common_parser], ) list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True)) self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd) diff --git a/tests/test_utils.py b/tests/test_utils.py index c598cfd76..8cd9c3aef 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -182,8 +182,8 @@ def test_list_markets(mocker, markets, capsys): # Test with --config config.json.example args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--print-list", ] start_list_markets(get_args(args), False) @@ -208,8 +208,8 @@ def test_list_markets(mocker, markets, capsys): patch_exchange(mocker, api_mock=api_mock, id="bittrex") # Test with --all: all markets args = [ - '--config', 'config.json.example', "list-markets", "--all", + '--config', 'config.json.example', "--print-list", ] start_list_markets(get_args(args), False) @@ -221,8 +221,8 @@ def test_list_markets(mocker, markets, capsys): # Test list-pairs subcommand: active pairs args = [ - '--config', 'config.json.example', "list-pairs", + '--config', 'config.json.example', "--print-list", ] start_list_markets(get_args(args), True) @@ -233,8 +233,8 @@ def test_list_markets(mocker, markets, capsys): # Test list-pairs subcommand with --all: all pairs args = [ - '--config', 'config.json.example', "list-pairs", "--all", + '--config', 'config.json.example', "--print-list", ] start_list_markets(get_args(args), True) @@ -246,8 +246,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, base=ETH, LTC args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "ETH", "LTC", "--print-list", ] @@ -259,8 +259,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, base=LTC args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "LTC", "--print-list", ] @@ -272,8 +272,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, quote=USDT, USD args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--quote", "USDT", "USD", "--print-list", ] @@ -285,8 +285,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, quote=USDT args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--quote", "USDT", "--print-list", ] @@ -298,8 +298,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, base=LTC, quote=USDT args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "LTC", "--quote", "USDT", "--print-list", ] @@ -311,8 +311,8 @@ def test_list_markets(mocker, markets, capsys): # active pairs, base=LTC, quote=USDT args = [ - '--config', 'config.json.example', "list-pairs", + '--config', 'config.json.example', "--base", "LTC", "--quote", "USDT", "--print-list", ] @@ -324,8 +324,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, base=LTC, quote=USDT, NONEXISTENT args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "LTC", "--quote", "USDT", "NONEXISTENT", "--print-list", ] @@ -337,8 +337,8 @@ def test_list_markets(mocker, markets, capsys): # active markets, base=LTC, quote=NONEXISTENT args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "LTC", "--quote", "NONEXISTENT", "--print-list", ] @@ -350,8 +350,8 @@ def test_list_markets(mocker, markets, capsys): # Test tabular output args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', ] start_list_markets(get_args(args), False) captured = capsys.readouterr() @@ -360,8 +360,8 @@ def test_list_markets(mocker, markets, capsys): # Test tabular output, no markets found args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--base", "LTC", "--quote", "NONEXISTENT", ] start_list_markets(get_args(args), False) @@ -372,8 +372,8 @@ def test_list_markets(mocker, markets, capsys): # Test --print-json args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--print-json" ] start_list_markets(get_args(args), False) @@ -383,8 +383,8 @@ def test_list_markets(mocker, markets, capsys): # Test --print-csv args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--print-csv" ] start_list_markets(get_args(args), False) @@ -395,8 +395,8 @@ def test_list_markets(mocker, markets, capsys): # Test --one-column args = [ - '--config', 'config.json.example', "list-markets", + '--config', 'config.json.example', "--one-column" ] start_list_markets(get_args(args), False) From 13255b370c270a556f2e5883de0ac88abc801667 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 24 Oct 2019 06:30:07 +0200 Subject: [PATCH 0274/1495] Allow non-config to parse config --- freqtrade/configuration/configuration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 7bb49dc31..393fd78be 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -93,7 +93,7 @@ class Configuration: :return: Configuration dictionary """ # Load all configs - config: Dict[str, Any] = self.load_from_files(self.args["config"]) + config: Dict[str, Any] = self.load_from_files(self.args.get("config", [])) # Keep a copy of the original configuration file config['original_config'] = deepcopy(config) From 2e1e080022756ff07eecb468e05279d5655397fe Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 24 Oct 2019 22:33:44 +0300 Subject: [PATCH 0275/1495] Fix potential race conditions between RPC and Freqtradebot during initialization --- freqtrade/freqtradebot.py | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ed5116b08..6a1be16a1 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -55,8 +55,6 @@ class FreqtradeBot: # Check config consistency here since strategies can set certain options validate_config_consistency(config) - self.rpc: RPCManager = RPCManager(self) - self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.wallets = Wallets(self.config, self.exchange) @@ -83,6 +81,13 @@ class FreqtradeBot: initial_state = self.config.get('initial_state') self.state = State[initial_state.upper()] if initial_state else State.STOPPED + # RPC runs in separate threads, can start handling external commands just after + # initialization, even before Freqtradebot has a chance to start its throttling, + # so anything in the Freqtradebot instance should be ready (initialized), including + # the initial state of the bot. + # Keep this at the end of this initialization method. + self.rpc: RPCManager = RPCManager(self) + def cleanup(self) -> None: """ Cleanup pending resources on an already stopped bot From 59e881c59ddbd83e66926bad6ad2d80887ac48e7 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 24 Oct 2019 23:11:07 +0300 Subject: [PATCH 0276/1495] Remove obsolete scripts --- scripts/download_backtest_data.py | 11 ---- scripts/get_market_pairs.py | 103 ------------------------------ scripts/plot_dataframe.py | 11 ---- scripts/plot_profit.py | 11 ---- {scripts => tests}/pytest.sh | 0 5 files changed, 136 deletions(-) delete mode 100755 scripts/download_backtest_data.py delete mode 100644 scripts/get_market_pairs.py delete mode 100755 scripts/plot_dataframe.py delete mode 100755 scripts/plot_profit.py rename {scripts => tests}/pytest.sh (100%) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py deleted file mode 100755 index a8f919a10..000000000 --- a/scripts/download_backtest_data.py +++ /dev/null @@ -1,11 +0,0 @@ -#!/usr/bin/env python3 - -import sys - - -print("This script has been integrated into freqtrade " - "and its functionality is available by calling `freqtrade download-data`.") -print("Please check the documentation on https://www.freqtrade.io/en/latest/backtesting/ " - "for details.") - -sys.exit(1) diff --git a/scripts/get_market_pairs.py b/scripts/get_market_pairs.py deleted file mode 100644 index cd38bf2fa..000000000 --- a/scripts/get_market_pairs.py +++ /dev/null @@ -1,103 +0,0 @@ -""" -This script was adapted from ccxt here: -https://github.com/ccxt/ccxt/blob/master/examples/py/arbitrage-pairs.py -""" -import os -import sys -import traceback - -root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) -sys.path.append(root + '/python') - -import ccxt # noqa: E402 - - -def style(s, style): - return style + s + '\033[0m' - - -def green(s): - return style(s, '\033[92m') - - -def blue(s): - return style(s, '\033[94m') - - -def yellow(s): - return style(s, '\033[93m') - - -def red(s): - return style(s, '\033[91m') - - -def pink(s): - return style(s, '\033[95m') - - -def bold(s): - return style(s, '\033[1m') - - -def underline(s): - return style(s, '\033[4m') - - -def dump(*args): - print(' '.join([str(arg) for arg in args])) - - -def print_supported_exchanges(): - dump('Supported exchanges:', green(', '.join(ccxt.exchanges))) - - -try: - - if len(sys.argv) < 2: - dump("Usage: python " + sys.argv[0], green('id')) - print_supported_exchanges() - sys.exit(1) - - id = sys.argv[1] # get exchange id from command line arguments - - # check if the exchange is supported by ccxt - exchange_found = id in ccxt.exchanges - - if exchange_found: - dump('Instantiating', green(id), 'exchange') - - # instantiate the exchange by id - exchange = getattr(ccxt, id)({ - # 'proxy':'https://cors-anywhere.herokuapp.com/', - }) - - # load all markets from the exchange - markets = exchange.load_markets() - - # output a list of all market symbols - dump(green(id), 'has', len(exchange.symbols), 'symbols:', exchange.symbols) - - tuples = list(ccxt.Exchange.keysort(markets).items()) - - # debug - for (k, v) in tuples: - print(v) - - # output a table of all markets - dump(pink('{:<15} {:<15} {:<15} {:<15}'.format('id', 'symbol', 'base', 'quote'))) - - for (k, v) in tuples: - dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote'])) - - else: - - dump('Exchange ' + red(id) + ' not found') - print_supported_exchanges() - -except Exception as e: - dump('[' + type(e).__name__ + ']', str(e)) - dump(traceback.format_exc()) - dump("Usage: python " + sys.argv[0], green('id')) - print_supported_exchanges() - sys.exit(1) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py deleted file mode 100755 index 62c4bc39f..000000000 --- a/scripts/plot_dataframe.py +++ /dev/null @@ -1,11 +0,0 @@ -#!/usr/bin/env python3 - -import sys - - -print("This script has been integrated into freqtrade " - "and its functionality is available by calling `freqtrade plot-dataframe`.") -print("Please check the documentation on https://www.freqtrade.io/en/latest/plotting/ " - "for details.") - -sys.exit(1) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py deleted file mode 100755 index c9a23c1ee..000000000 --- a/scripts/plot_profit.py +++ /dev/null @@ -1,11 +0,0 @@ -#!/usr/bin/env python3 - -import sys - - -print("This script has been integrated into freqtrade " - "and its functionality is available by calling `freqtrade plot-profit`.") -print("Please check the documentation on https://www.freqtrade.io/en/latest/plotting/ " - "for details.") - -sys.exit(1) diff --git a/scripts/pytest.sh b/tests/pytest.sh similarity index 100% rename from scripts/pytest.sh rename to tests/pytest.sh From b3e028e853789f64754a8ee054a0b45b0a65c371 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 06:43:52 +0200 Subject: [PATCH 0277/1495] Improve dynamic pairlist documentation --- docs/configuration.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/docs/configuration.md b/docs/configuration.md index 0eff4da88..dd54b6c54 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -417,10 +417,15 @@ section of the configuration. `askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`. * There is a possibility to filter low-value coins that would not allow setting a stop loss (set `precision_filter` parameter to `true` for this). + * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. Example: ```json +"exchange": { + "pair_whitelist": [], + "pair_blacklist": ["BNB/BTC"] +}, "pairlist": { "method": "VolumePairList", "config": { From 45b83cc5441e4bf08fc30ee4379ebe5a71a0a32d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 07:07:01 +0200 Subject: [PATCH 0278/1495] Don't require pair_whitelist for dynamicPairlist usecases --- freqtrade/configuration/config_validation.py | 15 ++++++++++- freqtrade/configuration/configuration.py | 3 +++ freqtrade/constants.py | 2 +- tests/test_configuration.py | 26 +++++++++++++++++++- 4 files changed, 43 insertions(+), 3 deletions(-) diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 6a8374e6d..93d93263f 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -5,7 +5,7 @@ from jsonschema import Draft4Validator, validators from jsonschema.exceptions import ValidationError, best_match from freqtrade import constants, OperationalException - +from freqtrade.state import RunMode logger = logging.getLogger(__name__) @@ -64,6 +64,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None: # validating trailing stoploss _validate_trailing_stoploss(conf) _validate_edge(conf) + _validate_whitelist(conf) def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None: @@ -111,3 +112,15 @@ def _validate_edge(conf: Dict[str, Any]) -> None: "Edge and VolumePairList are incompatible, " "Edge will override whatever pairs VolumePairlist selects." ) + + +def _validate_whitelist(conf: Dict[str, Any]) -> None: + """ + Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does. + """ + if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT]: + return + + if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList' + and not conf.get('exchange', {}).get('pair_whitelist')): + raise OperationalException("StaticPairList requires pair_whitelist to be set.") diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 034f8d386..be1c7ab4e 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -179,6 +179,9 @@ class Configuration: config['exchange']['name'] = self.args["exchange"] logger.info(f"Using exchange {config['exchange']['name']}") + if 'pair_whitelist' not in config['exchange']: + config['exchange']['pair_whitelist'] = [] + if 'user_data_dir' in self.args and self.args["user_data_dir"]: config.update({'user_data_dir': self.args["user_data_dir"]}) elif 'user_data_dir' not in config: diff --git a/freqtrade/constants.py b/freqtrade/constants.py index e8f3f5783..5fdd45916 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -235,7 +235,7 @@ CONF_SCHEMA = { 'ccxt_config': {'type': 'object'}, 'ccxt_async_config': {'type': 'object'} }, - 'required': ['name', 'pair_whitelist'] + 'required': ['name'] }, 'edge': { 'type': 'object', diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 2aa805fe6..cfb7f9a7f 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -729,6 +729,30 @@ def test_validate_edge(edge_conf): validate_config_consistency(edge_conf) +def test_validate_whitelist(default_conf): + default_conf['runmode'] = RunMode.DRY_RUN + # Test regular case - has whitelist and uses StaticPairlist + validate_config_consistency(default_conf) + conf = deepcopy(default_conf) + del conf['exchange']['pair_whitelist'] + # Test error case + with pytest.raises(OperationalException, + match="StaticPairList requires pair_whitelist to be set."): + + validate_config_consistency(conf) + + conf = deepcopy(default_conf) + + conf.update({"pairlist": { + "method": "VolumePairList", + }}) + # Dynamic whitelist should not care about pair_whitelist + validate_config_consistency(conf) + del conf['exchange']['pair_whitelist'] + + validate_config_consistency(conf) + + def test_load_config_test_comments() -> None: """ Load config with comments @@ -895,7 +919,7 @@ def test_pairlist_resolving_fallback(mocker): # Fix flaky tests if config.json exists args["config"] = None - configuration = Configuration(args) + configuration = Configuration(args, RunMode.OTHER) config = configuration.get_config() assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] From 8201f70a80dd2f767516044f5e767b50461d6352 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 14:19:02 +0200 Subject: [PATCH 0279/1495] Change loglevel of repeated message to debug --- freqtrade/freqtradebot.py | 2 +- tests/test_freqtradebot.py | 1 + 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6a1be16a1..d28014608 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -443,7 +443,7 @@ class FreqtradeBot: try: # Create entity and execute trade if not self.create_trades(): - logger.info('Found no buy signals for whitelisted currencies. Trying again...') + logger.debug('Found no buy signals for whitelisted currencies. Trying again...') except DependencyException as exception: logger.warning('Unable to create trade: %s', exception) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index f1533d867..607cb8f32 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1521,6 +1521,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None: + caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False)) From 0773a653336f06e91bba0f0a70276dcfaf151874 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 15:00:16 +0200 Subject: [PATCH 0280/1495] Add I Am Alive Message --- config_full.json.example | 3 ++- docs/configuration.md | 1 + freqtrade/freqtradebot.py | 9 +++++++++ tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++ 4 files changed, 36 insertions(+), 1 deletion(-) diff --git a/config_full.json.example b/config_full.json.example index c6b229ea3..ebf76eaee 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -119,7 +119,8 @@ "initial_state": "running", "forcebuy_enable": false, "internals": { - "process_throttle_secs": 5 + "process_throttle_secs": 5, + "keep_alive_interval": 60 }, "strategy": "DefaultStrategy", "strategy_path": "user_data/strategies/" diff --git a/docs/configuration.md b/docs/configuration.md index 0eff4da88..c6a12d865 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -98,6 +98,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `strategy` | DefaultStrategy | Defines Strategy class to use. | `strategy_path` | null | Adds an additional strategy lookup path (must be a directory). | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second. +| `internals.keep_alive_interval` | 60 | Print keepalive message every X seconds. Set to 0 to disable keepalive messages. | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file. | `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`. diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d28014608..6c79d04de 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -50,6 +50,10 @@ class FreqtradeBot: # Init objects self.config = config + self._last_alive_msg = 0 + + self.keep_alive_interval = self.config.get('internals', {}).get('keep_alive_interval', 60) + self.strategy: IStrategy = StrategyResolver(self.config).strategy # Check config consistency here since strategies can set certain options @@ -150,6 +154,11 @@ class FreqtradeBot: self.check_handle_timedout() Trade.session.flush() + if (self.keep_alive_interval + and (arrow.utcnow().timestamp - self._last_alive_msg > self.keep_alive_interval)): + logger.info("I am alive.") + self._last_alive_msg = arrow.utcnow().timestamp + def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]): """ Extend whitelist with pairs from open trades diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 607cb8f32..b29bd0843 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3648,3 +3648,27 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker): ftbot = get_patched_freqtradebot(mocker, edge_conf) ftbot.startup() assert reinit_mock.call_count == 0 + + +def test_process_i_am_alive(default_conf, mocker, caplog): + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + + ftbot = get_patched_freqtradebot(mocker, default_conf) + message = "I am alive." + ftbot.process() + assert log_has(message, caplog) + assert ftbot._last_alive_msg != 0 + + caplog.clear() + # Message is not shown before interval is up + ftbot.process() + assert not log_has(message, caplog) + + caplog.clear() + # Set clock - 70 seconds + ftbot._last_alive_msg -= 70 + + ftbot.process() + assert log_has(message, caplog) From 41f97a73c97fa573c9ae0d61911a246014d032f8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 25 Oct 2019 09:50:37 +0300 Subject: [PATCH 0281/1495] Add logging to syslog and journald --- freqtrade/loggers.py | 41 ++++++++++++++++++++++++++++++++++++----- 1 file changed, 36 insertions(+), 5 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index 90b8905e5..a98da25c2 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -1,9 +1,12 @@ import logging import sys -from logging.handlers import RotatingFileHandler +from logging import Formatter +from logging.handlers import RotatingFileHandler, SysLogHandler from typing import Any, Dict, List +from freqtrade import OperationalException + logger = logging.getLogger(__name__) @@ -36,10 +39,38 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log to stdout, not stderr log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)] - if config.get('logfile'): - log_handlers.append(RotatingFileHandler(config['logfile'], - maxBytes=1024 * 1024, # 1Mb - backupCount=10)) + logfile = config.get('logfile') + if logfile: + s = logfile.split(':') + if s[0] == 'syslog': + # Address can be either a string (socket filename) for Unix domain socket or + # a tuple (hostname, port) for UDP socket. + # Address can be omitted (i.e. simple 'syslog' used as the value of + # config['logfilename']), which defaults to '/dev/log', applicable for most + # of the systems. + address = (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else '/dev/log' + handler = SysLogHandler(address=address) + # No datetime field for logging into syslog, to allow syslog + # to perform reduction of repeating messages if this is set in the + # syslog config. The messages should be equal for this. + handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s')) + log_handlers.append(handler) + elif s[0] == 'journald': + try: + from systemd.journal import JournaldLogHandler + except ImportError: + raise OperationalException("You need the systemd python package be installed in " + "order to use logging to journald.") + handler = JournaldLogHandler() + # No datetime field for logging into journald, to allow syslog + # to perform reduction of repeating messages if this is set in the + # syslog config. The messages should be equal for this. + handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s')) + log_handlers.append(handler) + else: + log_handlers.append(RotatingFileHandler(logfile, + maxBytes=1024 * 1024, # 1Mb + backupCount=10)) logging.basicConfig( level=logging.INFO if verbosity < 1 else logging.DEBUG, From e63377980e7f0aa6f2937753eb6033518a6aaf53 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 07:12:50 +0200 Subject: [PATCH 0282/1495] Improve pairlist documentation --- docs/configuration.md | 5 +++-- tests/test_configuration.py | 2 +- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index dd54b6c54..33c296a6a 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -75,8 +75,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.*** -| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)). -| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)). +| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used when using VolumePairList (see [below](#dynamic-pairlists)). +| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). | `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded. @@ -418,6 +418,7 @@ section of the configuration. * There is a possibility to filter low-value coins that would not allow setting a stop loss (set `precision_filter` parameter to `true` for this). * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. + * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match. Example: diff --git a/tests/test_configuration.py b/tests/test_configuration.py index cfb7f9a7f..545dd5df4 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -825,7 +825,7 @@ def test_pairlist_resolving(): args = Arguments(arglist).get_parsed_arg() - configuration = Configuration(args) + configuration = Configuration(args, RunMode.OTHER) config = configuration.get_config() assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] From 2e896462c14b66e226b2a5e4afb054f99c229fbe Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 19:49:23 +0200 Subject: [PATCH 0283/1495] Fix wrong volumepairlist message --- freqtrade/pairlist/VolumePairList.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index b9b7977ab..5f53cd17b 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -54,7 +54,7 @@ class VolumePairList(IPairList): """ # Generate dynamic whitelist self._whitelist = self._gen_pair_whitelist( - self._config['stake_currency'], self._sort_key)[:self._number_pairs] + self._config['stake_currency'], self._sort_key) @cached(TTLCache(maxsize=1, ttl=1800)) def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: @@ -91,6 +91,6 @@ class VolumePairList(IPairList): valid_tickers.remove(t) pairs = [s['symbol'] for s in valid_tickers] - logger.info(f"Searching pairs: {self._whitelist}") + logger.info(f"Searching pairs: {pairs[:self._number_pairs]}") return pairs From 2f1d9696cd1fd7efca1c619dc4a5b861353777f3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 25 Oct 2019 19:59:04 +0200 Subject: [PATCH 0284/1495] Change keepalive to heartbeat --- config_full.json.example | 2 +- docs/configuration.md | 2 +- freqtrade/freqtradebot.py | 25 +++++++++++++------------ tests/test_freqtradebot.py | 12 ++++++------ 4 files changed, 21 insertions(+), 20 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index ebf76eaee..5789e49ac 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -120,7 +120,7 @@ "forcebuy_enable": false, "internals": { "process_throttle_secs": 5, - "keep_alive_interval": 60 + "heartbeat_interval": 60 }, "strategy": "DefaultStrategy", "strategy_path": "user_data/strategies/" diff --git a/docs/configuration.md b/docs/configuration.md index c6a12d865..e3d16c57b 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -98,7 +98,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `strategy` | DefaultStrategy | Defines Strategy class to use. | `strategy_path` | null | Adds an additional strategy lookup path (must be a directory). | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second. -| `internals.keep_alive_interval` | 60 | Print keepalive message every X seconds. Set to 0 to disable keepalive messages. +| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages. | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file. | `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`. diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6c79d04de..9bc4fb04d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -6,26 +6,27 @@ import logging import traceback from datetime import datetime from math import isclose +from os import getpid from typing import Any, Dict, List, Optional, Tuple import arrow from requests.exceptions import RequestException -from freqtrade import (DependencyException, InvalidOrderException, - __version__, constants, persistence) +from freqtrade import (DependencyException, InvalidOrderException, __version__, + constants, persistence) +from freqtrade.configuration import validate_config_consistency from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge -from freqtrade.configuration import validate_config_consistency from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.persistence import Trade +from freqtrade.resolvers import (ExchangeResolver, PairListResolver, + StrategyResolver) from freqtrade.rpc import RPCManager, RPCMessageType -from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver from freqtrade.state import State -from freqtrade.strategy.interface import SellType, IStrategy +from freqtrade.strategy.interface import IStrategy, SellType from freqtrade.wallets import Wallets - logger = logging.getLogger(__name__) @@ -50,9 +51,9 @@ class FreqtradeBot: # Init objects self.config = config - self._last_alive_msg = 0 + self._heartbeat_msg = 0 - self.keep_alive_interval = self.config.get('internals', {}).get('keep_alive_interval', 60) + self.hearbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60) self.strategy: IStrategy = StrategyResolver(self.config).strategy @@ -154,10 +155,10 @@ class FreqtradeBot: self.check_handle_timedout() Trade.session.flush() - if (self.keep_alive_interval - and (arrow.utcnow().timestamp - self._last_alive_msg > self.keep_alive_interval)): - logger.info("I am alive.") - self._last_alive_msg = arrow.utcnow().timestamp + if (self.hearbeat_interval + and (arrow.utcnow().timestamp - self._heartbeat_msg > self.hearbeat_interval)): + logger.info(f"Freqtrade heartbeat. PID={getpid()}") + self._heartbeat_msg = arrow.utcnow().timestamp def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]): """ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index b29bd0843..cf67e644f 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3656,19 +3656,19 @@ def test_process_i_am_alive(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) ftbot = get_patched_freqtradebot(mocker, default_conf) - message = "I am alive." + message = r"Freqtrade heartbeat. PID=.*" ftbot.process() - assert log_has(message, caplog) - assert ftbot._last_alive_msg != 0 + assert log_has_re(message, caplog) + assert ftbot._heartbeat_msg != 0 caplog.clear() # Message is not shown before interval is up ftbot.process() - assert not log_has(message, caplog) + assert not log_has_re(message, caplog) caplog.clear() # Set clock - 70 seconds - ftbot._last_alive_msg -= 70 + ftbot._heartbeat_msg -= 70 ftbot.process() - assert log_has(message, caplog) + assert log_has_re(message, caplog) From 3929ad4e1f84fe7dca8a676d4236b47565af0468 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 09:21:51 +0200 Subject: [PATCH 0285/1495] Fix typo --- freqtrade/freqtradebot.py | 8 ++++---- tests/test_freqtradebot.py | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9bc4fb04d..7251715a7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -53,7 +53,7 @@ class FreqtradeBot: self._heartbeat_msg = 0 - self.hearbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60) + self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60) self.strategy: IStrategy = StrategyResolver(self.config).strategy @@ -155,9 +155,9 @@ class FreqtradeBot: self.check_handle_timedout() Trade.session.flush() - if (self.hearbeat_interval - and (arrow.utcnow().timestamp - self._heartbeat_msg > self.hearbeat_interval)): - logger.info(f"Freqtrade heartbeat. PID={getpid()}") + if (self.heartbeat_interval + and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)): + logger.info(f"Bot heartbeat. PID={getpid()}") self._heartbeat_msg = arrow.utcnow().timestamp def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index cf67e644f..8aefaba17 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3656,7 +3656,7 @@ def test_process_i_am_alive(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) ftbot = get_patched_freqtradebot(mocker, default_conf) - message = r"Freqtrade heartbeat. PID=.*" + message = r"Bot heartbeat\. PID=.*" ftbot.process() assert log_has_re(message, caplog) assert ftbot._heartbeat_msg != 0 From ea6b94fd0c57ac5000bd744e6602a421029134af Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 26 Oct 2019 11:54:04 +0300 Subject: [PATCH 0286/1495] docs: add a tip for The Ocean exchange --- docs/configuration.md | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index e3d16c57b..ff40b1750 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -331,7 +331,7 @@ This configuration enables binance, as well as rate limiting to avoid bans from Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings. We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step. -#### Advanced FreqTrade Exchange configuration +#### Advanced Freqtrade Exchange configuration Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours. @@ -351,6 +351,13 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t !!! Warning Please make sure to fully understand the impacts of these settings before modifying them. +#### Random notes for other exchanges + +* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: +```shell +$ pip3 install web3 +``` + ### What values can be used for fiat_display_currency? The `fiat_display_currency` configuration parameter sets the base currency to use for the From d0521d33cedd079cff559a75571cb4cf2f9eef1d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 09:38:29 +0200 Subject: [PATCH 0287/1495] Refactor whitelist handling fixes #2413 --- freqtrade/freqtradebot.py | 34 ++++++++++++++++++---------------- 1 file changed, 18 insertions(+), 16 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6a1be16a1..f6f12f7f8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -72,7 +72,7 @@ class FreqtradeBot: self.edge = Edge(self.config, self.exchange, self.strategy) if \ self.config.get('edge', {}).get('enabled', False) else None - self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist'] + self.active_pair_whitelist = self._refresh_whitelist() persistence.init(self.config.get('db_url', None), clean_open_orders=self.config.get('dry_run', False)) @@ -118,21 +118,10 @@ class FreqtradeBot: # Check whether markets have to be reloaded self.exchange._reload_markets() - # Refresh whitelist - self.pairlists.refresh_pairlist() - self.active_pair_whitelist = self.pairlists.whitelist - - # Calculating Edge positioning - if self.edge: - self.edge.calculate() - self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist) - # Query trades from persistence layer trades = Trade.get_open_trades() - # Extend active-pair whitelist with pairs from open trades - # It ensures that tickers are downloaded for open trades - self._extend_whitelist_with_trades(self.active_pair_whitelist, trades) + self.active_pair_whitelist = self._refresh_whitelist(trades) # Refreshing candles self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), @@ -150,11 +139,24 @@ class FreqtradeBot: self.check_handle_timedout() Trade.session.flush() - def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]): + def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: """ - Extend whitelist with pairs from open trades + Refresh whitelist from pairlist or edge and extend it with trades. """ - whitelist.extend([trade.pair for trade in trades if trade.pair not in whitelist]) + # Refresh whitelist + self.pairlists.refresh_pairlist() + _whitelist = self.pairlists.whitelist + + # Calculating Edge positioning + if self.edge: + self.edge.calculate() + _whitelist = self.edge.adjust(_whitelist) + + if trades: + # Extend active-pair whitelist with pairs from open trades + # It ensures that tickers are downloaded for open trades + _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist]) + return _whitelist def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]: """ From 3a7553eef63aeffb25ea64d9287dcbb387240fd6 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 26 Oct 2019 12:45:05 +0300 Subject: [PATCH 0288/1495] Adjust option helpstring --- freqtrade/configuration/cli_options.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 697e048db..4c6608c08 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -36,7 +36,8 @@ AVAILABLE_CLI_OPTIONS = { ), "logfile": Arg( '--logfile', - help='Log to the file specified.', + help="Log to the file specified. Special values are: 'syslog', 'journald'. " + "See the documentation for more details.", metavar='FILE', ), "version": Arg( From bfec9d974b5108acec273f894cab5f36ef793e39 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 26 Oct 2019 13:08:36 +0300 Subject: [PATCH 0289/1495] docs: Create Advanced Post-installation Tasks section; move systemd stuff there --- docs/advanced-setup.md | 33 +++++++++++++++++++++++++++++++++ docs/installation.md | 30 +++--------------------------- mkdocs.yml | 1 + 3 files changed, 37 insertions(+), 27 deletions(-) create mode 100644 docs/advanced-setup.md diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md new file mode 100644 index 000000000..e6334d2c1 --- /dev/null +++ b/docs/advanced-setup.md @@ -0,0 +1,33 @@ +# Advanced Post-installation Tasks + +This page explains some advanced tasks and configuration options that can be performed after the bot installation and may be uselful in some environments. + +If you do not know what things mentioned here mean, you probably do not need it. + +## Configure the bot running as a systemd service + +Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. + +After that you can start the daemon with: + +```bash +systemctl --user start freqtrade +``` + +For this to be persistent (run when user is logged out) you'll need to enable `linger` for your freqtrade user. + +```bash +sudo loginctl enable-linger "$USER" +``` + +If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot +state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the +configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd +using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped) +when it changes. + +The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd +as the watchdog. + +!!! Note + The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container. diff --git a/docs/installation.md b/docs/installation.md index 68348d4b0..e1e101efd 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -151,7 +151,7 @@ python3 -m venv .env source .env/bin/activate ``` -#### 3. Install FreqTrade +#### 3. Install Freqtrade Clone the git repository: @@ -192,33 +192,9 @@ freqtrade -c config.json *Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout. -#### 7. [Optional] Configure `freqtrade` as a `systemd` service +#### 7. (Optional) Post-installation Tasks -From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. - -After that you can start the daemon with: - -```bash -systemctl --user start freqtrade -``` - -For this to be persistent (run when user is logged out) you'll need to enable `linger` for your freqtrade user. - -```bash -sudo loginctl enable-linger "$USER" -``` - -If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot -state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the -configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd -using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped) -when it changes. - -The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd -as the watchdog. - -!!! Note - The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container. +You can also optionally setup the bot to run as a `systemd` service and configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Post-installation Tasks](advanced-setup.md) for details. ------ diff --git a/mkdocs.yml b/mkdocs.yml index 863731873..2c3f70191 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -22,6 +22,7 @@ nav: - Strategy analysis: strategy_analysis_example.md - Plotting: plotting.md - SQL Cheatsheet: sql_cheatsheet.md + - Advanced Post-installation Tasks: advanced-setup.md - Sandbox Testing: sandbox-testing.md - Deprecated Features: deprecated.md - Contributors Guide: developer.md From f5351e60e7befbc44672f8f33f6d4076bc3dabf2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 10:08:23 +0200 Subject: [PATCH 0290/1495] Adjust markets mock --- tests/conftest.py | 29 ++++++++--- tests/exchange/test_exchange.py | 31 ++++------- tests/pairlist/test_pairlist.py | 16 +++--- tests/rpc/test_rpc.py | 91 +++++++++++---------------------- tests/test_freqtradebot.py | 49 ++++++++---------- 5 files changed, 93 insertions(+), 123 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 305221d6d..84612175d 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -55,13 +55,15 @@ def patched_configuration_load_config_file(mocker, config) -> None: ) -def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: +def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None: mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) + if mock_markets: + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=get_markets())) if api_mock: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) @@ -69,8 +71,8 @@ def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) -def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange: - patch_exchange(mocker, api_mock, id) +def get_patched_exchange(mocker, config, api_mock=None, id='bittrex', mock_markets=True) -> Exchange: + patch_exchange(mocker, api_mock, id, mock_markets) config["exchange"]["name"] = id try: exchange = ExchangeResolver(id, config).exchange @@ -85,6 +87,11 @@ def patch_wallet(mocker, free=999.9) -> None: )) +def patch_whitelist(mocker, conf) -> None: + mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist', + MagicMock(return_value=conf['exchange']['pair_whitelist'])) + + def patch_edge(mocker) -> None: # "ETH/BTC", # "LTC/BTC", @@ -120,6 +127,8 @@ def patch_freqtradebot(mocker, config) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist', + MagicMock(return_value=config['exchange']['pair_whitelist'])) def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: @@ -287,6 +296,10 @@ def ticker_sell_down(): @pytest.fixture def markets(): + return get_markets() + + +def get_markets(): return { 'ETH/BTC': { 'id': 'ethbtc', @@ -369,7 +382,7 @@ def markets(): 'symbol': 'LTC/BTC', 'base': 'LTC', 'quote': 'BTC', - 'active': False, + 'active': True, 'precision': { 'price': 8, 'amount': 8, @@ -394,7 +407,7 @@ def markets(): 'symbol': 'XRP/BTC', 'base': 'XRP', 'quote': 'BTC', - 'active': False, + 'active': True, 'precision': { 'price': 8, 'amount': 8, @@ -419,7 +432,7 @@ def markets(): 'symbol': 'NEO/BTC', 'base': 'NEO', 'quote': 'BTC', - 'active': False, + 'active': True, 'precision': { 'price': 8, 'amount': 8, @@ -444,7 +457,7 @@ def markets(): 'symbol': 'BTT/BTC', 'base': 'BTT', 'quote': 'BTC', - 'active': True, + 'active': False, 'precision': { 'base': 8, 'quote': 8, @@ -494,7 +507,7 @@ def markets(): 'symbol': 'LTC/USDT', 'base': 'LTC', 'quote': 'USDT', - 'active': True, + 'active': False, 'precision': { 'amount': 8, 'price': 8 diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1e0a5fdc3..d3f50c6da 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -177,16 +177,11 @@ def test_symbol_amount_prec(default_conf, mocker): ''' Test rounds down to 4 Decimal places ''' - api_mock = MagicMock() - api_mock.load_markets = MagicMock(return_value={ - 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' - }) - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance')) markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}}) - type(api_mock).markets = markets - exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange = get_patched_exchange(mocker, default_conf, id="binance") + mocker.patch('freqtrade.exchange.Exchange.markets', markets) amount = 2.34559 pair = 'ETH/BTC' @@ -198,16 +193,10 @@ def test_symbol_price_prec(default_conf, mocker): ''' Test rounds up to 4 decimal places ''' - api_mock = MagicMock() - api_mock.load_markets = MagicMock(return_value={ - 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' - }) - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance')) - markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}}) - type(api_mock).markets = markets - exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange = get_patched_exchange(mocker, default_conf, id="binance") + mocker.patch('freqtrade.exchange.Exchange.markets', markets) price = 2.34559 pair = 'ETH/BTC' @@ -279,7 +268,7 @@ def test__load_markets(default_conf, mocker, caplog): api_mock.load_markets = MagicMock(return_value=expected_return) type(api_mock).markets = expected_return default_conf['exchange']['pair_whitelist'] = ['ETH/BTC'] - ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance") + ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False) assert ex.markets == expected_return @@ -294,7 +283,8 @@ def test__reload_markets(default_conf, mocker, caplog): api_mock.load_markets = load_markets type(api_mock).markets = initial_markets default_conf['exchange']['markets_refresh_interval'] = 10 - exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") + exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance", + mock_markets=False) exchange._last_markets_refresh = arrow.utcnow().timestamp updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}} @@ -1715,15 +1705,16 @@ def test_get_valid_pair_combination(default_conf, mocker, markets): 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), # active markets ([], [], False, True, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', - 'TKN/BTC', 'XLTCUSDT']), + ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC', + 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), # all pairs ([], [], True, False, ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), # active pairs ([], [], True, True, - ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC']), + ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC', + 'TKN/BTC', 'XRP/BTC']), # all markets, base=ETH, LTC (['ETH', 'LTC'], [], False, False, ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 411ae60a3..929fc0ba0 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -80,7 +80,7 @@ def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf): freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC'] + whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'] freqtradebot.pairlists.refresh_pairlist() assert whitelist == freqtradebot.pairlists.whitelist @@ -108,12 +108,12 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): @pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ - (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']), - (False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']), - (False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']), + (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), + (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + (False, "USDT", "quoteVolume", ['ETH/USDT']), (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange - (True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]), - (True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"]) + (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]), + (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"]) ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, whitelist_result, precision_filter) -> None: @@ -127,7 +127,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, freqtrade.pairlists._precision_filter = precision_filter freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) - assert whitelist == whitelist_result + assert sorted(whitelist) == sorted(whitelist_result) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: @@ -160,7 +160,7 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist - (['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive + (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive ]) def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, log_message): diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 66468927f..a5da9b51e 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -14,7 +14,7 @@ from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from tests.conftest import patch_exchange, patch_get_signal +from tests.conftest import patch_exchange, patch_get_signal, get_patched_freqtradebot # Functions for recurrent object patching @@ -26,17 +26,15 @@ def prec_satoshi(a, b) -> float: # Unit tests -def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: +def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) @@ -98,17 +96,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: } == results[0] -def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: - patch_exchange(mocker) +def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) @@ -134,7 +130,6 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: def test_rpc_daily_profit(default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, markets, mocker) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -143,7 +138,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -181,22 +176,20 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, - limit_buy_order, limit_sell_order, markets, mocker) -> None: + limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( 'freqtrade.rpc.fiat_convert.Market', ticker=MagicMock(return_value={'price_usd': 15000.0}), ) - patch_exchange(mocker) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -267,9 +260,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, # Test that rpc_trade_statistics can handle trades that lacks # trade.open_rate (it is set to None) -def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets, +def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, ticker_sell_up, limit_buy_order, limit_sell_order): - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.rpc.fiat_convert.Market', ticker=MagicMock(return_value={'price_usd': 15000.0}), @@ -281,10 +273,9 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -343,7 +334,6 @@ def test_rpc_balance_handle_error(default_conf, mocker): 'freqtrade.rpc.fiat_convert.Market', ticker=MagicMock(return_value={'price_usd': 15000.0}), ) - patch_exchange(mocker) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( @@ -352,7 +342,7 @@ def test_rpc_balance_handle_error(default_conf, mocker): get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx')) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) rpc._fiat_converter = CryptoToFiatConverter() @@ -394,7 +384,6 @@ def test_rpc_balance_handle(default_conf, mocker): 'freqtrade.rpc.fiat_convert.Market', ticker=MagicMock(return_value={'price_usd': 15000.0}), ) - patch_exchange(mocker) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( @@ -406,7 +395,7 @@ def test_rpc_balance_handle(default_conf, mocker): side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}") ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) rpc._fiat_converter = CryptoToFiatConverter() @@ -438,14 +427,13 @@ def test_rpc_balance_handle(default_conf, mocker): def test_rpc_start(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED @@ -460,14 +448,13 @@ def test_rpc_start(mocker, default_conf) -> None: def test_rpc_stop(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) freqtradebot.state = State.RUNNING @@ -483,14 +470,13 @@ def test_rpc_stop(mocker, default_conf) -> None: def test_rpc_stopbuy(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) freqtradebot.state = State.RUNNING @@ -501,8 +487,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None: assert freqtradebot.config['max_open_trades'] == 0 -def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: - patch_exchange(mocker) +def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) cancel_order_mock = MagicMock() @@ -518,10 +503,9 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: } ), get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) @@ -606,18 +590,16 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: def test_performance_handle(default_conf, ticker, limit_buy_order, fee, - limit_sell_order, markets, mocker) -> None: - patch_exchange(mocker) + limit_sell_order, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balances=MagicMock(return_value=ticker), get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) @@ -641,18 +623,16 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee, assert prec_satoshi(res[0]['profit'], 6.2) -def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None: - patch_exchange(mocker) +def test_rpc_count(mocker, default_conf, ticker, fee) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balances=MagicMock(return_value=ticker), get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) @@ -665,9 +645,8 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None: assert counts["current"] == 1 -def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order) -> None: +def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None: default_conf['forcebuy_enable'] = True - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) buy_mm = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( @@ -675,11 +654,10 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order get_balances=MagicMock(return_value=ticker), get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), buy=buy_mm ) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) pair = 'ETH/BTC' @@ -704,7 +682,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order # Test not buying default_conf['stake_amount'] = 0.0000001 - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) pair = 'TKN/BTC' @@ -715,10 +693,9 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order def test_rpcforcebuy_stopped(mocker, default_conf) -> None: default_conf['forcebuy_enable'] = True default_conf['initial_state'] = 'stopped' - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) pair = 'ETH/BTC' @@ -727,10 +704,9 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None: def test_rpcforcebuy_disabled(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) rpc = RPC(freqtradebot) pair = 'ETH/BTC' @@ -739,10 +715,9 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None: def test_rpc_whitelist(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_whitelist() assert ret['method'] == 'StaticPairList' @@ -750,14 +725,13 @@ def test_rpc_whitelist(mocker, default_conf) -> None: def test_rpc_whitelist_dynamic(mocker, default_conf) -> None: - patch_exchange(mocker) default_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 4} } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_whitelist() assert ret['method'] == 'VolumePairList' @@ -766,10 +740,9 @@ def test_rpc_whitelist_dynamic(mocker, default_conf) -> None: def test_rpc_blacklist(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_blacklist(None) assert ret['method'] == 'StaticPairList' @@ -785,23 +758,21 @@ def test_rpc_blacklist(mocker, default_conf) -> None: def test_rpc_edge_disabled(mocker, default_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) with pytest.raises(RPCException, match=r'Edge is not enabled.'): rpc._rpc_edge() def test_rpc_edge_enabled(mocker, edge_conf) -> None: - patch_exchange(mocker) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value={ 'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60), } )) - freqtradebot = FreqtradeBot(edge_conf) + freqtradebot = get_patched_freqtradebot(mocker, edge_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_edge() diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index f1533d867..ff9a34142 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -23,7 +23,7 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType from freqtrade.worker import Worker from tests.conftest import (get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, - patch_get_signal, patch_wallet) + patch_get_signal, patch_wallet, patch_whitelist) def patch_RPCManager(mocker) -> MagicMock: @@ -1247,11 +1247,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, - markets, limit_buy_order, limit_sell_order) -> None: + limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss_limit = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=MagicMock(return_value={ @@ -1262,7 +1261,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), stoploss_limit=stoploss_limit ) @@ -1272,7 +1270,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, # disabling ROI default_conf['minimal_roi']['0'] = 999999999 - freqtrade = FreqtradeBot(default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1824,20 +1822,18 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, def test_handle_trade_roi(default_conf, ticker, limit_buy_order, - fee, mocker, markets, caplog) -> None: + fee, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtrade, value=(True, False)) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) @@ -1858,20 +1854,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, def test_handle_trade_use_sell_signal( - default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: + default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.create_trades() @@ -2236,6 +2230,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc get_fee=fee, markets=PropertyMock(return_value=markets) ) + patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2282,6 +2277,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, get_fee=fee, markets=PropertyMock(return_value=markets) ) + patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2331,6 +2327,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe get_fee=fee, markets=PropertyMock(return_value=markets) ) + patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2647,6 +2644,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee, get_fee=fee, markets=PropertyMock(return_value=markets) ) + patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2814,14 +2812,13 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke assert trade.sell_reason == SellType.SELL_SIGNAL.value -def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, markets, mocker, caplog) -> None: +def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2851,7 +2848,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, markets, mock assert log_has(f"Pair {trade.pair} is currently locked.", caplog) -def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: +def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2863,7 +2860,6 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': True @@ -2885,7 +2881,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m assert trade.sell_reason == SellType.ROI.value -def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None: +def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2897,9 +2893,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), ) default_conf['trailing_stop'] = True + patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -2937,7 +2933,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets, +def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) @@ -2951,10 +2947,11 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), ) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 + patch_whitelist(mocker, default_conf) + freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -2994,7 +2991,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, - caplog, mocker, markets) -> None: + caplog, mocker) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) patch_exchange(mocker) @@ -3007,9 +3004,8 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), ) - + patch_whitelist(mocker, default_conf) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 default_conf['trailing_stop_positive_offset'] = 0.011 @@ -3054,7 +3050,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee, - caplog, mocker, markets) -> None: + caplog, mocker) -> None: buy_price = limit_buy_order['price'] # buy_price: 0.00001099 @@ -3069,9 +3065,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), ) - + patch_whitelist(mocker, default_conf) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.05 default_conf['trailing_stop_positive_offset'] = 0.055 From ef1885c38bd9ab89df7418f6b8110e86e81f6398 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 13:24:26 +0200 Subject: [PATCH 0291/1495] Fix more tests --- tests/data/test_history.py | 11 ++--- tests/rpc/test_rpc_telegram.py | 73 ++++++++++++---------------------- tests/test_utils.py | 42 +++++++++---------- 3 files changed, 53 insertions(+), 73 deletions(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 95382768a..48ef2affd 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -533,21 +533,22 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir): dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock()) + + ex = get_patched_exchange(mocker, default_conf) mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) ) - ex = get_patched_exchange(mocker, default_conf) timerange = TimeRange.parse_timerange("20190101-20190102") - unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"], + unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"], timeframes=["1m", "5m"], dl_path=testdatadir, timerange=timerange, erase=False ) assert dl_mock.call_count == 0 - assert "ETH/BTC" in unav_pairs - assert "XRP/BTC" in unav_pairs - assert log_has("Skipping pair ETH/BTC...", caplog) + assert "BTT/BTC" in unav_pairs + assert "LTC/USDT" in unav_pairs + assert log_has("Skipping pair BTT/BTC...", caplog) def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir): diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index a776ad5df..766511d2d 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -22,7 +22,7 @@ from freqtrade.rpc.telegram import Telegram, authorized_only from freqtrade.state import State from freqtrade.strategy.interface import SellType from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange, - patch_get_signal) + patch_get_signal, patch_whitelist) class DummyCls(Telegram): @@ -143,17 +143,15 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: assert log_has('Exception occurred within Telegram module', caplog) -def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: +def test_status(default_conf, update, mocker, fee, ticker,) -> None: update.message.chat.id = 123 default_conf['telegram']['enabled'] = False default_conf['telegram']['chat_id'] = 123 - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(markets) ) msg_mock = MagicMock() status_table = MagicMock() @@ -184,9 +182,8 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: _status_table=status_table, _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -204,13 +201,11 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: assert status_table.call_count == 1 -def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None: - patch_exchange(mocker) +def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(markets) ) msg_mock = MagicMock() status_table = MagicMock() @@ -220,9 +215,9 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No _status_table=status_table, _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -256,14 +251,12 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No assert 'ETH/BTC' in msg_mock.call_args_list[0][0][0] -def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None: - patch_exchange(mocker) +def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None: mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, buy=MagicMock(return_value={'id': 'mocked_order_id'}), get_fee=fee, - markets=PropertyMock(markets) ) msg_mock = MagicMock() mocker.patch.multiple( @@ -271,10 +264,9 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) _init=MagicMock(), _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) default_conf['stake_amount'] = 15.0 - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -307,8 +299,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, - limit_sell_order, markets, mocker) -> None: - patch_exchange(mocker) + limit_sell_order, mocker) -> None: default_conf['max_open_trades'] = 1 mocker.patch( 'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', @@ -318,7 +309,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(markets) ) msg_mock = MagicMock() mocker.patch.multiple( @@ -326,9 +316,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, _init=MagicMock(), _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -382,7 +371,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: - patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker @@ -393,9 +381,8 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: _init=MagicMock(), _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -420,14 +407,12 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, - limit_buy_order, limit_sell_order, markets, mocker) -> None: - patch_exchange(mocker) + limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(markets) ) msg_mock = MagicMock() mocker.patch.multiple( @@ -435,9 +420,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, _init=MagicMock(), _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -724,16 +708,16 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None: def test_forcesell_handle(default_conf, update, ticker, fee, - ticker_sell_up, markets, mocker) -> None: + ticker_sell_up, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) patch_exchange(mocker) + patch_whitelist(mocker, default_conf) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), ) freqtradebot = FreqtradeBot(default_conf) @@ -775,17 +759,18 @@ def test_forcesell_handle(default_conf, update, ticker, fee, def test_forcesell_down_handle(default_conf, update, ticker, fee, - ticker_sell_down, markets, mocker) -> None: + ticker_sell_down, mocker) -> None: mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) patch_exchange(mocker) + patch_whitelist(mocker, default_conf) + mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), ) freqtradebot = FreqtradeBot(default_conf) @@ -830,17 +815,17 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, } == last_msg -def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None: +def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None: patch_exchange(mocker) mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) + patch_whitelist(mocker, default_conf) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), ) default_conf['max_open_trades'] = 4 freqtradebot = FreqtradeBot(default_conf) @@ -885,9 +870,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: _init=MagicMock(), _send_msg=msg_mock ) - patch_exchange(mocker) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -980,8 +964,7 @@ def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> Non def test_performance_handle(default_conf, update, ticker, fee, - limit_buy_order, limit_sell_order, markets, mocker) -> None: - patch_exchange(mocker) + limit_buy_order, limit_sell_order, mocker) -> None: msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', @@ -992,10 +975,8 @@ def test_performance_handle(default_conf, update, ticker, fee, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(markets), ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) @@ -1018,8 +999,7 @@ def test_performance_handle(default_conf, update, ticker, fee, assert 'ETH/BTC\t6.20% (1)' in msg_mock.call_args_list[0][0][0] -def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None: - patch_exchange(mocker) +def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', @@ -1030,10 +1010,9 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non 'freqtrade.exchange.Exchange', get_ticker=ticker, buy=MagicMock(return_value={'id': 'mocked_order_id'}), - markets=PropertyMock(markets) + get_fee=fee, ) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - freqtradebot = FreqtradeBot(default_conf) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot, (True, False)) telegram = Telegram(freqtradebot) diff --git a/tests/test_utils.py b/tests/test_utils.py index f64a6924a..0833375c8 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -188,8 +188,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 8 active markets: " - "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC, XLTCUSDT.\n" + assert ("Exchange Bittrex has 9 active markets: " + "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n" in captured.out) patch_exchange(mocker, api_mock=api_mock, id="binance") @@ -202,7 +202,7 @@ def test_list_markets(mocker, markets, capsys): pargs['config'] = None start_list_markets(pargs, False) captured = capsys.readouterr() - assert re.match("\nExchange Binance has 8 active markets:\n", + assert re.match("\nExchange Binance has 9 active markets:\n", captured.out) patch_exchange(mocker, api_mock=api_mock, id="bittrex") @@ -227,8 +227,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), True) captured = capsys.readouterr() - assert ("Exchange Bittrex has 7 active pairs: " - "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC.\n" + assert ("Exchange Bittrex has 8 active pairs: " + "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n" in captured.out) # Test list-pairs subcommand with --all: all pairs @@ -254,7 +254,7 @@ def test_list_markets(mocker, markets, capsys): start_list_markets(get_args(args), False) captured = capsys.readouterr() assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: " - "ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" + "ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, XLTCUSDT.\n" in captured.out) # active markets, base=LTC @@ -267,7 +267,7 @@ def test_list_markets(mocker, markets, capsys): start_list_markets(get_args(args), False) captured = capsys.readouterr() assert ("Exchange Bittrex has 3 active markets with LTC as base currency: " - "LTC/USD, LTC/USDT, XLTCUSDT.\n" + "LTC/BTC, LTC/USD, XLTCUSDT.\n" in captured.out) # active markets, quote=USDT, USD @@ -279,8 +279,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies: " - "ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" + assert ("Exchange Bittrex has 3 active markets with USDT, USD as quote currencies: " + "ETH/USDT, LTC/USD, XLTCUSDT.\n" in captured.out) # active markets, quote=USDT @@ -292,8 +292,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 3 active markets with USDT as quote currency: " - "ETH/USDT, LTC/USDT, XLTCUSDT.\n" + assert ("Exchange Bittrex has 2 active markets with USDT as quote currency: " + "ETH/USDT, XLTCUSDT.\n" in captured.out) # active markets, base=LTC, quote=USDT @@ -305,21 +305,21 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " - "with USDT as quote currency: LTC/USDT, XLTCUSDT.\n" + assert ("Exchange Bittrex has 1 active market with LTC as base currency and " + "with USDT as quote currency: XLTCUSDT.\n" in captured.out) # active pairs, base=LTC, quote=USDT args = [ '--config', 'config.json.example', "list-pairs", - "--base", "LTC", "--quote", "USDT", + "--base", "LTC", "--quote", "USD", "--print-list", ] start_list_markets(get_args(args), True) captured = capsys.readouterr() assert ("Exchange Bittrex has 1 active pair with LTC as base currency and " - "with USDT as quote currency: LTC/USDT.\n" + "with USD as quote currency: LTC/USD.\n" in captured.out) # active markets, base=LTC, quote=USDT, NONEXISTENT @@ -331,8 +331,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " - "with USDT, NONEXISTENT as quote currencies: LTC/USDT, XLTCUSDT.\n" + assert ("Exchange Bittrex has 1 active market with LTC as base currency and " + "with USDT, NONEXISTENT as quote currencies: XLTCUSDT.\n" in captured.out) # active markets, base=LTC, quote=NONEXISTENT @@ -355,7 +355,7 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ("Exchange Bittrex has 8 active markets:\n" + assert ("Exchange Bittrex has 9 active markets:\n" in captured.out) # Test tabular output, no markets found @@ -378,7 +378,7 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ('["BLK/BTC","BTT/BTC","ETH/BTC","ETH/USDT","LTC/USD","LTC/USDT","TKN/BTC","XLTCUSDT"]' + assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC","TKN/BTC","XLTCUSDT","XRP/BTC"]' in captured.out) # Test --print-csv @@ -391,7 +391,7 @@ def test_list_markets(mocker, markets, capsys): captured = capsys.readouterr() assert ("Id,Symbol,Base,Quote,Active,Is pair" in captured.out) assert ("blkbtc,BLK/BTC,BLK,BTC,True,True" in captured.out) - assert ("BTTBTC,BTT/BTC,BTT,BTC,True,True" in captured.out) + assert ("USD-LTC,LTC/USD,LTC,USD,True,True" in captured.out) # Test --one-column args = [ @@ -402,7 +402,7 @@ def test_list_markets(mocker, markets, capsys): start_list_markets(get_args(args), False) captured = capsys.readouterr() assert re.search(r"^BLK/BTC$", captured.out, re.MULTILINE) - assert re.search(r"^BTT/BTC$", captured.out, re.MULTILINE) + assert re.search(r"^LTC/USD$", captured.out, re.MULTILINE) def test_create_datadir_failed(caplog): From 32df73c056763d1305f80dc37ba5edcaf55d0faa Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 13:28:04 +0200 Subject: [PATCH 0292/1495] flake --- tests/conftest.py | 6 ++++-- tests/rpc/test_rpc.py | 3 +-- tests/test_freqtradebot.py | 2 +- tests/test_utils.py | 3 ++- 4 files changed, 8 insertions(+), 6 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 84612175d..0d0511751 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -63,7 +63,8 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) if mock_markets: - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=get_markets())) + mocker.patch('freqtrade.exchange.Exchange.markets', + PropertyMock(return_value=get_markets())) if api_mock: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) @@ -71,7 +72,8 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) -def get_patched_exchange(mocker, config, api_mock=None, id='bittrex', mock_markets=True) -> Exchange: +def get_patched_exchange(mocker, config, api_mock=None, id='bittrex', + mock_markets=True) -> Exchange: patch_exchange(mocker, api_mock, id, mock_markets) config["exchange"]["name"] = id try: diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index a5da9b51e..df2261c1f 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -9,12 +9,11 @@ from numpy import isnan from freqtrade import DependencyException, TemporaryError from freqtrade.edge import PairInfo -from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from tests.conftest import patch_exchange, patch_get_signal, get_patched_freqtradebot +from tests.conftest import patch_get_signal, get_patched_freqtradebot # Functions for recurrent object patching diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ff9a34142..a58c12ead 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2951,7 +2951,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 patch_whitelist(mocker, default_conf) - + freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) diff --git a/tests/test_utils.py b/tests/test_utils.py index 0833375c8..7d6b82809 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -378,7 +378,8 @@ def test_list_markets(mocker, markets, capsys): ] start_list_markets(get_args(args), False) captured = capsys.readouterr() - assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC","TKN/BTC","XLTCUSDT","XRP/BTC"]' + assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC",' + '"TKN/BTC","XLTCUSDT","XRP/BTC"]' in captured.out) # Test --print-csv From bf20f3b7d8862ad6a57285a0c2c9cce7f00cb901 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 26 Oct 2019 15:41:31 +0300 Subject: [PATCH 0293/1495] Remove part which is related to #2418 --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index e1e101efd..fcbce571e 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -194,7 +194,7 @@ freqtrade -c config.json #### 7. (Optional) Post-installation Tasks -You can also optionally setup the bot to run as a `systemd` service and configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Post-installation Tasks](advanced-setup.md) for details. +On Linux, as an optional post-installation task, you can setup the bot to run as a `systemd` service. See [Advanced Post-installation Tasks](advanced-setup.md) for details. ------ From 13ae339a2e2c08344d7ec3224d0e0666fe453672 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 26 Oct 2019 16:34:13 +0200 Subject: [PATCH 0294/1495] Improve windows Install documentation with hints --- docs/installation.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/docs/installation.md b/docs/installation.md index fcbce571e..afc635673 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -218,6 +218,12 @@ If that is not available on your system, feel free to try the instructions below ### Install freqtrade manually +!!! Note + Make sure to use 64bit Windows to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows. + +!!! Hint + Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document. + #### Clone the git repository ```bash From 8b4fea4b710e5384d6df3d94454c6ee141016d11 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 27 Oct 2019 02:06:10 +0300 Subject: [PATCH 0295/1495] Update installation.md --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index fcbce571e..d45b47b3e 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -194,7 +194,7 @@ freqtrade -c config.json #### 7. (Optional) Post-installation Tasks -On Linux, as an optional post-installation task, you can setup the bot to run as a `systemd` service. See [Advanced Post-installation Tasks](advanced-setup.md) for details. +On Linux, as an optional post-installation task, you may wish to setup the bot to run as a `systemd` service or configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Post-installation Tasks](advanced-setup.md) for details. ------ From 48d83715a5cff5f2ea68338fde92bff0b2e07105 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 27 Oct 2019 03:44:49 +0300 Subject: [PATCH 0296/1495] Fix typo in docs (thanks to Escaliert@Slack) --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index ff40b1750..5e936065c 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -135,7 +135,7 @@ To allow the bot to trade all the available `stake_currency` in your account set In this case a trade amount is calclulated as: ```python -currency_balanse / (max_open_trades - current_open_trades) +currency_balance / (max_open_trades - current_open_trades) ``` ### Understand minimal_roi From e5487441ba29c93cc0658bd3e9a8f876482e6b4c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 06:08:55 +0100 Subject: [PATCH 0297/1495] Fix typos --- docs/installation.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/installation.md b/docs/installation.md index afc635673..02870a1c1 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -219,10 +219,10 @@ If that is not available on your system, feel free to try the instructions below ### Install freqtrade manually !!! Note - Make sure to use 64bit Windows to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows. + Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows. !!! Hint - Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document. + Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document. #### Clone the git repository From 141c454187c96bd8d2f0f85b4309a18e2a8b1bfb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 11:17:01 +0200 Subject: [PATCH 0298/1495] Add startup-candles-argument for strategy --- freqtrade/strategy/interface.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 014ca9968..48a70b0ce 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -103,6 +103,9 @@ class IStrategy(ABC): # run "populate_indicators" only for new candle process_only_new_candles: bool = False + # Count of candles the strategy requires before producing valid signals + startup_candle_count: int = 0 + # Class level variables (intentional) containing # the dataprovider (dp) (access to other candles, historic data, ...) # and wallets - access to the current balance. @@ -421,6 +424,7 @@ class IStrategy(ABC): def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: """ Creates a dataframe and populates indicators for given ticker data + Used by optimize operations only, not during dry / live runs. """ return {pair: self.advise_indicators(pair_data, {'pair': pair}) for pair, pair_data in tickerdata.items()} From 616fe08bcea0dae438906aaff60434749ff4e375 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 11:29:25 +0200 Subject: [PATCH 0299/1495] Add subtract_start to timerange object --- freqtrade/configuration/timerange.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index fc759ab6e..527402af7 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -27,6 +27,10 @@ class TimeRange: return (self.starttype == other.starttype and self.stoptype == other.stoptype and self.startts == other.startts and self.stopts == other.stopts) + def subtract_start(self, seconds) -> None: + if self.startts: + self.startts = self.startts - seconds + @staticmethod def parse_timerange(text: Optional[str]): """ From 9e7e051eb42d45fffed0b8318587a0f8e7e78d99 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 11:30:20 +0200 Subject: [PATCH 0300/1495] add trim-dataframe method --- freqtrade/data/history.py | 14 ++++++++++++++ 1 file changed, 14 insertions(+) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index ed5d80b0e..d385a28ed 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -13,6 +13,7 @@ from pathlib import Path from typing import Any, Dict, List, Optional, Tuple import arrow +import pytz from pandas import DataFrame from freqtrade import OperationalException, misc @@ -49,6 +50,19 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]: return tickerlist[start_index:stop_index] +def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame: + """ + Trim dataframe based on given timerange + """ + if timerange.starttype == 'date': + start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc) + df = df.loc[df['date'] >= start, :] + if timerange.stoptype == 'date': + stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc) + df = df.loc[df['date'] <= stop, :] + return df + + def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str, timerange: Optional[TimeRange] = None) -> Optional[list]: """ From 9c7696a8ce2e4833c4995b7e2ff30368b6292913 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 13:56:01 +0200 Subject: [PATCH 0301/1495] Add required_startup to backtesting --- freqtrade/optimize/backtesting.py | 33 ++++++++++++++++++++++++++----- 1 file changed, 28 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index fb8c182ee..aa8a6a882 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -15,7 +15,7 @@ from freqtrade import OperationalException from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.data.dataprovider import DataProvider -from freqtrade.exchange import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -90,6 +90,9 @@ class Backtesting: self.ticker_interval = str(self.config.get('ticker_interval')) self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) + # Get maximum required startup period + self.required_startup = max([strat.startup_candle_count for strat in self.strategylist]) + self.required_startup_s = self.required_startup * timeframe_to_seconds(self.ticker_interval) # Load one (first) strategy self._set_strategy(self.strategylist[0]) @@ -418,11 +421,19 @@ class Backtesting: timerange = TimeRange.parse_timerange(None if self.config.get( 'timerange') is None else str(self.config.get('timerange'))) + + logger.info('Using indicator startup period: %s ...', self.required_startup) + + # Timerange_startup is timerange - startup-candles + timerange_startup = deepcopy(timerange) + timerange_startup.subtract_start(self.required_startup_s) + data = history.load_data( datadir=Path(self.config['datadir']), pairs=pairs, ticker_interval=self.ticker_interval, timerange=timerange, + startup_candles=self.required_startup ) if not data: @@ -439,11 +450,14 @@ class Backtesting: min_date, max_date = history.get_timeframe(data) logger.info( - 'Backtesting with data from %s up to %s (%s days)..', - min_date.isoformat(), - max_date.isoformat(), - (max_date - min_date).days + 'Loading backtest data from %s up to %s (%s days)..', + min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) + if not timerange_startup.starttype: + # If no startts was defined, we need to move the backtesting start + logger.info("Moving start-date by %s candles.", self.required_startup) + timerange.startts = min_date.timestamp + self.required_startup_s + timerange.starttype = 'date' for strat in self.strategylist: logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) @@ -452,6 +466,15 @@ class Backtesting: # need to reprocess data every time to populate signals preprocessed = self.strategy.tickerdata_to_dataframe(data) + # Trim startup period from analyzed dataframe + for pair, df in preprocessed.items(): + preprocessed[pair] = history.trim_dataframe(df, timerange) + min_date, max_date = history.get_timeframe(preprocessed) + + logger.info( + 'Backtesting with data from %s up to %s (%s days)..', + min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days + ) # Execute backtest and print results all_results[self.strategy.get_strategy_name()] = self.backtest( { From 704121c197798c2c0ad3829ff464a997d60fa1ff Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 14:02:53 +0200 Subject: [PATCH 0302/1495] Move most logic to history --- freqtrade/data/history.py | 30 ++++++++++++++++++++++++------ freqtrade/optimize/backtesting.py | 12 ++++-------- tests/optimize/test_backtesting.py | 2 +- 3 files changed, 29 insertions(+), 15 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index d385a28ed..71ac5c9a7 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -8,6 +8,7 @@ Includes: import logging import operator +from copy import deepcopy from datetime import datetime from pathlib import Path from typing import Any, Dict, List, Optional, Tuple @@ -19,7 +20,7 @@ from pandas import DataFrame from freqtrade import OperationalException, misc from freqtrade.configuration import TimeRange from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv -from freqtrade.exchange import Exchange, timeframe_to_minutes +from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seconds logger = logging.getLogger(__name__) @@ -127,7 +128,8 @@ def load_pair_history(pair: str, refresh_pairs: bool = False, exchange: Optional[Exchange] = None, fill_up_missing: bool = True, - drop_incomplete: bool = True + drop_incomplete: bool = True, + startup_candles: int = 0, ) -> DataFrame: """ Loads cached ticker history for the given pair. @@ -140,9 +142,15 @@ def load_pair_history(pair: str, :param exchange: Exchange object (needed when using "refresh_pairs") :param fill_up_missing: Fill missing values with "No action"-candles :param drop_incomplete: Drop last candle assuming it may be incomplete. + :param startup_candles: Additional candles to load at the start of the period :return: DataFrame with ohlcv data """ + timerange_startup = deepcopy(timerange) + if startup_candles: + logger.info('Using indicator startup period: %s ...', startup_candles) + timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles) + # The user forced the refresh of pairs if refresh_pairs: download_pair_history(datadir=datadir, @@ -151,11 +159,11 @@ def load_pair_history(pair: str, ticker_interval=ticker_interval, timerange=timerange) - pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) + pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup) if pairdata: - if timerange: - _validate_pairdata(pair, pairdata, timerange) + if timerange_startup: + _validate_pairdata(pair, pairdata, timerange_startup) return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair, fill_missing=fill_up_missing, drop_incomplete=drop_incomplete) @@ -174,10 +182,20 @@ def load_data(datadir: Path, exchange: Optional[Exchange] = None, timerange: Optional[TimeRange] = None, fill_up_missing: bool = True, + startup_candles: int = 0, ) -> Dict[str, DataFrame]: """ Loads ticker history data for a list of pairs - :return: dict(:) + :param datadir: Path to the data storage location. + :param ticker_interval: Ticker-interval (e.g. "5m") + :param pairs: List of pairs to load + :param refresh_pairs: Refresh pairs from exchange. + (Note: Requires exchange to be passed as well.) + :param exchange: Exchange object (needed when using "refresh_pairs") + :param timerange: Limit data to be loaded to this timerange + :param fill_up_missing: Fill missing values with "No action"-candles + :param startup_candles: Additional candles to load at the start of the period + :return: dict(:) TODO: refresh_pairs is still used by edge to keep the data uptodate. This should be replaced in the future. Instead, writing the current candles to disk from dataprovider should be implemented, as this would avoid loading ohlcv data twice. diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index aa8a6a882..59130dbc0 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -92,7 +92,6 @@ class Backtesting: # Get maximum required startup period self.required_startup = max([strat.startup_candle_count for strat in self.strategylist]) - self.required_startup_s = self.required_startup * timeframe_to_seconds(self.ticker_interval) # Load one (first) strategy self._set_strategy(self.strategylist[0]) @@ -422,11 +421,6 @@ class Backtesting: timerange = TimeRange.parse_timerange(None if self.config.get( 'timerange') is None else str(self.config.get('timerange'))) - logger.info('Using indicator startup period: %s ...', self.required_startup) - - # Timerange_startup is timerange - startup-candles - timerange_startup = deepcopy(timerange) - timerange_startup.subtract_start(self.required_startup_s) data = history.load_data( datadir=Path(self.config['datadir']), @@ -453,10 +447,12 @@ class Backtesting: 'Loading backtest data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) - if not timerange_startup.starttype: + if not timerange.starttype: # If no startts was defined, we need to move the backtesting start logger.info("Moving start-date by %s candles.", self.required_startup) - timerange.startts = min_date.timestamp + self.required_startup_s + timerange.startts = (min_date.timestamp + + timeframe_to_seconds(self.ticker_interval) + * self.required_startup) timerange.starttype = 'date' for strat in self.strategylist: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 998edda8a..3353274ef 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -117,7 +117,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, - timerange=None, exchange=None, live=False): + timerange=None, exchange=None, live=False, startup_candles=0): tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC", fill_missing=True)} From 6382a4cd042ed1e84af48493c60e7229986a0e11 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 17:57:38 +0200 Subject: [PATCH 0303/1495] Implement startup-period to default-strategy --- freqtrade/optimize/backtesting.py | 9 +++++---- freqtrade/strategy/default_strategy.py | 6 +++--- tests/optimize/test_backtesting.py | 10 ++++++++-- 3 files changed, 16 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 59130dbc0..6b82dd601 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -421,7 +421,6 @@ class Backtesting: timerange = TimeRange.parse_timerange(None if self.config.get( 'timerange') is None else str(self.config.get('timerange'))) - data = history.load_data( datadir=Path(self.config['datadir']), pairs=pairs, @@ -447,9 +446,11 @@ class Backtesting: 'Loading backtest data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) - if not timerange.starttype: - # If no startts was defined, we need to move the backtesting start - logger.info("Moving start-date by %s candles.", self.required_startup) + if (not timerange.starttype or (self.required_startup + and min_date.timestamp == timerange.startts)): + # If no startts was defined, or test-data starts at the defined test-date + logger.warning("Moving start-date by %s candles to account for startup time.", + self.required_startup) timerange.startts = (min_date.timestamp + timeframe_to_seconds(self.ticker_interval) * self.required_startup) diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index b839a9618..0a241691c 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -39,6 +39,9 @@ class DefaultStrategy(IStrategy): 'stoploss_on_exchange': False } + # Count of candles the strategy requires before producing valid signals + startup_candle_count: int = 20 + # Optional time in force for orders order_time_in_force = { 'buy': 'gtc', @@ -105,9 +108,6 @@ class DefaultStrategy(IStrategy): # EMA - Exponential Moving Average dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) - # SMA - Simple Moving Average - dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) - return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 3353274ef..b14209e2d 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -838,7 +838,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' + 'Backtesting with data from 2017-11-14T21:37:00+00:00 ' + 'up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Moving start-date by 20 candles to account for startup time.', + 'Loading backtest data from 2017-11-14T21:17:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...' ] @@ -892,7 +895,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' + 'Backtesting with data from 2017-11-14T21:37:00+00:00 ' + 'up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Moving start-date by 20 candles to account for startup time.', + 'Loading backtest data from 2017-11-14T21:17:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', 'Running backtesting for Strategy DefaultStrategy', From 5c2682e2c94828f1cbfa32b9ec6534fae103caf1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 17:58:26 +0200 Subject: [PATCH 0304/1495] Add startup_candle_count to sample strategy --- freqtrade/strategy/default_strategy.py | 2 +- user_data/strategies/sample_strategy.py | 3 +++ 2 files changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index 0a241691c..6c343b477 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -39,7 +39,7 @@ class DefaultStrategy(IStrategy): 'stoploss_on_exchange': False } - # Count of candles the strategy requires before producing valid signals + # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 20 # Optional time in force for orders diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index 80c30283d..c2fd681d2 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -59,6 +59,9 @@ class SampleStrategy(IStrategy): sell_profit_only = False ignore_roi_if_buy_signal = False + # Number of candles the strategy requires before producing valid signals + startup_candle_count: int = 20 + # Optional order type mapping. order_types = { 'buy': 'limit', From bd4a23beeb9506b75b4556176ae3eef26924e0ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 19:30:01 +0200 Subject: [PATCH 0305/1495] Refactor start-adjust logic to timerange --- freqtrade/configuration/timerange.py | 27 +++++++++++++++++++++++++++ freqtrade/optimize/backtesting.py | 12 +++--------- 2 files changed, 30 insertions(+), 9 deletions(-) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index 527402af7..5731631c5 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -1,11 +1,14 @@ """ This module contains the argument manager class """ +import logging import re from typing import Optional import arrow +logger = logging.getLogger(__name__) + class TimeRange: """ @@ -28,9 +31,33 @@ class TimeRange: and self.startts == other.startts and self.stopts == other.stopts) def subtract_start(self, seconds) -> None: + """ + Subtracts from startts if startts is set. + :param seconds: Seconds to subtract from starttime + :return: None (Modifies the object in place) + """ if self.startts: self.startts = self.startts - seconds + def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int, + min_date: arrow.Arrow) -> None: + """ + Adjust startts by candles. + Applies only if no startup-candles have been available. + :param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')` + :param startup_candles: Number of candles to move start-date forward + :param min_date: Minimum data date loaded. Key kriterium to decide if start-time + has to be moved + :return: None (Modifies the object in place) + """ + if (not self.starttype or (startup_candles + and min_date.timestamp == self.startts)): + # If no startts was defined, or test-data starts at the defined test-date + logger.warning("Moving start-date by %s candles to account for startup time.", + startup_candles) + self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles) + self.starttype = 'date' + @staticmethod def parse_timerange(text: Optional[str]): """ diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6b82dd601..1d6b328a8 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -446,15 +446,9 @@ class Backtesting: 'Loading backtest data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) - if (not timerange.starttype or (self.required_startup - and min_date.timestamp == timerange.startts)): - # If no startts was defined, or test-data starts at the defined test-date - logger.warning("Moving start-date by %s candles to account for startup time.", - self.required_startup) - timerange.startts = (min_date.timestamp - + timeframe_to_seconds(self.ticker_interval) - * self.required_startup) - timerange.starttype = 'date' + # Adjust startts forward if not enough data is available + timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval), + self.required_startup, min_date) for strat in self.strategylist: logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) From 5cdae17d19b75b07aed188fd676b056a0ec4e7a2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 19:41:10 +0200 Subject: [PATCH 0306/1495] Add tests for timerange modifications --- tests/test_timerange.py | 37 ++++++++++++++++++++++++++++++++++++- 1 file changed, 36 insertions(+), 1 deletion(-) diff --git a/tests/test_timerange.py b/tests/test_timerange.py index 4851cbebd..d758092ed 100644 --- a/tests/test_timerange.py +++ b/tests/test_timerange.py @@ -1,10 +1,11 @@ # pragma pylint: disable=missing-docstring, C0103 +import arrow import pytest from freqtrade.configuration import TimeRange -def test_parse_timerange_incorrect() -> None: +def test_parse_timerange_incorrect(): assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-') assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522') @@ -28,3 +29,37 @@ def test_parse_timerange_incorrect() -> None: with pytest.raises(Exception, match=r'Incorrect syntax.*'): TimeRange.parse_timerange('-') + + +def test_subtract_start(): + x = TimeRange('date', 'date', 1274486400, 1438214400) + x.subtract_start(300) + assert x.startts == 1274486400 - 300 + + # Do nothing if no startdate exists + x = TimeRange(None, 'date', 0, 1438214400) + x.subtract_start(300) + assert not x.startts + + x = TimeRange('date', None, 1274486400, 0) + x.subtract_start(300) + assert x.startts == 1274486400 - 300 + + +def test_adjust_start_if_necessary(): + min_date = arrow.Arrow(2017, 11, 14, 21, 15, 00) + + x = TimeRange('date', 'date', 1510694100, 1510780500) + # Adjust by 20 candles - min_date == startts + x.adjust_start_if_necessary(300, 20, min_date) + assert x.startts == 1510694100 + (20 * 300) + + x = TimeRange('date', 'date', 1510700100, 1510780500) + # Do nothing, startupe is set and different min_date + x.adjust_start_if_necessary(300, 20, min_date) + assert x.startts == 1510694100 + (20 * 300) + + x = TimeRange(None, 'date', 0, 1510780500) + # Adjust by 20 candles = 20 * 5m + x.adjust_start_if_necessary(300, 20, min_date) + assert x.startts == 1510694100 + (20 * 300) From 86624411c6e5af7c6fa1c1dc9f184f5420ef1172 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 19:54:43 +0200 Subject: [PATCH 0307/1495] Test trim_dataframe --- tests/data/test_history.py | 40 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 40 insertions(+) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 95382768a..d7e0562cc 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -427,6 +427,46 @@ def test_trim_tickerlist(testdatadir) -> None: assert not ticker +def test_trim_dataframe(testdatadir) -> None: + data = history.load_data( + datadir=testdatadir, + ticker_interval='1m', + pairs=['UNITTEST/BTC'] + )['UNITTEST/BTC'] + min_date = int(data.iloc[0]['date'].timestamp()) + max_date = int(data.iloc[-1]['date'].timestamp()) + data_modify = data.copy() + + # Remove first 30 minutes (1800 s) + tr = TimeRange('date', None, min_date + 1800, 0) + data_modify = history.trim_dataframe(data_modify, tr) + assert not data_modify.equals(data) + assert len(data_modify) < len(data) + assert len(data_modify) == len(data) - 30 + assert all(data_modify.iloc[-1] == data.iloc[-1]) + assert all(data_modify.iloc[0] == data.iloc[30]) + + data_modify = data.copy() + # Remove last 30 minutes (1800 s) + tr = TimeRange(None, 'date', 0, max_date - 1800) + data_modify = history.trim_dataframe(data_modify, tr) + assert not data_modify.equals(data) + assert len(data_modify) < len(data) + assert len(data_modify) == len(data) - 30 + assert all(data_modify.iloc[0] == data.iloc[0]) + assert all(data_modify.iloc[-1] == data.iloc[-31]) + + data_modify = data.copy() + # Remove first 25 and last 30 minutes (1800 s) + tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800) + data_modify = history.trim_dataframe(data_modify, tr) + assert not data_modify.equals(data) + assert len(data_modify) < len(data) + assert len(data_modify) == len(data) - 55 + # first row matches 25th original row + assert all(data_modify.iloc[0] == data.iloc[25]) + + def test_file_dump_json_tofile(testdatadir) -> None: file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4())) data = {'bar': 'foo'} From 33164ac78ee2d72647931467abcb8d60e2d5e54e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 20:13:43 +0200 Subject: [PATCH 0308/1495] Refactor loading of bt data to backtesting ... --- freqtrade/data/history.py | 8 ++++- freqtrade/optimize/backtesting.py | 55 ++++++++++++++++--------------- freqtrade/optimize/hyperopt.py | 25 ++++---------- 3 files changed, 42 insertions(+), 46 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 71ac5c9a7..dfd175b1f 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -183,6 +183,7 @@ def load_data(datadir: Path, timerange: Optional[TimeRange] = None, fill_up_missing: bool = True, startup_candles: int = 0, + fail_without_data: bool = False ) -> Dict[str, DataFrame]: """ Loads ticker history data for a list of pairs @@ -195,6 +196,7 @@ def load_data(datadir: Path, :param timerange: Limit data to be loaded to this timerange :param fill_up_missing: Fill missing values with "No action"-candles :param startup_candles: Additional candles to load at the start of the period + :param fail_without_data: Raise OperationalException if no data is found. :return: dict(:) TODO: refresh_pairs is still used by edge to keep the data uptodate. This should be replaced in the future. Instead, writing the current candles to disk @@ -208,9 +210,13 @@ def load_data(datadir: Path, datadir=datadir, timerange=timerange, refresh_pairs=refresh_pairs, exchange=exchange, - fill_up_missing=fill_up_missing) + fill_up_missing=fill_up_missing, + startup_candles=startup_candles) if hist is not None: result[pair] = hist + + if fail_without_data and not result: + raise OperationalException("No data found. Terminating.") return result diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 1d6b328a8..fe31912bc 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -105,6 +105,31 @@ class Backtesting: # And the regular "stoploss" function would not apply to that case self.strategy.order_types['stoploss_on_exchange'] = False + def load_bt_data(self): + timerange = TimeRange.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) + + data = history.load_data( + datadir=Path(self.config['datadir']), + pairs=self.config['exchange']['pair_whitelist'], + ticker_interval=self.ticker_interval, + timerange=timerange, + startup_candles=self.required_startup, + fail_without_data=True, + ) + + min_date, max_date = history.get_timeframe(data) + + logger.info( + 'Loading data from %s up to %s (%s days)..', + min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days + ) + # Adjust startts forward if not enough data is available + timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval), + self.required_startup, min_date) + + return data, timerange + def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame, skip_nan: bool = False) -> str: """ @@ -414,42 +439,18 @@ class Backtesting: :return: None """ data: Dict[str, Any] = {} - pairs = self.config['exchange']['pair_whitelist'] logger.info('Using stake_currency: %s ...', self.config['stake_currency']) logger.info('Using stake_amount: %s ...', self.config['stake_amount']) - - timerange = TimeRange.parse_timerange(None if self.config.get( - 'timerange') is None else str(self.config.get('timerange'))) - - data = history.load_data( - datadir=Path(self.config['datadir']), - pairs=pairs, - ticker_interval=self.ticker_interval, - timerange=timerange, - startup_candles=self.required_startup - ) - - if not data: - logger.critical("No data found. Terminating.") - return # Use max_open_trades in backtesting, except --disable-max-market-positions is set if self.config.get('use_max_market_positions', True): max_open_trades = self.config['max_open_trades'] else: logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...') max_open_trades = 0 + + data, timerange = self.load_bt_data() + all_results = {} - - min_date, max_date = history.get_timeframe(data) - - logger.info( - 'Loading backtest data from %s up to %s (%s days)..', - min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days - ) - # Adjust startts forward if not enough data is available - timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval), - self.required_startup, min_date) - for strat in self.strategylist: logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) self._set_strategy(strat) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 07258a048..2264234d4 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -23,7 +23,7 @@ from skopt import Optimizer from skopt.space import Dimension from freqtrade.configuration import TimeRange -from freqtrade.data.history import load_data, get_timeframe +from freqtrade.data.history import load_data, get_timeframe, trim_dataframe from freqtrade.misc import round_dict from freqtrade.optimize.backtesting import Backtesting # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules @@ -379,30 +379,19 @@ class Hyperopt: ) def start(self) -> None: - timerange = TimeRange.parse_timerange(None if self.config.get( - 'timerange') is None else str(self.config.get('timerange'))) - data = load_data( - datadir=Path(self.config['datadir']), - pairs=self.config['exchange']['pair_whitelist'], - ticker_interval=self.backtesting.ticker_interval, - timerange=timerange - ) + data, timerange = self.backtesting.load_bt_data() - if not data: - logger.critical("No data found. Terminating.") - return + preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data) + # Trim startup period from analyzed dataframe + for pair, df in preprocessed.items(): + preprocessed[pair] = trim_dataframe(df, timerange) min_date, max_date = get_timeframe(data) logger.info( 'Hyperopting with data from %s up to %s (%s days)..', - min_date.isoformat(), - max_date.isoformat(), - (max_date - min_date).days + min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) - - preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data) - dump(preprocessed, self.tickerdata_pickle) # We don't need exchange instance anymore while running hyperopt From 2ba388074e577278a83a17eb92e3980176f75b56 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 23 Oct 2019 20:27:51 +0200 Subject: [PATCH 0309/1495] Fix small bugs --- freqtrade/configuration/timerange.py | 2 +- tests/optimize/test_backtesting.py | 20 ++++++++------------ tests/optimize/test_hyperopt.py | 7 +++---- 3 files changed, 12 insertions(+), 17 deletions(-) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index 5731631c5..df5c937cf 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -51,7 +51,7 @@ class TimeRange: :return: None (Modifies the object in place) """ if (not self.starttype or (startup_candles - and min_date.timestamp == self.startts)): + and min_date.timestamp >= self.startts)): # If no startts was defined, or test-data starts at the defined test-date logger.warning("Moving start-date by %s candles to account for startup time.", startup_candles) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index b14209e2d..ba87848ec 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -117,7 +117,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, - timerange=None, exchange=None, live=False, startup_candles=0): + timerange=None, exchange=None, live=False, *args, **kwargs): tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC", fill_missing=True)} @@ -494,7 +494,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> def get_timeframe(input1): return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) - mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) + mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None)) mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe) mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) patch_exchange(mocker) @@ -511,10 +511,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> default_conf['timerange'] = '20180101-20180102' backtesting = Backtesting(default_conf) - backtesting.start() - # check the logs, that will contain the backtest result - - assert log_has('No data found. Terminating.', caplog) + with pytest.raises(OperationalException, match='No data found. Terminating.'): + backtesting.start() def test_backtest(default_conf, fee, mocker, testdatadir) -> None: @@ -838,10 +836,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Backtesting with data from 2017-11-14T21:37:00+00:00 ' + 'Loading data from 2017-11-14T20:57:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', - 'Moving start-date by 20 candles to account for startup time.', - 'Loading backtest data from 2017-11-14T21:17:00+00:00 ' + 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...' ] @@ -895,10 +892,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Backtesting with data from 2017-11-14T21:37:00+00:00 ' + 'Loading data from 2017-11-14T20:57:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', - 'Moving start-date by 20 candles to account for startup time.', - 'Loading backtest data from 2017-11-14T21:17:00+00:00 ' + 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', 'Running backtesting for Strategy DefaultStrategy', diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 052c3ba77..d1448d367 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -228,7 +228,7 @@ def test_start(mocker, default_conf, caplog) -> None: def test_start_no_data(mocker, default_conf, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={})) + mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None)) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -242,9 +242,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: '--epochs', '5' ] args = get_args(args) - start_hyperopt(args) - - assert log_has('No data found. Terminating.', caplog) + with pytest.raises(OperationalException, match='No data found. Terminating.'): + start_hyperopt(args) def test_start_filelock(mocker, default_conf, caplog) -> None: From 2bc74882e9940dd6e5c67e94240e7031ed2a9ec1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:00:44 +0100 Subject: [PATCH 0310/1495] Add test for startup_candles --- tests/data/test_history.py | 17 +++++++++++++++++ 1 file changed, 17 insertions(+) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index d7e0562cc..057524fb3 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -95,6 +95,23 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N _clean_test_file(file) +def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None: + ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file', + MagicMock(return_value=None)) + timerange = TimeRange('date', None, 1510639620, 0) + history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m', + datadir=testdatadir, timerange=timerange, + startup_candles=20, + ) + assert log_has( + 'Using indicator startup period: 20 ...', caplog + ) + assert ltfmock.call_count == 1 + assert ltfmock.call_args_list[0][1]['timerange'] != timerange + # startts is 20 minutes earlier + assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60 + + def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf, testdatadir) -> None: """ From c4cb098d14cafe4760551974b6de6c309888166e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:17:02 +0100 Subject: [PATCH 0311/1495] Update documentation with indicator_startup_period --- docs/backtesting.md | 2 ++ docs/strategy-customization.md | 35 ++++++++++++++++++++++++++++++++-- 2 files changed, 35 insertions(+), 2 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 34c5f1fbe..6d21fa2bf 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -72,6 +72,8 @@ The exported trades can be used for [further analysis](#further-backtest-result- freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json ``` +Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period). + #### Supplying custom fee value Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index ab7dcfc30..ae44d32ea 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -117,6 +117,37 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py). Then uncomment indicators you need. +### Strategy startup period + +Most indicators have an "instable period", in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be. +To account for this, the strategy has an attribute, `startup_candle_count`. +This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. + +In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles. + +``` python + dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) +``` + +By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt. + +!!! Warning: + `startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during trading operations. + +#### Example + +Let's try to backtest 1 month (January 2019) of 5m candles. + +``` bash +freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m +``` + +Since backtesting knows it needs 100 candles to generate valid buy-signals, it'll load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00. +If this data is available, Indicators will be calculated with this extended timerange. The startup period (Up to 2019-01-01 00:00:00) will then be removed before starting backtesting. + +!!! Note + If data for the startup-period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-01 08:30:00. + ### Buy signal rules Edit the method `populate_buy_trend()` in your strategy file to update your buy strategy. @@ -267,10 +298,10 @@ class Awesomestrategy(IStrategy): ``` !!! Warning - The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash. + The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash. !!! Note - If the data is pair-specific, make sure to use pair as one of the keys in the dictionary. + If the data is pair-specific, make sure to use pair as one of the keys in the dictionary. ### Additional data (DataProvider) From 223f0cd4d3780a348f1a743329cf671b38ec914d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:18:58 +0100 Subject: [PATCH 0312/1495] Apply startup_period to edge as well --- freqtrade/edge/__init__.py | 3 ++- tests/edge/test_edge.py | 2 +- 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 2655fbc65..883bf4a0f 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -100,7 +100,8 @@ class Edge: ticker_interval=self.strategy.ticker_interval, refresh_pairs=self._refresh_pairs, exchange=self.exchange, - timerange=self._timerange + timerange=self._timerange, + startup_candles=self.strategy.startup_candle_count, ) if not data: diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 5e244a97e..e1af50768 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -256,7 +256,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf): def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, - timerange=None, exchange=None): + timerange=None, exchange=None, *args, **kwargs): hz = 0.1 base = 0.001 From 73f5bff9c5c9487457f529a007cef99faff6f1f0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:38:21 +0100 Subject: [PATCH 0313/1495] Add validation to make sure strategies work on that exchange --- freqtrade/exchange/exchange.py | 10 ++++++++++ freqtrade/resolvers/strategy_resolver.py | 1 + tests/exchange/test_exchange.py | 14 ++++++++++++++ 3 files changed, 25 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 71f0737ef..3fd7d615c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -228,6 +228,7 @@ class Exchange: self.validate_pairs(config['exchange']['pair_whitelist']) self.validate_ordertypes(config.get('order_types', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {})) + self.validate_required_startup_candles(config.get('startup_candle_count', 0)) # Converts the interval provided in minutes in config to seconds self.markets_refresh_interval: int = exchange_config.get( @@ -443,6 +444,15 @@ class Exchange: raise OperationalException( f'Time in force policies are not supported for {self.name} yet.') + def validate_required_startup_candles(self, startup_candles) -> None: + """ + Checks if required startup_candles is more than ohlcv_candle_limit. + """ + if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']: + raise OperationalException( + f"This strategy requires {startup_candles} candles to start. " + f"{self.name} only provides {self._ft_has['ohlcv_candle_limit']}.") + def exchange_has(self, endpoint: str) -> bool: """ Checks if exchange implements a specific API endpoint. diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index d6fbe9a7a..5bea74027 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -57,6 +57,7 @@ class StrategyResolver(IResolver): ("order_time_in_force", None, False), ("stake_currency", None, False), ("stake_amount", None, False), + ("startup_candle_count", None, False), ("use_sell_signal", True, True), ("sell_profit_only", False, True), ("ignore_roi_if_buy_signal", False, True), diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1e0a5fdc3..e0e0cc7b1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -533,6 +533,20 @@ def test_validate_order_types_not_in_config(default_conf, mocker): Exchange(conf) +def test_validate_required_startup_candles(default_conf, mocker, caplog): + api_mock = MagicMock() + default_conf['startup_candle_count'] = 2000 + mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) + + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + + with pytest.raises(OperationalException, match=r'This strategy requires 2000.*'): + Exchange(default_conf) + + def test_exchange_has(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf) assert not exchange.exchange_has('ASDFASDF') From 132a4da7cf6ce448877506d28e7fbc9b2b63701d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:56:38 +0100 Subject: [PATCH 0314/1495] Small style fixes and adjusted tests --- docs/strategy-customization.md | 2 +- freqtrade/data/history.py | 2 +- freqtrade/exchange/exchange.py | 1 + freqtrade/optimize/hyperopt.py | 3 +-- freqtrade/strategy/interface.py | 2 +- tests/exchange/test_exchange.py | 8 ++++++-- tests/optimize/test_hyperopt.py | 24 ++++++++++++++++-------- 7 files changed, 27 insertions(+), 15 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index ae44d32ea..4d3d9bce5 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -131,7 +131,7 @@ In this example strategy, this should be set to 100 (`startup_candle_count = 100 By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt. -!!! Warning: +!!! Warning `startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during trading operations. #### Example diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index dfd175b1f..c07b58da2 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -147,7 +147,7 @@ def load_pair_history(pair: str, """ timerange_startup = deepcopy(timerange) - if startup_candles: + if startup_candles and timerange_startup: logger.info('Using indicator startup period: %s ...', startup_candles) timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 3fd7d615c..023e16cc5 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -447,6 +447,7 @@ class Exchange: def validate_required_startup_candles(self, startup_candles) -> None: """ Checks if required startup_candles is more than ohlcv_candle_limit. + Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default. """ if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']: raise OperationalException( diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 2264234d4..c576ea6f8 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -22,8 +22,7 @@ from pandas import DataFrame from skopt import Optimizer from skopt.space import Dimension -from freqtrade.configuration import TimeRange -from freqtrade.data.history import load_data, get_timeframe, trim_dataframe +from freqtrade.data.history import get_timeframe, trim_dataframe from freqtrade.misc import round_dict from freqtrade.optimize.backtesting import Backtesting # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 48a70b0ce..d42f8e989 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -424,7 +424,7 @@ class IStrategy(ABC): def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: """ Creates a dataframe and populates indicators for given ticker data - Used by optimize operations only, not during dry / live runs. + Used by optimize operations only, not during dry / live runs. """ return {pair: self.advise_indicators(pair_data, {'pair': pair}) for pair, pair_data in tickerdata.items()} diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index e0e0cc7b1..6805d8e73 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -535,7 +535,6 @@ def test_validate_order_types_not_in_config(default_conf, mocker): def test_validate_required_startup_candles(default_conf, mocker, caplog): api_mock = MagicMock() - default_conf['startup_candle_count'] = 2000 mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) @@ -543,7 +542,12 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - with pytest.raises(OperationalException, match=r'This strategy requires 2000.*'): + default_conf['startup_candle_count'] = 20 + ex = Exchange(default_conf) + assert ex + default_conf['startup_candle_count'] = 600 + + with pytest.raises(OperationalException, match=r'This strategy requires 600.*'): Exchange(default_conf) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index d1448d367..d0c37c40d 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -392,7 +392,8 @@ def test_roi_table_generation(hyperopt) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -607,7 +608,8 @@ def test_continue_hyperopt(mocker, default_conf, caplog): def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -644,7 +646,8 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -681,7 +684,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -727,7 +731,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -756,7 +761,8 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) - def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -801,7 +807,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) @@ -852,7 +859,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None ]) def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None: mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data', + MagicMock(return_value=(MagicMock(), None))) mocker.patch( 'freqtrade.optimize.hyperopt.get_timeframe', MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) From 2af3ce3ecc5b3af96401ab36014a137a75c6691b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 19:36:00 +0100 Subject: [PATCH 0315/1495] Improve stoploss documentation - split out offset_is_reached --- docs/stoploss.md | 74 ++++++++++++++++++++++++++++++++---------------- 1 file changed, 49 insertions(+), 25 deletions(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index f5e2f8df6..3ea8beb72 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -3,74 +3,98 @@ The `stoploss` configuration parameter is loss in percentage that should trigger a sale. For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. -Most of the strategy files already include the optimal `stoploss` -value. This parameter is optional. If you use it in the configuration file, it will take over the -`stoploss` value from the strategy file. +Most of the strategy files already include the optimal `stoploss` value. +Stoploss parameters need to be set in either strategy or configuration file. +Parameters in the configuration will overwrite settings within the strategy. -## Stop Loss support +## Stop Loss Types At this stage the bot contains the following stoploss support modes: 1. static stop loss, defined in either the strategy or configuration. 2. trailing stop loss, defined in the configuration. 3. trailing stop loss, custom positive loss, defined in configuration. +4. trailing stop loss only once the trade has reached a certain offset, !!! Note All stoploss properties can be configured in either Strategy or configuration. Configuration values override strategy values. -Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfuly. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled. +Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled. -In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. As an example in case of trailing stoploss if the order is on the exchange and the market is going up then the bot automatically cancels the previous stoploss order and put a new one with a stop value higher than previous one. It is clear that the bot cannot do it every 5 seconds otherwise it gets banned. So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute). +In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. + +For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order. +The bot cannot do this every 5 seconds, otherwise it would get banned by the exchange. +So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute). +This same logic will reapply a stoploss order on the exchange should you cancel it accidentally. !!! Note Stoploss on exchange is only supported for Binance as of now. ## Static Stop Loss -This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which -will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss. +This is very simple, you define a stop loss of x. This will try to sell the asset once the loss exceeds the defined loss. ## Trailing Stop Loss -The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally. +The initial value for this is `stoploss`, set either in the strategy or in the configuration file. Just as you would define your Stop loss normally. To enable this Feauture all you have to do is to define the configuration element: ``` json "trailing_stop" : True ``` -This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases. +This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases. -For example, simplified math, +For example, simplified math: -* you buy an asset at a price of 100$ -* your stop loss is defined at 2% -* which means your stop loss, gets triggered once your asset dropped below 98$ -* assuming your asset now increases to 102$ -* your stop loss, will now be 2% of 102$ or 99.96$ -* now your asset drops in value to 101$, your stop loss, will still be 99.96$ +* the bot buys an asset at a price of 100$ +* the stop loss is defined at 2% +* the stop loss would get triggered once the asset dropps below 98$ +* assuming the asset now increases to 102$ +* the stop loss will now be 2% of 102$ or 99.96$ +* now the asset drops in value to 101$, the stop loss, will still be 99.96$, and would trigger at 99.96$. -basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price +In summary: The stoploss will be adjusted to be always be 2% of the highest observed price. -### Custom positive loss +### Custom positive stoploss -Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, -the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you have 1.1% profit, -it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them. +It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value. +For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them. -Both values can be configured in the main configuration file and requires `"trailing_stop": true` to be set to true. +Both values can be configured in the strategy or configuration file and requires `"trailing_stop": true` to be set to true. ``` json "trailing_stop_positive": 0.01, "trailing_stop_positive_offset": 0.011, - "trailing_only_offset_is_reached": false ``` The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit. You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade. -If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`. +### Trailing only once offset is reached + +It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market goes down again. + +If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`. +This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset. + +``` json + "trailing_only_offset_is_reached": true, +``` + +Simplified example: + +```python + stoploss = 0.05 + trailing_stop_positive_offset = 0.03 + trailing_only_offset_is_reached = True +``` + +* the bot buys an asset at a price of 100$ +* the stop loss is defined at 5% +* the stop loss will remain at 95% until profit reaches +3% ## Changing stoploss on open trades From 70ad909b16e15bd7c436a6704f825f2f7c64e3a4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 19:46:05 +0100 Subject: [PATCH 0316/1495] change samples to python code, and simplify a few things --- docs/stoploss.md | 47 +++++++++++++++++++++++++---------------------- 1 file changed, 25 insertions(+), 22 deletions(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index 3ea8beb72..7cf885590 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -4,20 +4,18 @@ The `stoploss` configuration parameter is loss in percentage that should trigger For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. Most of the strategy files already include the optimal `stoploss` value. -Stoploss parameters need to be set in either strategy or configuration file. -Parameters in the configuration will overwrite settings within the strategy. + +!!! Info + All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration. Configuration values will override the strategy values. ## Stop Loss Types At this stage the bot contains the following stoploss support modes: -1. static stop loss, defined in either the strategy or configuration. -2. trailing stop loss, defined in the configuration. -3. trailing stop loss, custom positive loss, defined in configuration. -4. trailing stop loss only once the trade has reached a certain offset, - -!!! Note - All stoploss properties can be configured in either Strategy or configuration. Configuration values override strategy values. +1. Static stop loss. +2. Trailing stop loss. +3. Trailing stop loss, custom positive loss. +4. Trailing stop loss only once the trade has reached a certain offset, Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled. @@ -37,11 +35,11 @@ This is very simple, you define a stop loss of x. This will try to sell the asse ## Trailing Stop Loss -The initial value for this is `stoploss`, set either in the strategy or in the configuration file. Just as you would define your Stop loss normally. -To enable this Feauture all you have to do is to define the configuration element: +The initial value for this is `stoploss`, just as you would define your static Stop loss. +To enable trailing stoploss: -``` json -"trailing_stop" : True +``` python +trailing_stop = True ``` This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases. @@ -62,31 +60,36 @@ In summary: The stoploss will be adjusted to be always be 2% of the highest obse It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value. For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them. -Both values can be configured in the strategy or configuration file and requires `"trailing_stop": true` to be set to true. +Both values require `trailing_stop` to be set to true. -``` json - "trailing_stop_positive": 0.01, - "trailing_stop_positive_offset": 0.011, +``` python + trailing_stop_positive = 0.01 + trailing_stop_positive_offset = 0.011 ``` The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit. +Before this, `stoploss` is used for the trailing stoploss. -You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade. +Read the [next section](#trailing-only-once-offset-is-reached) to keep stoploss at 5% of the entry point. + +!!! Tip + Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade. ### Trailing only once offset is reached -It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market goes down again. +It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns. If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`. This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset. -``` json - "trailing_only_offset_is_reached": true, +``` python + trailing_stop_positive_offset = 0.011 + trailing_only_offset_is_reached = true ``` Simplified example: -```python +``` python stoploss = 0.05 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = True From 46b975a49158f5c7caaf827312c85e712222059d Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 28 Oct 2019 07:40:15 +0000 Subject: [PATCH 0317/1495] Bump pytest-mock from 1.11.1 to 1.11.2 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.11.1 to 1.11.2. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v1.11.1...v1.11.2) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index f5cde59e8..ada602360 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.740 pytest==5.2.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 -pytest-mock==1.11.1 +pytest-mock==1.11.2 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From 60b99469b938c2dae88faf2f2b30129d51a163d5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 28 Oct 2019 07:40:57 +0000 Subject: [PATCH 0318/1495] Bump nbconvert from 5.6.0 to 5.6.1 Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 5.6.0 to 5.6.1. - [Release notes](https://github.com/jupyter/nbconvert/releases) - [Commits](https://github.com/jupyter/nbconvert/compare/5.6.0...5.6.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index f5cde59e8..d9c7467a9 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -15,4 +15,4 @@ pytest-mock==1.11.1 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents -nbconvert==5.6.0 +nbconvert==5.6.1 From 44d0a6f2b89b69ecc2a4bddfdf35ce9093b0521b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 28 Oct 2019 07:42:58 +0000 Subject: [PATCH 0319/1495] Bump ccxt from 1.18.1306 to 1.18.1346 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1306 to 1.18.1346. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1306...1.18.1346) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 1e42d8a04..64a43ee62 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1306 +ccxt==1.18.1346 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 arrow==0.15.2 From 596a269dfd23b1e687201b1390580da6977d3793 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 28 Oct 2019 11:41:44 +0000 Subject: [PATCH 0320/1495] Bump pytest from 5.2.1 to 5.2.2 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.2.1 to 5.2.2. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.2.1...5.2.2) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 7e4736372..589ca7c54 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.7.8 flake8-type-annotations==0.1.0 flake8-tidy-imports==3.0.0 mypy==0.740 -pytest==5.2.1 +pytest==5.2.2 pytest-asyncio==0.10.0 pytest-cov==2.8.1 pytest-mock==1.11.2 From 3a6020dcd76ce4b661b8ca7e79e7a64c49391c14 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 12:43:35 +0100 Subject: [PATCH 0321/1495] small improvements to stoploss doc --- docs/stoploss.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index 7cf885590..105488296 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -15,14 +15,14 @@ At this stage the bot contains the following stoploss support modes: 1. Static stop loss. 2. Trailing stop loss. 3. Trailing stop loss, custom positive loss. -4. Trailing stop loss only once the trade has reached a certain offset, +4. Trailing stop loss only once the trade has reached a certain offset. Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled. In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order. -The bot cannot do this every 5 seconds, otherwise it would get banned by the exchange. +The bot cannot do this every 5 seconds (at each iteration), otherwise it would get banned by the exchange. So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute). This same logic will reapply a stoploss order on the exchange should you cancel it accidentally. @@ -31,7 +31,7 @@ This same logic will reapply a stoploss order on the exchange should you cancel ## Static Stop Loss -This is very simple, you define a stop loss of x. This will try to sell the asset once the loss exceeds the defined loss. +This is very simple, you define a stop loss of x (as a ratio of price, i.e. x * 100% of price). This will try to sell the asset once the loss exceeds the defined loss. ## Trailing Stop Loss @@ -51,7 +51,7 @@ For example, simplified math: * the stop loss would get triggered once the asset dropps below 98$ * assuming the asset now increases to 102$ * the stop loss will now be 2% of 102$ or 99.96$ -* now the asset drops in value to 101$, the stop loss, will still be 99.96$, and would trigger at 99.96$. +* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$. In summary: The stoploss will be adjusted to be always be 2% of the highest observed price. From 73343b338732da04056f372a47a40e8dec254ed5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 12:53:12 +0100 Subject: [PATCH 0322/1495] Address feedback --- docs/configuration.md | 2 +- tests/conftest.py | 3 +-- 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 90f2687d0..bfe900d3e 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -75,7 +75,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.*** -| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used when using VolumePairList (see [below](#dynamic-pairlists)). +| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). | `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). | `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) diff --git a/tests/conftest.py b/tests/conftest.py index 0d0511751..4feae6a60 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -129,8 +129,7 @@ def patch_freqtradebot(mocker, config) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) - mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist', - MagicMock(return_value=config['exchange']['pair_whitelist'])) + patch_whitelist(mocker, config) def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: From 61c037f2cf0bb6a43026bc43ad3e2ed4312d0d2b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 13:05:54 +0100 Subject: [PATCH 0323/1495] Fix some typos and comment mistakes --- docs/strategy-customization.md | 14 +++++++------- freqtrade/configuration/timerange.py | 2 +- freqtrade/data/history.py | 2 +- tests/test_timerange.py | 2 +- 4 files changed, 10 insertions(+), 10 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 4d3d9bce5..cef362ffd 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -119,8 +119,8 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame ### Strategy startup period -Most indicators have an "instable period", in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be. -To account for this, the strategy has an attribute, `startup_candle_count`. +Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be. +To account for this, the strategy can be assigned the `startup_candle_count` attribute. This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles. @@ -132,21 +132,21 @@ In this example strategy, this should be set to 100 (`startup_candle_count = 100 By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt. !!! Warning - `startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during trading operations. + `startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during Dry-Run/Live Trade operations. #### Example -Let's try to backtest 1 month (January 2019) of 5m candles. +Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above. ``` bash freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m ``` -Since backtesting knows it needs 100 candles to generate valid buy-signals, it'll load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00. -If this data is available, Indicators will be calculated with this extended timerange. The startup period (Up to 2019-01-01 00:00:00) will then be removed before starting backtesting. +Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00. +If this data is available, indicators will be calculated with this extended timerange. The instable startup period (up to 2019-01-01 00:00:00) will then be removed before starting backtesting. !!! Note - If data for the startup-period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-01 08:30:00. + If data for the startup period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-01 08:30:00. ### Buy signal rules diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index df5c937cf..156f0e1e2 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -52,7 +52,7 @@ class TimeRange: """ if (not self.starttype or (startup_candles and min_date.timestamp >= self.startts)): - # If no startts was defined, or test-data starts at the defined test-date + # If no startts was defined, or backtest-data starts at the defined backtest-date logger.warning("Moving start-date by %s candles to account for startup time.", startup_candles) self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index c07b58da2..412b086c0 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -147,7 +147,7 @@ def load_pair_history(pair: str, """ timerange_startup = deepcopy(timerange) - if startup_candles and timerange_startup: + if startup_candles > 0 and timerange_startup: logger.info('Using indicator startup period: %s ...', startup_candles) timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles) diff --git a/tests/test_timerange.py b/tests/test_timerange.py index d758092ed..5c35535f0 100644 --- a/tests/test_timerange.py +++ b/tests/test_timerange.py @@ -55,7 +55,7 @@ def test_adjust_start_if_necessary(): assert x.startts == 1510694100 + (20 * 300) x = TimeRange('date', 'date', 1510700100, 1510780500) - # Do nothing, startupe is set and different min_date + # Do nothing, startup is set and different min_date x.adjust_start_if_necessary(300, 20, min_date) assert x.startts == 1510694100 + (20 * 300) From e82460bde67475968c2b934b29ab8d9844fc8e82 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 14:24:12 +0100 Subject: [PATCH 0324/1495] Fix create_cum_profit to work with trades that don't open on candle opens --- freqtrade/data/btanalysis.py | 12 +++++++++--- freqtrade/plot/plotting.py | 10 +++++----- tests/data/test_btanalysis.py | 2 +- tests/test_plotting.py | 4 ++-- 4 files changed, 17 insertions(+), 11 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 17abae3b6..0f5d395ff 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -150,15 +150,21 @@ def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], column: str = "c return df_comb -def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str) -> pd.DataFrame: +def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, + timeframe: str) -> pd.DataFrame: """ Adds a column `col_name` with the cumulative profit for the given trades array. :param df: DataFrame with date index :param trades: DataFrame containing trades (requires columns close_time and profitperc) + :param col_name: Column name that will be assigned the results + :param timeframe: Timeframe used during the operations :return: Returns df with one additional column, col_name, containing the cumulative profit. """ - # Use groupby/sum().cumsum() to avoid errors when multiple trades sold at the same candle. - df[col_name] = trades.groupby('close_time')['profitperc'].sum().cumsum() + from freqtrade.exchange import timeframe_to_minutes + ticker_minutes = timeframe_to_minutes(timeframe) + # Resample to ticker_interval to make sure trades match candles + _trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum() + df.loc[:, col_name] = _trades_sum.cumsum() # Set first value to 0 df.loc[df.iloc[0].name, col_name] = 0 # FFill to get continuous diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 6bd5993b6..bbdb52ca1 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -264,12 +264,12 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], - trades: pd.DataFrame) -> go.Figure: + trades: pd.DataFrame, timeframe: str) -> go.Figure: # Combine close-values for all pairs, rename columns to "pair" df_comb = combine_tickers_with_mean(tickers, "close") # Add combined cumulative profit - df_comb = create_cum_profit(df_comb, trades, 'cum_profit') + df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe) # Plot the pairs average close prices, and total profit growth avgclose = go.Scatter( @@ -293,7 +293,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], for pair in pairs: profit_col = f'cum_profit_{pair}' - df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col) + df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col, timeframe) fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}") @@ -382,9 +382,9 @@ def plot_profit(config: Dict[str, Any]) -> None: ) # Filter trades to relevant pairs trades = trades[trades['pair'].isin(plot_elements["pairs"])] - # Create an average close price of all the pairs that were involved. # this could be useful to gauge the overall market trend - fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], trades) + fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], + trades, config.get('ticker_interval', '5m')) store_plot_file(fig, filename='freqtrade-profit-plot.html', directory=config['user_data_dir'] / "plot", auto_open=True) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 4068e00e4..a7d646823 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -130,7 +130,7 @@ def test_create_cum_profit(testdatadir): cum_profits = create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'POWR/BTC'], - "cum_profits") + "cum_profits", timeframe="5m") assert "cum_profits" in cum_profits.columns assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005 diff --git a/tests/test_plotting.py b/tests/test_plotting.py index a39b2b76e..1c7d1b392 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -234,7 +234,7 @@ def test_add_profit(testdatadir): cum_profits = create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'POWR/BTC'], - "cum_profits") + "cum_profits", timeframe="5m") fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') figure = fig1.layout.figure @@ -256,7 +256,7 @@ def test_generate_profit_graph(testdatadir): ) trades = trades[trades['pair'].isin(pairs)] - fig = generate_profit_graph(pairs, tickers, trades) + fig = generate_profit_graph(pairs, tickers, trades, timeframe="5m") assert isinstance(fig, go.Figure) assert fig.layout.title.text == "Freqtrade Profit plot" From 069da224bc28ce199a76908748120c84db2b54a7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 14:30:01 +0100 Subject: [PATCH 0325/1495] Add test to verify this is correct --- tests/data/test_btanalysis.py | 20 +++++++++++++++++++- 1 file changed, 19 insertions(+), 1 deletion(-) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index a7d646823..a04a2c529 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -2,7 +2,7 @@ from unittest.mock import MagicMock import pytest from arrow import Arrow -from pandas import DataFrame, to_datetime +from pandas import DataFrame, DateOffset, to_datetime from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, @@ -134,3 +134,21 @@ def test_create_cum_profit(testdatadir): assert "cum_profits" in cum_profits.columns assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005 + + +def test_create_cum_profit1(testdatadir): + filename = testdatadir / "backtest-result_test.json" + bt_data = load_backtest_data(filename) + # Move close-time to "off" the candle, to make sure the logic still works + bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20) + timerange = TimeRange.parse_timerange("20180110-20180112") + + df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', + datadir=testdatadir, timerange=timerange) + + cum_profits = create_cum_profit(df.set_index('date'), + bt_data[bt_data["pair"] == 'POWR/BTC'], + "cum_profits", timeframe="5m") + assert "cum_profits" in cum_profits.columns + assert cum_profits.iloc[0]['cum_profits'] == 0 + assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005 From 466a3b87fcda0001ea4325ba0aef2c0457d59679 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 16:13:31 +0100 Subject: [PATCH 0326/1495] Enhance tests to cover precision_filter correctly --- tests/conftest.py | 60 +++++++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 33 +++++++++++------- 2 files changed, 81 insertions(+), 12 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 4feae6a60..a291a6676 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -572,6 +572,44 @@ def get_markets(): } +@pytest.fixture +def shitcoinmarkets(markets): + """ + Fixture with shitcoin markets - used to test filters in pairlists + """ + shitmarkets = deepcopy(markets) + shitmarkets.update({'HOT/BTC': { + 'id': 'HOTBTC', + 'symbol': 'HOT/BTC', + 'base': 'HOT', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'base': 8, + 'quote': 8, + 'amount': 0, + 'price': 8 + }, + 'limits': { + 'amount': { + 'min': 1.0, + 'max': 90000000.0 + }, + 'price': { + 'min': None, + 'max': None + }, + 'cost': { + 'min': 0.001, + 'max': None + } + }, + 'info': {}, + }, + }) + return shitmarkets + + @pytest.fixture def markets_empty(): return MagicMock(return_value=[]) @@ -866,6 +904,28 @@ def tickers(): 'quoteVolume': 1215.14489611, 'info': {} }, + 'HOT/BTC': { + 'symbol': 'HOT/BTC', + 'timestamp': 1572273518661, + 'datetime': '2019-10-28T14:38:38.661Z', + 'high': 0.00000011, + 'low': 0.00000009, + 'bid': 0.0000001, + 'bidVolume': 1476027288.0, + 'ask': 0.00000011, + 'askVolume': 820153831.0, + 'vwap': 0.0000001, + 'open': 0.00000009, + 'close': 0.00000011, + 'last': 0.00000011, + 'previousClose': 0.00000009, + 'change': 0.00000002, + 'percentage': 22.222, + 'average': None, + 'baseVolume': 1442290324.0, + 'quoteVolume': 143.78311994, + 'info': {} + }, 'ETH/USDT': { 'symbol': 'ETH/USDT', 'timestamp': 1522014804118, diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 929fc0ba0..6f050a77d 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -2,11 +2,12 @@ from unittest.mock import MagicMock, PropertyMock +import pytest + from freqtrade import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.resolvers import PairListResolver -from tests.conftest import get_patched_freqtradebot -import pytest +from tests.conftest import get_patched_freqtradebot, log_has_re # whitelist, blacklist @@ -67,20 +68,25 @@ def test_refresh_pairlists(mocker, markets, whitelist_conf): assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist -def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf): +def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): whitelist_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 5} + 'config': {'number_assets': 5, + 'precision_filter': False} } + mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_tickers=tickers, exchange_has=MagicMock(return_value=True) ) freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) - + # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=shitcoinmarkets), + ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'] + whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC'] freqtradebot.pairlists.refresh_pairlist() assert whitelist == freqtradebot.pairlists.whitelist @@ -108,19 +114,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): @pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ - (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), - (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']), + (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']), (False, "USDT", "quoteVolume", ['ETH/USDT']), (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]), (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"]) ]) -def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, - whitelist_result, precision_filter) -> None: +def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, + precision_filter, base_currency, key, whitelist_result, + caplog) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets)) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8)) @@ -128,6 +135,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) assert sorted(whitelist) == sorted(whitelist_result) + if precision_filter: + assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 4ff035537b01cf454a3cb34b60f232ad48972a2f Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 16:21:00 +0100 Subject: [PATCH 0327/1495] Simplify precision_filter code --- config_full.json.example | 2 +- docs/configuration.md | 5 ++--- freqtrade/pairlist/VolumePairList.py | 21 +++++++++++---------- 3 files changed, 14 insertions(+), 14 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 5789e49ac..a5af0f7a6 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -55,7 +55,7 @@ "config": { "number_assets": 20, "sort_key": "quoteVolume", - "precision_filter": false + "precision_filter": true } }, "exchange": { diff --git a/docs/configuration.md b/docs/configuration.md index 1ad13c87a..03f15e07d 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -423,8 +423,7 @@ section of the configuration. * `VolumePairList` * It selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`. - * There is a possibility to filter low-value coins that would not allow setting a stop loss -(set `precision_filter` parameter to `true` for this). + * By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour). * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match. @@ -440,7 +439,7 @@ Example: "config": { "number_assets": 20, "sort_key": "quoteVolume", - "precision_filter": false + "precision_filter": true } }, ``` diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 5f53cd17b..5e20f0fb1 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -26,7 +26,7 @@ class VolumePairList(IPairList): 'for "pairlist.config.number_assets"') self._number_pairs = self._whitelistconf['number_assets'] self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') - self._precision_filter = self._whitelistconf.get('precision_filter', False) + self._precision_filter = self._whitelistconf.get('precision_filter', True) if not self._freqtrade.exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -76,18 +76,19 @@ class VolumePairList(IPairList): valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs] if self._freqtrade.strategy.stoploss is not None and self._precision_filter: + # Precalculate correct stoploss value + stoploss = 1 - abs(self._freqtrade.strategy.stoploss) - stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t) - * (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers] - rates = [sp * 0.99 for sp in stop_prices] - logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])])) for i, t in enumerate(valid_tickers): - sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_prices[i]) - r = self._freqtrade.exchange.symbol_price_prec(t["symbol"], rates[i]) - logger.debug(f"{t['symbol']} - {sp} : {r}") - if sp <= r: + stop_price = (self._freqtrade.get_target_bid(t["symbol"], t) * stoploss) + # Adjust stop-prices to precision + sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_price) + stop_gap_price = self._freqtrade.exchange.symbol_price_prec(t["symbol"], + stop_price * 0.99) + logger.debug(f"{t['symbol']} - {sp} : {stop_gap_price}") + if sp <= stop_gap_price: logger.info(f"Removed {t['symbol']} from whitelist, " - f"because stop price {sp} would be <= stop limit {r}") + f"because stop price {sp} would be <= stop limit {stop_gap_price}") valid_tickers.remove(t) pairs = [s['symbol'] for s in valid_tickers] From d706571e6f9d29b6f843377bb7a2c0a62e778e6c Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 16:25:01 +0100 Subject: [PATCH 0328/1495] Extract precision_filter to seperate function --- freqtrade/pairlist/VolumePairList.py | 42 +++++++++++++++++++--------- 1 file changed, 29 insertions(+), 13 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 5e20f0fb1..44dbd0ecf 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -56,6 +56,27 @@ class VolumePairList(IPairList): self._whitelist = self._gen_pair_whitelist( self._config['stake_currency'], self._sort_key) + def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool: + """ + Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very + low value pairs. + :param ticker: ticker dict as returned from ccxt.load_markets() + :param stoploss: stoploss value as set in the configuration + (already cleaned to be guaranteed negative) + :return: True if the pair can stay, false if it should be removed + """ + stop_price = (self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss) + # Adjust stop-prices to precision + sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price) + stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], + stop_price * 0.99) + logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") + if sp <= stop_gap_price: + logger.info(f"Removed {ticker['symbol']} from whitelist, " + f"because stop price {sp} would be <= stop limit {stop_gap_price}") + return False + return True + @cached(TTLCache(maxsize=1, ttl=1800)) def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: """ @@ -75,21 +96,16 @@ class VolumePairList(IPairList): valid_pairs = self._validate_whitelist([s['symbol'] for s in sorted_tickers]) valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs] - if self._freqtrade.strategy.stoploss is not None and self._precision_filter: - # Precalculate correct stoploss value + stoploss = None + if self._freqtrade.strategy.stoploss is not None: + # Precalculate sanitized stoploss value to avoid recalculation for every pair stoploss = 1 - abs(self._freqtrade.strategy.stoploss) - for i, t in enumerate(valid_tickers): - stop_price = (self._freqtrade.get_target_bid(t["symbol"], t) * stoploss) - # Adjust stop-prices to precision - sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_price) - stop_gap_price = self._freqtrade.exchange.symbol_price_prec(t["symbol"], - stop_price * 0.99) - logger.debug(f"{t['symbol']} - {sp} : {stop_gap_price}") - if sp <= stop_gap_price: - logger.info(f"Removed {t['symbol']} from whitelist, " - f"because stop price {sp} would be <= stop limit {stop_gap_price}") - valid_tickers.remove(t) + for t in valid_tickers: + # Filter out assets which would not allow setting a stoploss + if (stoploss and self._precision_filter + and not self._validate_precision_filter(t, stoploss)): + valid_tickers.remove(t) pairs = [s['symbol'] for s in valid_tickers] logger.info(f"Searching pairs: {pairs[:self._number_pairs]}") From d803d86f4d846ba8e67c2bde84b0de5efaea1ee6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 06:53:26 +0100 Subject: [PATCH 0329/1495] Add low_price_percent_filter --- config_full.json.example | 3 ++- docs/configuration.md | 5 ++++- freqtrade/pairlist/VolumePairList.py | 23 +++++++++++++++++++++++ 3 files changed, 29 insertions(+), 2 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index a5af0f7a6..5ae8021d5 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -55,7 +55,8 @@ "config": { "number_assets": 20, "sort_key": "quoteVolume", - "precision_filter": true + "precision_filter": true, + "low_price_percent_filter": null } }, "exchange": { diff --git a/docs/configuration.md b/docs/configuration.md index 03f15e07d..c7e0dac31 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -426,6 +426,8 @@ section of the configuration. * By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour). * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match. + * `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio. + Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. Example: @@ -439,7 +441,8 @@ Example: "config": { "number_assets": 20, "sort_key": "quoteVolume", - "precision_filter": true + "precision_filter": true, + "low_price_percent_filter": 0.03 } }, ``` diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 44dbd0ecf..4a6768efa 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -27,6 +27,8 @@ class VolumePairList(IPairList): self._number_pairs = self._whitelistconf['number_assets'] self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') self._precision_filter = self._whitelistconf.get('precision_filter', True) + self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None) + print(self._whitelistconf) if not self._freqtrade.exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -77,6 +79,23 @@ class VolumePairList(IPairList): return False return True + def _validate_precision_filter_lowprice(self, ticker) -> bool: + """ + Check if if one price-step is > than a certain barrier. + :param ticker: ticker dict as returned from ccxt.load_markets() + :param precision: Precision + :return: True if the pair can stay, false if it should be removed + """ + precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price'] + + compare = ticker['last'] + 1 / pow(10, precision) + changeperc = (compare - ticker['last']) / ticker['last'] + if changeperc > self._low_price_percent_filter: + logger.info(f"Removed {ticker['symbol']} from whitelist, " + f"because 1 unit is {changeperc * 100:.3f}%") + return False + return True + @cached(TTLCache(maxsize=1, ttl=1800)) def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: """ @@ -106,6 +125,10 @@ class VolumePairList(IPairList): if (stoploss and self._precision_filter and not self._validate_precision_filter(t, stoploss)): valid_tickers.remove(t) + continue + if self._low_price_percent_filter and not self._validate_precision_filter_lowprice(t,): + valid_tickers.remove(t) + continue pairs = [s['symbol'] for s in valid_tickers] logger.info(f"Searching pairs: {pairs[:self._number_pairs]}") From de2cc58b0cf0024256bd0c2c924d080838b5b86f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 10:39:27 +0100 Subject: [PATCH 0330/1495] Final cleanups and added tests --- config_full.json.example | 2 +- docs/configuration.md | 4 ++- freqtrade/pairlist/VolumePairList.py | 15 +++++---- tests/conftest.py | 50 ++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 36 ++++++++++++-------- 5 files changed, 85 insertions(+), 22 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 5ae8021d5..5935de392 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -56,7 +56,7 @@ "number_assets": 20, "sort_key": "quoteVolume", "precision_filter": true, - "low_price_percent_filter": null + "low_price_percent_filter": 0 } }, "exchange": { diff --git a/docs/configuration.md b/docs/configuration.md index c7e0dac31..7ccb6840a 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -427,7 +427,9 @@ section of the configuration. * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match. * `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio. + This option is disabled by default, and will only apply if set to <> 0. Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. + Example: @@ -442,7 +444,7 @@ Example: "number_assets": 20, "sort_key": "quoteVolume", "precision_filter": true, - "low_price_percent_filter": 0.03 + "low_price_percent_filter": 0.05 } }, ``` diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 4a6768efa..7c17c6d57 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -5,11 +5,14 @@ Provides lists as configured in config.json """ import logging +from copy import deepcopy from typing import List + from cachetools import TTLCache, cached -from freqtrade.pairlist.IPairList import IPairList from freqtrade import OperationalException +from freqtrade.pairlist.IPairList import IPairList + logger = logging.getLogger(__name__) SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] @@ -28,7 +31,6 @@ class VolumePairList(IPairList): self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') self._precision_filter = self._whitelistconf.get('precision_filter', True) self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None) - print(self._whitelistconf) if not self._freqtrade.exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -64,10 +66,10 @@ class VolumePairList(IPairList): low value pairs. :param ticker: ticker dict as returned from ccxt.load_markets() :param stoploss: stoploss value as set in the configuration - (already cleaned to be guaranteed negative) + (already cleaned to be 1 - stoploss) :return: True if the pair can stay, false if it should be removed """ - stop_price = (self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss) + stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss # Adjust stop-prices to precision sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price) stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], @@ -120,10 +122,11 @@ class VolumePairList(IPairList): # Precalculate sanitized stoploss value to avoid recalculation for every pair stoploss = 1 - abs(self._freqtrade.strategy.stoploss) - for t in valid_tickers: + # Copy list since we're modifying this list + for t in deepcopy(valid_tickers): # Filter out assets which would not allow setting a stoploss if (stoploss and self._precision_filter - and not self._validate_precision_filter(t, stoploss)): + and not self._validate_precision_filter(t, stoploss)): valid_tickers.remove(t) continue if self._low_price_percent_filter and not self._validate_precision_filter_lowprice(t,): diff --git a/tests/conftest.py b/tests/conftest.py index a291a6676..d551596f0 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -606,6 +606,34 @@ def shitcoinmarkets(markets): }, 'info': {}, }, + 'FUEL/BTC': { + 'id': 'FUELBTC', + 'symbol': 'FUEL/BTC', + 'base': 'FUEL', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'base': 8, + 'quote': 8, + 'amount': 0, + 'price': 8 + }, + 'limits': { + 'amount': { + 'min': 1.0, + 'max': 90000000.0 + }, + 'price': { + 'min': 1e-08, + 'max': 1000.0 + }, + 'cost': { + 'min': 0.001, + 'max': None + } + }, + 'info': {}, + }, }) return shitmarkets @@ -926,6 +954,28 @@ def tickers(): 'quoteVolume': 143.78311994, 'info': {} }, + 'FUEL/BTC': { + 'symbol': 'FUEL/BTC', + 'timestamp': 1572340250771, + 'datetime': '2019-10-29T09:10:50.771Z', + 'high': 0.00000040, + 'low': 0.00000035, + 'bid': 0.00000036, + 'bidVolume': 8932318.0, + 'ask': 0.00000037, + 'askVolume': 10140774.0, + 'vwap': 0.00000037, + 'open': 0.00000039, + 'close': 0.00000037, + 'last': 0.00000037, + 'previousClose': 0.00000038, + 'change': -0.00000002, + 'percentage': -5.128, + 'average': None, + 'baseVolume': 168927742.0, + 'quoteVolume': 62.68220262, + 'info': {} + }, 'ETH/USDT': { 'symbol': 'ETH/USDT', 'timestamp': 1522014804118, diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 6f050a77d..ac27d1c8e 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -26,7 +26,7 @@ def whitelist_conf(default_conf): 'BLK/BTC' ] default_conf['pairlist'] = {'method': 'StaticPairList', - 'config': {'number_assets': 3} + 'config': {'number_assets': 5} } return default_conf @@ -86,7 +86,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co markets=PropertyMock(return_value=shitcoinmarkets), ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC'] + whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC'] freqtradebot.pairlists.refresh_pairlist() assert whitelist == freqtradebot.pairlists.whitelist @@ -113,30 +113,38 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ - (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']), - (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']), - (False, "USDT", "quoteVolume", ['ETH/USDT']), - (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange - (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]), - (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"]) +@pytest.mark.parametrize("precision_filter,low_price_filter,base_currency,key,whitelist_result", [ + (False, 0, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), + (False, 0, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), + (False, 0, "USDT", "quoteVolume", ['ETH/USDT']), + (False, 0, "ETH", "quoteVolume", []), + (True, 0, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), + (True, 0, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), + (False, 0.03, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), + # Hot is removed by precision_filter, Fuel by low_price_filter. + (True, 0.02, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, - precision_filter, base_currency, key, whitelist_result, - caplog) -> None: + precision_filter, low_price_filter, base_currency, key, + whitelist_result, caplog) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' + whitelist_conf['pairlist']['config']['precision_filter'] = precision_filter + whitelist_conf['pairlist']['config']['low_price_percent_filter'] = low_price_filter + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets)) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) - mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8)) - freqtrade.pairlists._precision_filter = precision_filter freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) assert sorted(whitelist) == sorted(whitelist_result) if precision_filter: - assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog) + assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' + r'would be <= stop limit.*', caplog) + + if low_price_filter: + assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 9c180e587bb96bc9d70dc257ca4390ac513aa5cc Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 30 Oct 2019 04:04:28 +0300 Subject: [PATCH 0331/1495] Log to stderr --- freqtrade/loggers.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index 90b8905e5..e00f4fc11 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -33,8 +33,8 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log level verbosity = config['verbosity'] - # Log to stdout, not stderr - log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)] + # Log to stderr + log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)] if config.get('logfile'): log_handlers.append(RotatingFileHandler(config['logfile'], From 6fe7b13e37bb4b198c4f01a3a59bdd33534991de Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 09:20:56 +0100 Subject: [PATCH 0332/1495] Replace coins in whitelist with existing ones --- config.json.example | 2 +- config_full.json.example | 2 +- tests/config_test_comments.json | 2 +- tests/data/test_btanalysis.py | 8 ++++---- tests/optimize/test_hyperopt.py | 2 +- tests/test_plotting.py | 10 +++++----- tests/testdata/{POWR_BTC-5m.json => TRX_BTC-5m.json} | 0 tests/testdata/backtest-result_test.json | 2 +- tests/testdata/pairs.json | 2 +- 9 files changed, 15 insertions(+), 15 deletions(-) rename tests/testdata/{POWR_BTC-5m.json => TRX_BTC-5m.json} (100%) diff --git a/config.json.example b/config.json.example index 419019030..9a6dafd04 100644 --- a/config.json.example +++ b/config.json.example @@ -44,7 +44,7 @@ "ZEC/BTC", "XLM/BTC", "NXT/BTC", - "POWR/BTC", + "TRX/BTC", "ADA/BTC", "XMR/BTC" ], diff --git a/config_full.json.example b/config_full.json.example index 5789e49ac..5edc19419 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -78,7 +78,7 @@ "ZEC/BTC", "XLM/BTC", "NXT/BTC", - "POWR/BTC", + "TRX/BTC", "ADA/BTC", "XMR/BTC" ], diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json index 8af39d6ba..8f41b08fa 100644 --- a/tests/config_test_comments.json +++ b/tests/config_test_comments.json @@ -78,7 +78,7 @@ "ZEC/BTC", "XLM/BTC", "NXT/BTC", - "POWR/BTC", + "TRX/BTC", "ADA/BTC", "XMR/BTC" ], diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index a04a2c529..78781cffd 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -125,11 +125,11 @@ def test_create_cum_profit(testdatadir): bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', + df = load_pair_history(pair="TRX/BTC", ticker_interval='5m', datadir=testdatadir, timerange=timerange) cum_profits = create_cum_profit(df.set_index('date'), - bt_data[bt_data["pair"] == 'POWR/BTC'], + bt_data[bt_data["pair"] == 'TRX/BTC'], "cum_profits", timeframe="5m") assert "cum_profits" in cum_profits.columns assert cum_profits.iloc[0]['cum_profits'] == 0 @@ -143,11 +143,11 @@ def test_create_cum_profit1(testdatadir): bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20) timerange = TimeRange.parse_timerange("20180110-20180112") - df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', + df = load_pair_history(pair="TRX/BTC", ticker_interval='5m', datadir=testdatadir, timerange=timerange) cum_profits = create_cum_profit(df.set_index('date'), - bt_data[bt_data["pair"] == 'POWR/BTC'], + bt_data[bt_data["pair"] == 'TRX/BTC'], "cum_profits", timeframe="5m") assert "cum_profits" in cum_profits.columns assert cum_profits.iloc[0]['cum_profits'] == 0 diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index d0c37c40d..675bbd62e 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -516,7 +516,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'hyperopt_min_trades': 1}) trades = [ - ('POWR/BTC', 0.023117, 0.000233, 100) + ('TRX/BTC', 0.023117, 0.000233, 100) ] labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 1c7d1b392..4a6efcd8e 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -53,10 +53,10 @@ def test_init_plotscript(default_conf, mocker, testdatadir): assert "trades" in ret assert "pairs" in ret - default_conf['pairs'] = ["POWR/BTC", "ADA/BTC"] + default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"] ret = init_plotscript(default_conf) assert "tickers" in ret - assert "POWR/BTC" in ret["tickers"] + assert "TRX/BTC" in ret["tickers"] assert "ADA/BTC" in ret["tickers"] @@ -228,12 +228,12 @@ def test_add_profit(testdatadir): bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m', + df = history.load_pair_history(pair="TRX/BTC", ticker_interval='5m', datadir=testdatadir, timerange=timerange) fig = generate_empty_figure() cum_profits = create_cum_profit(df.set_index('date'), - bt_data[bt_data["pair"] == 'POWR/BTC'], + bt_data[bt_data["pair"] == 'TRX/BTC'], "cum_profits", timeframe="5m") fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') @@ -247,7 +247,7 @@ def test_generate_profit_graph(testdatadir): filename = testdatadir / "backtest-result_test.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - pairs = ["POWR/BTC", "ADA/BTC"] + pairs = ["TRX/BTC", "ADA/BTC"] tickers = history.load_data(datadir=testdatadir, pairs=pairs, diff --git a/tests/testdata/POWR_BTC-5m.json b/tests/testdata/TRX_BTC-5m.json similarity index 100% rename from tests/testdata/POWR_BTC-5m.json rename to tests/testdata/TRX_BTC-5m.json diff --git a/tests/testdata/backtest-result_test.json b/tests/testdata/backtest-result_test.json index 8701451dc..dce22acaf 100644 --- a/tests/testdata/backtest-result_test.json +++ b/tests/testdata/backtest-result_test.json @@ -1 +1 @@ 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\ No newline at end of file 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diff --git a/tests/testdata/pairs.json b/tests/testdata/pairs.json index f4bab6dc5..15aae2643 100644 --- a/tests/testdata/pairs.json +++ b/tests/testdata/pairs.json @@ -9,7 +9,7 @@ "LTC/BTC", "NEO/BTC", "NXT/BTC", - "POWR/BTC", + "TRX/BTC", "STORJ/BTC", "QTUM/BTC", "WAVES/BTC", From f20f5cebbe24f53660c0161b8556249d4ce0ba19 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 11:09:41 +0100 Subject: [PATCH 0333/1495] Move performance-calculation to persistence --- freqtrade/persistence.py | 23 ++++++++++++++++++++--- freqtrade/rpc/rpc.py | 13 +------------ tests/test_persistence.py | 24 ++++++++++++++++++++++++ 3 files changed, 45 insertions(+), 15 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 1850aafd9..6bd4b0a30 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -8,17 +8,15 @@ from typing import Any, Dict, List, Optional import arrow from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String, - create_engine, inspect) + create_engine, desc, func, inspect) from sqlalchemy.exc import NoSuchModuleError from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker -from sqlalchemy import func from sqlalchemy.pool import StaticPool from freqtrade import OperationalException - logger = logging.getLogger(__name__) @@ -404,6 +402,25 @@ class Trade(_DECL_BASE): .scalar() return total_open_stake_amount or 0 + @staticmethod + def get_overall_performance() -> Dict: + pair_rates = Trade.session.query( + Trade.pair, + func.sum(Trade.close_profit).label('profit_sum'), + func.count(Trade.pair).label('count') + ).filter(Trade.is_open.is_(False))\ + .group_by(Trade.pair) \ + .order_by(desc('profit_sum')) \ + .all() + return [ + { + 'pair': pair, + 'profit': round(rate * 100, 2), + 'count': count + } + for pair, rate, count in pair_rates + ] + @staticmethod def get_open_trades() -> List[Any]: """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index f994ac006..c50a7937e 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -442,18 +442,7 @@ class RPC: Handler for performance. Shows a performance statistic from finished trades """ - - pair_rates = Trade.session.query(Trade.pair, - sql.func.sum(Trade.close_profit).label('profit_sum'), - sql.func.count(Trade.pair).label('count')) \ - .filter(Trade.is_open.is_(False)) \ - .group_by(Trade.pair) \ - .order_by(sql.text('profit_sum DESC')) \ - .all() - return [ - {'pair': pair, 'profit': round(rate * 100, 2), 'count': count} - for pair, rate, count in pair_rates - ] + return Trade.get_overall_performance() def _rpc_count(self) -> Dict[str, float]: """ Returns the number of trades running """ diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 6bd223a9b..8cf5f1756 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -35,6 +35,8 @@ def create_mock_trades(fee): fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, + close_rate=0.128, + close_profit=0.005, exchange='bittrex', is_open=False, open_order_id='dry_run_sell_12345' @@ -835,3 +837,25 @@ def test_stoploss_reinitialization(default_conf, fee): assert trade_adj.stop_loss_pct == -0.04 assert trade_adj.initial_stop_loss == 0.96 assert trade_adj.initial_stop_loss_pct == -0.04 + + +@pytest.mark.usefixtures("init_persistence") +def test_total_open_trades_stakes(fee): + + res = Trade.total_open_trades_stakes() + assert res == 0 + create_mock_trades(fee) + res = Trade.total_open_trades_stakes() + assert res == 0.002 + + +@pytest.mark.usefixtures("init_persistence") +def test_get_overall_performance(fee): + + create_mock_trades(fee) + res = Trade.get_overall_performance() + + assert len(res) == 1 + assert 'pair' in res[0] + assert 'profit' in res[0] + assert 'count' in res[0] From ab117527c9a89d68056023982ff0129c8fe71605 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 11:15:33 +0100 Subject: [PATCH 0334/1495] Refactor get_best_pair to persistence --- freqtrade/persistence.py | 9 +++++++++ freqtrade/rpc/rpc.py | 6 +----- tests/test_persistence.py | 13 +++++++++++++ 3 files changed, 23 insertions(+), 5 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 6bd4b0a30..fe0b64bcc 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -421,6 +421,15 @@ class Trade(_DECL_BASE): for pair, rate, count in pair_rates ] + @staticmethod + def get_best_pair(): + best_pair = Trade.session.query( + Trade.pair, func.sum(Trade.close_profit).label('profit_sum') + ).filter(Trade.is_open.is_(False)) \ + .group_by(Trade.pair) \ + .order_by(desc('profit_sum')).first() + return best_pair + @staticmethod def get_open_trades() -> List[Any]: """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c50a7937e..dc25c3743 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -225,11 +225,7 @@ class RPC: ) profit_all_perc.append(profit_percent) - best_pair = Trade.session.query( - Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum') - ).filter(Trade.is_open.is_(False)) \ - .group_by(Trade.pair) \ - .order_by(sql.text('profit_sum DESC')).first() + best_pair = Trade.get_best_pair() if not best_pair: raise RPCException('no closed trade') diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 8cf5f1756..4aa69423e 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -859,3 +859,16 @@ def test_get_overall_performance(fee): assert 'pair' in res[0] assert 'profit' in res[0] assert 'count' in res[0] + + +@pytest.mark.usefixtures("init_persistence") +def test_get_best_pair(fee): + + res = Trade.get_best_pair() + assert res is None + + create_mock_trades(fee) + res = Trade.get_best_pair() + assert len(res) == 2 + assert res[0] == 'ETC/BTC' + assert res[1] == 0.005 From 01efebc42f27ae0250955d84bc99868ed0877a2f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 13:32:07 +0100 Subject: [PATCH 0335/1495] Extract query to it's own function --- freqtrade/freqtradebot.py | 2 +- freqtrade/persistence.py | 15 ++++++++++++++- 2 files changed, 15 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a8fc6bc7e..ef9a85154 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -768,7 +768,7 @@ class FreqtradeBot: buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime - for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): + for trade in Trade.get_open_order_trades(): try: # FIXME: Somehow the query above returns results # where the open_order_id is in fact None. diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index fe0b64bcc..e527cde16 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -391,6 +391,13 @@ class Trade(_DECL_BASE): profit_percent = (close_trade_price / open_trade_price) - 1 return float(f"{profit_percent:.8f}") + @staticmethod + def get_open_order_trades(): + """ + Returns all open trades + """ + return Trade.query.filter(Trade.open_order_id.isnot(None)).all() + @staticmethod def total_open_trades_stakes() -> float: """ @@ -403,7 +410,10 @@ class Trade(_DECL_BASE): return total_open_stake_amount or 0 @staticmethod - def get_overall_performance() -> Dict: + def get_overall_performance() -> List[Dict]: + """ + Returns List of dicts containing all Trades, including profit and trade count + """ pair_rates = Trade.session.query( Trade.pair, func.sum(Trade.close_profit).label('profit_sum'), @@ -423,6 +433,9 @@ class Trade(_DECL_BASE): @staticmethod def get_best_pair(): + """ + Get best pair with closed trade. + """ best_pair = Trade.session.query( Trade.pair, func.sum(Trade.close_profit).label('profit_sum') ).filter(Trade.is_open.is_(False)) \ From 26a5800a7f9afbd8236e2d89d6c26c29556f1268 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 15:01:10 +0100 Subject: [PATCH 0336/1495] Extract get_trades function --- freqtrade/data/btanalysis.py | 2 +- freqtrade/persistence.py | 31 +++++++++++++++++++++++-------- 2 files changed, 24 insertions(+), 9 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 0f5d395ff..462547d9e 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -106,7 +106,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: t.stop_loss, t.initial_stop_loss, t.strategy, t.ticker_interval ) - for t in Trade.query.all()], + for t in Trade.get_trades().all()], columns=columns) return trades diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index e527cde16..808e42c9a 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -11,6 +11,7 @@ from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String, create_engine, desc, func, inspect) from sqlalchemy.exc import NoSuchModuleError from sqlalchemy.ext.declarative import declarative_base +from sqlalchemy.orm import Query from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker from sqlalchemy.pool import StaticPool @@ -391,12 +392,33 @@ class Trade(_DECL_BASE): profit_percent = (close_trade_price / open_trade_price) - 1 return float(f"{profit_percent:.8f}") + @staticmethod + def get_trades(trade_filter=None) -> Query: + """ + Helper function to query Trades using filter. + :param trade_filter: Filter to apply to trades + :return: Query object + """ + if trade_filter is not None: + if not isinstance(trade_filter, list): + trade_filter = [trade_filter] + return Trade.query.filter(*trade_filter) + else: + return Trade.query + + @staticmethod + def get_open_trades() -> List[Any]: + """ + Query trades from persistence layer + """ + return Trade.get_trades(Trade.is_open.is_(True)).all() + @staticmethod def get_open_order_trades(): """ Returns all open trades """ - return Trade.query.filter(Trade.open_order_id.isnot(None)).all() + return Trade.get_trades(Trade.open_order_id.isnot(None)).all() @staticmethod def total_open_trades_stakes() -> float: @@ -443,13 +465,6 @@ class Trade(_DECL_BASE): .order_by(desc('profit_sum')).first() return best_pair - @staticmethod - def get_open_trades() -> List[Any]: - """ - Query trades from persistence layer - """ - return Trade.query.filter(Trade.is_open.is_(True)).all() - @staticmethod def stoploss_reinitialization(desired_stoploss): """ From b37c5e4878c1900f8cb34d68438a59cf2c5c987d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 15:09:01 +0100 Subject: [PATCH 0337/1495] use get_trades in rpc modules --- freqtrade/persistence.py | 9 ++++++--- freqtrade/rpc/rpc.py | 25 ++++++++++--------------- 2 files changed, 16 insertions(+), 18 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 808e42c9a..a15db87c7 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -395,9 +395,12 @@ class Trade(_DECL_BASE): @staticmethod def get_trades(trade_filter=None) -> Query: """ - Helper function to query Trades using filter. - :param trade_filter: Filter to apply to trades - :return: Query object + Helper function to query Trades using filters. + :param trade_filter: Optional filter to apply to trades + Can be either a Filter object, or a List of filters + e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])` + e.g. `(trade_filter=Trade.id == trade_id)` + :return: unsorted query object """ if trade_filter is not None: if not isinstance(trade_filter, list): diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index dc25c3743..8eecb04f9 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -9,7 +9,6 @@ from enum import Enum from typing import Dict, Any, List, Optional import arrow -import sqlalchemy as sql from numpy import mean, NAN from pandas import DataFrame @@ -154,12 +153,11 @@ class RPC: for day in range(0, timescale): profitday = today - timedelta(days=day) - trades = Trade.query \ - .filter(Trade.is_open.is_(False)) \ - .filter(Trade.close_date >= profitday)\ - .filter(Trade.close_date < (profitday + timedelta(days=1)))\ - .order_by(Trade.close_date)\ - .all() + trades = Trade.get_trades(trade_filter=[ + Trade.is_open.is_(False), + Trade.close_date >= profitday, + Trade.close_date < (profitday + timedelta(days=1)) + ]).order_by(Trade.close_date).all() curdayprofit = sum(trade.calc_profit() for trade in trades) profit_days[profitday] = { 'amount': f'{curdayprofit:.8f}', @@ -192,7 +190,7 @@ class RPC: def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: """ Returns cumulative profit statistics """ - trades = Trade.query.order_by(Trade.id).all() + trades = Trade.get_trades().order_by(Trade.id).all() profit_all_coin = [] profit_all_perc = [] @@ -385,11 +383,8 @@ class RPC: return {'result': 'Created sell orders for all open trades.'} # Query for trade - trade = Trade.query.filter( - sql.and_( - Trade.id == trade_id, - Trade.is_open.is_(True) - ) + trade = Trade.get_trades( + trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ] ).first() if not trade: logger.warning('forcesell: Invalid argument received') @@ -419,7 +414,7 @@ class RPC: # check if valid pair # check if pair already has an open pair - trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first() + trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first() if trade: raise RPCException(f'position for {pair} already open - id: {trade.id}') @@ -428,7 +423,7 @@ class RPC: # execute buy if self._freqtrade.execute_buy(pair, stakeamount, price): - trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first() + trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first() return trade else: return None From c2076d86a4f32901784f905f251d3b94bd1cc1a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 14:26:03 +0100 Subject: [PATCH 0338/1495] Use scoped_session as intended --- freqtrade/persistence.py | 8 +++++--- tests/test_persistence.py | 2 +- 2 files changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a15db87c7..27a283378 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -51,9 +51,11 @@ def init(db_url: str, clean_open_orders: bool = False) -> None: raise OperationalException(f"Given value for db_url: '{db_url}' " f"is no valid database URL! (See {_SQL_DOCS_URL})") - session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) - Trade.session = session() - Trade.query = session.query_property() + # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope + # Scoped sessions proxy requests to the appropriate thread-local session. + # We should use the scoped_session object - not a seperately initialized version + Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) + Trade.query = Trade.session.query_property() _DECL_BASE.metadata.create_all(engine) check_migrate(engine) diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 4aa69423e..231a1d2e2 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -61,7 +61,7 @@ def test_init_create_session(default_conf): # Check if init create a session init(default_conf['db_url'], default_conf['dry_run']) assert hasattr(Trade, 'session') - assert 'Session' in type(Trade.session).__name__ + assert 'scoped_session' in type(Trade.session).__name__ def test_init_custom_db_url(default_conf, mocker): From 5ed777114837cd549b17193df6a37b3e64c41792 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 29 Oct 2019 15:39:36 +0100 Subject: [PATCH 0339/1495] Update documentation to include get_trades fixes #1753 --- docs/strategy-customization.md | 46 ++++++++++++++++++++++++++++++++++ 1 file changed, 46 insertions(+) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index cef362ffd..71d6f3e8f 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -405,6 +405,52 @@ if self.wallets: - `get_used(asset)` - currently tied up balance (open orders) - `get_total(asset)` - total available balance - sum of the 2 above +### Additional data (Trades) + +A history of Trades can be retrieved in the strategy by querying the database. + +At the top of the file, import Trade. + +```python +from freqtrade.persistence import Trade +``` + +The following example queries for the current pair and trades from today, however other filters easily be added. + +``` python +if self.config['runmode'] in ('live', 'dry_run'): + trades = Trade.get_trades([Trade.pair == metadata['pair'], + Trade.open_date > datetime.utcnow() - timedelta(days=1), + Trade.is_open == False, + ]).order_by(Trade.close_date).all() + # Summarize profit for this pair. + curdayprofit = sum(trade.close_profit for trade in trades) +``` + +Get amount of stake_currency currently invested in Trades: + +``` python +if self.config['runmode'] in ('live', 'dry_run'): + total_stakes = Trade.total_open_trades_stakes() +``` + +Retrieve performance per pair. +Returns a List of dicts per pair. + +``` python +if self.config['runmode'] in ('live', 'dry_run'): + performance = Trade.get_overall_performance() +``` + +Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5%. + +``` json +{'pair': "ETH/BTC", 'profit': 1.5, 'count': 5} +``` + +!!! Warning + Trade history is not available during backtesting or hyperopt. + ### Print created dataframe To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`. From b7b1e66c6ee3c6dc4342aef73dc5c4e7c8056701 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 09:59:54 +0100 Subject: [PATCH 0340/1495] Convert to % as part of RPC to allow users to use unrounded ratio --- docs/strategy-customization.md | 6 +++--- freqtrade/persistence.py | 4 ++-- freqtrade/rpc/rpc.py | 7 +++++-- 3 files changed, 10 insertions(+), 7 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 71d6f3e8f..b3b6e3548 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -415,7 +415,7 @@ At the top of the file, import Trade. from freqtrade.persistence import Trade ``` -The following example queries for the current pair and trades from today, however other filters easily be added. +The following example queries for the current pair and trades from today, however other filters can easily be added. ``` python if self.config['runmode'] in ('live', 'dry_run'): @@ -442,10 +442,10 @@ if self.config['runmode'] in ('live', 'dry_run'): performance = Trade.get_overall_performance() ``` -Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5%. +Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015). ``` json -{'pair': "ETH/BTC", 'profit': 1.5, 'count': 5} +{'pair': "ETH/BTC", 'profit': 0.015, 'count': 5} ``` !!! Warning diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 27a283378..735c740c3 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -437,7 +437,7 @@ class Trade(_DECL_BASE): return total_open_stake_amount or 0 @staticmethod - def get_overall_performance() -> List[Dict]: + def get_overall_performance() -> List[Dict[str, Any]]: """ Returns List of dicts containing all Trades, including profit and trade count """ @@ -452,7 +452,7 @@ class Trade(_DECL_BASE): return [ { 'pair': pair, - 'profit': round(rate * 100, 2), + 'profit': rate, 'count': count } for pair, rate, count in pair_rates diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 8eecb04f9..4aed48f74 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -428,12 +428,15 @@ class RPC: else: return None - def _rpc_performance(self) -> List[Dict]: + def _rpc_performance(self) -> List[Dict[str, Any]]: """ Handler for performance. Shows a performance statistic from finished trades """ - return Trade.get_overall_performance() + pair_rates = Trade.get_overall_performance() + # Round and convert to % + [x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates] + return pair_rates def _rpc_count(self) -> Dict[str, float]: """ Returns the number of trades running """ From 7a96d3c9ae8992d2962640e668be1d6bebbb5a72 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 13:27:04 +0100 Subject: [PATCH 0341/1495] Update raspbian install documentation Fix "box" titles ... they need to be in quotes! --- docs/configuration.md | 2 +- docs/data-download.md | 2 +- docs/docker.md | 2 +- docs/installation.md | 25 +++++++++++-------------- docs/plotting.md | 2 +- docs/rest-api.md | 8 ++++---- docs/strategy-customization.md | 8 ++++---- docs/telegram-usage.md | 2 +- 8 files changed, 24 insertions(+), 27 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 1ad13c87a..6ba0447b5 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -254,7 +254,7 @@ Configuration: !!! Note If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order. -!!! Warning stoploss_on_exchange failures +!!! Warning "Warning: stoploss_on_exchange failures" If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised. ### Understand order_time_in_force diff --git a/docs/data-download.md b/docs/data-download.md index bf4792ea3..f105e7a56 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -8,7 +8,7 @@ If no additional parameter is specified, freqtrade will download data for `"1m"` Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory. -!!! Tip Updating existing data +!!! Tip "Tip: Updating existing data" If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data. Be carefull though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded. diff --git a/docs/docker.md b/docs/docker.md index 923dec1e2..8a254b749 100644 --- a/docs/docker.md +++ b/docs/docker.md @@ -26,7 +26,7 @@ To update the image, simply run the above commands again and restart your runnin Should you require additional libraries, please [build the image yourself](#build-your-own-docker-image). -!!! Note Docker image update frequency +!!! Note "Docker image update frequency" The official docker images with tags `master`, `develop` and `latest` are automatically rebuild once a week to keep the base image uptodate. In addition to that, every merge to `develop` will trigger a rebuild for `develop` and `latest`. diff --git a/docs/installation.md b/docs/installation.md index 02870a1c1..50f24d3e8 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -97,27 +97,24 @@ sudo apt-get install build-essential git #### Raspberry Pi / Raspbian -Before installing FreqTrade on a Raspberry Pi running the official Raspbian Image, make sure you have at least Python 3.6 installed. The default image only provides Python 3.5. Probably the easiest way to get a recent version of python is [miniconda](https://repo.continuum.io/miniconda/). +The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019. +This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running. -The following assumes that miniconda3 is installed and available in your environment. Since the last miniconda3 installation file uses python 3.4, we will update to python 3.6 on this installation. -It's recommended to use (mini)conda for this as installation/compilation of `numpy` and `pandas` takes a long time. - -Additional package to install on your Raspbian, `libffi-dev` required by cryptography (from python-telegram-bot). +Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied. ``` bash -conda config --add channels rpi -conda install python=3.6 -conda create -n freqtrade python=3.6 -conda activate freqtrade -conda install pandas numpy +sudo apt-get install python3-venv libatlas-base-dev +git clone https://github.com/freqtrade/freqtrade.git +cd freqtrade -sudo apt install libffi-dev -python3 -m pip install -r requirements-common.txt -python3 -m pip install -e . +bash setup.sh -i ``` +!!! Note "Installation duration" + Depending on your internet speed and the Raspberry Pi version, installation can take multiple hours to complete. + !!! Note - This does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`. + The above does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`. We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine. ### Common diff --git a/docs/plotting.md b/docs/plotting.md index 89404f8b1..ca56bdaba 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -79,7 +79,7 @@ The `-p/--pairs` argument can be used to specify pairs you would like to plot. Specify custom indicators. Use `--indicators1` for the main plot and `--indicators2` for the subplot below (if values are in a different range than prices). -!!! tip +!!! Tip You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command. ``` bash diff --git a/docs/rest-api.md b/docs/rest-api.md index efcacc8a1..4d5bc5730 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -16,11 +16,11 @@ Sample configuration: }, ``` -!!! Danger Security warning - By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot. +!!! Danger "Security warning" + By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot. -!!! Danger Password selection - Please make sure to select a very strong, unique password to protect your bot from unauthorized access. +!!! Danger "Password selection" + Please make sure to select a very strong, unique password to protect your bot from unauthorized access. You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index cef362ffd..8836f4f88 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -51,13 +51,13 @@ freqtrade --strategy AwesomeStrategy **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py) file as reference.** -!!! Note Strategies and Backtesting +!!! Note "Strategies and Backtesting" To avoid problems and unexpected differences between Backtesting and dry/live modes, please be aware that during backtesting the full time-interval is passed to the `populate_*()` methods at once. It is therefore best to use vectorized operations (across the whole dataframe, not loops) and avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle. -!!! Warning Using future data +!!! Warning "Warning: Using future data" Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author needs to take care to avoid having the strategy utilize data from the future. Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document. @@ -330,12 +330,12 @@ if self.dp: ticker_interval=inf_timeframe) ``` -!!! Warning Warning about backtesting +!!! Warning "Warning about backtesting" Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()` for the backtesting runmode) provides the full time-range in one go, so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode). -!!! Warning Warning in hyperopt +!!! Warning "Warning in hyperopt" This option cannot currently be used during hyperopt. #### Orderbook diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index e06d4fdfc..424b55faf 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -93,7 +93,7 @@ Once all positions are sold, run `/stop` to completely stop the bot. `/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command. -!!! warning +!!! Warning The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset. ### /status From 78fe5a46c1c8d18836740eddc77f478fc3dadad2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 13:27:36 +0100 Subject: [PATCH 0342/1495] Update travis to verify for correct title usage --- .travis.yml | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/.travis.yml b/.travis.yml index 405228ab8..eb171521d 100644 --- a/.travis.yml +++ b/.travis.yml @@ -39,7 +39,8 @@ jobs: - script: # Test Documentation boxes - # !!! : is not allowed! - - grep -Er '^!{3}\s\S+:' docs/*; test $? -ne 0 + # !!! "title" - Title needs to be quoted! + - grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*; test $? -ne 0 name: doc syntax - script: mypy freqtrade scripts name: mypy From dac88c6aedf8582ea608df7471720cc83e015727 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 13:35:55 +0100 Subject: [PATCH 0343/1495] extract Find parallel trades per interval --- freqtrade/data/btanalysis.py | 32 ++++++++++++++++++++++-------- tests/optimize/test_backtesting.py | 6 +++--- 2 files changed, 27 insertions(+), 11 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 0f5d395ff..9dbd69e3e 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -52,16 +52,17 @@ def load_backtest_data(filename) -> pd.DataFrame: return df -def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int) -> pd.DataFrame: +def parallel_trade_analysis(results: pd.DataFrame, timeframe: str) -> pd.DataFrame: """ Find overlapping trades by expanding each trade once per period it was open - and then counting overlaps + and then counting overlaps. :param results: Results Dataframe - can be loaded - :param freq: Frequency used for the backtest - :param max_open_trades: parameter max_open_trades used during backtest run - :return: dataframe with open-counts per time-period in freq + :param timeframe: Timeframe used for backtest + :return: dataframe with open-counts per time-period in timeframe """ - dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq)) + from freqtrade.exchange import timeframe_to_minutes + timeframe_min = timeframe_to_minutes(timeframe) + dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=f"{timeframe_min}min")) for row in results[['open_time', 'close_time']].iterrows()] deltas = [len(x) for x in dates] dates = pd.Series(pd.concat(dates).values, name='date') @@ -69,8 +70,23 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int df2 = pd.concat([dates, df2], axis=1) df2 = df2.set_index('date') - df_final = df2.resample(freq)[['pair']].count() - return df_final[df_final['pair'] > max_open_trades] + df_final = df2.resample(f"{timeframe_min}min")[['pair']].count() + df_final = df_final.rename({'pair': 'open_trades'}, axis=1) + return df_final + + +def evaluate_result_multi(results: pd.DataFrame, timeframe: str, + max_open_trades: int) -> pd.DataFrame: + """ + Find overlapping trades by expanding each trade once per period it was open + and then counting overlaps + :param results: Results Dataframe - can be loaded + :param timeframe: Frequency used for the backtest + :param max_open_trades: parameter max_open_trades used during backtest run + :return: dataframe with open-counts per time-period in freq + """ + df_final = parallel_trade_analysis(results, timeframe) + return df_final[df_final['open_trades'] > max_open_trades] def load_trades_from_db(db_url: str) -> pd.DataFrame: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index ba87848ec..5912c5489 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -714,9 +714,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) results = backtesting.backtest(backtest_conf) # Make sure we have parallel trades - assert len(evaluate_result_multi(results, '5min', 2)) > 0 + assert len(evaluate_result_multi(results, '5m', 2)) > 0 # make sure we don't have trades with more than configured max_open_trades - assert len(evaluate_result_multi(results, '5min', 3)) == 0 + assert len(evaluate_result_multi(results, '5m', 3)) == 0 backtest_conf = { 'stake_amount': default_conf['stake_amount'], @@ -727,7 +727,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) 'end_date': max_date, } results = backtesting.backtest(backtest_conf) - assert len(evaluate_result_multi(results, '5min', 1)) == 0 + assert len(evaluate_result_multi(results, '5m', 1)) == 0 def test_backtest_record(default_conf, fee, mocker): From dd408aa5d63df6e02884616910da9b9fc7eb1378 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 14:07:23 +0100 Subject: [PATCH 0344/1495] Add analyze_trade_parallelism analysis function --- freqtrade/data/btanalysis.py | 7 ++++--- tests/data/test_btanalysis.py | 15 +++++++++++++-- 2 files changed, 17 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 9dbd69e3e..b9625e745 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -52,7 +52,7 @@ def load_backtest_data(filename) -> pd.DataFrame: return df -def parallel_trade_analysis(results: pd.DataFrame, timeframe: str) -> pd.DataFrame: +def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataFrame: """ Find overlapping trades by expanding each trade once per period it was open and then counting overlaps. @@ -62,7 +62,8 @@ def parallel_trade_analysis(results: pd.DataFrame, timeframe: str) -> pd.DataFra """ from freqtrade.exchange import timeframe_to_minutes timeframe_min = timeframe_to_minutes(timeframe) - dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=f"{timeframe_min}min")) + dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, + freq=f"{timeframe_min}min")) for row in results[['open_time', 'close_time']].iterrows()] deltas = [len(x) for x in dates] dates = pd.Series(pd.concat(dates).values, name='date') @@ -85,7 +86,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str, :param max_open_trades: parameter max_open_trades used during backtest run :return: dataframe with open-counts per time-period in freq """ - df_final = parallel_trade_analysis(results, timeframe) + df_final = analyze_trade_parallelism(results, timeframe) return df_final[df_final['open_trades'] > max_open_trades] diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 78781cffd..b49344bbd 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -10,7 +10,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, create_cum_profit, extract_trades_of_period, load_backtest_data, load_trades, - load_trades_from_db) + load_trades_from_db, analyze_trade_parallelism) from freqtrade.data.history import load_data, load_pair_history from tests.test_persistence import create_mock_trades @@ -32,7 +32,7 @@ def test_load_backtest_data(testdatadir): @pytest.mark.usefixtures("init_persistence") -def test_load_trades_db(default_conf, fee, mocker): +def test_load_trades_from_db(default_conf, fee, mocker): create_mock_trades(fee) # remove init so it does not init again @@ -84,6 +84,17 @@ def test_extract_trades_of_period(testdatadir): assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime +def test_analyze_trade_parallelism(default_conf, mocker, testdatadir): + filename = testdatadir / "backtest-result_test.json" + bt_data = load_backtest_data(filename) + + res = analyze_trade_parallelism(bt_data, "5m") + assert isinstance(res, DataFrame) + assert 'open_trades' in res.columns + assert res['open_trades'].max() == 3 + assert res['open_trades'].min() == 0 + + def test_load_trades(default_conf, mocker): db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock()) bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock()) From 6928c685a8ee8894b5494974f90ae079dcae9fc1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 14:12:41 +0100 Subject: [PATCH 0345/1495] Add documentation sample for parallel_trade_analysis --- docs/strategy_analysis_example.md | 16 ++++++++++ .../notebooks/strategy_analysis_example.ipynb | 29 +++++++++++++++++-- 2 files changed, 42 insertions(+), 3 deletions(-) diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 49800bbb3..55f1bd908 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -107,6 +107,22 @@ trades = load_trades_from_db("sqlite:///tradesv3.sqlite") trades.groupby("pair")["sell_reason"].value_counts() ``` +## Analyze the loaded trades for trade parallelism +This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`. + +`parallel_trade_analysis()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle. + + +```python +from freqtrade.data.btanalysis import parallel_trade_analysis + +# Analyze the above +parallel_trades = parallel_trade_analysis(trades, '5m') + + +parallel_trades.plot() +``` + ## Plot results Freqtrade offers interactive plotting capabilities based on plotly. diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/user_data/notebooks/strategy_analysis_example.ipynb index b9576e0bb..edb05a7ca 100644 --- a/user_data/notebooks/strategy_analysis_example.ipynb +++ b/user_data/notebooks/strategy_analysis_example.ipynb @@ -68,9 +68,7 @@ { "cell_type": "code", "execution_count": null, - "metadata": { - "scrolled": true - }, + "metadata": {}, "outputs": [], "source": [ "# Load strategy using values set above\n", @@ -169,6 +167,31 @@ "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Analyze the loaded trades for trade parallelism\n", + "This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.\n", + "\n", + "`parallel_trade_analysis()` returns a timeseries dataframe with an \"open_trades\" column, specifying the number of open trades for each candle." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "from freqtrade.data.btanalysis import parallel_trade_analysis\n", + "\n", + "# Analyze the above\n", + "parallel_trades = parallel_trade_analysis(trades, '5m')\n", + "\n", + "\n", + "parallel_trades.plot()" + ] + }, { "cell_type": "markdown", "metadata": {}, From 44289e4c586324e1026ad0de03e1ef3c746128bd Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 15:55:35 +0100 Subject: [PATCH 0346/1495] Allow not using files from user_dir --- freqtrade/resolvers/iresolver.py | 10 +++++----- freqtrade/resolvers/pairlist_resolver.py | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py index 51c4f7dba..3bad42fd9 100644 --- a/freqtrade/resolvers/iresolver.py +++ b/freqtrade/resolvers/iresolver.py @@ -17,13 +17,13 @@ class IResolver: This class contains all the logic to load custom classes """ - def build_search_paths(self, config, current_path: Path, user_subdir: str, + def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None, extra_dir: Optional[str] = None) -> List[Path]: - abs_paths = [ - config['user_data_dir'].joinpath(user_subdir), - current_path, - ] + abs_paths: List[Path] = [current_path] + + if user_subdir: + abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir)) if extra_dir: # Add extra directory to the top of the search paths diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index c2782a219..0f23bb3fd 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -40,7 +40,7 @@ class PairListResolver(IResolver): current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve() abs_paths = self.build_search_paths(config, current_path=current_path, - user_subdir='pairlist', extra_dir=None) + user_subdir=None, extra_dir=None) pairlist = self._load_object(paths=abs_paths, object_type=IPairList, object_name=pairlist_name, kwargs=kwargs) From fd9c02603cfea41876dd562e224e15025c0637a9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 15:59:52 +0100 Subject: [PATCH 0347/1495] Introduce chainable PairlistFilters --- freqtrade/pairlist/IPairList.py | 36 +++++++++-- freqtrade/pairlist/IPairListFilter.py | 18 ++++++ freqtrade/pairlist/LowPriceFilter.py | 48 ++++++++++++++ freqtrade/pairlist/PrecisionFilter.py | 51 +++++++++++++++ freqtrade/pairlist/StaticPairList.py | 2 +- freqtrade/pairlist/VolumePairList.py | 62 +------------------ .../resolvers/pairlistfilter_resolver.py | 53 ++++++++++++++++ 7 files changed, 203 insertions(+), 67 deletions(-) create mode 100644 freqtrade/pairlist/IPairListFilter.py create mode 100644 freqtrade/pairlist/LowPriceFilter.py create mode 100644 freqtrade/pairlist/PrecisionFilter.py create mode 100644 freqtrade/resolvers/pairlistfilter_resolver.py diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 5afb0c4c2..eb6af9d52 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -6,10 +6,11 @@ Provides lists as configured in config.json """ import logging from abc import ABC, abstractmethod -from typing import List +from typing import Dict, List from freqtrade.exchange import market_is_active - +from freqtrade.pairlist.IPairListFilter import IPairListFilter +from freqtrade.resolvers.pairlistfilter_resolver import PairListFilterResolver logger = logging.getLogger(__name__) @@ -21,6 +22,12 @@ class IPairList(ABC): self._config = config self._whitelist = self._config['exchange']['pair_whitelist'] self._blacklist = self._config['exchange'].get('pair_blacklist', []) + self._filters = self._config.get('pairlist', {}).get('filters', {}) + self._pairlistfilters: List[IPairListFilter] = [] + for pl_filter in self._filters.keys(): + self._pairlistfilters.append( + PairListFilterResolver(pl_filter, freqtrade, self._config).pairlistfilter + ) @property def name(self) -> str: @@ -60,7 +67,23 @@ class IPairList(ABC): -> Please overwrite in subclasses """ - def _validate_whitelist(self, whitelist: List[str]) -> List[str]: + def validate_whitelist(self, pairlist: List[str], + tickers: List[Dict] = []) -> List[str]: + """ + Validate pairlist against active markets and blacklist. + Run PairlistFilters if these are configured. + """ + pairlist = self._whitelist_for_active_markets(pairlist) + + if not tickers: + # Refresh tickers if they are not used by the parent Pairlist + tickers = self._freqtrade.exchange.get_tickers() + + for pl_filter in self._pairlistfilters: + pairlist = pl_filter.filter_pairlist(pairlist, tickers) + return pairlist + + def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]: """ Check available markets and remove pair from whitelist if necessary :param whitelist: the sorted list of pairs the user might want to trade @@ -69,7 +92,7 @@ class IPairList(ABC): """ markets = self._freqtrade.exchange.markets - sanitized_whitelist = set() + sanitized_whitelist: List[str] = [] for pair in whitelist: # pair is not in the generated dynamic market, or in the blacklist ... ignore it if (pair in self.blacklist or pair not in markets @@ -83,7 +106,8 @@ class IPairList(ABC): if not market_is_active(market): logger.info(f"Ignoring {pair} from whitelist. Market is not active.") continue - sanitized_whitelist.add(pair) + if pair not in sanitized_whitelist: + sanitized_whitelist.append(pair) # We need to remove pairs that are unknown - return list(sanitized_whitelist) + return sanitized_whitelist diff --git a/freqtrade/pairlist/IPairListFilter.py b/freqtrade/pairlist/IPairListFilter.py new file mode 100644 index 000000000..4b43f0e9f --- /dev/null +++ b/freqtrade/pairlist/IPairListFilter.py @@ -0,0 +1,18 @@ +import logging +from abc import ABC, abstractmethod +from typing import Dict, List + +logger = logging.getLogger(__name__) + + +class IPairListFilter(ABC): + + def __init__(self, freqtrade, config: dict) -> None: + self._freqtrade = freqtrade + self._config = config + + @abstractmethod + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + """ + Method doing the filtering + """ diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py new file mode 100644 index 000000000..499dd0c15 --- /dev/null +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -0,0 +1,48 @@ +import logging +from copy import deepcopy +from typing import Dict, List + +from freqtrade.pairlist.IPairListFilter import IPairListFilter + +logger = logging.getLogger(__name__) + + +class LowPriceFilter(IPairListFilter): + + def __init__(self, freqtrade, config: dict) -> None: + super().__init__(freqtrade, config) + + self._low_price_percent = config['pairlist']['filters']['LowPriceFilter'].get( + 'low_price_percent', 0) + + def _validate_precision_filter_lowprice(self, ticker) -> bool: + """ + Check if if one price-step is > than a certain barrier. + :param ticker: ticker dict as returned from ccxt.load_markets() + :param precision: Precision + :return: True if the pair can stay, false if it should be removed + """ + precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price'] + + compare = ticker['last'] + 1 / pow(10, precision) + changeperc = (compare - ticker['last']) / ticker['last'] + if changeperc > self._low_price_percent: + logger.info(f"Removed {ticker['symbol']} from whitelist, " + f"because 1 unit is {changeperc * 100:.3f}%") + return False + return True + + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + """ + Method doing the filtering + """ + + # Copy list since we're modifying this list + for p in deepcopy(pairlist): + ticker = [t for t in tickers if t['symbol'] == p][0] + + # Filter out assets which would not allow setting a stoploss + if self._low_price_percent and not self._validate_precision_filter_lowprice(ticker): + pairlist.remove(p) + + return pairlist diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py new file mode 100644 index 000000000..c720b8e61 --- /dev/null +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -0,0 +1,51 @@ +import logging +from copy import deepcopy +from typing import Dict, List + +from freqtrade.pairlist.IPairListFilter import IPairListFilter + +logger = logging.getLogger(__name__) + + +class PrecisionFilter(IPairListFilter): + + def __init__(self, freqtrade, config: dict) -> None: + super().__init__(freqtrade, config) + + def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool: + """ + Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very + low value pairs. + :param ticker: ticker dict as returned from ccxt.load_markets() + :param stoploss: stoploss value as set in the configuration + (already cleaned to be 1 - stoploss) + :return: True if the pair can stay, false if it should be removed + """ + stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss + # Adjust stop-prices to precision + sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price) + stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], + stop_price * 0.99) + logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") + if sp <= stop_gap_price: + logger.info(f"Removed {ticker['symbol']} from whitelist, " + f"because stop price {sp} would be <= stop limit {stop_gap_price}") + return False + return True + + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + """ + Method doing the filtering + """ + if self._freqtrade.strategy.stoploss is not None: + # Precalculate sanitized stoploss value to avoid recalculation for every pair + stoploss = 1 - abs(self._freqtrade.strategy.stoploss) + # Copy list since we're modifying this list + for p in deepcopy(pairlist): + ticker = [t for t in tickers if t['symbol'] == p][0] + # Filter out assets which would not allow setting a stoploss + if (stoploss and not self._validate_precision_filter(ticker, stoploss)): + pairlist.remove(p) + continue + + return pairlist diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 5896e814a..074652b25 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -27,4 +27,4 @@ class StaticPairList(IPairList): """ Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively """ - self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist']) + self._whitelist = self.validate_whitelist(self._config['exchange']['pair_whitelist']) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 7c17c6d57..911bb3bda 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -5,7 +5,6 @@ Provides lists as configured in config.json """ import logging -from copy import deepcopy from typing import List from cachetools import TTLCache, cached @@ -30,7 +29,6 @@ class VolumePairList(IPairList): self._number_pairs = self._whitelistconf['number_assets'] self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') self._precision_filter = self._whitelistconf.get('precision_filter', True) - self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None) if not self._freqtrade.exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -60,44 +58,6 @@ class VolumePairList(IPairList): self._whitelist = self._gen_pair_whitelist( self._config['stake_currency'], self._sort_key) - def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool: - """ - Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very - low value pairs. - :param ticker: ticker dict as returned from ccxt.load_markets() - :param stoploss: stoploss value as set in the configuration - (already cleaned to be 1 - stoploss) - :return: True if the pair can stay, false if it should be removed - """ - stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss - # Adjust stop-prices to precision - sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price) - stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], - stop_price * 0.99) - logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") - if sp <= stop_gap_price: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because stop price {sp} would be <= stop limit {stop_gap_price}") - return False - return True - - def _validate_precision_filter_lowprice(self, ticker) -> bool: - """ - Check if if one price-step is > than a certain barrier. - :param ticker: ticker dict as returned from ccxt.load_markets() - :param precision: Precision - :return: True if the pair can stay, false if it should be removed - """ - precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price'] - - compare = ticker['last'] + 1 / pow(10, precision) - changeperc = (compare - ticker['last']) / ticker['last'] - if changeperc > self._low_price_percent_filter: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because 1 unit is {changeperc * 100:.3f}%") - return False - return True - @cached(TTLCache(maxsize=1, ttl=1800)) def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: """ @@ -114,26 +74,8 @@ class VolumePairList(IPairList): and v[key] is not None)] sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) # Validate whitelist to only have active market pairs - valid_pairs = self._validate_whitelist([s['symbol'] for s in sorted_tickers]) - valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs] + pairs = self.validate_whitelist([s['symbol'] for s in sorted_tickers], tickers) - stoploss = None - if self._freqtrade.strategy.stoploss is not None: - # Precalculate sanitized stoploss value to avoid recalculation for every pair - stoploss = 1 - abs(self._freqtrade.strategy.stoploss) - - # Copy list since we're modifying this list - for t in deepcopy(valid_tickers): - # Filter out assets which would not allow setting a stoploss - if (stoploss and self._precision_filter - and not self._validate_precision_filter(t, stoploss)): - valid_tickers.remove(t) - continue - if self._low_price_percent_filter and not self._validate_precision_filter_lowprice(t,): - valid_tickers.remove(t) - continue - - pairs = [s['symbol'] for s in valid_tickers] - logger.info(f"Searching pairs: {pairs[:self._number_pairs]}") + logger.info(f"Searching {self._number_pairs} pairs: {pairs[:self._number_pairs]}") return pairs diff --git a/freqtrade/resolvers/pairlistfilter_resolver.py b/freqtrade/resolvers/pairlistfilter_resolver.py new file mode 100644 index 000000000..bf86d1c6c --- /dev/null +++ b/freqtrade/resolvers/pairlistfilter_resolver.py @@ -0,0 +1,53 @@ +# pragma pylint: disable=attribute-defined-outside-init + +""" +This module load custom pairlists +""" +import logging +from pathlib import Path + +from freqtrade import OperationalException +from freqtrade.pairlist.IPairListFilter import IPairListFilter +from freqtrade.resolvers import IResolver + +logger = logging.getLogger(__name__) + + +class PairListFilterResolver(IResolver): + """ + This class contains all the logic to load custom PairList class + """ + + __slots__ = ['pairlistfilter'] + + def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None: + """ + Load the custom class from config parameter + :param config: configuration dictionary or None + """ + self.pairlistfilter = self._load_pairlist(pairlist_name, config, + kwargs={'freqtrade': freqtrade, + 'config': config}) + + def _load_pairlist( + self, pairlistfilter_name: str, config: dict, kwargs: dict) -> IPairListFilter: + """ + Search and loads the specified pairlist. + :param pairlistfilter_name: name of the module to import + :param config: configuration dictionary + :param extra_dir: additional directory to search for the given pairlist + :return: PairList instance or None + """ + current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve() + + abs_paths = self.build_search_paths(config, current_path=current_path, + user_subdir=None, extra_dir=None) + + pairlist = self._load_object(paths=abs_paths, object_type=IPairListFilter, + object_name=pairlistfilter_name, kwargs=kwargs) + if pairlist: + return pairlist + raise OperationalException( + f"Impossible to load PairlistFilter '{pairlistfilter_name}'. This class does not exist " + "or contains Python code errors." + ) From 640423c362195224aa62a7287e35f6bfee1a6508 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 16:00:16 +0100 Subject: [PATCH 0348/1495] Add config samples for chainable pairlist filters --- config_full.json.example | 6 +++-- tests/pairlist/test_pairlist.py | 40 +++++++++++++++++---------------- 2 files changed, 25 insertions(+), 21 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 5935de392..366b075fa 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -55,8 +55,10 @@ "config": { "number_assets": 20, "sort_key": "quoteVolume", - "precision_filter": true, - "low_price_percent_filter": 0 + }, + "filters":{ + "PrecisionFilter": {}, + "LowPriceFilter": {"low_price_percent": 0.01} } }, "exchange": { diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index ac27d1c8e..23c48545e 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -26,7 +26,8 @@ def whitelist_conf(default_conf): 'BLK/BTC' ] default_conf['pairlist'] = {'method': 'StaticPairList', - 'config': {'number_assets': 5} + 'config': {'number_assets': 5}, + 'filters': {}, } return default_conf @@ -113,23 +114,24 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -@pytest.mark.parametrize("precision_filter,low_price_filter,base_currency,key,whitelist_result", [ - (False, 0, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), - (False, 0, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), - (False, 0, "USDT", "quoteVolume", ['ETH/USDT']), - (False, 0, "ETH", "quoteVolume", []), - (True, 0, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), - (True, 0, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), - (False, 0.03, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), +@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [ + ({}, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), + ({}, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), + ({}, "USDT", "quoteVolume", ['ETH/USDT']), + ({}, "ETH", "quoteVolume", []), + ({"PrecisionFilter": {}}, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), + ({"PrecisionFilter": {}}, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), + ({"LowPriceFilter": {"low_price_percent": 0.03}}, "BTC", + "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), # Hot is removed by precision_filter, Fuel by low_price_filter. - (True, 0.02, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + ({"PrecisionFilter": {}, "LowPriceFilter": {"low_price_percent": 0.02}}, + "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, - precision_filter, low_price_filter, base_currency, key, - whitelist_result, caplog) -> None: + filters, base_currency, key, whitelist_result, + caplog) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' - whitelist_conf['pairlist']['config']['precision_filter'] = precision_filter - whitelist_conf['pairlist']['config']['low_price_percent_filter'] = low_price_filter + whitelist_conf['pairlist']['filters'] = filters mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) @@ -139,11 +141,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) assert sorted(whitelist) == sorted(whitelist_result) - if precision_filter: + if 'PrecisionFilter' in filters: assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' r'would be <= stop limit.*', caplog) - if low_price_filter: + if 'LowPriceFilter' in filters: assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) @@ -179,15 +181,15 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive ]) -def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, - log_message): +def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, + log_message): whitelist_conf['pairlist']['method'] = pairlist mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) caplog.clear() - new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist) + new_whitelist = freqtrade.pairlists._whitelist_for_active_markets(whitelist) assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) assert log_message in caplog.text From d89a7d523502ed680e50387316cccca28ae5004d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 16:30:47 +0100 Subject: [PATCH 0349/1495] Document new method to configure filters --- docs/configuration.md | 126 ++++++++++++++++++++++++++---------------- 1 file changed, 79 insertions(+), 47 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 7ccb6840a..39fb4b8ac 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -377,6 +377,82 @@ The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT" ``` +## Pairlists + +Pairlists define the list of pairs that the bot should trade. +There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available. + +In addition to pairlists, [pairlist filters](#available-pairlist-filters) can be configured, which remove certain assets. +These Filters work with all Pairlist providers and are applied in the sequence they occur. + +### Available Pairlists + +* [`StaticPairList`](#static-pair-list) (default, if not configured differently) +* [`VolumePairList`](#volume-pair-list) + +#### Static Pair List + +By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Inactive markets and blacklisted pairs are removed from the pair_whitelist. + +It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`. + +#### Volume Pair List + +`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`. + +`VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange. +Pairs in `pair_blacklist` are not considered for `VolumePairList`, even if all other filters would match. + +```json +"pairlist": { + "method": "VolumePairList", + "config": { + "number_assets": 20, + "sort_key": "quoteVolume", + }, +``` + +### Available Pairlist Filters + +* [`PrecisionFilter`](#precision-filter) +* [`LowPriceFilter`](#low-price-pair-filter) + +#### Precision Filter + +Filters low-value coins which would not allow setting a stoploss. + +#### Low Price Pair Filter + +The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent` ratio. +This option is disabled by default, and will only apply if set to <> 0. + +Calculation example: +Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. + +These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. + +### Full Pairlist example + +The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter), filtering all assets where 1 priceunit is > 1%. + +```json +"exchange": { + "pair_whitelist": [], + "pair_blacklist": ["BNB/BTC"] +}, +"pairlist": { + "method": "VolumePairList", + "config": { + "number_assets": 20, + "sort_key": "quoteVolume", + }, + "filters":{ + "PrecisionFilter": {}, + "LowPriceFilter": {"low_price_percent": 0.01} + } + }, +``` + ## Switch to Dry-run mode We recommend starting the bot in the Dry-run mode to see how your bot will @@ -406,49 +482,6 @@ creating trades on the exchange. Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode. -### Dynamic Pairlists - -Dynamic pairlists select pairs for you based on the logic configured. -The bot runs against all pairs (with that stake) on the exchange, and a number of assets -(`number_assets`) is selected based on the selected criteria. - -By default, the `StaticPairList` method is used. -The Pairlist method is configured as `pair_whitelist` parameter under the `exchange` -section of the configuration. - -**Available Pairlist methods:** - -* `StaticPairList` - * It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`. -* `VolumePairList` - * It selects `number_assets` top pairs based on `sort_key`, which can be one of -`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`. - * By default, low-value coins that would not allow setting a stop loss are filtered out. (set `precision_filter` parameter to `false` to disable this behaviour). - * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration. - * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match. - * `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio. - This option is disabled by default, and will only apply if set to <> 0. - Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. - - -Example: - -```json -"exchange": { - "pair_whitelist": [], - "pair_blacklist": ["BNB/BTC"] -}, -"pairlist": { - "method": "VolumePairList", - "config": { - "number_assets": 20, - "sort_key": "quoteVolume", - "precision_filter": true, - "low_price_percent_filter": 0.05 - } - }, -``` - ## Switch to production mode In production mode, the bot will engage your money. Be careful, since a wrong @@ -479,7 +512,7 @@ you run it in production mode. !!! Note If you have an exchange API key yet, [see our tutorial](/pre-requisite). -### Using proxy with FreqTrade +## Using proxy with FreqTrade To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration. @@ -499,14 +532,13 @@ export HTTPS_PROXY="http://addr:port" freqtrade ``` - -### Embedding Strategies +## Embedding Strategies FreqTrade provides you with with an easy way to embed the strategy into your configuration file. This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field, in your chosen config file. -#### Encoding a string as BASE64 +### Encoding a string as BASE64 This is a quick example, how to generate the BASE64 string in python From 14758dbe107d4a460444719c78b7f9fd5477b5b1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 16:32:22 +0100 Subject: [PATCH 0350/1495] Some small cleanups --- freqtrade/configuration/deprecated_settings.py | 7 +++++++ freqtrade/pairlist/LowPriceFilter.py | 4 ++-- tests/test_configuration.py | 10 ++++++++++ 3 files changed, 19 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index f00b23894..8471028aa 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -57,3 +57,10 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: 'experimental', 'sell_profit_only') process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', 'experimental', 'ignore_roi_if_buy_signal') + + if config.get('pairlist', {}).get('config', {}).get('precision_filter'): + logger.warning( + "DEPRECATED: " + f"Using precision_filter setting is deprecated and has been replaced by" + "PrecisionFilter. Please refer to the docs on configuration details") + config['pairlist'].update({'filters': {'PrecisionFilter': {}}}) diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 499dd0c15..778c9b4e0 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -15,7 +15,7 @@ class LowPriceFilter(IPairListFilter): self._low_price_percent = config['pairlist']['filters']['LowPriceFilter'].get( 'low_price_percent', 0) - def _validate_precision_filter_lowprice(self, ticker) -> bool: + def _validate_ticker_lowprice(self, ticker) -> bool: """ Check if if one price-step is > than a certain barrier. :param ticker: ticker dict as returned from ccxt.load_markets() @@ -42,7 +42,7 @@ class LowPriceFilter(IPairListFilter): ticker = [t for t in tickers if t['symbol'] == p][0] # Filter out assets which would not allow setting a stoploss - if self._low_price_percent and not self._validate_precision_filter_lowprice(ticker): + if self._low_price_percent and not self._validate_ticker_lowprice(ticker): pairlist.remove(p) return pairlist diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 545dd5df4..258088925 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -963,6 +963,16 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca assert default_conf[setting[0]][setting[1]] == setting[5] +def test_process_deprecated_setting_precision_filter(mocker, default_conf, caplog): + patched_configuration_load_config_file(mocker, default_conf) + default_conf.update({'pairlist': { + 'config': {'precision_filter': True} + }}) + + process_temporary_deprecated_settings(default_conf) + assert log_has_re(r'DEPRECATED.*precision_filter.*', caplog) + + def test_check_conflicting_settings(mocker, default_conf, caplog): patched_configuration_load_config_file(mocker, default_conf) From ad98d61939f9808b0adffb0b06099fdef241eee2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 16:39:45 +0100 Subject: [PATCH 0351/1495] Update developer docs --- docs/developer.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 391493b09..346578c2e 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -127,7 +127,7 @@ This is called with each iteration of the bot - so consider implementing caching Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly. -Please also run `self._validate_whitelist(pairs)` and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten. +Please also run `self.validate_whitelist(pairs, tickers)` (tickers is optional, but should be passed when you're using tickers anyway) and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten. ##### sample @@ -136,7 +136,7 @@ Please also run `self._validate_whitelist(pairs)` and to check and remove pairs # Generate dynamic whitelist pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key) # Validate whitelist to only have active market pairs - self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs] + self._whitelist = self.validate_whitelist(pairs)[:self._number_pairs] ``` #### _gen_pair_whitelist From bba8e614094605c254bed875f0a846026305a437 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 19:30:35 +0100 Subject: [PATCH 0352/1495] Rename function in samples --- docs/strategy_analysis_example.md | 6 +++--- user_data/notebooks/strategy_analysis_example.ipynb | 6 +++--- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 55f1bd908..aa4578ca7 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -110,14 +110,14 @@ trades.groupby("pair")["sell_reason"].value_counts() ## Analyze the loaded trades for trade parallelism This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`. -`parallel_trade_analysis()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle. +`analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle. ```python -from freqtrade.data.btanalysis import parallel_trade_analysis +from freqtrade.data.btanalysis import analyze_trade_parallelism # Analyze the above -parallel_trades = parallel_trade_analysis(trades, '5m') +parallel_trades = analyze_trade_parallelism(trades, '5m') parallel_trades.plot() diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/user_data/notebooks/strategy_analysis_example.ipynb index edb05a7ca..03dc83b4e 100644 --- a/user_data/notebooks/strategy_analysis_example.ipynb +++ b/user_data/notebooks/strategy_analysis_example.ipynb @@ -174,7 +174,7 @@ "## Analyze the loaded trades for trade parallelism\n", "This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.\n", "\n", - "`parallel_trade_analysis()` returns a timeseries dataframe with an \"open_trades\" column, specifying the number of open trades for each candle." + "`analyze_trade_parallelism()` returns a timeseries dataframe with an \"open_trades\" column, specifying the number of open trades for each candle." ] }, { @@ -183,10 +183,10 @@ "metadata": {}, "outputs": [], "source": [ - "from freqtrade.data.btanalysis import parallel_trade_analysis\n", + "from freqtrade.data.btanalysis import analyze_trade_parallelism\n", "\n", "# Analyze the above\n", - "parallel_trades = parallel_trade_analysis(trades, '5m')\n", + "parallel_trades = analyze_trade_parallelism(trades, '5m')\n", "\n", "\n", "parallel_trades.plot()" From 9e988783de6218a441f3a1bbd52dea59a9b61d6e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 30 Oct 2019 20:06:49 +0100 Subject: [PATCH 0353/1495] Allow configuration of stoploss on exchange limit fixes #1717 --- docs/configuration.md | 8 +++++++- freqtrade/freqtradebot.py | 4 ++-- 2 files changed, 9 insertions(+), 3 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 1ad13c87a..217e9f37b 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -215,6 +215,11 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and `emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails. The below is the default which is used if this is not configured in either strategy or configuration file. +Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price. +`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%. +Calculation example: we bought the asset at 100$. +Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$. + Syntax for Strategy: ```python @@ -224,7 +229,8 @@ order_types = { "emergencysell": "market", "stoploss": "market", "stoploss_on_exchange": False, - "stoploss_on_exchange_interval": 60 + "stoploss_on_exchange_interval": 60, + "stoploss_on_exchange_limit_ratio": 0.99, } ``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a8fc6bc7e..4a494696d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -634,8 +634,8 @@ class FreqtradeBot: Force-sells the pair (using EmergencySell reason) in case of Problems creating the order. :return: True if the order succeeded, and False in case of problems. """ - # Limit price threshold: As limit price should always be below price - LIMIT_PRICE_PCT = 0.99 + # Limit price threshold: As limit price should always be below stop-price + LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99) try: stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount, From 365a408df53b2a646bfe1f622544dac63c376119 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 06:43:42 +0100 Subject: [PATCH 0354/1495] Update release-documentation to fit new release style --- docs/developer.md | 22 +++++++++------------- 1 file changed, 9 insertions(+), 13 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 391493b09..67c0912a7 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -204,14 +204,15 @@ This part of the documentation is aimed at maintainers, and shows how to create ### Create release branch -``` bash -# make sure you're in develop branch -git checkout develop +First, pick a commit that's about one week old (to not include latest additions to releases). +``` bash # create new branch -git checkout -b new_release +git checkout -b new_release ``` +Determine if crucial bugfixes have been made between this commit and the current state, and eventually cherry-pick these. + * Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7-1` should we need to do a second release that month. * Commit this part * push that branch to the remote and create a PR against the master branch @@ -219,23 +220,18 @@ git checkout -b new_release ### Create changelog from git commits !!! Note - Make sure that both master and develop are up-todate!. + Make sure that the master branch is uptodate! ``` bash # Needs to be done before merging / pulling that branch. -git log --oneline --no-decorate --no-merges master..develop +git log --oneline --no-decorate --no-merges master..new_release ``` ### Create github release / tag Once the PR against master is merged (best right after merging): -* Use the button "Draft a new release" in the Github UI (subsection releases) +* Use the button "Draft a new release" in the Github UI (subsection releases). * Use the version-number specified as tag. * Use "master" as reference (this step comes after the above PR is merged). -* Use the above changelog as release comment (as codeblock) - -### After-release - -* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`). -* Create a PR against develop to update that branch. +* Use the above changelog as release comment (as codeblock). From 5dcf28cafb0e29d06a4830a5c31cecdec377f110 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 06:51:36 +0100 Subject: [PATCH 0355/1495] Reduce frequency of "startup-period" message --- freqtrade/data/history.py | 3 ++- tests/data/test_history.py | 8 +++++--- 2 files changed, 7 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 412b086c0..b1e4313ca 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -148,7 +148,6 @@ def load_pair_history(pair: str, timerange_startup = deepcopy(timerange) if startup_candles > 0 and timerange_startup: - logger.info('Using indicator startup period: %s ...', startup_candles) timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles) # The user forced the refresh of pairs @@ -204,6 +203,8 @@ def load_data(datadir: Path, exchange and refresh_pairs are then not needed here nor in load_pair_history. """ result: Dict[str, DataFrame] = {} + if startup_candles > 0 and timerange: + logger.info(f'Using indicator startup period: {startup_candles} ...') for pair in pairs: hist = load_pair_history(pair=pair, ticker_interval=ticker_interval, diff --git a/tests/data/test_history.py b/tests/data/test_history.py index d9627a0e4..89120b4f5 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -103,9 +103,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> datadir=testdatadir, timerange=timerange, startup_candles=20, ) - assert log_has( - 'Using indicator startup period: 20 ...', caplog - ) + assert ltfmock.call_count == 1 assert ltfmock.call_args_list[0][1]['timerange'] != timerange # startts is 20 minutes earlier @@ -354,8 +352,12 @@ def test_load_partial_missing(testdatadir, caplog) -> None: start = arrow.get('2018-01-01T00:00:00') end = arrow.get('2018-01-11T00:00:00') tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'], + startup_candles=20, timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) + assert log_has( + 'Using indicator startup period: 20 ...', caplog + ) # timedifference in 5 minutes td = ((end - start).total_seconds() // 60 // 5) + 1 assert td != len(tickerdata['UNITTEST/BTC']) From dc5f1b28785c366de20ffe07cb1296067e1f5405 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 07:08:02 +0100 Subject: [PATCH 0356/1495] Extract integration tests into sepearte file --- tests/test_freqtradebot.py | 108 ---------------------------------- tests/test_integration.py | 117 +++++++++++++++++++++++++++++++++++++ 2 files changed, 117 insertions(+), 108 deletions(-) create mode 100644 tests/test_integration.py diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 30f9ba0a4..8538c7f41 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2526,114 +2526,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, assert rpc_mock.call_count == 2 -def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, - ticker, fee, - limit_buy_order, - markets, mocker) -> None: - """ - Tests workflow of selling stoploss_on_exchange. - Sells - * first trade as stoploss - * 2nd trade is kept - * 3rd trade is sold via sell-signal - """ - default_conf['max_open_trades'] = 3 - default_conf['exchange']['name'] = 'binance' - patch_RPCManager(mocker) - patch_exchange(mocker) - - stoploss_limit = { - 'id': 123, - 'info': {} - } - stoploss_order_open = { - "id": "123", - "timestamp": 1542707426845, - "datetime": "2018-11-20T09:50:26.845Z", - "lastTradeTimestamp": None, - "symbol": "BTC/USDT", - "type": "stop_loss_limit", - "side": "sell", - "price": 1.08801, - "amount": 90.99181074, - "cost": 0.0, - "average": 0.0, - "filled": 0.0, - "remaining": 0.0, - "status": "open", - "fee": None, - "trades": None - } - stoploss_order_closed = stoploss_order_open.copy() - stoploss_order_closed['status'] = 'closed' - # Sell first trade based on stoploss, keep 2nd and 3rd trade open - stoploss_order_mock = MagicMock( - side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) - # Sell 3rd trade (not called for the first trade) - should_sell_mock = MagicMock(side_effect=[ - SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), - SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)] - ) - cancel_order_mock = MagicMock() - mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - get_ticker=ticker, - get_fee=fee, - markets=PropertyMock(return_value=markets), - symbol_amount_prec=lambda s, x, y: y, - symbol_price_prec=lambda s, x, y: y, - get_order=stoploss_order_mock, - cancel_order=cancel_order_mock, - ) - - wallets_mock = MagicMock() - mocker.patch.multiple( - 'freqtrade.freqtradebot.FreqtradeBot', - create_stoploss_order=MagicMock(return_value=True), - update_trade_state=MagicMock(), - _notify_sell=MagicMock(), - ) - mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) - mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) - - freqtrade = FreqtradeBot(default_conf) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - # Switch ordertype to market to close trade immediately - freqtrade.strategy.order_types['sell'] = 'market' - patch_get_signal(freqtrade) - - # Create some test data - freqtrade.create_trades() - wallets_mock.reset_mock() - Trade.session = MagicMock() - - trades = Trade.query.all() - # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) - for trade in trades: - trade.stoploss_order_id = 3 - trade.open_order_id = None - - freqtrade.process_maybe_execute_sells(trades) - assert should_sell_mock.call_count == 2 - - # Only order for 3rd trade needs to be cancelled - assert cancel_order_mock.call_count == 1 - # Wallets should only be called once per sell cycle - assert wallets_mock.call_count == 1 - - trade = trades[0] - assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value - assert not trade.is_open - - trade = trades[1] - assert not trade.sell_reason - assert trade.is_open - - trade = trades[2] - assert trade.sell_reason == SellType.SELL_SIGNAL.value - assert not trade.is_open - def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: diff --git a/tests/test_integration.py b/tests/test_integration.py new file mode 100644 index 000000000..857e0a2e3 --- /dev/null +++ b/tests/test_integration.py @@ -0,0 +1,117 @@ + +from unittest.mock import MagicMock, PropertyMock + + +from freqtrade.freqtradebot import FreqtradeBot +from freqtrade.persistence import Trade +from freqtrade.strategy.interface import SellCheckTuple, SellType +from tests.conftest import (patch_exchange, + patch_get_signal) + + +def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, + ticker, fee, + limit_buy_order, + markets, mocker) -> None: + """ + Tests workflow of selling stoploss_on_exchange. + Sells + * first trade as stoploss + * 2nd trade is kept + * 3rd trade is sold via sell-signal + """ + default_conf['max_open_trades'] = 3 + default_conf['exchange']['name'] = 'binance' + patch_exchange(mocker) + + stoploss_limit = { + 'id': 123, + 'info': {} + } + stoploss_order_open = { + "id": "123", + "timestamp": 1542707426845, + "datetime": "2018-11-20T09:50:26.845Z", + "lastTradeTimestamp": None, + "symbol": "BTC/USDT", + "type": "stop_loss_limit", + "side": "sell", + "price": 1.08801, + "amount": 90.99181074, + "cost": 0.0, + "average": 0.0, + "filled": 0.0, + "remaining": 0.0, + "status": "open", + "fee": None, + "trades": None + } + stoploss_order_closed = stoploss_order_open.copy() + stoploss_order_closed['status'] = 'closed' + # Sell first trade based on stoploss, keep 2nd and 3rd trade open + stoploss_order_mock = MagicMock( + side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) + # Sell 3rd trade (not called for the first trade) + should_sell_mock = MagicMock(side_effect=[ + SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), + SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)] + ) + cancel_order_mock = MagicMock() + mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets), + symbol_amount_prec=lambda s, x, y: y, + symbol_price_prec=lambda s, x, y: y, + get_order=stoploss_order_mock, + cancel_order=cancel_order_mock, + ) + + wallets_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + create_stoploss_order=MagicMock(return_value=True), + update_trade_state=MagicMock(), + _notify_sell=MagicMock(), + ) + mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) + mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) + + freqtrade = FreqtradeBot(default_conf) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + # Switch ordertype to market to close trade immediately + freqtrade.strategy.order_types['sell'] = 'market' + patch_get_signal(freqtrade) + + # Create some test data + freqtrade.create_trades() + wallets_mock.reset_mock() + Trade.session = MagicMock() + + trades = Trade.query.all() + # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) + for trade in trades: + trade.stoploss_order_id = 3 + trade.open_order_id = None + + freqtrade.process_maybe_execute_sells(trades) + assert should_sell_mock.call_count == 2 + + # Only order for 3rd trade needs to be cancelled + assert cancel_order_mock.call_count == 1 + # Wallets should only be called once per sell cycle + assert wallets_mock.call_count == 1 + + trade = trades[0] + assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value + assert not trade.is_open + + trade = trades[1] + assert not trade.sell_reason + assert trade.is_open + + trade = trades[2] + assert trade.sell_reason == SellType.SELL_SIGNAL.value + assert not trade.is_open From ce6b869f84d8d0dc0ef5d0b5c28b4bec792c36d1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 07:11:57 +0100 Subject: [PATCH 0357/1495] Cleanup test --- tests/test_integration.py | 10 +++------- 1 file changed, 3 insertions(+), 7 deletions(-) diff --git a/tests/test_integration.py b/tests/test_integration.py index 857e0a2e3..c3a3ada07 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -2,10 +2,9 @@ from unittest.mock import MagicMock, PropertyMock -from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.strategy.interface import SellCheckTuple, SellType -from tests.conftest import (patch_exchange, +from tests.conftest import (patch_exchange, get_patched_freqtradebot, patch_get_signal) @@ -22,7 +21,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, """ default_conf['max_open_trades'] = 3 default_conf['exchange']['name'] = 'binance' - patch_exchange(mocker) stoploss_limit = { 'id': 123, @@ -62,14 +60,12 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), symbol_amount_prec=lambda s, x, y: y, symbol_price_prec=lambda s, x, y: y, get_order=stoploss_order_mock, cancel_order=cancel_order_mock, ) - wallets_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), @@ -77,9 +73,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, _notify_sell=MagicMock(), ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) - mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock) + wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock()) - freqtrade = FreqtradeBot(default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['sell'] = 'market' From 734a9d5d87717bf4ed1be8c6d8b718aeaa2b81da Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 07:15:45 +0100 Subject: [PATCH 0358/1495] Seperate tests related to worker from test_freqtradebot --- tests/test_freqtradebot.py | 75 ----------------------------------- tests/test_integration.py | 6 +-- tests/test_worker.py | 81 ++++++++++++++++++++++++++++++++++++++ 3 files changed, 83 insertions(+), 79 deletions(-) create mode 100644 tests/test_worker.py diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 8538c7f41..1f761b55f 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -14,7 +14,6 @@ import requests from freqtrade import (DependencyException, InvalidOrderException, OperationalException, TemporaryError, constants) from freqtrade.constants import MATH_CLOSE_PREC -from freqtrade.data.dataprovider import DataProvider from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType @@ -49,16 +48,6 @@ def test_freqtradebot_state(mocker, default_conf, markets) -> None: assert freqtrade.state is State.STOPPED -def test_worker_state(mocker, default_conf, markets) -> None: - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - worker = get_patched_worker(mocker, default_conf) - assert worker.state is State.RUNNING - - default_conf.pop('initial_state') - worker = Worker(args=None, config=default_conf) - assert worker.state is State.STOPPED - - def test_cleanup(mocker, default_conf, caplog) -> None: mock_cleanup = MagicMock() mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) @@ -68,69 +57,6 @@ def test_cleanup(mocker, default_conf, caplog) -> None: assert mock_cleanup.call_count == 1 -def test_worker_running(mocker, default_conf, caplog) -> None: - mock_throttle = MagicMock() - mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) - mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock()) - - worker = get_patched_worker(mocker, default_conf) - - state = worker._worker(old_state=None) - assert state is State.RUNNING - assert log_has('Changing state to: RUNNING', caplog) - assert mock_throttle.call_count == 1 - # Check strategy is loaded, and received a dataprovider object - assert worker.freqtrade.strategy - assert worker.freqtrade.strategy.dp - assert isinstance(worker.freqtrade.strategy.dp, DataProvider) - - -def test_worker_stopped(mocker, default_conf, caplog) -> None: - mock_throttle = MagicMock() - mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) - mock_sleep = mocker.patch('time.sleep', return_value=None) - - worker = get_patched_worker(mocker, default_conf) - worker.state = State.STOPPED - state = worker._worker(old_state=State.RUNNING) - assert state is State.STOPPED - assert log_has('Changing state to: STOPPED', caplog) - assert mock_throttle.call_count == 0 - assert mock_sleep.call_count == 1 - - -def test_throttle(mocker, default_conf, caplog) -> None: - def throttled_func(): - return 42 - - caplog.set_level(logging.DEBUG) - worker = get_patched_worker(mocker, default_conf) - - start = time.time() - result = worker._throttle(throttled_func, min_secs=0.1) - end = time.time() - - assert result == 42 - assert end - start > 0.1 - assert log_has('Throttling throttled_func for 0.10 seconds', caplog) - - result = worker._throttle(throttled_func, min_secs=-1) - assert result == 42 - - -def test_throttle_with_assets(mocker, default_conf) -> None: - def throttled_func(nb_assets=-1): - return nb_assets - - worker = get_patched_worker(mocker, default_conf) - - result = worker._throttle(throttled_func, min_secs=0.1, nb_assets=666) - assert result == 666 - - result = worker._throttle(throttled_func, min_secs=0.1) - assert result == -1 - - def test_order_dict_dry_run(default_conf, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2526,7 +2452,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, assert rpc_mock.call_count == 2 - def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) diff --git a/tests/test_integration.py b/tests/test_integration.py index c3a3ada07..37ee24d6c 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -1,11 +1,9 @@ -from unittest.mock import MagicMock, PropertyMock - +from unittest.mock import MagicMock from freqtrade.persistence import Trade from freqtrade.strategy.interface import SellCheckTuple, SellType -from tests.conftest import (patch_exchange, get_patched_freqtradebot, - patch_get_signal) +from tests.conftest import get_patched_freqtradebot, patch_get_signal def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, diff --git a/tests/test_worker.py b/tests/test_worker.py new file mode 100644 index 000000000..72e215210 --- /dev/null +++ b/tests/test_worker.py @@ -0,0 +1,81 @@ +import logging +import time +from unittest.mock import MagicMock, PropertyMock + +from freqtrade.data.dataprovider import DataProvider +from freqtrade.state import State +from freqtrade.worker import Worker +from tests.conftest import get_patched_worker, log_has + + +def test_worker_state(mocker, default_conf, markets) -> None: + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + worker = get_patched_worker(mocker, default_conf) + assert worker.state is State.RUNNING + + default_conf.pop('initial_state') + worker = Worker(args=None, config=default_conf) + assert worker.state is State.STOPPED + + +def test_worker_running(mocker, default_conf, caplog) -> None: + mock_throttle = MagicMock() + mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) + mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock()) + + worker = get_patched_worker(mocker, default_conf) + + state = worker._worker(old_state=None) + assert state is State.RUNNING + assert log_has('Changing state to: RUNNING', caplog) + assert mock_throttle.call_count == 1 + # Check strategy is loaded, and received a dataprovider object + assert worker.freqtrade.strategy + assert worker.freqtrade.strategy.dp + assert isinstance(worker.freqtrade.strategy.dp, DataProvider) + + +def test_worker_stopped(mocker, default_conf, caplog) -> None: + mock_throttle = MagicMock() + mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) + mock_sleep = mocker.patch('time.sleep', return_value=None) + + worker = get_patched_worker(mocker, default_conf) + worker.state = State.STOPPED + state = worker._worker(old_state=State.RUNNING) + assert state is State.STOPPED + assert log_has('Changing state to: STOPPED', caplog) + assert mock_throttle.call_count == 0 + assert mock_sleep.call_count == 1 + + +def test_throttle(mocker, default_conf, caplog) -> None: + def throttled_func(): + return 42 + + caplog.set_level(logging.DEBUG) + worker = get_patched_worker(mocker, default_conf) + + start = time.time() + result = worker._throttle(throttled_func, min_secs=0.1) + end = time.time() + + assert result == 42 + assert end - start > 0.1 + assert log_has('Throttling throttled_func for 0.10 seconds', caplog) + + result = worker._throttle(throttled_func, min_secs=-1) + assert result == 42 + + +def test_throttle_with_assets(mocker, default_conf) -> None: + def throttled_func(nb_assets=-1): + return nb_assets + + worker = get_patched_worker(mocker, default_conf) + + result = worker._throttle(throttled_func, min_secs=0.1, nb_assets=666) + assert result == 666 + + result = worker._throttle(throttled_func, min_secs=0.1) + assert result == -1 From 7be378aaa919befbdbc6fa27dd942638f4a306bb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 07:26:48 +0100 Subject: [PATCH 0359/1495] Remove markets mock where it's not needed --- tests/test_freqtradebot.py | 157 ++++++++++++------------------------- tests/test_integration.py | 6 +- 2 files changed, 51 insertions(+), 112 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 1f761b55f..0ed8e8a77 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -150,18 +150,13 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None: freqtrade._get_trade_stake_amount('ETH/BTC') -def test_get_trade_stake_amount_unlimited_amount(default_conf, - ticker, - limit_buy_order, - fee, - markets, - mocker) -> None: +def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, + limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=default_conf['stake_amount']) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee @@ -222,7 +217,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None: assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21 -def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, edge_conf) -> None: +def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -243,7 +238,6 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) ############################################# @@ -263,7 +257,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, assert trade.sell_reason == SellType.STOP_LOSS.value -def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets, +def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -284,7 +278,6 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), ) ############################################# @@ -303,7 +296,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets, def test_total_open_trades_stakes(mocker, default_conf, ticker, - limit_buy_order, fee, markets) -> None: + limit_buy_order, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['stake_amount'] = 0.0000098751 @@ -313,7 +306,6 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -448,7 +440,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None: assert result == min(8, 2 * 2) / 0.9 -def test_create_trades(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: +def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -456,7 +448,6 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, markets, mock get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) # Save state of current whitelist @@ -482,7 +473,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, markets, mock def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5) @@ -491,7 +482,6 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -501,7 +491,7 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order, def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) @@ -510,7 +500,6 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order, get_ticker=ticker, buy=buy_mock, get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['stake_amount'] = 0.0005 freqtrade = FreqtradeBot(default_conf) @@ -522,7 +511,7 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order, def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) @@ -531,7 +520,6 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or get_ticker=ticker, buy=buy_mock, get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['stake_amount'] = 0.000000005 @@ -551,7 +539,6 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['max_open_trades'] = 0 default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT @@ -564,7 +551,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order, def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee, - markets, mocker, caplog) -> None: + mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -572,7 +559,6 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"] @@ -586,7 +572,7 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee, def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee, - markets, mocker, caplog) -> None: + mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -594,7 +580,6 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['exchange']['pair_whitelist'] = [] freqtrade = FreqtradeBot(default_conf) @@ -625,7 +610,7 @@ def test_create_trades_no_signal(default_conf, fee, mocker) -> None: @pytest.mark.parametrize("max_open", range(0, 5)) def test_create_trades_multiple_trades(default_conf, ticker, - fee, markets, mocker, max_open) -> None: + fee, mocker, max_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['max_open_trades'] = max_open @@ -634,7 +619,6 @@ def test_create_trades_multiple_trades(default_conf, ticker, get_ticker=ticker, buy=MagicMock(return_value={'id': "12355555"}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -645,7 +629,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, assert len(trades) == max_open -def test_create_trades_preopen(default_conf, ticker, fee, markets, mocker) -> None: +def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['max_open_trades'] = 4 @@ -654,7 +638,6 @@ def test_create_trades_preopen(default_conf, ticker, fee, markets, mocker) -> No get_ticker=ticker, buy=MagicMock(return_value={'id': "12355555"}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -673,13 +656,12 @@ def test_create_trades_preopen(default_conf, ticker, fee, markets, mocker) -> No def test_process_trade_creation(default_conf, ticker, limit_buy_order, - markets, fee, mocker, caplog) -> None: + fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_order=MagicMock(return_value=limit_buy_order), get_fee=fee, @@ -708,13 +690,12 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, ) -def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: +def test_process_exchange_failures(default_conf, ticker, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) @@ -726,13 +707,12 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: +def test_process_operational_exception(default_conf, ticker, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(side_effect=OperationalException) ) worker = Worker(args=None, config=default_conf) @@ -745,14 +725,12 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) -> assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] -def test_process_trade_handling( - default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: +def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_order=MagicMock(return_value=limit_buy_order), get_fee=fee, @@ -772,15 +750,14 @@ def test_process_trade_handling( assert len(trades) == 1 -def test_process_trade_no_whitelist_pair( - default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: +def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, + fee, mocker) -> None: """ Test process with trade not in pair list """ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_order=MagicMock(return_value=limit_buy_order), get_fee=fee, @@ -817,7 +794,7 @@ def test_process_trade_no_whitelist_pair( assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist)) -def test_process_informative_pairs_added(default_conf, ticker, markets, mocker) -> None: +def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -828,7 +805,6 @@ def test_process_informative_pairs_added(default_conf, ticker, markets, mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, - markets=PropertyMock(return_value=markets), buy=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) @@ -874,7 +850,7 @@ def test_balance_bigger_last_ask(mocker, default_conf) -> None: assert freqtrade.get_target_bid('ETH/BTC') == 5 -def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> None: +def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) @@ -896,7 +872,6 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non }), buy=buy_mm, get_fee=fee, - markets=PropertyMock(return_value=markets) ) pair = 'ETH/BTC' @@ -993,7 +968,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, - markets, limit_buy_order, limit_sell_order) -> None: + limit_buy_order, limit_sell_order) -> None: stoploss_limit = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) patch_exchange(mocker) @@ -1007,7 +982,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), stoploss_limit=stoploss_limit ) freqtrade = FreqtradeBot(default_conf) @@ -1094,7 +1068,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, - markets, limit_buy_order, limit_sell_order) -> None: + limit_buy_order, limit_sell_order) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one patch_RPCManager(mocker) patch_exchange(mocker) @@ -1108,7 +1082,6 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), get_order=MagicMock(return_value={'status': 'canceled'}), stoploss_limit=MagicMock(side_effect=DependencyException()), ) @@ -1129,7 +1102,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, - markets, limit_buy_order, limit_sell_order): + limit_buy_order, limit_sell_order): rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) sell_mock = MagicMock(return_value={'id': limit_sell_order['id']}) @@ -1143,7 +1116,6 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=sell_mock, get_fee=fee, - markets=PropertyMock(return_value=markets), get_order=MagicMock(return_value={'status': 'canceled'}), stoploss_limit=MagicMock(side_effect=InvalidOrderException()), ) @@ -1266,8 +1238,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, - markets, limit_buy_order, - limit_sell_order) -> None: + limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss_limit = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) @@ -1282,7 +1253,6 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), stoploss_limit=stoploss_limit ) @@ -1335,7 +1305,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, - markets, limit_buy_order, limit_sell_order) -> None: + limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss_limit = MagicMock(return_value={'id': 13434334}) @@ -1353,7 +1323,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets), stoploss_limit=stoploss_limit ) @@ -1654,8 +1623,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde assert not trade.is_open -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, - fee, markets, mocker) -> None: +def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -1668,7 +1636,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -1695,8 +1662,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, assert trade.close_date is not None -def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, - fee, markets, mocker) -> None: +def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -1704,7 +1670,6 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) @@ -1810,7 +1775,7 @@ def test_handle_trade_use_sell_signal( def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -1818,7 +1783,6 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -2148,14 +2112,13 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 -def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: +def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) @@ -2195,14 +2158,13 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc } == last_msg -def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: +def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) @@ -2244,15 +2206,13 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee, - ticker_sell_down, - markets, mocker) -> None: + ticker_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) @@ -2300,8 +2260,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe } == last_msg -def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, - markets, caplog) -> None: +def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) sellmock = MagicMock() @@ -2310,7 +2269,6 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), sell=sellmock ) @@ -2330,9 +2288,8 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, assert log_has('Could not cancel stoploss order abcd', caplog) -def test_execute_sell_with_stoploss_on_exchange(default_conf, - ticker, fee, ticker_sell_up, - markets, mocker) -> None: +def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, + mocker) -> None: default_conf['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) @@ -2349,7 +2306,6 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), symbol_amount_prec=lambda s, x, y: y, symbol_price_prec=lambda s, x, y: y, stoploss_limit=stoploss_limit, @@ -2384,10 +2340,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, assert rpc_mock.call_count == 2 -def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, - ticker, fee, - limit_buy_order, - markets, mocker) -> None: +def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee, + limit_buy_order, mocker) -> None: default_conf['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) @@ -2395,7 +2349,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets), symbol_amount_prec=lambda s, x, y: y, symbol_price_prec=lambda s, x, y: y, ) @@ -2453,14 +2406,13 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, def test_execute_sell_market_order(default_conf, ticker, fee, - ticker_sell_up, markets, mocker) -> None: + ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=ticker, get_fee=fee, - markets=PropertyMock(return_value=markets) ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) @@ -2506,7 +2458,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee, def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2518,7 +2470,6 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'use_sell_signal': True, @@ -2538,7 +2489,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2550,7 +2501,6 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'use_sell_signal': True, @@ -2568,7 +2518,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, assert trade.sell_reason == SellType.SELL_SIGNAL.value -def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: +def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2580,7 +2530,6 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'use_sell_signal': True, @@ -2598,7 +2547,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market assert freqtrade.handle_trade(trade) is False -def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: +def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2610,7 +2559,6 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'use_sell_signal': True, @@ -2932,7 +2880,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee, def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, - fee, markets, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2944,7 +2892,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': False @@ -3239,7 +3186,7 @@ def test_get_real_amount_open_trade(default_conf, mocker): assert freqtrade.get_real_amount(trade, order) == amount -def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker, +def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, mocker, order_book_l2): default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1 @@ -3251,7 +3198,6 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) # Save state of current whitelist @@ -3275,7 +3221,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order, - fee, markets, mocker, order_book_l2): + fee, mocker, order_book_l2): default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence check_depth_of_market will return false default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 @@ -3287,7 +3233,6 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) # Save state of current whitelist freqtrade = FreqtradeBot(default_conf) @@ -3298,7 +3243,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o assert trade is None -def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) -> None: +def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None: """ test if function get_target_bid will return the order book price instead of the ask rate @@ -3307,7 +3252,6 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_order_book=order_book_l2, get_ticker=ticker_mock, @@ -3323,7 +3267,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) assert ticker_mock.call_count == 0 -def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) -> None: +def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None: """ test if function get_target_bid will return the ask rate (since its value is lower) instead of the order book rate (even if enabled) @@ -3332,7 +3276,6 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_order_book=order_book_l2, get_ticker=ticker_mock, @@ -3349,14 +3292,13 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) assert ticker_mock.call_count == 0 -def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) -> None: +def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: """ test check depth of market """ patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_order_book=order_book_l2 ) default_conf['telegram']['enabled'] = False @@ -3371,7 +3313,7 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order, - fee, markets, mocker, order_book_l2) -> None: + fee, mocker, order_book_l2) -> None: """ test order book ask strategy """ @@ -3393,7 +3335,6 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - markets=PropertyMock(return_value=markets) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) diff --git a/tests/test_integration.py b/tests/test_integration.py index 37ee24d6c..c83b2de6d 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -6,10 +6,8 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType from tests.conftest import get_patched_freqtradebot, patch_get_signal -def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, - ticker, fee, - limit_buy_order, - markets, mocker) -> None: +def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, + limit_buy_order, mocker) -> None: """ Tests workflow of selling stoploss_on_exchange. Sells From b6616d7a13e727adf6a43f61d321fdaff88e4cfa Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 10:04:28 +0100 Subject: [PATCH 0360/1495] Add test helping debug #1985 --- tests/test_integration.py | 50 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 50 insertions(+) diff --git a/tests/test_integration.py b/tests/test_integration.py index c83b2de6d..228ed8468 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -4,6 +4,7 @@ from unittest.mock import MagicMock from freqtrade.persistence import Trade from freqtrade.strategy.interface import SellCheckTuple, SellType from tests.conftest import get_patched_freqtradebot, patch_get_signal +from freqtrade.rpc.rpc import RPC def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, @@ -107,3 +108,52 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, trade = trades[2] assert trade.sell_reason == SellType.SELL_SIGNAL.value assert not trade.is_open + + +def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker) -> None: + """ + Tests workflow + """ + default_conf['max_open_trades'] = 5 + default_conf['forcebuy_enable'] = True + default_conf['stake_amount'] = 'unlimited' + default_conf['exchange']['name'] = 'binance' + default_conf['telegram']['enabled'] = True + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) + mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock( + side_effect=[1000, 800, 600, 400, 200] + )) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker, + get_fee=fee, + symbol_amount_prec=lambda s, x, y: y, + symbol_price_prec=lambda s, x, y: y, + ) + + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + create_stoploss_order=MagicMock(return_value=True), + update_trade_state=MagicMock(), + _notify_sell=MagicMock(), + ) + + freqtrade = get_patched_freqtradebot(mocker, default_conf) + rpc = RPC(freqtrade) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + # Switch ordertype to market to close trade immediately + freqtrade.strategy.order_types['sell'] = 'market' + patch_get_signal(freqtrade) + + # Create 4 trades + freqtrade.create_trades() + + trades = Trade.query.all() + assert len(trades) == 4 + rpc._rpc_forcebuy('TKN/BTC', None) + + trades = Trade.query.all() + assert len(trades) == 5 + + for trade in trades: + assert trade.stake_amount == 200 From 9a42afe0bec5442b4f0805ba190211829efde22d Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 10:39:24 +0100 Subject: [PATCH 0361/1495] Move exchange-constants and retriers to exchange.common --- freqtrade/exchange/__init__.py | 3 +- freqtrade/exchange/common.py | 124 ++++++++++++++++++++++++++++++++ freqtrade/exchange/exchange.py | 123 +------------------------------ tests/exchange/test_exchange.py | 8 +-- 4 files changed, 132 insertions(+), 126 deletions(-) create mode 100644 freqtrade/exchange/common.py diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 0948692f1..c107f7abc 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,4 +1,5 @@ -from freqtrade.exchange.exchange import Exchange, MAP_EXCHANGE_CHILDCLASS # noqa: F401 +from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS # noqa: F401 +from freqtrade.exchange.exchange import Exchange # noqa: F401 from freqtrade.exchange.exchange import (get_exchange_bad_reason, # noqa: F401 is_exchange_bad, is_exchange_known_ccxt, diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py new file mode 100644 index 000000000..ed30b95c7 --- /dev/null +++ b/freqtrade/exchange/common.py @@ -0,0 +1,124 @@ +import logging + +from freqtrade import DependencyException, TemporaryError + +logger = logging.getLogger(__name__) + + +API_RETRY_COUNT = 4 +BAD_EXCHANGES = { + "bitmex": "Various reasons.", + "bitstamp": "Does not provide history. " + "Details in https://github.com/freqtrade/freqtrade/issues/1983", + "hitbtc": "This API cannot be used with Freqtrade. " + "Use `hitbtc2` exchange id to access this exchange.", + **dict.fromkeys([ + 'adara', + 'anxpro', + 'bigone', + 'coinbase', + 'coinexchange', + 'coinmarketcap', + 'lykke', + 'xbtce', + ], "Does not provide timeframes. ccxt fetchOHLCV: False"), + **dict.fromkeys([ + 'bcex', + 'bit2c', + 'bitbay', + 'bitflyer', + 'bitforex', + 'bithumb', + 'bitso', + 'bitstamp1', + 'bl3p', + 'braziliex', + 'btcbox', + 'btcchina', + 'btctradeim', + 'btctradeua', + 'bxinth', + 'chilebit', + 'coincheck', + 'coinegg', + 'coinfalcon', + 'coinfloor', + 'coingi', + 'coinmate', + 'coinone', + 'coinspot', + 'coolcoin', + 'crypton', + 'deribit', + 'exmo', + 'exx', + 'flowbtc', + 'foxbit', + 'fybse', + # 'hitbtc', + 'ice3x', + 'independentreserve', + 'indodax', + 'itbit', + 'lakebtc', + 'latoken', + 'liquid', + 'livecoin', + 'luno', + 'mixcoins', + 'negociecoins', + 'nova', + 'paymium', + 'southxchange', + 'stronghold', + 'surbitcoin', + 'therock', + 'tidex', + 'vaultoro', + 'vbtc', + 'virwox', + 'yobit', + 'zaif', + ], "Does not provide timeframes. ccxt fetchOHLCV: emulated"), +} + +MAP_EXCHANGE_CHILDCLASS = { + 'binanceus': 'binance', + 'binanceje': 'binance', +} + + +def retrier_async(f): + async def wrapper(*args, **kwargs): + count = kwargs.pop('count', API_RETRY_COUNT) + try: + return await f(*args, **kwargs) + except (TemporaryError, DependencyException) as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + return await wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper + + +def retrier(f): + def wrapper(*args, **kwargs): + count = kwargs.pop('count', API_RETRY_COUNT) + try: + return f(*args, **kwargs) + except (TemporaryError, DependencyException) as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 023e16cc5..430a2ff54 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -14,137 +14,18 @@ from typing import Any, Dict, List, Optional, Tuple import arrow import ccxt import ccxt.async_support as ccxt_async -from ccxt.base.decimal_to_precision import ROUND_UP, ROUND_DOWN +from ccxt.base.decimal_to_precision import ROUND_DOWN, ROUND_UP from pandas import DataFrame from freqtrade import (DependencyException, InvalidOrderException, OperationalException, TemporaryError, constants) from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async from freqtrade.misc import deep_merge_dicts - logger = logging.getLogger(__name__) -API_RETRY_COUNT = 4 -BAD_EXCHANGES = { - "bitmex": "Various reasons.", - "bitstamp": "Does not provide history. " - "Details in https://github.com/freqtrade/freqtrade/issues/1983", - "hitbtc": "This API cannot be used with Freqtrade. " - "Use `hitbtc2` exchange id to access this exchange.", - **dict.fromkeys([ - 'adara', - 'anxpro', - 'bigone', - 'coinbase', - 'coinexchange', - 'coinmarketcap', - 'lykke', - 'xbtce', - ], "Does not provide timeframes. ccxt fetchOHLCV: False"), - **dict.fromkeys([ - 'bcex', - 'bit2c', - 'bitbay', - 'bitflyer', - 'bitforex', - 'bithumb', - 'bitso', - 'bitstamp1', - 'bl3p', - 'braziliex', - 'btcbox', - 'btcchina', - 'btctradeim', - 'btctradeua', - 'bxinth', - 'chilebit', - 'coincheck', - 'coinegg', - 'coinfalcon', - 'coinfloor', - 'coingi', - 'coinmate', - 'coinone', - 'coinspot', - 'coolcoin', - 'crypton', - 'deribit', - 'exmo', - 'exx', - 'flowbtc', - 'foxbit', - 'fybse', - # 'hitbtc', - 'ice3x', - 'independentreserve', - 'indodax', - 'itbit', - 'lakebtc', - 'latoken', - 'liquid', - 'livecoin', - 'luno', - 'mixcoins', - 'negociecoins', - 'nova', - 'paymium', - 'southxchange', - 'stronghold', - 'surbitcoin', - 'therock', - 'tidex', - 'vaultoro', - 'vbtc', - 'virwox', - 'yobit', - 'zaif', - ], "Does not provide timeframes. ccxt fetchOHLCV: emulated"), - } - -MAP_EXCHANGE_CHILDCLASS = { - 'binanceus': 'binance', - 'binanceje': 'binance', -} - - -def retrier_async(f): - async def wrapper(*args, **kwargs): - count = kwargs.pop('count', API_RETRY_COUNT) - try: - return await f(*args, **kwargs) - except (TemporaryError, DependencyException) as ex: - logger.warning('%s() returned exception: "%s"', f.__name__, ex) - if count > 0: - count -= 1 - kwargs.update({'count': count}) - logger.warning('retrying %s() still for %s times', f.__name__, count) - return await wrapper(*args, **kwargs) - else: - logger.warning('Giving up retrying: %s()', f.__name__) - raise ex - return wrapper - - -def retrier(f): - def wrapper(*args, **kwargs): - count = kwargs.pop('count', API_RETRY_COUNT) - try: - return f(*args, **kwargs) - except (TemporaryError, DependencyException) as ex: - logger.warning('%s() returned exception: "%s"', f.__name__, ex) - if count > 0: - count -= 1 - kwargs.update({'count': count}) - logger.warning('retrying %s() still for %s times', f.__name__, count) - return wrapper(*args, **kwargs) - else: - logger.warning('Giving up retrying: %s()', f.__name__) - raise ex - return wrapper - - class Exchange: _config: Dict = {} diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 4eb0df1a3..8a4121d80 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -14,13 +14,13 @@ from pandas import DataFrame from freqtrade import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Binance, Exchange, Kraken -from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes, +from freqtrade.exchange.common import API_RETRY_COUNT +from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair, + timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date, - timeframe_to_seconds, - symbol_is_pair, - market_is_active) + timeframe_to_seconds) from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_patched_exchange, log_has, log_has_re From a80e49bd8174d7a335c1393f0880e5e36543e1c8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 31 Oct 2019 12:49:41 +0100 Subject: [PATCH 0362/1495] Change level of rpi header --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index 50f24d3e8..9180beb40 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -95,7 +95,7 @@ sudo apt-get update sudo apt-get install build-essential git ``` -#### Raspberry Pi / Raspbian +### Raspberry Pi / Raspbian The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019. This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running. From 241d94756466c1a65b966ba8d3e8db81d5812e2e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 Nov 2019 15:39:25 +0100 Subject: [PATCH 0363/1495] Add new runmodes --- freqtrade/configuration/check_exchange.py | 3 ++- freqtrade/configuration/config_validation.py | 3 ++- freqtrade/state.py | 4 +++- freqtrade/utils.py | 6 +++--- 4 files changed, 10 insertions(+), 6 deletions(-) diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py index 5e811fb81..5d963db47 100644 --- a/freqtrade/configuration/check_exchange.py +++ b/freqtrade/configuration/check_exchange.py @@ -21,7 +21,8 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool: and thus is not known for the Freqtrade at all. """ - if config['runmode'] in [RunMode.PLOT] and not config.get('exchange', {}).get('name'): + if (config['runmode'] in [RunMode.PLOT, RunMode.UTIL_NO_EXCHANGE] + and not config.get('exchange', {}).get('name')): # Skip checking exchange in plot mode, since it requires no exchange return True logger.info("Checking exchange...") diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 93d93263f..8083264e2 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -118,7 +118,8 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None: """ Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does. """ - if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT]: + if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT, + RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]: return if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList' diff --git a/freqtrade/state.py b/freqtrade/state.py index d4a2adba0..ed8c75def 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -25,5 +25,7 @@ class RunMode(Enum): BACKTEST = "backtest" EDGE = "edge" HYPEROPT = "hyperopt" + UTIL_EXCHANGE = "util_exchange" + UTIL_NO_EXCHANGE = "util_no_exchange" PLOT = "plot" - OTHER = "other" # Used for plotting scripts and test + OTHER = "other" diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 25e883c76..630de0f5a 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -74,7 +74,7 @@ def start_download_data(args: Dict[str, Any]) -> None: """ Download data (former download_backtest_data.py script) """ - config = setup_utils_configuration(args, RunMode.OTHER) + config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) timerange = TimeRange() if 'days' in config: @@ -123,7 +123,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: """ Print ticker intervals (timeframes) available on Exchange """ - config = setup_utils_configuration(args, RunMode.OTHER) + config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) # Do not use ticker_interval set in the config config['ticker_interval'] = None @@ -144,7 +144,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: :param pairs_only: if True print only pairs, otherwise print all instruments (markets) :return: None """ - config = setup_utils_configuration(args, RunMode.OTHER) + config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) # Init exchange exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange From 691cec7956e17256af27506216954b2cd6f043cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 Nov 2019 16:42:57 +0100 Subject: [PATCH 0364/1495] Be more selective which startup-messages are shown --- freqtrade/configuration/configuration.py | 46 +++++++++++++----------- freqtrade/state.py | 5 +++ 2 files changed, 31 insertions(+), 20 deletions(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index be1c7ab4e..4637e3e5d 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -17,7 +17,7 @@ from freqtrade.configuration.directory_operations import (create_datadir, from freqtrade.configuration.load_config import load_config_file from freqtrade.loggers import setup_logging from freqtrade.misc import deep_merge_dicts, json_load -from freqtrade.state import RunMode +from freqtrade.state import RunMode, TRADING_MODES, NON_UTIL_MODES logger = logging.getLogger(__name__) @@ -98,14 +98,16 @@ class Configuration: # Keep a copy of the original configuration file config['original_config'] = deepcopy(config) + self._process_runmode(config) + self._process_common_options(config) + self._process_trading_options(config) + self._process_optimize_options(config) self._process_plot_options(config) - self._process_runmode(config) - # Check if the exchange set by the user is supported check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True)) @@ -130,6 +132,22 @@ class Configuration: setup_logging(config) + def _process_trading_options(self, config: Dict[str, Any]) -> None: + if config['runmode'] not in TRADING_MODES: + return + + if config.get('dry_run', False): + logger.info('Dry run is enabled') + if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: + # Default to in-memory db for dry_run if not specified + config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL + else: + if not config.get('db_url', None): + config['db_url'] = constants.DEFAULT_DB_PROD_URL + logger.info('Dry run is disabled') + + logger.info(f'Using DB: "{config["db_url"]}"') + def _process_common_options(self, config: Dict[str, Any]) -> None: self._process_logging_options(config) @@ -146,25 +164,9 @@ class Configuration: config.update({'db_url': self.args["db_url"]}) logger.info('Parameter --db-url detected ...') - if config.get('dry_run', False): - logger.info('Dry run is enabled') - if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: - # Default to in-memory db for dry_run if not specified - config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL - else: - if not config.get('db_url', None): - config['db_url'] = constants.DEFAULT_DB_PROD_URL - logger.info('Dry run is disabled') - - logger.info(f'Using DB: "{config["db_url"]}"') - if config.get('forcebuy_enable', False): logger.warning('`forcebuy` RPC message enabled.') - # Setting max_open_trades to infinite if -1 - if config.get('max_open_trades') == -1: - config['max_open_trades'] = float('inf') - # Support for sd_notify if 'sd_notify' in self.args and self.args["sd_notify"]: config['internals'].update({'sd_notify': True}) @@ -212,6 +214,10 @@ class Configuration: self._args_to_config(config, argname='position_stacking', logstring='Parameter --enable-position-stacking detected ...') + # Setting max_open_trades to infinite if -1 + if config.get('max_open_trades') == -1: + config['max_open_trades'] = float('inf') + if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]: config.update({'use_max_market_positions': False}) logger.info('Parameter --disable-max-market-positions detected ...') @@ -220,7 +226,7 @@ class Configuration: config.update({'max_open_trades': self.args["max_open_trades"]}) logger.info('Parameter --max_open_trades detected, ' 'overriding max_open_trades to: %s ...', config.get('max_open_trades')) - else: + elif config['runmode'] in NON_UTIL_MODES: logger.info('Using max_open_trades: %s ...', config.get('max_open_trades')) self._args_to_config(config, argname='stake_amount', diff --git a/freqtrade/state.py b/freqtrade/state.py index ed8c75def..415f6f5f2 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -29,3 +29,8 @@ class RunMode(Enum): UTIL_NO_EXCHANGE = "util_no_exchange" PLOT = "plot" OTHER = "other" + + +TRADING_MODES = [RunMode.LIVE, RunMode.DRY_RUN] +OPTIMIZE_MODES = [RunMode.BACKTEST, RunMode.EDGE, RunMode.HYPEROPT] +NON_UTIL_MODES = TRADING_MODES + OPTIMIZE_MODES From 2124661cee43affc660cb08f07af26d68004c35d Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 2 Nov 2019 02:22:58 +0300 Subject: [PATCH 0365/1495] Update faq with examples of grepping the log --- docs/faq.md | 38 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 38 insertions(+) diff --git a/docs/faq.md b/docs/faq.md index dd92d310e..7652ec278 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -55,6 +55,44 @@ If you have restricted pairs in your whitelist, you'll get a warning message in If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you. If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist. +### How do I search the bot logs for something? + +By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout. + +* In unix shells, this normally can be done as simple as: +```shell +freqtrade --some-options 2>&1 >/dev/null | grep 'something' +``` +(note, `2>&1` and `>/dev/null` should be written in this order) + +* Bash interpreter also supports so called process substitution syntax, you can grep the log for a string with it as: +```shell +$ freqtrade --some-options 2> >(grep 'something') >/dev/null +``` +or +```shell +$ freqtrade --some-options 2> >(grep -v 'something' 1>&2) +``` + +* You can also write the copy of Freqtrade log messages to a file with the `--logfile` option: +```shell +$ freqtrade --logfile /path/to/mylogfile.log --some-options +``` +and then grep it as: +```shell +$ cat /path/to/mylogfile.log | grep 'something' +``` +or even on the fly, as the bot works and the logfile grows: +```shell +$ tail -f /path/to/mylogfile.log | grep 'something' +``` +from a separate terminal window. + +On Windows, the `--logfilename` option is also supported by Freqtrade and you can use the `findstr` command to search the log for the string of interest: +``` +> type \path\to\mylogfile.log | findstr "something" +``` + ## Hyperopt module ### How many epoch do I need to get a good Hyperopt result? From e9af6b393f5ff7aa34e2e0d63879ced22741343e Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 2 Nov 2019 02:32:57 +0300 Subject: [PATCH 0366/1495] Fix typo --- docs/faq.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/faq.md b/docs/faq.md index 7652ec278..7fdd54958 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -61,7 +61,7 @@ By default, the bot writes its log into stderr stream. This is implemented this * In unix shells, this normally can be done as simple as: ```shell -freqtrade --some-options 2>&1 >/dev/null | grep 'something' +$ freqtrade --some-options 2>&1 >/dev/null | grep 'something' ``` (note, `2>&1` and `>/dev/null` should be written in this order) From 861f10dca65b64a76a3fd83459161b95e2a737ef Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 11:10:33 +0100 Subject: [PATCH 0367/1495] Allow populate-indicators to come from strategy --- freqtrade/optimize/hyperopt_interface.py | 12 +----------- freqtrade/resolvers/hyperopt_resolver.py | 3 +++ 2 files changed, 4 insertions(+), 11 deletions(-) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 4208b29d3..142f305df 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -5,10 +5,9 @@ This module defines the interface to apply for hyperopts import logging import math -from abc import ABC, abstractmethod +from abc import ABC from typing import Dict, Any, Callable, List -from pandas import DataFrame from skopt.space import Dimension, Integer, Real from freqtrade import OperationalException @@ -42,15 +41,6 @@ class IHyperOpt(ABC): # Assign ticker_interval to be used in hyperopt IHyperOpt.ticker_interval = str(config['ticker_interval']) - @staticmethod - @abstractmethod - def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Populate indicators that will be used in the Buy and Sell strategy. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe(). - :return: A Dataframe with all mandatory indicators for the strategies. - """ - @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index db51c3ca5..1ad53fe33 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -34,6 +34,9 @@ class HyperOptResolver(IResolver): self.hyperopt = self._load_hyperopt(hyperopt_name, config, extra_dir=config.get('hyperopt_path')) + if not hasattr(self.hyperopt, 'populate_indicators'): + logger.warning("Hyperopt class does not provide populate_indicators() method. " + "Using populate_indicators from the strategy.") if not hasattr(self.hyperopt, 'populate_buy_trend'): logger.warning("Hyperopt class does not provide populate_buy_trend() method. " "Using populate_buy_trend from the strategy.") From 97d0f93d3ce0d4ab3decaa75f7b0432fc320efd4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 11:11:13 +0100 Subject: [PATCH 0368/1495] Align samples (hyperopt and strategy) to work together --- user_data/hyperopts/sample_hyperopt.py | 33 ++----------------------- user_data/strategies/sample_strategy.py | 15 +++++------ 2 files changed, 10 insertions(+), 38 deletions(-) diff --git a/user_data/hyperopts/sample_hyperopt.py b/user_data/hyperopts/sample_hyperopt.py index fabfdb23e..2721ab405 100644 --- a/user_data/hyperopts/sample_hyperopt.py +++ b/user_data/hyperopts/sample_hyperopt.py @@ -2,12 +2,11 @@ from functools import reduce from typing import Any, Callable, Dict, List -from datetime import datetime -import numpy as np +import numpy as np # noqa import talib.abstract as ta from pandas import DataFrame -from skopt.space import Categorical, Dimension, Integer, Real +from skopt.space import Categorical, Dimension, Integer, Real # noqa import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.optimize.hyperopt_interface import IHyperOpt @@ -34,34 +33,6 @@ class SampleHyperOpts(IHyperOpt): Sample implementation of these methods can be found in https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py """ - @staticmethod - def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: - """ - Add several indicators needed for buy and sell strategies defined below. - """ - # ADX - dataframe['adx'] = ta.ADX(dataframe) - # MACD - macd = ta.MACD(dataframe) - dataframe['macd'] = macd['macd'] - dataframe['macdsignal'] = macd['macdsignal'] - # MFI - dataframe['mfi'] = ta.MFI(dataframe) - # RSI - dataframe['rsi'] = ta.RSI(dataframe) - # Stochastic Fast - stoch_fast = ta.STOCHF(dataframe) - dataframe['fastd'] = stoch_fast['fastd'] - # Minus-DI - dataframe['minus_di'] = ta.MINUS_DI(dataframe) - # Bollinger bands - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) - dataframe['bb_lowerband'] = bollinger['lower'] - dataframe['bb_upperband'] = bollinger['upper'] - # SAR - dataframe['sar'] = ta.SAR(dataframe) - - return dataframe @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py index c2fd681d2..36dea65c9 100644 --- a/user_data/strategies/sample_strategy.py +++ b/user_data/strategies/sample_strategy.py @@ -107,16 +107,16 @@ class SampleStrategy(IStrategy): # RSI dataframe['rsi'] = ta.RSI(dataframe) - """ + # ADX dataframe['adx'] = ta.ADX(dataframe) - + """ # Awesome oscillator dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) # Commodity Channel Index: values Oversold:<-100, Overbought:>100 dataframe['cci'] = ta.CCI(dataframe) - + """ # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] @@ -126,6 +126,7 @@ class SampleStrategy(IStrategy): # MFI dataframe['mfi'] = ta.MFI(dataframe) + """ # Minus Directional Indicator / Movement dataframe['minus_dm'] = ta.MINUS_DM(dataframe) dataframe['minus_di'] = ta.MINUS_DI(dataframe) @@ -149,12 +150,13 @@ class SampleStrategy(IStrategy): stoch = ta.STOCH(dataframe) dataframe['slowd'] = stoch['slowd'] dataframe['slowk'] = stoch['slowk'] - + """ # Stoch fast stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] + """ # Stoch RSI stoch_rsi = ta.STOCHRSI(dataframe) dataframe['fastd_rsi'] = stoch_rsi['fastd'] @@ -178,12 +180,11 @@ class SampleStrategy(IStrategy): dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) - # SAR Parabol - dataframe['sar'] = ta.SAR(dataframe) - # SMA - Simple Moving Average dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) """ + # SAR Parabol + dataframe['sar'] = ta.SAR(dataframe) # TEMA - Triple Exponential Moving Average dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) From 12e86ee4bd48300cf5057ebecc11f7b8b257089c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 11:12:08 +0100 Subject: [PATCH 0369/1495] Make travis test-hyperopt the sample strategy --- .travis.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.travis.yml b/.travis.yml index eb171521d..1cc22dfbd 100644 --- a/.travis.yml +++ b/.travis.yml @@ -32,7 +32,7 @@ jobs: name: backtest - script: - cp config.json.example config.json - - freqtrade --datadir tests/testdata hyperopt -e 5 + - freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5 name: hyperopt - script: flake8 name: flake8 From 3287cdd47ad5fa042f7f82f85c66a47666aa1530 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 13:01:36 +0100 Subject: [PATCH 0370/1495] Improve documentation regarding loading methods from hyperopt --- docs/hyperopt.md | 23 +++++++++++++++---- .../hyperopts/sample_hyperopt_advanced.py | 13 +++++++---- 2 files changed, 27 insertions(+), 9 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 99331707f..3c42a0428 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -23,17 +23,23 @@ Configuring hyperopt is similar to writing your own strategy, and many tasks wil Depending on the space you want to optimize, only some of the below are required: -* fill `populate_indicators` - probably a copy from your strategy * fill `buy_strategy_generator` - for buy signal optimization * fill `indicator_space` - for buy signal optimzation * fill `sell_strategy_generator` - for sell signal optimization * fill `sell_indicator_space` - for sell signal optimzation -Optional, but recommended: +!!! Note + `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work. +Optional - can also be loaded from a strategy: + +* copy `populate_indicators` from your strategy - otherwise default-strategy will be used * copy `populate_buy_trend` from your strategy - otherwise default-strategy will be used * copy `populate_sell_trend` from your strategy - otherwise default-strategy will be used +!!! Note + Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead. + Rarely you may also need to override: * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default) @@ -156,7 +162,7 @@ that minimizes the value of the [loss function](#loss-functions). The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators. When you want to test an indicator that isn't used by the bot currently, remember to -add it to the `populate_indicators()` method in `hyperopt.py`. +add it to the `populate_indicators()` method in your custom hyperopt file. ## Loss-functions @@ -270,6 +276,14 @@ For example, to use one month of data, pass the following parameter to the hyper freqtrade hyperopt --timerange 20180401-20180501 ``` +### Running Hyperopt using methods from a strategy + +Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided. + +```bash +freqtrade --strategy SampleStrategy hyperopt --customhyperopt SampleHyperopt +``` + ### Running Hyperopt with Smaller Search Space Use the `--spaces` argument to limit the search space used by hyperopt. @@ -341,8 +355,7 @@ So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that t (dataframe['rsi'] < 29.0) ``` -Translating your whole hyperopt result as the new buy-signal -would then look like: +Translating your whole hyperopt result as the new buy-signal would then look like: ```python def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: diff --git a/user_data/hyperopts/sample_hyperopt_advanced.py b/user_data/hyperopts/sample_hyperopt_advanced.py index 00062a58d..6986854ee 100644 --- a/user_data/hyperopts/sample_hyperopt_advanced.py +++ b/user_data/hyperopts/sample_hyperopt_advanced.py @@ -37,6 +37,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): """ @staticmethod def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame: + """ + This method can also be loaded from the strategy, if it doesn't exist in the hyperopt class. + """ dataframe['adx'] = ta.ADX(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] @@ -229,8 +232,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators. Should be a copy of from strategy - must align to populate_indicators in this file + Based on TA indicators. + Can be a copy of from the strategy, or will be loaded from the strategy. + must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include buy """ dataframe.loc[ @@ -246,8 +250,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators. Should be a copy of from strategy - must align to populate_indicators in this file + Based on TA indicators. + Can be a copy of from the strategy, or will be loaded from the strategy. + must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include sell """ dataframe.loc[ From 80ad37ad93761b8ab69df1a2f10a3a14b4e6ad85 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Nov 2019 14:17:15 +0100 Subject: [PATCH 0371/1495] Updated plot_indicators test --- tests/optimize/test_hyperopt.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 675bbd62e..36902dcfc 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -149,6 +149,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) hyperopt = DefaultHyperOpt + delattr(hyperopt, 'populate_indicators') delattr(hyperopt, 'populate_buy_trend') delattr(hyperopt, 'populate_sell_trend') mocker.patch( @@ -156,8 +157,11 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: MagicMock(return_value=hyperopt(default_conf)) ) x = HyperOptResolver(default_conf, ).hyperopt + assert not hasattr(x, 'populate_indicators') assert not hasattr(x, 'populate_buy_trend') assert not hasattr(x, 'populate_sell_trend') + assert log_has("Hyperopt class does not provide populate_indicators() method. " + "Using populate_indicators from the strategy.", caplog) assert log_has("Hyperopt class does not provide populate_sell_trend() method. " "Using populate_sell_trend from the strategy.", caplog) assert log_has("Hyperopt class does not provide populate_buy_trend() method. " From 6550e1fa992bef966fcffe1703ede0a20851da04 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Nov 2019 09:55:38 +0100 Subject: [PATCH 0372/1495] Change docstring in sampleHyperopt --- user_data/hyperopts/sample_hyperopt_advanced.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/user_data/hyperopts/sample_hyperopt_advanced.py b/user_data/hyperopts/sample_hyperopt_advanced.py index 6986854ee..c5d28878c 100644 --- a/user_data/hyperopts/sample_hyperopt_advanced.py +++ b/user_data/hyperopts/sample_hyperopt_advanced.py @@ -233,8 +233,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators. - Can be a copy of from the strategy, or will be loaded from the strategy. - must align to populate_indicators used (either from this File, or from the strategy) + Can be a copy of the corresponding method from the strategy, + or will be loaded from the strategy. + Must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include buy """ dataframe.loc[ @@ -251,8 +252,9 @@ class AdvancedSampleHyperOpts(IHyperOpt): def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators. - Can be a copy of from the strategy, or will be loaded from the strategy. - must align to populate_indicators used (either from this File, or from the strategy) + Can be a copy of the corresponding method from the strategy, + or will be loaded from the strategy. + Must align to populate_indicators used (either from this File, or from the strategy) Only used when --spaces does not include sell """ dataframe.loc[ From 3eca80217c741f226a2dafa2c7db69cac2561de9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Nov 2019 10:18:46 +0100 Subject: [PATCH 0373/1495] Don't check exchange for Utils commands --- freqtrade/configuration/check_exchange.py | 2 +- tests/test_configuration.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py index 5d963db47..9e7ce70a9 100644 --- a/freqtrade/configuration/check_exchange.py +++ b/freqtrade/configuration/check_exchange.py @@ -21,7 +21,7 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool: and thus is not known for the Freqtrade at all. """ - if (config['runmode'] in [RunMode.PLOT, RunMode.UTIL_NO_EXCHANGE] + if (config['runmode'] in [RunMode.PLOT, RunMode.UTIL_NO_EXCHANGE, RunMode.OTHER] and not config.get('exchange', {}).get('name')): # Skip checking exchange in plot mode, since it requires no exchange return True diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 545dd5df4..6cb6ca758 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -545,7 +545,7 @@ def test_check_exchange(default_conf, caplog) -> None: # Test no exchange... default_conf.get('exchange').update({'name': ''}) - default_conf['runmode'] = RunMode.OTHER + default_conf['runmode'] = RunMode.UTIL_EXCHANGE with pytest.raises(OperationalException, match=r'This command requires a configured exchange.*'): check_exchange(default_conf) From 1e44f93c31a5adbc0617f3767574b2a06b9ec56d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Nov 2019 10:38:21 +0100 Subject: [PATCH 0374/1495] Fix pandas access warning --- freqtrade/optimize/backtesting.py | 3 ++- tests/optimize/test_backtest_detail.py | 3 +-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index fe31912bc..076857e62 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -245,7 +245,8 @@ class Backtesting: ticker: Dict = {} # Create ticker dict for pair, pair_data in processed.items(): - pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run + pair_data.loc[:, 'buy'] = 0 # cleanup from previous run + pair_data.loc[:, 'sell'] = 0 # cleanup from previous run ticker_data = self.strategy.advise_sell( self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 345e423cd..54f4c8796 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -3,7 +3,6 @@ import logging from unittest.mock import MagicMock import pytest -from pandas import DataFrame from freqtrade.data.history import get_timeframe from freqtrade.optimize.backtesting import Backtesting @@ -313,7 +312,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: pair = "UNITTEST/BTC" # Dummy data as we mock the analyze functions - data_processed = {pair: DataFrame()} + data_processed = {pair: frame.copy()} min_date, max_date = get_timeframe({pair: frame}) results = backtesting.backtest( { From 871019c8b9f8e50f98f8f45128690672e44b681d Mon Sep 17 00:00:00 2001 From: Gautier Pialat Date: Tue, 5 Nov 2019 12:08:57 +0100 Subject: [PATCH 0375/1495] docker doc update about restart policy --- docs/docker.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/docker.md b/docs/docker.md index 8a254b749..7b9fce85f 100644 --- a/docs/docker.md +++ b/docs/docker.md @@ -170,6 +170,9 @@ docker run -d \ !!! Note All available bot command line parameters can be added to the end of the `docker run` command. +!!! Note + you can define a [restart policy](https://docs.docker.com/config/containers/start-containers-automatically/) in docker. It can be useful in some cases to use the `--restart unless-stopped` flag (crash of freqtrade or reboot of your system). + ### Monitor your Docker instance You can use the following commands to monitor and manage your container: From f6a66cd3de7a1e1dafc6e85788c37dce5435eaed Mon Sep 17 00:00:00 2001 From: Gautier Pialat Date: Tue, 5 Nov 2019 12:14:39 +0100 Subject: [PATCH 0376/1495] Fix typo --- docs/docker.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/docker.md b/docs/docker.md index 7b9fce85f..a06d82bdc 100644 --- a/docs/docker.md +++ b/docs/docker.md @@ -171,7 +171,7 @@ docker run -d \ All available bot command line parameters can be added to the end of the `docker run` command. !!! Note - you can define a [restart policy](https://docs.docker.com/config/containers/start-containers-automatically/) in docker. It can be useful in some cases to use the `--restart unless-stopped` flag (crash of freqtrade or reboot of your system). + You can define a [restart policy](https://docs.docker.com/config/containers/start-containers-automatically/) in docker. It can be useful in some cases to use the `--restart unless-stopped` flag (crash of freqtrade or reboot of your system). ### Monitor your Docker instance From eb0b0350e031bdd1dca7fc9d7d8ef9eaa41fdfe7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Nov 2019 12:39:19 +0100 Subject: [PATCH 0377/1495] Introduce remove_credentials to remove code duplication --- freqtrade/configuration/__init__.py | 1 + freqtrade/configuration/check_exchange.py | 13 +++++++++++++ freqtrade/optimize/backtesting.py | 10 +++------- freqtrade/optimize/edge_cli.py | 17 +++++++---------- freqtrade/utils.py | 6 ++---- tests/test_configuration.py | 22 +++++++++++++++++----- tests/test_utils.py | 2 +- 7 files changed, 44 insertions(+), 27 deletions(-) diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py index ac59421a7..63c38d8c5 100644 --- a/freqtrade/configuration/__init__.py +++ b/freqtrade/configuration/__init__.py @@ -1,4 +1,5 @@ from freqtrade.configuration.arguments import Arguments # noqa: F401 +from freqtrade.configuration.check_exchange import check_exchange, remove_credentials # noqa: F401 from freqtrade.configuration.timerange import TimeRange # noqa: F401 from freqtrade.configuration.configuration import Configuration # noqa: F401 from freqtrade.configuration.config_validation import validate_config_consistency # noqa: F401 diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py index 9e7ce70a9..c739de692 100644 --- a/freqtrade/configuration/check_exchange.py +++ b/freqtrade/configuration/check_exchange.py @@ -10,6 +10,19 @@ from freqtrade.state import RunMode logger = logging.getLogger(__name__) +def remove_credentials(config: Dict[str, Any]): + """ + Removes exchange keys from the configuration and specifies dry-run + Used for backtesting / hyperopt / edge and utils. + Modifies the input dict! + """ + config['exchange']['key'] = '' + config['exchange']['secret'] = '' + config['exchange']['password'] = '' + config['exchange']['uid'] = '' + config['dry_run'] = True + + def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool: """ Check if the exchange name in the config file is supported by Freqtrade diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 076857e62..ee3a135d2 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -10,9 +10,10 @@ from pathlib import Path from typing import Any, Dict, List, NamedTuple, Optional from pandas import DataFrame +from tabulate import tabulate from freqtrade import OperationalException -from freqtrade.configuration import TimeRange +from freqtrade.configuration import TimeRange, remove_credentials from freqtrade.data import history from freqtrade.data.dataprovider import DataProvider from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds @@ -21,7 +22,6 @@ from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode from freqtrade.strategy.interface import IStrategy, SellType -from tabulate import tabulate logger = logging.getLogger(__name__) @@ -57,11 +57,7 @@ class Backtesting: self.config = config # Reset keys for backtesting - self.config['exchange']['key'] = '' - self.config['exchange']['secret'] = '' - self.config['exchange']['password'] = '' - self.config['exchange']['uid'] = '' - self.config['dry_run'] = True + remove_credentials(self.config) self.strategylist: List[IStrategy] = [] self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 1ba6bcc65..5a4543884 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -4,12 +4,13 @@ This module contains the edge backtesting interface """ import logging -from typing import Dict, Any -from tabulate import tabulate -from freqtrade import constants -from freqtrade.edge import Edge +from typing import Any, Dict -from freqtrade.configuration import TimeRange +from tabulate import tabulate + +from freqtrade import constants +from freqtrade.configuration import TimeRange, remove_credentials +from freqtrade.edge import Edge from freqtrade.exchange import Exchange from freqtrade.resolvers import StrategyResolver @@ -29,12 +30,8 @@ class EdgeCli: self.config = config # Reset keys for edge - self.config['exchange']['key'] = '' - self.config['exchange']['secret'] = '' - self.config['exchange']['password'] = '' - self.config['exchange']['uid'] = '' + remove_credentials(self.config) self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT - self.config['dry_run'] = True self.exchange = Exchange(self.config) self.strategy = StrategyResolver(self.config).strategy diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 630de0f5a..03cf7dabf 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -10,7 +10,7 @@ import rapidjson from tabulate import tabulate from freqtrade import OperationalException -from freqtrade.configuration import Configuration, TimeRange +from freqtrade.configuration import Configuration, TimeRange, remove_credentials from freqtrade.configuration.directory_operations import create_userdata_dir from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, @@ -33,10 +33,8 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str configuration = Configuration(args, method) config = configuration.get_config() - config['exchange']['dry_run'] = True # Ensure we do not use Exchange credentials - config['exchange']['key'] = '' - config['exchange']['secret'] = '' + remove_credentials(config) return config diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 6cb6ca758..d27cd92f4 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -10,13 +10,13 @@ import pytest from jsonschema import Draft4Validator, ValidationError, validate from freqtrade import OperationalException, constants -from freqtrade.configuration import (Arguments, Configuration, +from freqtrade.configuration import (Arguments, Configuration, check_exchange, + remove_credentials, validate_config_consistency) -from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.config_validation import validate_config_schema -from freqtrade.configuration.deprecated_settings import (check_conflicting_settings, - process_deprecated_setting, - process_temporary_deprecated_settings) +from freqtrade.configuration.deprecated_settings import ( + check_conflicting_settings, process_deprecated_setting, + process_temporary_deprecated_settings) from freqtrade.configuration.directory_operations import (create_datadir, create_userdata_dir) from freqtrade.configuration.load_config import load_config_file @@ -551,6 +551,18 @@ def test_check_exchange(default_conf, caplog) -> None: check_exchange(default_conf) +def test_remove_credentials(default_conf, caplog) -> None: + conf = deepcopy(default_conf) + conf['dry_run'] = False + remove_credentials(conf) + + assert conf['dry_run'] is True + assert conf['exchange']['key'] == '' + assert conf['exchange']['secret'] == '' + assert conf['exchange']['password'] == '' + assert conf['exchange']['uid'] == '' + + def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) diff --git a/tests/test_utils.py b/tests/test_utils.py index 7d6b82809..474a842d0 100644 --- a/tests/test_utils.py +++ b/tests/test_utils.py @@ -19,7 +19,7 @@ def test_setup_utils_configuration(): config = setup_utils_configuration(get_args(args), RunMode.OTHER) assert "exchange" in config - assert config['exchange']['dry_run'] is True + assert config['dry_run'] is True assert config['exchange']['key'] == '' assert config['exchange']['secret'] == '' From c8638ce82fae82e9558a292e6c9dc2a9dcbb7d70 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Nov 2019 21:03:06 +0100 Subject: [PATCH 0378/1495] Fix bug where bids_to_ask_delta causes doublebuys The continue must happen irrespective of the outcome of this - otherwise the below BUY will happen anyway. --- freqtrade/freqtradebot.py | 3 +-- tests/test_freqtradebot.py | 2 ++ 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7206e555f..7e9706803 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -319,8 +319,7 @@ class FreqtradeBot: (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0): if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market): buycount += self.execute_buy(_pair, stake_amount) - else: - continue + continue buycount += self.execute_buy(_pair, stake_amount) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 0ed8e8a77..f3baff7ce 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3213,6 +3213,8 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, assert trade.open_date is not None assert trade.exchange == 'bittrex' + assert len(Trade.query.all()) == 1 + # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) From b8a6c55b105592bde1095ca90c9cfc283e5ce5cc Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 6 Nov 2019 07:21:09 +0000 Subject: [PATCH 0379/1495] Bump arrow from 0.15.2 to 0.15.4 Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.2 to 0.15.4. - [Release notes](https://github.com/crsmithdev/arrow/releases) - [Changelog](https://github.com/crsmithdev/arrow/blob/master/CHANGELOG.rst) - [Commits](https://github.com/crsmithdev/arrow/compare/0.15.2...0.15.4) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 64a43ee62..08838c3d4 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.18.1346 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 -arrow==0.15.2 +arrow==0.15.4 cachetools==3.1.1 requests==2.22.0 urllib3==1.25.6 From bc78316aa52d49f0df194e9dc11813b796368db5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 6 Nov 2019 07:21:39 +0000 Subject: [PATCH 0380/1495] Bump flake8 from 3.7.8 to 3.7.9 Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.7.8 to 3.7.9. - [Release notes](https://gitlab.com/pycqa/flake8/tags) - [Commits](https://gitlab.com/pycqa/flake8/compare/3.7.8...3.7.9) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 589ca7c54..f346439af 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ -r requirements-hyperopt.txt coveralls==1.8.2 -flake8==3.7.8 +flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==3.0.0 mypy==0.740 From 28f0c00281c3e3fedcef268f1475e329574be461 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 6 Nov 2019 07:21:55 +0000 Subject: [PATCH 0381/1495] Bump pandas from 0.25.2 to 0.25.3 Bumps [pandas](https://github.com/pandas-dev/pandas) from 0.25.2 to 0.25.3. - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md) - [Commits](https://github.com/pandas-dev/pandas/compare/v0.25.2...v0.25.3) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 8d9b4953f..331e3dc67 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.17.3 -pandas==0.25.2 +pandas==0.25.3 From 60109aaa1f83923ed424ab1ad1b088bfe13cec21 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 6 Nov 2019 08:37:38 +0000 Subject: [PATCH 0382/1495] Bump ccxt from 1.18.1346 to 1.19.14 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.18.1346 to 1.19.14. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.18.1346...1.19.14) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 08838c3d4..c11179fbb 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.1346 +ccxt==1.19.14 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 arrow==0.15.4 From ca77dbe8dab200367c90654e411a7510d224a9cb Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 6 Nov 2019 19:33:15 +0100 Subject: [PATCH 0383/1495] Fix UnicodeError in hyperopt output --- freqtrade/optimize/hyperopt.py | 18 ++++++++++-------- tests/optimize/test_hyperopt.py | 6 ++++-- 2 files changed, 14 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index c576ea6f8..6ea2f5133 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -4,9 +4,9 @@ This module contains the hyperopt logic """ +import locale import logging import sys - from collections import OrderedDict from operator import itemgetter from pathlib import Path @@ -14,10 +14,10 @@ from pprint import pprint from typing import Any, Dict, List, Optional import rapidjson - -from colorama import init as colorama_init from colorama import Fore, Style -from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count +from colorama import init as colorama_init +from joblib import (Parallel, cpu_count, delayed, dump, load, + wrap_non_picklable_objects) from pandas import DataFrame from skopt import Optimizer from skopt.space import Dimension @@ -28,8 +28,8 @@ from freqtrade.optimize.backtesting import Backtesting # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F4 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F4 -from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver - +from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver, + HyperOptResolver) logger = logging.getLogger(__name__) @@ -216,7 +216,7 @@ class Hyperopt: if print_all: print(log_str) else: - print('\n' + log_str) + print(f'\n{log_str}') else: print('.', end='') sys.stdout.flush() @@ -335,7 +335,9 @@ class Hyperopt: return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. ' f'Total profit {total_profit: 11.8f} {stake_cur} ' - f'({profit: 7.2f}Σ%). Avg duration {duration:5.1f} mins.') + f'({profit: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). ' + f'Avg duration {duration:5.1f} mins.' + ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8') def get_optimizer(self, dimensions, cpu_count) -> Optimizer: return Optimizer( diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 36902dcfc..23d8a887c 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -1,4 +1,5 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 +import locale from datetime import datetime from pathlib import Path from unittest.mock import MagicMock, PropertyMock @@ -565,8 +566,9 @@ def test_generate_optimizer(mocker, default_conf) -> None: } response_expected = { 'loss': 1.9840569076926293, - 'results_explanation': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' - '( 2.31Σ%). Avg duration 100.0 mins.', + 'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' + '( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 mins.' + ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'), 'params': optimizer_param, 'total_profit': 0.00023300 } From f90676cfc5a249bf957b62a509ee07f6c6731e11 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 8 Nov 2019 01:55:14 +0300 Subject: [PATCH 0384/1495] Add trailing stoploss hyperspace --- freqtrade/configuration/cli_options.py | 9 ++-- freqtrade/optimize/hyperopt.py | 67 +++++++++++++++++++----- freqtrade/optimize/hyperopt_interface.py | 16 +++++- tests/optimize/test_hyperopt.py | 52 +++++++++++++----- 4 files changed, 110 insertions(+), 34 deletions(-) diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py index 697e048db..e2b786ac7 100644 --- a/freqtrade/configuration/cli_options.py +++ b/freqtrade/configuration/cli_options.py @@ -174,12 +174,11 @@ AVAILABLE_CLI_OPTIONS = { default=constants.HYPEROPT_EPOCH, ), "spaces": Arg( - '-s', '--spaces', - help='Specify which parameters to hyperopt. Space-separated list. ' - 'Default: `%(default)s`.', - choices=['all', 'buy', 'sell', 'roi', 'stoploss'], + '--spaces', + help='Specify which parameters to hyperopt. Space-separated list.', + choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'], nargs='+', - default='all', + default='default', ), "print_all": Arg( '--print-all', diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 6ea2f5133..c5a003bd6 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -149,7 +149,7 @@ class Hyperopt: self.trials_file.unlink() return trials - def log_trials_result(self) -> None: + def log_trials_result(self) -> None: # noqa: C901 """ Display Best hyperopt result """ @@ -161,14 +161,16 @@ class Hyperopt: if self.config.get('print_json'): result_dict: Dict = {} + if self.has_space('buy') or self.has_space('sell'): result_dict['params'] = {} + if self.has_space('buy'): - result_dict['params'].update({p.name: params.get(p.name) - for p in self.hyperopt_space('buy')}) + result_dict['params'].update(self.space_params(params, 'buy')) + if self.has_space('sell'): - result_dict['params'].update({p.name: params.get(p.name) - for p in self.hyperopt_space('sell')}) + result_dict['params'].update(self.space_params(params, 'sell')) + if self.has_space('roi'): # Convert keys in min_roi dict to strings because # rapidjson cannot dump dicts with integer keys... @@ -177,25 +179,35 @@ class Hyperopt: result_dict['minimal_roi'] = OrderedDict( (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items() ) + if self.has_space('stoploss'): - result_dict['stoploss'] = params.get('stoploss') + result_dict.update(self.space_params(params, 'stoploss')) + + if self.has_space('trailing'): + result_dict.update(self.space_params(params, 'trailing')) + print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) else: if self.has_space('buy'): print('Buy hyperspace params:') - pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')}, - indent=4) + pprint(self.space_params(params, 'buy', 5), indent=4) + if self.has_space('sell'): print('Sell hyperspace params:') - pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')}, - indent=4) + pprint(self.space_params(params, 'sell', 5), indent=4) + if self.has_space('roi'): print("ROI table:") # Round printed values to 5 digits after the decimal point pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4) + if self.has_space('stoploss'): - # Also round to 5 digits after the decimal point - print(f"Stoploss: {round(params.get('stoploss'), 5)}") + print(f"Stoploss:") + pprint(self.space_params(params, 'stoploss', 5), indent=4) + + if self.has_space('trailing'): + print('Trailing stop:') + pprint(self.space_params(params, 'trailing', 5), indent=4) def log_results(self, results) -> None: """ @@ -233,9 +245,13 @@ class Hyperopt: def has_space(self, space: str) -> bool: """ - Tell if a space value is contained in the configuration + Tell if the space value is contained in the configuration """ - return any(s in self.config['spaces'] for s in [space, 'all']) + # The 'trailing' space is not included in the 'default' set of spaces + if space == 'trailing': + return any(s in self.config['spaces'] for s in [space, 'all']) + else: + return any(s in self.config['spaces'] for s in [space, 'all', 'default']) def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]: """ @@ -245,20 +261,34 @@ class Hyperopt: for all hyperspaces used. """ spaces: List[Dimension] = [] + if space == 'buy' or (space is None and self.has_space('buy')): logger.debug("Hyperopt has 'buy' space") spaces += self.custom_hyperopt.indicator_space() + if space == 'sell' or (space is None and self.has_space('sell')): logger.debug("Hyperopt has 'sell' space") spaces += self.custom_hyperopt.sell_indicator_space() + if space == 'roi' or (space is None and self.has_space('roi')): logger.debug("Hyperopt has 'roi' space") spaces += self.custom_hyperopt.roi_space() + if space == 'stoploss' or (space is None and self.has_space('stoploss')): logger.debug("Hyperopt has 'stoploss' space") spaces += self.custom_hyperopt.stoploss_space() + + if space == 'trailing' or (space is None and self.has_space('trailing')): + logger.debug("Hyperopt has 'trailing' space") + spaces += self.custom_hyperopt.trailing_space() + return spaces + def space_params(self, params, space: str, r: int = None) -> Dict: + d = {p.name: params.get(p.name) for p in self.hyperopt_space(space)} + # Round floats to `r` digits after the decimal point if requested + return round_dict(d, r) if r else d + def generate_optimizer(self, _params: Dict, iteration=None) -> Dict: """ Used Optimize function. Called once per epoch to optimize whatever is configured. @@ -281,6 +311,15 @@ class Hyperopt: if self.has_space('stoploss'): self.backtesting.strategy.stoploss = params['stoploss'] + if self.has_space('trailing'): + self.backtesting.strategy.trailing_stop = params['trailing_stop'] + self.backtesting.strategy.trailing_stop_positive = \ + params['trailing_stop_positive'] + self.backtesting.strategy.trailing_stop_positive_offset = \ + params['trailing_stop_positive_offset'] + self.backtesting.strategy.trailing_only_offset_is_reached = \ + params['trailing_only_offset_is_reached'] + processed = load(self.tickerdata_pickle) min_date, max_date = get_timeframe(processed) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 142f305df..e8f16d572 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -8,7 +8,7 @@ import math from abc import ABC from typing import Dict, Any, Callable, List -from skopt.space import Dimension, Integer, Real +from skopt.space import Categorical, Dimension, Integer, Real from freqtrade import OperationalException from freqtrade.exchange import timeframe_to_minutes @@ -174,6 +174,20 @@ class IHyperOpt(ABC): Real(-0.35, -0.02, name='stoploss'), ] + @staticmethod + def trailing_space() -> List[Dimension]: + """ + Create a trailing stoploss space. + + You may override it in your custom Hyperopt class. + """ + return [ + Categorical([True, False], name='trailing_stop'), + Real(-0.35, -0.02, name='trailing_stop_positive'), + Real(0.01, 0.1, name='trailing_stop_positive_offset'), + Categorical([True, False], name='trailing_only_offset_is_reached'), + ] + # This is needed for proper unpickling the class attribute ticker_interval # which is set to the actual value by the resolver. # Why do I still need such shamanic mantras in modern python? diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 23d8a887c..e247d0134 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -26,7 +26,7 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, @pytest.fixture(scope='function') def hyperopt(default_conf, mocker): - default_conf.update({'spaces': ['all']}) + default_conf.update({'spaces': ['default']}) patch_exchange(mocker) return Hyperopt(default_conf) @@ -108,7 +108,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo '--enable-position-stacking', '--disable-max-market-positions', '--epochs', '1000', - '--spaces', 'all', + '--spaces', 'default', '--print-all' ] @@ -414,7 +414,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: default_conf.update({'config': 'config.json.example', 'epochs': 1, 'timerange': None, - 'spaces': 'all', + 'spaces': 'default', 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) @@ -463,14 +463,38 @@ def test_format_results(hyperopt): assert result.find('Total profit 1.00000000 EUR') -def test_has_space(hyperopt): - hyperopt.config.update({'spaces': ['buy', 'roi']}) - assert hyperopt.has_space('roi') - assert hyperopt.has_space('buy') - assert not hyperopt.has_space('stoploss') - - hyperopt.config.update({'spaces': ['all']}) - assert hyperopt.has_space('buy') +@pytest.mark.parametrize("spaces, expected_results", [ + (['buy'], + {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}), + (['sell'], + {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}), + (['roi'], + {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}), + (['stoploss'], + {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}), + (['trailing'], + {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}), + (['buy', 'sell', 'roi', 'stoploss'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}), + (['buy', 'sell', 'roi', 'stoploss', 'trailing'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}), + (['buy', 'roi'], + {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}), + (['all'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}), + (['default'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}), + (['default', 'trailing'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}), + (['all', 'buy'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}), + (['default', 'buy'], + {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}), +]) +def test_has_space(hyperopt, spaces, expected_results): + for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']: + hyperopt.config.update({'spaces': spaces}) + assert hyperopt.has_space(s) == expected_results[s] def test_populate_indicators(hyperopt, testdatadir) -> None: @@ -517,7 +541,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None: def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'config': 'config.json.example'}) default_conf.update({'timerange': None}) - default_conf.update({'spaces': 'all'}) + default_conf.update({'spaces': 'default'}) default_conf.update({'hyperopt_min_trades': 1}) trades = [ @@ -584,7 +608,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog): default_conf.update({'config': 'config.json.example', 'epochs': 1, 'timerange': None, - 'spaces': 'all', + 'spaces': 'default', 'hyperopt_jobs': 1, }) mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True)) @@ -600,7 +624,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog): default_conf.update({'config': 'config.json.example', 'epochs': 1, 'timerange': None, - 'spaces': 'all', + 'spaces': 'default', 'hyperopt_jobs': 1, 'hyperopt_continue': True }) From d3a3765819f60d486e3c9e73d01dd41d7c6c3ffe Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 8 Nov 2019 03:48:08 +0300 Subject: [PATCH 0385/1495] Fix test --- tests/optimize/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index e247d0134..aaaeb8795 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -668,7 +668,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: parallel.assert_called_once() out, err = capsys.readouterr() - assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501 + assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null,"trailing_stop":null,"trailing_stop_positive":null,"trailing_stop_positive_offset":null,"trailing_only_offset_is_reached":null}' in out # noqa: E501 assert dumper.called # Should be called twice, once for tickerdata, once to save evaluations assert dumper.call_count == 2 From da57396d071131102c366d9821e13566cf594998 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 Nov 2019 06:55:07 +0100 Subject: [PATCH 0386/1495] Fix UTC handling of timestamp() conversation in fetch_my_trades --- freqtrade/data/btanalysis.py | 6 +++--- freqtrade/data/history.py | 7 +++---- freqtrade/exchange/exchange.py | 19 ++++++++++++++++++- tests/exchange/test_exchange.py | 17 +++++++++++++++-- 4 files changed, 39 insertions(+), 10 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 388deb4b3..2f7a234ce 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -7,7 +7,7 @@ from typing import Dict import numpy as np import pandas as pd -import pytz +from datetime import timezone from freqtrade import persistence from freqtrade.misc import json_load @@ -106,8 +106,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"] trades = pd.DataFrame([(t.pair, - t.open_date.replace(tzinfo=pytz.UTC), - t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, + t.open_date.replace(tzinfo=timezone.utc), + t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None, t.calc_profit(), t.calc_profit_percent(), t.open_rate, t.close_rate, t.amount, (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index b1e4313ca..3dd40d2b4 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -9,12 +9,11 @@ Includes: import logging import operator from copy import deepcopy -from datetime import datetime +from datetime import datetime, timezone from pathlib import Path from typing import Any, Dict, List, Optional, Tuple import arrow -import pytz from pandas import DataFrame from freqtrade import OperationalException, misc @@ -56,10 +55,10 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame: Trim dataframe based on given timerange """ if timerange.starttype == 'date': - start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc) + start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) df = df.loc[df['date'] >= start, :] if timerange.stoptype == 'date': - stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc) + stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) df = df.loc[df['date'] <= stop, :] return df diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 430a2ff54..a198e8cdb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -875,6 +875,22 @@ class Exchange: @retrier def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List: + """ + Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id. + The "since" argument passed in is coming from the database and is in UTC, + as timezone-native datetime object. + From the python documentation: + > Naive datetime instances are assumed to represent local time + Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the + transformation from local timezone to UTC. + This works for timezones UTC+ since then the result will contain trades from a few hours + instead of from the last 5 seconds, however fails for UTC- timezones, + since we're then asking for trades with a "since" argument in the future. + + :param order_id order_id: Order-id as given when creating the order + :param pair: Pair the order is for + :param since: datetime object of the order creation time. Assumes object is in UTC. + """ if self._config['dry_run']: return [] if not self.exchange_has('fetchMyTrades'): @@ -882,7 +898,8 @@ class Exchange: try: # Allow 5s offset to catch slight time offsets (discovered in #1185) # since needs to be int in milliseconds - my_trades = self._api.fetch_my_trades(pair, int((since.timestamp() - 5) * 1000)) + my_trades = self._api.fetch_my_trades( + pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000)) matched_trades = [trade for trade in my_trades if trade['order'] == order_id] return matched_trades diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8a4121d80..1bb643e24 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1586,8 +1586,20 @@ def test_name(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_trades_for_order(default_conf, mocker, exchange_name): + """ + Crucial part in this test is the "since" calculation. + The "since" argument passed in is coming from the database and is in UTC, + as timezone-native datetime object. + From the python documentation: + > Naive datetime instances are assumed to represent local time + Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the + transformation from local timezone to UTC. + This works for timezones UTC+ since then the result will contain trades from a few hours + instead of from the last 5 seconds, however fails for UTC- timezones, + since we're then asking for trades with a "since" argument in the future. + """ order_id = 'ABCD-ABCD' - since = datetime(2018, 5, 5, tzinfo=timezone.utc) + since = datetime(2018, 5, 5, 0, 0, 0) default_conf["dry_run"] = False mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) api_mock = MagicMock() @@ -1623,7 +1635,8 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name): assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC' # Same test twice, hardcoded number and doing the same calculation assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000 - assert api_mock.fetch_my_trades.call_args[0][1] == int(since.timestamp() - 5) * 1000 + assert api_mock.fetch_my_trades.call_args[0][1] == int(since.replace( + tzinfo=timezone.utc).timestamp() - 5) * 1000 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, 'get_trades_for_order', 'fetch_my_trades', From dd47bd04cd905c8822f5c27a285db8d37d72847f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 Nov 2019 01:32:08 -0500 Subject: [PATCH 0387/1495] Move description to correct place --- tests/exchange/test_exchange.py | 13 +------------ 1 file changed, 1 insertion(+), 12 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1bb643e24..925a53c95 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1586,18 +1586,7 @@ def test_name(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_trades_for_order(default_conf, mocker, exchange_name): - """ - Crucial part in this test is the "since" calculation. - The "since" argument passed in is coming from the database and is in UTC, - as timezone-native datetime object. - From the python documentation: - > Naive datetime instances are assumed to represent local time - Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the - transformation from local timezone to UTC. - This works for timezones UTC+ since then the result will contain trades from a few hours - instead of from the last 5 seconds, however fails for UTC- timezones, - since we're then asking for trades with a "since" argument in the future. - """ + order_id = 'ABCD-ABCD' since = datetime(2018, 5, 5, 0, 0, 0) default_conf["dry_run"] = False From b0150d548a741153791fd1baf9e40394f75a38a1 Mon Sep 17 00:00:00 2001 From: Gautier Pialat Date: Fri, 8 Nov 2019 09:37:54 +0100 Subject: [PATCH 0388/1495] remove not use statement --- docs/installation.md | 1 - 1 file changed, 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index 9180beb40..6edb28481 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -34,7 +34,6 @@ Freqtrade provides a Linux/MacOS script to install all dependencies and help you ```bash git clone git@github.com:freqtrade/freqtrade.git cd freqtrade -git checkout develop ./setup.sh --install ``` From 076ef0407b2057b6c8ad42c63e2ae9760d5ceb73 Mon Sep 17 00:00:00 2001 From: Gautier Pialat Date: Fri, 8 Nov 2019 09:39:06 +0100 Subject: [PATCH 0389/1495] git branch note explanation --- docs/installation.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/installation.md b/docs/installation.md index 6edb28481..d373c95d0 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -37,6 +37,7 @@ cd freqtrade ./setup.sh --install ``` + When cloning the repository the default working branch is name `develop`. This branch contains the last features (can be considered as relatively stable thanks to automated tests). The `master` branch contains the code of the last release (done once per month with a one week old snapshot of the `develop` branch to prevent packaging bugs so potentially more stable). !!! Note Windows installation is explained [here](#windows). From bc5c91f6815b20ae64f6b8e8a5e29abac1ab51f2 Mon Sep 17 00:00:00 2001 From: Gautier Pialat Date: Fri, 8 Nov 2019 10:29:00 +0100 Subject: [PATCH 0390/1495] add missing note block --- docs/installation.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/docs/installation.md b/docs/installation.md index d373c95d0..ce35572c4 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -37,7 +37,9 @@ cd freqtrade ./setup.sh --install ``` +!!! Note "Version considerations" When cloning the repository the default working branch is name `develop`. This branch contains the last features (can be considered as relatively stable thanks to automated tests). The `master` branch contains the code of the last release (done once per month with a one week old snapshot of the `develop` branch to prevent packaging bugs so potentially more stable). + !!! Note Windows installation is explained [here](#windows). From 31ab32f0b965f112c796112f830d0c3e550ddc7d Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 8 Nov 2019 12:47:28 +0300 Subject: [PATCH 0391/1495] Always set trailing_stop=True with 'trailing' hyperspace --- freqtrade/optimize/hyperopt.py | 3 +-- freqtrade/optimize/hyperopt_interface.py | 9 ++++++++- 2 files changed, 9 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index c5a003bd6..e5e027d46 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -313,8 +313,7 @@ class Hyperopt: if self.has_space('trailing'): self.backtesting.strategy.trailing_stop = params['trailing_stop'] - self.backtesting.strategy.trailing_stop_positive = \ - params['trailing_stop_positive'] + self.backtesting.strategy.trailing_stop_positive = params['trailing_stop_positive'] self.backtesting.strategy.trailing_stop_positive_offset = \ params['trailing_stop_positive_offset'] self.backtesting.strategy.trailing_only_offset_is_reached = \ diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index e8f16d572..b4cfdcaf3 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -182,7 +182,14 @@ class IHyperOpt(ABC): You may override it in your custom Hyperopt class. """ return [ - Categorical([True, False], name='trailing_stop'), + # It was decided to always set trailing_stop is to True if the 'trailing' hyperspace + # is used. Otherwise hyperopt will vary other parameters that won't have effect if + # trailing_stop is set False. + # This parameter is included into the hyperspace dimensions rather than assigning + # it explicitly in the code in order to have it printed in the results along with + # other 'trailing' hyperspace parameters. + Categorical([True], name='trailing_stop'), + Real(-0.35, -0.02, name='trailing_stop_positive'), Real(0.01, 0.1, name='trailing_stop_positive_offset'), Categorical([True, False], name='trailing_only_offset_is_reached'), From 54b63e89f8a687ee9bd488fd010a57dd243ce355 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 8 Nov 2019 17:32:18 +0300 Subject: [PATCH 0392/1495] Wordings on top of #2495 --- docs/installation.md | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/docs/installation.md b/docs/installation.md index ce35572c4..61ce6c7b2 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -29,16 +29,18 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot. !!! Note - Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case. + Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn and stop if that's not the case. ```bash git clone git@github.com:freqtrade/freqtrade.git cd freqtrade +git checkout master # Optional, see (1) ./setup.sh --install ``` +(1) This command switches the cloned repository to the use of the `master` branch. This command is not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands. !!! Note "Version considerations" - When cloning the repository the default working branch is name `develop`. This branch contains the last features (can be considered as relatively stable thanks to automated tests). The `master` branch contains the code of the last release (done once per month with a one week old snapshot of the `develop` branch to prevent packaging bugs so potentially more stable). + When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable). !!! Note Windows installation is explained [here](#windows). From 1f042f5e32a92cf93ee721ecece6a5830408d35a Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 8 Nov 2019 19:38:32 +0300 Subject: [PATCH 0393/1495] Quick start and easy installation sections reworked --- docs/installation.md | 36 ++++++++++++++++++++---------------- 1 file changed, 20 insertions(+), 16 deletions(-) diff --git a/docs/installation.md b/docs/installation.md index 61ce6c7b2..1330e0994 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -26,10 +26,20 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E ## Quick start -Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot. +Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot. !!! Note - Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn and stop if that's not the case. + Windows installation is explained [here](#windows). + +The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform. + +!!! Note "Version considerations" + When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable). + +!!! Note + Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository. + +This can be achieved with the following commands: ```bash git clone git@github.com:freqtrade/freqtrade.git @@ -37,17 +47,11 @@ cd freqtrade git checkout master # Optional, see (1) ./setup.sh --install ``` -(1) This command switches the cloned repository to the use of the `master` branch. This command is not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands. +(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands. -!!! Note "Version considerations" - When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable). +## Easy Installation Script (Linux/MacOS) -!!! Note - Windows installation is explained [here](#windows). - -## Easy Installation - Linux Script - -If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot. +If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot. ```bash $ ./setup.sh @@ -60,25 +64,25 @@ usage: ** --install ** -This script will install everything you need to run the bot: +With this option, the script will install everything you need to run the bot: * Mandatory software as: `ta-lib` * Setup your virtualenv * Configure your `config.json` file -This script is a combination of `install script` `--reset`, `--config` +This option is a combination of installation tasks, `--reset` and `--config`. ** --update ** -Update parameter will pull the last version of your current branch and update your virtualenv. +This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot. ** --reset ** -Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv. +This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv. ** --config ** -Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`. +Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`. ------ From e632720c02bf982f2a4627d2ce8ce002b460ab97 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 06:55:16 +0100 Subject: [PATCH 0394/1495] Allow chaining of pairlists --- freqtrade/freqtradebot.py | 7 +- freqtrade/pairlist/IPairList.py | 65 ++++-------------- freqtrade/pairlist/IPairListFilter.py | 18 ----- freqtrade/pairlist/LowPriceFilter.py | 29 +++++--- freqtrade/pairlist/PrecisionFilter.py | 13 ++-- freqtrade/pairlist/StaticPairList.py | 15 ++-- freqtrade/pairlist/VolumePairList.py | 32 +++++---- freqtrade/pairlist/pairlistmanager.py | 68 +++++++++++++++++++ freqtrade/resolvers/pairlist_resolver.py | 8 ++- .../resolvers/pairlistfilter_resolver.py | 53 --------------- 10 files changed, 143 insertions(+), 165 deletions(-) delete mode 100644 freqtrade/pairlist/IPairListFilter.py create mode 100644 freqtrade/pairlist/pairlistmanager.py delete mode 100644 freqtrade/resolvers/pairlistfilter_resolver.py diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a8fc6bc7e..9871ffb89 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -20,9 +20,9 @@ from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.persistence import Trade -from freqtrade.resolvers import (ExchangeResolver, PairListResolver, - StrategyResolver) +from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.rpc import RPCManager, RPCMessageType +from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.state import State from freqtrade.strategy.interface import IStrategy, SellType from freqtrade.wallets import Wallets @@ -70,8 +70,7 @@ class FreqtradeBot: # Attach Wallets to Strategy baseclass IStrategy.wallets = self.wallets - pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList') - self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist + self.pairlists = PairListManager(self.exchange, self.config) # Initializing Edge only if enabled self.edge = Edge(self.config, self.exchange, self.strategy) if \ diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index eb6af9d52..845c5d01f 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -9,25 +9,16 @@ from abc import ABC, abstractmethod from typing import Dict, List from freqtrade.exchange import market_is_active -from freqtrade.pairlist.IPairListFilter import IPairListFilter -from freqtrade.resolvers.pairlistfilter_resolver import PairListFilterResolver logger = logging.getLogger(__name__) class IPairList(ABC): - def __init__(self, freqtrade, config: dict) -> None: - self._freqtrade = freqtrade + def __init__(self, exchange, config, pairlistconfig: dict) -> None: + self._exchange = exchange self._config = config - self._whitelist = self._config['exchange']['pair_whitelist'] - self._blacklist = self._config['exchange'].get('pair_blacklist', []) - self._filters = self._config.get('pairlist', {}).get('filters', {}) - self._pairlistfilters: List[IPairListFilter] = [] - for pl_filter in self._filters.keys(): - self._pairlistfilters.append( - PairListFilterResolver(pl_filter, freqtrade, self._config).pairlistfilter - ) + self._pairlistconfig = pairlistconfig @property def name(self) -> str: @@ -37,22 +28,6 @@ class IPairList(ABC): """ return self.__class__.__name__ - @property - def whitelist(self) -> List[str]: - """ - Has the current whitelist - -> no need to overwrite in subclasses - """ - return self._whitelist - - @property - def blacklist(self) -> List[str]: - """ - Has the current blacklist - -> no need to overwrite in subclasses - """ - return self._blacklist - @abstractmethod def short_desc(self) -> str: """ @@ -61,28 +36,16 @@ class IPairList(ABC): """ @abstractmethod - def refresh_pairlist(self) -> None: + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ - Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively + Filters and sorts pairlist and returns the whitelist again. + Called on each bot iteration - please use internal caching if necessary -> Please overwrite in subclasses + :param pairlist: pairlist to filter or sort + :param tickers: Tickers (from exchange.get_tickers()). May be cached. + :return: new whitelist """ - def validate_whitelist(self, pairlist: List[str], - tickers: List[Dict] = []) -> List[str]: - """ - Validate pairlist against active markets and blacklist. - Run PairlistFilters if these are configured. - """ - pairlist = self._whitelist_for_active_markets(pairlist) - - if not tickers: - # Refresh tickers if they are not used by the parent Pairlist - tickers = self._freqtrade.exchange.get_tickers() - - for pl_filter in self._pairlistfilters: - pairlist = pl_filter.filter_pairlist(pairlist, tickers) - return pairlist - def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]: """ Check available markets and remove pair from whitelist if necessary @@ -90,16 +53,14 @@ class IPairList(ABC): :return: the list of pairs the user wants to trade without those unavailable or black_listed """ - markets = self._freqtrade.exchange.markets + markets = self._exchange.markets sanitized_whitelist: List[str] = [] for pair in whitelist: - # pair is not in the generated dynamic market, or in the blacklist ... ignore it - if (pair in self.blacklist or pair not in markets - or not pair.endswith(self._config['stake_currency'])): + # pair is not in the generated dynamic market or has the wrong stake currency + if (pair not in markets or not pair.endswith(self._config['stake_currency'])): logger.warning(f"Pair {pair} is not compatible with exchange " - f"{self._freqtrade.exchange.name} or contained in " - f"your blacklist. Removing it from whitelist..") + f"{self._exchange.name}. Removing it from whitelist..") continue # Check if market is active market = markets[pair] diff --git a/freqtrade/pairlist/IPairListFilter.py b/freqtrade/pairlist/IPairListFilter.py deleted file mode 100644 index 4b43f0e9f..000000000 --- a/freqtrade/pairlist/IPairListFilter.py +++ /dev/null @@ -1,18 +0,0 @@ -import logging -from abc import ABC, abstractmethod -from typing import Dict, List - -logger = logging.getLogger(__name__) - - -class IPairListFilter(ABC): - - def __init__(self, freqtrade, config: dict) -> None: - self._freqtrade = freqtrade - self._config = config - - @abstractmethod - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: - """ - Method doing the filtering - """ diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 778c9b4e0..2f4a3be75 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -2,18 +2,23 @@ import logging from copy import deepcopy from typing import Dict, List -from freqtrade.pairlist.IPairListFilter import IPairListFilter +from freqtrade.pairlist.IPairList import IPairList logger = logging.getLogger(__name__) -class LowPriceFilter(IPairListFilter): +class LowPriceFilter(IPairList): - def __init__(self, freqtrade, config: dict) -> None: - super().__init__(freqtrade, config) + def __init__(self, exchange, config, pairlistconfig: dict) -> None: + super().__init__(exchange, config, pairlistconfig) - self._low_price_percent = config['pairlist']['filters']['LowPriceFilter'].get( - 'low_price_percent', 0) + self._low_price_percent = pairlistconfig.get('low_price_percent', 0) + + def short_desc(self) -> str: + """ + Short whitelist method description - used for startup-messages + """ + return f"{self.name} - Filtering pairs priced below {self._low_price_percent * 100}%." def _validate_ticker_lowprice(self, ticker) -> bool: """ @@ -22,7 +27,7 @@ class LowPriceFilter(IPairListFilter): :param precision: Precision :return: True if the pair can stay, false if it should be removed """ - precision = self._freqtrade.exchange.markets[ticker['symbol']]['precision']['price'] + precision = self._exchange.markets[ticker['symbol']]['precision']['price'] compare = ticker['last'] + 1 / pow(10, precision) changeperc = (compare - ticker['last']) / ticker['last'] @@ -33,10 +38,14 @@ class LowPriceFilter(IPairListFilter): return True def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: - """ - Method doing the filtering - """ + """ + Filters and sorts pairlist and returns the whitelist again. + Called on each bot iteration - please use internal caching if necessary + :param pairlist: pairlist to filter or sort + :param tickers: Tickers (from exchange.get_tickers()). May be cached. + :return: new whitelist + """ # Copy list since we're modifying this list for p in deepcopy(pairlist): ticker = [t for t in tickers if t['symbol'] == p][0] diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index c720b8e61..0a590bec6 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -2,15 +2,18 @@ import logging from copy import deepcopy from typing import Dict, List -from freqtrade.pairlist.IPairListFilter import IPairListFilter +from freqtrade.pairlist.IPairList import IPairList logger = logging.getLogger(__name__) -class PrecisionFilter(IPairListFilter): +class PrecisionFilter(IPairList): - def __init__(self, freqtrade, config: dict) -> None: - super().__init__(freqtrade, config) + def short_desc(self) -> str: + """ + Short whitelist method description - used for startup-messages + """ + return f"{self.name} - Filtering untradable pairs." def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool: """ @@ -35,7 +38,7 @@ class PrecisionFilter(IPairListFilter): def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ - Method doing the filtering + Filters and sorts pairlists and assigns and returns them again. """ if self._freqtrade.strategy.stoploss is not None: # Precalculate sanitized stoploss value to avoid recalculation for every pair diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 074652b25..c10dde5a6 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -5,6 +5,7 @@ Provides lists as configured in config.json """ import logging +from typing import List, Dict from freqtrade.pairlist.IPairList import IPairList @@ -13,8 +14,8 @@ logger = logging.getLogger(__name__) class StaticPairList(IPairList): - def __init__(self, freqtrade, config: dict) -> None: - super().__init__(freqtrade, config) + def __init__(self, exchange, config, pairlistconfig: dict) -> None: + super().__init__(exchange, config, pairlistconfig) def short_desc(self) -> str: """ @@ -23,8 +24,12 @@ class StaticPairList(IPairList): """ return f"{self.name}: {self.whitelist}" - def refresh_pairlist(self) -> None: + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ - Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively + Filters and sorts pairlist and returns the whitelist again. + Called on each bot iteration - please use internal caching if necessary + :param pairlist: pairlist to filter or sort + :param tickers: Tickers (from exchange.get_tickers()). May be cached. + :return: new whitelist """ - self._whitelist = self.validate_whitelist(self._config['exchange']['pair_whitelist']) + return self.validate_whitelist(self._config['exchange']['pair_whitelist']) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 911bb3bda..ff601bc44 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -5,7 +5,7 @@ Provides lists as configured in config.json """ import logging -from typing import List +from typing import List, Dict from cachetools import TTLCache, cached @@ -19,18 +19,17 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] class VolumePairList(IPairList): - def __init__(self, freqtrade, config: dict) -> None: - super().__init__(freqtrade, config) - self._whitelistconf = self._config.get('pairlist', {}).get('config') - if 'number_assets' not in self._whitelistconf: + def __init__(self, exchange, config, pairlistconfig: dict) -> None: + super().__init__(exchange, config, pairlistconfig) + + if 'number_assets' not in self._pairlistconfig: raise OperationalException( f'`number_assets` not specified. Please check your configuration ' 'for "pairlist.config.number_assets"') - self._number_pairs = self._whitelistconf['number_assets'] - self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume') - self._precision_filter = self._whitelistconf.get('precision_filter', True) + self._number_pairs = self._pairlistconfig['number_assets'] + self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume') - if not self._freqtrade.exchange.exchange_has('fetchTickers'): + if not self._exchange.exchange_has('fetchTickers'): raise OperationalException( 'Exchange does not support dynamic whitelist.' 'Please edit your config and restart the bot' @@ -45,14 +44,16 @@ class VolumePairList(IPairList): def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages - -> Please overwrite in subclasses """ return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs." - def refresh_pairlist(self) -> None: + def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ - Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively - -> Please overwrite in subclasses + Filters and sorts pairlist and returns the whitelist again. + Called on each bot iteration - please use internal caching if necessary + :param pairlist: pairlist to filter or sort + :param tickers: Tickers (from exchange.get_tickers()). May be cached. + :return: new whitelist """ # Generate dynamic whitelist self._whitelist = self._gen_pair_whitelist( @@ -64,17 +65,18 @@ class VolumePairList(IPairList): Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str :param key: sort key (defaults to 'quoteVolume') + :param tickers: Tickers (from exchange.get_tickers()). :return: List of pairs """ - tickers = self._freqtrade.exchange.get_tickers() + tickers = self._exchange.get_tickers() # check length so that we make sure that '/' is actually in the string tickers = [v for k, v in tickers.items() if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency and v[key] is not None)] sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) # Validate whitelist to only have active market pairs - pairs = self.validate_whitelist([s['symbol'] for s in sorted_tickers], tickers) + pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) logger.info(f"Searching {self._number_pairs} pairs: {pairs[:self._number_pairs]}") diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py new file mode 100644 index 000000000..9e92fdb6a --- /dev/null +++ b/freqtrade/pairlist/pairlistmanager.py @@ -0,0 +1,68 @@ +""" +Static List provider + +Provides lists as configured in config.json + + """ +import logging +from copy import deepcopy +from typing import List + +from freqtrade.pairlist.IPairList import IPairList +from freqtrade.resolvers import PairListResolver + +logger = logging.getLogger(__name__) + + +class PairListManager(): + + def __init__(self, exchange, config: dict) -> None: + self._exchange = exchange + self._config = config + self._whitelist = self._config['exchange'].get('pair_whitelist') + self._blacklist = self._config['exchange'].get('pair_blacklist', []) + self._pairlists: List[IPairList] = [] + + for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]): + pairl = PairListResolver(pl.get('method'), + exchange, config, + pl.get('config')).pairlist + self._pairlists.append(pairl) + + @property + def whitelist(self) -> List[str]: + """ + Has the current whitelist + """ + return self._whitelist + + @property + def blacklist(self) -> List[str]: + """ + Has the current blacklist + -> no need to overwrite in subclasses + """ + return self._blacklist + + def refresh_pairlist(self) -> None: + """ + Run pairlist through all pairlists. + """ + + pairlist = self._whitelist.copy() + + # tickers should be cached to avoid calling the exchange on each call. + tickers = self._exchange.get_tickers() + for pl in self._pairlists: + pl.filter_pairlist(pairlist, tickers) + + pairlist = self._verify_blacklist(pairlist) + self._whitelist = pairlist + + def _verify_blacklist(self, pairlist: List[str]) -> List[str]: + + for pair in deepcopy(pairlist): + if pair in self.blacklist: + logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...") + pairlist.remove(pair) + return pairlist diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index 0f23bb3fd..db00f6515 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -20,13 +20,15 @@ class PairListResolver(IResolver): __slots__ = ['pairlist'] - def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None: + def __init__(self, pairlist_name: str, exchange, config: dict, pairlistconfig) -> None: """ Load the custom class from config parameter :param config: configuration dictionary or None """ - self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'freqtrade': freqtrade, - 'config': config}) + self.pairlist = self._load_pairlist(pairlist_name, config, + kwargs={'exchange': exchange, + 'config': config, + 'pairlistconfig': pairlistconfig}) def _load_pairlist( self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList: diff --git a/freqtrade/resolvers/pairlistfilter_resolver.py b/freqtrade/resolvers/pairlistfilter_resolver.py deleted file mode 100644 index bf86d1c6c..000000000 --- a/freqtrade/resolvers/pairlistfilter_resolver.py +++ /dev/null @@ -1,53 +0,0 @@ -# pragma pylint: disable=attribute-defined-outside-init - -""" -This module load custom pairlists -""" -import logging -from pathlib import Path - -from freqtrade import OperationalException -from freqtrade.pairlist.IPairListFilter import IPairListFilter -from freqtrade.resolvers import IResolver - -logger = logging.getLogger(__name__) - - -class PairListFilterResolver(IResolver): - """ - This class contains all the logic to load custom PairList class - """ - - __slots__ = ['pairlistfilter'] - - def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None: - """ - Load the custom class from config parameter - :param config: configuration dictionary or None - """ - self.pairlistfilter = self._load_pairlist(pairlist_name, config, - kwargs={'freqtrade': freqtrade, - 'config': config}) - - def _load_pairlist( - self, pairlistfilter_name: str, config: dict, kwargs: dict) -> IPairListFilter: - """ - Search and loads the specified pairlist. - :param pairlistfilter_name: name of the module to import - :param config: configuration dictionary - :param extra_dir: additional directory to search for the given pairlist - :return: PairList instance or None - """ - current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve() - - abs_paths = self.build_search_paths(config, current_path=current_path, - user_subdir=None, extra_dir=None) - - pairlist = self._load_object(paths=abs_paths, object_type=IPairListFilter, - object_name=pairlistfilter_name, kwargs=kwargs) - if pairlist: - return pairlist - raise OperationalException( - f"Impossible to load PairlistFilter '{pairlistfilter_name}'. This class does not exist " - "or contains Python code errors." - ) From b610e8c7e6b9a2d5f6c007fd446541f773fc688b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 07:05:17 +0100 Subject: [PATCH 0395/1495] Don't refresh tickers if they are not needed --- freqtrade/pairlist/IPairList.py | 10 +++++++++- freqtrade/pairlist/LowPriceFilter.py | 9 +++++++++ freqtrade/pairlist/PrecisionFilter.py | 9 +++++++++ freqtrade/pairlist/StaticPairList.py | 11 ++++++++++- freqtrade/pairlist/VolumePairList.py | 9 +++++++++ freqtrade/pairlist/pairlistmanager.py | 16 +++++++++++----- 6 files changed, 57 insertions(+), 7 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 845c5d01f..366a49bae 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -5,7 +5,7 @@ Provides lists as configured in config.json """ import logging -from abc import ABC, abstractmethod +from abc import ABC, abstractmethod, abstractproperty from typing import Dict, List from freqtrade.exchange import market_is_active @@ -28,6 +28,14 @@ class IPairList(ABC): """ return self.__class__.__name__ + @abstractproperty + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requries tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + @abstractmethod def short_desc(self) -> str: """ diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 2f4a3be75..4d4a92676 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -14,6 +14,15 @@ class LowPriceFilter(IPairList): self._low_price_percent = pairlistconfig.get('low_price_percent', 0) + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requries tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + return True + def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 0a590bec6..3e68ec607 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -9,6 +9,15 @@ logger = logging.getLogger(__name__) class PrecisionFilter(IPairList): + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requries tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + return True + def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index c10dde5a6..54cd21d13 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -17,6 +17,15 @@ class StaticPairList(IPairList): def __init__(self, exchange, config, pairlistconfig: dict) -> None: super().__init__(exchange, config, pairlistconfig) + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requries tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + return False + def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages @@ -32,4 +41,4 @@ class StaticPairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - return self.validate_whitelist(self._config['exchange']['pair_whitelist']) + return self._config['exchange']['pair_whitelist'] diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index ff601bc44..27b99ade8 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -38,6 +38,15 @@ class VolumePairList(IPairList): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requries tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + return True + def _validate_keys(self, key): return key in SORT_VALUES diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 9e92fdb6a..d3532ee54 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -22,11 +22,12 @@ class PairListManager(): self._whitelist = self._config['exchange'].get('pair_whitelist') self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._pairlists: List[IPairList] = [] - + self._tickers_needed = False for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]): pairl = PairListResolver(pl.get('method'), exchange, config, pl.get('config')).pairlist + self._tickers_needed = pairl.needstickers or self._tickers_needed self._pairlists.append(pairl) @property @@ -52,17 +53,22 @@ class PairListManager(): pairlist = self._whitelist.copy() # tickers should be cached to avoid calling the exchange on each call. - tickers = self._exchange.get_tickers() + tickers = [] + if self._tickers_needed: + tickers = self._exchange.get_tickers() + for pl in self._pairlists: pl.filter_pairlist(pairlist, tickers) - pairlist = self._verify_blacklist(pairlist) + # Validation against blacklist happens after the pairlists to ensure blacklist is respected. + pairlist = self.verify_blacklist(pairlist, self.blacklist) self._whitelist = pairlist - def _verify_blacklist(self, pairlist: List[str]) -> List[str]: + @staticmethod + def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]: for pair in deepcopy(pairlist): - if pair in self.blacklist: + if pair in blacklist: logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...") pairlist.remove(pair) return pairlist From 10595862268288e7cafca1c6ed85996f906b2588 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 07:07:33 +0100 Subject: [PATCH 0396/1495] Small adjustments --- freqtrade/pairlist/StaticPairList.py | 4 ++-- freqtrade/pairlist/VolumePairList.py | 7 +++---- 2 files changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 54cd21d13..e70bd671c 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -5,7 +5,7 @@ Provides lists as configured in config.json """ import logging -from typing import List, Dict +from typing import Dict, List from freqtrade.pairlist.IPairList import IPairList @@ -31,7 +31,7 @@ class StaticPairList(IPairList): Short whitelist method description - used for startup-messages -> Please overwrite in subclasses """ - return f"{self.name}: {self.whitelist}" + return f"{self.name}" def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 27b99ade8..ba32c8681 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -5,7 +5,7 @@ Provides lists as configured in config.json """ import logging -from typing import List, Dict +from typing import Dict, List from cachetools import TTLCache, cached @@ -54,7 +54,7 @@ class VolumePairList(IPairList): """ Short whitelist method description - used for startup-messages """ - return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs." + return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs." def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: """ @@ -65,8 +65,7 @@ class VolumePairList(IPairList): :return: new whitelist """ # Generate dynamic whitelist - self._whitelist = self._gen_pair_whitelist( - self._config['stake_currency'], self._sort_key) + return self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key) @cached(TTLCache(maxsize=1, ttl=1800)) def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: From eaf3fd80c591889d30f882ed110cd2a032b13bef Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 07:19:46 +0100 Subject: [PATCH 0397/1495] Allow blacklist-verification from all pairlists --- freqtrade/pairlist/IPairList.py | 13 ++++++++++++- freqtrade/pairlist/VolumePairList.py | 6 ++++-- freqtrade/pairlist/pairlistmanager.py | 15 +++------------ freqtrade/resolvers/pairlist_resolver.py | 3 ++- 4 files changed, 21 insertions(+), 16 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 366a49bae..b666b12f2 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -6,6 +6,7 @@ Provides lists as configured in config.json """ import logging from abc import ABC, abstractmethod, abstractproperty +from copy import deepcopy from typing import Dict, List from freqtrade.exchange import market_is_active @@ -15,8 +16,9 @@ logger = logging.getLogger(__name__) class IPairList(ABC): - def __init__(self, exchange, config, pairlistconfig: dict) -> None: + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: self._exchange = exchange + self._pairlistmanager = pairlistmanager self._config = config self._pairlistconfig = pairlistconfig @@ -54,6 +56,15 @@ class IPairList(ABC): :return: new whitelist """ + @staticmethod + def _verify_blacklist(self, pairlist: List[str]) -> List[str]: + + for pair in deepcopy(pairlist): + if pair in self._pairlistmanager.blacklist: + logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...") + pairlist.remove(pair) + return pairlist + def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]: """ Check available markets and remove pair from whitelist if necessary diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index ba32c8681..77bdf472d 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -85,7 +85,9 @@ class VolumePairList(IPairList): sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) # Validate whitelist to only have active market pairs pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) - - logger.info(f"Searching {self._number_pairs} pairs: {pairs[:self._number_pairs]}") + pairs = self._verify_blacklist(pairs) + # Limit to X number of pairs + pairs = pairs[:self._number_pairs] + logger.info(f"Searching {self._number_pairs} pairs: {pairs}") return pairs diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index d3532ee54..b1681afef 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -5,7 +5,6 @@ Provides lists as configured in config.json """ import logging -from copy import deepcopy from typing import List from freqtrade.pairlist.IPairList import IPairList @@ -25,7 +24,7 @@ class PairListManager(): self._tickers_needed = False for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]): pairl = PairListResolver(pl.get('method'), - exchange, config, + exchange, self, config, pl.get('config')).pairlist self._tickers_needed = pairl.needstickers or self._tickers_needed self._pairlists.append(pairl) @@ -57,18 +56,10 @@ class PairListManager(): if self._tickers_needed: tickers = self._exchange.get_tickers() + # Process all pairlists in chain for pl in self._pairlists: - pl.filter_pairlist(pairlist, tickers) + pairlist = pl.filter_pairlist(pairlist, tickers) # Validation against blacklist happens after the pairlists to ensure blacklist is respected. pairlist = self.verify_blacklist(pairlist, self.blacklist) self._whitelist = pairlist - - @staticmethod - def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]: - - for pair in deepcopy(pairlist): - if pair in blacklist: - logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...") - pairlist.remove(pair) - return pairlist diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index db00f6515..a37d7dc05 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -20,13 +20,14 @@ class PairListResolver(IResolver): __slots__ = ['pairlist'] - def __init__(self, pairlist_name: str, exchange, config: dict, pairlistconfig) -> None: + def __init__(self, pairlist_name: str, exchange, pairlistmanager, config: dict, pairlistconfig) -> None: """ Load the custom class from config parameter :param config: configuration dictionary or None """ self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'exchange': exchange, + 'pairlistmanager': pairlistmanager, 'config': config, 'pairlistconfig': pairlistconfig}) From 31c7189b8b3c2cac88670e7a2204e9771bb24117 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 07:23:34 +0100 Subject: [PATCH 0398/1495] Verify blacklist correctly --- freqtrade/pairlist/IPairList.py | 14 +++++++++++--- freqtrade/pairlist/pairlistmanager.py | 3 ++- 2 files changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index b666b12f2..e14ae4187 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -57,14 +57,22 @@ class IPairList(ABC): """ @staticmethod - def _verify_blacklist(self, pairlist: List[str]) -> List[str]: - + def verify_blacklist(self, pairlist: List[str], blacklist: List[str]) -> List[str]: + """ + Verify and remove items from pairlist - returning a filtered pairlist. + """ for pair in deepcopy(pairlist): - if pair in self._pairlistmanager.blacklist: + if pair in blacklist: logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...") pairlist.remove(pair) return pairlist + def _verify_blacklist(self, pairlist: List[str]) -> List[str]: + """ + Proxy method to verify_blacklist for easy access for child classes. + """ + return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist) + def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]: """ Check available markets and remove pair from whitelist if necessary diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index b1681afef..ee6b3e37b 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -61,5 +61,6 @@ class PairListManager(): pairlist = pl.filter_pairlist(pairlist, tickers) # Validation against blacklist happens after the pairlists to ensure blacklist is respected. - pairlist = self.verify_blacklist(pairlist, self.blacklist) + pairlist = IPairList.verify_blacklist(pairlist, self.blacklist) + self._whitelist = pairlist From bf69b055ebc8b648095e0dfdbf3b461d80577ae7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 09:07:46 +0100 Subject: [PATCH 0399/1495] Add name getting --- freqtrade/pairlist/IPairList.py | 2 +- freqtrade/pairlist/LowPriceFilter.py | 4 ++-- freqtrade/pairlist/PrecisionFilter.py | 11 +++++------ freqtrade/pairlist/StaticPairList.py | 4 ++-- freqtrade/pairlist/VolumePairList.py | 4 ++-- freqtrade/pairlist/pairlistmanager.py | 16 ++++++++++++++-- freqtrade/resolvers/pairlist_resolver.py | 3 ++- 7 files changed, 28 insertions(+), 16 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index e14ae4187..ef9ea1d04 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -57,7 +57,7 @@ class IPairList(ABC): """ @staticmethod - def verify_blacklist(self, pairlist: List[str], blacklist: List[str]) -> List[str]: + def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]: """ Verify and remove items from pairlist - returning a filtered pairlist. """ diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 4d4a92676..9552b56b8 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -9,8 +9,8 @@ logger = logging.getLogger(__name__) class LowPriceFilter(IPairList): - def __init__(self, exchange, config, pairlistconfig: dict) -> None: - super().__init__(exchange, config, pairlistconfig) + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig) self._low_price_percent = pairlistconfig.get('low_price_percent', 0) diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 3e68ec607..b18237b00 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -33,11 +33,10 @@ class PrecisionFilter(IPairList): (already cleaned to be 1 - stoploss) :return: True if the pair can stay, false if it should be removed """ - stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss + stop_price = ticker['ask'] * stoploss # Adjust stop-prices to precision - sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price) - stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], - stop_price * 0.99) + sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price) + stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99) logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") if sp <= stop_gap_price: logger.info(f"Removed {ticker['symbol']} from whitelist, " @@ -49,9 +48,9 @@ class PrecisionFilter(IPairList): """ Filters and sorts pairlists and assigns and returns them again. """ - if self._freqtrade.strategy.stoploss is not None: + if self._config.get('stoploss') is not None: # Precalculate sanitized stoploss value to avoid recalculation for every pair - stoploss = 1 - abs(self._freqtrade.strategy.stoploss) + stoploss = 1 - abs(self._config.get('stoploss')) # Copy list since we're modifying this list for p in deepcopy(pairlist): ticker = [t for t in tickers if t['symbol'] == p][0] diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index e70bd671c..f663f8b02 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -14,8 +14,8 @@ logger = logging.getLogger(__name__) class StaticPairList(IPairList): - def __init__(self, exchange, config, pairlistconfig: dict) -> None: - super().__init__(exchange, config, pairlistconfig) + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig) @property def needstickers(self) -> bool: diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 77bdf472d..610986a72 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -19,8 +19,8 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] class VolumePairList(IPairList): - def __init__(self, exchange, config, pairlistconfig: dict) -> None: - super().__init__(exchange, config, pairlistconfig) + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig) if 'number_assets' not in self._pairlistconfig: raise OperationalException( diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index ee6b3e37b..e6b2b6103 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -5,7 +5,7 @@ Provides lists as configured in config.json """ import logging -from typing import List +from typing import Dict, List from freqtrade.pairlist.IPairList import IPairList from freqtrade.resolvers import PairListResolver @@ -44,6 +44,18 @@ class PairListManager(): """ return self._blacklist + @property + def name(self) -> str: + """ + """ + return str([p.name for p in self._pairlists]) + + def short_desc(self) -> List[Dict]: + """ + List of short_desc for each pairlist + """ + return [{p.name: p.short_desc()} for p in self._pairlists] + def refresh_pairlist(self) -> None: """ Run pairlist through all pairlists. @@ -52,7 +64,7 @@ class PairListManager(): pairlist = self._whitelist.copy() # tickers should be cached to avoid calling the exchange on each call. - tickers = [] + tickers: List[Dict] = [] if self._tickers_needed: tickers = self._exchange.get_tickers() diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index a37d7dc05..9e051fa8f 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -20,7 +20,8 @@ class PairListResolver(IResolver): __slots__ = ['pairlist'] - def __init__(self, pairlist_name: str, exchange, pairlistmanager, config: dict, pairlistconfig) -> None: + def __init__(self, pairlist_name: str, exchange, pairlistmanager, + config: dict, pairlistconfig) -> None: """ Load the custom class from config parameter :param config: configuration dictionary or None From 85beb3b6a98dc83c5d6cd405c6e260b7743cd20d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 09:31:17 +0100 Subject: [PATCH 0400/1495] Fix test --- tests/pairlist/test_pairlist.py | 69 ++++++++++++++++++++------------- 1 file changed, 43 insertions(+), 26 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 23c48545e..5c718dfdf 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -7,6 +7,7 @@ import pytest from freqtrade import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.resolvers import PairListResolver +from freqtrade.pairlist.pairlistmanager import PairListManager from tests.conftest import get_patched_freqtradebot, log_has_re # whitelist, blacklist @@ -25,26 +26,41 @@ def whitelist_conf(default_conf): default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' ] - default_conf['pairlist'] = {'method': 'StaticPairList', - 'config': {'number_assets': 5}, - 'filters': {}, - } + default_conf['pairlists'] = [ + { + "method": "VolumePairList", + "config": { + "number_assets": 5, + "sort_key": "quoteVolume", + } + }, + ] + return default_conf + +@pytest.fixture(scope="function") +def static_pl_conf(default_conf): + default_conf['pairlists'] = [ + { + "method": "StaticPairList", + }, + ] return default_conf def test_load_pairlist_noexist(mocker, markets, default_conf): - freqtradebot = get_patched_freqtradebot(mocker, default_conf) + bot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + plm = PairListManager(bot.exchange, default_conf) with pytest.raises(OperationalException, match=r"Impossible to load Pairlist 'NonexistingPairList'. " r"This class does not exist or contains Python code errors."): - PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist + PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}) -def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf): +def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): - freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) + freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtradebot.pairlists.refresh_pairlist() @@ -53,34 +69,33 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf): # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtradebot.pairlists.whitelist) # Ensure config dict hasn't been changed - assert (whitelist_conf['exchange']['pair_whitelist'] == + assert (static_pl_conf['exchange']['pair_whitelist'] == freqtradebot.config['exchange']['pair_whitelist']) -def test_refresh_pairlists(mocker, markets, whitelist_conf): - freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) - - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) +def test_refresh_pairlists(mocker, markets, static_pl_conf): + freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + exchange_has=MagicMock(return_value=True), + markets=PropertyMock(return_value=markets), + ) freqtradebot.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtradebot.pairlists.whitelist) - assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist + assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): - whitelist_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 5, - 'precision_filter': False} - } mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_tickers=tickers, - exchange_has=MagicMock(return_value=True) + exchange_has=MagicMock(return_value=True), ) - freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) + bot = get_patched_freqtradebot(mocker, whitelist_conf) # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -88,17 +103,19 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co ) # argument: use the whitelist dynamically by exchange-volume whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC'] - freqtradebot.pairlists.refresh_pairlist() + bot.pairlists.refresh_pairlist() - assert whitelist == freqtradebot.pairlists.whitelist + assert whitelist == bot.pairlists.whitelist + + whitelist_conf['pairlists'] = [{'method': 'VolumePairList', + 'config': {} + } + ] - whitelist_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {} - } with pytest.raises(OperationalException, match=r'`number_assets` not specified. Please check your configuration ' r'for "pairlist.config.number_assets"'): - PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist + PairListManager(bot.exchange, whitelist_conf) def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): From 870966dcd0fc8e1e67b2d7b60e22e765ba8c9898 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 09:42:34 +0100 Subject: [PATCH 0401/1495] Fix more tests --- freqtrade/pairlist/StaticPairList.py | 2 +- tests/pairlist/test_pairlist.py | 25 ++++++++++++++++--------- 2 files changed, 17 insertions(+), 10 deletions(-) diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index f663f8b02..83450c4bc 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -41,4 +41,4 @@ class StaticPairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - return self._config['exchange']['pair_whitelist'] + return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist']) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 5c718dfdf..ffebaf60f 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -16,6 +16,7 @@ from tests.conftest import get_patched_freqtradebot, log_has_re @pytest.fixture(scope="function") def whitelist_conf(default_conf): default_conf['stake_currency'] = 'BTC' + default_conf['exchange']['name'] = 'binance' default_conf['exchange']['pair_whitelist'] = [ 'ETH/BTC', 'TKN/BTC', @@ -39,13 +40,13 @@ def whitelist_conf(default_conf): @pytest.fixture(scope="function") -def static_pl_conf(default_conf): - default_conf['pairlists'] = [ +def static_pl_conf(whitelist_conf): + whitelist_conf['pairlists'] = [ { "method": "StaticPairList", }, ] - return default_conf + return whitelist_conf def test_load_pairlist_noexist(mocker, markets, default_conf): @@ -73,7 +74,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): freqtradebot.config['exchange']['pair_whitelist']) -def test_refresh_pairlists(mocker, markets, static_pl_conf): +def test_refresh_static_pairlist(mocker, markets, static_pl_conf): freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -119,6 +120,10 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + exchange_has=MagicMock(return_value=True), + ) freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty)) @@ -179,13 +184,15 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): - whitelist_conf['pairlist']['method'] = pairlist - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + whitelist_conf['pairlists'][0]['method'] = pairlist + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True) + ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - assert freqtrade.pairlists.name == pairlist - assert pairlist in freqtrade.pairlists.short_desc() + assert freqtrade.pairlists.name == str([pairlist]) + assert pairlist in str(freqtrade.pairlists.short_desc()) assert isinstance(freqtrade.pairlists.whitelist, list) assert isinstance(freqtrade.pairlists.blacklist, list) From d7262c0b4e7e1b2b02605da117ccd56c0bcc9da3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 13:40:36 +0100 Subject: [PATCH 0402/1495] Fix correct ticker type --- freqtrade/pairlist/IPairList.py | 3 +- freqtrade/pairlist/LowPriceFilter.py | 6 ++- freqtrade/pairlist/PrecisionFilter.py | 6 +-- freqtrade/pairlist/StaticPairList.py | 2 +- freqtrade/pairlist/VolumePairList.py | 21 ++++++--- freqtrade/pairlist/pairlistmanager.py | 2 +- tests/pairlist/test_pairlist.py | 68 ++++++++++++++++----------- 7 files changed, 65 insertions(+), 43 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index ef9ea1d04..4a83bc939 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -46,7 +46,7 @@ class IPairList(ABC): """ @abstractmethod - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. Called on each bot iteration - please use internal caching if necessary @@ -97,5 +97,6 @@ class IPairList(ABC): if pair not in sanitized_whitelist: sanitized_whitelist.append(pair) + sanitized_whitelist = self._verify_blacklist(sanitized_whitelist) # We need to remove pairs that are unknown return sanitized_whitelist diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 9552b56b8..4e1ba52c8 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -46,7 +46,7 @@ class LowPriceFilter(IPairList): return False return True - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. @@ -57,7 +57,9 @@ class LowPriceFilter(IPairList): """ # Copy list since we're modifying this list for p in deepcopy(pairlist): - ticker = [t for t in tickers if t['symbol'] == p][0] + ticker = tickers.get(p) + if not ticker: + pairlist.remove(p) # Filter out assets which would not allow setting a stoploss if self._low_price_percent and not self._validate_ticker_lowprice(ticker): diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index b18237b00..d7b2c96ae 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -44,7 +44,7 @@ class PrecisionFilter(IPairList): return False return True - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlists and assigns and returns them again. """ @@ -53,9 +53,9 @@ class PrecisionFilter(IPairList): stoploss = 1 - abs(self._config.get('stoploss')) # Copy list since we're modifying this list for p in deepcopy(pairlist): - ticker = [t for t in tickers if t['symbol'] == p][0] + ticker = tickers.get(p) # Filter out assets which would not allow setting a stoploss - if (stoploss and not self._validate_precision_filter(ticker, stoploss)): + if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)): pairlist.remove(p) continue diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 83450c4bc..a7b71875c 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -33,7 +33,7 @@ class StaticPairList(IPairList): """ return f"{self.name}" - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. Called on each bot iteration - please use internal caching if necessary diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 610986a72..e6ff69daf 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -5,10 +5,9 @@ Provides lists as configured in config.json """ import logging +from datetime import datetime from typing import Dict, List -from cachetools import TTLCache, cached - from freqtrade import OperationalException from freqtrade.pairlist.IPairList import IPairList @@ -28,6 +27,7 @@ class VolumePairList(IPairList): 'for "pairlist.config.number_assets"') self._number_pairs = self._pairlistconfig['number_assets'] self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume') + self._ttl = self._pairlistconfig.get('ttl', 1800) if not self._exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -37,6 +37,7 @@ class VolumePairList(IPairList): if not self._validate_keys(self._sort_key): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') + self._last_refresh = 0 @property def needstickers(self) -> bool: @@ -56,7 +57,7 @@ class VolumePairList(IPairList): """ return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs." - def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. Called on each bot iteration - please use internal caching if necessary @@ -65,10 +66,17 @@ class VolumePairList(IPairList): :return: new whitelist """ # Generate dynamic whitelist - return self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key) + if self._last_refresh + self._ttl < datetime.now().timestamp(): + self._last_refresh = datetime.now().timestamp() + return self._gen_pair_whitelist(pairlist, + tickers, + self._config['stake_currency'], + self._sort_key, + ) + else: + return pairlist - @cached(TTLCache(maxsize=1, ttl=1800)) - def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: + def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]: """ Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str @@ -77,7 +85,6 @@ class VolumePairList(IPairList): :return: List of pairs """ - tickers = self._exchange.get_tickers() # check length so that we make sure that '/' is actually in the string tickers = [v for k, v in tickers.items() if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index e6b2b6103..03451e725 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -64,7 +64,7 @@ class PairListManager(): pairlist = self._whitelist.copy() # tickers should be cached to avoid calling the exchange on each call. - tickers: List[Dict] = [] + tickers: Dict = {} if self._tickers_needed: tickers = self._exchange.get_tickers() diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index ffebaf60f..5ad7fdf5a 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -16,7 +16,6 @@ from tests.conftest import get_patched_freqtradebot, log_has_re @pytest.fixture(scope="function") def whitelist_conf(default_conf): default_conf['stake_currency'] = 'BTC' - default_conf['exchange']['name'] = 'binance' default_conf['exchange']['pair_whitelist'] = [ 'ETH/BTC', 'TKN/BTC', @@ -137,31 +136,37 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): @pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [ - ({}, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), - ({}, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), - ({}, "USDT", "quoteVolume", ['ETH/USDT']), - ({}, "ETH", "quoteVolume", []), - ({"PrecisionFilter": {}}, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), - ({"PrecisionFilter": {}}, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), - ({"LowPriceFilter": {"low_price_percent": 0.03}}, "BTC", - "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), + ([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), + ([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), + ([], "USDT", "quoteVolume", ['ETH/USDT']), + ([], "ETH", "quoteVolume", []), + ([{"method": "PrecisionFilter"}], "BTC", + "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), + ([{"method": "PrecisionFilter"}], + "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), + ([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}], + "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), # Hot is removed by precision_filter, Fuel by low_price_filter. - ({"PrecisionFilter": {}, "LowPriceFilter": {"low_price_percent": 0.02}}, - "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), -]) + ([{"method": "PrecisionFilter"}, + {"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}} + ], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC'])]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, filters, base_currency, key, whitelist_result, caplog) -> None: - whitelist_conf['pairlist']['method'] = 'VolumePairList' - whitelist_conf['pairlist']['filters'] = filters + whitelist_conf['pairlists'].extend(filters) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets)) - mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) + + mocker.patch.multiple('freqtrade.exchange.Exchange', + get_tickers=tickers, + markets=PropertyMock(return_value=shitcoinmarkets), + ) freqtrade.config['stake_currency'] = base_currency - whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) + freqtrade.pairlists.refresh_pairlist() + whitelist = freqtrade.pairlists.whitelist + assert sorted(whitelist) == sorted(whitelist_result) if 'PrecisionFilter' in filters: assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' @@ -172,11 +177,14 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: - default_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 10} - } - mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False)) + default_conf['pairlists'] = [{'method': 'VolumePairList', + 'config': {'number_assets': 10} + }] + + mocker.patch.multiple('freqtrade.exchange.Exchange', + get_tickers=tickers, + exchange_has=MagicMock(return_value=False), + ) with pytest.raises(OperationalException): get_patched_freqtradebot(mocker, default_conf) @@ -202,18 +210,22 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): (['ETH/BTC', 'TKN/BTC'], ""), (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available - (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist + (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "), # BLK/BTC in blacklist (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive ]) def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, - log_message): - whitelist_conf['pairlist']['method'] = pairlist - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + log_message, tickers): + whitelist_conf['pairlists'][0]['method'] = pairlist + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) caplog.clear() - new_whitelist = freqtrade.pairlists._whitelist_for_active_markets(whitelist) + # Assign starting whitelist + new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist) assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) assert log_message in caplog.text From c3b4a4dde1e2421bbd3db783b463ab6b1e9fbee9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 13:59:19 +0100 Subject: [PATCH 0403/1495] Update sample configurations --- config.json.example | 5 ++++- config_binance.json.example | 5 +++++ config_full.json.example | 23 ++++++++++++++--------- config_kraken.json.example | 5 +++++ 4 files changed, 28 insertions(+), 10 deletions(-) diff --git a/config.json.example b/config.json.example index 9a6dafd04..a2add358f 100644 --- a/config.json.example +++ b/config.json.example @@ -52,6 +52,9 @@ "DOGE/BTC" ] }, + "pairlists": [ + {"method": "StaticPairList"} + ], "edge": { "enabled": false, "process_throttle_secs": 3600, @@ -68,7 +71,7 @@ "remove_pumps": false }, "telegram": { - "enabled": true, + "enabled": false, "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, diff --git a/config_binance.json.example b/config_binance.json.example index 58817a78e..aa36ed035 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -54,6 +54,11 @@ "BNB/BTC" ] }, + "pairlists": [ + { + "method": "StaticPairList" + } + ], "edge": { "enabled": false, "process_throttle_secs": 3600, diff --git a/config_full.json.example b/config_full.json.example index 9cec8fcb8..2bc2cde9e 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -50,17 +50,22 @@ "buy": "gtc", "sell": "gtc" }, - "pairlist": { - "method": "VolumePairList", - "config": { - "number_assets": 20, - "sort_key": "quoteVolume", + "pairlists": [ + {"method": "StaticPairList"}, + { + "method": "VolumePairList", + "config": { + "number_assets": 20, + "sort_key": "quoteVolume" + } }, - "filters":{ - "PrecisionFilter": {}, - "LowPriceFilter": {"low_price_percent": 0.01} + {"method": "PrecisionFilter"}, + {"method": "LowPriceFilter", + "config": { + "low_price_percent": 0.01 + } } - }, + ], "exchange": { "name": "bittrex", "sandbox": false, diff --git a/config_kraken.json.example b/config_kraken.json.example index 5a36941d8..9ca2ca065 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -46,6 +46,11 @@ ] }, + "pairlists": [ + { + "method": "StaticPairList" + } + ], "edge": { "enabled": false, "process_throttle_secs": 3600, From 37985310d5a748302ec0e4d974f66b7efbaddab6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 13:59:35 +0100 Subject: [PATCH 0404/1495] remove cachetools dependency --- requirements-common.txt | 1 - setup.py | 1 - 2 files changed, 2 deletions(-) diff --git a/requirements-common.txt b/requirements-common.txt index 64a43ee62..4793d25f6 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,7 +4,6 @@ ccxt==1.18.1346 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 arrow==0.15.2 -cachetools==3.1.1 requests==2.22.0 urllib3==1.25.6 wrapt==1.11.2 diff --git a/setup.py b/setup.py index 50b8eee9c..781a5d138 100644 --- a/setup.py +++ b/setup.py @@ -66,7 +66,6 @@ setup(name='freqtrade', 'SQLAlchemy', 'python-telegram-bot', 'arrow', - 'cachetools', 'requests', 'urllib3', 'wrapt', From c74d76627546fd2ea84149abc629bde8161e7414 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:00:32 +0100 Subject: [PATCH 0405/1495] move from name to name_list --- freqtrade/pairlist/VolumePairList.py | 2 +- freqtrade/pairlist/pairlistmanager.py | 13 ++++++++++--- freqtrade/rpc/rpc.py | 4 ++-- tests/pairlist/test_pairlist.py | 2 +- tests/rpc/test_rpc.py | 17 ++++++++++------- tests/rpc/test_rpc_apiserver.py | 6 +++--- 6 files changed, 27 insertions(+), 17 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index e6ff69daf..902f7abd4 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -67,7 +67,7 @@ class VolumePairList(IPairList): """ # Generate dynamic whitelist if self._last_refresh + self._ttl < datetime.now().timestamp(): - self._last_refresh = datetime.now().timestamp() + self._last_refresh = int(datetime.now().timestamp()) return self._gen_pair_whitelist(pairlist, tickers, self._config['stake_currency'], diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 03451e725..09e024497 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -7,6 +7,7 @@ Provides lists as configured in config.json import logging from typing import Dict, List +from freqtrade import OperationalException from freqtrade.pairlist.IPairList import IPairList from freqtrade.resolvers import PairListResolver @@ -22,12 +23,17 @@ class PairListManager(): self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._pairlists: List[IPairList] = [] self._tickers_needed = False - for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]): + pairlists = self._config.get('pairlists', None) + if not pairlists: + pairlists = [{'method': "StaticPairList"}] + for pl in pairlists: pairl = PairListResolver(pl.get('method'), exchange, self, config, pl.get('config')).pairlist self._tickers_needed = pairl.needstickers or self._tickers_needed self._pairlists.append(pairl) + if not self._pairlists: + raise OperationalException("No Pairlist defined!!") @property def whitelist(self) -> List[str]: @@ -45,10 +51,11 @@ class PairListManager(): return self._blacklist @property - def name(self) -> str: + def name_list(self) -> List[str]: """ + Get list of loaded pairlists names """ - return str([p.name for p in self._pairlists]) + return [p.name for p in self._pairlists] def short_desc(self) -> List[Dict]: """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index f994ac006..2de73ac25 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -469,7 +469,7 @@ class RPC: def _rpc_whitelist(self) -> Dict: """ Returns the currently active whitelist""" - res = {'method': self._freqtrade.pairlists.name, + res = {'method': self._freqtrade.pairlists.name_list, 'length': len(self._freqtrade.active_pair_whitelist), 'whitelist': self._freqtrade.active_pair_whitelist } @@ -484,7 +484,7 @@ class RPC: and pair not in self._freqtrade.pairlists.blacklist): self._freqtrade.pairlists.blacklist.append(pair) - res = {'method': self._freqtrade.pairlists.name, + res = {'method': self._freqtrade.pairlists.name_list, 'length': len(self._freqtrade.pairlists.blacklist), 'blacklist': self._freqtrade.pairlists.blacklist, } diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 5ad7fdf5a..bca3f4aea 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -199,7 +199,7 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - assert freqtrade.pairlists.name == str([pairlist]) + assert freqtrade.pairlists.name_list == [pairlist] assert pairlist in str(freqtrade.pairlists.short_desc()) assert isinstance(freqtrade.pairlists.whitelist, list) assert isinstance(freqtrade.pairlists.blacklist, list) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index df2261c1f..8747fe6ff 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -719,21 +719,23 @@ def test_rpc_whitelist(mocker, default_conf) -> None: freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_whitelist() - assert ret['method'] == 'StaticPairList' + assert len(ret['method']) == 1 + assert 'StaticPairList' in ret['method'] assert ret['whitelist'] == default_conf['exchange']['pair_whitelist'] def test_rpc_whitelist_dynamic(mocker, default_conf) -> None: - default_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 4} - } + default_conf['pairlists'] = [{'method': 'VolumePairList', + 'config': {'number_assets': 4} + }] mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_whitelist() - assert ret['method'] == 'VolumePairList' + assert len(ret['method']) == 1 + assert 'VolumePairList' in ret['method'] assert ret['length'] == 4 assert ret['whitelist'] == default_conf['exchange']['pair_whitelist'] @@ -744,13 +746,14 @@ def test_rpc_blacklist(mocker, default_conf) -> None: freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) ret = rpc._rpc_blacklist(None) - assert ret['method'] == 'StaticPairList' + assert len(ret['method']) == 1 + assert 'StaticPairList' in ret['method'] assert len(ret['blacklist']) == 2 assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC'] ret = rpc._rpc_blacklist(["ETH/BTC"]) - assert ret['method'] == 'StaticPairList' + assert 'StaticPairList' in ret['method'] assert len(ret['blacklist']) == 3 assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC'] diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index b572a0514..aa5054314 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -456,7 +456,7 @@ def test_api_blacklist(botclient, mocker): assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], "length": 2, - "method": "StaticPairList"} + "method": ["StaticPairList"]} # Add ETH/BTC to blacklist rc = client_post(client, f"{BASE_URI}/blacklist", @@ -464,7 +464,7 @@ def test_api_blacklist(botclient, mocker): assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], "length": 3, - "method": "StaticPairList"} + "method": ["StaticPairList"]} def test_api_whitelist(botclient): @@ -474,7 +474,7 @@ def test_api_whitelist(botclient): assert_response(rc) assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], "length": 4, - "method": "StaticPairList"} + "method": ["StaticPairList"]} def test_api_forcebuy(botclient, mocker, fee): From 25cb935eeedce1e19afc2383953301b6fe79ab6e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:15:47 +0100 Subject: [PATCH 0406/1495] Some more adjustments for new pairlist --- freqtrade/configuration/config_validation.py | 7 ++++--- freqtrade/configuration/configuration.py | 3 +++ freqtrade/configuration/deprecated_settings.py | 11 ++++++++++- tests/conftest.py | 3 +++ tests/rpc/test_rpc_telegram.py | 14 +++++++------- tests/test_configuration.py | 8 +++++--- 6 files changed, 32 insertions(+), 14 deletions(-) diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 93d93263f..21086c913 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -121,6 +121,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None: if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT]: return - if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList' - and not conf.get('exchange', {}).get('pair_whitelist')): - raise OperationalException("StaticPairList requires pair_whitelist to be set.") + for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]): + if (pl.get('method') == 'StaticPairList' + and not conf.get('exchange', {}).get('pair_whitelist')): + raise OperationalException("StaticPairList requires pair_whitelist to be set.") diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index be1c7ab4e..b8995edf9 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -81,6 +81,9 @@ class Configuration: if 'ask_strategy' not in config: config['ask_strategy'] = {} + if 'pairlists' not in config: + config['pairlists'] = [] + # validate configuration before returning logger.info('Validating configuration ...') validate_config_schema(config) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 8471028aa..3aec85ae2 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -58,9 +58,18 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', 'experimental', 'ignore_roi_if_buy_signal') + if config.get('pairlist', {}).get("method") == 'VolumePairList': + logger.warning( + "DEPRECATED: " + f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. " + "Please refer to the docs on configuration details") + config['pairlists'].append({'method': 'VolumePairList', + 'config': config.get('pairlist', {}).get('config') + }) + if config.get('pairlist', {}).get('config', {}).get('precision_filter'): logger.warning( "DEPRECATED: " f"Using precision_filter setting is deprecated and has been replaced by" "PrecisionFilter. Please refer to the docs on configuration details") - config['pairlist'].update({'filters': {'PrecisionFilter': {}}}) + config['pairlists'].append({'method': 'PrecisionFilter'}) diff --git a/tests/conftest.py b/tests/conftest.py index d551596f0..b2c76baec 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -242,6 +242,9 @@ def default_conf(testdatadir): "HOT/BTC", ] }, + "pairlists": [ + {"method": "StaticPairList"} + ], "telegram": { "enabled": True, "token": "token", diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 766511d2d..bb9d88658 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1050,8 +1050,8 @@ def test_whitelist_static(default_conf, update, mocker) -> None: telegram._whitelist(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert ('Using whitelist `StaticPairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`' - in msg_mock.call_args_list[0][0][0]) + assert ("Using whitelist `['StaticPairList']` with 4 pairs\n" + "`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0]) def test_whitelist_dynamic(default_conf, update, mocker) -> None: @@ -1062,17 +1062,17 @@ def test_whitelist_dynamic(default_conf, update, mocker) -> None: _send_msg=msg_mock ) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - default_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 4} - } + default_conf['pairlists'] = [{'method': 'VolumePairList', + 'config': {'number_assets': 4} + }] freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) telegram._whitelist(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert ('Using whitelist `VolumePairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`' - in msg_mock.call_args_list[0][0][0]) + assert ("Using whitelist `['VolumePairList']` with 4 pairs\n" + "`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0]) def test_blacklist_static(default_conf, update, mocker) -> None: diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 258088925..6cfae01c6 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -743,9 +743,9 @@ def test_validate_whitelist(default_conf): conf = deepcopy(default_conf) - conf.update({"pairlist": { + conf.update({"pairlists": [{ "method": "VolumePairList", - }}) + }]}) # Dynamic whitelist should not care about pair_whitelist validate_config_consistency(conf) del conf['exchange']['pair_whitelist'] @@ -963,14 +963,16 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca assert default_conf[setting[0]][setting[1]] == setting[5] -def test_process_deprecated_setting_precision_filter(mocker, default_conf, caplog): +def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog): patched_configuration_load_config_file(mocker, default_conf) default_conf.update({'pairlist': { + 'method': 'VolumePairList', 'config': {'precision_filter': True} }}) process_temporary_deprecated_settings(default_conf) assert log_has_re(r'DEPRECATED.*precision_filter.*', caplog) + assert log_has_re(r'DEPRECATED.*in pairlist is deprecated and must be moved*', caplog) def test_check_conflicting_settings(mocker, default_conf, caplog): From ed0c7a6aaf80c4c92df7480577bcbe6d10a66d02 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:16:11 +0100 Subject: [PATCH 0407/1495] Update configschema to fit new pairlists approach --- freqtrade/constants.py | 19 +++++++++++-------- 1 file changed, 11 insertions(+), 8 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 5fdd45916..c98c32d4c 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -20,7 +20,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell'] REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] -AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList'] +AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'LowPriceFilter'] DRY_RUN_WALLET = 999.9 MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons @@ -151,13 +151,16 @@ CONF_SCHEMA = { 'block_bad_exchanges': {'type': 'boolean'} } }, - 'pairlist': { - 'type': 'object', - 'properties': { - 'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS}, - 'config': {'type': 'object'} - }, - 'required': ['method'] + 'pairlists': { + 'type': 'array', + 'items': { + 'type': 'object', + 'properties': { + 'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS}, + 'config': {'type': 'object'} + }, + 'required': ['method'], + } }, 'telegram': { 'type': 'object', From 02b9da8aba530bc0f9115401f634108d2bdb947f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:39:28 +0100 Subject: [PATCH 0408/1495] Update documentation --- config_full.json.example | 3 ++- docs/configuration.md | 46 ++++++++++++++++++++++++---------------- docs/developer.md | 29 ++++++++++++++----------- 3 files changed, 47 insertions(+), 31 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 2bc2cde9e..ba53f47d6 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -56,7 +56,8 @@ "method": "VolumePairList", "config": { "number_assets": 20, - "sort_key": "quoteVolume" + "sort_key": "quoteVolume", + "ttl": 1800 } }, {"method": "PrecisionFilter"}, diff --git a/docs/configuration.md b/docs/configuration.md index 39fb4b8ac..8f62708d1 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -82,8 +82,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded. | `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation. | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. -| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists). -| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists). +| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). | `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram. | `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.*** | `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.*** @@ -382,41 +381,50 @@ The valid values are: Pairlists define the list of pairs that the bot should trade. There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available. -In addition to pairlists, [pairlist filters](#available-pairlist-filters) can be configured, which remove certain assets. -These Filters work with all Pairlist providers and are applied in the sequence they occur. +[`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs. + +All pairlists can be chained, and a combination of all pairlists will become your new whitelist. + +Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`. ### Available Pairlists * [`StaticPairList`](#static-pair-list) (default, if not configured differently) * [`VolumePairList`](#volume-pair-list) +* [`PrecisionFilter`](#precision-filter) +* [`LowPriceFilter`](#low-price-pair-filter) #### Static Pair List -By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Inactive markets and blacklisted pairs are removed from the pair_whitelist. +By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`. +```json +"pairlists": [ + {"method": "StaticPairList"} + ], +``` + #### Volume Pair List `VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`. `VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange. -Pairs in `pair_blacklist` are not considered for `VolumePairList`, even if all other filters would match. + +`ttl` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes). ```json -"pairlist": { +"pairlists": [{ "method": "VolumePairList", "config": { "number_assets": 20, "sort_key": "quoteVolume", - }, + "ttl": 1800, + } +], ``` -### Available Pairlist Filters - -* [`PrecisionFilter`](#precision-filter) -* [`LowPriceFilter`](#low-price-pair-filter) - #### Precision Filter Filters low-value coins which would not allow setting a stoploss. @@ -440,17 +448,19 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, "pair_whitelist": [], "pair_blacklist": ["BNB/BTC"] }, -"pairlist": { +"pairlists": [ + { "method": "VolumePairList", "config": { "number_assets": 20, "sort_key": "quoteVolume", }, - "filters":{ - "PrecisionFilter": {}, - "LowPriceFilter": {"low_price_percent": 0.01} - } }, + {"method": "PrecisionFilter"}, + {"method": "LowPriceFilter", + "config": {"low_price_percent": 0.01} + } + }], ``` ## Switch to Dry-run mode diff --git a/docs/developer.md b/docs/developer.md index 346578c2e..e63d970e2 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -46,15 +46,18 @@ def test_method_to_test(caplog): The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine. #### Install + * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) * [docker](https://docs.docker.com/install/) * [docker-compose](https://docs.docker.com/compose/install/) #### Starting the bot ##### Use the develop dockerfile + ``` bash rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml ``` + #### Docker Compose ##### Starting @@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml ``` bash docker-compose up ``` + ![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png) ##### Rebuilding + ``` bash docker-compose build ``` @@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev ``` bash docker-compose exec freqtrade_develop /bin/bash ``` -![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png) +![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png) ## Modules @@ -95,7 +100,7 @@ This is a simple provider, which however serves as a good example on how to star Next, modify the classname of the provider (ideally align this with the Filename). -The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`. +The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`) and the pairlist dedicated configuration (`self._pairlistconfig`). ```python self._freqtrade = freqtrade @@ -104,10 +109,9 @@ The base-class provides the an instance of the bot (`self._freqtrade`), as well self._blacklist = self._config['exchange'].get('pair_blacklist', []) ``` - Now, let's step through the methods which require actions: -#### configuration +#### Pairlist configuration Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`. This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist. @@ -120,29 +124,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke Returns a description used for Telegram messages. This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`. -#### refresh_pairlist +#### filter_pairlist Override this method and run all calculations needed in this method. This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations. -Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly. +It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`. -Please also run `self.validate_whitelist(pairs, tickers)` (tickers is optional, but should be passed when you're using tickers anyway) and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten. +It must return the resulting pairlist (which may then be passed into the next pairlist filter). + +Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected. ##### sample ``` python - def refresh_pairlist(self) -> None: + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: # Generate dynamic whitelist - pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key) - # Validate whitelist to only have active market pairs - self._whitelist = self.validate_whitelist(pairs)[:self._number_pairs] + pairs = self._calculate_pairlist(pairlist, tickers) + return pairs ``` #### _gen_pair_whitelist This is a simple method used by `VolumePairList` - however serves as a good example. -It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider. +In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned. ## Implement a new Exchange (WIP) From a01b34a004baa585cf3a9045d8aeb0374e076a83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:44:39 +0100 Subject: [PATCH 0409/1495] tests --- freqtrade/pairlist/IPairList.py | 4 ++-- tests/pairlist/test_pairlist.py | 28 ++++++++++++++++++++++++++++ 2 files changed, 30 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 4a83bc939..fc4187856 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -73,7 +73,7 @@ class IPairList(ABC): """ return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist) - def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]: + def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]: """ Check available markets and remove pair from whitelist if necessary :param whitelist: the sorted list of pairs the user might want to trade @@ -83,7 +83,7 @@ class IPairList(ABC): markets = self._exchange.markets sanitized_whitelist: List[str] = [] - for pair in whitelist: + for pair in pairlist: # pair is not in the generated dynamic market or has the wrong stake currency if (pair not in markets or not pair.endswith(self._config['stake_currency'])): logger.warning(f"Pair {pair} is not compatible with exchange " diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index bca3f4aea..d19c18715 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -229,3 +229,31 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) assert log_message in caplog.text + + +def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf): + whitelist_conf['pairlists'][0]['config'].update({"sort_key": "asdf"}) + + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + with pytest.raises(OperationalException, + match=r"key asdf not in .*"): + get_patched_freqtradebot(mocker, whitelist_conf) + + +def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): + + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) + bot = get_patched_freqtradebot(mocker, whitelist_conf) + assert bot.pairlists._pairlists[0]._last_refresh == 0 + + bot.pairlists.refresh_pairlist() + + assert bot.pairlists._pairlists[0]._last_refresh != 0 + lrf = bot.pairlists._pairlists[0]._last_refresh + bot.pairlists.refresh_pairlist() + # Time should not be updated. + assert bot.pairlists._pairlists[0]._last_refresh == lrf From ae356493665270b557e93099970e78377a8b185d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 14:49:25 +0100 Subject: [PATCH 0410/1495] improve pairlistmanager errorhandling --- freqtrade/pairlist/pairlistmanager.py | 12 +++++++----- tests/pairlist/test_pairlist.py | 16 ++++++++++++++++ 2 files changed, 23 insertions(+), 5 deletions(-) diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 09e024497..f29f89abf 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -23,17 +23,19 @@ class PairListManager(): self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._pairlists: List[IPairList] = [] self._tickers_needed = False - pairlists = self._config.get('pairlists', None) - if not pairlists: - pairlists = [{'method': "StaticPairList"}] - for pl in pairlists: + + for pl in self._config.get('pairlists', None): + if 'method' not in pl: + logger.warning(f"No method in {pl}") + continue pairl = PairListResolver(pl.get('method'), exchange, self, config, pl.get('config')).pairlist self._tickers_needed = pairl.needstickers or self._tickers_needed self._pairlists.append(pairl) + if not self._pairlists: - raise OperationalException("No Pairlist defined!!") + raise OperationalException("No Pairlist defined!") @property def whitelist(self) -> List[str]: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index d19c18715..017f78561 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -257,3 +257,19 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): bot.pairlists.refresh_pairlist() # Time should not be updated. assert bot.pairlists._pairlists[0]._last_refresh == lrf + + +def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog): + del whitelist_conf['pairlists'][0]['method'] + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + with pytest.raises(OperationalException, + match=r"No Pairlist defined!"): + get_patched_freqtradebot(mocker, whitelist_conf) + assert log_has_re("No method in .*", caplog) + + whitelist_conf['pairlists'] = [] + + with pytest.raises(OperationalException, + match=r"No Pairlist defined!"): + get_patched_freqtradebot(mocker, whitelist_conf) + From 7ff61f12e99ac67fa61f33e87e06d76e6d303008 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 15:04:04 +0100 Subject: [PATCH 0411/1495] pass pairlist position into the pairlists --- freqtrade/pairlist/IPairList.py | 11 ++++++++++- freqtrade/pairlist/LowPriceFilter.py | 5 +++-- freqtrade/pairlist/StaticPairList.py | 3 --- freqtrade/pairlist/VolumePairList.py | 22 +++++++++++++++------- freqtrade/pairlist/pairlistmanager.py | 11 +++++++---- freqtrade/resolvers/pairlist_resolver.py | 5 +++-- tests/pairlist/test_pairlist.py | 2 +- 7 files changed, 39 insertions(+), 20 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index fc4187856..231755cb0 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -16,11 +16,20 @@ logger = logging.getLogger(__name__) class IPairList(ABC): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, + pairlist_pos: int) -> None: + """ + :param exchange: Exchange instance + :param pairlistmanager: Instanciating Pairlist manager + :param config: Global bot configuration + :param pairlistconfig: Configuration for this pairlist - can be empty. + :param pairlist_pos: Position of the filter in the pairlist-filter-list + """ self._exchange = exchange self._pairlistmanager = pairlistmanager self._config = config self._pairlistconfig = pairlistconfig + self._pairlist_pos = pairlist_pos @property def name(self) -> str: diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py index 4e1ba52c8..83b6a85e6 100644 --- a/freqtrade/pairlist/LowPriceFilter.py +++ b/freqtrade/pairlist/LowPriceFilter.py @@ -9,8 +9,9 @@ logger = logging.getLogger(__name__) class LowPriceFilter(IPairList): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: - super().__init__(exchange, pairlistmanager, config, pairlistconfig) + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, + pairlist_pos: int) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._low_price_percent = pairlistconfig.get('low_price_percent', 0) diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index a7b71875c..0050fbd5c 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -14,9 +14,6 @@ logger = logging.getLogger(__name__) class StaticPairList(IPairList): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: - super().__init__(exchange, pairlistmanager, config, pairlistconfig) - @property def needstickers(self) -> bool: """ diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 902f7abd4..708c8d7c2 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -18,8 +18,9 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] class VolumePairList(IPairList): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None: - super().__init__(exchange, pairlistmanager, config, pairlistconfig) + def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, + pairlist_pos: int) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) if 'number_assets' not in self._pairlistconfig: raise OperationalException( @@ -85,11 +86,18 @@ class VolumePairList(IPairList): :return: List of pairs """ - # check length so that we make sure that '/' is actually in the string - tickers = [v for k, v in tickers.items() - if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency - and v[key] is not None)] - sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) + if self._pairlist_pos == 0: + # If VolumePairList is the first in the list, use fresh pairlist + # check length so that we make sure that '/' is actually in the string + filtered_tickers = [v for k, v in tickers.items() + if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency + and v[key] is not None)] + else: + # If other pairlist is in front, use the incomming pairlist. + filtered_tickers = [v for k, v in tickers.items() if k in pairlist] + + sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key]) + # Validate whitelist to only have active market pairs pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) pairs = self._verify_blacklist(pairs) diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index f29f89abf..309ada094 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -23,14 +23,17 @@ class PairListManager(): self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._pairlists: List[IPairList] = [] self._tickers_needed = False - for pl in self._config.get('pairlists', None): if 'method' not in pl: logger.warning(f"No method in {pl}") continue pairl = PairListResolver(pl.get('method'), - exchange, self, config, - pl.get('config')).pairlist + exchange=exchange, + pairlistmanager=self, + config=config, + pairlistconfig=pl.get('config'), + pairlist_pos=len(self._pairlists) + ).pairlist self._tickers_needed = pairl.needstickers or self._tickers_needed self._pairlists.append(pairl) @@ -67,7 +70,7 @@ class PairListManager(): def refresh_pairlist(self) -> None: """ - Run pairlist through all pairlists. + Run pairlist through all configured pairlists. """ pairlist = self._whitelist.copy() diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py index 9e051fa8f..d849f4ffb 100644 --- a/freqtrade/resolvers/pairlist_resolver.py +++ b/freqtrade/resolvers/pairlist_resolver.py @@ -21,7 +21,7 @@ class PairListResolver(IResolver): __slots__ = ['pairlist'] def __init__(self, pairlist_name: str, exchange, pairlistmanager, - config: dict, pairlistconfig) -> None: + config: dict, pairlistconfig: dict, pairlist_pos: int) -> None: """ Load the custom class from config parameter :param config: configuration dictionary or None @@ -30,7 +30,8 @@ class PairListResolver(IResolver): kwargs={'exchange': exchange, 'pairlistmanager': pairlistmanager, 'config': config, - 'pairlistconfig': pairlistconfig}) + 'pairlistconfig': pairlistconfig, + 'pairlist_pos': pairlist_pos}) def _load_pairlist( self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 017f78561..c322dd8c4 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -55,7 +55,7 @@ def test_load_pairlist_noexist(mocker, markets, default_conf): with pytest.raises(OperationalException, match=r"Impossible to load Pairlist 'NonexistingPairList'. " r"This class does not exist or contains Python code errors."): - PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}) + PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1) def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): From 5caeca75096d2e2fd963bcb1645475c818864f96 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 15:23:36 +0100 Subject: [PATCH 0412/1495] Improve tests for pairlist-sequence behaviour --- docs/developer.md | 9 ++--- tests/pairlist/test_pairlist.py | 63 +++++++++++++++++++++------------ 2 files changed, 46 insertions(+), 26 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index e63d970e2..c65f429e9 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -100,13 +100,14 @@ This is a simple provider, which however serves as a good example on how to star Next, modify the classname of the provider (ideally align this with the Filename). -The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`) and the pairlist dedicated configuration (`self._pairlistconfig`). +The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists. ```python - self._freqtrade = freqtrade + self._exchange = exchange + self._pairlistmanager = pairlistmanager self._config = config - self._whitelist = self._config['exchange']['pair_whitelist'] - self._blacklist = self._config['exchange'].get('pair_blacklist', []) + self._pairlistconfig = pairlistconfig + self._pairlist_pos = pairlist_pos ``` Now, let's step through the methods which require actions: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index c322dd8c4..c40187cc9 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -135,25 +135,44 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [ - ([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), - ([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), - ([], "USDT", "quoteVolume", ['ETH/USDT']), - ([], "ETH", "quoteVolume", []), - ([{"method": "PrecisionFilter"}], "BTC", - "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), - ([{"method": "PrecisionFilter"}], - "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), - ([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}], - "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), +@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [ + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}], + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), + # Different sorting depending on quote or bid volume + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}], + "BTC", ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}], + "USDT", ['ETH/USDT']), + # No pair for ETH ... + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}], + "ETH", []), + # Precisionfilter and quote volume + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}, + {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']), + # Precisionfilter bid + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}, + {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + # Lowpricefilter and VolumePairList + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}, + {"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}], + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']), # Hot is removed by precision_filter, Fuel by low_price_filter. - ([{"method": "PrecisionFilter"}, + ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}, + {"method": "PrecisionFilter"}, {"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}} - ], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC'])]) + ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), + # StaticPairlist Only + ([{"method": "StaticPairList"}, + ], "BTC", ['ETH/BTC', 'TKN/BTC']), + # Static Pairlist before VolumePairList - sorting changes + ([{"method": "StaticPairList"}, + {"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}, + ], "BTC", ['TKN/BTC', 'ETH/BTC']), +]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, - filters, base_currency, key, whitelist_result, + pairlists, base_currency, whitelist_result, caplog) -> None: - whitelist_conf['pairlists'].extend(filters) + whitelist_conf['pairlists'] = pairlists mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) @@ -167,13 +186,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t freqtrade.pairlists.refresh_pairlist() whitelist = freqtrade.pairlists.whitelist - assert sorted(whitelist) == sorted(whitelist_result) - if 'PrecisionFilter' in filters: - assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' - r'would be <= stop limit.*', caplog) - - if 'LowPriceFilter' in filters: - assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) + assert whitelist == whitelist_result + for pairlist in pairlists: + if pairlist['method'] == 'PrecisionFilter': + assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' + r'would be <= stop limit.*', caplog) + if pairlist['method'] == 'LowPriceFilter': + assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 0b4800835c9bfa7f08d2eac5fa228e35bdc06d9e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 15:26:30 +0100 Subject: [PATCH 0413/1495] update documentation --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 8f62708d1..a8bfae6f9 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -410,7 +410,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis `VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`. -`VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange. +`VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange. `ttl` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes). From 86a5dfa62e3d72b4d37cf4589dcae68f88a5e1b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 15:28:36 +0100 Subject: [PATCH 0414/1495] Update documentation --- docs/configuration.md | 2 +- freqtrade/configuration/config_validation.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index a8bfae6f9..86acab8d6 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -383,7 +383,7 @@ There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available [`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs. -All pairlists can be chained, and a combination of all pairlists will become your new whitelist. +All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists. Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`. diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 21086c913..83d58c9e4 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -123,5 +123,5 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None: for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]): if (pl.get('method') == 'StaticPairList' - and not conf.get('exchange', {}).get('pair_whitelist')): + and not conf.get('exchange', {}).get('pair_whitelist')): raise OperationalException("StaticPairList requires pair_whitelist to be set.") From 4b15873ee151bc5a651bce0a0d39d3920f6aeb29 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 15:36:11 +0100 Subject: [PATCH 0415/1495] Simplify examples --- config_binance.json.example | 4 +--- config_kraken.json.example | 4 +--- tests/pairlist/test_pairlist.py | 1 - 3 files changed, 2 insertions(+), 7 deletions(-) diff --git a/config_binance.json.example b/config_binance.json.example index aa36ed035..7d616fe91 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -55,9 +55,7 @@ ] }, "pairlists": [ - { - "method": "StaticPairList" - } + {"method": "StaticPairList"} ], "edge": { "enabled": false, diff --git a/config_kraken.json.example b/config_kraken.json.example index 9ca2ca065..854aeef71 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -47,9 +47,7 @@ ] }, "pairlists": [ - { - "method": "StaticPairList" - } + {"method": "StaticPairList"} ], "edge": { "enabled": false, diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index c40187cc9..0ec6766c2 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -291,4 +291,3 @@ def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog): with pytest.raises(OperationalException, match=r"No Pairlist defined!"): get_patched_freqtradebot(mocker, whitelist_conf) - From 12654cb810789031232fa58f25634cf000f4cb5b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 16:14:18 +0100 Subject: [PATCH 0416/1495] Add seperate exchange section in docs --- README.md | 8 +------- docs/configuration.md | 13 ++++--------- docs/data-download.md | 6 ++---- docs/exchanges.md | 35 +++++++++++++++++++++++++++++++++++ mkdocs.yml | 1 + 5 files changed, 43 insertions(+), 20 deletions(-) create mode 100644 docs/exchanges.md diff --git a/README.md b/README.md index 6d57dcd89..a1feeab67 100644 --- a/README.md +++ b/README.md @@ -62,7 +62,6 @@ git checkout develop For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/). - ## Basic Usage ### Bot commands @@ -106,7 +105,7 @@ optional arguments: ### Telegram RPC commands -Telegram is not mandatory. However, this is a great way to control your bot. More details on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/) +Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/) - `/start`: Starts the trader - `/stop`: Stops the trader @@ -129,11 +128,6 @@ The project is currently setup in two main branches: - `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested. - `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature. -## A note on Binance - -For Binance, please add `"BNB/"` to your blacklist to avoid issues. -Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore. - ## Support ### Help / Slack diff --git a/docs/configuration.md b/docs/configuration.md index e250a81ec..6439c9258 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -357,19 +357,12 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t !!! Warning Please make sure to fully understand the impacts of these settings before modifying them. -#### Random notes for other exchanges - -* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: -```shell -$ pip3 install web3 -``` - ### What values can be used for fiat_display_currency? The `fiat_display_currency` configuration parameter sets the base currency to use for the conversion from coin to fiat in the bot Telegram reports. -The valid values are: +The valid values are:p ```json "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD" @@ -476,11 +469,13 @@ you run it in production mode. "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5", ... } - ``` + !!! Note If you have an exchange API key yet, [see our tutorial](/pre-requisite). +You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange. + ### Using proxy with FreqTrade To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration. diff --git a/docs/data-download.md b/docs/data-download.md index f105e7a56..1f03b124a 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -78,10 +78,8 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d !!! Warning The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading. -### Historic Kraken data - -The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting. -To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. +!!! Note "Kraken user" + Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data. ## Next step diff --git a/docs/exchanges.md b/docs/exchanges.md new file mode 100644 index 000000000..8df76c1ba --- /dev/null +++ b/docs/exchanges.md @@ -0,0 +1,35 @@ +# Exchange-specific Notes + +This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges. + +## Binance + +!!! Tip "Stoploss on Exchange" + Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it. + +### Blacklists + +For Binance, please add `"BNB/"` to your blacklist to avoid issues. +Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore. + +### Binance sites + +Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized. + +* [binance.com](https://www.binance.com/) - International users - ccxt id: `binance` +* [binance.us](https://www.binance.us/) US based users- ccxt id: `binanceus` +* [binance.je](https://www.binance.je/) Trading FIAT currencies - ccxt id: `binanceje` + +### Kraken + +### Historic Kraken data + +The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting. +To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. + +#### Random notes for other exchanges + +* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: +```shell +$ pip3 install web3 +``` diff --git a/mkdocs.yml b/mkdocs.yml index 2c3f70191..0fd8070f5 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -16,6 +16,7 @@ nav: - Hyperopt: hyperopt.md - Edge Positioning: edge.md - Utility Subcommands: utils.md + - Exchanges: exchanges.md - FAQ: faq.md - Data Analysis: - Jupyter Notebooks: data-analysis.md From de2d04f06b2221559a6703cfe3c77a3c74ab5257 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 16:24:24 +0100 Subject: [PATCH 0417/1495] Add note about systemd load location closes #2461 --- docs/advanced-setup.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index e6334d2c1..97d52850c 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -8,6 +8,9 @@ If you do not know what things mentioned here mean, you probably do not need it. Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. +!!! Note + Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions). + After that you can start the daemon with: ```bash From 085aa3084ebc07a4bc5dac098577e38dbb415217 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Nov 2019 19:45:09 +0100 Subject: [PATCH 0418/1495] Implement ticker caching --- freqtrade/pairlist/pairlistmanager.py | 7 ++++++- requirements-common.txt | 1 + setup.py | 1 + tests/pairlist/test_pairlist.py | 4 +++- 4 files changed, 11 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 309ada094..0734d7f8f 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -4,6 +4,7 @@ Static List provider Provides lists as configured in config.json """ +from cachetools import TTLCache, cached import logging from typing import Dict, List @@ -68,6 +69,10 @@ class PairListManager(): """ return [{p.name: p.short_desc()} for p in self._pairlists] + @cached(TTLCache(maxsize=1, ttl=1800)) + def _get_cached_tickers(self): + return self._exchange.get_tickers() + def refresh_pairlist(self) -> None: """ Run pairlist through all configured pairlists. @@ -78,7 +83,7 @@ class PairListManager(): # tickers should be cached to avoid calling the exchange on each call. tickers: Dict = {} if self._tickers_needed: - tickers = self._exchange.get_tickers() + tickers = self._get_cached_tickers() # Process all pairlists in chain for pl in self._pairlists: diff --git a/requirements-common.txt b/requirements-common.txt index 52b80d501..c11179fbb 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,6 +4,7 @@ ccxt==1.19.14 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 arrow==0.15.4 +cachetools==3.1.1 requests==2.22.0 urllib3==1.25.6 wrapt==1.11.2 diff --git a/setup.py b/setup.py index 781a5d138..50b8eee9c 100644 --- a/setup.py +++ b/setup.py @@ -66,6 +66,7 @@ setup(name='freqtrade', 'SQLAlchemy', 'python-telegram-bot', 'arrow', + 'cachetools', 'requests', 'urllib3', 'wrapt', diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 0ec6766c2..94b2147f5 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -268,12 +268,14 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): ) bot = get_patched_freqtradebot(mocker, whitelist_conf) assert bot.pairlists._pairlists[0]._last_refresh == 0 - + assert tickers.call_count == 0 bot.pairlists.refresh_pairlist() + assert tickers.call_count == 1 assert bot.pairlists._pairlists[0]._last_refresh != 0 lrf = bot.pairlists._pairlists[0]._last_refresh bot.pairlists.refresh_pairlist() + assert tickers.call_count == 1 # Time should not be updated. assert bot.pairlists._pairlists[0]._last_refresh == lrf From eba55c27832240febb5f9ec10651931b04cc686e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 Nov 2019 19:31:13 +0100 Subject: [PATCH 0419/1495] Change link --- mkdocs.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/mkdocs.yml b/mkdocs.yml index 0fd8070f5..43d6acc1d 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -16,7 +16,7 @@ nav: - Hyperopt: hyperopt.md - Edge Positioning: edge.md - Utility Subcommands: utils.md - - Exchanges: exchanges.md + - Exchange-specific Notes: exchanges.md - FAQ: faq.md - Data Analysis: - Jupyter Notebooks: data-analysis.md From 692d6afbd9ec1953e713e2947270f4b2080ee755 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 11 Nov 2019 02:17:41 +0300 Subject: [PATCH 0420/1495] Minor exchange notes typographical cosmetics --- docs/exchanges.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 8df76c1ba..2cf4ed355 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -16,9 +16,9 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized. -* [binance.com](https://www.binance.com/) - International users - ccxt id: `binance` -* [binance.us](https://www.binance.us/) US based users- ccxt id: `binanceus` -* [binance.je](https://www.binance.je/) Trading FIAT currencies - ccxt id: `binanceje` +* [binance.com](https://www.binance.com/) - International users, ccxt id: `binance`. +* [binance.us](https://www.binance.us/) - US based users, ccxt id: `binanceus`. +* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use ccxt id: `binanceje`. ### Kraken From e810597eec91727b53ac3fe910887972a59850cd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 Nov 2019 07:16:35 +0100 Subject: [PATCH 0421/1495] Add restricted markets snippet to documentation --- docs/exchanges.md | 24 +++++++++++++++++++++++- docs/faq.md | 6 +----- 2 files changed, 24 insertions(+), 6 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 8df76c1ba..bb30e3f6d 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -20,7 +20,7 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f * [binance.us](https://www.binance.us/) US based users- ccxt id: `binanceus` * [binance.je](https://www.binance.je/) Trading FIAT currencies - ccxt id: `binanceje` -### Kraken +## Kraken ### Historic Kraken data @@ -33,3 +33,25 @@ To download data for the Kraken exchange, using `--dl-trades` is mandatory, othe ```shell $ pip3 install web3 ``` + +## Bittrex + +### Restricted markets + +Bittrex split its exchange into US and International versions. +The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction. + +If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair. +If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you. +If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist. + +You can get a list of restricted markets by using the following snipptet: + +``` python +import ccxt +ct = ccxt.bittrex() +_ = ct.load_markets() +res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']] +print(res) + +``` diff --git a/docs/faq.md b/docs/faq.md index 7fdd54958..3ff668bae 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -48,12 +48,8 @@ You can use the `/forcesell all` command from Telegram. ### I get the message "RESTRICTED_MARKET" Currently known to happen for US Bittrex users. -Bittrex split its exchange into US and International versions. -The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction. -If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair. -If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you. -If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist. +Read [the Bittrex section about restricted markets](exchanges.md#Restricted markets) for more information. ### How do I search the bot logs for something? From 04b51a982e4aa6c5d88e699b4b0eab45af5183e5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 Nov 2019 08:55:37 +0100 Subject: [PATCH 0422/1495] Include warning-message to bittrex explanation --- docs/exchanges.md | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/docs/exchanges.md b/docs/exchanges.md index bb30e3f6d..0006dfa34 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -42,6 +42,13 @@ Bittrex split its exchange into US and International versions. The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction. If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair. + +The warning message will look similar to the following: + +``` output +[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}" +``` + If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you. If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist. From 83067c1edc4ac138c2d87b8b8cfc555f0ab384ff Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 11 Nov 2019 11:18:43 +0300 Subject: [PATCH 0423/1495] minor: Fix link in the Faq docs --- docs/faq.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/faq.md b/docs/faq.md index 3ff668bae..b9c662085 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -49,7 +49,7 @@ You can use the `/forcesell all` command from Telegram. Currently known to happen for US Bittrex users. -Read [the Bittrex section about restricted markets](exchanges.md#Restricted markets) for more information. +Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information. ### How do I search the bot logs for something? From 661c8251c55ab01de6519be576214b867ca033a9 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 11 Nov 2019 11:23:29 +0300 Subject: [PATCH 0424/1495] minor: Exchange notes docs * Formatting (structure of sections) * Cosmetic changes This was not noticed in terms of #2505 --- docs/exchanges.md | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 0006dfa34..ac742a350 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -27,13 +27,6 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. -#### Random notes for other exchanges - -* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: -```shell -$ pip3 install web3 -``` - ## Bittrex ### Restricted markets @@ -41,7 +34,7 @@ $ pip3 install web3 Bittrex split its exchange into US and International versions. The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction. -If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair. +If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair. The warning message will look similar to the following: @@ -49,8 +42,8 @@ The warning message will look similar to the following: [...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}" ``` -If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you. -If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist. +If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you. +If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist. You can get a list of restricted markets by using the following snipptet: @@ -62,3 +55,10 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket print(res) ``` + +## Random notes for other exchanges + +* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: +```shell +$ pip3 install web3 +``` From 95492958f9fc74c113a02fbfbc51347f8e0d5e56 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 11 Nov 2019 11:37:57 +0300 Subject: [PATCH 0425/1495] wordings --- docs/exchanges.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 2cf4ed355..6e4ddf9a8 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -16,9 +16,9 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized. -* [binance.com](https://www.binance.com/) - International users, ccxt id: `binance`. -* [binance.us](https://www.binance.us/) - US based users, ccxt id: `binanceus`. -* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use ccxt id: `binanceje`. +* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`. +* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`. +* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`. ### Kraken From 27d81bb68c6cabadfc929c49e3f1f5b1c537af57 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Mon, 11 Nov 2019 12:23:24 +0300 Subject: [PATCH 0426/1495] minor: More cosmetics on Exchange Notes --- docs/exchanges.md | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 090d70e1f..5bd283a69 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -24,7 +24,7 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f ### Historic Kraken data -The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting. +The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. ## Bittrex @@ -45,7 +45,7 @@ The warning message will look similar to the following: If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you. If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist. -You can get a list of restricted markets by using the following snipptet: +You can get a list of restricted markets by using the following snippet: ``` python import ccxt @@ -53,12 +53,11 @@ ct = ccxt.bittrex() _ = ct.load_markets() res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']] print(res) - ``` ## Random notes for other exchanges -* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed: +* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed: ```shell $ pip3 install web3 ``` From 0a13f7e1c780d1ebc643f235eb0f0f523d2eeb45 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 Nov 2019 10:18:58 +0000 Subject: [PATCH 0427/1495] Bump ccxt from 1.19.14 to 1.19.25 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.19.14 to 1.19.25. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/1.19.14...1.19.25) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index c11179fbb..33a5d0776 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.19.14 +ccxt==1.19.25 SQLAlchemy==1.3.10 python-telegram-bot==12.2.0 arrow==0.15.4 From c65d217d1eae52a20a5a4834ec6031c621ebc256 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 Nov 2019 10:19:36 +0000 Subject: [PATCH 0428/1495] Bump scipy from 1.3.1 to 1.3.2 Bumps [scipy](https://github.com/scipy/scipy) from 1.3.1 to 1.3.2. - [Release notes](https://github.com/scipy/scipy/releases) - [Commits](https://github.com/scipy/scipy/compare/v1.3.1...v1.3.2) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index f5dae7332..ff8de9cb2 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -2,7 +2,7 @@ -r requirements.txt # Required for hyperopt -scipy==1.3.1 +scipy==1.3.2 scikit-learn==0.21.3 scikit-optimize==0.5.2 filelock==3.0.12 From 031157f2153e581496c048e1151a2c3b4916a53a Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 Nov 2019 10:20:30 +0000 Subject: [PATCH 0429/1495] Bump numpy from 1.17.3 to 1.17.4 Bumps [numpy](https://github.com/numpy/numpy) from 1.17.3 to 1.17.4. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.17.3...v1.17.4) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 331e3dc67..ebf27abd4 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.17.3 +numpy==1.17.4 pandas==0.25.3 From ff1d36434d7f66e53f81c01bbb5fa5be359f0761 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Nov 2019 15:33:48 +0100 Subject: [PATCH 0430/1495] Add github actions action --- .github/workflows/ci.yml | 167 ++++++++++++++++++++++++++++++ build_helpers/install_windows.ps1 | 6 ++ build_helpers/publish_docker.sh | 20 ++-- tests/test_docs.sh | 12 +++ 4 files changed, 195 insertions(+), 10 deletions(-) create mode 100644 .github/workflows/ci.yml create mode 100644 build_helpers/install_windows.ps1 create mode 100755 tests/test_docs.sh diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml new file mode 100644 index 000000000..9af0e0c64 --- /dev/null +++ b/.github/workflows/ci.yml @@ -0,0 +1,167 @@ +name: Freqtrade CI + +on: + push: + branches: + - master + - develop + tags: + pull_request: + +jobs: + build: + + runs-on: ${{ matrix.os }} + strategy: + matrix: + os: [ ubuntu-18.04] + python-version: [3.7] + + steps: + - uses: actions/checkout@v1 + + - name: Set up Python + uses: actions/setup-python@v1 + with: + python-version: ${{ matrix.python-version }} + + - name: Cache_dependencies + uses: actions/cache@v1 + id: cache + with: + path: ~/dependencies/ + key: ${{ runner.os }}-dependencies + + - name: pip cache (linux) + uses: actions/cache@preview + if: startsWith(matrix.os, 'ubuntu') + with: + path: ~/.cache/pip + key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip + + - name: pip cache (macOS) + uses: actions/cache@preview + if: startsWith(matrix.os, 'macOS') + with: + path: ~/Library/Caches/pip + key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip + + - name: TA binary *nix + if: steps.cache.outputs.cache-hit != 'true' + run: | + cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. + + - name: Installation - *nix + run: | + python -m pip install --upgrade pip + export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH + export TA_LIBRARY_PATH=${HOME}/dependencies/lib + export TA_INCLUDE_PATH=${HOME}/dependencies/include + pip install -r requirements-dev.txt + pip install -e . + + - name: Tests + run: | + pytest --random-order --cov=freqtrade --cov-config=.coveragerc + # Allow failure for coveralls + coveralls || true + + - name: Backtesting + run: | + cp config.json.example config.json + freqtrade --datadir tests/testdata backtesting + + - name: Hyperopt + run: | + cp config.json.example config.json + freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5 + + - name: Flake8 + run: | + flake8 + + - name: Mypy + run: | + mypy freqtrade scripts + + - name: Documentation syntax + run: | + ./tests/test_docs.sh + + build_windows: + + runs-on: ${{ matrix.os }} + strategy: + matrix: + os: [ windows-latest ] + python-version: [3.7] + + steps: + - uses: actions/checkout@v1 + + - name: Set up Python + uses: actions/setup-python@v1 + with: + python-version: ${{ matrix.python-version }} + + - name: Pip cache (Windows) + uses: actions/cache@preview + if: startsWith(runner.os, 'Windows') + with: + path: ~\AppData\Local\pip\Cache + key: ${{ runner.os }}-pip + restore-keys: ${{ runner.os }}-pip + + - name: Installation + run: | + ./build_helpers/install_windows.ps1 + + - name: Tests + run: | + pytest --random-order --cov=freqtrade --cov-config=.coveragerc + + - name: Backtesting + run: | + cp config.json.example config.json + freqtrade --datadir tests/testdata backtesting + + - name: Hyperopt + run: | + cp config.json.example config.json + freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5 + + - name: Flake8 + run: | + flake8 + + - name: Mypy + run: | + mypy freqtrade scripts + + deploy: + needs: [ build, build_windows ] + runs-on: ubuntu-18.04 + if: github.event_name == 'push' || 1 == 1 + steps: + - uses: actions/checkout@v1 + + - name: Build and test and push docker image + env: + IMAGE_NAME: freqtradeorg/freqtradetests + DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }} + DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }} + # original filter + # branch in (master, develop, feat/improve_travis) AND (type in (push, cron)) + run: | + build_helpers/publish_docker.sh + + - name: Build raspberry image + uses: elgohr/Publish-Docker-Github-Action@2.7 + with: + name: freqtradeorg/freqtradetests:test_pi + username: ${{ secrets.DOCKER_USERNAME }} + password: ${{ secrets.DOCKER_PASSWORD }} + dockerfile: Dockerfile.pi + cache: ${{ github.event_name != 'cron' }} + tag_names: true + diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1 new file mode 100644 index 000000000..e897cb88c --- /dev/null +++ b/build_helpers/install_windows.ps1 @@ -0,0 +1,6 @@ +Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/g5apjq5m/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" + +pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl + +pip install -r requirements-dev.txt +pip install -e . diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh index 839ca0876..cac2a4c04 100755 --- a/build_helpers/publish_docker.sh +++ b/build_helpers/publish_docker.sh @@ -1,17 +1,17 @@ #!/bin/sh -# - export TAG=`if [ "$TRAVIS_BRANCH" == "develop" ]; then echo "latest"; else echo $TRAVIS_BRANCH ; fi` -# Replace / with _ to create a valid tag -TAG=$(echo "${TRAVIS_BRANCH}" | sed -e "s/\//_/") +# Replace / with _ to create a valid tag +TAG=$(echo "${GITHUB_REF}" | sed -e "s/\//_/g") +echo "Running for ${TAG}" # Add commit and commit_message to docker container -echo "${TRAVIS_COMMIT} ${TRAVIS_COMMIT_MESSAGE}" > freqtrade_commit +echo "${GITHUB_SHA}" > freqtrade_commit -if [ "${TRAVIS_EVENT_TYPE}" = "cron" ]; then - echo "event ${TRAVIS_EVENT_TYPE}: full rebuild - skipping cache" +if [ "${GITHUB_EVENT_NAME}" = "cron" ]; then + echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache" docker build -t freqtrade:${TAG} . else - echo "event ${TRAVIS_EVENT_TYPE}: building with cache" + echo "event ${GITHUB_EVENT_NAME}: building with cache" # Pull last build to avoid rebuilding the whole image docker pull ${IMAGE_NAME}:${TAG} docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} . @@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then fi # Run backtest -docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting +docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting if [ $? -ne 0 ]; then echo "failed running backtest" @@ -38,12 +38,12 @@ if [ $? -ne 0 ]; then fi # Tag as latest for develop builds -if [ "${TRAVIS_BRANCH}" = "develop" ]; then +if [ "${GITHUB_REF}" = "develop" ]; then docker tag freqtrade:$TAG ${IMAGE_NAME}:latest fi # Login -echo "$DOCKER_PASS" | docker login -u $DOCKER_USER --password-stdin +docker login -u $DOCKER_USERNAME -p $DOCKER_PASSWORD if [ $? -ne 0 ]; then echo "failed login" diff --git a/tests/test_docs.sh b/tests/test_docs.sh new file mode 100755 index 000000000..09e142b99 --- /dev/null +++ b/tests/test_docs.sh @@ -0,0 +1,12 @@ +#!/bin/bash +# Test Documentation boxes - +# !!! : is not allowed! +# !!! "title" - Title needs to be quoted! +grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/* + +if [ $? -ne 0 ]; then + echo "Docs test success." + exit 0 +fi +echo "Docs test failed." +exit 1 From e51a7201934db8873244110b1d5d408169ac5d10 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 Nov 2019 10:02:26 +0100 Subject: [PATCH 0431/1495] Apply cache to pi image --- .github/workflows/ci.yml | 1 + 1 file changed, 1 insertion(+) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 9af0e0c64..aa2d09750 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -162,6 +162,7 @@ jobs: username: ${{ secrets.DOCKER_USERNAME }} password: ${{ secrets.DOCKER_PASSWORD }} dockerfile: Dockerfile.pi + # cache: true cache: ${{ github.event_name != 'cron' }} tag_names: true From d1729a624d99b8d509813cea2d2421eff11457ef Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 Nov 2019 10:36:38 +0100 Subject: [PATCH 0432/1495] fix windows build --- .github/workflows/ci.yml | 15 +++++++++++---- .../TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl | Bin 0 -> 684920 bytes build_helpers/install_windows.ps1 | 6 ++++-- build_helpers/publish_docker.sh | 2 +- 4 files changed, 16 insertions(+), 7 deletions(-) create mode 100644 build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index aa2d09750..4edd357bf 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -5,6 +5,7 @@ on: branches: - master - develop + - github_actions_2 tags: pull_request: @@ -14,7 +15,7 @@ jobs: runs-on: ${{ matrix.os }} strategy: matrix: - os: [ ubuntu-18.04] + os: [ ubuntu-18.04 ] python-version: [3.7] steps: @@ -141,24 +142,30 @@ jobs: deploy: needs: [ build, build_windows ] runs-on: ubuntu-18.04 - if: github.event_name == 'push' || 1 == 1 + if: github.event_name == 'push' || github.event_name == 'cron' steps: - uses: actions/checkout@v1 + - name: Extract branch name + shell: bash + run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})" + id: extract_branch + - name: Build and test and push docker image env: IMAGE_NAME: freqtradeorg/freqtradetests DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }} DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }} + BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }} # original filter # branch in (master, develop, feat/improve_travis) AND (type in (push, cron)) run: | build_helpers/publish_docker.sh - - name: Build raspberry image + - name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi uses: elgohr/Publish-Docker-Github-Action@2.7 with: - name: freqtradeorg/freqtradetests:test_pi + name: freqtradeorg/freqtradetests:${{ steps.extract_branch.outputs.branch }}_pi username: ${{ secrets.DOCKER_USERNAME }} password: ${{ secrets.DOCKER_PASSWORD }} dockerfile: Dockerfile.pi diff --git a/build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl b/build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl new file mode 100644 index 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HcmV?d00001

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index e897cb88c..30427c3cc 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -1,6 +1,8 @@
-Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/g5apjq5m/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
+# Downloads don't work automatically, since the URL is regenerated via javascript.
+# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
+# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
 
-pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
 
 pip install -r requirements-dev.txt
 pip install -e .
diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index cac2a4c04..e87047fb0 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -1,7 +1,7 @@
 #!/bin/sh
 
 # Replace / with _ to create a valid tag
-TAG=$(echo "${GITHUB_REF}" | sed -e "s/\//_/g")
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 echo "Running for ${TAG}"
 
 # Add commit and commit_message to docker container

From a241c2af0d4a8f73084896217f3e69a247429cae Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 11 Nov 2019 19:42:05 +0100
Subject: [PATCH 0433/1495] Build macos - ...

---
 .github/workflows/ci.yml        | 10 +++++-----
 build_helpers/publish_docker.sh |  2 +-
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 4edd357bf..28ff5fa8a 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -8,6 +8,8 @@ on:
       - github_actions_2
     tags:
   pull_request:
+  schedule:
+    - cron:  '0 5 * * 4'
 
 jobs:
   build:
@@ -15,7 +17,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ ubuntu-18.04 ]
+        os: [ ubuntu-18.04, macos-latest ]
         python-version: [3.7]
 
     steps:
@@ -142,7 +144,7 @@ jobs:
   deploy:
     needs: [ build, build_windows ]
     runs-on: ubuntu-18.04
-    if: github.event_name == 'push' || github.event_name == 'cron'
+    if: github.event_name == 'push' || github.event_name == 'schedule'
     steps:
     - uses: actions/checkout@v1
 
@@ -157,8 +159,6 @@ jobs:
         DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
         DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
-      # original filter
-      # branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
       run: |
         build_helpers/publish_docker.sh
 
@@ -170,6 +170,6 @@ jobs:
         password: ${{ secrets.DOCKER_PASSWORD }}
         dockerfile: Dockerfile.pi
         # cache: true
-        cache: ${{ github.event_name != 'cron' }}
+        cache: ${{ github.event_name != 'schedule' }}
         tag_names: true
 
diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index e87047fb0..c536e8798 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -7,7 +7,7 @@ echo "Running for ${TAG}"
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit
 
-if [ "${GITHUB_EVENT_NAME}" = "cron" ]; then
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
     echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
     docker build -t freqtrade:${TAG} .
 else

From 75d5ff69ef78c30f63c061d0012f1ae9c822703c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 11 Nov 2019 20:09:58 +0100
Subject: [PATCH 0434/1495] Add ping endpoing

---
 docs/rest-api.md                | 9 ++++++++-
 freqtrade/rpc/api_server.py     | 9 +++++++++
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 3 files changed, 21 insertions(+), 1 deletion(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 4d5bc5730..85435e0db 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -22,7 +22,14 @@ Sample configuration:
 !!! Danger "Password selection"
     Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
 
-You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
+You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` to check if the API is running correctly.
+This should return the response:
+
+``` output
+{"status":"pong"}
+```
+
+All other endpoints will require authentication, so are not available through a webrowser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 67bbfdc78..5167823fd 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -169,6 +169,8 @@ class ApiServer(RPC):
                               view_func=self._status, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/version', 'version',
                               view_func=self._version, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/ping', 'ping',
+                              view_func=self._ping, methods=['GET'])
 
         # Combined actions and infos
         self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
@@ -224,6 +226,13 @@ class ApiServer(RPC):
         msg = self._rpc_stopbuy()
         return self.rest_dump(msg)
 
+    @rpc_catch_errors
+    def _ping(self):
+        """
+        simple poing version
+        """
+        return self.rest_dump({"status": "pong"})
+
     @require_login
     @rpc_catch_errors
     def _version(self):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b572a0514..6e65cf934 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -64,6 +64,10 @@ def test_api_not_found(botclient):
 
 def test_api_unauthorized(botclient):
     ftbot, client = botclient
+    rc = client.get(f"{BASE_URI}/ping")
+    assert_response(rc)
+    assert rc.json == {'status': 'pong'}
+
     # Don't send user/pass information
     rc = client.get(f"{BASE_URI}/version")
     assert_response(rc, 401)

From 800997437a521cf7ab2923f03b354ce0ca5c5152 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 11 Nov 2019 20:25:44 +0100
Subject: [PATCH 0435/1495] Update documentation

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

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 85435e0db..00c2d8e39 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -22,14 +22,14 @@ Sample configuration:
 !!! Danger "Password selection"
     Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
 
-You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` to check if the API is running correctly.
+You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
 This should return the response:
 
 ``` output
 {"status":"pong"}
 ```
 
-All other endpoints will require authentication, so are not available through a webrowser.
+All other endpoints return sensitive info and require authentication, so are not available through a webrowser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 

From 025350ebff08351f29c1171b4057ed4a391658f4 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 12 Nov 2019 00:07:27 +0300
Subject: [PATCH 0436/1495] Fix typo in the rest-api docs

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

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 00c2d8e39..d0e4c8247 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -29,7 +29,7 @@ This should return the response:
 {"status":"pong"}
 ```
 
-All other endpoints return sensitive info and require authentication, so are not available through a webrowser.
+All other endpoints return sensitive info and require authentication, so are not available through a web browser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 

From 52e24c3a257c5ddd53c255516d578205a5b1277a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 09:27:53 +0100
Subject: [PATCH 0437/1495] Split error-messsage between incompatible and wrong
 stake amount

---
 freqtrade/pairlist/IPairList.py |  7 ++++++-
 tests/pairlist/test_pairlist.py | 14 ++++++++++----
 2 files changed, 16 insertions(+), 5 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index 231755cb0..d722e70f5 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -94,10 +94,15 @@ class IPairList(ABC):
         sanitized_whitelist: List[str] = []
         for pair in pairlist:
             # pair is not in the generated dynamic market or has the wrong stake currency
-            if (pair not in markets or not pair.endswith(self._config['stake_currency'])):
+            if pair not in markets:
                 logger.warning(f"Pair {pair} is not compatible with exchange "
                                f"{self._exchange.name}. Removing it from whitelist..")
                 continue
+            if not pair.endswith(self._config['stake_currency']):
+                logger.warning(f"Pair {pair} is not compatible with your stake currency "
+                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                continue
+
             # Check if market is active
             market = markets[pair]
             if not market_is_active(market):
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 94b2147f5..13f868c7a 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -227,10 +227,16 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 @pytest.mark.parametrize("whitelist,log_message", [
     (['ETH/BTC', 'TKN/BTC'], ""),
-    (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),  # TRX/ETH wrong stake
-    (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),  # BCH/BTC not available
-    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "),  # BLK/BTC in blacklist
-    (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")  # BTT/BTC is inactive
+    # TRX/ETH not in markets
+    (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),
+    # wrong stake
+    (['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"),
+    # BCH/BTC not available
+    (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
+    # BLK/BTC in blacklist
+    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "),
+    # BTT/BTC is inactive
+    (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
 ])
 def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
                                        log_message, tickers):

From 37ef5c38f0309bca902f0a18e312395b94bc2edd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 09:39:30 +0100
Subject: [PATCH 0438/1495] integrate Slack notification

---
 .github/workflows/ci.yml | 33 +++++++++++++++++++++++++++++++++
 .travis.yml              | 10 +++++-----
 2 files changed, 38 insertions(+), 5 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 28ff5fa8a..015585af1 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -91,6 +91,17 @@ jobs:
       run: |
         ./tests/test_docs.sh
 
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always()
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI ${{ matrix.os }}*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
   build_windows:
 
     runs-on: ${{ matrix.os }}
@@ -141,6 +152,17 @@ jobs:
       run: |
         mypy freqtrade scripts
 
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always()
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI windows*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
   deploy:
     needs: [ build, build_windows ]
     runs-on: ubuntu-18.04
@@ -173,3 +195,14 @@ jobs:
         cache: ${{ github.event_name != 'schedule' }}
         tag_names: true
 
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always()
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI Deploy*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
diff --git a/.travis.yml b/.travis.yml
index 1cc22dfbd..ca35ef4ec 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -45,11 +45,11 @@ jobs:
     - script: mypy freqtrade scripts
       name: mypy
 
-    - stage: docker
-      if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
-      script:
-        - build_helpers/publish_docker.sh
-      name: "Build and test and push docker image"
+    # - stage: docker
+    #   if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
+    #   script:
+    #     - build_helpers/publish_docker.sh
+    #   name: "Build and test and push docker image"
 
 notifications:
   slack:

From 96f550c6aab6081666eacda17c100d114c11bdad Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 10:35:36 +0100
Subject: [PATCH 0439/1495] Disable tests

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 015585af1..f7da23156 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -5,7 +5,7 @@ on:
     branches:
       - master
       - develop
-      - github_actions_2
+      - github_actions_tests
     tags:
   pull_request:
   schedule:

From 8c76f45030d74ff856f089561a121ec91d03ad46 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 10:53:48 +0100
Subject: [PATCH 0440/1495] Use correct dockerhub image name

---
 .github/workflows/ci.yml |  4 ++--
 docs/developer.md        | 13 +++++++++++++
 2 files changed, 15 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f7da23156..67862282a 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -177,7 +177,7 @@ jobs:
 
     - name: Build and test and push docker image
       env:
-        IMAGE_NAME: freqtradeorg/freqtradetests
+        IMAGE_NAME: freqtradeorg/freqtrade
         DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
         DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
@@ -187,7 +187,7 @@ jobs:
     - name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi
       uses: elgohr/Publish-Docker-Github-Action@2.7
       with:
-        name: freqtradeorg/freqtradetests:${{ steps.extract_branch.outputs.branch }}_pi
+        name: freqtradeorg/freqtrade:${{ steps.extract_branch.outputs.branch }}_pi
         username: ${{ secrets.DOCKER_USERNAME }}
         password: ${{ secrets.DOCKER_PASSWORD }}
         dockerfile: Dockerfile.pi
diff --git a/docs/developer.md b/docs/developer.md
index 67c0912a7..41c66ce37 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -198,6 +198,19 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/not
 jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
 ```
 
+## Continuous integration
+
+This documents some decisions taken for the CI Pipeline.
+
+* CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
+* Docker images are build for the branches `master` and `develop`.
+* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:master_pi` and `develop_pi`.
+* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
+* Full docker image rebuilds are run once a week via schedule.
+* Deployments run on ubuntu.
+* ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
+* All tests must pass for a PR to be merged to `master` or `develop`.
+
 ## Creating a release
 
 This part of the documentation is aimed at maintainers, and shows how to create a release.

From e8a8f416f3b1a076bc668b724339143fcb373521 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 25 Aug 2019 20:08:49 +0200
Subject: [PATCH 0441/1495] Update dockerhub description from github readme.md

---
 .github/workflows/docker_update_readme.yml | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)
 create mode 100644 .github/workflows/docker_update_readme.yml

diff --git a/.github/workflows/docker_update_readme.yml b/.github/workflows/docker_update_readme.yml
new file mode 100644
index 000000000..bc063617a
--- /dev/null
+++ b/.github/workflows/docker_update_readme.yml
@@ -0,0 +1,18 @@
+name: Update Docker Hub Description
+on:
+  push:
+    branches:
+    - master
+
+jobs:
+  dockerHubDescription:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@master
+    - name: Docker Hub Description
+      uses: peter-evans/dockerhub-description@v2.0.0
+      env:
+        DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+        DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade
+

From 136ef077b2c96179981c1980dc7827a555cca981 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 13:14:43 +0100
Subject: [PATCH 0442/1495] Add sleep to allow thread to start

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

diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 7278f0671..c9fbf8c3b 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -1,5 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
-
+import time
 import logging
 from unittest.mock import MagicMock
 
@@ -176,6 +176,8 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
                                   "listen_port": "8080"}
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
+    # Sleep to allow the thread to start
+    time.sleep(0.5)
     assert log_has('Enabling rpc.api_server', caplog)
     assert len(rpc_manager.registered_modules) == 1
     assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]

From ab9506df480e53316b65cd43d72c757e3dc18ab4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 13:54:26 +0100
Subject: [PATCH 0443/1495] simplify status_table command

---
 freqtrade/rpc/api_server.py |  2 +-
 freqtrade/rpc/rpc.py        | 16 +++++++---------
 freqtrade/rpc/telegram.py   |  4 ++--
 tests/rpc/test_rpc.py       | 12 +++++++-----
 4 files changed, 17 insertions(+), 17 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 5167823fd..3b59c9592 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -274,7 +274,7 @@ class ApiServer(RPC):
 
         stats = self._rpc_daily_profit(timescale,
                                        self._config['stake_currency'],
-                                       self._config['fiat_display_currency']
+                                       self._config.get('fiat_display_currency', '')
                                        )
 
         return self.rest_dump(stats)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 4aed48f74..84e681992 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -3,16 +3,15 @@ This module contains class to define a RPC communications
 """
 import logging
 from abc import abstractmethod
-from datetime import timedelta, datetime, date
+from datetime import date, datetime, timedelta
 from decimal import Decimal
 from enum import Enum
-from typing import Dict, Any, List, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
-from numpy import mean, NAN
-from pandas import DataFrame
+from numpy import NAN, mean
 
-from freqtrade import TemporaryError, DependencyException
+from freqtrade import DependencyException, TemporaryError
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -117,7 +116,7 @@ class RPC:
                 results.append(trade_dict)
             return results
 
-    def _rpc_status_table(self) -> DataFrame:
+    def _rpc_status_table(self, fiat_display_currency: str) -> Tuple[List, List]:
         trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active order')
@@ -135,12 +134,11 @@ class RPC:
                     trade.pair,
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     f'{trade_perc:.2f}%'
+
                 ])
 
             columns = ['ID', 'Pair', 'Since', 'Profit']
-            df_statuses = DataFrame.from_records(trades_list, columns=columns)
-            df_statuses = df_statuses.set_index(columns[0])
-            return df_statuses
+            return trades_list, columns
 
     def _rpc_daily_profit(
             self, timescale: int,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 80582a0ce..25422973d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -234,8 +234,8 @@ class Telegram(RPC):
         :return: None
         """
         try:
-            df_statuses = self._rpc_status_table()
-            message = tabulate(df_statuses, headers='keys', tablefmt='simple')
+            statlist, head = self._rpc_status_table(self._config.get('fiat_display_currency', ''))
+            message = tabulate(statlist, headers=head, tablefmt='simple')
             self._send_msg(f"
      {message}
      ", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index df2261c1f..06203a3d7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -109,13 +109,15 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active order*'):
-        rpc._rpc_status_table()
+        rpc._rpc_status_table('USD')
 
     freqtradebot.create_trades()
-    result = rpc._rpc_status_table()
-    assert 'instantly' in result['Since'].all()
-    assert 'ETH/BTC' in result['Pair'].all()
-    assert '-0.59%' in result['Profit'].all()
+    result, headers = rpc._rpc_status_table('USD')
+    assert "Since" in headers
+    assert "Pair" in headers
+    assert 'instantly' in result[0][2]
+    assert 'ETH/BTC' in result[0][1]
+    assert '-0.59%' in result[0][3]
 
     mocker.patch('freqtrade.exchange.Exchange.get_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))

From df9bfb6c2e02b476955d137d45c637105ae2ed16 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 14:58:41 +0100
Subject: [PATCH 0444/1495] Add FIAT currency to status-table

---
 freqtrade/rpc/rpc.py      | 21 +++++++++++++++++----
 freqtrade/rpc/telegram.py |  3 ++-
 tests/rpc/test_rpc.py     | 33 ++++++++++++++++++++++++---------
 3 files changed, 43 insertions(+), 14 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 84e681992..f15bf3cd0 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -6,6 +6,7 @@ from abc import abstractmethod
 from datetime import date, datetime, timedelta
 from decimal import Decimal
 from enum import Enum
+from math import isnan
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
@@ -116,7 +117,7 @@ class RPC:
                 results.append(trade_dict)
             return results
 
-    def _rpc_status_table(self, fiat_display_currency: str) -> Tuple[List, List]:
+    def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
         trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active order')
@@ -129,15 +130,27 @@ class RPC:
                 except DependencyException:
                     current_rate = NAN
                 trade_perc = (100 * trade.calc_profit_percent(current_rate))
+                trade_profit = trade.calc_profit(current_rate)
+                profit_str = f'{trade_perc:.2f}%'
+                if self._fiat_converter:
+                    fiat_profit = self._fiat_converter.convert_amount(
+                            trade_profit,
+                            stake_currency,
+                            fiat_display_currency
+                        )
+                    if fiat_profit and not isnan(fiat_profit):
+                        profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
                     trade.pair,
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
-                    f'{trade_perc:.2f}%'
-
+                    profit_str
                 ])
+            profitcol = "Profit"
+            if self._fiat_converter:
+                profitcol += " (" + fiat_display_currency + ")"
 
-            columns = ['ID', 'Pair', 'Since', 'Profit']
+            columns = ['ID', 'Pair', 'Since', profitcol]
             return trades_list, columns
 
     def _rpc_daily_profit(
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 25422973d..8a81848ac 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -234,7 +234,8 @@ class Telegram(RPC):
         :return: None
         """
         try:
-            statlist, head = self._rpc_status_table(self._config.get('fiat_display_currency', ''))
+            statlist, head = self._rpc_status_table(self._config['stake_currency'],
+                                                    self._config.get('fiat_display_currency', ''))
             message = tabulate(statlist, headers=head, tablefmt='simple')
             self._send_msg(f"
      {message}
      ", parse_mode=ParseMode.HTML)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 06203a3d7..e7f41f6e7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -96,6 +96,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
 
 
 def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -109,24 +114,34 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active order*'):
-        rpc._rpc_status_table('USD')
+        rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
 
     freqtradebot.create_trades()
-    result, headers = rpc._rpc_status_table('USD')
+
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
-    assert 'instantly' in result[0][2]
-    assert 'ETH/BTC' in result[0][1]
-    assert '-0.59%' in result[0][3]
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' == result[0][1]
+    assert '-0.59%' == result[0][3]
+    # Test with fiatconvert
+
+    rpc._fiat_converter = CryptoToFiatConverter()
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert "Since" in headers
+    assert "Pair" in headers
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' == result[0][1]
+    assert '-0.59% (-0.09)' == result[0][3]
 
     mocker.patch('freqtrade.exchange.Exchange.get_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     # invalidate ticker cache
     rpc._freqtrade.exchange._cached_ticker = {}
-    result = rpc._rpc_status_table()
-    assert 'instantly' in result['Since'].all()
-    assert 'ETH/BTC' in result['Pair'].all()
-    assert 'nan%' in result['Profit'].all()
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' == result[0][1]
+    assert 'nan%' == result[0][3]
 
 
 def test_rpc_daily_profit(default_conf, update, ticker, fee,

From 11f7ab61b9cf7958f44f2480c11cc787c1c21fb8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 15:11:31 +0100
Subject: [PATCH 0445/1495] Remove decimal import from rpc

---
 freqtrade/rpc/rpc.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f15bf3cd0..5ab92cf33 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -4,7 +4,6 @@ This module contains class to define a RPC communications
 import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta
-from decimal import Decimal
 from enum import Enum
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple
@@ -230,7 +229,7 @@ class RPC:
                 profit_percent = trade.calc_profit_percent(rate=current_rate)
 
             profit_all_coin.append(
-                trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
+                trade.calc_profit(rate=trade.close_rate or current_rate)
             )
             profit_all_perc.append(profit_percent)
 

From e4bdb92521d38c062a0b266345727cfbe893899a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 20:19:13 +0100
Subject: [PATCH 0446/1495] Replace some occurances of ticker_interval with
 timeframe

---
 freqtrade/data/converter.py        | 10 ++---
 freqtrade/data/dataprovider.py     | 16 +++----
 freqtrade/data/history.py          | 72 +++++++++++++++---------------
 freqtrade/edge/__init__.py         |  2 +-
 freqtrade/optimize/backtesting.py  |  2 +-
 freqtrade/plot/plotting.py         | 13 +++---
 tests/data/test_btanalysis.py      |  8 ++--
 tests/data/test_converter.py       |  2 +-
 tests/data/test_dataprovider.py    |  2 +-
 tests/data/test_history.py         | 58 ++++++++++++------------
 tests/edge/test_edge.py            |  2 +-
 tests/optimize/test_backtesting.py | 16 +++----
 tests/test_plotting.py             | 10 ++---
 13 files changed, 107 insertions(+), 106 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 1ef224978..e45dd451e 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -10,13 +10,13 @@ from pandas import DataFrame, to_datetime
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
+def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
                            fill_missing: bool = True,
                            drop_incomplete: bool = True) -> DataFrame:
     """
     Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
     :param ticker: ticker list, as returned by exchange.async_get_candle_history
-    :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
+    :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
     :param pair: Pair this data is for (used to warn if fillup was necessary)
     :param fill_missing: fill up missing candles with 0 candles
                          (see ohlcv_fill_up_missing_data for details)
@@ -52,12 +52,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
         logger.debug('Dropping last candle')
 
     if fill_missing:
-        return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
+        return ohlcv_fill_up_missing_data(frame, timeframe, pair)
     else:
         return frame
 
 
-def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
+def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
     """
     Fills up missing data with 0 volume rows,
     using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@@ -72,7 +72,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair:
         'close': 'last',
         'volume': 'sum'
     }
-    ticker_minutes = timeframe_to_minutes(ticker_interval)
+    ticker_minutes = timeframe_to_minutes(timeframe)
     # Resample to create "NAN" values
     df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)
 
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index f0787281a..ce4554cbb 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -42,29 +42,29 @@ class DataProvider:
         """
         return list(self._exchange._klines.keys())
 
-    def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
+    def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get ohlcv data for the given pair as DataFrame
         Please use the `available_pairs` method to verify which pairs are currently cached.
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: Ticker timeframe to get data for
         :param copy: copy dataframe before returning if True.
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
                                          copy=copy)
         else:
             return DataFrame()
 
-    def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
+    def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
         """
         Get stored historic ohlcv data
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: ticker interval to get data for
         """
         return load_pair_history(pair=pair,
-                                 ticker_interval=ticker_interval or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['ticker_interval'],
                                  datadir=Path(self._config['datadir'])
                                  )
 
@@ -77,10 +77,10 @@ class DataProvider:
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             # Get live ohlcv data.
-            data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
+            data = self.ohlcv(pair=pair, timeframe=ticker_interval)
         else:
             # Get historic ohlcv data (cached on disk).
-            data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
+            data = self.historic_ohlcv(pair=pair, timeframe=ticker_interval)
         if len(data) == 0:
             logger.warning(f"No data found for ({pair}, {ticker_interval}).")
         return data
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 3dd40d2b4..8e4bc8ced 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -63,13 +63,13 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
     return df
 
 
-def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
+def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
                          timerange: Optional[TimeRange] = None) -> Optional[list]:
     """
     Load a pair from file, either .json.gz or .json
     :return: tickerlist or None if unsuccessful
     """
-    filename = pair_data_filename(datadir, pair, ticker_interval)
+    filename = pair_data_filename(datadir, pair, timeframe)
     pairdata = misc.file_load_json(filename)
     if not pairdata:
         return []
@@ -80,11 +80,11 @@ def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
 
 
 def store_tickerdata_file(datadir: Path, pair: str,
-                          ticker_interval: str, data: list, is_zip: bool = False):
+                          timeframe: str, data: list, is_zip: bool = False):
     """
     Stores tickerdata to file
     """
-    filename = pair_data_filename(datadir, pair, ticker_interval)
+    filename = pair_data_filename(datadir, pair, timeframe)
     misc.file_dump_json(filename, data, is_zip=is_zip)
 
 
@@ -121,7 +121,7 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
 
 
 def load_pair_history(pair: str,
-                      ticker_interval: str,
+                      timeframe: str,
                       datadir: Path,
                       timerange: Optional[TimeRange] = None,
                       refresh_pairs: bool = False,
@@ -133,7 +133,7 @@ def load_pair_history(pair: str,
     """
     Loads cached ticker history for the given pair.
     :param pair: Pair to load data for
-    :param ticker_interval: Ticker-interval (e.g. "5m")
+    :param timeframe: Ticker timeframe (e.g. "5m")
     :param datadir: Path to the data storage location.
     :param timerange: Limit data to be loaded to this timerange
     :param refresh_pairs: Refresh pairs from exchange.
@@ -147,34 +147,34 @@ def load_pair_history(pair: str,
 
     timerange_startup = deepcopy(timerange)
     if startup_candles > 0 and timerange_startup:
-        timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
+        timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
 
     # The user forced the refresh of pairs
     if refresh_pairs:
         download_pair_history(datadir=datadir,
                               exchange=exchange,
                               pair=pair,
-                              ticker_interval=ticker_interval,
+                              timeframe=timeframe,
                               timerange=timerange)
 
-    pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
+    pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
 
     if pairdata:
         if timerange_startup:
             _validate_pairdata(pair, pairdata, timerange_startup)
-        return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
+        return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
                                       fill_missing=fill_up_missing,
                                       drop_incomplete=drop_incomplete)
     else:
         logger.warning(
-            f'No history data for pair: "{pair}", interval: {ticker_interval}. '
+            f'No history data for pair: "{pair}", timeframe: {timeframe}. '
             'Use `freqtrade download-data` to download the data'
         )
         return None
 
 
 def load_data(datadir: Path,
-              ticker_interval: str,
+              timeframe: str,
               pairs: List[str],
               refresh_pairs: bool = False,
               exchange: Optional[Exchange] = None,
@@ -186,7 +186,7 @@ def load_data(datadir: Path,
     """
     Loads ticker history data for a list of pairs
     :param datadir: Path to the data storage location.
-    :param ticker_interval: Ticker-interval (e.g. "5m")
+    :param timeframe: Ticker Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param refresh_pairs: Refresh pairs from exchange.
         (Note: Requires exchange to be passed as well.)
@@ -206,7 +206,7 @@ def load_data(datadir: Path,
         logger.info(f'Using indicator startup period: {startup_candles} ...')
 
     for pair in pairs:
-        hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
+        hist = load_pair_history(pair=pair, timeframe=timeframe,
                                  datadir=datadir, timerange=timerange,
                                  refresh_pairs=refresh_pairs,
                                  exchange=exchange,
@@ -220,9 +220,9 @@ def load_data(datadir: Path,
     return result
 
 
-def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
+def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     pair_s = pair.replace("/", "_")
-    filename = datadir.joinpath(f'{pair_s}-{ticker_interval}.json')
+    filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
     return filename
 
 
@@ -232,7 +232,7 @@ def pair_trades_filename(datadir: Path, pair: str) -> Path:
     return filename
 
 
-def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
+def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
                                    timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                             Optional[int]]:
     """
@@ -250,12 +250,12 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
         if timerange.starttype == 'date':
             since_ms = timerange.startts * 1000
         elif timerange.stoptype == 'line':
-            num_minutes = timerange.stopts * timeframe_to_minutes(ticker_interval)
+            num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
             since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
 
     # read the cached file
     # Intentionally don't pass timerange in - since we need to load the full dataset.
-    data = load_tickerdata_file(datadir, pair, ticker_interval)
+    data = load_tickerdata_file(datadir, pair, timeframe)
     # remove the last item, could be incomplete candle
     if data:
         data.pop()
@@ -276,18 +276,18 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
 def download_pair_history(datadir: Path,
                           exchange: Optional[Exchange],
                           pair: str,
-                          ticker_interval: str = '5m',
+                          timeframe: str = '5m',
                           timerange: Optional[TimeRange] = None) -> bool:
     """
     Download the latest ticker intervals from the exchange for the pair passed in parameters
-    The data is downloaded starting from the last correct ticker interval data that
+    The data is downloaded starting from the last correct data that
     exists in a cache. If timerange starts earlier than the data in the cache,
     the full data will be redownloaded
 
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
 
     :param pair: pair to download
-    :param ticker_interval: ticker interval
+    :param timeframe: Ticker Timeframe (e.g 5m)
     :param timerange: range of time to download
     :return: bool with success state
     """
@@ -298,17 +298,17 @@ def download_pair_history(datadir: Path,
 
     try:
         logger.info(
-            f'Download history data for pair: "{pair}", interval: {ticker_interval} '
+            f'Download history data for pair: "{pair}", timeframe: {timeframe} '
             f'and store in {datadir}.'
         )
 
-        data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
+        data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
 
         logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
         logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+        new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=timeframe,
                                                since_ms=since_ms if since_ms
                                                else
                                                int(arrow.utcnow().shift(
@@ -318,12 +318,12 @@ def download_pair_history(datadir: Path,
         logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
         logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
 
-        store_tickerdata_file(datadir, pair, ticker_interval, data=data)
+        store_tickerdata_file(datadir, pair, timeframe, data=data)
         return True
 
     except Exception as e:
         logger.error(
-            f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
+            f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. '
             f'Error: {e}'
         )
         return False
@@ -343,17 +343,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             pairs_not_available.append(pair)
             logger.info(f"Skipping pair {pair}...")
             continue
-        for ticker_interval in timeframes:
+        for timeframe in timeframes:
 
-            dl_file = pair_data_filename(dl_path, pair, ticker_interval)
+            dl_file = pair_data_filename(dl_path, pair, timeframe)
             if erase and dl_file.exists():
                 logger.info(
-                    f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
+                    f'Deleting existing data for pair {pair}, interval {timeframe}.')
                 dl_file.unlink()
 
-            logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
+            logger.info(f'Downloading pair {pair}, interval {timeframe}.')
             download_pair_history(datadir=dl_path, exchange=exchange,
-                                  pair=pair, ticker_interval=str(ticker_interval),
+                                  pair=pair, timeframe=str(timeframe),
                                   timerange=timerange)
     return pairs_not_available
 
@@ -459,7 +459,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
 
 
 def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
-                           max_date: datetime, ticker_interval_mins: int) -> bool:
+                           max_date: datetime, timeframe_mins: int) -> bool:
     """
     Validates preprocessed backtesting data for missing values and shows warnings about it that.
 
@@ -467,10 +467,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
     :param pair: pair used for log output.
     :param min_date: start-date of the data
     :param max_date: end-date of the data
-    :param ticker_interval_mins: ticker interval in minutes
+    :param timeframe_mins: ticker Timeframe in minutes
     """
-    # total difference in minutes / interval-minutes
-    expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
+    # total difference in minutes / timeframe-minutes
+    expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
     found_missing = False
     dflen = len(data)
     if dflen < expected_frames:
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 883bf4a0f..afd20cf61 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -97,7 +97,7 @@ class Edge:
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=pairs,
-            ticker_interval=self.strategy.ticker_interval,
+            timeframe=self.strategy.ticker_interval,
             refresh_pairs=self._refresh_pairs,
             exchange=self.exchange,
             timerange=self._timerange,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ee3a135d2..58fd1f772 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -108,7 +108,7 @@ class Backtesting:
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=self.config['exchange']['pair_whitelist'],
-            ticker_interval=self.ticker_interval,
+            timeframe=self.ticker_interval,
             timerange=timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index bbdb52ca1..01396aea9 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -39,7 +39,7 @@ def init_plotscript(config):
     tickers = history.load_data(
         datadir=Path(str(config.get("datadir"))),
         pairs=pairs,
-        ticker_interval=config.get('ticker_interval', '5m'),
+        timeframe=config.get('ticker_interval', '5m'),
         timerange=timerange,
     )
 
@@ -300,12 +300,12 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
     return fig
 
 
-def generate_plot_filename(pair, ticker_interval) -> str:
+def generate_plot_filename(pair, timeframe) -> str:
     """
-    Generate filenames per pair/ticker_interval to be used for storing plots
+    Generate filenames per pair/timeframe to be used for storing plots
     """
     pair_name = pair.replace("/", "_")
-    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
+    file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
 
     logger.info('Generate plot file for %s', pair)
 
@@ -316,8 +316,9 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     """
     Generate a plot html file from pre populated fig plotly object
     :param fig: Plotly Figure to plot
-    :param pair: Pair to plot (used as filename and Plot title)
-    :param ticker_interval: Used as part of the filename
+    :param filename: Name to store the file as
+    :param directory: Directory to store the file in
+    :param auto_open: Automatically open files saved
     :return: None
     """
     directory.mkdir(parents=True, exist_ok=True)
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index b49344bbd..13711c63e 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -56,7 +56,7 @@ def test_extract_trades_of_period(testdatadir):
     # 2018-11-14 06:07:00
     timerange = TimeRange('date', None, 1510639620, 0)
 
-    data = load_pair_history(pair=pair, ticker_interval='1m',
+    data = load_pair_history(pair=pair, timeframe='1m',
                              datadir=testdatadir, timerange=timerange)
 
     trades = DataFrame(
@@ -122,7 +122,7 @@ def test_combine_tickers_with_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]
     tickers = load_data(datadir=testdatadir,
                         pairs=pairs,
-                        ticker_interval='5m'
+                        timeframe='5m'
                         )
     df = combine_tickers_with_mean(tickers)
     assert isinstance(df, DataFrame)
@@ -136,7 +136,7 @@ def test_create_cum_profit(testdatadir):
     bt_data = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
-    df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
+    df = load_pair_history(pair="TRX/BTC", timeframe='5m',
                            datadir=testdatadir, timerange=timerange)
 
     cum_profits = create_cum_profit(df.set_index('date'),
@@ -154,7 +154,7 @@ def test_create_cum_profit1(testdatadir):
     bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
-    df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
+    df = load_pair_history(pair="TRX/BTC", timeframe='5m',
                            datadir=testdatadir, timerange=timerange)
 
     cum_profits = create_cum_profit(df.set_index('date'),
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index e773a970e..92494ff1e 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -23,7 +23,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
 
 def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
     data = load_pair_history(datadir=testdatadir,
-                             ticker_interval='1m',
+                             timeframe='1m',
                              pair='UNITTEST/BTC',
                              fill_up_missing=False)
     caplog.set_level(logging.DEBUG)
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 9a857750b..0318e5a82 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -45,7 +45,7 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
     data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
     assert isinstance(data, DataFrame)
     assert historymock.call_count == 1
-    assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
+    assert historymock.call_args_list[0][1]["timeframe"] == "5m"
 
 
 def test_get_pair_dataframe(mocker, default_conf, ticker_history):
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 89120b4f5..65feaf03e 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -64,20 +64,20 @@ def _clean_test_file(file: Path) -> None:
 
 
 def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
+    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert not log_has(
-        'Download history data for pair: "UNITTEST/BTC", interval: 30m '
+        'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
         'and store in None.', caplog
     )
 
 
 def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
+    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
     assert not isinstance(ld, DataFrame)
     assert ld is None
     assert log_has(
-        'No history data for pair: "UNITTEST/BTC", interval: 7m. '
+        'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
         'Use `freqtrade download-data` to download the data', caplog
     )
 
@@ -86,7 +86,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
     _backup_file(file, copy_file=True)
-    history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
+    history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
     assert file.is_file()
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@@ -99,7 +99,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
     ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
                            MagicMock(return_value=None))
     timerange = TimeRange('date', None, 1510639620, 0)
-    history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
+    history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
                               datadir=testdatadir, timerange=timerange,
                               startup_candles=20,
                               )
@@ -122,28 +122,28 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
     _backup_file(file)
     # do not download a new pair if refresh_pairs isn't set
     history.load_pair_history(datadir=testdatadir,
-                              ticker_interval='1m',
+                              timeframe='1m',
                               pair='MEME/BTC')
     assert not file.is_file()
     assert log_has(
-        'No history data for pair: "MEME/BTC", interval: 1m. '
+        'No history data for pair: "MEME/BTC", timeframe: 1m. '
         'Use `freqtrade download-data` to download the data', caplog
     )
 
     # download a new pair if refresh_pairs is set
     history.load_pair_history(datadir=testdatadir,
-                              ticker_interval='1m',
+                              timeframe='1m',
                               refresh_pairs=True,
                               exchange=exchange,
                               pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC", interval: 1m '
+        'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
         history.load_pair_history(datadir=testdatadir,
-                                  ticker_interval='1m',
+                                  timeframe='1m',
                                   refresh_pairs=True,
                                   exchange=None,
                                   pair='MEME/BTC')
@@ -269,10 +269,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
 
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='MEME/BTC',
-                                 ticker_interval='1m')
+                                 timeframe='1m')
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='CFI/BTC',
-                                 ticker_interval='1m')
+                                 timeframe='1m')
     assert not exchange._pairs_last_refresh_time
     assert file1_1.is_file()
     assert file2_1.is_file()
@@ -286,10 +286,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
 
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='MEME/BTC',
-                                 ticker_interval='5m')
+                                 timeframe='5m')
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='CFI/BTC',
-                                 ticker_interval='5m')
+                                 timeframe='5m')
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
@@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 
@@ -326,12 +326,12 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
 
     assert not download_pair_history(datadir=testdatadir, exchange=exchange,
                                      pair='MEME/BTC',
-                                     ticker_interval='1m')
+                                     timeframe='1m')
     # clean files freshly downloaded
     _clean_test_file(file1_1)
     _clean_test_file(file1_5)
     assert log_has(
-        'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
+        'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
         'Error: File Error', caplog
     )
 
@@ -369,7 +369,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     caplog.clear()
     start = arrow.get('2018-01-10T00:00:00')
     end = arrow.get('2018-02-20T00:00:00')
-    tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
+    tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
                                    pairs=['UNITTEST/BTC'],
                                    timerange=TimeRange('date', 'date',
                                                        start.timestamp, end.timestamp))
@@ -390,7 +390,7 @@ def test_init(default_conf, mocker) -> None:
         exchange=exchange,
         pairs=[],
         refresh_pairs=True,
-        ticker_interval=default_conf['ticker_interval']
+        timeframe=default_conf['ticker_interval']
     )
 
 
@@ -449,7 +449,7 @@ def test_trim_tickerlist(testdatadir) -> None:
 def test_trim_dataframe(testdatadir) -> None:
     data = history.load_data(
         datadir=testdatadir,
-        ticker_interval='1m',
+        timeframe='1m',
         pairs=['UNITTEST/BTC']
     )['UNITTEST/BTC']
     min_date = int(data.iloc[0]['date'].timestamp())
@@ -517,7 +517,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='1m',
+            timeframe='1m',
             pairs=['UNITTEST/BTC']
         )
     )
@@ -533,7 +533,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='1m',
+            timeframe='1m',
             pairs=['UNITTEST/BTC'],
             fill_up_missing=False
         )
@@ -556,7 +556,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='5m',
+            timeframe='5m',
             pairs=['UNITTEST/BTC'],
             timerange=timerange
         )
@@ -669,10 +669,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     file5 = testdatadir / 'XRP_ETH-5m.json'
     # Compare downloaded dataset with converted dataset
     dfbak_1m = history.load_pair_history(datadir=testdatadir,
-                                         ticker_interval="1m",
+                                         timeframe="1m",
                                          pair=pair)
     dfbak_5m = history.load_pair_history(datadir=testdatadir,
-                                         ticker_interval="5m",
+                                         timeframe="5m",
                                          pair=pair)
 
     _backup_file(file1, copy_file=True)
@@ -686,10 +686,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
     df_1m = history.load_pair_history(datadir=testdatadir,
-                                      ticker_interval="1m",
+                                      timeframe="1m",
                                       pair=pair)
     df_5m = history.load_pair_history(datadir=testdatadir,
-                                      ticker_interval="5m",
+                                      timeframe="5m",
                                       pair=pair)
 
     assert df_1m.equals(dfbak_1m)
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index e1af50768..001dc9591 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -255,7 +255,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
     assert edge.calculate() is False
 
 
-def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
                      timerange=None, exchange=None, *args, **kwargs):
     hz = 0.1
     base = 0.001
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 5912c5489..a5ab6d84c 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -50,7 +50,7 @@ def trim_dictlist(dict_list, num):
 
 def load_data_test(what, testdatadir):
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
+    pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
                                         pair='UNITTEST/BTC', timerange=timerange)
     datalen = len(pair)
 
@@ -116,7 +116,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     assert len(results) == num_results
 
 
-def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
                      timerange=None, exchange=None, live=False, *args, **kwargs):
     tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
     pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
@@ -126,14 +126,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
 
 # use for mock ccxt.fetch_ohlvc'
 def _load_pair_as_ticks(pair, tickfreq):
-    ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
+    ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
     ticks = ticks[-201:]
     return ticks
 
 
 # FIX: fixturize this?
 def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
-    data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
+    data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
@@ -522,7 +522,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     backtesting = Backtesting(default_conf)
     pair = 'UNITTEST/BTC'
     timerange = TimeRange('date', None, 1517227800, 0)
-    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
+    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(data_processed)
@@ -576,9 +576,9 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
 
-    # Run a backtesting for an exiting 1min ticker_interval
+    # Run a backtesting for an exiting 1min timeframe
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
-    data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
+    data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(processed)
@@ -688,7 +688,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     patch_exchange(mocker)
 
     pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
-    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
+    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=pairs)
     # Only use 500 lines to increase performance
     data = trim_dictlist(data, -500)
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 4a6efcd8e..f0d9578ac 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -64,7 +64,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     pair = "UNITTEST/BTC"
     timerange = TimeRange(None, 'line', 0, -1000)
 
-    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+    data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
     indicators1 = ["ema10"]
     indicators2 = ["macd"]
@@ -129,7 +129,7 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
 
     pair = "UNITTEST/BTC"
     timerange = TimeRange(None, 'line', 0, -1000)
-    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+    data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
     data['buy'] = 0
     data['sell'] = 0
@@ -164,7 +164,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
                                MagicMock(side_effect=fig_generating_mock))
     pair = 'UNITTEST/BTC'
     timerange = TimeRange(None, 'line', 0, -1000)
-    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+    data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
 
     # Generate buy/sell signals and indicators
@@ -228,7 +228,7 @@ def test_add_profit(testdatadir):
     bt_data = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
-    df = history.load_pair_history(pair="TRX/BTC", ticker_interval='5m',
+    df = history.load_pair_history(pair="TRX/BTC", timeframe='5m',
                                    datadir=testdatadir, timerange=timerange)
     fig = generate_empty_figure()
 
@@ -251,7 +251,7 @@ def test_generate_profit_graph(testdatadir):
 
     tickers = history.load_data(datadir=testdatadir,
                                 pairs=pairs,
-                                ticker_interval='5m',
+                                timeframe='5m',
                                 timerange=timerange
                                 )
     trades = trades[trades['pair'].isin(pairs)]

From 08aedc18e1eb2bf7ff0ead368ec043c5585c17f2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 20:25:18 +0100
Subject: [PATCH 0447/1495] Exchange ticker_interval with timeframe in some
 more places

---
 freqtrade/data/dataprovider.py  | 13 ++++---
 freqtrade/data/history.py       |  2 +-
 freqtrade/exchange/exchange.py  | 67 ++++++++++++++++-----------------
 tests/exchange/test_exchange.py |  4 +-
 4 files changed, 43 insertions(+), 43 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index ce4554cbb..db71ff029 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -37,7 +37,7 @@ class DataProvider:
     @property
     def available_pairs(self) -> List[Tuple[str, str]]:
         """
-        Return a list of tuples containing pair, ticker_interval for which data is currently cached.
+        Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
         """
         return list(self._exchange._klines.keys())
@@ -68,21 +68,22 @@ class DataProvider:
                                  datadir=Path(self._config['datadir'])
                                  )
 
-    def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
+    def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
         """
         Return pair ohlcv data, either live or cached historical -- depending
         on the runmode.
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: ticker interval to get data for
+        :return: Dataframe for this pair
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             # Get live ohlcv data.
-            data = self.ohlcv(pair=pair, timeframe=ticker_interval)
+            data = self.ohlcv(pair=pair, timeframe=timeframe)
         else:
             # Get historic ohlcv data (cached on disk).
-            data = self.historic_ohlcv(pair=pair, timeframe=ticker_interval)
+            data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
         if len(data) == 0:
-            logger.warning(f"No data found for ({pair}, {ticker_interval}).")
+            logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 8e4bc8ced..3dea41c55 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -308,7 +308,7 @@ def download_pair_history(datadir: Path,
         logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=timeframe,
+        new_data = exchange.get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                                since_ms=since_ms if since_ms
                                                else
                                                int(arrow.utcnow().shift(
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a198e8cdb..05db45c9b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -536,40 +536,40 @@ class Exchange:
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
-    def get_historic_ohlcv(self, pair: str, ticker_interval: str,
+    def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
         Gets candle history using asyncio and returns the list of candles.
         Handles all async doing.
         Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
-        :param ticker_interval: Interval to get
+        :param timeframe: Ticker Timeframe to get
         :param since_ms: Timestamp in milliseconds to get history from
         :returns List of tickers
         """
         return asyncio.get_event_loop().run_until_complete(
-            self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+            self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                            since_ms=since_ms))
 
     async def _async_get_historic_ohlcv(self, pair: str,
-                                        ticker_interval: str,
+                                        timeframe: str,
                                         since_ms: int) -> List:
 
-        one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
+        one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
         input_coroutines = [self._async_get_candle_history(
-            pair, ticker_interval, since) for since in
+            pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
 
         tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
         # Combine tickers
         data: List = []
-        for p, ticker_interval, ticker in tickers:
+        for p, timeframe, ticker in tickers:
             if p == pair:
                 data.extend(ticker)
         # Sort data again after extending the result - above calls return in "async order"
@@ -589,14 +589,14 @@ class Exchange:
         input_coroutines = []
 
         # Gather coroutines to run
-        for pair, ticker_interval in set(pair_list):
-            if (not ((pair, ticker_interval) in self._klines)
-                    or self._now_is_time_to_refresh(pair, ticker_interval)):
-                input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
+        for pair, timeframe in set(pair_list):
+            if (not ((pair, timeframe) in self._klines)
+                    or self._now_is_time_to_refresh(pair, timeframe)):
+                input_coroutines.append(self._async_get_candle_history(pair, timeframe))
             else:
                 logger.debug(
-                    "Using cached ohlcv data for pair %s, interval %s ...",
-                    pair, ticker_interval
+                    "Using cached ohlcv data for pair %s, timeframe %s ...",
+                    pair, timeframe
                 )
 
         tickers = asyncio.get_event_loop().run_until_complete(
@@ -608,40 +608,40 @@ class Exchange:
                 logger.warning("Async code raised an exception: %s", res.__class__.__name__)
                 continue
             pair = res[0]
-            ticker_interval = res[1]
+            timeframe = res[1]
             ticks = res[2]
             # keeping last candle time as last refreshed time of the pair
             if ticks:
-                self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
+                self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
-            self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
-                ticks, ticker_interval, pair=pair, fill_missing=True,
+            self._klines[(pair, timeframe)] = parse_ticker_dataframe(
+                ticks, timeframe, pair=pair, fill_missing=True,
                 drop_incomplete=self._ohlcv_partial_candle)
         return tickers
 
-    def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool:
+    def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
         # Calculating ticker interval in seconds
-        interval_in_sec = timeframe_to_seconds(ticker_interval)
+        interval_in_sec = timeframe_to_seconds(timeframe)
 
-        return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
+        return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
                      + interval_in_sec) >= arrow.utcnow().timestamp)
 
     @retrier_async
-    async def _async_get_candle_history(self, pair: str, ticker_interval: str,
+    async def _async_get_candle_history(self, pair: str, timeframe: str,
                                         since_ms: Optional[int] = None) -> Tuple[str, str, List]:
         """
         Asynchronously gets candle histories using fetch_ohlcv
-        returns tuple: (pair, ticker_interval, ohlcv_list)
+        returns tuple: (pair, timeframe, ohlcv_list)
         """
         try:
             # fetch ohlcv asynchronously
             s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
             logger.debug(
                 "Fetching pair %s, interval %s, since %s %s...",
-                pair, ticker_interval, since_ms, s
+                pair, timeframe, since_ms, s
             )
 
-            data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
+            data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms)
 
             # Because some exchange sort Tickers ASC and other DESC.
@@ -653,9 +653,9 @@ class Exchange:
                     data = sorted(data, key=lambda x: x[0])
             except IndexError:
                 logger.exception("Error loading %s. Result was %s.", pair, data)
-                return pair, ticker_interval, []
-            logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
-            return pair, ticker_interval, data
+                return pair, timeframe, []
+            logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
+            return pair, timeframe, data
 
         except ccxt.NotSupported as e:
             raise OperationalException(
@@ -802,7 +802,6 @@ class Exchange:
         Handles all async doing.
         Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
-        :param ticker_interval: Interval to get
         :param since: Timestamp in milliseconds to get history from
         :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
         :param from_id: Download data starting with ID (if id is known)
@@ -958,27 +957,27 @@ def available_exchanges(ccxt_module=None) -> List[str]:
     return [x for x in exchanges if not is_exchange_bad(x)]
 
 
-def timeframe_to_seconds(ticker_interval: str) -> int:
+def timeframe_to_seconds(timeframe: str) -> int:
     """
     Translates the timeframe interval value written in the human readable
     form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
     of seconds for one timeframe interval.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval)
+    return ccxt.Exchange.parse_timeframe(timeframe)
 
 
-def timeframe_to_minutes(ticker_interval: str) -> int:
+def timeframe_to_minutes(timeframe: str) -> int:
     """
     Same as timeframe_to_seconds, but returns minutes.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
+    return ccxt.Exchange.parse_timeframe(timeframe) // 60
 
 
-def timeframe_to_msecs(ticker_interval: str) -> int:
+def timeframe_to_msecs(timeframe: str) -> int:
     """
     Same as timeframe_to_seconds, but returns milliseconds.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
+    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
 
 
 def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 925a53c95..68fac8632 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1107,7 +1107,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
-    assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...",
+    assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
                    caplog)
 
 
@@ -1143,7 +1143,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_get_candle_history", "fetch_ohlcv",
-                               pair='ABCD/BTC', ticker_interval=default_conf['ticker_interval'])
+                               pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):

From d801dec6aa45fb1eb8271ad8166e9b44a9608e53 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 20:26:26 +0100
Subject: [PATCH 0448/1495] Some more places with ticker_interval gone

---
 freqtrade/optimize/backtesting.py | 10 +++++-----
 tests/data/test_converter.py      | 12 ++++++------
 tests/data/test_dataprovider.py   | 24 ++++++++++++------------
 tests/exchange/test_exchange.py   |  4 ++--
 4 files changed, 25 insertions(+), 25 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 58fd1f772..79478076b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -83,8 +83,8 @@ class Backtesting:
         if "ticker_interval" not in self.config:
             raise OperationalException("Ticker-interval needs to be set in either configuration "
                                        "or as cli argument `--ticker-interval 5m`")
-        self.ticker_interval = str(self.config.get('ticker_interval'))
-        self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
+        self.timeframe = str(self.config.get('ticker_interval'))
+        self.timeframe_mins = timeframe_to_minutes(self.timeframe)
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@@ -108,7 +108,7 @@ class Backtesting:
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=self.config['exchange']['pair_whitelist'],
-            timeframe=self.ticker_interval,
+            timeframe=self.timeframe,
             timerange=timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
@@ -375,7 +375,7 @@ class Backtesting:
         lock_pair_until: Dict = {}
         # Indexes per pair, so some pairs are allowed to have a missing start.
         indexes: Dict = {}
-        tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
+        tmp = start_date + timedelta(minutes=self.timeframe_mins)
 
         # Loop timerange and get candle for each pair at that point in time
         while tmp < end_date:
@@ -427,7 +427,7 @@ class Backtesting:
                     lock_pair_until[pair] = end_date.datetime
 
             # Move time one configured time_interval ahead.
-            tmp += timedelta(minutes=self.ticker_interval_mins)
+            tmp += timedelta(minutes=self.timeframe_mins)
         return DataFrame.from_records(trades, columns=BacktestResult._fields)
 
     def start(self) -> None:
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 92494ff1e..8184167b3 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -42,7 +42,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
 
 
 def test_ohlcv_fill_up_missing_data2(caplog):
-    ticker_interval = '5m'
+    timeframe = '5m'
     ticks = [[
             1511686200000,  # 8:50:00
             8.794e-05,  # open
@@ -78,10 +78,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     ]
 
     # Generate test-data without filling missing
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
     assert len(data) == 3
     caplog.set_level(logging.DEBUG)
-    data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
+    data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
     assert len(data2) == 4
     # 3rd candle has been filled
     row = data2.loc[2, :]
@@ -99,7 +99,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
 
 
 def test_ohlcv_drop_incomplete(caplog):
-    ticker_interval = '1d'
+    timeframe = '1d'
     ticks = [[
             1559750400000,  # 2019-06-04
             8.794e-05,  # open
@@ -134,13 +134,13 @@ def test_ohlcv_drop_incomplete(caplog):
      ]
     ]
     caplog.set_level(logging.DEBUG)
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=False)
     assert len(data) == 4
     assert not log_has("Dropping last candle", caplog)
 
     # Drop last candle
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=True)
     assert len(data) == 3
 
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 0318e5a82..1dbe20936 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -9,32 +9,32 @@ from tests.conftest import get_patched_exchange
 
 def test_ohlcv(mocker, default_conf, ticker_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["ticker_interval"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("XRP/BTC", timeframe)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
-    assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
-    assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
+    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
+    assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
+    assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
+    assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
 
     # Test with and without parameter
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
+    assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
 
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
+    assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
 
 
 def test_historic_ohlcv(mocker, default_conf, ticker_history):
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 68fac8632..a21a5f3ac 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1047,8 +1047,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     ]
     pair = 'ETH/BTC'
 
-    async def mock_candle_hist(pair, ticker_interval, since_ms):
-        return pair, ticker_interval, tick
+    async def mock_candle_hist(pair, timeframe, since_ms):
+        return pair, timeframe, tick
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls

From 334ac8b10ccbedd2910cf054b26c18f30e668d96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 20:34:06 +0100
Subject: [PATCH 0449/1495] Adapt documentation for timeframe

---
 docs/strategy-customization.md                      | 8 ++++----
 docs/strategy_analysis_example.md                   | 4 ++--
 user_data/notebooks/strategy_analysis_example.ipynb | 4 ++--
 3 files changed, 8 insertions(+), 8 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 72938f9af..34f86f2ce 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -314,9 +314,9 @@ Please always check the mode of operation to select the correct method to get da
 #### Possible options for DataProvider
 
 - `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
-- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
-- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
+- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
 - `runmode` - Property containing the current runmode.
@@ -327,7 +327,7 @@ Please always check the mode of operation to select the correct method to get da
 if self.dp:
     inf_pair, inf_timeframe = self.informative_pairs()[0]
     informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             ticker_interval=inf_timeframe)
+                                             timeframe=inf_timeframe)
 ```
 
 !!! Warning "Warning about backtesting"
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index aa4578ca7..9e61bda65 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -10,7 +10,7 @@ from pathlib import Path
 # Customize these according to your needs.
 
 # Define some constants
-ticker_interval = "5m"
+timeframe = "5m"
 # Name of the strategy class
 strategy_name = 'SampleStrategy'
 # Path to user data
@@ -29,7 +29,7 @@ pair = "BTC_USDT"
 from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
-                            ticker_interval=ticker_interval,
+                            timeframe=timeframe,
                             pair=pair)
 
 # Confirm success
diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/user_data/notebooks/strategy_analysis_example.ipynb
index 03dc83b4e..2876ea938 100644
--- a/user_data/notebooks/strategy_analysis_example.ipynb
+++ b/user_data/notebooks/strategy_analysis_example.ipynb
@@ -26,7 +26,7 @@
     "# Customize these according to your needs.\n",
     "\n",
     "# Define some constants\n",
-    "ticker_interval = \"5m\"\n",
+    "timeframe = \"5m\"\n",
     "# Name of the strategy class\n",
     "strategy_name = 'SampleStrategy'\n",
     "# Path to user data\n",
@@ -49,7 +49,7 @@
     "from freqtrade.data.history import load_pair_history\n",
     "\n",
     "candles = load_pair_history(datadir=data_location,\n",
-    "                            ticker_interval=ticker_interval,\n",
+    "                            timeframe=timeframe,\n",
     "                            pair=pair)\n",
     "\n",
     "# Confirm success\n",

From 1c57a4ac35435914b1a7330129185ee6dec55be1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 20:34:39 +0100
Subject: [PATCH 0450/1495] more replacements of ticker_interval

---
 freqtrade/constants.py            | 4 ++--
 freqtrade/data/btanalysis.py      | 6 +++---
 freqtrade/optimize/backtesting.py | 2 +-
 3 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 5fdd45916..f34232bb1 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
 DRY_RUN_WALLET = 999.9
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
-TICKER_INTERVALS = [
+TIMEFRAMES = [
     '1m', '3m', '5m', '15m', '30m',
     '1h', '2h', '4h', '6h', '8h', '12h',
     '1d', '3d', '1w',
@@ -57,7 +57,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': 'integer', 'minimum': -1},
-        'ticker_interval': {'type': 'string', 'enum': TICKER_INTERVALS},
+        'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {
             "type": ["number", "string"],
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 2f7a234ce..379c80060 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -178,9 +178,9 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
     """
     from freqtrade.exchange import timeframe_to_minutes
-    ticker_minutes = timeframe_to_minutes(timeframe)
-    # Resample to ticker_interval to make sure trades match candles
-    _trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
+    timeframe_minutes = timeframe_to_minutes(timeframe)
+    # Resample to timeframe to make sure trades match candles
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 79478076b..2c2d116a4 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -121,7 +121,7 @@ class Backtesting:
             min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
         )
         # Adjust startts forward if not enough data is available
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
+        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
         return data, timerange

From c449e3928057213d14d2de2ab6c9f46ac51da5d5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 3 Nov 2019 10:01:05 +0100
Subject: [PATCH 0451/1495] Replace more occurances of ticker_interval

---
 freqtrade/configuration/timerange.py     | 6 +++---
 freqtrade/optimize/hyperopt_interface.py | 8 ++++----
 tests/optimize/__init__.py               | 4 ++--
 tests/optimize/test_backtest_detail.py   | 4 ++--
 tests/optimize/test_backtesting.py       | 2 +-
 5 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index 156f0e1e2..a8be873df 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -39,12 +39,12 @@ class TimeRange:
         if self.startts:
             self.startts = self.startts - seconds
 
-    def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
+    def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
                                   min_date: arrow.Arrow) -> None:
         """
         Adjust startts by  candles.
         Applies only if no startup-candles have been available.
-        :param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
+        :param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')`
         :param startup_candles: Number of candles to move start-date forward
         :param min_date: Minimum data date loaded. Key kriterium to decide if start-time
                          has to be moved
@@ -55,7 +55,7 @@ class TimeRange:
             # If no startts was defined, or backtest-data starts at the defined backtest-date
             logger.warning("Moving start-date by %s candles to account for startup time.",
                            startup_candles)
-            self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
+            self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
             self.starttype = 'date'
 
     @staticmethod
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 142f305df..ac41ba92f 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -106,10 +106,10 @@ class IHyperOpt(ABC):
         roi_t_alpha = 1.0
         roi_p_alpha = 1.0
 
-        ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
+        timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
 
         # We define here limits for the ROI space parameters automagically adapted to the
-        # ticker_interval used by the bot:
+        # timeframe used by the bot:
         #
         # * 'roi_t' (limits for the time intervals in the ROI tables) components
         #   are scaled linearly.
@@ -117,8 +117,8 @@ class IHyperOpt(ABC):
         #
         # The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
         # method for the 5m ticker interval.
-        roi_t_scale = ticker_interval_mins / 5
-        roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
+        roi_t_scale = timeframe_mins / 5
+        roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
         roi_limits = {
             'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
             'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index fdbaaa54d..8756143a0 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -7,7 +7,7 @@ from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.interface import SellType
 
 ticker_start_time = arrow.get(2018, 10, 3)
-tests_ticker_interval = '1h'
+tests_timeframe = '1h'
 
 
 class BTrade(NamedTuple):
@@ -36,7 +36,7 @@ class BTContainer(NamedTuple):
 
 
 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
+    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
                                    ).datetime
 
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 54f4c8796..3f6cc8c9a 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -9,7 +9,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
-                            _get_frame_time_from_offset, tests_ticker_interval)
+                            _get_frame_time_from_offset, tests_timeframe)
 
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
@@ -293,7 +293,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     """
     default_conf["stoploss"] = data.stop_loss
     default_conf["minimal_roi"] = data.roi
-    default_conf["ticker_interval"] = tests_ticker_interval
+    default_conf["ticker_interval"] = tests_timeframe
     default_conf["trailing_stop"] = data.trailing_stop
     default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
     # Only add this to configuration If it's necessary
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index a5ab6d84c..508c12e89 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -307,7 +307,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
     assert backtesting.config == default_conf
-    assert backtesting.ticker_interval == '5m'
+    assert backtesting.timeframe == '5m'
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)

From 2eb651325108c9602601c7cd37538ab4886074d5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 15:43:10 +0100
Subject: [PATCH 0452/1495] Improve timedout handling

---
 freqtrade/freqtradebot.py | 35 ++++++++++++++++++-----------------
 1 file changed, 18 insertions(+), 17 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7e9706803..512fc4061 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -139,10 +139,9 @@ class FreqtradeBot:
         if len(trades) < self.config['max_open_trades']:
             self.process_maybe_execute_buys()
 
-        if 'unfilledtimeout' in self.config:
-            # Check and handle any timed out open orders
-            self.check_handle_timedout()
-            Trade.session.flush()
+        # Check and handle any timed out open orders
+        self.check_handle_timedout()
+        Trade.session.flush()
 
         if (self.heartbeat_interval
                 and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)):
@@ -756,23 +755,28 @@ class FreqtradeBot:
             return True
         return False
 
+    def _check_timed_out(self, side: str, order: dict) -> bool:
+        """
+        Check if timeout is active, and if the order is still open and timed out
+        """
+        timeout = self.config.get('unfilledtimeout', {}).get(side)
+        ordertime = arrow.get(order['datetime']).datetime
+        if timeout:
+            timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
+
+            return (order['status'] == 'open' and order['side'] == side
+                    and ordertime < timeout_threshold)
+        return False
+
     def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if neccessary
         :param timeoutvalue: Number of minutes until order is considered timed out
         :return: None
         """
-        buy_timeout = self.config['unfilledtimeout']['buy']
-        sell_timeout = self.config['unfilledtimeout']['sell']
-        buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
-        sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
 
         for trade in Trade.get_open_order_trades():
             try:
-                # FIXME: Somehow the query above returns results
-                # where the open_order_id is in fact None.
-                # This is probably because the record got
-                # updated via /forcesell in a different thread.
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
@@ -782,7 +786,6 @@ class FreqtradeBot:
                     trade,
                     traceback.format_exc())
                 continue
-            ordertime = arrow.get(order['datetime']).datetime
 
             # Check if trade is still actually open
             if float(order['remaining']) == 0.0:
@@ -790,15 +793,13 @@ class FreqtradeBot:
                 continue
 
             if ((order['side'] == 'buy' and order['status'] == 'canceled')
-                or (order['status'] == 'open'
-                    and order['side'] == 'buy' and ordertime < buy_timeout_threshold)):
+                    or (self._check_timed_out('buy', order))):
 
                 self.handle_timedout_limit_buy(trade, order)
                 self.wallets.update()
 
             elif ((order['side'] == 'sell' and order['status'] == 'canceled')
-                  or (order['status'] == 'open'
-                      and order['side'] == 'sell' and ordertime < sell_timeout_threshold)):
+                  or (self._check_timed_out('sell', order))):
                 self.handle_timedout_limit_sell(trade, order)
                 self.wallets.update()
 

From 5b62ad876e0792cdd98909ef6904d9ef5bcd6376 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 09:38:06 +0100
Subject: [PATCH 0453/1495] Remove hyperopts occurances

---
 .travis.yml                                     | 2 +-
 docs/bot-usage.md                               | 4 ++--
 freqtrade/configuration/cli_options.py          | 4 ++--
 freqtrade/optimize/__init__.py                  | 2 +-
 freqtrade/optimize/hyperopt_interface.py        | 6 +++---
 freqtrade/optimize/hyperopt_loss_interface.py   | 4 ++--
 freqtrade/resolvers/hyperopt_resolver.py        | 2 +-
 freqtrade/utils.py                              | 2 +-
 user_data/hyperopts/sample_hyperopt.py          | 2 +-
 user_data/hyperopts/sample_hyperopt_advanced.py | 2 +-
 10 files changed, 15 insertions(+), 15 deletions(-)

diff --git a/.travis.yml b/.travis.yml
index a5a8093ec..8aaff553f 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -32,7 +32,7 @@ jobs:
       name: backtest
     - script:
       - cp config.json.example config.json
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpts
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
       name: hyperopt
     - script: flake8
       name: flake8
diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 8c85965a4..b88e33bd5 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -131,7 +131,7 @@ You can add the entry "user_data_dir" setting to your configuration, to always p
 Alternatively, pass in `--userdir` to every command.
 The bot will fail to start if the directory does not exist, but will create necessary subdirectories.
 
-This directory should contain your custom strategies, custom hyperopts and hyperopt loss functions, backtesting historical data (downloaded using either backtesting command or the download script) and plot outputs.
+This directory should contain your custom strategies, custom hyperopt and hyperopt loss functions, backtesting historical data (downloaded using either backtesting command or the download script) and plot outputs.
 
 It is recommended to use version control to keep track of changes to your strategies.
 
@@ -294,7 +294,7 @@ optional arguments:
                         entry and exit).
   --hyperopt NAME       Specify hyperopt class name which will be used by the
                         bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopts and
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
                         Hyperopt Loss functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index ff2178108..6dc5ef026 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -166,7 +166,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
-        help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
+        help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
         metavar='PATH',
     ),
     "epochs": Arg(
@@ -239,7 +239,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss '
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
         '(default: `%(default)s`).',
         metavar='NAME',
         default=constants.DEFAULT_HYPEROPT_LOSS,
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 3adf5eb43..1f2f588ef 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -78,7 +78,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
     except Timeout:
         logger.info("Another running instance of freqtrade Hyperopt detected.")
         logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
-                    "Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
+                    "Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
                     "or on separate machines.")
         logger.info("Quitting now.")
         # TODO: return False here in order to help freqtrade to exit
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 142f305df..5cfd98632 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -1,6 +1,6 @@
 """
 IHyperOpt interface
-This module defines the interface to apply for hyperopts
+This module defines the interface to apply for hyperopt
 """
 import logging
 import math
@@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
 
 class IHyperOpt(ABC):
     """
-    Interface for freqtrade hyperopts
-    Defines the mandatory structure must follow any custom hyperopts
+    Interface for freqtrade hyperopt
+    Defines the mandatory structure must follow any custom hyperopt
 
     Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index b11b6e661..879a9f0e9 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -1,6 +1,6 @@
 """
 IHyperOptLoss interface
-This module defines the interface for the loss-function for hyperopts
+This module defines the interface for the loss-function for hyperopt
 """
 
 from abc import ABC, abstractmethod
@@ -11,7 +11,7 @@ from pandas import DataFrame
 
 class IHyperOptLoss(ABC):
     """
-    Interface for freqtrade hyperopts Loss functions.
+    Interface for freqtrade hyperopt Loss functions.
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
     ticker_interval: str
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 72816a9ce..df1ff182c 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -1,7 +1,7 @@
 # pragma pylint: disable=attribute-defined-outside-init
 
 """
-This module load custom hyperopts
+This module load custom hyperopt
 """
 import logging
 from pathlib import Path
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index ce1f8a7c5..ee7e3296f 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -70,7 +70,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 
 def start_create_userdir(args: Dict[str, Any]) -> None:
     """
-    Create "user_data" directory to contain user data strategies, hyperopts, ...)
+    Create "user_data" directory to contain user data strategies, hyperopt, ...)
     :param args: Cli args from Arguments()
     :return: None
     """
diff --git a/user_data/hyperopts/sample_hyperopt.py b/user_data/hyperopts/sample_hyperopt.py
index 2721ab405..3be05f121 100644
--- a/user_data/hyperopts/sample_hyperopt.py
+++ b/user_data/hyperopts/sample_hyperopt.py
@@ -12,7 +12,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-class SampleHyperOpts(IHyperOpt):
+class SampleHyperOpt(IHyperOpt):
     """
     This is a sample Hyperopt to inspire you.
     Feel free to customize it.
diff --git a/user_data/hyperopts/sample_hyperopt_advanced.py b/user_data/hyperopts/sample_hyperopt_advanced.py
index c5d28878c..66182edcf 100644
--- a/user_data/hyperopts/sample_hyperopt_advanced.py
+++ b/user_data/hyperopts/sample_hyperopt_advanced.py
@@ -14,7 +14,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-class AdvancedSampleHyperOpts(IHyperOpt):
+class AdvancedSampleHyperOpt(IHyperOpt):
     """
     This is a sample hyperopt to inspire you.
     Feel free to customize it.

From c42c5a1f85fb38eeefa72a2b0df2da0b18fd25a3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 10:03:59 +0100
Subject: [PATCH 0454/1495] Adjust "requires subcommand" message

---
 freqtrade/main.py  | 9 ++++++---
 tests/test_main.py | 2 +-
 2 files changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/main.py b/freqtrade/main.py
index d984ff487..0a2adf71a 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -38,9 +38,12 @@ def main(sysargv: List[str] = None) -> None:
         else:
             # No subcommand was issued.
             raise OperationalException(
-                "Usage of freqtrade requires a subcommand.\n"
-                "To use the previous behaviour, run freqtrade with `freqtrade trade [...]`.\n"
-                "To see a full list of options, please use `freqtrade --help`"
+                "Usage of Freqtrade requires a subcommand to be specified.\n"
+                "To have the previous behavior (bot executing trades in live/dry-run modes, "
+                "depending on the value of the `dry_run` setting in the config), run freqtrade "
+                "as `freqtrade trade [options...]`.\n"
+                "To see the full list of options available, please use "
+                "`freqtrade --help` or `freqtrade  --help`."
                 )
 
     except SystemExit as e:
diff --git a/tests/test_main.py b/tests/test_main.py
index dac960886..4e97c375d 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -18,7 +18,7 @@ from tests.conftest import (log_has, log_has_re, patch_exchange,
 def test_parse_args_None(caplog) -> None:
     with pytest.raises(SystemExit):
         main([])
-    assert log_has_re(r"Usage of freqtrade requires a subcommand\.", caplog)
+    assert log_has_re(r"Usage of Freqtrade requires a subcommand.*", caplog)
 
 
 def test_parse_args_backtesting(mocker) -> None:

From 66619204bacefeb3f42d52a6d8f1fbd50cea5a8a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 11:13:48 +0100
Subject: [PATCH 0455/1495] re-add hyperopts multiple ...

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

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index b88e33bd5..4665878d4 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -131,7 +131,7 @@ You can add the entry "user_data_dir" setting to your configuration, to always p
 Alternatively, pass in `--userdir` to every command.
 The bot will fail to start if the directory does not exist, but will create necessary subdirectories.
 
-This directory should contain your custom strategies, custom hyperopt and hyperopt loss functions, backtesting historical data (downloaded using either backtesting command or the download script) and plot outputs.
+This directory should contain your custom strategies, custom hyperopts and hyperopt loss functions, backtesting historical data (downloaded using either backtesting command or the download script) and plot outputs.
 
 It is recommended to use version control to keep track of changes to your strategies.
 

From 6ac73f7cde81ac04044a956138a1a627991fd1e2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 11:28:26 +0100
Subject: [PATCH 0456/1495] Update missed strings

---
 freqtrade/data/dataprovider.py | 4 ++--
 freqtrade/data/history.py      | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index db71ff029..7b7159145 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -61,7 +61,7 @@ class DataProvider:
         """
         Get stored historic ohlcv data
         :param pair: pair to get the data for
-        :param timeframe: ticker interval to get data for
+        :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
                                  timeframe=timeframe or self._config['ticker_interval'],
@@ -73,7 +73,7 @@ class DataProvider:
         Return pair ohlcv data, either live or cached historical -- depending
         on the runmode.
         :param pair: pair to get the data for
-        :param timeframe: ticker interval to get data for
+        :param timeframe: timeframe to get data for
         :return: Dataframe for this pair
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 3dea41c55..d45b1c890 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -279,7 +279,7 @@ def download_pair_history(datadir: Path,
                           timeframe: str = '5m',
                           timerange: Optional[TimeRange] = None) -> bool:
     """
-    Download the latest ticker intervals from the exchange for the pair passed in parameters
+    Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
     exists in a cache. If timerange starts earlier than the data in the cache,
     the full data will be redownloaded

From 62c1ff776e6faeda8aa6e1acc4acecaf60c84428 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 13:59:38 +0100
Subject: [PATCH 0457/1495] update action to 2.1.0

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

diff --git a/.github/workflows/docker_update_readme.yml b/.github/workflows/docker_update_readme.yml
index bc063617a..634517dc9 100644
--- a/.github/workflows/docker_update_readme.yml
+++ b/.github/workflows/docker_update_readme.yml
@@ -10,7 +10,7 @@ jobs:
     steps:
     - uses: actions/checkout@master
     - name: Docker Hub Description
-      uses: peter-evans/dockerhub-description@v2.0.0
+      uses: peter-evans/dockerhub-description@v2.1.0
       env:
         DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
         DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}

From e26bbc7de8e7d7d876a434f16c91d4e60ead393e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 13 Nov 2019 19:50:54 +0300
Subject: [PATCH 0458/1495] Add fix for bibox exchange

---
 freqtrade/exchange/__init__.py |  1 +
 freqtrade/exchange/bibox.py    | 21 +++++++++++++++++++++
 freqtrade/exchange/exchange.py |  7 +++++++
 3 files changed, 29 insertions(+)
 create mode 100644 freqtrade/exchange/bibox.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index c107f7abc..df18bca02 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -15,3 +15,4 @@ from freqtrade.exchange.exchange import (market_is_active,  # noqa: F401
                                          symbol_is_pair)
 from freqtrade.exchange.kraken import Kraken  # noqa: F401
 from freqtrade.exchange.binance import Binance  # noqa: F401
+from freqtrade.exchange.bibox import Bibox  # noqa: F401
diff --git a/freqtrade/exchange/bibox.py b/freqtrade/exchange/bibox.py
new file mode 100644
index 000000000..1f042c221
--- /dev/null
+++ b/freqtrade/exchange/bibox.py
@@ -0,0 +1,21 @@
+""" Bibox exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+logger = logging.getLogger(__name__)
+
+
+class Bibox(Exchange):
+    """
+    Bibox exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    # Adjust ccxt exchange API metadata info
+    _ccxt_has: Dict = {"fetchCurrencies": False}
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 05db45c9b..0dd8c4ff2 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -30,6 +30,9 @@ class Exchange:
 
     _config: Dict = {}
 
+    # Adjustments to ccxt exchange API metadata info (ccxt exchange `has` options)
+    _ccxt_has: Dict = {}
+
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
@@ -152,6 +155,10 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
 
+        # Adjust ccxt API metadata info (`has` options) for the exchange
+        for k, v in self._ccxt_has.items():
+            api.has[k] = v
+
         self.set_sandbox(api, exchange_config, name)
 
         return api

From 6174a5dd55aed41764de24e345e9848312879c56 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 13 Nov 2019 20:22:23 +0300
Subject: [PATCH 0459/1495] Reimplement adjustment of ccxt 'has' with more
 generic ccxt_config class attribute

---
 freqtrade/exchange/bibox.py    |  5 +++--
 freqtrade/exchange/exchange.py | 19 +++++++++++--------
 2 files changed, 14 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/bibox.py b/freqtrade/exchange/bibox.py
index 1f042c221..229abe766 100644
--- a/freqtrade/exchange/bibox.py
+++ b/freqtrade/exchange/bibox.py
@@ -17,5 +17,6 @@ class Bibox(Exchange):
     may still not work as expected.
     """
 
-    # Adjust ccxt exchange API metadata info
-    _ccxt_has: Dict = {"fetchCurrencies": False}
+    # fetchCurrencies API point requires authentication for Bibox,
+    # so switch it off for Freqtrade load_markets()
+    _ccxt_config: Dict = {"has": {"fetchCurrencies": False}}
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 0dd8c4ff2..30868df07 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -30,8 +30,8 @@ class Exchange:
 
     _config: Dict = {}
 
-    # Adjustments to ccxt exchange API metadata info (ccxt exchange `has` options)
-    _ccxt_has: Dict = {}
+    # Parameters to add directly to ccxt sync/async initialization.
+    _ccxt_config: Dict = {}
 
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
@@ -94,10 +94,17 @@ class Exchange:
         self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
 
         # Initialize ccxt objects
+        ccxt_config = self._ccxt_config.copy()
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
+                                       ccxt_config)
         self._api = self._init_ccxt(
-            exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
+            exchange_config, ccxt_kwargs=ccxt_config)
+
+        ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
+                                             ccxt_async_config)
         self._api_async = self._init_ccxt(
-            exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
+            exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
         logger.info('Using Exchange "%s"', self.name)
 
@@ -155,10 +162,6 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
 
-        # Adjust ccxt API metadata info (`has` options) for the exchange
-        for k, v in self._ccxt_has.items():
-            api.has[k] = v
-
         self.set_sandbox(api, exchange_config, name)
 
         return api

From 68904296e7db5a006b8915bd273fc09d509c0c27 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 19:38:38 +0100
Subject: [PATCH 0460/1495] Allow timeout of 0

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 512fc4061..f7cec080b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -761,7 +761,7 @@ class FreqtradeBot:
         """
         timeout = self.config.get('unfilledtimeout', {}).get(side)
         ordertime = arrow.get(order['datetime']).datetime
-        if timeout:
+        if timeout is not None:
             timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
 
             return (order['status'] == 'open' and order['side'] == side

From c8c48156dd7114b88780a0a119e46a443e356222 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 20:44:55 +0100
Subject: [PATCH 0461/1495] Don't load trades twice ...

---
 freqtrade/data/history.py  | 10 +++++++---
 freqtrade/plot/plotting.py |  7 ++-----
 2 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index d45b1c890..ec95be874 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -50,16 +50,20 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     return tickerlist[start_index:stop_index]
 
 
-def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
+def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
     """
     Trim dataframe based on given timerange
+    :param df: Dataframe to trim
+    :param timerange: timerange (use start and end date if available)
+    :param: df_date_col: Column in the dataframe to use as Date column
+    :return: trimmed dataframe
     """
     if timerange.starttype == 'date':
         start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
-        df = df.loc[df['date'] >= start, :]
+        df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
         stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
-        df = df.loc[df['date'] <= stop, :]
+        df = df.loc[df[df_date_col] <= stop, :]
     return df
 
 
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 01396aea9..6f78802ba 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -47,7 +47,7 @@ def init_plotscript(config):
                          db_url=config.get('db_url'),
                          exportfilename=config.get('exportfilename'),
                          )
-
+    trades = history.trim_dataframe(trades, timerange, 'open_time')
     return {"tickers": tickers,
             "trades": trades,
             "pairs": pairs,
@@ -377,10 +377,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
     in helping out to find a good algorithm.
     """
     plot_elements = init_plotscript(config)
-    trades = load_trades(config['trade_source'],
-                         db_url=str(config.get('db_url')),
-                         exportfilename=str(config.get('exportfilename')),
-                         )
+    trades = plot_elements['trades']
     # Filter trades to relevant pairs
     trades = trades[trades['pair'].isin(plot_elements["pairs"])]
     # Create an average close price of all the pairs that were involved.

From 38243c52fd2133f83299efc7bf94c2703b978209 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 Nov 2019 20:45:16 +0100
Subject: [PATCH 0462/1495] Filter open trades - they are not added to the
 profit calc

---
 freqtrade/plot/plotting.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 6f78802ba..57a02dd6b 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -379,7 +379,12 @@ def plot_profit(config: Dict[str, Any]) -> None:
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
     # Filter trades to relevant pairs
-    trades = trades[trades['pair'].isin(plot_elements["pairs"])]
+    # Remove open pairs - we don't know the profit yet so can't calculate profit for these.
+    # Also, If only one open pair is left, then the profit-generation would fail.
+    trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
+                    & (~trades['close_time'].isnull())
+                    ]
+
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],

From ab194c7d7572a045399d39603a68f2f683e5ebfc Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 13 Nov 2019 23:09:05 +0300
Subject: [PATCH 0463/1495] Add test

---
 tests/optimize/test_hyperopt.py | 38 +++++++++++++++++++++++++++++++++
 1 file changed, 38 insertions(+)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index aaaeb8795..123fbf995 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -674,6 +674,44 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.call_count == 2
 
 
+def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
+                 MagicMock(return_value=(MagicMock(), None)))
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'default',
+                         'hyperopt_jobs': 1,
+                         'print_json': True,
+                         })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+
+
 def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',

From f9a92c28797f90fb1fc9b51d863bb2135341a0e3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 13 Nov 2019 23:32:37 +0300
Subject: [PATCH 0464/1495] Adjust test

---
 tests/optimize/test_hyperopt.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 123fbf995..9a168d3e2 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -541,7 +541,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 def test_generate_optimizer(mocker, default_conf) -> None:
     default_conf.update({'config': 'config.json.example'})
     default_conf.update({'timerange': None})
-    default_conf.update({'spaces': 'default'})
+    default_conf.update({'spaces': 'all'})
     default_conf.update({'hyperopt_min_trades': 1})
 
     trades = [
@@ -587,6 +587,10 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         'roi_p2': 0.01,
         'roi_p3': 0.1,
         'stoploss': -0.4,
+        'trailing_stop': True,
+        'trailing_stop_positive': 0.02,
+        'trailing_stop_positive_offset': 0.1,
+        'trailing_only_offset_is_reached': False,
     }
     response_expected = {
         'loss': 1.9840569076926293,

From 569a547b3f6dac3122d884bee03065371e127b1f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 06:49:21 +0100
Subject: [PATCH 0465/1495] Update Actions CI to new subcommands

---
 .github/workflows/ci.yml | 8 ++++----
 Dockerfile.pi            | 1 +
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 67862282a..c1112636a 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -72,12 +72,12 @@ jobs:
     - name: Backtesting
       run: |
         cp config.json.example config.json
-        freqtrade --datadir tests/testdata backtesting
+        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
 
     - name: Hyperopt
       run: |
         cp config.json.example config.json
-        freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpts
 
     - name: Flake8
       run: |
@@ -137,12 +137,12 @@ jobs:
     - name: Backtesting
       run: |
         cp config.json.example config.json
-        freqtrade --datadir tests/testdata backtesting
+        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
 
     - name: Hyperopt
       run: |
         cp config.json.example config.json
-        freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --customhyperopt SampleHyperOpts
 
     - name: Flake8
       run: |
diff --git a/Dockerfile.pi b/Dockerfile.pi
index 85ba5892f..279f85a04 100644
--- a/Dockerfile.pi
+++ b/Dockerfile.pi
@@ -38,3 +38,4 @@ RUN ~/berryconda3/bin/pip install -e . --no-cache-dir
 RUN [ "cross-build-end" ]
 
 ENTRYPOINT ["/root/berryconda3/bin/python","./freqtrade/main.py"]
+CMD [ "trade" ]

From f94d46316e68c94036567d8fd55cecb961f3f45d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 06:51:02 +0100
Subject: [PATCH 0466/1495] update checkout action to pinned version

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

diff --git a/.github/workflows/docker_update_readme.yml b/.github/workflows/docker_update_readme.yml
index 634517dc9..57a7e591e 100644
--- a/.github/workflows/docker_update_readme.yml
+++ b/.github/workflows/docker_update_readme.yml
@@ -8,7 +8,7 @@ jobs:
   dockerHubDescription:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@master
+    - uses: actions/checkout@v1
     - name: Docker Hub Description
       uses: peter-evans/dockerhub-description@v2.1.0
       env:

From 3b9899dfd424f8f7741e8cf468a69af3c5ae8899 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 07:06:00 +0100
Subject: [PATCH 0467/1495] hyperopts ...

---
 .github/workflows/ci.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index c1112636a..22931eeaa 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -77,7 +77,7 @@ jobs:
     - name: Hyperopt
       run: |
         cp config.json.example config.json
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpts
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
 
     - name: Flake8
       run: |
@@ -142,7 +142,7 @@ jobs:
     - name: Hyperopt
       run: |
         cp config.json.example config.json
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --customhyperopt SampleHyperOpts
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --customhyperopt SampleHyperOpt
 
     - name: Flake8
       run: |

From b167fb071a68f5d3df6b9d9258cc667a7cc8da25 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 08:44:10 +0100
Subject: [PATCH 0468/1495] fix windows test

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 22931eeaa..04e52c0fd 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -142,7 +142,7 @@ jobs:
     - name: Hyperopt
       run: |
         cp config.json.example config.json
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --customhyperopt SampleHyperOpt
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
 
     - name: Flake8
       run: |

From edc0d7f2c74d564b0468f27e9eb53e438284dd6a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 Nov 2019 20:10:17 +0100
Subject: [PATCH 0469/1495] Fix non-terminating bot

---
 freqtrade/main.py  |  3 ---
 freqtrade/utils.py | 11 +++++++++--
 2 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/main.py b/freqtrade/main.py
index 0a2adf71a..7afaeb1a2 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -27,7 +27,6 @@ def main(sysargv: List[str] = None) -> None:
     """
 
     return_code: Any = 1
-    worker = None
     try:
         arguments = Arguments(sysargv)
         args = arguments.get_parsed_arg()
@@ -57,8 +56,6 @@ def main(sysargv: List[str] = None) -> None:
     except Exception:
         logger.exception('Fatal exception!')
     finally:
-        if worker:
-            worker.exit()
         sys.exit(return_code)
 
 
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 5ad134ef9..ff54790a5 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -45,8 +45,15 @@ def start_trading(args: Dict[str, Any]) -> int:
     """
     from freqtrade.worker import Worker
     # Load and run worker
-    worker = Worker(args)
-    worker.run()
+    try:
+        worker = Worker(args)
+        worker.run()
+    except KeyboardInterrupt:
+        logger.info('SIGINT received, aborting ...')
+    finally:
+        if worker:
+            logger.info("worker found ... calling exit")
+            worker.exit()
     return 0
 
 

From 6e0655b3b70adf5be4af47e8a508a8bde74b3002 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 09:47:35 +0100
Subject: [PATCH 0470/1495] add empty worker variable

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index ff54790a5..b8ab7504e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -45,6 +45,7 @@ def start_trading(args: Dict[str, Any]) -> int:
     """
     from freqtrade.worker import Worker
     # Load and run worker
+    worker = None
     try:
         worker = Worker(args)
         worker.run()

From 91047830fd282baa72a21f0425f7e904e92ddd33 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 09:56:16 +0100
Subject: [PATCH 0471/1495] Add tst for worker termination

---
 tests/test_utils.py | 26 +++++++++++++++++++++++++-
 1 file changed, 25 insertions(+), 1 deletion(-)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 3dba7df1b..bbb4fc648 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -8,7 +8,8 @@ from freqtrade import OperationalException
 from freqtrade.state import RunMode
 from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_list_exchanges,
-                             start_list_markets, start_list_timeframes)
+                             start_list_markets, start_list_timeframes,
+                             start_trading)
 from tests.conftest import get_args, log_has, patch_exchange
 
 
@@ -24,6 +25,29 @@ def test_setup_utils_configuration():
     assert config['exchange']['secret'] == ''
 
 
+def test_start_trading_fail(mocker):
+
+    mocker.patch("freqtrade.worker.Worker.run", MagicMock(side_effect=OperationalException))
+
+    mocker.patch("freqtrade.worker.Worker.__init__", MagicMock(return_value=None))
+
+    exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
+    args = [
+        'trade',
+        '-c', 'config.json.example'
+    ]
+    with pytest.raises(OperationalException):
+        start_trading(get_args(args))
+    assert exitmock.call_count == 1
+
+    exitmock.reset_mock()
+
+    mocker.patch("freqtrade.worker.Worker.__init__", MagicMock(side_effect=OperationalException))
+    with pytest.raises(OperationalException):
+        start_trading(get_args(args))
+    assert exitmock.call_count == 0
+
+
 def test_list_exchanges(capsys):
 
     args = [

From be53c0885df7ad29a6202502c47894c8ae3117c8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 10:49:32 +0100
Subject: [PATCH 0472/1495] Try moving coveralls to github actions

---
 .github/workflows/ci.yml | 6 ++++++
 .travis.yml              | 2 +-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 04e52c0fd..12aff89f8 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -64,9 +64,15 @@ jobs:
         pip install -e .
 
     - name: Tests
+      env:
+        COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
+        COVERALLS_SERVICE_NAME: travis-ci
+        TRAVIS: "true"
       run: |
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
         # Allow failure for coveralls
+        # Fake travis environment to get coveralls working correctly
+        export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
         coveralls || true
 
     - name: Backtesting
diff --git a/.travis.yml b/.travis.yml
index 80e4080d3..6073e1cce 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -24,7 +24,7 @@ jobs:
       script:
       - pytest --random-order --cov=freqtrade --cov-config=.coveragerc
       # Allow failure for coveralls
-      - coveralls || true
+      # - coveralls || true
       name: pytest
     - script:
       - cp config.json.example config.json

From b6a12044bafa2e1fc9adc75b3fb8173313bf8091 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 10:36:32 +0100
Subject: [PATCH 0473/1495] seperate docs job

---
 .github/workflows/ci.yml | 24 +++++++++++++++++++-----
 1 file changed, 19 insertions(+), 5 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 12aff89f8..f8932cf07 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -93,10 +93,6 @@ jobs:
       run: |
         mypy freqtrade scripts
 
-    - name: Documentation syntax
-      run: |
-        ./tests/test_docs.sh
-
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
       if: always()
@@ -169,8 +165,26 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+  docs_check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Documentation syntax
+      run: |
+        ./tests/test_docs.sh
+
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: failure()
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade Docs*'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
   deploy:
-    needs: [ build, build_windows ]
+    needs: [ build, build_windows, docs_check ]
     runs-on: ubuntu-18.04
     if: github.event_name == 'push' || github.event_name == 'schedule'
     steps:

From 3aee8d2b2a347d2366088119e13c65c7b656f1ff Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 14:40:59 +0100
Subject: [PATCH 0474/1495] Improve rest api client / status response

---
 freqtrade/rpc/api_server.py     |  7 +++++--
 scripts/rest_client.py          | 20 ++++++++++++++------
 tests/rpc/test_rpc_apiserver.py |  4 ++--
 3 files changed, 21 insertions(+), 10 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 3b59c9592..851806ec2 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -330,8 +330,11 @@ class ApiServer(RPC):
 
         Returns the current status of the trades in json format
         """
-        results = self._rpc_trade_status()
-        return self.rest_dump(results)
+        try:
+            results = self._rpc_trade_status()
+            return self.rest_dump(results)
+        except RPCException:
+            return self.rest_dump([])
 
     @require_login
     @rpc_catch_errors
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index a46b3ebfb..096286013 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -8,12 +8,14 @@ so it can be used as a standalone script.
 """
 
 import argparse
+import inspect
 import json
 import logging
-import inspect
-from urllib.parse import urlencode, urlparse, urlunparse
+import sys
 from pathlib import Path
+from urllib.parse import urlencode, urlparse, urlunparse
 
+import rapidjson
 import requests
 from requests.exceptions import ConnectionError
 
@@ -190,7 +192,9 @@ class FtRestClient():
 def add_arguments():
     parser = argparse.ArgumentParser()
     parser.add_argument("command",
-                        help="Positional argument defining the command to execute.")
+                        help="Positional argument defining the command to execute.",
+                        nargs="?"
+                        )
 
     parser.add_argument('--show',
                         help='Show possible methods with this client',
@@ -221,9 +225,12 @@ def load_config(configfile):
     file = Path(configfile)
     if file.is_file():
         with file.open("r") as f:
-            config = json.load(f)
+            config = rapidjson.load(f, parse_mode=rapidjson.PM_COMMENTS |
+                                    rapidjson.PM_TRAILING_COMMAS)
         return config
-    return {}
+    else:
+        logger.warning(f"Could not load config file {file}.")
+        sys.exit(1)
 
 
 def print_commands():
@@ -237,8 +244,9 @@ def print_commands():
 
 def main(args):
 
-    if args.get("help"):
+    if args.get("show"):
         print_commands()
+        sys.exit()
 
     config = load_config(args["config"])
     url = config.get("api_server", {}).get("server_url", "127.0.0.1")
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 6e65cf934..cbca7e3d5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -417,8 +417,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     )
 
     rc = client_get(client, f"{BASE_URI}/status")
-    assert_response(rc, 502)
-    assert rc.json == {'error': 'Error querying _status: no active trade'}
+    assert_response(rc, 200)
+    assert rc.json == []
 
     ftbot.create_trades()
     rc = client_get(client, f"{BASE_URI}/status")

From 2c976bdd24b00ee448463d3399cc95d9e183d115 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 14:56:08 +0100
Subject: [PATCH 0475/1495] Add show_config endpoint

---
 freqtrade/rpc/api_server.py     | 10 ++++++++++
 freqtrade/rpc/rpc.py            | 20 ++++++++++++++++++++
 scripts/rest_client.py          |  7 +++++++
 tests/rpc/test_rpc_apiserver.py | 12 ++++++++++++
 4 files changed, 49 insertions(+)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 3b59c9592..0426eb598 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -169,6 +169,8 @@ class ApiServer(RPC):
                               view_func=self._status, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/version', 'version',
                               view_func=self._version, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/show_config', 'show_config',
+                              view_func=self._show_config, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/ping', 'ping',
                               view_func=self._ping, methods=['GET'])
 
@@ -241,6 +243,14 @@ class ApiServer(RPC):
         """
         return self.rest_dump({"version": __version__})
 
+    @require_login
+    @rpc_catch_errors
+    def _show_config(self):
+        """
+        Prints the bot's version
+        """
+        return self.rest_dump(self._rpc_show_config())
+
     @require_login
     @rpc_catch_errors
     def _reload_conf(self):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 5ab92cf33..c78951a6d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -80,6 +80,26 @@ class RPC:
     def send_msg(self, msg: Dict[str, str]) -> None:
         """ Sends a message to all registered rpc modules """
 
+    def _rpc_show_config(self) -> Dict:
+        """
+        Return a dict of config options.
+        Explicitly does NOT return the full config to avoid leakage of sensitive
+        information via rpc.
+        """
+        config = self._freqtrade.config
+        val = {
+            'dry_run': config.get('dry_run', False),
+            'stake_currency': config['stake_currency'],
+            'stake_amount': config['stake_amount'],
+            'minimal_roi': config['minimal_roi'].copy(),
+            'stoploss': config['stoploss'],
+            'trailing_stop': config['trailing_stop'],
+            'ticker_interval': config['ticker_interval'],
+            'exchange': config['exchange']['name'],
+            'strategy': config['strategy'],
+        }
+        return val
+
     def _rpc_trade_status(self) -> List[Dict[str, Any]]:
         """
         Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index a46b3ebfb..7408acab8 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -147,6 +147,13 @@ class FtRestClient():
         """
         return self._get("version")
 
+    def show_config(self):
+        """
+        Returns part of the configuration, relevant for trading operations.
+        :return: json object containing the version
+        """
+        return self._get("show_config")
+
     def whitelist(self):
         """
         Show the current whitelist
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 6e65cf934..d1ebe961b 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -284,6 +284,18 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json["max"] == 1.0
 
 
+def test_api_show_config(botclient, mocker):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+
+    rc = client_get(client, f"{BASE_URI}/show_config")
+    assert_response(rc)
+    assert 'dry_run' in rc.json
+    assert rc.json['exchange'] == 'bittrex'
+    assert rc.json['ticker_interval'] == '5m'
+    assert not rc.json['trailing_stop']
+
+
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))

From acab56793f1253dc46252a3bf6afafd6081c453a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 15:03:45 +0100
Subject: [PATCH 0476/1495] Add /show_config to telegram

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8a81848ac..ba475e39e 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -101,6 +101,7 @@ class Telegram(RPC):
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
+            CommandHandler('show_config', self._show_config),
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
@@ -550,6 +551,7 @@ class Telegram(RPC):
                   "*/balance:* `Show account balance per currency`\n" \
                   "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \
                   "*/reload_conf:* `Reload configuration file` \n" \
+                  "*/show_config:* `Show running configuration` \n" \
                   "*/whitelist:* `Show current whitelist` \n" \
                   "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
                   "to the blacklist.` \n" \
@@ -570,6 +572,26 @@ class Telegram(RPC):
         """
         self._send_msg('*Version:* `{}`'.format(__version__))
 
+    @authorized_only
+    def _show_config(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /show_config.
+        Show config information information
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        val = self._rpc_show_config()
+        self._send_msg(
+            f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
+            f"*Exchange:* `{val['exchange']}`\n"
+            f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
+            f"*Minimum ROI:* `{val['minimal_roi']}`\n"
+            f"*{'Trailing ' if val['trailing_stop'] else ''}Stoploss:* `{val['stoploss']}`\n"
+            f"*Ticker Interval:* `{val['ticker_interval']}`\n"
+            f"*Strategy:* `{val['strategy']}`'"
+        )
+
     def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
         """
         Send given markdown message

From 2b190e5638d8f65b92d3b3ef75bb34324bc8db35 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 15:05:56 +0100
Subject: [PATCH 0477/1495] Add documentation

---
 docs/rest-api.md       | 5 +++++
 docs/telegram-usage.md | 1 +
 2 files changed, 6 insertions(+)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 70e090569..187a71c97 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -106,6 +106,7 @@ python3 scripts/rest_client.py --config rest_config.json  [optional par
 | `stop` | | Stops the trader
 | `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `reload_conf` | | Reloads the configuration file
+| `show_config` | | Shows part of the current configuration with relevant settings to operation
 | `status` | | Lists all open trades
 | `count` | | Displays number of trades used and available
 | `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
@@ -172,6 +173,10 @@ reload_conf
         Reload configuration
         :returns: json object
 
+show_config
+        Returns part of the configuration, relevant for trading operations.
+        :return: json object containing the version
+
 start
         Start the bot if it's in stopped state.
         :returns: json object
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 424b55faf..ed0c21a6e 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -53,6 +53,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/stop` | | Stops the trader
 | `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `/reload_conf` | | Reloads the configuration file
+| `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
 | `/status table` | | List all open trades in a table format
 | `/count` | | Displays number of trades used and available

From e4e8a611be888e657ebdd5f7c5b61ac71846d388 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 15:12:53 +0100
Subject: [PATCH 0478/1495] Add tests for telegram

---
 freqtrade/rpc/rpc.py           |  5 ++++-
 tests/rpc/test_rpc_telegram.py | 17 +++++++++++++++++
 2 files changed, 21 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c78951a6d..8b557df96 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -80,7 +80,7 @@ class RPC:
     def send_msg(self, msg: Dict[str, str]) -> None:
         """ Sends a message to all registered rpc modules """
 
-    def _rpc_show_config(self) -> Dict:
+    def _rpc_show_config(self) -> Dict[str, Any]:
         """
         Return a dict of config options.
         Explicitly does NOT return the full config to avoid leakage of sensitive
@@ -94,6 +94,9 @@ class RPC:
             'minimal_roi': config['minimal_roi'].copy(),
             'stoploss': config['stoploss'],
             'trailing_stop': config['trailing_stop'],
+            'trailing_stop_positive': config.get('trailing_stop_positive'),
+            'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
+            'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 766511d2d..73b38b808 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1174,6 +1174,23 @@ def test_version_handle(default_conf, update, mocker) -> None:
     assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
 
 
+def test_show_config_handle(default_conf, update, mocker) -> None:
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+
+    telegram._show_config(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
+    assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+
+
 def test_send_msg_buy_notification(default_conf, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

From 547d65b06511515952dfa49156c4ab3ccbd75267 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 15:22:14 +0100
Subject: [PATCH 0479/1495] Fix broken test

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ba475e39e..0547af7b0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,13 +95,13 @@ class Telegram(RPC):
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
             CommandHandler('reload_conf', self._reload_conf),
+            CommandHandler('show_config', self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist),
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
-            CommandHandler('show_config', self._show_config),
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 73b38b808..c6a8094ab 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -73,7 +73,7 @@ def test_init(default_conf, mocker, caplog) -> None:
 
     message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
-                  "['performance'], ['daily'], ['count'], ['reload_conf'], " \
+                  "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \
                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
 
     assert log_has(message_str, caplog)

From 599e18b9209adf9ea16cbb9ecd144fb6b4122bb9 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:20:02 +0000
Subject: [PATCH 0480/1495] Bump urllib3 from 1.25.6 to 1.25.7

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.6 to 1.25.7.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/master/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.25.6...1.25.7)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 33a5d0776..a4521af71 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -6,7 +6,7 @@ python-telegram-bot==12.2.0
 arrow==0.15.4
 cachetools==3.1.1
 requests==2.22.0
-urllib3==1.25.6
+urllib3==1.25.7
 wrapt==1.11.2
 jsonschema==3.1.1
 TA-Lib==0.4.17

From 933564591dfc99ddd0473aebbd2634e742abe8c8 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:20:30 +0000
Subject: [PATCH 0481/1495] Bump sqlalchemy from 1.3.10 to 1.3.11

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.10 to 1.3.11.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 33a5d0776..cbfcd8035 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
 ccxt==1.19.25
-SQLAlchemy==1.3.10
+SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4
 cachetools==3.1.1

From 42474b714422141612d76cc21432d871bc85c1e6 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:20:50 +0000
Subject: [PATCH 0482/1495] Bump flake8-tidy-imports from 3.0.0 to 3.1.0

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 3.0.0 to 3.1.0.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/master/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/3.0.0...3.1.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f346439af..ca51a98d4 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==1.8.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==3.0.0
+flake8-tidy-imports==3.1.0
 mypy==0.740
 pytest==5.2.2
 pytest-asyncio==0.10.0

From a33d4087809e8ecacc145b702568a371ccbd6e2a Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:21:25 +0000
Subject: [PATCH 0483/1495] Bump plotly from 4.2.1 to 4.3.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.2.1 to 4.3.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.2.1...v4.3.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 235c71896..87d5553b6 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.2.1
+plotly==4.3.0
 

From e7157faddd24ac74264998999be8ddecb95a1505 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:22:18 +0000
Subject: [PATCH 0484/1495] Bump python-rapidjson from 0.8.0 to 0.9.1

Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 0.8.0 to 0.9.1.
- [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/v0.8.0...v0.9.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 33a5d0776..635b3aafe 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -17,7 +17,7 @@ coinmarketcap==5.0.3
 py_find_1st==1.1.4
 
 # Load ticker files 30% faster
-python-rapidjson==0.8.0
+python-rapidjson==0.9.1
 
 # Notify systemd
 sdnotify==0.3.2

From cb6b3e17a936c1496e61dfc6f1bbc4185b51d954 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:22:41 +0000
Subject: [PATCH 0485/1495] Bump tabulate from 0.8.5 to 0.8.6

Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.5 to 0.8.6.
- [Release notes](https://github.com/astanin/python-tabulate/releases)
- [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG)
- [Commits](https://github.com/astanin/python-tabulate/compare/v0.8.5...v0.8.6)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 33a5d0776..1215521a9 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -10,7 +10,7 @@ urllib3==1.25.6
 wrapt==1.11.2
 jsonschema==3.1.1
 TA-Lib==0.4.17
-tabulate==0.8.5
+tabulate==0.8.6
 coinmarketcap==5.0.3
 
 # find first, C search in arrays

From 0bc71403ff87a2918a912c992d3e263422f0a85c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:24:39 +0000
Subject: [PATCH 0486/1495] Bump mkdocs-material from 4.4.3 to 4.5.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.4.3 to 4.5.0.
- [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/4.4.3...4.5.0)

Signed-off-by: dependabot-preview[bot] 
---
 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 5e7fe7084..bfa5c0d1e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==4.4.3
+mkdocs-material==4.5.0
 mdx_truly_sane_lists==1.2

From dddccf8f1af791cd8a7a6d6e3a36c33e08f4f987 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:39:12 +0000
Subject: [PATCH 0487/1495] Bump ccxt from 1.19.25 to 1.19.54

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.19.25 to 1.19.54.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.19.25...1.19.54)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 7997506ce..a0e9b2a0c 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.19.25
+ccxt==1.19.54
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From cd6d2761197659b02463ca91497816c8ec4d963f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 Nov 2019 07:42:57 +0000
Subject: [PATCH 0488/1495] Bump pytest from 5.2.2 to 5.2.4

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.2.2 to 5.2.4.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.2.2...5.2.4)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index ca51a98d4..297b95623 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
 mypy==0.740
-pytest==5.2.2
+pytest==5.2.4
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.11.2

From c22b00b30303ba44f3dcf140b4fd8b70fb2e2f80 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 19 Nov 2019 06:34:54 +0100
Subject: [PATCH 0489/1495] move pairlist filters out of config[]

---
 config_full.json.example              |  5 +----
 docs/configuration.md                 | 22 +++++++-------------
 freqtrade/pairlist/LowPriceFilter.py  |  8 +++----
 freqtrade/pairlist/pairlistmanager.py |  2 +-
 tests/pairlist/test_pairlist.py       | 30 +++++++++++++--------------
 tests/rpc/test_rpc.py                 |  2 +-
 tests/rpc/test_rpc_telegram.py        |  2 +-
 7 files changed, 30 insertions(+), 41 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index ba53f47d6..270938237 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -61,10 +61,7 @@
             }
         },
         {"method": "PrecisionFilter"},
-        {"method": "LowPriceFilter",
-         "config": {
-            "low_price_percent": 0.01
-            }
+        {"method": "LowPriceFilter", "low_price_ratio": 0.01
         }
     ],
     "exchange": {
diff --git a/docs/configuration.md b/docs/configuration.md
index 8a2b74ed5..120842cdb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -416,11 +416,9 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 ```json
 "pairlists": [{
         "method": "VolumePairList",
-        "config": {
-            "number_assets": 20,
-            "sort_key": "quoteVolume",
-            "ttl": 1800,
-        }
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "ttl": 1800,
 ],
 ```
 
@@ -430,7 +428,7 @@ Filters low-value coins which would not allow setting a stoploss.
 
 #### Low Price Pair Filter
 
-The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent` ratio.
+The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
 Calculation example:  
@@ -450,16 +448,12 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
 "pairlists": [
     {
         "method": "VolumePairList",
-        "config": {
-            "number_assets": 20,
-            "sort_key": "quoteVolume",
-        },
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
     },
     {"method": "PrecisionFilter"},
-    {"method": "LowPriceFilter",
-          "config": {"low_price_percent": 0.01}
-    }
-    }],
+    {"method": "LowPriceFilter", "low_price_ratio": 0.01}
+    ],
 ```
 
 ## Switch to Dry-run mode
diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/LowPriceFilter.py
index 83b6a85e6..ff18b97c8 100644
--- a/freqtrade/pairlist/LowPriceFilter.py
+++ b/freqtrade/pairlist/LowPriceFilter.py
@@ -13,7 +13,7 @@ class LowPriceFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._low_price_percent = pairlistconfig.get('low_price_percent', 0)
+        self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
 
     @property
     def needstickers(self) -> bool:
@@ -28,7 +28,7 @@ class LowPriceFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Filtering pairs priced below {self._low_price_percent * 100}%."
+        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
 
     def _validate_ticker_lowprice(self, ticker) -> bool:
         """
@@ -41,7 +41,7 @@ class LowPriceFilter(IPairList):
 
         compare = ticker['last'] + 1 / pow(10, precision)
         changeperc = (compare - ticker['last']) / ticker['last']
-        if changeperc > self._low_price_percent:
+        if changeperc > self._low_price_ratio:
             logger.info(f"Removed {ticker['symbol']} from whitelist, "
                         f"because 1 unit is {changeperc * 100:.3f}%")
             return False
@@ -63,7 +63,7 @@ class LowPriceFilter(IPairList):
                 pairlist.remove(p)
 
             # Filter out assets which would not allow setting a stoploss
-            if self._low_price_percent and not self._validate_ticker_lowprice(ticker):
+            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
                 pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 0734d7f8f..fa5382c37 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -32,7 +32,7 @@ class PairListManager():
                                      exchange=exchange,
                                      pairlistmanager=self,
                                      config=config,
-                                     pairlistconfig=pl.get('config'),
+                                     pairlistconfig=pl,
                                      pairlist_pos=len(self._pairlists)
                                      ).pairlist
             self._tickers_needed = pairl.needstickers or self._tickers_needed
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 13f868c7a..9daaa5353 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -29,10 +29,8 @@ def whitelist_conf(default_conf):
     default_conf['pairlists'] = [
         {
             "method": "VolumePairList",
-            "config": {
-                "number_assets": 5,
-                "sort_key": "quoteVolume",
-                }
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
         },
     ]
     return default_conf
@@ -136,37 +134,37 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
 
 
 @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
         "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
     # Different sorting depending on quote or bid volume
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}],
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
         "BTC",  ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
         "USDT", ['ETH/USDT']),
     # No pair for ETH ...
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
     # Precisionfilter and quote volume
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
     # Precisionfilter bid
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}},
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
     # Lowpricefilter and VolumePairList
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
-      {"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}],
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "LowPriceFilter", "low_price_ratio": 0.03}],
         "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
-    ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}}
+      {"method": "LowPriceFilter", "low_price_ratio": 0.02}
       ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
     # StaticPairlist Only
     ([{"method": "StaticPairList"},
       ], "BTC", ['ETH/BTC', 'TKN/BTC']),
     # Static Pairlist before VolumePairList - sorting changes
     ([{"method": "StaticPairList"},
-      {"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       ], "BTC", ['TKN/BTC', 'ETH/BTC']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
@@ -257,7 +255,7 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
 
 
 def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
-    whitelist_conf['pairlists'][0]['config'].update({"sort_key": "asdf"})
+    whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     with pytest.raises(OperationalException,
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 8747fe6ff..edc0fdb8a 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -726,7 +726,7 @@ def test_rpc_whitelist(mocker, default_conf) -> None:
 
 def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                  'config': {'number_assets': 4}
+                                  'number_assets': 4,
                                   }]
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index bb9d88658..52d58e887 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1063,7 +1063,7 @@ def test_whitelist_dynamic(default_conf, update, mocker) -> None:
     )
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                 'config': {'number_assets': 4}
+                                 'number_assets': 4
                                   }]
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
 

From a8855bf7955eed07a107e31ca53b0a418426c373 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 19 Nov 2019 06:41:05 +0100
Subject: [PATCH 0490/1495] rename LowPriceFilter to PrieFilter

---
 config_full.json.example                            |  2 +-
 docs/configuration.md                               | 13 +++++++------
 freqtrade/constants.py                              |  2 +-
 .../pairlist/{LowPriceFilter.py => PriceFilter.py}  |  4 ++--
 tests/pairlist/test_pairlist.py                     |  8 ++++----
 5 files changed, 15 insertions(+), 14 deletions(-)
 rename freqtrade/pairlist/{LowPriceFilter.py => PriceFilter.py} (96%)

diff --git a/config_full.json.example b/config_full.json.example
index 270938237..5ceeaff09 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -61,7 +61,7 @@
             }
         },
         {"method": "PrecisionFilter"},
-        {"method": "LowPriceFilter", "low_price_ratio": 0.01
+        {"method": "PriceFilter", "low_price_ratio": 0.01
         }
     ],
     "exchange": {
diff --git a/docs/configuration.md b/docs/configuration.md
index 120842cdb..ed50b521e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -380,7 +380,7 @@ The valid values are:
 Pairlists define the list of pairs that the bot should trade.
 There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
 
-[`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs.
+[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
 
 All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
 
@@ -391,7 +391,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
 * [`PrecisionFilter`](#precision-filter)
-* [`LowPriceFilter`](#low-price-pair-filter)
+* [`PriceFilter`](#price-pair-filter)
 
 #### Static Pair List
 
@@ -426,9 +426,10 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 Filters low-value coins which would not allow setting a stoploss.
 
-#### Low Price Pair Filter
+#### Price Pair Filter
 
-The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_ratio` ratio.
+The `PriceFilter` allows filtering of pairs by price.
+Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
 Calculation example:  
@@ -438,7 +439,7 @@ These pairs are dangerous since it may be impossible to place the desired stoplo
 
 ### Full Pairlist example
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
 
 ```json
 "exchange": {
@@ -452,7 +453,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "sort_key": "quoteVolume",
     },
     {"method": "PrecisionFilter"},
-    {"method": "LowPriceFilter", "low_price_ratio": 0.01}
+    {"method": "PriceFilter", "low_price_ratio": 0.01}
     ],
 ```
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c98c32d4c..24e3589fd 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -20,7 +20,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'LowPriceFilter']
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
 DRY_RUN_WALLET = 999.9
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
diff --git a/freqtrade/pairlist/LowPriceFilter.py b/freqtrade/pairlist/PriceFilter.py
similarity index 96%
rename from freqtrade/pairlist/LowPriceFilter.py
rename to freqtrade/pairlist/PriceFilter.py
index ff18b97c8..b3546ebd9 100644
--- a/freqtrade/pairlist/LowPriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -7,7 +7,7 @@ from freqtrade.pairlist.IPairList import IPairList
 logger = logging.getLogger(__name__)
 
 
-class LowPriceFilter(IPairList):
+class PriceFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
                  pairlist_pos: int) -> None:
@@ -32,7 +32,7 @@ class LowPriceFilter(IPairList):
 
     def _validate_ticker_lowprice(self, ticker) -> bool:
         """
-        Check if if one price-step is > than a certain barrier.
+        Check if if one price-step (pip) is > than a certain barrier.
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :param precision: Precision
         :return: True if the pair can stay, false if it should be removed
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 9daaa5353..76537880c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -150,14 +150,14 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # Precisionfilter bid
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
-    # Lowpricefilter and VolumePairList
+    # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "LowPriceFilter", "low_price_ratio": 0.03}],
+      {"method": "PriceFilter", "low_price_ratio": 0.03}],
         "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "LowPriceFilter", "low_price_ratio": 0.02}
+      {"method": "PriceFilter", "low_price_ratio": 0.02}
       ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
     # StaticPairlist Only
     ([{"method": "StaticPairList"},
@@ -189,7 +189,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
         if pairlist['method'] == 'PrecisionFilter':
             assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                               r'would be <= stop limit.*', caplog)
-        if pairlist['method'] == 'LowPriceFilter':
+        if pairlist['method'] == 'PriceFilter':
             assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
 
 

From 5f62a9e4d8eed5d3c7a15eca92c041c84bf12b57 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 19 Nov 2019 06:48:56 +0100
Subject: [PATCH 0491/1495] rename ttl to refresh_period

---
 config_full.json.example             | 8 +++-----
 docs/configuration.md                | 4 ++--
 docs/developer.md                    | 2 +-
 freqtrade/pairlist/VolumePairList.py | 4 ++--
 4 files changed, 8 insertions(+), 10 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 5ceeaff09..b9631f63d 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -54,11 +54,9 @@
         {"method": "StaticPairList"},
         {
             "method": "VolumePairList",
-            "config": {
-                "number_assets": 20,
-                "sort_key": "quoteVolume",
-                "ttl": 1800
-            }
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "refresh_period": 1800
         },
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01
diff --git a/docs/configuration.md b/docs/configuration.md
index ed50b521e..946ee3bf7 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -411,14 +411,14 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 `VolumePairList` considers outputs of previous pairlists unless  it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
 
-`ttl` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 
 ```json
 "pairlists": [{
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
-        "ttl": 1800,
+        "refresh_period": 1800,
 ],
 ```
 
diff --git a/docs/developer.md b/docs/developer.md
index 0eba6fd59..2d39893bc 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -115,7 +115,7 @@ Now, let's step through the methods which require actions:
 #### Pairlist configuration
 
 Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
-This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
+This Pairlist-object may contain configurations with additional configurations for the configured pairlist.
 By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.
 
 Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 708c8d7c2..2df9ba691 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -28,7 +28,7 @@ class VolumePairList(IPairList):
                 'for "pairlist.config.number_assets"')
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
-        self._ttl = self._pairlistconfig.get('ttl', 1800)
+        self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -67,7 +67,7 @@ class VolumePairList(IPairList):
         :return: new whitelist
         """
         # Generate dynamic whitelist
-        if self._last_refresh + self._ttl < datetime.now().timestamp():
+        if self._last_refresh + self.refresh_period < datetime.now().timestamp():
             self._last_refresh = int(datetime.now().timestamp())
             return self._gen_pair_whitelist(pairlist,
                                             tickers,

From 751157b4ea3ac291e904a01ed5319bec3d680d44 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 18 Nov 2019 19:32:35 +0100
Subject: [PATCH 0492/1495] Don't notify on builds from forks

they don't have secrets available ATM
---
 .github/workflows/ci.yml | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f8932cf07..c74b1720e 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -73,6 +73,8 @@ jobs:
         # Allow failure for coveralls
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
+        export CI_BRANCH=${GITHUB_REF#"ref/heads"}
+        echo "${CI_BRANCH}"
         coveralls || true
 
     - name: Backtesting
@@ -95,7 +97,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always()
+      if: always() && github.repository.fork == true
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI ${{ matrix.os }}*'
@@ -156,7 +158,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always()
+      if: always() && github.repository.fork == true
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI windows*'
@@ -176,7 +178,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: failure()
+      if: failure() && github.repository.fork == true
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade Docs*'
@@ -186,7 +188,7 @@ jobs:
   deploy:
     needs: [ build, build_windows, docs_check ]
     runs-on: ubuntu-18.04
-    if: github.event_name == 'push' || github.event_name == 'schedule'
+    if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
     steps:
     - uses: actions/checkout@v1
 
@@ -217,7 +219,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always()
+      if: always() && github.repository.fork == true
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI Deploy*'

From c92f233c1565174b4b8aa6f0ef2bbd57e1b1db2e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 19 Nov 2019 19:33:04 +0100
Subject: [PATCH 0493/1495] Move settings to correct location

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

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 3aec85ae2..8f3dbd675 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -63,9 +63,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             "DEPRECATED: "
             f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
             "Please refer to the docs on configuration details")
-        config['pairlists'].append({'method': 'VolumePairList',
-                                    'config': config.get('pairlist', {}).get('config')
-                                    })
+        pl = {'method': 'VolumePairList'}
+        pl.update(config.get('pairlist', {}).get('config'))
+        config['pairlists'].append(pl)
 
     if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
         logger.warning(

From 633996216a2640a19454aa8bbdd40c86021bbbac Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 20 Nov 2019 15:20:39 +0300
Subject: [PATCH 0494/1495] Improve commands help list

---
 scripts/rest_client.py | 69 +++++++++++++++++++++---------------------
 1 file changed, 34 insertions(+), 35 deletions(-)

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 096286013..03e4fc76b 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -65,100 +65,99 @@ class FtRestClient():
         return self._call("POST", apipath, params=params, data=data)
 
     def start(self):
-        """
-        Start the bot if it's in stopped state.
+        """Start the bot if it's in the stopped state.
+
         :return: json object
         """
         return self._post("start")
 
     def stop(self):
-        """
-        Stop the bot. Use start to restart
+        """Stop the bot. Use `start` to restart.
+
         :return: json object
         """
         return self._post("stop")
 
     def stopbuy(self):
-        """
-        Stop buying (but handle sells gracefully).
-        use reload_conf to reset
+        """Stop buying (but handle sells gracefully). Use `reload_conf` to reset.
+
         :return: json object
         """
         return self._post("stopbuy")
 
     def reload_conf(self):
-        """
-        Reload configuration
+        """Reload configuration.
+
         :return: json object
         """
         return self._post("reload_conf")
 
     def balance(self):
-        """
-        Get the account balance
+        """Get the account balance.
+
         :return: json object
         """
         return self._get("balance")
 
     def count(self):
-        """
-        Returns the amount of open trades
+        """Return the amount of open trades.
+
         :return: json object
         """
         return self._get("count")
 
     def daily(self, days=None):
-        """
-        Returns the amount of open trades
+        """Return the amount of open trades.
+
         :return: json object
         """
         return self._get("daily", params={"timescale": days} if days else None)
 
     def edge(self):
-        """
-        Returns information about edge
+        """Return information about edge.
+
         :return: json object
         """
         return self._get("edge")
 
     def profit(self):
-        """
-        Returns the profit summary
+        """Return the profit summary.
+
         :return: json object
         """
         return self._get("profit")
 
     def performance(self):
-        """
-        Returns the performance of the different coins
+        """Return the performance of the different coins.
+
         :return: json object
         """
         return self._get("performance")
 
     def status(self):
-        """
-        Get the status of open trades
+        """Get the status of open trades.
+
         :return: json object
         """
         return self._get("status")
 
     def version(self):
-        """
-        Returns the version of the bot
+        """Return the version of the bot.
+
         :return: json object containing the version
         """
         return self._get("version")
 
     def whitelist(self):
-        """
-        Show the current whitelist
+        """Show the current whitelist.
+
         :return: json object
         """
         return self._get("whitelist")
 
     def blacklist(self, *args):
-        """
-        Show the current blacklist
+        """Show the current blacklist.
+
         :param add: List of coins to add (example: "BNB/BTC")
         :return: json object
         """
@@ -168,8 +167,8 @@ class FtRestClient():
             return self._post("blacklist", data={"blacklist": args})
 
     def forcebuy(self, pair, price=None):
-        """
-        Buy an asset
+        """Buy an asset.
+
         :param pair: Pair to buy (ETH/BTC)
         :param price: Optional - price to buy
         :return: json object of the trade
@@ -180,8 +179,8 @@ class FtRestClient():
         return self._post("forcebuy", data=data)
 
     def forcesell(self, tradeid):
-        """
-        Force-sell a trade
+        """Force-sell a trade.
+
         :param tradeid: Id of the trade (can be received via status command)
         :return: json object
         """
@@ -236,10 +235,10 @@ def load_config(configfile):
 def print_commands():
     # Print dynamic help for the different commands using the commands doc-strings
     client = FtRestClient(None)
-    print("Possible commands:")
+    print("Possible commands:\n")
     for x, y in inspect.getmembers(client):
         if not x.startswith('_'):
-            print(f"{x} {getattr(client, x).__doc__}")
+            print(f"{x}""\n        "f"{getattr(client, x).__doc__.splitlines()[0]}""\n")
 
 
 def main(args):

From 5f88c4aad98d92b722709c4ce2978170d32494f5 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 20 Nov 2019 19:31:30 +0300
Subject: [PATCH 0495/1495] Add example of usage for Aroon, Aroon Oscillator

---
 user_data/strategies/sample_strategy.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py
index 36dea65c9..77a2d261a 100644
--- a/user_data/strategies/sample_strategy.py
+++ b/user_data/strategies/sample_strategy.py
@@ -107,10 +107,16 @@ class SampleStrategy(IStrategy):
         # RSI
         dataframe['rsi'] = ta.RSI(dataframe)
 
-
         # ADX
         dataframe['adx'] = ta.ADX(dataframe)
+
         """
+        # Aroon, Aroon Oscillator
+        aroon = ta.AROON(dataframe)
+        dataframe['aroonup'] = aroon['aroonup']
+        dataframe['aroondown'] = aroon['aroondown']
+        dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+
         # Awesome oscillator
         dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 

From 8b639b5026a2b7cd745de08cf764f7ddefcea9fa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 Nov 2019 19:54:00 +0100
Subject: [PATCH 0496/1495] Remove only :return:

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

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 03e4fc76b..9e52de2bb 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -10,6 +10,7 @@ so it can be used as a standalone script.
 import argparse
 import inspect
 import json
+import re
 import logging
 import sys
 from pathlib import Path
@@ -238,7 +239,8 @@ def print_commands():
     print("Possible commands:\n")
     for x, y in inspect.getmembers(client):
         if not x.startswith('_'):
-            print(f"{x}""\n        "f"{getattr(client, x).__doc__.splitlines()[0]}""\n")
+            doc = re.sub(':return:.*', '', getattr(client, x).__doc__, flags=re.MULTILINE).rstrip()
+            print(f"{x}\n\t{doc}\n")
 
 
 def main(args):

From 9aac080414c5d7b96870b1aebf8f15cbe5c232f3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 Nov 2019 20:08:12 +0100
Subject: [PATCH 0497/1495] Fix 'remaining' bug when handling buy timeout

---
 freqtrade/freqtradebot.py | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 58f676aef..702e8483f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -787,7 +787,7 @@ class FreqtradeBot:
                 continue
 
             # Check if trade is still actually open
-            if float(order['remaining']) == 0.0:
+            if float(order.get('remaining', 0.0)) == 0.0:
                 self.wallets.update()
                 continue
 
@@ -813,7 +813,8 @@ class FreqtradeBot:
         })
 
     def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
-        """Buy timeout - cancel order
+        """
+        Buy timeout - cancel order
         :return: True if order was fully cancelled
         """
         reason = "cancelled due to timeout"
@@ -824,18 +825,21 @@ class FreqtradeBot:
             corder = order
             reason = "canceled on Exchange"
 
-        if corder['remaining'] == corder['amount']:
+        if corder.get('remaining', order['remaining']) == order['amount']:
             # if trade is not partially completed, just delete the trade
             self.handle_buy_order_full_cancel(trade, reason)
             return True
 
         # if trade is partially complete, edit the stake details for the trade
         # and close the order
-        trade.amount = corder['amount'] - corder['remaining']
+        # cancel_order may not contain the full order dict, so we need to fallback
+        # to the order dict aquired before cancelling.
+        # we need to fall back to the values from order if corder does not contain these keys.
+        trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
         trade.stake_amount = trade.amount * trade.open_rate
         # verify if fees were taken from amount to avoid problems during selling
         try:
-            new_amount = self.get_real_amount(trade, corder, trade.amount)
+            new_amount = self.get_real_amount(trade, order, trade.amount)
             if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
                 trade.amount = new_amount
                 # Fee was applied, so set to 0

From a5bd4e329a9da98191e20b46e15fc496d55ec2c9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 Nov 2019 20:33:05 +0100
Subject: [PATCH 0498/1495] improve cancel_order handling

---
 freqtrade/freqtradebot.py  | 3 ++-
 tests/test_freqtradebot.py | 2 +-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 702e8483f..358c63f90 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -839,7 +839,8 @@ class FreqtradeBot:
         trade.stake_amount = trade.amount * trade.open_rate
         # verify if fees were taken from amount to avoid problems during selling
         try:
-            new_amount = self.get_real_amount(trade, order, trade.amount)
+            new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
+                                              trade.amount)
             if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
                 trade.amount = new_amount
                 # Fee was applied, so set to 0
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f3baff7ce..c195ce39b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1804,7 +1804,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
-    cancel_order_mock = MagicMock()
+    cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',

From eac01960a79e2031630e90169e23259194275fa2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 Nov 2019 20:37:46 +0100
Subject: [PATCH 0499/1495] Add testcase for empty-order case

---
 tests/test_freqtradebot.py | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c195ce39b..b01c8e247 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2089,6 +2089,29 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
     assert cancel_order_mock.call_count == 1
 
 
+def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    cancel_order_mock = MagicMock(return_value={})
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        cancel_order=cancel_order_mock
+    )
+
+    freqtrade = FreqtradeBot(default_conf)
+
+    Trade.session = MagicMock()
+    trade = MagicMock()
+    limit_buy_order['remaining'] = limit_buy_order['amount']
+    assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
+    assert cancel_order_mock.call_count == 1
+
+    cancel_order_mock.reset_mock()
+    limit_buy_order['amount'] = 2
+    assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
+    assert cancel_order_mock.call_count == 1
+
+
 def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

From b8aa727edf27f7b2d00d0fe2b7e4eeeb44b87943 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 21 Nov 2019 04:59:38 +0300
Subject: [PATCH 0500/1495] Fix second part of freqtrade-strategies #51

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

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d42f8e989..e208138e7 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -109,8 +109,8 @@ class IStrategy(ABC):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: DataProvider
-    wallets: Wallets
+    dp: Optional[DataProvider] = None
+    wallets: Optional[Wallets] = None
 
     def __init__(self, config: dict) -> None:
         self.config = config

From 258d4bd6ae7ed19b4f682029c86d66974e2032f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 12:57:38 +0100
Subject: [PATCH 0501/1495] move sample-files from user_data to templates
 folder

---
 {user_data/hyperopts => freqtrade/templates}/sample_hyperopt.py   | 0
 .../hyperopts => freqtrade/templates}/sample_hyperopt_advanced.py | 0
 .../hyperopts => freqtrade/templates}/sample_hyperopt_loss.py     | 0
 {user_data/strategies => freqtrade/templates}/sample_strategy.py  | 0
 user_data/hyperopts/__init__.py                                   | 0
 user_data/strategies/__init__.py                                  | 0
 6 files changed, 0 insertions(+), 0 deletions(-)
 rename {user_data/hyperopts => freqtrade/templates}/sample_hyperopt.py (100%)
 rename {user_data/hyperopts => freqtrade/templates}/sample_hyperopt_advanced.py (100%)
 rename {user_data/hyperopts => freqtrade/templates}/sample_hyperopt_loss.py (100%)
 rename {user_data/strategies => freqtrade/templates}/sample_strategy.py (100%)
 delete mode 100644 user_data/hyperopts/__init__.py
 delete mode 100644 user_data/strategies/__init__.py

diff --git a/user_data/hyperopts/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
similarity index 100%
rename from user_data/hyperopts/sample_hyperopt.py
rename to freqtrade/templates/sample_hyperopt.py
diff --git a/user_data/hyperopts/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
similarity index 100%
rename from user_data/hyperopts/sample_hyperopt_advanced.py
rename to freqtrade/templates/sample_hyperopt_advanced.py
diff --git a/user_data/hyperopts/sample_hyperopt_loss.py b/freqtrade/templates/sample_hyperopt_loss.py
similarity index 100%
rename from user_data/hyperopts/sample_hyperopt_loss.py
rename to freqtrade/templates/sample_hyperopt_loss.py
diff --git a/user_data/strategies/sample_strategy.py b/freqtrade/templates/sample_strategy.py
similarity index 100%
rename from user_data/strategies/sample_strategy.py
rename to freqtrade/templates/sample_strategy.py
diff --git a/user_data/hyperopts/__init__.py b/user_data/hyperopts/__init__.py
deleted file mode 100644
index e69de29bb..000000000
diff --git a/user_data/strategies/__init__.py b/user_data/strategies/__init__.py
deleted file mode 100644
index e69de29bb..000000000

From fd45ebd0e9d8ef49f00f2ccf3f8145debbdd2db8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 13:28:35 +0100
Subject: [PATCH 0502/1495] Copy templates when creating userdir

---
 .../configuration/directory_operations.py     | 23 ++++++++++++-
 freqtrade/constants.py                        |  8 +++++
 freqtrade/utils.py                            |  5 +--
 tests/test_configuration.py                   | 34 ++++++++++++++++++-
 4 files changed, 66 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 395accd90..e39c485f3 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -1,8 +1,10 @@
 import logging
-from typing import Any, Dict, Optional
+import shutil
 from pathlib import Path
+from typing import Any, Dict, Optional
 
 from freqtrade import OperationalException
+from freqtrade.constants import USER_DATA_FILES
 
 logger = logging.getLogger(__name__)
 
@@ -48,3 +50,22 @@ def create_userdata_dir(directory: str, create_dir=False) -> Path:
         if not subfolder.is_dir():
             subfolder.mkdir(parents=False)
     return folder
+
+
+def copy_sample_files(directory: Path) -> None:
+    """
+    Copy files from templates to User data directory.
+    :param directory: Directory to copy data to
+    """
+    if not directory.is_dir():
+        raise OperationalException(f"Directory `{directory}` does not exist.")
+    sourcedir = Path(__file__).parents[1] / "templates"
+    for source, target in USER_DATA_FILES.items():
+        targetdir = directory / target
+        if not targetdir.is_dir():
+            raise OperationalException(f"Directory `{targetdir}` does not exist.")
+        targetfile = targetdir / source
+        if targetfile.exists():
+            logger.warning(f"File `{targetfile}` exists already, not deploying sample file.")
+            continue
+        shutil.copy(str(sourcedir / source), str(targetfile))
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index a92371bc3..e28016eea 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -22,6 +22,14 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'P
 DRY_RUN_WALLET = 999.9
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
+# Soure files with destination directories
+USER_DATA_FILES = {
+    'sample_strategy.py': 'strategies',
+    'sample_hyperopt_advanced.py': 'hyperopts',
+    'sample_hyperopt_loss.py': 'hyperopts',
+    'sample_hyperopt.py': 'hyperopts',
+}
+
 TIMEFRAMES = [
     '1m', '3m', '5m', '15m', '30m',
     '1h', '2h', '4h', '6h', '8h', '12h',
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index b8ab7504e..c6422d04c 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -11,7 +11,7 @@ from tabulate import tabulate
 
 from freqtrade import OperationalException
 from freqtrade.configuration import Configuration, TimeRange, remove_credentials
-from freqtrade.configuration.directory_operations import create_userdata_dir
+from freqtrade.configuration.directory_operations import create_userdata_dir, copy_sample_files
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -81,7 +81,8 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
     :return: None
     """
     if "user_data_dir" in args and args["user_data_dir"]:
-        create_userdata_dir(args["user_data_dir"], create_dir=True)
+        userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
+        copy_sample_files(userdir)
     else:
         logger.warning("`create-userdir` requires --userdir to be set.")
         sys.exit(1)
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 240b7c784..d74d64c95 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -18,7 +18,7 @@ from freqtrade.configuration.deprecated_settings import (
     check_conflicting_settings, process_deprecated_setting,
     process_temporary_deprecated_settings)
 from freqtrade.configuration.directory_operations import (create_datadir,
-                                                          create_userdata_dir)
+                                                          create_userdata_dir, copy_sample_files)
 from freqtrade.configuration.load_config import load_config_file
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
 from freqtrade.loggers import _set_loggers
@@ -709,6 +709,38 @@ def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> N
     assert md.call_count == 0
 
 
+def test_copy_sample_files(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    copymock = mocker.patch('shutil.copy', MagicMock())
+
+    copy_sample_files(Path('/tmp/bar'))
+    assert copymock.call_count == 4
+    assert copymock.call_args_list[0][0][1] == '/tmp/bar/strategies/sample_strategy.py'
+    assert copymock.call_args_list[1][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_advanced.py'
+    assert copymock.call_args_list[2][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_loss.py'
+    assert copymock.call_args_list[3][0][1] == '/tmp/bar/hyperopts/sample_hyperopt.py'
+
+
+def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    mocker.patch('shutil.copy', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."):
+        copy_sample_files(Path('/tmp/bar'))
+
+    mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
+
+    with pytest.raises(OperationalException,
+                       match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\."):
+        copy_sample_files(Path('/tmp/bar'))
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    copy_sample_files(Path('/tmp/bar'))
+    assert log_has_re(r"File `.*` exists already, not deploying sample.*", caplog)
+
+
 def test_validate_tsl(default_conf):
     default_conf['stoploss'] = 0.0
     with pytest.raises(OperationalException, match='The config stoploss needs to be different '

From 1d2ef5c2ce8d1fd0ce9310aaa38dbaeba0ca6258 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 13:30:26 +0100
Subject: [PATCH 0503/1495] Extract directory_operation tests to it's own test
 file

---
 tests/test_configuration.py        | 73 --------------------------
 tests/test_directory_operations.py | 82 ++++++++++++++++++++++++++++++
 2 files changed, 82 insertions(+), 73 deletions(-)
 create mode 100644 tests/test_directory_operations.py

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index d74d64c95..e971d15ab 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -17,8 +17,6 @@ from freqtrade.configuration.config_validation import validate_config_schema
 from freqtrade.configuration.deprecated_settings import (
     check_conflicting_settings, process_deprecated_setting,
     process_temporary_deprecated_settings)
-from freqtrade.configuration.directory_operations import (create_datadir,
-                                                          create_userdata_dir, copy_sample_files)
 from freqtrade.configuration.load_config import load_config_file
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
 from freqtrade.loggers import _set_loggers
@@ -670,77 +668,6 @@ def test_validate_default_conf(default_conf) -> None:
     validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
 
 
-def test_create_datadir(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
-    md = mocker.patch.object(Path, 'mkdir', MagicMock())
-
-    create_datadir(default_conf, '/foo/bar')
-    assert md.call_args[1]['parents'] is True
-    assert log_has('Created data directory: /foo/bar', caplog)
-
-
-def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
-    md = mocker.patch.object(Path, 'mkdir', MagicMock())
-
-    x = create_userdata_dir('/tmp/bar', create_dir=True)
-    assert md.call_count == 7
-    assert md.call_args[1]['parents'] is False
-    assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
-    assert isinstance(x, Path)
-    assert str(x) == str(Path("/tmp/bar"))
-
-
-def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
-    md = mocker.patch.object(Path, 'mkdir', MagicMock())
-
-    create_userdata_dir('/tmp/bar')
-    assert md.call_count == 0
-
-
-def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
-    md = mocker.patch.object(Path, 'mkdir', MagicMock())
-
-    with pytest.raises(OperationalException,
-                       match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'):
-        create_userdata_dir('/tmp/bar',  create_dir=False)
-    assert md.call_count == 0
-
-
-def test_copy_sample_files(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-    copymock = mocker.patch('shutil.copy', MagicMock())
-
-    copy_sample_files(Path('/tmp/bar'))
-    assert copymock.call_count == 4
-    assert copymock.call_args_list[0][0][1] == '/tmp/bar/strategies/sample_strategy.py'
-    assert copymock.call_args_list[1][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_advanced.py'
-    assert copymock.call_args_list[2][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_loss.py'
-    assert copymock.call_args_list[3][0][1] == '/tmp/bar/hyperopts/sample_hyperopt.py'
-
-
-def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-    mocker.patch('shutil.copy', MagicMock())
-    with pytest.raises(OperationalException,
-                       match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."):
-        copy_sample_files(Path('/tmp/bar'))
-
-    mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
-
-    with pytest.raises(OperationalException,
-                       match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\."):
-        copy_sample_files(Path('/tmp/bar'))
-    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
-    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    copy_sample_files(Path('/tmp/bar'))
-    assert log_has_re(r"File `.*` exists already, not deploying sample.*", caplog)
-
-
 def test_validate_tsl(default_conf):
     default_conf['stoploss'] = 0.0
     with pytest.raises(OperationalException, match='The config stoploss needs to be different '
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
new file mode 100644
index 000000000..a7d98795b
--- /dev/null
+++ b/tests/test_directory_operations.py
@@ -0,0 +1,82 @@
+# pragma pylint: disable=missing-docstring, protected-access, invalid-name
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade import OperationalException
+from freqtrade.configuration.directory_operations import (copy_sample_files,
+                                                          create_datadir,
+                                                          create_userdata_dir)
+from tests.conftest import log_has, log_has_re
+
+
+def test_create_datadir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_datadir(default_conf, '/foo/bar')
+    assert md.call_args[1]['parents'] is True
+    assert log_has('Created data directory: /foo/bar', caplog)
+
+
+def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    x = create_userdata_dir('/tmp/bar', create_dir=True)
+    assert md.call_count == 7
+    assert md.call_args[1]['parents'] is False
+    assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
+    assert isinstance(x, Path)
+    assert str(x) == str(Path("/tmp/bar"))
+
+
+def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_userdata_dir('/tmp/bar')
+    assert md.call_count == 0
+
+
+def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    with pytest.raises(OperationalException,
+                       match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'):
+        create_userdata_dir('/tmp/bar',  create_dir=False)
+    assert md.call_count == 0
+
+
+def test_copy_sample_files(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    copymock = mocker.patch('shutil.copy', MagicMock())
+
+    copy_sample_files(Path('/tmp/bar'))
+    assert copymock.call_count == 4
+    assert copymock.call_args_list[0][0][1] == '/tmp/bar/strategies/sample_strategy.py'
+    assert copymock.call_args_list[1][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_advanced.py'
+    assert copymock.call_args_list[2][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_loss.py'
+    assert copymock.call_args_list[3][0][1] == '/tmp/bar/hyperopts/sample_hyperopt.py'
+
+
+def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    mocker.patch('shutil.copy', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."):
+        copy_sample_files(Path('/tmp/bar'))
+
+    mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
+
+    with pytest.raises(OperationalException,
+                       match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\."):
+        copy_sample_files(Path('/tmp/bar'))
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    copy_sample_files(Path('/tmp/bar'))
+    assert log_has_re(r"File `.*` exists already, not deploying sample.*", caplog)

From 084efc98d74cb4ab144b48d86be7f72423762fd8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 13:41:25 +0100
Subject: [PATCH 0504/1495] Address test-failures due to file moves

---
 tests/optimize/test_backtesting.py | 1 +
 tests/strategy/test_strategy.py    | 8 +++++---
 tests/test_utils.py                | 2 ++
 user_data/hyperopts/.gitkeep       | 0
 user_data/strategies/.gitkeep      | 0
 5 files changed, 8 insertions(+), 3 deletions(-)
 create mode 100644 user_data/hyperopts/.gitkeep
 create mode 100644 user_data/strategies/.gitkeep

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index b722dd3f8..e74ead33d 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -869,6 +869,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'backtesting',
         '--config', 'config.json',
         '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[2] / 'freqtrade/templates'),
         '--ticker-interval', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 97affc99c..2b84bc6ee 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -36,13 +36,15 @@ def test_search_strategy():
 
 
 def test_load_strategy(default_conf, result):
-    default_conf.update({'strategy': 'SampleStrategy'})
+    default_conf.update({'strategy': 'SampleStrategy',
+                         'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
+                         })
     resolver = StrategyResolver(default_conf)
     assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_strategy_base64(result, caplog, default_conf):
-    with open("user_data/strategies/sample_strategy.py", "rb") as file:
+    with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
         encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
     default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
 
@@ -57,7 +59,7 @@ def test_load_strategy_invalid_directory(result, caplog, default_conf):
     default_conf['strategy'] = 'SampleStrategy'
     resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
-    resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
+    resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 
diff --git a/tests/test_utils.py b/tests/test_utils.py
index bbb4fc648..88c9af35d 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -442,6 +442,7 @@ def test_create_datadir_failed(caplog):
 
 def test_create_datadir(caplog, mocker):
     cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
+    csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
     args = [
         "create-userdir",
         "--userdir",
@@ -450,6 +451,7 @@ def test_create_datadir(caplog, mocker):
     start_create_userdir(get_args(args))
 
     assert cud.call_count == 1
+    assert csf.call_count == 1
     assert len(caplog.record_tuples) == 0
 
 
diff --git a/user_data/hyperopts/.gitkeep b/user_data/hyperopts/.gitkeep
new file mode 100644
index 000000000..e69de29bb
diff --git a/user_data/strategies/.gitkeep b/user_data/strategies/.gitkeep
new file mode 100644
index 000000000..e69de29bb

From 471bd4d889fa2343bdc028755356ce0f212e2da7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 13:52:59 +0100
Subject: [PATCH 0505/1495] Small stylistic fixes

---
 freqtrade/constants.py                                        | 1 +
 freqtrade/templates/sample_hyperopt_advanced.py               | 4 +---
 .../templates}/strategy_analysis_example.ipynb                | 0
 tests/test_directory_operations.py                            | 3 ++-
 4 files changed, 4 insertions(+), 4 deletions(-)
 rename {user_data/notebooks => freqtrade/templates}/strategy_analysis_example.ipynb (100%)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e28016eea..96109bc94 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -28,6 +28,7 @@ USER_DATA_FILES = {
     'sample_hyperopt_advanced.py': 'hyperopts',
     'sample_hyperopt_loss.py': 'hyperopts',
     'sample_hyperopt.py': 'hyperopts',
+    'strategy_analysis_example.ipynb': 'notebooks',
 }
 
 TIMEFRAMES = [
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index 66182edcf..7ababc16c 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -1,11 +1,9 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from functools import reduce
-from math import exp
 from typing import Any, Callable, Dict, List
-from datetime import datetime
 
-import numpy as np# noqa F401
+import numpy as np  # noqa F401
 import talib.abstract as ta
 from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real
diff --git a/user_data/notebooks/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
similarity index 100%
rename from user_data/notebooks/strategy_analysis_example.ipynb
rename to freqtrade/templates/strategy_analysis_example.ipynb
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index a7d98795b..5c2485fc3 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -56,11 +56,12 @@ def test_copy_sample_files(mocker, default_conf, caplog) -> None:
     copymock = mocker.patch('shutil.copy', MagicMock())
 
     copy_sample_files(Path('/tmp/bar'))
-    assert copymock.call_count == 4
+    assert copymock.call_count == 5
     assert copymock.call_args_list[0][0][1] == '/tmp/bar/strategies/sample_strategy.py'
     assert copymock.call_args_list[1][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_advanced.py'
     assert copymock.call_args_list[2][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_loss.py'
     assert copymock.call_args_list[3][0][1] == '/tmp/bar/hyperopts/sample_hyperopt.py'
+    assert copymock.call_args_list[4][0][1] == '/tmp/bar/notebooks/strategy_analysis_example.ipynb'
 
 
 def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:

From 19b1a6c6381c9541ca0db2f11b06b90916c70f93 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 13:55:26 +0100
Subject: [PATCH 0506/1495] create-userdir should create the notebooks folder,
 too

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

diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index e39c485f3..8837c3572 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -33,7 +33,8 @@ def create_userdata_dir(directory: str, create_dir=False) -> Path:
     :param create_dir: Create directory if it does not exist.
     :return: Path object containing the directory
     """
-    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "plot", "strategies", ]
+    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "notebooks",
+                "plot", "strategies", ]
     folder = Path(directory)
     if not folder.is_dir():
         if create_dir:
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index 5c2485fc3..064b5b6a3 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -25,7 +25,7 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
     md = mocker.patch.object(Path, 'mkdir', MagicMock())
 
     x = create_userdata_dir('/tmp/bar', create_dir=True)
-    assert md.call_count == 7
+    assert md.call_count == 8
     assert md.call_args[1]['parents'] is False
     assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
     assert isinstance(x, Path)

From 41494f28da2a678c8b685f5a462ffebcb180457f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 14:08:55 +0100
Subject: [PATCH 0507/1495] Allow resetting of the directory

---
 freqtrade/configuration/arguments.py            |  2 +-
 freqtrade/configuration/cli_options.py          |  5 +++++
 freqtrade/configuration/directory_operations.py | 10 +++++++---
 freqtrade/utils.py                              |  3 ++-
 tests/test_directory_operations.py              |  5 ++++-
 5 files changed, 19 insertions(+), 6 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 29d0d98a2..149e28d2b 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -37,7 +37,7 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
 ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
 
-ARGS_CREATE_USERDIR = ["user_data_dir"]
+ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index 6dc5ef026..d7a496aa7 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -62,6 +62,11 @@ AVAILABLE_CLI_OPTIONS = {
         help='Path to userdata directory.',
         metavar='PATH',
     ),
+    "reset": Arg(
+        '--reset',
+        help='Reset sample files to their original state.',
+        action='store_true',
+    ),
     # Main options
     "strategy": Arg(
         '-s', '--strategy',
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 8837c3572..3dd76a025 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -53,10 +53,11 @@ def create_userdata_dir(directory: str, create_dir=False) -> Path:
     return folder
 
 
-def copy_sample_files(directory: Path) -> None:
+def copy_sample_files(directory: Path, overwrite: bool = False) -> None:
     """
     Copy files from templates to User data directory.
     :param directory: Directory to copy data to
+    :param overwrite: Overwrite existing sample files
     """
     if not directory.is_dir():
         raise OperationalException(f"Directory `{directory}` does not exist.")
@@ -67,6 +68,9 @@ def copy_sample_files(directory: Path) -> None:
             raise OperationalException(f"Directory `{targetdir}` does not exist.")
         targetfile = targetdir / source
         if targetfile.exists():
-            logger.warning(f"File `{targetfile}` exists already, not deploying sample file.")
-            continue
+            if not overwrite:
+                logger.warning(f"File `{targetfile}` exists already, not deploying sample file.")
+                continue
+            else:
+                logger.warning(f"File `{targetfile}` exists already, overwriting.")
         shutil.copy(str(sourcedir / source), str(targetfile))
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index c6422d04c..b9730da10 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -1,3 +1,4 @@
+from freqtrade.loggers import setup_logging
 import logging
 import sys
 from collections import OrderedDict
@@ -82,7 +83,7 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
     """
     if "user_data_dir" in args and args["user_data_dir"]:
         userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
-        copy_sample_files(userdir)
+        copy_sample_files(userdir, overwrite=args["reset"])
     else:
         logger.warning("`create-userdir` requires --userdir to be set.")
         sys.exit(1)
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index 064b5b6a3..c354b40b0 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -80,4 +80,7 @@ def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
     mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
     copy_sample_files(Path('/tmp/bar'))
-    assert log_has_re(r"File `.*` exists already, not deploying sample.*", caplog)
+    assert log_has_re(r"File `.*` exists already, not deploying sample file\.", caplog)
+    caplog.clear()
+    copy_sample_files(Path('/tmp/bar'), overwrite=True)
+    assert log_has_re(r"File `.*` exists already, overwriting\.", caplog)

From ed1d4500996dd86516d29b7bf4e840610a71b5b7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 15:02:42 +0100
Subject: [PATCH 0508/1495] Update documentation for create-userdir util

---
 .coveragerc   |  1 +
 docs/utils.md | 35 +++++++++++++++++++++++++++++++++++
 2 files changed, 36 insertions(+)

diff --git a/.coveragerc b/.coveragerc
index 96ad6b09b..74dccbfe1 100644
--- a/.coveragerc
+++ b/.coveragerc
@@ -1,6 +1,7 @@
 [run]
 omit =
     scripts/*
+    freqtrade/templates/*
     freqtrade/vendor/*
     freqtrade/__main__.py
     tests/*
diff --git a/docs/utils.md b/docs/utils.md
index 9f5792660..d9baee32c 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -2,6 +2,41 @@
 
 Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.
 
+## Create userdir
+
+Creates the directory structure to hold your files for freqtrade.
+Will also create strategy and hyperopt examples for you to get started.
+Can be used multiple times - using `--reset` will reset the sample strategy and hyperopt files to their default state. 
+
+```
+usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+  --reset               Reset sample files to their original state.
+```
+
+!!! Warning
+    Using `--reset` may result in loss of data, since this will overwrite all sample files without asking again.
+
+```
+├── backtest_results
+├── data
+├── hyperopt_results
+├── hyperopts
+│   ├── sample_hyperopt_advanced.py
+│   ├── sample_hyperopt_loss.py
+│   └── sample_hyperopt.py
+├── notebooks
+│   └── strategy_analysis_example.ipynb
+├── plot
+└── strategies
+    └── sample_strategy.py
+```
+
+
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.

From 8cf8ab089e8b962a4d2a68e293bc01c5c769f163 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 15:07:36 +0100
Subject: [PATCH 0509/1495] Add note about create-datadir to install
 instruction

---
 docs/developer.md              |  4 ++--
 docs/hyperopt.md               |  6 +++---
 docs/installation.md           | 26 ++++++++++++++------------
 docs/strategy-customization.md |  6 +++---
 4 files changed, 22 insertions(+), 20 deletions(-)

diff --git a/docs/developer.md b/docs/developer.md
index ab647726c..d731f1768 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -200,8 +200,8 @@ If the day shows the same day, then the last candle can be assumed as incomplete
 To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook.
 
 ``` bash
-jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/notebooks/strategy_analysis_example.ipynb
-jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
+jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace freqtrade/templates/strategy_analysis_example.ipynb
+jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade/templates/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
 ```
 
 ## Continuous integration
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 6c1505e75..8a750ef43 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -15,7 +15,7 @@ To learn how to get data for the pairs and exchange you're interrested in, head
 ## Prepare Hyperopting
 
 Before we start digging into Hyperopt, we recommend you to take a look at
-the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py).
+the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt.py).
 
 Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy.
 
@@ -423,7 +423,7 @@ These ranges should be sufficient in most cases. The minutes in the steps (ROI d
 
 If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
-Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps). A sample for these methods can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps). A sample for these methods can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 ### Understand Hyperopt Stoploss results
 
@@ -458,7 +458,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 ### Validate backtesting results
 
diff --git a/docs/installation.md b/docs/installation.md
index 593da2acf..411441aa2 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -162,7 +162,7 @@ Clone the git repository:
 
 ```bash
 git clone https://github.com/freqtrade/freqtrade.git
-
+cd freqtrade
 ```
 
 Optionally checkout the master branch to get the latest stable release:
@@ -171,22 +171,24 @@ Optionally checkout the master branch to get the latest stable release:
 git checkout master
 ```
 
-#### 4. Initialize the configuration
-
-```bash
-cd freqtrade
-cp config.json.example config.json
-```
-
-> *To edit the config please refer to [Bot Configuration](configuration.md).*
-
-#### 5. Install python dependencies
+#### 4. Install python dependencies
 
 ``` bash
 python3 -m pip install --upgrade pip
 python3 -m pip install -e .
 ```
 
+#### 5. Initialize the configuration
+
+```bash
+# Initialize the user_directory
+freqtrade create-userdir --userdir user_data/
+
+cp config.json.example config.json
+```
+
+> *To edit the config please refer to [Bot Configuration](configuration.md).*
+
 #### 6. Run the Bot
 
 If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
@@ -227,7 +229,7 @@ If that is not available on your system, feel free to try the instructions below
     Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
 
 !!! Hint
-    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document.
+    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document for more information.
 
 #### Clone the git repository
 
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 03aecd6ba..d0276579e 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -48,7 +48,7 @@ Future versions will require this to be set.
 freqtrade trade --strategy AwesomeStrategy
 ```
 
-**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
+**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py)
 file as reference.**
 
 !!! Note "Strategies and Backtesting"
@@ -114,7 +114,7 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
 ```
 
 !!! Note "Want more indicator examples?"
-    Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
+    Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
     Then uncomment indicators you need.
 
 ### Strategy startup period
@@ -478,7 +478,7 @@ Printing more than a few rows is also possible (simply use  `print(dataframe)` i
 ### Where can i find a strategy template?
 
 The strategy template is located in the file
-[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
+[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
 
 ### Specify custom strategy location
 

From e3cf6188a1d761963ad59cca4aa8f9c84833c68a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 16:04:44 +0100
Subject: [PATCH 0510/1495] Add first version of new-strategy generation from
 template

---
 freqtrade/configuration/arguments.py    |  11 +-
 freqtrade/misc.py                       |  13 +
 freqtrade/templates/base_strategy.py.j2 | 306 ++++++++++++++++++++++++
 freqtrade/utils.py                      |  23 +-
 4 files changed, 351 insertions(+), 2 deletions(-)
 create mode 100644 freqtrade/templates/base_strategy.py.j2

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 149e28d2b..f48121032 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -39,6 +39,8 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
+ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy"]
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
 
@@ -52,7 +54,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
                     "plot-dataframe", "plot-profit"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
 
 class Arguments:
@@ -117,6 +119,7 @@ class Arguments:
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
         from freqtrade.utils import (start_create_userdir, start_download_data,
                                      start_list_exchanges, start_list_markets,
+                                     start_new_strategy,
                                      start_list_timeframes, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
@@ -158,6 +161,12 @@ class Arguments:
         create_userdir_cmd.set_defaults(func=start_create_userdir)
         self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
 
+        # add new-strategy subcommand
+        build_strategy_cmd = subparsers.add_parser('new-strategy',
+                                                   help="Create new strategy")
+        build_strategy_cmd.set_defaults(func=start_new_strategy)
+        self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
+
         # Add list-exchanges subcommand
         list_exchanges_cmd = subparsers.add_parser(
             'list-exchanges',
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 7682b5285..1745921d6 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -127,3 +127,16 @@ def round_dict(d, n):
 
 def plural(num, singular: str, plural: str = None) -> str:
     return singular if (num == 1 or num == -1) else plural or singular + 's'
+
+
+def render_template(template: str, arguments: dict):
+
+    from jinja2 import Environment, PackageLoader, select_autoescape
+
+    env = Environment(
+        loader=PackageLoader('freqtrade', 'templates'),
+        autoescape=select_autoescape(['html', 'xml'])
+    )
+    template = env.get_template(template)
+
+    return template.render(**arguments)
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
new file mode 100644
index 000000000..3fbd26997
--- /dev/null
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -0,0 +1,306 @@
+
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from pandas import DataFrame
+# --------------------------------
+
+# Add your lib to import here
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+import numpy  # noqa
+
+
+# This class is a sample. Feel free to customize it.
+class {{ strategy }}(IStrategy):
+    """
+    This is a strategy template to get you started..
+    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
+
+    You can:
+        :return: a Dataframe with all mandatory indicators for the strategies
+    - Rename the class name (Do not forget to update class_name)
+    - Add any methods you want to build your strategy
+    - Add any lib you need to build your strategy
+
+    You must keep:
+    - the lib in the section "Do not remove these libs"
+    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
+    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    """
+    # Strategy interface version - allow new iterations of the strategy interface.
+    # Check the documentation or the Sample strategy to get the latest version.
+    INTERFACE_VERSION = 2
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi".
+    minimal_roi = {
+        "60": 0.01,
+        "30": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy.
+    # This attribute will be overridden if the config file contains "stoploss".
+    stoploss = -0.10
+
+    # Trailing stoploss
+    trailing_stop = False
+    # trailing_stop_positive = 0.01
+    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
+
+    # Optimal ticker interval for the strategy.
+    ticker_interval = '5m'
+
+    # Run "populate_indicators()" only for new candle.
+    process_only_new_candles = False
+
+    # These values can be overridden in the "ask_strategy" section in the config.
+    use_sell_signal = True
+    sell_profit_only = False
+    ignore_roi_if_buy_signal = False
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    # Optional order type mapping.
+    order_types = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    # Optional order time in force.
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc'
+    }
+
+    def informative_pairs(self):
+        """
+        Define additional, informative pair/interval combinations to be cached from the exchange.
+        These pair/interval combinations are non-tradeable, unless they are part
+        of the whitelist as well.
+        For more information, please consult the documentation
+        :return: List of tuples in the format (pair, interval)
+            Sample: return [("ETH/USDT", "5m"),
+                            ("BTC/USDT", "15m"),
+                            ]
+        """
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param metadata: Additional information, like the currently traded pair
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+
+        # Momentum Indicators
+        # ------------------------------------
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        """
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # Awesome oscillator
+        dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+        dataframe['cci'] = ta.CCI(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # ROC
+        dataframe['roc'] = ta.ROC(dataframe)
+
+        # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        rsi = 0.1 * (dataframe['rsi'] - 50)
+        dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
+
+        # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
+        dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # Stoch
+        stoch = ta.STOCH(dataframe)
+        dataframe['slowd'] = stoch['slowd']
+        dataframe['slowk'] = stoch['slowk']
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Stoch RSI
+        stoch_rsi = ta.STOCHRSI(dataframe)
+        dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        dataframe['fastk_rsi'] = stoch_rsi['fastk']
+        """
+
+        # Overlap Studies
+        # ------------------------------------
+
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+
+        """
+        # EMA - Exponential Moving Average
+        dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # SAR Parabol
+        dataframe['sar'] = ta.SAR(dataframe)
+
+        # SMA - Simple Moving Average
+        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+        """
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        # Cycle Indicator
+        # ------------------------------------
+        # Hilbert Transform Indicator - SineWave
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
+
+        # Pattern Recognition - Bullish candlestick patterns
+        # ------------------------------------
+        """
+        # Hammer: values [0, 100]
+        dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # Inverted Hammer: values [0, 100]
+        dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # Dragonfly Doji: values [0, 100]
+        dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # Piercing Line: values [0, 100]
+        dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # Morningstar: values [0, 100]
+        dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # Three White Soldiers: values [0, 100]
+        dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
+        """
+
+        # Pattern Recognition - Bearish candlestick patterns
+        # ------------------------------------
+        """
+        # Hanging Man: values [0, 100]
+        dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # Shooting Star: values [0, 100]
+        dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # Gravestone Doji: values [0, 100]
+        dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # Dark Cloud Cover: values [0, 100]
+        dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # Evening Doji Star: values [0, 100]
+        dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # Evening Star: values [0, 100]
+        dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
+        """
+
+        # Pattern Recognition - Bullish/Bearish candlestick patterns
+        # ------------------------------------
+        """
+        # Three Line Strike: values [0, -100, 100]
+        dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # Spinning Top: values [0, -100, 100]
+        dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # Engulfing: values [0, -100, 100]
+        dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # Harami: values [0, -100, 100]
+        dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # Three Outside Up/Down: values [0, -100, 100]
+        dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # Three Inside Up/Down: values [0, -100, 100]
+        dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
+        """
+
+        # Chart type
+        # ------------------------------------
+        """
+        # Heikinashi stategy
+        heikinashi = qtpylib.heikinashi(dataframe)
+        dataframe['ha_open'] = heikinashi['open']
+        dataframe['ha_close'] = heikinashi['close']
+        dataframe['ha_high'] = heikinashi['high']
+        dataframe['ha_low'] = heikinashi['low']
+        """
+
+        # Retrieve best bid and best ask from the orderbook
+        # ------------------------------------
+        """
+        # first check if dataprovider is available
+        if self.dp:
+            if self.dp.runmode in ('live', 'dry_run'):
+                ob = self.dp.orderbook(metadata['pair'], 1)
+                dataframe['best_bid'] = ob['bids'][0][0]
+                dataframe['best_ask'] = ob['asks'][0][0]
+        """
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+                (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+                (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'sell'] = 1
+        return dataframe
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index b9730da10..974d5a2c3 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -18,7 +18,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_trades_data)
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active,
                                 symbol_is_pair)
-from freqtrade.misc import plural
+from freqtrade.misc import plural, render_template
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -89,6 +89,27 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
         sys.exit(1)
 
 
+def start_new_strategy(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if "strategy" in args and args["strategy"]:
+        new_path = config['user_data_dir'] / "strategies" / (args["strategy"] + ".py")
+
+        if new_path.exists():
+            raise OperationalException(f"`{new_path}` already exists. "
+                                       "Please choose another Strategy Name.")
+
+        strategy_text = render_template(template='base_strategy.py.j2',
+                                        arguments={"strategy": args["strategy"]})
+
+        logger.info(f"Writing strategy to `{new_path}`.")
+        new_path.write_text(strategy_text)
+    else:
+        logger.warning("`new-strategy` requires --strategy to be set.")
+        sys.exit(1)
+
+
 def start_download_data(args: Dict[str, Any]) -> None:
     """
     Download data (former download_backtest_data.py script)

From 98baae9456c7e895e39c7fe794d2ceeabd5aecb9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 16:09:30 +0100
Subject: [PATCH 0511/1495] Add jinja2 to requirements

---
 requirements-common.txt | 1 +
 setup.py                | 1 +
 2 files changed, 2 insertions(+)

diff --git a/requirements-common.txt b/requirements-common.txt
index 63cf48eee..2c176e9c3 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -12,6 +12,7 @@ jsonschema==3.1.1
 TA-Lib==0.4.17
 tabulate==0.8.6
 coinmarketcap==5.0.3
+jinja2==2.10.3
 
 # find first, C search in arrays
 py_find_1st==1.1.4
diff --git a/setup.py b/setup.py
index 50b8eee9c..3710bcdc0 100644
--- a/setup.py
+++ b/setup.py
@@ -78,6 +78,7 @@ setup(name='freqtrade',
           'python-rapidjson',
           'sdnotify',
           'colorama',
+          'jinja2',
           # from requirements.txt
           'numpy',
           'pandas',

From e492d47621fe68bb2d1aae5e9dcc1f5e541c605b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 1 Nov 2019 19:50:42 +0100
Subject: [PATCH 0512/1495] Disallow usage of DefaultStrategy

---
 freqtrade/utils.py | 17 +++++++++++------
 1 file changed, 11 insertions(+), 6 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 974d5a2c3..2a6b0182c 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -1,4 +1,4 @@
-from freqtrade.loggers import setup_logging
+import csv
 import logging
 import sys
 from collections import OrderedDict
@@ -6,18 +6,20 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import arrow
-import csv
 import rapidjson
 from tabulate import tabulate
 
 from freqtrade import OperationalException
-from freqtrade.configuration import Configuration, TimeRange, remove_credentials
-from freqtrade.configuration.directory_operations import create_userdata_dir, copy_sample_files
+from freqtrade.configuration import (Configuration, TimeRange,
+                                     remove_credentials)
+from freqtrade.configuration.directory_operations import (copy_sample_files,
+                                                          create_userdata_dir)
+from freqtrade.constants import DEFAULT_STRATEGY
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
-from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active,
-                                symbol_is_pair)
+from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
+                                market_is_active, symbol_is_pair)
 from freqtrade.misc import plural, render_template
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
@@ -94,6 +96,9 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
+        if args["strategy"] == DEFAULT_STRATEGY:
+            raise OperationalException("DefaultStrategy is not allowed as name.")
+
         new_path = config['user_data_dir'] / "strategies" / (args["strategy"] + ".py")
 
         if new_path.exists():

From 8c2ff2f46e3d38a118bcfe57363cf3569c5618a6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 10:42:17 +0100
Subject: [PATCH 0513/1495] Add template for new-hyperopt command

---
 freqtrade/configuration/arguments.py    |  12 +-
 freqtrade/templates/base_hyperopt.py.j2 | 154 ++++++++++++++++++++++++
 freqtrade/utils.py                      |  26 +++-
 3 files changed, 189 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/templates/base_hyperopt.py.j2

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index f48121032..4ba2d04c4 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -41,6 +41,8 @@ ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy"]
 
+ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt"]
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
 
@@ -54,7 +56,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
                     "plot-dataframe", "plot-profit"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges","new-hyperopt", "new-strategy"]
 
 
 class Arguments:
@@ -119,7 +121,7 @@ class Arguments:
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
         from freqtrade.utils import (start_create_userdir, start_download_data,
                                      start_list_exchanges, start_list_markets,
-                                     start_new_strategy,
+                                     start_new_hyperopt, start_new_strategy,
                                      start_list_timeframes, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
@@ -167,6 +169,12 @@ class Arguments:
         build_strategy_cmd.set_defaults(func=start_new_strategy)
         self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
 
+        # add new-hyperopt subcommand
+        build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
+                                                   help="Create new hyperopt")
+        build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
+        self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
+
         # Add list-exchanges subcommand
         list_exchanges_cmd = subparsers.add_parser(
             'list-exchanges',
diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
new file mode 100644
index 000000000..ad30cfe55
--- /dev/null
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -0,0 +1,154 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from functools import reduce
+from typing import Any, Callable, Dict, List
+
+import numpy as np  # noqa
+import talib.abstract as ta
+from pandas import DataFrame
+from skopt.space import Categorical, Dimension, Integer, Real  # noqa
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.optimize.hyperopt_interface import IHyperOpt
+
+
+class {{ hyperopt }}(IHyperOpt):
+    """
+    This is a Hyperopt template to get you started.
+
+    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md
+
+    You should:
+    - Add any lib you need to build your hyperopt.
+
+    You must keep:
+    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
+
+    The roi_space, generate_roi_table, stoploss_space methods are no longer required to be
+    copied in every custom hyperopt. However, you may override them if you need the
+    'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
+    Sample implementation of these methods can be found in
+    https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py
+    """
+
+    @staticmethod
+    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the buy strategy parameters to be used by Hyperopt.
+        """
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            """
+            Buy strategy Hyperopt will build and use.
+            """
+            conditions = []
+
+            # GUARDS AND TRENDS
+            if 'mfi-enabled' in params and params['mfi-enabled']:
+                conditions.append(dataframe['mfi'] < params['mfi-value'])
+            if 'fastd-enabled' in params and params['fastd-enabled']:
+                conditions.append(dataframe['fastd'] < params['fastd-value'])
+            if 'adx-enabled' in params and params['adx-enabled']:
+                conditions.append(dataframe['adx'] > params['adx-value'])
+            if 'rsi-enabled' in params and params['rsi-enabled']:
+                conditions.append(dataframe['rsi'] < params['rsi-value'])
+
+            # TRIGGERS
+            if 'trigger' in params:
+                if params['trigger'] == 'bb_lower':
+                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['trigger'] == 'macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'], dataframe['macdsignal']
+                    ))
+                if params['trigger'] == 'sar_reversal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['close'], dataframe['sar']
+                    ))
+
+            if conditions:
+                dataframe.loc[
+                    reduce(lambda x, y: x & y, conditions),
+                    'buy'] = 1
+
+            return dataframe
+
+        return populate_buy_trend
+
+    @staticmethod
+    def indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching buy strategy parameters.
+        """
+        return [
+            Integer(10, 25, name='mfi-value'),
+            Integer(15, 45, name='fastd-value'),
+            Integer(20, 50, name='adx-value'),
+            Integer(20, 40, name='rsi-value'),
+            Categorical([True, False], name='mfi-enabled'),
+            Categorical([True, False], name='fastd-enabled'),
+            Categorical([True, False], name='adx-enabled'),
+            Categorical([True, False], name='rsi-enabled'),
+            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
+        ]
+
+    @staticmethod
+    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the sell strategy parameters to be used by Hyperopt.
+        """
+        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            """
+            Sell strategy Hyperopt will build and use.
+            """
+            conditions = []
+
+            # GUARDS AND TRENDS
+            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
+                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
+                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
+                conditions.append(dataframe['adx'] < params['sell-adx-value'])
+            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
+                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+
+            # TRIGGERS
+            if 'sell-trigger' in params:
+                if params['sell-trigger'] == 'sell-bb_upper':
+                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
+                if params['sell-trigger'] == 'sell-macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macdsignal'], dataframe['macd']
+                    ))
+                if params['sell-trigger'] == 'sell-sar_reversal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['sar'], dataframe['close']
+                    ))
+
+            if conditions:
+                dataframe.loc[
+                    reduce(lambda x, y: x & y, conditions),
+                    'sell'] = 1
+
+            return dataframe
+
+        return populate_sell_trend
+
+    @staticmethod
+    def sell_indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching sell strategy parameters.
+        """
+        return [
+            Integer(75, 100, name='sell-mfi-value'),
+            Integer(50, 100, name='sell-fastd-value'),
+            Integer(50, 100, name='sell-adx-value'),
+            Integer(60, 100, name='sell-rsi-value'),
+            Categorical([True, False], name='sell-mfi-enabled'),
+            Categorical([True, False], name='sell-fastd-enabled'),
+            Categorical([True, False], name='sell-adx-enabled'),
+            Categorical([True, False], name='sell-rsi-enabled'),
+            Categorical(['sell-bb_upper',
+                         'sell-macd_cross_signal',
+                         'sell-sar_reversal'], name='sell-trigger')
+        ]
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 2a6b0182c..dd61cfcab 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -14,7 +14,7 @@ from freqtrade.configuration import (Configuration, TimeRange,
                                      remove_credentials)
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
-from freqtrade.constants import DEFAULT_STRATEGY
+from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_STRATEGY
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -115,6 +115,30 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         sys.exit(1)
 
 
+def start_new_hyperopt(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if "hyperopt" in args and args["hyperopt"]:
+        if args["hyperopt"] == DEFAULT_HYPEROPT:
+            raise OperationalException("DefaultHyperOpt is not allowed as name.")
+
+        new_path = config['user_data_dir'] / "hyperopts" / (args["hyperopt"] + ".py")
+
+        if new_path.exists():
+            raise OperationalException(f"`{new_path}` already exists. "
+                                       "Please choose another Strategy Name.")
+
+        strategy_text = render_template(template='base_hyperopt.py.j2',
+                                        arguments={"hyperopt": args["hyperopt"]})
+
+        logger.info(f"Writing hyperopt to `{new_path}`.")
+        new_path.write_text(strategy_text)
+    else:
+        logger.warning("`new-hyperopt` requires --hyperopt to be set.")
+        sys.exit(1)
+
+
 def start_download_data(args: Dict[str, Any]) -> None:
     """
     Download data (former download_backtest_data.py script)

From 8a1d02e185119ff11fd5b5031ced8f331acab9b6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 2 Nov 2019 15:34:09 +0100
Subject: [PATCH 0514/1495] Update numpy imports in sample strategies

---
 freqtrade/templates/base_strategy.py.j2 | 6 +++---
 freqtrade/templates/sample_strategy.py  | 5 +++--
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 3fbd26997..312aa0f27 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -2,15 +2,15 @@
 # --- Do not remove these libs ---
 from freqtrade.strategy.interface import IStrategy
 from pandas import DataFrame
+import pandas as pd
 # --------------------------------
 
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import numpy  # noqa
+import numpy as np # noqa
 
 
-# This class is a sample. Feel free to customize it.
 class {{ strategy }}(IStrategy):
     """
     This is a strategy template to get you started..
@@ -140,7 +140,7 @@ class {{ strategy }}(IStrategy):
 
         # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
         rsi = 0.1 * (dataframe['rsi'] - 50)
-        dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
+        dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
 
         # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
         dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 77a2d261a..d62e6120c 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -7,7 +7,8 @@ from pandas import DataFrame
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import numpy  # noqa
+import pandas as pd  # noqa
+import numpy as np  # noqa
 
 
 # This class is a sample. Feel free to customize it.
@@ -147,7 +148,7 @@ class SampleStrategy(IStrategy):
 
         # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
         rsi = 0.1 * (dataframe['rsi'] - 50)
-        dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
+        dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
 
         # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
         dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)

From b36a1d3260d66ee21032fe19ec9aaf1e1ff27e14 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 13:31:07 +0100
Subject: [PATCH 0515/1495] test new_stratgy

---
 tests/test_utils.py | 30 ++++++++++++++++++++++++++++--
 1 file changed, 28 insertions(+), 2 deletions(-)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 88c9af35d..902d56082 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -9,8 +9,8 @@ from freqtrade.state import RunMode
 from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_list_exchanges,
                              start_list_markets, start_list_timeframes,
-                             start_trading)
-from tests.conftest import get_args, log_has, patch_exchange
+                             start_new_strategy, start_trading)
+from tests.conftest import get_args, log_has, log_has_re, patch_exchange
 
 
 def test_setup_utils_configuration():
@@ -455,6 +455,32 @@ def test_create_datadir(caplog, mocker):
     assert len(caplog.record_tuples) == 0
 
 
+def test_start_new_strategy(mocker, caplog):
+    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
+    args = [
+        "new-strategy",
+        "--strategy",
+        "CoolNewStrategy"
+    ]
+    start_new_strategy(get_args(args))
+
+    assert wt_mock.call_count == 1
+    assert "CoolNewStrategy" in wt_mock.call_args_list[0][0][0]
+    assert log_has_re("Writing strategy to .*", caplog)
+
+
+
+def test_start_new_strategy_DefaultStrat(mocker, caplog):
+    args = [
+        "new-strategy",
+        "--strategy",
+        "DefaultStrategy"
+    ]
+    with pytest.raises(OperationalException,
+                       match=r"DefaultStrategy is not allowed as name\."):
+        start_new_strategy(get_args(args))
+
+
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
     dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))

From 65489c894d9cd2dc9383b8cff57e75a2ecf8a2de Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 Nov 2019 13:33:37 +0100
Subject: [PATCH 0516/1495] Add no-arg test

---
 freqtrade/configuration/arguments.py |  2 +-
 freqtrade/utils.py                   |  6 ++----
 tests/test_utils.py                  | 10 +++++++++-
 3 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 4ba2d04c4..5cc56a8bc 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -56,7 +56,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
                     "plot-dataframe", "plot-profit"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges","new-hyperopt", "new-strategy"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
 
 class Arguments:
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index dd61cfcab..314ec4f36 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -111,8 +111,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         logger.info(f"Writing strategy to `{new_path}`.")
         new_path.write_text(strategy_text)
     else:
-        logger.warning("`new-strategy` requires --strategy to be set.")
-        sys.exit(1)
+        raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
 def start_new_hyperopt(args: Dict[str, Any]) -> None:
@@ -135,8 +134,7 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         logger.info(f"Writing hyperopt to `{new_path}`.")
         new_path.write_text(strategy_text)
     else:
-        logger.warning("`new-hyperopt` requires --hyperopt to be set.")
-        sys.exit(1)
+        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
 
 
 def start_download_data(args: Dict[str, Any]) -> None:
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 902d56082..c64050f38 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -469,7 +469,6 @@ def test_start_new_strategy(mocker, caplog):
     assert log_has_re("Writing strategy to .*", caplog)
 
 
-
 def test_start_new_strategy_DefaultStrat(mocker, caplog):
     args = [
         "new-strategy",
@@ -481,6 +480,15 @@ def test_start_new_strategy_DefaultStrat(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
+def test_start_new_strategy_no_arg(mocker, caplog):
+    args = [
+        "new-strategy",
+    ]
+    with pytest.raises(OperationalException,
+                       match="`new-strategy` requires --strategy to be set."):
+        start_new_strategy(get_args(args))
+
+
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
     dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))

From 79891671e99eec20dbcd172ddaa242edd92be72b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 Nov 2019 06:49:58 +0100
Subject: [PATCH 0517/1495] Adapt after rebase

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 314ec4f36..cdbbc8163 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -14,7 +14,6 @@ from freqtrade.configuration import (Configuration, TimeRange,
                                      remove_credentials)
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
-from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_STRATEGY
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -96,7 +95,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        if args["strategy"] == DEFAULT_STRATEGY:
+        if args["strategy"] == "DefaultStrategy":
             raise OperationalException("DefaultStrategy is not allowed as name.")
 
         new_path = config['user_data_dir'] / "strategies" / (args["strategy"] + ".py")
@@ -119,7 +118,7 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "hyperopt" in args and args["hyperopt"]:
-        if args["hyperopt"] == DEFAULT_HYPEROPT:
+        if args["hyperopt"] == "DefaultHyperopt":
             raise OperationalException("DefaultHyperOpt is not allowed as name.")
 
         new_path = config['user_data_dir'] / "hyperopts" / (args["hyperopt"] + ".py")

From 37f813943228d557aae04481a12d41a593d928b3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 14:47:44 +0100
Subject: [PATCH 0518/1495] Small stylistic fixes

---
 freqtrade/templates/base_hyperopt.py.j2 | 10 +++++++---
 freqtrade/templates/base_strategy.py.j2 | 20 ++++++++++----------
 tests/strategy/test_strategy.py         |  2 +-
 tests/test_utils.py                     |  2 ++
 4 files changed, 20 insertions(+), 14 deletions(-)

diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index ad30cfe55..75aedbf86 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -3,14 +3,18 @@
 from functools import reduce
 from typing import Any, Callable, Dict, List
 
-import numpy as np  # noqa
-import talib.abstract as ta
 from pandas import DataFrame
+import pandas as pd  # noqa
+import numpy as np  # noqa
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
-import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
 
 class {{ hyperopt }}(IHyperOpt):
     """
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 312aa0f27..46c118383 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -2,18 +2,18 @@
 # --- Do not remove these libs ---
 from freqtrade.strategy.interface import IStrategy
 from pandas import DataFrame
-import pandas as pd
+import pandas as pd  # noqa
+import numpy as np  # noqa
 # --------------------------------
 
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import numpy as np # noqa
 
 
 class {{ strategy }}(IStrategy):
     """
-    This is a strategy template to get you started..
+    This is a strategy template to get you started.
     More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
 
     You can:
@@ -107,16 +107,15 @@ class {{ strategy }}(IStrategy):
         # RSI
         dataframe['rsi'] = ta.RSI(dataframe)
 
-        """
         # ADX
         dataframe['adx'] = ta.ADX(dataframe)
-
+        """
         # Awesome oscillator
         dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
         # Commodity Channel Index: values Oversold:<-100, Overbought:>100
         dataframe['cci'] = ta.CCI(dataframe)
-
+        """
         # MACD
         macd = ta.MACD(dataframe)
         dataframe['macd'] = macd['macd']
@@ -126,6 +125,7 @@ class {{ strategy }}(IStrategy):
         # MFI
         dataframe['mfi'] = ta.MFI(dataframe)
 
+        """
         # Minus Directional Indicator / Movement
         dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
         dataframe['minus_di'] = ta.MINUS_DI(dataframe)
@@ -149,12 +149,13 @@ class {{ strategy }}(IStrategy):
         stoch = ta.STOCH(dataframe)
         dataframe['slowd'] = stoch['slowd']
         dataframe['slowk'] = stoch['slowk']
-
+        """
         # Stoch fast
         stoch_fast = ta.STOCHF(dataframe)
         dataframe['fastd'] = stoch_fast['fastd']
         dataframe['fastk'] = stoch_fast['fastk']
 
+        """
         # Stoch RSI
         stoch_rsi = ta.STOCHRSI(dataframe)
         dataframe['fastd_rsi'] = stoch_rsi['fastd']
@@ -178,12 +179,11 @@ class {{ strategy }}(IStrategy):
         dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
         dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
 
-        # SAR Parabol
-        dataframe['sar'] = ta.SAR(dataframe)
-
         # SMA - Simple Moving Average
         dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
         """
+        # SAR Parabol
+        dataframe['sar'] = ta.SAR(dataframe)
 
         # TEMA - Triple Exponential Moving Average
         dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 2b84bc6ee..963d36c76 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -56,7 +56,7 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
-    default_conf['strategy'] = 'SampleStrategy'
+    default_conf['strategy'] = 'DefaultStrategy'
     resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
     resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
diff --git a/tests/test_utils.py b/tests/test_utils.py
index c64050f38..ce93c328d 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -457,6 +457,8 @@ def test_create_datadir(caplog, mocker):
 
 def test_start_new_strategy(mocker, caplog):
     wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
     args = [
         "new-strategy",
         "--strategy",

From 03cdfe8cae6812485073ce2d3ceff97d52593ef9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 15:52:32 +0100
Subject: [PATCH 0519/1495] Add tests for new-hyperopt

---
 freqtrade/utils.py  |  2 +-
 tests/test_utils.py | 39 ++++++++++++++++++++++++++++++++++++++-
 2 files changed, 39 insertions(+), 2 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index cdbbc8163..7d3bd69ed 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -119,7 +119,7 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
 
     if "hyperopt" in args and args["hyperopt"]:
         if args["hyperopt"] == "DefaultHyperopt":
-            raise OperationalException("DefaultHyperOpt is not allowed as name.")
+            raise OperationalException("DefaultHyperopt is not allowed as name.")
 
         new_path = config['user_data_dir'] / "hyperopts" / (args["hyperopt"] + ".py")
 
diff --git a/tests/test_utils.py b/tests/test_utils.py
index ce93c328d..1258c939c 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -9,7 +9,8 @@ from freqtrade.state import RunMode
 from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_list_exchanges,
                              start_list_markets, start_list_timeframes,
-                             start_new_strategy, start_trading)
+                             start_new_hyperopt, start_new_strategy,
+                             start_trading)
 from tests.conftest import get_args, log_has, log_has_re, patch_exchange
 
 
@@ -491,6 +492,42 @@ def test_start_new_strategy_no_arg(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
+def test_start_new_hyperopt(mocker, caplog):
+    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    args = [
+        "new-hyperopt",
+        "--hyperopt",
+        "CoolNewhyperopt"
+    ]
+    start_new_hyperopt(get_args(args))
+
+    assert wt_mock.call_count == 1
+    assert "CoolNewhyperopt" in wt_mock.call_args_list[0][0][0]
+    assert log_has_re("Writing hyperopt to .*", caplog)
+
+
+def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
+    args = [
+        "new-hyperopt",
+        "--hyperopt",
+        "DefaultHyperopt"
+    ]
+    with pytest.raises(OperationalException,
+                       match=r"DefaultHyperopt is not allowed as name\."):
+        start_new_hyperopt(get_args(args))
+
+
+def test_start_new_hyperopt_no_arg(mocker, caplog):
+    args = [
+        "new-hyperopt",
+    ]
+    with pytest.raises(OperationalException,
+                       match="`new-hyperopt` requires --hyperopt to be set."):
+        start_new_hyperopt(get_args(args))
+
+
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
     dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))

From cbb187e9b989a001f844d4fecf795f7084ce8e19 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 Nov 2019 22:00:50 +0100
Subject: [PATCH 0520/1495] Use constant for Strategy and hyperopt userdirpaths

---
 freqtrade/constants.py                   | 13 ++++++++-----
 freqtrade/misc.py                        |  4 ++--
 freqtrade/resolvers/hyperopt_resolver.py |  6 +++---
 freqtrade/resolvers/strategy_resolver.py |  3 ++-
 freqtrade/templates/sample_hyperopt.py   |  2 +-
 freqtrade/utils.py                       |  9 +++++----
 6 files changed, 21 insertions(+), 16 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 96109bc94..bf5d822c6 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -22,12 +22,15 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'P
 DRY_RUN_WALLET = 999.9
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
-# Soure files with destination directories
+USERPATH_HYPEROPTS = 'hyperopts'
+USERPATH_STRATEGY = 'strategies'
+
+# Soure files with destination directories within user-directory
 USER_DATA_FILES = {
-    'sample_strategy.py': 'strategies',
-    'sample_hyperopt_advanced.py': 'hyperopts',
-    'sample_hyperopt_loss.py': 'hyperopts',
-    'sample_hyperopt.py': 'hyperopts',
+    'sample_strategy.py': USERPATH_STRATEGY,
+    'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
+    'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
+    'sample_hyperopt.py': USERPATH_HYPEROPTS,
     'strategy_analysis_example.ipynb': 'notebooks',
 }
 
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 1745921d6..6497a4727 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -129,7 +129,7 @@ def plural(num, singular: str, plural: str = None) -> str:
     return singular if (num == 1 or num == -1) else plural or singular + 's'
 
 
-def render_template(template: str, arguments: dict):
+def render_template(templatefile: str, arguments: dict):
 
     from jinja2 import Environment, PackageLoader, select_autoescape
 
@@ -137,6 +137,6 @@ def render_template(template: str, arguments: dict):
         loader=PackageLoader('freqtrade', 'templates'),
         autoescape=select_autoescape(['html', 'xml'])
     )
-    template = env.get_template(template)
+    template = env.get_template(templatefile)
 
     return template.render(**arguments)
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index df1ff182c..05efa1164 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -8,7 +8,7 @@ from pathlib import Path
 from typing import Optional, Dict
 
 from freqtrade import OperationalException
-from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
+from freqtrade.constants import DEFAULT_HYPEROPT_LOSS, USERPATH_HYPEROPTS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@@ -58,7 +58,7 @@ class HyperOptResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
         abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir='hyperopts', extra_dir=extra_dir)
+                                            user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
 
         hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
                                      object_name=hyperopt_name, kwargs={'config': config})
@@ -110,7 +110,7 @@ class HyperOptLossResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
         abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir='hyperopts', extra_dir=extra_dir)
+                                            user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
 
         hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
                                          object_name=hyper_loss_name)
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 102816981..9a76b9b74 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -129,7 +129,8 @@ class StrategyResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
         abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir='strategies', extra_dir=extra_dir)
+                                            user_subdir=constants.USERPATH_STRATEGY,
+                                            extra_dir=extra_dir)
 
         if ":" in strategy_name:
             logger.info("loading base64 encoded strategy")
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index 3be05f121..77afb2b98 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -4,7 +4,7 @@ from functools import reduce
 from typing import Any, Callable, Dict, List
 
 import numpy as np  # noqa
-import talib.abstract as ta
+import talib.abstract as ta  # noqa
 from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 7d3bd69ed..3b37c6895 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -14,6 +14,7 @@ from freqtrade.configuration import (Configuration, TimeRange,
                                      remove_credentials)
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
+from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -98,13 +99,13 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         if args["strategy"] == "DefaultStrategy":
             raise OperationalException("DefaultStrategy is not allowed as name.")
 
-        new_path = config['user_data_dir'] / "strategies" / (args["strategy"] + ".py")
+        new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
 
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
 
-        strategy_text = render_template(template='base_strategy.py.j2',
+        strategy_text = render_template(templatefile='base_strategy.py.j2',
                                         arguments={"strategy": args["strategy"]})
 
         logger.info(f"Writing strategy to `{new_path}`.")
@@ -121,13 +122,13 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         if args["hyperopt"] == "DefaultHyperopt":
             raise OperationalException("DefaultHyperopt is not allowed as name.")
 
-        new_path = config['user_data_dir'] / "hyperopts" / (args["hyperopt"] + ".py")
+        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
 
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
 
-        strategy_text = render_template(template='base_hyperopt.py.j2',
+        strategy_text = render_template(templatefile='base_hyperopt.py.j2',
                                         arguments={"hyperopt": args["hyperopt"]})
 
         logger.info(f"Writing hyperopt to `{new_path}`.")

From ed04f7f39d2d41f19a40f9b378d8b5350c70b053 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 09:57:06 +0100
Subject: [PATCH 0521/1495] Create userdir and backtest SampleStrategy

---
 .github/workflows/ci.yml | 8 ++++++--
 .travis.yml              | 4 +++-
 2 files changed, 9 insertions(+), 3 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f8932cf07..2e4ca87f9 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -78,11 +78,13 @@ jobs:
     - name: Backtesting
       run: |
         cp config.json.example config.json
-        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
+        freqtrade create-userdir --userdir user_data
+        freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
         cp config.json.example config.json
+        freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
 
     - name: Flake8
@@ -139,11 +141,13 @@ jobs:
     - name: Backtesting
       run: |
         cp config.json.example config.json
-        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
+        freqtrade create-userdir --userdir user_data
+        freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
         cp config.json.example config.json
+        freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
 
     - name: Flake8
diff --git a/.travis.yml b/.travis.yml
index 6073e1cce..39e914fa4 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -28,10 +28,12 @@ jobs:
       name: pytest
     - script:
       - cp config.json.example config.json
-      - freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
+      freqtrade create-userdir --userdir user_data
+      - freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
       name: backtest
     - script:
       - cp config.json.example config.json
+      - freqtrade create-userdir --userdir user_data
       - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
       name: hyperopt
     - script: flake8

From 671b98ecad17ed952c038dbc2d6b43de6d8f2514 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 10:11:58 +0100
Subject: [PATCH 0522/1495] Fix windows test

---
 tests/test_directory_operations.py | 15 ++++++++++-----
 1 file changed, 10 insertions(+), 5 deletions(-)

diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index c354b40b0..db41e2da2 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -57,11 +57,16 @@ def test_copy_sample_files(mocker, default_conf, caplog) -> None:
 
     copy_sample_files(Path('/tmp/bar'))
     assert copymock.call_count == 5
-    assert copymock.call_args_list[0][0][1] == '/tmp/bar/strategies/sample_strategy.py'
-    assert copymock.call_args_list[1][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_advanced.py'
-    assert copymock.call_args_list[2][0][1] == '/tmp/bar/hyperopts/sample_hyperopt_loss.py'
-    assert copymock.call_args_list[3][0][1] == '/tmp/bar/hyperopts/sample_hyperopt.py'
-    assert copymock.call_args_list[4][0][1] == '/tmp/bar/notebooks/strategy_analysis_example.ipynb'
+    assert copymock.call_args_list[0][0][1] == str(
+        Path('/tmp/bar') / 'strategies/sample_strategy.py')
+    assert copymock.call_args_list[1][0][1] == str(
+        Path('/tmp/bar') / 'hyperopts/sample_hyperopt_advanced.py')
+    assert copymock.call_args_list[2][0][1] == str(
+        Path('/tmp/bar') / 'hyperopts/sample_hyperopt_loss.py')
+    assert copymock.call_args_list[3][0][1] == str(
+        Path('/tmp/bar') / 'hyperopts/sample_hyperopt.py')
+    assert copymock.call_args_list[4][0][1] == str(
+        Path('/tmp/bar') / 'notebooks/strategy_analysis_example.ipynb')
 
 
 def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:

From f7322358cf045621ee5cdde2b712af0248606503 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 Nov 2019 10:31:21 +0100
Subject: [PATCH 0523/1495] Update documentation

---
 .travis.yml                    |  2 +-
 docs/hyperopt.md               |  3 ++
 docs/strategy-customization.md | 22 +++++++-----
 docs/utils.md                  | 64 ++++++++++++++++++++++++++++++++++
 4 files changed, 81 insertions(+), 10 deletions(-)

diff --git a/.travis.yml b/.travis.yml
index 39e914fa4..ec688a1f4 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -28,7 +28,7 @@ jobs:
       name: pytest
     - script:
       - cp config.json.example config.json
-      freqtrade create-userdir --userdir user_data
+      - freqtrade create-userdir --userdir user_data
       - freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
       name: backtest
     - script:
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 8a750ef43..5a3ae7e3a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -19,6 +19,9 @@ the sample hyperopt file located in [user_data/hyperopts/](https://github.com/fr
 
 Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy.
 
+The simplest way to get started is to use `freqtrade new-hyperopt --hyperopt AwesomeHyperopt`.
+This will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
+
 ### Checklist on all tasks / possibilities in hyperopt
 
 Depending on the space you want to optimize, only some of the below are required:
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index d0276579e..352389d5e 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -7,24 +7,28 @@ indicators.
 
 This is very simple. Copy paste your strategy file into the directory `user_data/strategies`.
 
-Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
+Let assume you have a class called `AwesomeStrategy` in the file `AwesomeStrategy.py`:
 
-1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
+1. Move your file into `user_data/strategies` (you should have `user_data/strategies/AwesomeStrategy.py`
 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
 
 ```bash
 freqtrade trade --strategy AwesomeStrategy
 ```
 
-## Change your strategy
+## Develop your own strategy
 
-The bot includes a default strategy file. However, we recommend you to
-use your own file to not have to lose your parameters every time the default
-strategy file will be updated on Github. Put your custom strategy file
-into the directory `user_data/strategies`.
+The bot includes a default strategy file.
+Also, several other strategies are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
 
-Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
-`cp  user_data/strategies/sample_strategy.py user_data/strategies/awesome-strategy.py`
+You will however most likely have your own idea for a strategy.
+This Document intends to help you develop one for yourself.
+
+To get started, use `freqtrade new-strategy --strategy AwesomeStrategy`.
+This will create a new strategy file from a template, which will be located under `user_data/strategies/AwesomeStrategy.py`.
+
+!!! Note
+    This is just a template file, which will most likely not be profitable out of the box.
 
 ### Anatomy of a strategy
 
diff --git a/docs/utils.md b/docs/utils.md
index d9baee32c..26d354206 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -36,6 +36,70 @@ optional arguments:
     └── sample_strategy.py
 ```
 
+## Create new strategy
+
+Creates a new strategy from a template similar to SampleStrategy.
+The file will be named inline with your class name, and will not overwrite existing files.
+
+Results will be located in `user_data/strategies/.py`.
+
+### Sample usage of new-strategy
+
+```bash
+freqtrade new-strategy --strategy AwesomeStrategy
+```
+
+With custom user directory
+
+```bash
+freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
+```
+
+### new-strategy complete options
+
+``` output
+usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+```
+
+## Create new hyperopt
+
+Creates a new hyperopt from a template similar to SampleHyperopt.
+The file will be named inline with your class name, and will not overwrite existing files.
+
+Results will be located in `user_data/hyperopts/.py`.
+
+### Sample usage of new-hyperopt
+
+```bash
+freqtrade new-hyperopt --hyperopt AwesomeHyperopt
+```
+
+With custom user directory
+
+```bash
+freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
+```
+
+### new-hyperopt complete options
+
+``` output
+usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+  --hyperopt NAME       Specify hyperopt class name which will be used by the
+                        bot.
+```
 
 ## List Exchanges
 

From be4a4180ae9fcaca3d95db72d561c98d0bcd954d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 06:40:30 +0100
Subject: [PATCH 0524/1495] Use single line comments for samples

---
 freqtrade/templates/base_strategy.py.j2 | 186 +++++++++++------------
 freqtrade/templates/sample_strategy.py  | 189 +++++++++++-------------
 2 files changed, 178 insertions(+), 197 deletions(-)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 46c118383..174c801ee 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -109,58 +109,61 @@ class {{ strategy }}(IStrategy):
 
         # ADX
         dataframe['adx'] = ta.ADX(dataframe)
-        """
-        # Awesome oscillator
-        dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
-        # Commodity Channel Index: values Oversold:<-100, Overbought:>100
-        dataframe['cci'] = ta.CCI(dataframe)
-        """
+        # # Aroon, Aroon Oscillator
+        # aroon = ta.AROON(dataframe)
+        # dataframe['aroonup'] = aroon['aroonup']
+        # dataframe['aroondown'] = aroon['aroondown']
+        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+
+        # # Awesome oscillator
+        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+        # dataframe['cci'] = ta.CCI(dataframe)
+
         # MACD
         macd = ta.MACD(dataframe)
         dataframe['macd'] = macd['macd']
         dataframe['macdsignal'] = macd['macdsignal']
         dataframe['macdhist'] = macd['macdhist']
 
-        # MFI
-        dataframe['mfi'] = ta.MFI(dataframe)
+        # # MFI
+        # dataframe['mfi'] = ta.MFI(dataframe)
 
-        """
-        # Minus Directional Indicator / Movement
-        dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+        # # Minus Directional Indicator / Movement
+        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
 
-        # Plus Directional Indicator / Movement
-        dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+        # # Plus Directional Indicator / Movement
+        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
 
-        # ROC
-        dataframe['roc'] = ta.ROC(dataframe)
+        # # ROC
+        # dataframe['roc'] = ta.ROC(dataframe)
 
-        # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-        rsi = 0.1 * (dataframe['rsi'] - 50)
-        dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+        # # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        # rsi = 0.1 * (dataframe['rsi'] - 50)
+        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
 
-        # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-        dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+        # # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
+        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # # Stoch
+        # stoch = ta.STOCH(dataframe)
+        # dataframe['slowd'] = stoch['slowd']
+        # dataframe['slowk'] = stoch['slowk']
 
-        # Stoch
-        stoch = ta.STOCH(dataframe)
-        dataframe['slowd'] = stoch['slowd']
-        dataframe['slowk'] = stoch['slowk']
-        """
         # Stoch fast
         stoch_fast = ta.STOCHF(dataframe)
         dataframe['fastd'] = stoch_fast['fastd']
         dataframe['fastk'] = stoch_fast['fastk']
 
-        """
-        # Stoch RSI
-        stoch_rsi = ta.STOCHRSI(dataframe)
-        dataframe['fastd_rsi'] = stoch_rsi['fastd']
-        dataframe['fastk_rsi'] = stoch_rsi['fastk']
-        """
+        # # Stoch RSI
+        # stoch_rsi = ta.STOCHRSI(dataframe)
+        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
 
         # Overlap Studies
         # ------------------------------------
@@ -171,17 +174,16 @@ class {{ strategy }}(IStrategy):
         dataframe['bb_middleband'] = bollinger['mid']
         dataframe['bb_upperband'] = bollinger['upper']
 
-        """
-        # EMA - Exponential Moving Average
-        dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
-        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
-        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
-        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+        # # EMA - Exponential Moving Average
+        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # # SMA - Simple Moving Average
+        # dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
 
-        # SMA - Simple Moving Average
-        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-        """
         # SAR Parabol
         dataframe['sar'] = ta.SAR(dataframe)
 
@@ -197,65 +199,57 @@ class {{ strategy }}(IStrategy):
 
         # Pattern Recognition - Bullish candlestick patterns
         # ------------------------------------
-        """
-        # Hammer: values [0, 100]
-        dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
-        # Inverted Hammer: values [0, 100]
-        dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
-        # Dragonfly Doji: values [0, 100]
-        dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
-        # Piercing Line: values [0, 100]
-        dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
-        # Morningstar: values [0, 100]
-        dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
-        # Three White Soldiers: values [0, 100]
-        dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
-        """
+        # # Hammer: values [0, 100]
+        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # # Inverted Hammer: values [0, 100]
+        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # # Dragonfly Doji: values [0, 100]
+        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # # Piercing Line: values [0, 100]
+        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # # Morningstar: values [0, 100]
+        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # # Three White Soldiers: values [0, 100]
+        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
 
         # Pattern Recognition - Bearish candlestick patterns
         # ------------------------------------
-        """
-        # Hanging Man: values [0, 100]
-        dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
-        # Shooting Star: values [0, 100]
-        dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
-        # Gravestone Doji: values [0, 100]
-        dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
-        # Dark Cloud Cover: values [0, 100]
-        dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
-        # Evening Doji Star: values [0, 100]
-        dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
-        # Evening Star: values [0, 100]
-        dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
-        """
+        # # Hanging Man: values [0, 100]
+        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # # Shooting Star: values [0, 100]
+        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # # Gravestone Doji: values [0, 100]
+        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # # Dark Cloud Cover: values [0, 100]
+        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # # Evening Doji Star: values [0, 100]
+        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # # Evening Star: values [0, 100]
+        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
 
         # Pattern Recognition - Bullish/Bearish candlestick patterns
         # ------------------------------------
-        """
-        # Three Line Strike: values [0, -100, 100]
-        dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
-        # Spinning Top: values [0, -100, 100]
-        dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
-        # Engulfing: values [0, -100, 100]
-        dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
-        # Harami: values [0, -100, 100]
-        dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
-        # Three Outside Up/Down: values [0, -100, 100]
-        dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
-        # Three Inside Up/Down: values [0, -100, 100]
-        dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
-        """
+        # # Three Line Strike: values [0, -100, 100]
+        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # # Spinning Top: values [0, -100, 100]
+        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # # Engulfing: values [0, -100, 100]
+        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # # Harami: values [0, -100, 100]
+        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # # Three Outside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # # Three Inside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
 
-        # Chart type
-        # ------------------------------------
-        """
-        # Heikinashi stategy
-        heikinashi = qtpylib.heikinashi(dataframe)
-        dataframe['ha_open'] = heikinashi['open']
-        dataframe['ha_close'] = heikinashi['close']
-        dataframe['ha_high'] = heikinashi['high']
-        dataframe['ha_low'] = heikinashi['low']
-        """
+        # # Chart type
+        # # ------------------------------------
+        # # Heikinashi stategy
+        # heikinashi = qtpylib.heikinashi(dataframe)
+        # dataframe['ha_open'] = heikinashi['open']
+        # dataframe['ha_close'] = heikinashi['close']
+        # dataframe['ha_high'] = heikinashi['high']
+        # dataframe['ha_low'] = heikinashi['low']
 
         # Retrieve best bid and best ask from the orderbook
         # ------------------------------------
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index d62e6120c..724e52156 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -111,64 +111,60 @@ class SampleStrategy(IStrategy):
         # ADX
         dataframe['adx'] = ta.ADX(dataframe)
 
-        """
-        # Aroon, Aroon Oscillator
-        aroon = ta.AROON(dataframe)
-        dataframe['aroonup'] = aroon['aroonup']
-        dataframe['aroondown'] = aroon['aroondown']
-        dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+        # # Aroon, Aroon Oscillator
+        # aroon = ta.AROON(dataframe)
+        # dataframe['aroonup'] = aroon['aroonup']
+        # dataframe['aroondown'] = aroon['aroondown']
+        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
 
-        # Awesome oscillator
-        dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+        # # Awesome oscillator
+        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+        # dataframe['cci'] = ta.CCI(dataframe)
 
-        # Commodity Channel Index: values Oversold:<-100, Overbought:>100
-        dataframe['cci'] = ta.CCI(dataframe)
-        """
         # MACD
         macd = ta.MACD(dataframe)
         dataframe['macd'] = macd['macd']
         dataframe['macdsignal'] = macd['macdsignal']
         dataframe['macdhist'] = macd['macdhist']
 
-        # MFI
-        dataframe['mfi'] = ta.MFI(dataframe)
+        # # MFI
+        # dataframe['mfi'] = ta.MFI(dataframe)
 
-        """
-        # Minus Directional Indicator / Movement
-        dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+        # # Minus Directional Indicator / Movement
+        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
 
-        # Plus Directional Indicator / Movement
-        dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+        # # Plus Directional Indicator / Movement
+        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
 
-        # ROC
-        dataframe['roc'] = ta.ROC(dataframe)
+        # # ROC
+        # dataframe['roc'] = ta.ROC(dataframe)
 
-        # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-        rsi = 0.1 * (dataframe['rsi'] - 50)
-        dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+        # # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        # rsi = 0.1 * (dataframe['rsi'] - 50)
+        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
 
-        # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-        dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+        # # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
+        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # # Stoch
+        # stoch = ta.STOCH(dataframe)
+        # dataframe['slowd'] = stoch['slowd']
+        # dataframe['slowk'] = stoch['slowk']
 
-        # Stoch
-        stoch = ta.STOCH(dataframe)
-        dataframe['slowd'] = stoch['slowd']
-        dataframe['slowk'] = stoch['slowk']
-        """
         # Stoch fast
         stoch_fast = ta.STOCHF(dataframe)
         dataframe['fastd'] = stoch_fast['fastd']
         dataframe['fastk'] = stoch_fast['fastk']
 
-        """
-        # Stoch RSI
-        stoch_rsi = ta.STOCHRSI(dataframe)
-        dataframe['fastd_rsi'] = stoch_rsi['fastd']
-        dataframe['fastk_rsi'] = stoch_rsi['fastk']
-        """
+        # # Stoch RSI
+        # stoch_rsi = ta.STOCHRSI(dataframe)
+        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
 
         # Overlap Studies
         # ------------------------------------
@@ -179,17 +175,16 @@ class SampleStrategy(IStrategy):
         dataframe['bb_middleband'] = bollinger['mid']
         dataframe['bb_upperband'] = bollinger['upper']
 
-        """
-        # EMA - Exponential Moving Average
-        dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
-        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
-        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
-        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+        # # EMA - Exponential Moving Average
+        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # # SMA - Simple Moving Average
+        # dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
 
-        # SMA - Simple Moving Average
-        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-        """
         # SAR Parabol
         dataframe['sar'] = ta.SAR(dataframe)
 
@@ -205,65 +200,57 @@ class SampleStrategy(IStrategy):
 
         # Pattern Recognition - Bullish candlestick patterns
         # ------------------------------------
-        """
-        # Hammer: values [0, 100]
-        dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
-        # Inverted Hammer: values [0, 100]
-        dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
-        # Dragonfly Doji: values [0, 100]
-        dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
-        # Piercing Line: values [0, 100]
-        dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
-        # Morningstar: values [0, 100]
-        dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
-        # Three White Soldiers: values [0, 100]
-        dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
-        """
+        # # Hammer: values [0, 100]
+        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # # Inverted Hammer: values [0, 100]
+        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # # Dragonfly Doji: values [0, 100]
+        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # # Piercing Line: values [0, 100]
+        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # # Morningstar: values [0, 100]
+        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # # Three White Soldiers: values [0, 100]
+        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
 
         # Pattern Recognition - Bearish candlestick patterns
         # ------------------------------------
-        """
-        # Hanging Man: values [0, 100]
-        dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
-        # Shooting Star: values [0, 100]
-        dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
-        # Gravestone Doji: values [0, 100]
-        dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
-        # Dark Cloud Cover: values [0, 100]
-        dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
-        # Evening Doji Star: values [0, 100]
-        dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
-        # Evening Star: values [0, 100]
-        dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
-        """
+        # # Hanging Man: values [0, 100]
+        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # # Shooting Star: values [0, 100]
+        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # # Gravestone Doji: values [0, 100]
+        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # # Dark Cloud Cover: values [0, 100]
+        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # # Evening Doji Star: values [0, 100]
+        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # # Evening Star: values [0, 100]
+        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
 
         # Pattern Recognition - Bullish/Bearish candlestick patterns
         # ------------------------------------
-        """
-        # Three Line Strike: values [0, -100, 100]
-        dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
-        # Spinning Top: values [0, -100, 100]
-        dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
-        # Engulfing: values [0, -100, 100]
-        dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
-        # Harami: values [0, -100, 100]
-        dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
-        # Three Outside Up/Down: values [0, -100, 100]
-        dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
-        # Three Inside Up/Down: values [0, -100, 100]
-        dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
-        """
+        # # Three Line Strike: values [0, -100, 100]
+        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # # Spinning Top: values [0, -100, 100]
+        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # # Engulfing: values [0, -100, 100]
+        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # # Harami: values [0, -100, 100]
+        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # # Three Outside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # # Three Inside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
 
-        # Chart type
-        # ------------------------------------
-        """
-        # Heikinashi stategy
-        heikinashi = qtpylib.heikinashi(dataframe)
-        dataframe['ha_open'] = heikinashi['open']
-        dataframe['ha_close'] = heikinashi['close']
-        dataframe['ha_high'] = heikinashi['high']
-        dataframe['ha_low'] = heikinashi['low']
-        """
+        # # Chart type
+        # # ------------------------------------
+        # # Heikinashi stategy
+        # heikinashi = qtpylib.heikinashi(dataframe)
+        # dataframe['ha_open'] = heikinashi['open']
+        # dataframe['ha_close'] = heikinashi['close']
+        # dataframe['ha_high'] = heikinashi['high']
+        # dataframe['ha_low'] = heikinashi['low']
 
         # Retrieve best bid and best ask from the orderbook
         # ------------------------------------

From 5e5ef21f61f33a50c54b151cdf9081983394bc1b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 06:49:16 +0100
Subject: [PATCH 0525/1495] Align example imports

---
 freqtrade/templates/base_hyperopt.py.j2         |  7 ++++---
 freqtrade/templates/base_strategy.py.j2         | 10 ++++++----
 freqtrade/templates/sample_hyperopt.py          |  9 +++++++--
 freqtrade/templates/sample_hyperopt_advanced.py | 13 +++++++++----
 freqtrade/templates/sample_strategy.py          | 10 ++++++----
 5 files changed, 32 insertions(+), 17 deletions(-)

diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index 75aedbf86..c0f4e3292 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -1,18 +1,19 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+# --- Do not remove these libs ---
 from functools import reduce
 from typing import Any, Callable, Dict, List
 
-from pandas import DataFrame
-import pandas as pd  # noqa
 import numpy as np  # noqa
+import pandas as pd  # noqa
+from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 # --------------------------------
 # Add your lib to import here
-import talib.abstract as ta
+import talib.abstract as ta  # noqa
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 174c801ee..ccb8949e9 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -1,11 +1,13 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 # --- Do not remove these libs ---
-from freqtrade.strategy.interface import IStrategy
-from pandas import DataFrame
-import pandas as pd  # noqa
 import numpy as np  # noqa
-# --------------------------------
+import pandas as pd  # noqa
+from pandas import DataFrame
 
+from freqtrade.strategy.interface import IStrategy
+
+# --------------------------------
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index 77afb2b98..f1dcb404a 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -1,16 +1,21 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+# --- Do not remove these libs ---
 from functools import reduce
 from typing import Any, Callable, Dict, List
 
 import numpy as np  # noqa
-import talib.abstract as ta  # noqa
+import pandas as pd  # noqa
 from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
-import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta  # noqa
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
 
 class SampleHyperOpt(IHyperOpt):
     """
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index 7ababc16c..5634c21ea 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -1,16 +1,21 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+# --- Do not remove these libs ---
 from functools import reduce
 from typing import Any, Callable, Dict, List
 
-import numpy as np  # noqa F401
-import talib.abstract as ta
+import numpy as np  # noqa
+import pandas as pd  # noqa
 from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real
+from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
-import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta  # noqa
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
 
 class AdvancedSampleHyperOpt(IHyperOpt):
     """
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 724e52156..38a45c1f2 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -1,14 +1,16 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 # --- Do not remove these libs ---
-from freqtrade.strategy.interface import IStrategy
+import numpy as np  # noqa
+import pandas as pd  # noqa
 from pandas import DataFrame
-# --------------------------------
 
+from freqtrade.strategy.interface import IStrategy
+
+# --------------------------------
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import pandas as pd  # noqa
-import numpy as np  # noqa
 
 
 # This class is a sample. Feel free to customize it.

From b3dbb818388da57ee1bc6611e0b25dfdbec36367 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 07:13:56 +0100
Subject: [PATCH 0526/1495] Add subtemplates

---
 freqtrade/templates/base_strategy.py.j2       | 170 +-----------------
 .../templates/subtemplates/buy_trend_full.j2  |   3 +
 .../templates/subtemplates/indicators_full.j2 | 161 +++++++++++++++++
 .../templates/subtemplates/sell_trend_full.j2 |   3 +
 freqtrade/utils.py                            |   3 +-
 5 files changed, 172 insertions(+), 168 deletions(-)
 create mode 100644 freqtrade/templates/subtemplates/buy_trend_full.j2
 create mode 100644 freqtrade/templates/subtemplates/indicators_full.j2
 create mode 100644 freqtrade/templates/subtemplates/sell_trend_full.j2

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index ccb8949e9..4c5fe9a0b 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -102,167 +102,7 @@ class {{ strategy }}(IStrategy):
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
-
-        # Momentum Indicators
-        # ------------------------------------
-
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-
-        # # Aroon, Aroon Oscillator
-        # aroon = ta.AROON(dataframe)
-        # dataframe['aroonup'] = aroon['aroonup']
-        # dataframe['aroondown'] = aroon['aroondown']
-        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
-
-        # # Awesome oscillator
-        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
-
-        # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
-        # dataframe['cci'] = ta.CCI(dataframe)
-
-        # MACD
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        dataframe['macdhist'] = macd['macdhist']
-
-        # # MFI
-        # dataframe['mfi'] = ta.MFI(dataframe)
-
-        # # Minus Directional Indicator / Movement
-        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-        # # Plus Directional Indicator / Movement
-        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-        # # ROC
-        # dataframe['roc'] = ta.ROC(dataframe)
-
-        # # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-        # rsi = 0.1 * (dataframe['rsi'] - 50)
-        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
-
-        # # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-        # # Stoch
-        # stoch = ta.STOCH(dataframe)
-        # dataframe['slowd'] = stoch['slowd']
-        # dataframe['slowk'] = stoch['slowk']
-
-        # Stoch fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['fastk'] = stoch_fast['fastk']
-
-        # # Stoch RSI
-        # stoch_rsi = ta.STOCHRSI(dataframe)
-        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
-        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
-
-        # Overlap Studies
-        # ------------------------------------
-
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_middleband'] = bollinger['mid']
-        dataframe['bb_upperband'] = bollinger['upper']
-
-        # # EMA - Exponential Moving Average
-        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
-        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
-        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
-        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
-
-        # # SMA - Simple Moving Average
-        # dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-
-        # SAR Parabol
-        dataframe['sar'] = ta.SAR(dataframe)
-
-        # TEMA - Triple Exponential Moving Average
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-        # Cycle Indicator
-        # ------------------------------------
-        # Hilbert Transform Indicator - SineWave
-        hilbert = ta.HT_SINE(dataframe)
-        dataframe['htsine'] = hilbert['sine']
-        dataframe['htleadsine'] = hilbert['leadsine']
-
-        # Pattern Recognition - Bullish candlestick patterns
-        # ------------------------------------
-        # # Hammer: values [0, 100]
-        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
-        # # Inverted Hammer: values [0, 100]
-        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
-        # # Dragonfly Doji: values [0, 100]
-        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
-        # # Piercing Line: values [0, 100]
-        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
-        # # Morningstar: values [0, 100]
-        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
-        # # Three White Soldiers: values [0, 100]
-        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
-
-        # Pattern Recognition - Bearish candlestick patterns
-        # ------------------------------------
-        # # Hanging Man: values [0, 100]
-        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
-        # # Shooting Star: values [0, 100]
-        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
-        # # Gravestone Doji: values [0, 100]
-        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
-        # # Dark Cloud Cover: values [0, 100]
-        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
-        # # Evening Doji Star: values [0, 100]
-        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
-        # # Evening Star: values [0, 100]
-        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
-
-        # Pattern Recognition - Bullish/Bearish candlestick patterns
-        # ------------------------------------
-        # # Three Line Strike: values [0, -100, 100]
-        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
-        # # Spinning Top: values [0, -100, 100]
-        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
-        # # Engulfing: values [0, -100, 100]
-        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
-        # # Harami: values [0, -100, 100]
-        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
-        # # Three Outside Up/Down: values [0, -100, 100]
-        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
-        # # Three Inside Up/Down: values [0, -100, 100]
-        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
-
-        # # Chart type
-        # # ------------------------------------
-        # # Heikinashi stategy
-        # heikinashi = qtpylib.heikinashi(dataframe)
-        # dataframe['ha_open'] = heikinashi['open']
-        # dataframe['ha_close'] = heikinashi['close']
-        # dataframe['ha_high'] = heikinashi['high']
-        # dataframe['ha_low'] = heikinashi['low']
-
-        # Retrieve best bid and best ask from the orderbook
-        # ------------------------------------
-        """
-        # first check if dataprovider is available
-        if self.dp:
-            if self.dp.runmode in ('live', 'dry_run'):
-                ob = self.dp.orderbook(metadata['pair'], 1)
-                dataframe['best_bid'] = ob['bids'][0][0]
-                dataframe['best_ask'] = ob['asks'][0][0]
-        """
+        {% filter indent(8) %}{% include 'subtemplates/indicators_' + subtemplates + '.j2' %}{% endfilter %}
 
         return dataframe
 
@@ -275,9 +115,7 @@ class {{ strategy }}(IStrategy):
         """
         dataframe.loc[
             (
-                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
-                (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
-                (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
+                {% filter indent(16) %}{% include 'subtemplates/buy_trend_' + subtemplates + '.j2' %}{% endfilter %}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'buy'] = 1
@@ -293,9 +131,7 @@ class {{ strategy }}(IStrategy):
         """
         dataframe.loc[
             (
-                (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
-                (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
-                (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
+                {% filter indent(16) %}{% include 'subtemplates/sell_trend_' + subtemplates + '.j2' %}{% endfilter %}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'sell'] = 1
diff --git a/freqtrade/templates/subtemplates/buy_trend_full.j2 b/freqtrade/templates/subtemplates/buy_trend_full.j2
new file mode 100644
index 000000000..1a0d326b3
--- /dev/null
+++ b/freqtrade/templates/subtemplates/buy_trend_full.j2
@@ -0,0 +1,3 @@
+(qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+(dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+(dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
new file mode 100644
index 000000000..395808776
--- /dev/null
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -0,0 +1,161 @@
+
+# Momentum Indicators
+# ------------------------------------
+
+# RSI
+dataframe['rsi'] = ta.RSI(dataframe)
+
+# ADX
+dataframe['adx'] = ta.ADX(dataframe)
+
+# # Aroon, Aroon Oscillator
+# aroon = ta.AROON(dataframe)
+# dataframe['aroonup'] = aroon['aroonup']
+# dataframe['aroondown'] = aroon['aroondown']
+# dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+
+# # Awesome oscillator
+# dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+# # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+# dataframe['cci'] = ta.CCI(dataframe)
+
+# MACD
+macd = ta.MACD(dataframe)
+dataframe['macd'] = macd['macd']
+dataframe['macdsignal'] = macd['macdsignal']
+dataframe['macdhist'] = macd['macdhist']
+
+# # MFI
+# dataframe['mfi'] = ta.MFI(dataframe)
+
+# # Minus Directional Indicator / Movement
+# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+# # Plus Directional Indicator / Movement
+# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+# # ROC
+# dataframe['roc'] = ta.ROC(dataframe)
+
+# # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+# rsi = 0.1 * (dataframe['rsi'] - 50)
+# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+# # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
+# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+# # Stoch
+# stoch = ta.STOCH(dataframe)
+# dataframe['slowd'] = stoch['slowd']
+# dataframe['slowk'] = stoch['slowk']
+
+# Stoch fast
+stoch_fast = ta.STOCHF(dataframe)
+dataframe['fastd'] = stoch_fast['fastd']
+dataframe['fastk'] = stoch_fast['fastk']
+
+# # Stoch RSI
+# stoch_rsi = ta.STOCHRSI(dataframe)
+# dataframe['fastd_rsi'] = stoch_rsi['fastd']
+# dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
+# Overlap Studies
+# ------------------------------------
+
+# Bollinger bands
+bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+dataframe['bb_lowerband'] = bollinger['lower']
+dataframe['bb_middleband'] = bollinger['mid']
+dataframe['bb_upperband'] = bollinger['upper']
+
+# # EMA - Exponential Moving Average
+# dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+# dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+# dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+# dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+# dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+# # SMA - Simple Moving Average
+# dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+
+# SAR Parabol
+dataframe['sar'] = ta.SAR(dataframe)
+
+# TEMA - Triple Exponential Moving Average
+dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+# Cycle Indicator
+# ------------------------------------
+# Hilbert Transform Indicator - SineWave
+hilbert = ta.HT_SINE(dataframe)
+dataframe['htsine'] = hilbert['sine']
+dataframe['htleadsine'] = hilbert['leadsine']
+
+# Pattern Recognition - Bullish candlestick patterns
+# ------------------------------------
+# # Hammer: values [0, 100]
+# dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+# # Inverted Hammer: values [0, 100]
+# dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+# # Dragonfly Doji: values [0, 100]
+# dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+# # Piercing Line: values [0, 100]
+# dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+# # Morningstar: values [0, 100]
+# dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+# # Three White Soldiers: values [0, 100]
+# dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
+
+# Pattern Recognition - Bearish candlestick patterns
+# ------------------------------------
+# # Hanging Man: values [0, 100]
+# dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+# # Shooting Star: values [0, 100]
+# dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+# # Gravestone Doji: values [0, 100]
+# dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+# # Dark Cloud Cover: values [0, 100]
+# dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+# # Evening Doji Star: values [0, 100]
+# dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+# # Evening Star: values [0, 100]
+# dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
+
+# Pattern Recognition - Bullish/Bearish candlestick patterns
+# ------------------------------------
+# # Three Line Strike: values [0, -100, 100]
+# dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+# # Spinning Top: values [0, -100, 100]
+# dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+# # Engulfing: values [0, -100, 100]
+# dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+# # Harami: values [0, -100, 100]
+# dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+# # Three Outside Up/Down: values [0, -100, 100]
+# dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+# # Three Inside Up/Down: values [0, -100, 100]
+# dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
+
+# # Chart type
+# # ------------------------------------
+# # Heikinashi stategy
+# heikinashi = qtpylib.heikinashi(dataframe)
+# dataframe['ha_open'] = heikinashi['open']
+# dataframe['ha_close'] = heikinashi['close']
+# dataframe['ha_high'] = heikinashi['high']
+# dataframe['ha_low'] = heikinashi['low']
+
+# Retrieve best bid and best ask from the orderbook
+# ------------------------------------
+"""
+# first check if dataprovider is available
+if self.dp:
+if self.dp.runmode in ('live', 'dry_run'):
+    ob = self.dp.orderbook(metadata['pair'], 1)
+    dataframe['best_bid'] = ob['bids'][0][0]
+    dataframe['best_ask'] = ob['asks'][0][0]
+"""
diff --git a/freqtrade/templates/subtemplates/sell_trend_full.j2 b/freqtrade/templates/subtemplates/sell_trend_full.j2
new file mode 100644
index 000000000..36c08c947
--- /dev/null
+++ b/freqtrade/templates/subtemplates/sell_trend_full.j2
@@ -0,0 +1,3 @@
+(qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+(dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+(dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 3b37c6895..47bb5e3f6 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -106,7 +106,8 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
                                        "Please choose another Strategy Name.")
 
         strategy_text = render_template(templatefile='base_strategy.py.j2',
-                                        arguments={"strategy": args["strategy"]})
+                                        arguments={"strategy": args["strategy"],
+                                                   "subtemplates": 'full'})
 
         logger.info(f"Writing strategy to `{new_path}`.")
         new_path.write_text(strategy_text)

From f26c40082dc806cd876debd9ccbfec0179f41ae2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 07:21:19 +0100
Subject: [PATCH 0527/1495] Allow selection of templates for strategy

---
 freqtrade/configuration/arguments.py            |  4 ++--
 freqtrade/configuration/cli_options.py          |  8 ++++++++
 .../templates/subtemplates/buy_trend_minimal.j2 |  1 +
 .../templates/subtemplates/indicators_full.j2   |  8 ++++----
 .../subtemplates/indicators_minimal.j2          | 17 +++++++++++++++++
 .../subtemplates/sell_trend_minimal.j2          |  1 +
 freqtrade/utils.py                              |  6 ++++--
 7 files changed, 37 insertions(+), 8 deletions(-)
 create mode 100644 freqtrade/templates/subtemplates/buy_trend_minimal.j2
 create mode 100644 freqtrade/templates/subtemplates/indicators_minimal.j2
 create mode 100644 freqtrade/templates/subtemplates/sell_trend_minimal.j2

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 5cc56a8bc..b23366d7a 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -39,9 +39,9 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
-ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy"]
+ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
-ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt"]
+ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index d7a496aa7..be9397975 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -339,6 +339,14 @@ AVAILABLE_CLI_OPTIONS = {
         help='Clean all existing data for the selected exchange/pairs/timeframes.',
         action='store_true',
     ),
+    # Templating options
+    "template": Arg(
+        '--template',
+        help='Use a template which is either `minimal` or '
+        '`full` (containing multiple sample indicators).',
+        choices=['full', 'minimal'],
+        default='full',
+    ),
     # Plot dataframe
     "indicators1": Arg(
         '--indicators1',
diff --git a/freqtrade/templates/subtemplates/buy_trend_minimal.j2 b/freqtrade/templates/subtemplates/buy_trend_minimal.j2
new file mode 100644
index 000000000..6a4079cf3
--- /dev/null
+++ b/freqtrade/templates/subtemplates/buy_trend_minimal.j2
@@ -0,0 +1 @@
+(qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 395808776..33dd85311 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -154,8 +154,8 @@ dataframe['htleadsine'] = hilbert['leadsine']
 """
 # first check if dataprovider is available
 if self.dp:
-if self.dp.runmode in ('live', 'dry_run'):
-    ob = self.dp.orderbook(metadata['pair'], 1)
-    dataframe['best_bid'] = ob['bids'][0][0]
-    dataframe['best_ask'] = ob['asks'][0][0]
+    if self.dp.runmode in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
 """
diff --git a/freqtrade/templates/subtemplates/indicators_minimal.j2 b/freqtrade/templates/subtemplates/indicators_minimal.j2
new file mode 100644
index 000000000..7d75b4610
--- /dev/null
+++ b/freqtrade/templates/subtemplates/indicators_minimal.j2
@@ -0,0 +1,17 @@
+
+# Momentum Indicators
+# ------------------------------------
+
+# RSI
+dataframe['rsi'] = ta.RSI(dataframe)
+
+# Retrieve best bid and best ask from the orderbook
+# ------------------------------------
+"""
+# first check if dataprovider is available
+if self.dp:
+    if self.dp.runmode in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+"""
diff --git a/freqtrade/templates/subtemplates/sell_trend_minimal.j2 b/freqtrade/templates/subtemplates/sell_trend_minimal.j2
new file mode 100644
index 000000000..42a7b81a2
--- /dev/null
+++ b/freqtrade/templates/subtemplates/sell_trend_minimal.j2
@@ -0,0 +1 @@
+(qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 47bb5e3f6..4657e58fc 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -107,7 +107,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
 
         strategy_text = render_template(templatefile='base_strategy.py.j2',
                                         arguments={"strategy": args["strategy"],
-                                                   "subtemplates": 'full'})
+                                                   "subtemplates": args['template']})
 
         logger.info(f"Writing strategy to `{new_path}`.")
         new_path.write_text(strategy_text)
@@ -130,7 +130,9 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
                                        "Please choose another Strategy Name.")
 
         strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                        arguments={"hyperopt": args["hyperopt"]})
+                                        arguments={"hyperopt": args["hyperopt"],
+                                                   "subtemplates": args['template']
+                                                   })
 
         logger.info(f"Writing hyperopt to `{new_path}`.")
         new_path.write_text(strategy_text)

From f23f659ac590618ec8a4b232d49db079b61796d1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 19:28:53 +0100
Subject: [PATCH 0528/1495] Use strings instead of subtemplates

---
 freqtrade/misc.py                       | 2 +-
 freqtrade/templates/base_strategy.py.j2 | 6 +++---
 freqtrade/utils.py                      | 9 ++++++++-
 3 files changed, 12 insertions(+), 5 deletions(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 6497a4727..bcba78cf0 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -129,7 +129,7 @@ def plural(num, singular: str, plural: str = None) -> str:
     return singular if (num == 1 or num == -1) else plural or singular + 's'
 
 
-def render_template(templatefile: str, arguments: dict):
+def render_template(templatefile: str, arguments: dict = {}):
 
     from jinja2 import Environment, PackageLoader, select_autoescape
 
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 4c5fe9a0b..73a4c7a5a 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -102,7 +102,7 @@ class {{ strategy }}(IStrategy):
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
-        {% filter indent(8) %}{% include 'subtemplates/indicators_' + subtemplates + '.j2' %}{% endfilter %}
+        {{ indicators | indent(8) }}
 
         return dataframe
 
@@ -115,7 +115,7 @@ class {{ strategy }}(IStrategy):
         """
         dataframe.loc[
             (
-                {% filter indent(16) %}{% include 'subtemplates/buy_trend_' + subtemplates + '.j2' %}{% endfilter %}
+                {{ buy_trend | indent(16) }}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'buy'] = 1
@@ -131,7 +131,7 @@ class {{ strategy }}(IStrategy):
         """
         dataframe.loc[
             (
-                {% filter indent(16) %}{% include 'subtemplates/sell_trend_' + subtemplates + '.j2' %}{% endfilter %}
+                {{ sell_trend | indent(16) }}
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'sell'] = 1
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 4657e58fc..e94de4f3e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -105,9 +105,16 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
 
+        indicators = render_template(templatefile=f"subtemplates/indicators_{args['template']}.j2",)
+        buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{args['template']}.j2",)
+        sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{args['template']}.j2",)
+
         strategy_text = render_template(templatefile='base_strategy.py.j2',
                                         arguments={"strategy": args["strategy"],
-                                                   "subtemplates": args['template']})
+                                                   "indicators": indicators,
+                                                   "buy_trend": buy_trend,
+                                                   "sell_trend": sell_trend,
+                                                   })
 
         logger.info(f"Writing strategy to `{new_path}`.")
         new_path.write_text(strategy_text)

From 5f8fcebb8860831c4794e05318cecb36189cf5b7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 19:41:57 +0100
Subject: [PATCH 0529/1495] Parametrize hyperopt file

---
 freqtrade/templates/base_hyperopt.py.j2       | 40 ++-----------------
 .../subtemplates/hyperopt_buy_guards_full.j2  |  8 ++++
 .../hyperopt_buy_guards_minimal.j2            |  2 +
 .../subtemplates/hyperopt_buy_space_full.j2   |  9 +++++
 .../hyperopt_buy_space_minimal.j2             |  3 ++
 .../subtemplates/hyperopt_sell_guards_full.j2 |  8 ++++
 .../hyperopt_sell_guards_minimal.j2           |  2 +
 .../subtemplates/hyperopt_sell_space_full.j2  | 11 +++++
 .../hyperopt_sell_space_minimal.j2            |  5 +++
 freqtrade/utils.py                            | 14 ++++++-
 10 files changed, 65 insertions(+), 37 deletions(-)
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
 create mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2

diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index c0f4e3292..05ba08b81 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -48,14 +48,7 @@ class {{ hyperopt }}(IHyperOpt):
             conditions = []
 
             # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
+            {{ buy_guards | indent(12) }}
 
             # TRIGGERS
             if 'trigger' in params:
@@ -85,15 +78,7 @@ class {{ hyperopt }}(IHyperOpt):
         Define your Hyperopt space for searching buy strategy parameters.
         """
         return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
+            {{ buy_space | indent(12) }}
         ]
 
     @staticmethod
@@ -108,14 +93,7 @@ class {{ hyperopt }}(IHyperOpt):
             conditions = []
 
             # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+            {{ sell_guards | indent(12) }}
 
             # TRIGGERS
             if 'sell-trigger' in params:
@@ -145,15 +123,5 @@ class {{ hyperopt }}(IHyperOpt):
         Define your Hyperopt space for searching sell strategy parameters.
         """
         return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
+            {{ sell_space | indent(12) }}
         ]
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
new file mode 100644
index 000000000..5b967f4ed
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
@@ -0,0 +1,8 @@
+if params.get('mfi-enabled'):
+    conditions.append(dataframe['mfi'] < params['mfi-value'])
+if params.get('fastd-enabled'):
+    conditions.append(dataframe['fastd'] < params['fastd-value'])
+if params.get('adx-enabled'):
+    conditions.append(dataframe['adx'] > params['adx-value'])
+if params.get('rsi-enabled'):
+    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
new file mode 100644
index 000000000..5e1022f59
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
@@ -0,0 +1,2 @@
+if params.get('rsi-enabled'):
+    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
new file mode 100644
index 000000000..29bafbd93
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
@@ -0,0 +1,9 @@
+Integer(10, 25, name='mfi-value'),
+Integer(15, 45, name='fastd-value'),
+Integer(20, 50, name='adx-value'),
+Integer(20, 40, name='rsi-value'),
+Categorical([True, False], name='mfi-enabled'),
+Categorical([True, False], name='fastd-enabled'),
+Categorical([True, False], name='adx-enabled'),
+Categorical([True, False], name='rsi-enabled'),
+Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
new file mode 100644
index 000000000..5ddf537fb
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
@@ -0,0 +1,3 @@
+Integer(20, 40, name='rsi-value'),
+Categorical([True, False], name='rsi-enabled'),
+Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
new file mode 100644
index 000000000..bd7b499f4
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
@@ -0,0 +1,8 @@
+if params.get('sell-mfi-enabled'):
+    conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+if params.get('sell-fastd-enabled'):
+    conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+if params.get('sell-adx-enabled'):
+    conditions.append(dataframe['adx'] < params['sell-adx-value'])
+if params.get('sell-rsi-enabled'):
+    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
new file mode 100644
index 000000000..8b4adebf6
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
@@ -0,0 +1,2 @@
+if params.get('sell-rsi-enabled'):
+    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
new file mode 100644
index 000000000..46469d532
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
@@ -0,0 +1,11 @@
+Integer(75, 100, name='sell-mfi-value'),
+Integer(50, 100, name='sell-fastd-value'),
+Integer(50, 100, name='sell-adx-value'),
+Integer(60, 100, name='sell-rsi-value'),
+Categorical([True, False], name='sell-mfi-enabled'),
+Categorical([True, False], name='sell-fastd-enabled'),
+Categorical([True, False], name='sell-adx-enabled'),
+Categorical([True, False], name='sell-rsi-enabled'),
+Categorical(['sell-bb_upper',
+             'sell-macd_cross_signal',
+             'sell-sar_reversal'], name='sell-trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
new file mode 100644
index 000000000..dfb110543
--- /dev/null
+++ b/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
@@ -0,0 +1,5 @@
+Integer(60, 100, name='sell-rsi-value'),
+Categorical([True, False], name='sell-rsi-enabled'),
+Categorical(['sell-bb_upper',
+             'sell-macd_cross_signal',
+             'sell-sar_reversal'], name='sell-trigger')
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index e94de4f3e..e7b6eff4a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -136,9 +136,21 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
 
+        buy_guards = render_template(
+            templatefile=f"subtemplates/hyperopt_buy_guards_{args['template']}.j2",)
+        sell_guards = render_template(
+            templatefile=f"subtemplates/hyperopt_sell_guards_{args['template']}.j2",)
+        buy_space = render_template(
+            templatefile=f"subtemplates/hyperopt_buy_space_{args['template']}.j2",)
+        sell_space = render_template(
+            templatefile=f"subtemplates/hyperopt_sell_space_{args['template']}.j2",)
+
         strategy_text = render_template(templatefile='base_hyperopt.py.j2',
                                         arguments={"hyperopt": args["hyperopt"],
-                                                   "subtemplates": args['template']
+                                                   "buy_guards": buy_guards,
+                                                   "sell_guards": sell_guards,
+                                                   "buy_space": buy_space,
+                                                   "sell_space": sell_space,
                                                    })
 
         logger.info(f"Writing hyperopt to `{new_path}`.")

From 210d468a9b1cff8c0d5373de185f60102d8e92e9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 Nov 2019 20:01:08 +0100
Subject: [PATCH 0530/1495] Reinstate mfi ...

---
 freqtrade/templates/sample_strategy.py        |  4 +-
 .../templates/subtemplates/indicators_full.j2 |  4 +-
 freqtrade/utils.py                            | 78 +++++++++++--------
 3 files changed, 50 insertions(+), 36 deletions(-)

diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 38a45c1f2..02bf24e7e 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -131,8 +131,8 @@ class SampleStrategy(IStrategy):
         dataframe['macdsignal'] = macd['macdsignal']
         dataframe['macdhist'] = macd['macdhist']
 
-        # # MFI
-        # dataframe['mfi'] = ta.MFI(dataframe)
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
 
         # # Minus Directional Indicator / Movement
         # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 33dd85311..879a2daa0 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -26,8 +26,8 @@ dataframe['macd'] = macd['macd']
 dataframe['macdsignal'] = macd['macdsignal']
 dataframe['macdhist'] = macd['macdhist']
 
-# # MFI
-# dataframe['mfi'] = ta.MFI(dataframe)
+# MFI
+dataframe['mfi'] = ta.MFI(dataframe)
 
 # # Minus Directional Indicator / Movement
 # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index e7b6eff4a..c71080d5a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -91,6 +91,25 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
         sys.exit(1)
 
 
+def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
+    """
+    Deploy new strategy from template to strategy_path
+    """
+    indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
+    buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
+    sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
+
+    strategy_text = render_template(templatefile='base_strategy.py.j2',
+                                    arguments={"strategy": strategy_name,
+                                               "indicators": indicators,
+                                               "buy_trend": buy_trend,
+                                               "sell_trend": sell_trend,
+                                               })
+
+    logger.info(f"Writing strategy to `{strategy_path}`.")
+    strategy_path.write_text(strategy_text)
+
+
 def start_new_strategy(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
@@ -105,23 +124,37 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
 
-        indicators = render_template(templatefile=f"subtemplates/indicators_{args['template']}.j2",)
-        buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{args['template']}.j2",)
-        sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{args['template']}.j2",)
+        deploy_new_strategy(args['strategy'], new_path, args['template'])
 
-        strategy_text = render_template(templatefile='base_strategy.py.j2',
-                                        arguments={"strategy": args["strategy"],
-                                                   "indicators": indicators,
-                                                   "buy_trend": buy_trend,
-                                                   "sell_trend": sell_trend,
-                                                   })
-
-        logger.info(f"Writing strategy to `{new_path}`.")
-        new_path.write_text(strategy_text)
     else:
         raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
+def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
+    """
+    Deploys a new hyperopt template to hyperopt_path
+    """
+    buy_guards = render_template(
+        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
+    sell_guards = render_template(
+        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
+    buy_space = render_template(
+        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
+    sell_space = render_template(
+        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
+
+    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
+                                    arguments={"hyperopt": hyperopt_name,
+                                               "buy_guards": buy_guards,
+                                               "sell_guards": sell_guards,
+                                               "buy_space": buy_space,
+                                               "sell_space": sell_space,
+                                               })
+
+    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
+    hyperopt_path.write_text(strategy_text)
+
+
 def start_new_hyperopt(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
@@ -135,26 +168,7 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "
                                        "Please choose another Strategy Name.")
-
-        buy_guards = render_template(
-            templatefile=f"subtemplates/hyperopt_buy_guards_{args['template']}.j2",)
-        sell_guards = render_template(
-            templatefile=f"subtemplates/hyperopt_sell_guards_{args['template']}.j2",)
-        buy_space = render_template(
-            templatefile=f"subtemplates/hyperopt_buy_space_{args['template']}.j2",)
-        sell_space = render_template(
-            templatefile=f"subtemplates/hyperopt_sell_space_{args['template']}.j2",)
-
-        strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                        arguments={"hyperopt": args["hyperopt"],
-                                                   "buy_guards": buy_guards,
-                                                   "sell_guards": sell_guards,
-                                                   "buy_space": buy_space,
-                                                   "sell_space": sell_space,
-                                                   })
-
-        logger.info(f"Writing hyperopt to `{new_path}`.")
-        new_path.write_text(strategy_text)
+        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
     else:
         raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
 

From a6bb7595e850c1c1d0e4cb5bc8401ab250c63138 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 Nov 2019 13:44:50 +0100
Subject: [PATCH 0531/1495] Update utils doc

---
 docs/utils.md | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index 26d354206..b07008b91 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -59,6 +59,7 @@ freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
 
 ``` output
 usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
+                              [--template {full,minimal}]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -67,6 +68,9 @@ optional arguments:
   -s NAME, --strategy NAME
                         Specify strategy class name which will be used by the
                         bot.
+  --template {full,minimal}
+                        Use a template which is either `minimal` or `full`
+                        (containing multiple sample indicators).
 ```
 
 ## Create new hyperopt
@@ -92,6 +96,7 @@ freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
 
 ``` output
 usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
+                              [--template {full,minimal}]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -99,6 +104,9 @@ optional arguments:
                         Path to userdata directory.
   --hyperopt NAME       Specify hyperopt class name which will be used by the
                         bot.
+  --template {full,minimal}
+                        Use a template which is either `minimal` or `full`
+                        (containing multiple sample indicators).
 ```
 
 ## List Exchanges

From a183162d8b7248fde6b8dd91e4c652dd224b8916 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 23 Nov 2019 03:37:29 +0300
Subject: [PATCH 0532/1495] Add description into Advanced Setup section

---
 docs/advanced-setup.md | 37 +++++++++++++++++++++++++++++++++++++
 1 file changed, 37 insertions(+)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index e6334d2c1..c50527c8b 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -31,3 +31,40 @@ as the watchdog.
 
 !!! Note
     The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
+
+## Logging to syslog or journald
+
+On many systems the bot can be configured to send its log messages to `syslog` or `journald`. The special values for the `--logfilename` option can be used for this:
+
+* `--logfilename journald` -- send log messages to `journald`. This needs the `systemd` python package installed as the dependency. Not available on Windows.
+
+* `--logfilename syslog:` -- send log messages to `syslog` server using the `` as syslog address.
+
+The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the ':' character.
+
+So, the following are the examples of possible usages:
+
+* `--logfilename syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
+* `--logfilename syslog` -- same as above, the shortcut for `/dev/log`.
+* `--logfilename syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
+* `--logfilename syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
+* `--logfilename syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to external syslog server.
+
+Log messages are send to `journald` and `syslog` with the `user` facility. So you can see them with the following commands:
+
+* `tail -f /var/log/user`, or install a comprehansive graphical viewer (for instance, 'Log File Viewer' for Ubuntu) for the `syslog` case;
+* `journalctl -f` when logging to `journald`.
+
+On many systems rsyslog (syslog) fetches data from journald, so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both journalctl and the syslog viewer utility.
+
+For rsyslog the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
+```
+if $programname startswith "freqtrade" then -/var/log/freqtrade.log
+```
+to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
+
+For syslog (rsyslog), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to the single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
+```
+# Filter duplicated messages
+$RepeatedMsgReduction on
+```

From 175591e524313e3fba2b89eb111cd89e4833581b Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 04:03:47 +0300
Subject: [PATCH 0533/1495] Fix test

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

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 6b0f5eafa..6ff7968c5 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -718,6 +718,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'default',

From 097cdcb57ab358dad716b78cf02e481a48e5df35 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 11:32:33 +0300
Subject: [PATCH 0534/1495] Save epochs at intermediate points

---
 freqtrade/optimize/hyperopt.py | 46 ++++++++++++++++++++++++----------
 1 file changed, 33 insertions(+), 13 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6ea2f5133..ecfaba209 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -77,6 +77,8 @@ class Hyperopt:
         # Previous evaluations
         self.trials: List = []
 
+        self.num_trials_saved = 0
+
         # Populate functions here (hasattr is slow so should not be run during "regular" operations)
         if hasattr(self.custom_hyperopt, 'populate_indicators'):
             self.backtesting.strategy.advise_indicators = \
@@ -132,13 +134,17 @@ class Hyperopt:
         arg_dict = {dim.name: value for dim, value in zip(dimensions, params)}
         return arg_dict
 
-    def save_trials(self) -> None:
+    def save_trials(self, final: bool = False) -> None:
         """
         Save hyperopt trials to file
         """
-        if self.trials:
-            logger.info("Saving %d evaluations to '%s'", len(self.trials), self.trials_file)
+        num_trials = len(self.trials)
+        if num_trials > self.num_trials_saved:
+            logger.info(f"Saving {num_trials} epochs.")
             dump(self.trials, self.trials_file)
+            self.num_trials_saved = num_trials
+        if final:
+            logger.info(f"{num_trials} epochs were saved to '{self.trials_file}'.")
 
     def read_trials(self) -> List:
         """
@@ -153,6 +159,12 @@ class Hyperopt:
         """
         Display Best hyperopt result
         """
+        # This is printed when Ctrl+C is pressed quickly, before first epochs have
+        # a chance to be evaluated.
+        if not self.trials:
+            print("No epochs evaluated yet, no best result.")
+            return
+
         results = sorted(self.trials, key=itemgetter('loss'))
         best_result = results[0]
         params = best_result['params']
@@ -197,12 +209,20 @@ class Hyperopt:
                 # Also round to 5 digits after the decimal point
                 print(f"Stoploss: {round(params.get('stoploss'), 5)}")
 
+    def is_best(self, results) -> bool:
+        return results['loss'] < self.current_best_loss
+
     def log_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
         """
         print_all = self.config.get('print_all', False)
-        is_best_loss = results['loss'] < self.current_best_loss
+        is_best_loss = self.is_best(results)
+
+        if not print_all:
+            print('.', end='' if results['current_epoch'] % 100 != 0 else None)
+            sys.stdout.flush()
+
         if print_all or is_best_loss:
             if is_best_loss:
                 self.current_best_loss = results['loss']
@@ -217,13 +237,9 @@ class Hyperopt:
                 print(log_str)
             else:
                 print(f'\n{log_str}')
-        else:
-            print('.', end='')
-            sys.stdout.flush()
 
     def format_results_logstring(self, results) -> str:
-        # Output human-friendly index here (starting from 1)
-        current = results['current_epoch'] + 1
+        current = results['current_epoch']
         total = self.total_epochs
         res = results['results_explanation']
         loss = results['loss']
@@ -422,15 +438,19 @@ class Hyperopt:
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
                     for j in range(jobs):
-                        current = i * jobs + j
+                        # Use human-friendly index here (starting from 1)
+                        current = i * jobs + j + 1
                         val = f_val[j]
                         val['current_epoch'] = current
-                        val['is_initial_point'] = current < INITIAL_POINTS
+                        val['is_initial_point'] = current <= INITIAL_POINTS
+                        logger.debug(f"Optimizer epoch evaluated: {val}")
+                        is_best = self.is_best(val)
                         self.log_results(val)
                         self.trials.append(val)
-                        logger.debug(f"Optimizer epoch evaluated: {val}")
+                        if is_best or current % 100 == 0:
+                            self.save_trials()
         except KeyboardInterrupt:
             print('User interrupted..')
 
-        self.save_trials()
+        self.save_trials(final=True)
         self.log_trials_result()

From 737c07c5b68bb31a22aaa5cc3e3af0de72c45c04 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 11:51:52 +0300
Subject: [PATCH 0535/1495] Make mypy happy

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ecfaba209..e536960c4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -220,7 +220,7 @@ class Hyperopt:
         is_best_loss = self.is_best(results)
 
         if not print_all:
-            print('.', end='' if results['current_epoch'] % 100 != 0 else None)
+            print('.', end='' if results['current_epoch'] % 100 != 0 else None)  # type: ignore
             sys.stdout.flush()
 
         if print_all or is_best_loss:

From 99db53417ccadfc45409eef6bb8301d049ab1f74 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 12:00:43 +0300
Subject: [PATCH 0536/1495] Tests adjusted

---
 tests/optimize/test_hyperopt.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index e19835e58..00477f790 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -360,7 +360,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.log_results(
         {
             'loss': 1,
-            'current_epoch': 1,
+            'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
             'results_explanation': 'foo.',
             'is_initial_point': False
         }
@@ -374,6 +374,7 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     hyperopt.log_results(
         {
             'loss': 3,
+            'current_epoch': 1,
         }
     )
     assert caplog.record_tuples == []
@@ -386,7 +387,7 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
     hyperopt.save_trials()
 
     trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
-    assert log_has(f"Saving 1 evaluations to '{trials_file}'", caplog)
+    assert log_has("Saving 1 epochs.", caplog)
     mock_dump.assert_called_once()
 
 

From 067267f4cfc7a0442c4ae400c05be8a47d693333 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 12:20:41 +0300
Subject: [PATCH 0537/1495] Log messages improved (plural/singular)

---
 freqtrade/optimize/hyperopt.py  | 7 ++++---
 tests/optimize/test_hyperopt.py | 5 +++--
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e536960c4..836309a62 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,7 @@ from skopt import Optimizer
 from skopt.space import Dimension
 
 from freqtrade.data.history import get_timeframe, trim_dataframe
-from freqtrade.misc import round_dict
+from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F4
@@ -140,11 +140,12 @@ class Hyperopt:
         """
         num_trials = len(self.trials)
         if num_trials > self.num_trials_saved:
-            logger.info(f"Saving {num_trials} epochs.")
+            logger.info(f"Saving {num_trials} {plural(num_trials, 'epoch')}.")
             dump(self.trials, self.trials_file)
             self.num_trials_saved = num_trials
         if final:
-            logger.info(f"{num_trials} epochs were saved to '{self.trials_file}'.")
+            logger.info(f"{num_trials} {plural(num_trials, 'epoch')} "
+                        f"saved to '{self.trials_file}'.")
 
     def read_trials(self) -> List:
         """
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 00477f790..2ec9f5664 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -384,10 +384,11 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
     trials = create_trials(mocker, hyperopt, testdatadir)
     mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
     hyperopt.trials = trials
-    hyperopt.save_trials()
+    hyperopt.save_trials(final=True)
 
     trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
-    assert log_has("Saving 1 epochs.", caplog)
+    assert log_has("Saving 1 epoch.", caplog)
+    assert log_has(f"1 epoch saved to '{trials_file}'.", caplog)
     mock_dump.assert_called_once()
 
 

From 6cb48305343a478105ec7762ce3a5abb8b810a55 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 23 Nov 2019 12:30:49 +0300
Subject: [PATCH 0538/1495] Testcase added

---
 tests/optimize/test_hyperopt.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 2ec9f5664..d3d544502 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -383,14 +383,19 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
 def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None:
     trials = create_trials(mocker, hyperopt, testdatadir)
     mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
+    trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
+
     hyperopt.trials = trials
     hyperopt.save_trials(final=True)
-
-    trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
     assert log_has("Saving 1 epoch.", caplog)
     assert log_has(f"1 epoch saved to '{trials_file}'.", caplog)
     mock_dump.assert_called_once()
 
+    hyperopt.trials = trials + trials
+    hyperopt.save_trials(final=True)
+    assert log_has("Saving 2 epochs.", caplog)
+    assert log_has(f"2 epochs saved to '{trials_file}'.", caplog)
+
 
 def test_read_trials_returns_trials_file(mocker, hyperopt, testdatadir, caplog) -> None:
     trials = create_trials(mocker, hyperopt, testdatadir)

From 31c598f88aac05cc373b755ebe10f2b78125b79a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 14:09:42 +0100
Subject: [PATCH 0539/1495] Add tests for advanced logging setup

---
 tests/conftest.py           |  2 +-
 tests/test_configuration.py | 50 ++++++++++++++++++++++++++++++++++++-
 2 files changed, 50 insertions(+), 2 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 305221d6d..8e2b4e976 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1215,7 +1215,7 @@ def import_fails() -> None:
     realimport = builtins.__import__
 
     def mockedimport(name, *args, **kwargs):
-        if name in ["filelock"]:
+        if name in ["filelock", 'systemd.journal']:
             raise ImportError(f"No module named '{name}'")
         return realimport(name, *args, **kwargs)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 2aa805fe6..041cb95aa 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -21,7 +21,7 @@ from freqtrade.configuration.directory_operations import (create_datadir,
                                                           create_userdata_dir)
 from freqtrade.configuration.load_config import load_config_file
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
-from freqtrade.loggers import _set_loggers
+from freqtrade.loggers import _set_loggers, setup_logging
 from freqtrade.state import RunMode
 from tests.conftest import (log_has, log_has_re,
                             patched_configuration_load_config_file)
@@ -604,6 +604,54 @@ def test_set_loggers() -> None:
     assert logging.getLogger('telegram').level is logging.INFO
 
 
+def test_set_loggers_syslog(mocker):
+    logger = logging.getLogger()
+    orig_handlers = logger.handlers
+    logger.handlers = []
+
+    config = {'verbosity': 2,
+              'logfile': 'syslog:/dev/log',
+              }
+
+    setup_logging(config)
+    assert len(logger.handlers) == 2
+    assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
+    assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
+    # reset handlers to not break pytest
+    logger.handlers = orig_handlers
+
+
+def test_set_loggers_journald(mocker):
+    logger = logging.getLogger()
+    orig_handlers = logger.handlers
+    logger.handlers = []
+
+    config = {'verbosity': 2,
+              'logfile': 'journald',
+              }
+
+    setup_logging(config)
+    assert len(logger.handlers) == 2
+    assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"]
+    assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
+    # reset handlers to not break pytest
+    logger.handlers = orig_handlers
+
+
+def test_set_loggers_journald_importerror(mocker, import_fails):
+    logger = logging.getLogger()
+    orig_handlers = logger.handlers
+    logger.handlers = []
+
+    config = {'verbosity': 2,
+              'logfile': 'journald',
+              }
+    with pytest.raises(OperationalException,
+                       match=r'You need the systemd python package.*'):
+        setup_logging(config)
+    logger.handlers = orig_handlers
+
+
 def test_set_logfile(default_conf, mocker):
     patched_configuration_load_config_file(mocker, default_conf)
 

From 1242263d255e8d8da09a99e18262b86d01245864 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 14:20:41 +0100
Subject: [PATCH 0540/1495] Make test OS dependent

---
 requirements-dev.txt        | 1 +
 tests/test_configuration.py | 8 +++++---
 2 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f5cde59e8..f7a68b664 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,6 +13,7 @@ pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.11.1
 pytest-random-order==1.0.4
+systemd==0.16.1; sys_platform != 'win32'
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==5.6.0
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 041cb95aa..9601a5b50 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
 import json
 import logging
+import sys
 import warnings
 from copy import deepcopy
 from pathlib import Path
@@ -14,9 +15,9 @@ from freqtrade.configuration import (Arguments, Configuration,
                                      validate_config_consistency)
 from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_validation import validate_config_schema
-from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
-                                                         process_deprecated_setting,
-                                                         process_temporary_deprecated_settings)
+from freqtrade.configuration.deprecated_settings import (
+    check_conflicting_settings, process_deprecated_setting,
+    process_temporary_deprecated_settings)
 from freqtrade.configuration.directory_operations import (create_datadir,
                                                           create_userdata_dir)
 from freqtrade.configuration.load_config import load_config_file
@@ -621,6 +622,7 @@ def test_set_loggers_syslog(mocker):
     logger.handlers = orig_handlers
 
 
+@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
 def test_set_loggers_journald(mocker):
     logger = logging.getLogger()
     orig_handlers = logger.handlers

From c7c7a1c2aaa204b390f464657be0e195ede48a36 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 14:25:32 +0100
Subject: [PATCH 0541/1495] skip test due to no journald installed

---
 requirements-dev.txt        | 1 -
 tests/test_configuration.py | 3 ++-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f7a68b664..f5cde59e8 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,6 @@ pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.11.1
 pytest-random-order==1.0.4
-systemd==0.16.1; sys_platform != 'win32'
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==5.6.0
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 9601a5b50..5d05a1e68 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -605,6 +605,7 @@ def test_set_loggers() -> None:
     assert logging.getLogger('telegram').level is logging.INFO
 
 
+@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
 def test_set_loggers_syslog(mocker):
     logger = logging.getLogger()
     orig_handlers = logger.handlers
@@ -622,7 +623,7 @@ def test_set_loggers_syslog(mocker):
     logger.handlers = orig_handlers
 
 
-@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
+@pytest.mark.skip(reason="systemd is not installed on every system, so we're not testing this.")
 def test_set_loggers_journald(mocker):
     logger = logging.getLogger()
     orig_handlers = logger.handlers

From 5fb14e769b69e790a3a0f24820b24c690415c7bf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 14:52:44 +0100
Subject: [PATCH 0542/1495] Adjust folder to match user_data folder - otherwise
 running tests creates this folder

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

diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index ec4df9125..31502cafc 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -212,9 +212,9 @@ def test_generate_plot_file(mocker, caplog):
     fig = generate_empty_figure()
     plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
     store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
-                    directory=Path("user_data/plots"))
+                    directory=Path("user_data/plot"))
 
-    expected_fn = str(Path("user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html"))
+    expected_fn = str(Path("user_data/plot/freqtrade-plot-UNITTEST_BTC-5m.html"))
     assert plot_mock.call_count == 1
     assert plot_mock.call_args[0][0] == fig
     assert (plot_mock.call_args_list[0][1]['filename']

From 63ad95a474b54eeab12b4f874c5dfbb5771657e6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 20:13:20 +0100
Subject: [PATCH 0543/1495] reenable slack

---
 .github/workflows/ci.yml | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index c74b1720e..99f3b3eec 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -74,6 +74,7 @@ jobs:
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
         export CI_BRANCH=${GITHUB_REF#"ref/heads"}
+        export CI_BRANCH=${HEAD_REF}
         echo "${CI_BRANCH}"
         coveralls || true
 
@@ -97,7 +98,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && github.repository.fork == true
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI ${{ matrix.os }}*'
@@ -158,7 +159,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && github.repository.fork == true
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI windows*'
@@ -178,7 +179,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: failure() && github.repository.fork == true
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade Docs*'
@@ -219,7 +220,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && github.repository.fork == true
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI Deploy*'

From f05818a86e64f7194a24dc74451cb9b1641e3de6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 19:48:15 +0100
Subject: [PATCH 0544/1495] Allow transition from "no-config"-pairlist to
 pairlists

---
 freqtrade/configuration/deprecated_settings.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 8f3dbd675..b1e3535a3 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -58,6 +58,13 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
                                'experimental', 'ignore_roi_if_buy_signal')
 
+    if not config.get('pairlists') and not config.get('pairlists'):
+        config['pairlists'] = [{'method': 'StaticPairList'}]
+        logger.warning(
+            "DEPRECATED: "
+            "Pairlists must be defined explicitly in the future."
+            "Defaulting to StaticPairList for now.")
+
     if config.get('pairlist', {}).get("method") == 'VolumePairList':
         logger.warning(
             "DEPRECATED: "

From cbf710a4f86f6d54ff56deb1f3f83fabbc592425 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 19:48:33 +0100
Subject: [PATCH 0545/1495] Fix coveralls (?)

---
 .github/workflows/ci.yml | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 99f3b3eec..ea5f9c395 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -73,9 +73,9 @@ jobs:
         # Allow failure for coveralls
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
-        export CI_BRANCH=${GITHUB_REF#"ref/heads"}
-        export CI_BRANCH=${HEAD_REF}
-        echo "${CI_BRANCH}"
+        export TRAVIS_BRANCH=${GITHUB_REF#"ref/heads"}
+        export TRAVIS_BRANCH=${HEAD_REF}
+        echo "${TRAVIS_BRANCH}"
         coveralls || true
 
     - name: Backtesting

From a374df76225cdb7f4a3bc93462336708ad650e8f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 Nov 2019 09:55:34 +0100
Subject: [PATCH 0546/1495] some minor fixes from feedback

---
 docs/strategy-customization.md         | 2 +-
 docs/utils.md                          | 7 +++++--
 freqtrade/configuration/cli_options.py | 2 +-
 3 files changed, 7 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 352389d5e..c43d8e3f6 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -22,7 +22,7 @@ The bot includes a default strategy file.
 Also, several other strategies are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
 
 You will however most likely have your own idea for a strategy.
-This Document intends to help you develop one for yourself.
+This document intends to help you develop one for yourself.
 
 To get started, use `freqtrade new-strategy --strategy AwesomeStrategy`.
 This will create a new strategy file from a template, which will be located under `user_data/strategies/AwesomeStrategy.py`.
diff --git a/docs/utils.md b/docs/utils.md
index b07008b91..ca4b645a5 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -70,7 +70,9 @@ optional arguments:
                         bot.
   --template {full,minimal}
                         Use a template which is either `minimal` or `full`
-                        (containing multiple sample indicators).
+                        (containing multiple sample indicators). Default:
+                        `full`.
+
 ```
 
 ## Create new hyperopt
@@ -106,7 +108,8 @@ optional arguments:
                         bot.
   --template {full,minimal}
                         Use a template which is either `minimal` or `full`
-                        (containing multiple sample indicators).
+                        (containing multiple sample indicators). Default:
+                        `full`.
 ```
 
 ## List Exchanges
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index be9397975..2061534e7 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -343,7 +343,7 @@ AVAILABLE_CLI_OPTIONS = {
     "template": Arg(
         '--template',
         help='Use a template which is either `minimal` or '
-        '`full` (containing multiple sample indicators).',
+        '`full` (containing multiple sample indicators). Default: `%(default)s`.',
         choices=['full', 'minimal'],
         default='full',
     ),

From 8c64be3cfd618ba3e69dc30c1cb4096d4a56b693 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 07:01:23 +0100
Subject: [PATCH 0547/1495] get tickers only once to show balance

---
 freqtrade/rpc/rpc.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 8898f3068..f2851e0e1 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -301,6 +301,7 @@ class RPC:
         """ Returns current account balance per crypto """
         output = []
         total = 0.0
+        tickers = self._freqtrade.exchange.get_tickers()
         for coin, balance in self._freqtrade.exchange.get_balances().items():
             if not balance['total']:
                 continue
@@ -310,10 +311,11 @@ class RPC:
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, "BTC")
+
                     if pair.startswith("BTC"):
-                        rate = 1.0 / self._freqtrade.get_sell_rate(pair, False)
+                        rate = 1.0 / tickers.get(pair, {}).get('bid', 1)
                     else:
-                        rate = self._freqtrade.get_sell_rate(pair, False)
+                        rate = tickers.get(pair, {}).get('bid', 1)
                 except (TemporaryError, DependencyException):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue

From 62d50f512d82c9988897425b5013f718ae039f34 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 Nov 2019 20:12:41 +0100
Subject: [PATCH 0548/1495] add tests for balance from get-tickers

---
 freqtrade/rpc/rpc.py            |  6 +++-
 tests/conftest.py               | 50 +++++++++++++++++++++++++++++++--
 tests/pairlist/test_pairlist.py | 16 +++++------
 tests/rpc/test_rpc.py           | 38 +++++++++----------------
 tests/rpc/test_rpc_telegram.py  | 23 ++-------------
 5 files changed, 75 insertions(+), 58 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f2851e0e1..e338cd6dd 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -301,7 +301,11 @@ class RPC:
         """ Returns current account balance per crypto """
         output = []
         total = 0.0
-        tickers = self._freqtrade.exchange.get_tickers()
+        try:
+            tickers = self._freqtrade.exchange.get_tickers()
+        except (TemporaryError, DependencyException):
+            raise RPCException('Error getting current tickers.')
+
         for coin, balance in self._freqtrade.exchange.get_balances().items():
             if not balance['total']:
                 continue
diff --git a/tests/conftest.py b/tests/conftest.py
index fbd23a0dc..bc6599e4d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -980,6 +980,28 @@ def tickers():
             'quoteVolume': 62.68220262,
             'info': {}
         },
+        'BTC/USDT': {
+            'symbol': 'BTC/USDT',
+            'timestamp': 1573758371399,
+            'datetime': '2019-11-14T19:06:11.399Z',
+            'high': 8800.0,
+            'low': 8582.6,
+            'bid': 8648.16,
+            'bidVolume': 0.238771,
+            'ask': 8648.72,
+            'askVolume': 0.016253,
+            'vwap': 8683.13647806,
+            'open': 8759.7,
+            'close': 8648.72,
+            'last': 8648.72,
+            'previousClose': 8759.67,
+            'change': -110.98,
+            'percentage': -1.267,
+            'average': None,
+            'baseVolume': 35025.943355,
+            'quoteVolume': 304135046.4242901,
+            'info': {}
+        },
         'ETH/USDT': {
             'symbol': 'ETH/USDT',
             'timestamp': 1522014804118,
@@ -1067,7 +1089,29 @@ def tickers():
             'baseVolume': 59698.79897,
             'quoteVolume': 29132399.743954,
             'info': {}
-        }
+        },
+        'XRP/BTC': {
+            'symbol': 'XRP/BTC',
+            'timestamp': 1573758257534,
+            'datetime': '2019-11-14T19:04:17.534Z',
+            'high': 3.126e-05,
+            'low': 3.061e-05,
+            'bid': 3.093e-05,
+            'bidVolume': 27901.0,
+            'ask': 3.095e-05,
+            'askVolume': 10551.0,
+            'vwap': 3.091e-05,
+            'open': 3.119e-05,
+            'close': 3.094e-05,
+            'last': 3.094e-05,
+            'previousClose': 3.117e-05,
+            'change': -2.5e-07,
+            'percentage': -0.802,
+            'average': None,
+            'baseVolume': 37334921.0,
+            'quoteVolume': 1154.19266394,
+            'info': {}
+        },
     })
 
 
@@ -1317,8 +1361,8 @@ def rpc_balance():
             'used': 0.0
         },
         'XRP': {
-            'total': 1.0,
-            'free': 1.0,
+            'total': 0.1,
+            'free': 0.01,
             'used': 0.0
             },
         'EUR': {
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 76537880c..460f2ddcf 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -100,7 +100,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         markets=PropertyMock(return_value=shitcoinmarkets),
      )
     # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
     bot.pairlists.refresh_pairlist()
 
     assert whitelist == bot.pairlists.whitelist
@@ -135,10 +135,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
 
 @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # Different sorting depending on quote or bid volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-        "BTC",  ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
+        "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
         "USDT", ['ETH/USDT']),
     # No pair for ETH ...
@@ -146,19 +146,19 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "ETH", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
+      {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # Precisionfilter bid
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
-      {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
+      {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
-    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+    ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}
-      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # StaticPairlist Only
     ([{"method": "StaticPairList"},
       ], "BTC", ['ETH/BTC', 'TKN/BTC']),
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index fb7a5276a..d745212ac 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -355,29 +355,18 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=mock_balance),
-        get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
+        get_tickers=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
-
-    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 12)
-    assert prec_satoshi(result['value'], 180000)
-    assert 'USD' == result['symbol']
-    assert result['currencies'] == [{
-        'currency': 'BTC',
-        'free': 10.0,
-        'balance': 12.0,
-        'used': 2.0,
-        'est_btc': 12.0,
-    }]
-    assert result['total'] == 12.0
+    with pytest.raises(RPCException, match="Error getting current tickers."):
+        rpc._rpc_balance(default_conf['fiat_display_currency'])
 
 
-def test_rpc_balance_handle(default_conf, mocker):
+def test_rpc_balance_handle(default_conf, mocker, tickers):
     mock_balance = {
         'BTC': {
             'free': 10.0,
@@ -389,7 +378,7 @@ def test_rpc_balance_handle(default_conf, mocker):
             'total': 5.0,
             'used': 4.0,
         },
-        'PAX': {
+        'USDT': {
             'free': 5.0,
             'total': 10.0,
             'used': 5.0,
@@ -405,10 +394,9 @@ def test_rpc_balance_handle(default_conf, mocker):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=mock_balance),
-        get_ticker=MagicMock(
-            side_effect=lambda p, r: {'bid': 100} if p == "BTC/PAX" else {'bid': 0.01}),
+        get_tickers=tickers,
         get_valid_pair_combination=MagicMock(
-            side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}")
+            side_effect=lambda a, b: f"{b}/{a}" if a == "USDT" else f"{a}/{b}")
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -417,8 +405,8 @@ def test_rpc_balance_handle(default_conf, mocker):
     rpc._fiat_converter = CryptoToFiatConverter()
 
     result = rpc._rpc_balance(default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 12.15)
-    assert prec_satoshi(result['value'], 182250)
+    assert prec_satoshi(result['total'], 12.309096315)
+    assert prec_satoshi(result['value'], 184636.44472997)
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',
@@ -430,16 +418,16 @@ def test_rpc_balance_handle(default_conf, mocker):
         {'free': 1.0,
          'balance': 5.0,
          'currency': 'ETH',
-         'est_btc': 0.05,
+         'est_btc': 0.30794,
          'used': 4.0
          },
         {'free': 5.0,
          'balance': 10.0,
-         'currency': 'PAX',
-         'est_btc': 0.1,
+         'currency': 'USDT',
+         'est_btc': 0.0011563153318162476,
          'used': 5.0}
     ]
-    assert result['total'] == 12.15
+    assert result['total'] == 12.309096315331816
 
 
 def test_rpc_start(mocker, default_conf) -> None:
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a33ab8675..89fd90b0b 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -461,29 +461,10 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
 
 
-def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance) -> None:
-
-    def mock_ticker(symbol, refresh):
-        if symbol == 'BTC/USDT':
-            return {
-                'bid': 10000.00,
-                'ask': 10000.00,
-                'last': 10000.00,
-            }
-        elif symbol == 'XRP/BTC':
-            return {
-                'bid': 0.00001,
-                'ask': 0.00001,
-                'last': 0.00001,
-            }
-        return {
-            'bid': 0.1,
-            'ask': 0.1,
-            'last': 0.1,
-        }
+def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tickers) -> None:
 
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
 

From 1bf8d8cff320da2b8e05fd64102faaf33e786e2f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 Nov 2019 06:33:07 +0100
Subject: [PATCH 0549/1495] show /balance in stake currency

---
 freqtrade/rpc/api_server.py     |  3 ++-
 freqtrade/rpc/rpc.py            | 24 +++++++++++++-----------
 freqtrade/rpc/telegram.py       |  7 ++++---
 tests/rpc/test_rpc.py           | 25 +++++++++++++++----------
 tests/rpc/test_rpc_apiserver.py |  3 ++-
 tests/rpc/test_rpc_telegram.py  |  3 ++-
 6 files changed, 38 insertions(+), 27 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f87165253..4baca7f22 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -354,7 +354,8 @@ class ApiServer(RPC):
 
         Returns the current status of the trades in json format
         """
-        results = self._rpc_balance(self._config.get('fiat_display_currency', ''))
+        results = self._rpc_balance(self._config['stake_currency'],
+                                    self._config.get('fiat_display_currency', ''))
         return self.rest_dump(results)
 
     @require_login
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e338cd6dd..137e72ea6 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -297,7 +297,7 @@ class RPC:
             'best_rate': round(bp_rate * 100, 2),
         }
 
-    def _rpc_balance(self, fiat_display_currency: str) -> Dict:
+    def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
         """ Returns current account balance per crypto """
         output = []
         total = 0.0
@@ -310,27 +310,29 @@ class RPC:
             if not balance['total']:
                 continue
 
-            if coin == 'BTC':
+            est_stake: float = 0
+            if coin == stake_currency:
                 rate = 1.0
+                est_stake = balance['total']
             else:
                 try:
-                    pair = self._freqtrade.exchange.get_valid_pair_combination(coin, "BTC")
-
-                    if pair.startswith("BTC"):
-                        rate = 1.0 / tickers.get(pair, {}).get('bid', 1)
-                    else:
-                        rate = tickers.get(pair, {}).get('bid', 1)
+                    pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
+                    rate = tickers.get(pair, {}).get('bid', None)
+                    if rate:
+                        if pair.startswith(stake_currency):
+                            rate = 1.0 / rate
+                        est_stake = rate * balance['total']
                 except (TemporaryError, DependencyException):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
-            est_btc: float = rate * balance['total']
-            total = total + est_btc
+            total = total + (est_stake or 0)
             output.append({
                 'currency': coin,
                 'free': balance['free'] if balance['free'] is not None else 0,
                 'balance': balance['total'] if balance['total'] is not None else 0,
                 'used': balance['used'] if balance['used'] is not None else 0,
-                'est_btc': est_btc,
+                'est_stake': est_stake or 0,
+                'stake': stake_currency,
             })
         if total == 0.0:
             if self._freqtrade.config.get('dry_run', False):
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0547af7b0..2ae22f472 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -325,15 +325,16 @@ class Telegram(RPC):
     def _balance(self, update: Update, context: CallbackContext) -> None:
         """ Handler for /balance """
         try:
-            result = self._rpc_balance(self._config.get('fiat_display_currency', ''))
+            result = self._rpc_balance(self._config['stake_currency'],
+                                       self._config.get('fiat_display_currency', ''))
             output = ''
             for currency in result['currencies']:
-                if currency['est_btc'] > 0.0001:
+                if currency['est_stake'] > 0.0001:
                     curr_output = "*{currency}:*\n" \
                             "\t`Available: {free: .8f}`\n" \
                             "\t`Balance: {balance: .8f}`\n" \
                             "\t`Pending: {used: .8f}`\n" \
-                            "\t`Est. BTC: {est_btc: .8f}`\n".format(**currency)
+                            "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
                 else:
                     curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index d745212ac..2c7228274 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -363,7 +363,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
-        rpc._rpc_balance(default_conf['fiat_display_currency'])
+        rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
 
 
 def test_rpc_balance_handle(default_conf, mocker, tickers):
@@ -404,28 +404,33 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
-    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
     assert prec_satoshi(result['total'], 12.309096315)
     assert prec_satoshi(result['value'], 184636.44472997)
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',
-            'free': 10.0,
-            'balance': 12.0,
-            'used': 2.0,
-            'est_btc': 12.0,
+         'free': 10.0,
+         'balance': 12.0,
+         'used': 2.0,
+         'est_stake': 12.0,
+         'stake': 'BTC',
          },
         {'free': 1.0,
          'balance': 5.0,
          'currency': 'ETH',
-         'est_btc': 0.30794,
-         'used': 4.0
+         'est_stake': 0.30794,
+         'used': 4.0,
+         'stake': 'BTC',
+
          },
         {'free': 5.0,
          'balance': 10.0,
          'currency': 'USDT',
-         'est_btc': 0.0011563153318162476,
-         'used': 5.0}
+         'est_stake': 0.0011563153318162476,
+         'used': 5.0,
+         'stake': 'BTC',
+         }
     ]
     assert result['total'] == 12.309096315331816
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 8eff37023..4dc3fd265 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -256,7 +256,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
         'free': 12.0,
         'balance': 12.0,
         'used': 0.0,
-        'est_btc': 12.0,
+        'est_stake': 12.0,
+        'stake': 'BTC',
     }
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 89fd90b0b..c848a3efd 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -545,7 +545,8 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
             'free': 1.0,
             'used': 0.5,
             'balance': i,
-            'est_btc': 1
+            'est_stake': 1,
+            'stake': 'BTC',
         })
     mocker.patch('freqtrade.rpc.rpc.RPC._rpc_balance', return_value={
         'currencies': balances,

From 50350a09cd494c802a1586cfaec9bf78ef876c4f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 Nov 2019 19:41:51 +0100
Subject: [PATCH 0550/1495] use wallets instead of doing a direct call to
 /balance

---
 freqtrade/rpc/rpc.py            | 14 +++++++-------
 freqtrade/wallets.py            |  5 ++++-
 tests/rpc/test_rpc_apiserver.py |  2 +-
 3 files changed, 12 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 137e72ea6..4cebe646e 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -306,14 +306,14 @@ class RPC:
         except (TemporaryError, DependencyException):
             raise RPCException('Error getting current tickers.')
 
-        for coin, balance in self._freqtrade.exchange.get_balances().items():
-            if not balance['total']:
+        for coin, balance in self._freqtrade.wallets.get_all_balances().items():
+            if not balance.total:
                 continue
 
             est_stake: float = 0
             if coin == stake_currency:
                 rate = 1.0
-                est_stake = balance['total']
+                est_stake = balance.total
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
@@ -321,16 +321,16 @@ class RPC:
                     if rate:
                         if pair.startswith(stake_currency):
                             rate = 1.0 / rate
-                        est_stake = rate * balance['total']
+                        est_stake = rate * balance.total
                 except (TemporaryError, DependencyException):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
             total = total + (est_stake or 0)
             output.append({
                 'currency': coin,
-                'free': balance['free'] if balance['free'] is not None else 0,
-                'balance': balance['total'] if balance['total'] is not None else 0,
-                'used': balance['used'] if balance['used'] is not None else 0,
+                'free': balance.free if balance.free is not None else 0,
+                'balance': balance.total if balance.total is not None else 0,
+                'used': balance.used if balance.used is not None else 0,
                 'est_stake': est_stake or 0,
                 'stake': stake_currency,
             })
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 90b68c49d..c674b5286 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -2,7 +2,7 @@
 """ Wallet """
 
 import logging
-from typing import Dict, NamedTuple
+from typing import Dict, NamedTuple, Any
 from freqtrade.exchange import Exchange
 from freqtrade import constants
 
@@ -72,3 +72,6 @@ class Wallets:
             )
 
         logger.info('Wallets synced.')
+
+    def get_all_balances(self) -> Dict[str, Any]:
+        return self._wallets
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4dc3fd265..7b3e787f4 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -243,9 +243,9 @@ def test_api_balance(botclient, mocker, rpc_balance):
             'last': 0.1,
         }
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
+    ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)

From 1b337fe5e1c1cc67752aa8af6b0bf7f612038d96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 Nov 2019 19:47:20 +0100
Subject: [PATCH 0551/1495] Remove unnecessary code piece

---
 tests/rpc/test_rpc_apiserver.py | 18 ------------------
 1 file changed, 18 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7b3e787f4..8d5b4a6b8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -224,24 +224,6 @@ def test_api_stopbuy(botclient):
 def test_api_balance(botclient, mocker, rpc_balance):
     ftbot, client = botclient
 
-    def mock_ticker(symbol, refresh):
-        if symbol == 'BTC/USDT':
-            return {
-                'bid': 10000.00,
-                'ask': 10000.00,
-                'last': 10000.00,
-            }
-        elif symbol == 'XRP/BTC':
-            return {
-                'bid': 0.00001,
-                'ask': 0.00001,
-                'last': 0.00001,
-            }
-        return {
-            'bid': 0.1,
-            'ask': 0.1,
-            'last': 0.1,
-        }
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")

From a3415e52c0311e901be1267925ac26f23601ad0c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 15:20:53 +0100
Subject: [PATCH 0552/1495] Fix some test-types

---
 tests/rpc/test_rpc.py           |  2 +-
 tests/rpc/test_rpc_apiserver.py | 18 ++++++++++++------
 tests/rpc/test_rpc_manager.py   |  5 ++++-
 tests/rpc/test_rpc_telegram.py  |  4 ++--
 tests/rpc/test_rpc_webhook.py   |  2 +-
 tests/test_freqtradebot.py      | 11 ++++++-----
 6 files changed, 26 insertions(+), 16 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index fb7a5276a..0e8588aea 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -697,8 +697,8 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
     pair = 'XRP/BTC'
 
     # Test not buying
-    default_conf['stake_amount'] = 0.0000001
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot.config['stake_amount'] = 0.0000001
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 8eff37023..a59fd1942 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -23,7 +23,7 @@ _TEST_PASS = "SuperSecurePassword1!"
 def botclient(default_conf, mocker):
     default_conf.update({"api_server": {"enabled": True,
                                         "listen_ip_address": "127.0.0.1",
-                                        "listen_port": "8080",
+                                        "listen_port": 8080,
                                         "username": _TEST_USER,
                                         "password": _TEST_PASS,
                                         }})
@@ -133,7 +133,10 @@ def test_api__init__(default_conf, mocker):
 def test_api_run(default_conf, mocker, caplog):
     default_conf.update({"api_server": {"enabled": True,
                                         "listen_ip_address": "127.0.0.1",
-                                        "listen_port": "8080"}})
+                                        "listen_port": 8080,
+                                        "username": "TestUser",
+                                        "password": "testPass",
+                                        }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
 
@@ -146,7 +149,7 @@ def test_api_run(default_conf, mocker, caplog):
     apiserver.run()
     assert server_mock.call_count == 1
     assert server_mock.call_args_list[0][0][0] == "127.0.0.1"
-    assert server_mock.call_args_list[0][0][1] == "8080"
+    assert server_mock.call_args_list[0][0][1] == 8080
     assert isinstance(server_mock.call_args_list[0][0][2], Flask)
     assert hasattr(apiserver, "srv")
 
@@ -158,14 +161,14 @@ def test_api_run(default_conf, mocker, caplog):
     server_mock.reset_mock()
     apiserver._config.update({"api_server": {"enabled": True,
                                              "listen_ip_address": "0.0.0.0",
-                                             "listen_port": "8089",
+                                             "listen_port": 8089,
                                              "password": "",
                                              }})
     apiserver.run()
 
     assert server_mock.call_count == 1
     assert server_mock.call_args_list[0][0][0] == "0.0.0.0"
-    assert server_mock.call_args_list[0][0][1] == "8089"
+    assert server_mock.call_args_list[0][0][1] == 8089
     assert isinstance(server_mock.call_args_list[0][0][2], Flask)
     assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog)
     assert log_has("Starting Local Rest Server.", caplog)
@@ -186,7 +189,10 @@ def test_api_run(default_conf, mocker, caplog):
 def test_api_cleanup(default_conf, mocker, caplog):
     default_conf.update({"api_server": {"enabled": True,
                                         "listen_ip_address": "127.0.0.1",
-                                        "listen_port": "8080"}})
+                                        "listen_port": 8080,
+                                        "username": "TestUser",
+                                        "password": "testPass",
+                                        }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock())
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index c9fbf8c3b..edf6bae4d 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -173,7 +173,10 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
     default_conf["telegram"]["enabled"] = False
     default_conf["api_server"] = {"enabled": True,
                                   "listen_ip_address": "127.0.0.1",
-                                  "listen_port": "8080"}
+                                  "listen_port": 8080,
+                                  "username": "TestUser",
+                                  "password": "TestPass",
+                                  }
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
     # Sleep to allow the thread to start
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a33ab8675..f69c2ac38 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -144,9 +144,9 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
 
 
 def test_status(default_conf, update, mocker, fee, ticker,) -> None:
-    update.message.chat.id = 123
+    update.message.chat.id = "123"
     default_conf['telegram']['enabled'] = False
-    default_conf['telegram']['chat_id'] = 123
+    default_conf['telegram']['chat_id'] = "123"
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index dbbc4cefb..c066aa8e7 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -113,7 +113,7 @@ def test_send_msg(default_conf, mocker):
 
 def test_exception_send_msg(default_conf, mocker, caplog):
     default_conf["webhook"] = get_webhook_dict()
-    default_conf["webhook"]["webhookbuy"] = None
+    del default_conf["webhook"]["webhookbuy"]
 
     webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
     webhook.send_msg({'type': RPCMessageType.BUY_NOTIFICATION})
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b01c8e247..76a50f0f4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -299,7 +299,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
                                   limit_buy_order, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['stake_amount'] = 0.0000098751
+    default_conf['stake_amount'] = 0.0098751
     default_conf['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -313,7 +313,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.0000098751
+    assert trade.stake_amount == 0.0098751
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -321,11 +321,11 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.0000098751
+    assert trade.stake_amount == 0.0098751
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 1.97502e-05
+    assert Trade.total_open_trades_stakes() == 1.97502e-02
 
 
 def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
@@ -522,8 +522,9 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
         get_fee=fee,
     )
 
-    default_conf['stake_amount'] = 0.000000005
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = 0.000000005
+
     patch_get_signal(freqtrade)
 
     assert not freqtrade.create_trades()

From 4dc0631a4b8aa8e65ca7d85690f3e5b6dd560211 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 15:41:09 +0100
Subject: [PATCH 0553/1495] Lower minimum tradeable value

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index bf5d822c6..c16850c38 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -71,7 +71,7 @@ CONF_SCHEMA = {
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {
             "type": ["number", "string"],
-            "minimum": 0.0005,
+            "minimum": 0.0001,
             "pattern": UNLIMITED_STAKE_AMOUNT
         },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},

From af3eea38055acdcf533f9810d282205bc315399e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 15:49:46 +0100
Subject: [PATCH 0554/1495] Move config json validation to after strategy
 loading

Otherwise attributes are mandatory in configuration
while they could be set in the strategy
---
 freqtrade/configuration/config_validation.py | 5 +++++
 freqtrade/configuration/configuration.py     | 8 --------
 freqtrade/optimize/backtesting.py            | 5 ++++-
 freqtrade/optimize/edge_cli.py               | 5 ++++-
 4 files changed, 13 insertions(+), 10 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 8a7641a08..bfba59385 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -61,6 +61,11 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     :param conf: Config in JSON format
     :return: Returns None if everything is ok, otherwise throw an OperationalException
     """
+
+    # validate configuration before returning
+    logger.info('Validating configuration ...')
+    validate_config_schema(conf)
+
     # validating trailing stoploss
     _validate_trailing_stoploss(conf)
     _validate_edge(conf)
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 93eee3912..277bf8da9 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -9,8 +9,6 @@ from typing import Any, Callable, Dict, List, Optional
 
 from freqtrade import OperationalException, constants
 from freqtrade.configuration.check_exchange import check_exchange
-from freqtrade.configuration.config_validation import (validate_config_consistency,
-                                                       validate_config_schema)
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import (create_datadir,
                                                           create_userdata_dir)
@@ -84,10 +82,6 @@ class Configuration:
         if 'pairlists' not in config:
             config['pairlists'] = []
 
-        # validate configuration before returning
-        logger.info('Validating configuration ...')
-        validate_config_schema(config)
-
         return config
 
     def load_config(self) -> Dict[str, Any]:
@@ -118,8 +112,6 @@ class Configuration:
 
         process_temporary_deprecated_settings(config)
 
-        validate_config_consistency(config)
-
         return config
 
     def _process_logging_options(self, config: Dict[str, Any]) -> None:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2c2d116a4..d9fb1f2d1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -13,7 +13,8 @@ from pandas import DataFrame
 from tabulate import tabulate
 
 from freqtrade import OperationalException
-from freqtrade.configuration import TimeRange, remove_credentials
+from freqtrade.configuration import (TimeRange, remove_credentials,
+                                     validate_config_consistency)
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -75,10 +76,12 @@ class Backtesting:
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
                 self.strategylist.append(StrategyResolver(stratconf).strategy)
+                validate_config_consistency(stratconf)
 
         else:
             # No strategy list specified, only one strategy
             self.strategylist.append(StrategyResolver(self.config).strategy)
+            validate_config_consistency(self.config)
 
         if "ticker_interval" not in self.config:
             raise OperationalException("Ticker-interval needs to be set in either configuration "
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index 5a4543884..a667ebb92 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -9,7 +9,8 @@ from typing import Any, Dict
 from tabulate import tabulate
 
 from freqtrade import constants
-from freqtrade.configuration import TimeRange, remove_credentials
+from freqtrade.configuration import (TimeRange, remove_credentials,
+                                     validate_config_consistency)
 from freqtrade.edge import Edge
 from freqtrade.exchange import Exchange
 from freqtrade.resolvers import StrategyResolver
@@ -35,6 +36,8 @@ class EdgeCli:
         self.exchange = Exchange(self.config)
         self.strategy = StrategyResolver(self.config).strategy
 
+        validate_config_consistency(self.config)
+
         self.edge = Edge(config, self.exchange, self.strategy)
         # Set refresh_pairs to false for edge-cli (it must be true for edge)
         self.edge._refresh_pairs = False

From 8d002a8f28cadf73df6f496bf3b2f0e29cfa3870 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 Nov 2019 15:50:23 +0100
Subject: [PATCH 0555/1495] Fix some more tests

---
 tests/pairlist/test_pairlist.py | 5 -----
 tests/test_configuration.py     | 4 ----
 2 files changed, 9 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 76537880c..32d66d3e8 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -285,12 +285,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
-    del whitelist_conf['pairlists'][0]['method']
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-    with pytest.raises(OperationalException,
-                       match=r"No Pairlist defined!"):
-        get_patched_freqtradebot(mocker, whitelist_conf)
-    assert log_has_re("No method in .*", caplog)
 
     whitelist_conf['pairlists'] = []
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index e971d15ab..e50ba99ee 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -100,7 +100,6 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
 
     assert validated_conf['max_open_trades'] == 0
     assert 'internals' in validated_conf
-    assert log_has('Validating configuration ...', caplog)
 
 
 def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
@@ -132,7 +131,6 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
     assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
 
     assert 'internals' in validated_conf
-    assert log_has('Validating configuration ...', caplog)
 
 
 def test_from_config(default_conf, mocker, caplog) -> None:
@@ -159,7 +157,6 @@ def test_from_config(default_conf, mocker, caplog) -> None:
     assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
     assert validated_conf['fiat_display_currency'] == "EUR"
     assert 'internals' in validated_conf
-    assert log_has('Validating configuration ...', caplog)
     assert isinstance(validated_conf['user_data_dir'], Path)
 
 
@@ -191,7 +188,6 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
 
     assert validated_conf['max_open_trades'] > 999999999
     assert validated_conf['max_open_trades'] == float('inf')
-    assert log_has('Validating configuration ...', caplog)
     assert "runmode" in validated_conf
     assert validated_conf['runmode'] == RunMode.DRY_RUN
 

From e7be742c58c9d4e1e3b15e7e4dc8f6979b96836a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 07:05:18 +0100
Subject: [PATCH 0556/1495] Run validation after custom validations

---
 freqtrade/configuration/config_validation.py | 8 ++++----
 freqtrade/constants.py                       | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index bfba59385..4bfd24677 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -62,15 +62,15 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     :return: Returns None if everything is ok, otherwise throw an OperationalException
     """
 
-    # validate configuration before returning
-    logger.info('Validating configuration ...')
-    validate_config_schema(conf)
-
     # validating trailing stoploss
     _validate_trailing_stoploss(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
 
+    # validate configuration before returning
+    logger.info('Validating configuration ...')
+    validate_config_schema(conf)
+
 
 def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c16850c38..22dcc9755 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -66,7 +66,7 @@ MINIMAL_CONFIG = {
 CONF_SCHEMA = {
     'type': 'object',
     'properties': {
-        'max_open_trades': {'type': 'integer', 'minimum': -1},
+        'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
         'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {

From 646a9d12b20604a5536800af2a34ed667147f56f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 07:06:55 +0100
Subject: [PATCH 0557/1495] Align quoting of json schema

---
 freqtrade/constants.py | 36 ++++++++++++++++++------------------
 1 file changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 22dcc9755..58eb304a9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -70,9 +70,9 @@ CONF_SCHEMA = {
         'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {
-            "type": ["number", "string"],
-            "minimum": 0.0001,
-            "pattern": UNLIMITED_STAKE_AMOUNT
+            'type': ['number', 'string'],
+            'minimum': 0.0001,
+            'pattern': UNLIMITED_STAKE_AMOUNT
         },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
@@ -197,8 +197,8 @@ CONF_SCHEMA = {
                 'listen_ip_address': {'format': 'ipv4'},
                 'listen_port': {
                     'type': 'integer',
-                    "minimum": 1024,
-                    "maximum": 65535
+                    'minimum': 1024,
+                    'maximum': 65535
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
@@ -253,19 +253,19 @@ CONF_SCHEMA = {
         'edge': {
             'type': 'object',
             'properties': {
-                "enabled": {'type': 'boolean'},
-                "process_throttle_secs": {'type': 'integer', 'minimum': 600},
-                "calculate_since_number_of_days": {'type': 'integer'},
-                "allowed_risk": {'type': 'number'},
-                "capital_available_percentage": {'type': 'number'},
-                "stoploss_range_min": {'type': 'number'},
-                "stoploss_range_max": {'type': 'number'},
-                "stoploss_range_step": {'type': 'number'},
-                "minimum_winrate": {'type': 'number'},
-                "minimum_expectancy": {'type': 'number'},
-                "min_trade_number": {'type': 'number'},
-                "max_trade_duration_minute": {'type': 'integer'},
-                "remove_pumps": {'type': 'boolean'}
+                'enabled': {'type': 'boolean'},
+                'process_throttle_secs': {'type': 'integer', 'minimum': 600},
+                'calculate_since_number_of_days': {'type': 'integer'},
+                'allowed_risk': {'type': 'number'},
+                'capital_available_percentage': {'type': 'number'},
+                'stoploss_range_min': {'type': 'number'},
+                'stoploss_range_max': {'type': 'number'},
+                'stoploss_range_step': {'type': 'number'},
+                'minimum_winrate': {'type': 'number'},
+                'minimum_expectancy': {'type': 'number'},
+                'min_trade_number': {'type': 'number'},
+                'max_trade_duration_minute': {'type': 'integer'},
+                'remove_pumps': {'type': 'boolean'}
             },
             'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
         }

From 0775ac081a05a32446bcab3d30420b2874da1b63 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 07:12:30 +0100
Subject: [PATCH 0558/1495] Cleanup constants and required

---
 freqtrade/constants.py      | 2 +-
 freqtrade/rpc/api_server.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 58eb304a9..b485ba0d8 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -6,7 +6,6 @@ bot constants
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
-DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
@@ -280,5 +279,6 @@ CONF_SCHEMA = {
         'dry_run',
         'bid_strategy',
         'unfilledtimeout',
+        'stoploss',
     ]
 }
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f87165253..1ec8cc305 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -312,7 +312,7 @@ class ApiServer(RPC):
         logger.info("LocalRPC - Profit Command Called")
 
         stats = self._rpc_trade_statistics(self._config['stake_currency'],
-                                           self._config['fiat_display_currency']
+                                           self._config.get('fiat_display_currency')
                                            )
 
         return self.rest_dump(stats)

From d1511a108577629b8df45e36d185ffabeb5e29b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 07:12:39 +0100
Subject: [PATCH 0559/1495] Update some config documentation

---
 docs/configuration.md | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index f913d7dbb..bf7c07268 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,12 +40,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Command | Default | Description |
 |----------|---------|-------------|
-| `max_open_trades` | 3 | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
-| `stake_currency` | BTC | **Required.** Crypto-currency used for trading.
-| `stake_amount` | 0.05 | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
+| `max_open_trades` |  | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
+| `stake_currency` | | **Required.** Crypto-currency used for trading.
+| `stake_amount` | | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
 | `amount_reserve_percent` | 0.05 | Reserve some amount in min pair stake amount. Default is 5%. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals.
-| `ticker_interval` | [1m, 5m, 15m, 30m, 1h, 1d, ...] | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
-| `fiat_display_currency` | USD | **Required.** Fiat currency used to show your profits. More information below.
+| `ticker_interval` | 5m | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
+| `fiat_display_currency` | | Fiat currency used to show your profits. More information below.
 | `dry_run` | true | **Required.** Define if the bot must be in Dry-run or production mode.
 | `dry_run_wallet` | 999.9 | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
 | `process_only_new_candles` | false | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
@@ -94,8 +94,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
 | `initial_state` | running | Defines the initial application state. More information below.
 | `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
-| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`. 
-| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
+| `strategy` | | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
+| `strategy_path` | | Adds an additional strategy lookup path (must be a directory).
 | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
 | `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
 | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.

From 6ab7f93ce766ac708ea8b29919633dc5a156631d Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 25 Nov 2019 07:20:40 +0000
Subject: [PATCH 0560/1495] Bump scipy from 1.3.2 to 1.3.3

Bumps [scipy](https://github.com/scipy/scipy) from 1.3.2 to 1.3.3.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.3.2...v1.3.3)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index ff8de9cb2..96a22b42e 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.3.2
+scipy==1.3.3
 scikit-learn==0.21.3
 scikit-optimize==0.5.2
 filelock==3.0.12

From 28f73ecb3d02802f586cc27f15cbaed30769c886 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 25 Nov 2019 07:21:16 +0000
Subject: [PATCH 0561/1495] Bump ccxt from 1.19.54 to 1.19.86

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.19.54 to 1.19.86.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.19.54...1.19.86)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 2c176e9c3..ec6224c50 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.19.54
+ccxt==1.19.86
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From 0a7a1290e3ba062deeacba3205141fc763a04cf1 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 25 Nov 2019 07:21:32 +0000
Subject: [PATCH 0562/1495] Bump pytest-mock from 1.11.2 to 1.12.1

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.11.2 to 1.12.1.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v1.11.2...v1.12.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 297b95623..34b52c963 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.740
 pytest==5.2.4
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
-pytest-mock==1.11.2
+pytest-mock==1.12.1
 pytest-random-order==1.0.4
 
 # Convert jupyter notebooks to markdown documents

From 03f02294d1b351b415431cac82deed633b0cda60 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 25 Nov 2019 07:21:52 +0000
Subject: [PATCH 0563/1495] Bump pytest from 5.2.4 to 5.3.0

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.2.4 to 5.3.0.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.2.4...5.3.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 297b95623..2dc8c88d9 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
 mypy==0.740
-pytest==5.2.4
+pytest==5.3.0
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.11.2

From 418ca0030521d5d1d827c12c348820aefd545e83 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 25 Nov 2019 07:22:09 +0000
Subject: [PATCH 0564/1495] Bump jsonschema from 3.1.1 to 3.2.0

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 3.1.1 to 3.2.0.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v3.1.1...v3.2.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 2c176e9c3..8f6c7e3d6 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -8,7 +8,7 @@ cachetools==3.1.1
 requests==2.22.0
 urllib3==1.25.7
 wrapt==1.11.2
-jsonschema==3.1.1
+jsonschema==3.2.0
 TA-Lib==0.4.17
 tabulate==0.8.6
 coinmarketcap==5.0.3

From e7c17df844d08656de128d0baf2e83276f5a71e6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 12:56:05 +0100
Subject: [PATCH 0565/1495] validate defaults in documentation

---
 docs/configuration.md  | 58 +++++++++++++++++++++---------------------
 freqtrade/constants.py |  4 +--
 2 files changed, 31 insertions(+), 31 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index bf7c07268..68ecd4629 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,67 +40,67 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Command | Default | Description |
 |----------|---------|-------------|
-| `max_open_trades` |  | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
+| `max_open_trades` | | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
 | `stake_currency` | | **Required.** Crypto-currency used for trading.
 | `stake_amount` | | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
 | `amount_reserve_percent` | 0.05 | Reserve some amount in min pair stake amount. Default is 5%. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals.
-| `ticker_interval` | 5m | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
+| `ticker_interval` | | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
 | `fiat_display_currency` | | Fiat currency used to show your profits. More information below.
 | `dry_run` | true | **Required.** Define if the bot must be in Dry-run or production mode.
-| `dry_run_wallet` | 999.9 | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
+| `dry_run_wallet` | | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
 | `process_only_new_candles` | false | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
-| `minimal_roi` | See below | Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
-| `stoploss` | -0.10 | Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `minimal_roi` | | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
+| `stoploss` | |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop` | false | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop_positive` | 0 | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop_positive_offset` | 0 | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_only_offset_is_reached` | false | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `unfilledtimeout.buy` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
-| `unfilledtimeout.sell` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
-| `bid_strategy.ask_last_balance` | 0.0 | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
+| `unfilledtimeout.buy` | | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
+| `unfilledtimeout.sell` | | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
+| `bid_strategy.ask_last_balance` | | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
 | `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids.
-| `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
+| `bid_strategy.order_book_top` | 1 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
 | `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
 | `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks.
-| `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
+| `ask_strategy.order_book_min` | 1 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
+| `ask_strategy.order_book_max` | 1 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `ask_strategy.use_sell_signal` | true | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
 | `ask_strategy.sell_profit_only` | false | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
 | `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
-| `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
-| `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
-| `exchange.name` |  | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
+| `order_types` | | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
+| `order_time_in_force` | | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
+| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
-| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
+| `exchange.key` | | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
+| `exchange.secret` | | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
+| `exchange.password` | | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
 | `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
 | `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
-| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
+| `exchange.ccxt_config` | | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
+| `exchange.ccxt_async_config` | | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
-| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
+| `edge.*` | | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
 | `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
-| `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
-| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
-| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
+| `telegram.enabled` | | Enable the usage of Telegram.
+| `telegram.token` | | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
+| `telegram.chat_id` | | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
 | `webhook.enabled` | false | Enable usage of Webhook notifications
-| `webhook.url` | false | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
-| `webhook.webhookbuy` | false | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhooksell` | false | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhookstatus` | false | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.url` | | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
+| `webhook.webhookbuy` | | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.webhooksell` |  | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.webhookstatus` | | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
 | `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
 | `initial_state` | running | Defines the initial application state. More information below.
 | `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
 | `strategy` | | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
 | `strategy_path` | | Adds an additional strategy lookup path (must be a directory).
-| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
+| `internals.process_throttle_secs` | 5 | Set the process throttle. Value in second.
 | `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
 | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
 | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
-| `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`.
+| `user_data_dir` | | Directory containing user data. Defaults to `./user_data/`.
 
 ### Parameters in the strategy
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b485ba0d8..f6e08bc36 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -93,8 +93,8 @@ CONF_SCHEMA = {
         'unfilledtimeout': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'number', 'minimum': 3},
-                'sell': {'type': 'number', 'minimum': 10}
+                'buy': {'type': 'number', 'minimum': 1},
+                'sell': {'type': 'number', 'minimum': 1}
             }
         },
         'bid_strategy': {

From 37f698d9c1269d5b817a2a52b01d25b4f32450e2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 14:20:41 +0100
Subject: [PATCH 0566/1495] move default values to Description field

---
 docs/configuration.md | 72 +++++++++++++++++++++----------------------
 1 file changed, 36 insertions(+), 36 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 68ecd4629..5241eaab9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -43,62 +43,62 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `max_open_trades` | | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
 | `stake_currency` | | **Required.** Crypto-currency used for trading.
 | `stake_amount` | | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
-| `amount_reserve_percent` | 0.05 | Reserve some amount in min pair stake amount. Default is 5%. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals.
+| `amount_reserve_percent` | | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals. *Defaults to `0.05` (5%).*
 | `ticker_interval` | | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
 | `fiat_display_currency` | | Fiat currency used to show your profits. More information below.
-| `dry_run` | true | **Required.** Define if the bot must be in Dry-run or production mode.
+| `dry_run` | | **Required.** Define if the bot must be in Dry-run or production mode.  *Defaults to `true`.*
 | `dry_run_wallet` | | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
-| `process_only_new_candles` | false | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
+| `process_only_new_candles` | | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
 | `minimal_roi` | | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
 | `stoploss` | |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop` | false | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive` | 0 | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive_offset` | 0 | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_only_offset_is_reached` | false | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop` | | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive` | | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive_offset` | | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive.  *Defaults to `0.0` (no offset).* More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_only_offset_is_reached` | | Only apply trailing stoploss when the offset is reached.  *Defaults to `false`.* [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `unfilledtimeout.buy` | | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
 | `unfilledtimeout.sell` | | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
 | `bid_strategy.ask_last_balance` | | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
-| `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids.
-| `bid_strategy.order_book_top` | 1 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
-| `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
-| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
-| `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks.
-| `ask_strategy.order_book_min` | 1 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `ask_strategy.order_book_max` | 1 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `ask_strategy.use_sell_signal` | true | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
-| `ask_strategy.sell_profit_only` | false | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
-| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
+| `bid_strategy.use_order_book` | | Enable buying using the rates in Order Book Bids.
+| `bid_strategy.order_book_top` | | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*
+| `bid_strategy. check_depth_of_market.enabled` | | Does not buy if the difference of buy orders and sell orders is met in Order Book.  *Defaults to `false`.*
+| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*
+| `ask_strategy.use_order_book` | | Enable selling of open trades using Order Book Asks.
+| `ask_strategy.order_book_min` | | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. *Defaults to `1`.*
+| `ask_strategy.order_book_max` | | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. *Defaults to `1`.*
+| `ask_strategy.use_sell_signal` | | Use sell signals produced by the strategy in addition to the `minimal_roi`.  *Defaults to `true`.* [Strategy Override](#parameters-in-the-strategy).
+| `ask_strategy.sell_profit_only` | | Wait until the bot makes a positive profit before taking a sell decision.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
+| `ask_strategy.ignore_roi_if_buy_signal` | | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
 | `order_types` | | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
 | `order_time_in_force` | | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
 | `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
-| `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
-| `exchange.key` | | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.secret` | | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.password` | | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
-| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
+| `exchange.sandbox` | | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
+| `exchange.key` | | API key to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
+| `exchange.secret` | | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
+| `exchange.password` | | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secrete, do not disclose publicly.**
+| `exchange.pair_whitelist` | | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
+| `exchange.pair_blacklist` | | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
 | `exchange.ccxt_config` | | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.ccxt_async_config` | | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
+| `exchange.markets_refresh_interval` | | The interval in minutes in which markets are reloaded. *Defaults to `60` minutes.*
 | `edge.*` | | Please refer to [edge configuration document](edge.md) for detailed explanation.
-| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
-| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
+| `experimental.block_bad_exchanges` | | Block exchanges known to not work with freqtrade.  *Defaults to `true`.* Leave on default unless you want to test if that exchange works now.
+| `pairlists` | | Define one or more pairlists to be used. *Defaults to `StaticPairList`.* [More information below](#dynamic-pairlists).
 | `telegram.enabled` | | Enable the usage of Telegram.
-| `telegram.token` | | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
-| `telegram.chat_id` | | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
-| `webhook.enabled` | false | Enable usage of Webhook notifications
+| `telegram.token` | | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
+| `telegram.chat_id` | | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
+| `webhook.enabled` | | Enable usage of Webhook notifications
 | `webhook.url` | | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
 | `webhook.webhookbuy` | | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhooksell` |  | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.webhooksell` | | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
 | `webhook.webhookstatus` | | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
-| `initial_state` | running | Defines the initial application state. More information below.
-| `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
+| `db_url` | | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`, and to `sqlite:///tradesv3.sqlite` for production instances.
+| `initial_state` | | Defines the initial application state. More information below. *Defaults to `stopped`.*
+| `forcebuy_enable` | | Enables the RPC Commands to force a buy. More information below. 
 | `strategy` | | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
 | `strategy_path` | | Adds an additional strategy lookup path (must be a directory).
-| `internals.process_throttle_secs` | 5 | Set the process throttle. Value in second.
-| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
-| `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
+| `internals.process_throttle_secs` | | Set the process throttle. Value in second. *Defaults to `5` seconds.*
+| `internals.heartbeat_interval` | | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages. *Defaults to `60` seconds.*
+| `internals.sd_notify` | | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
 | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
 | `user_data_dir` | | Directory containing user data. Defaults to `./user_data/`.
 

From 12b9257c6d321e3ef34a3a32acd27b1f7cafb8d3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 14:25:02 +0100
Subject: [PATCH 0567/1495] new-lines before defaults in documentation

---
 docs/configuration.md | 126 +++++++++++++++++++++---------------------
 1 file changed, 63 insertions(+), 63 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5241eaab9..a29621585 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -38,69 +38,69 @@ The prevelance for all Options is as follows:
 
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `max_open_trades` | | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
-| `stake_currency` | | **Required.** Crypto-currency used for trading.
-| `stake_amount` | | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
-| `amount_reserve_percent` | | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals. *Defaults to `0.05` (5%).*
-| `ticker_interval` | | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
-| `fiat_display_currency` | | Fiat currency used to show your profits. More information below.
-| `dry_run` | | **Required.** Define if the bot must be in Dry-run or production mode.  *Defaults to `true`.*
-| `dry_run_wallet` | | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
-| `process_only_new_candles` | | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
-| `minimal_roi` | | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
-| `stoploss` | |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop` | | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive` | | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive_offset` | | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive.  *Defaults to `0.0` (no offset).* More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_only_offset_is_reached` | | Only apply trailing stoploss when the offset is reached.  *Defaults to `false`.* [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `unfilledtimeout.buy` | | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
-| `unfilledtimeout.sell` | | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
-| `bid_strategy.ask_last_balance` | | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
-| `bid_strategy.use_order_book` | | Enable buying using the rates in Order Book Bids.
-| `bid_strategy.order_book_top` | | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*
-| `bid_strategy. check_depth_of_market.enabled` | | Does not buy if the difference of buy orders and sell orders is met in Order Book.  *Defaults to `false`.*
-| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*
-| `ask_strategy.use_order_book` | | Enable selling of open trades using Order Book Asks.
-| `ask_strategy.order_book_min` | | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. *Defaults to `1`.*
-| `ask_strategy.order_book_max` | | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. *Defaults to `1`.*
-| `ask_strategy.use_sell_signal` | | Use sell signals produced by the strategy in addition to the `minimal_roi`.  *Defaults to `true`.* [Strategy Override](#parameters-in-the-strategy).
-| `ask_strategy.sell_profit_only` | | Wait until the bot makes a positive profit before taking a sell decision.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
-| `ask_strategy.ignore_roi_if_buy_signal` | | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`.  *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
-| `order_types` | | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
-| `order_time_in_force` | | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
-| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
-| `exchange.sandbox` | | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
-| `exchange.key` | | API key to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
-| `exchange.secret` | | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
-| `exchange.password` | | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secrete, do not disclose publicly.**
-| `exchange.pair_whitelist` | | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
-| `exchange.pair_blacklist` | | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
-| `exchange.ccxt_config` | | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.ccxt_async_config` | | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.markets_refresh_interval` | | The interval in minutes in which markets are reloaded. *Defaults to `60` minutes.*
-| `edge.*` | | Please refer to [edge configuration document](edge.md) for detailed explanation.
-| `experimental.block_bad_exchanges` | | Block exchanges known to not work with freqtrade.  *Defaults to `true`.* Leave on default unless you want to test if that exchange works now.
-| `pairlists` | | Define one or more pairlists to be used. *Defaults to `StaticPairList`.* [More information below](#dynamic-pairlists).
-| `telegram.enabled` | | Enable the usage of Telegram.
-| `telegram.token` | | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
-| `telegram.chat_id` | | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
-| `webhook.enabled` | | Enable usage of Webhook notifications
-| `webhook.url` | | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
-| `webhook.webhookbuy` | | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhooksell` | | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhookstatus` | | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `db_url` | | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`, and to `sqlite:///tradesv3.sqlite` for production instances.
-| `initial_state` | | Defines the initial application state. More information below. *Defaults to `stopped`.*
-| `forcebuy_enable` | | Enables the RPC Commands to force a buy. More information below. 
-| `strategy` | | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
-| `strategy_path` | | Adds an additional strategy lookup path (must be a directory).
-| `internals.process_throttle_secs` | | Set the process throttle. Value in second. *Defaults to `5` seconds.*
-| `internals.heartbeat_interval` | | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages. *Defaults to `60` seconds.*
-| `internals.sd_notify` | | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
-| `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
-| `user_data_dir` | | Directory containing user data. Defaults to `./user_data/`.
+|  Command | Description |
+|----------|-------------|
+| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
+| `stake_currency` | **Required.** Crypto-currency used for trading.
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
+| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
+| `ticker_interval` | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
+| `fiat_display_currency` | Fiat currency used to show your profits. More information below.
+| `dry_run` | **Required.** Define if the bot must be in Dry-run or production mode. 
      *Defaults to `true`.*
+| `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
+| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. 
      *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
+| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
+| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop` | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive` | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. 
      *Defaults to `0.0` (no offset).* More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
+| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
+| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
+| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
+| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids.
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*
+| `bid_strategy. check_depth_of_market.enabled` | Does not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.*
+| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*
+| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks.
+| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.*
+| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.*
+| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
+| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
+| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
+| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
+| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
+| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
+| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
+| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
+| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
+| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secrete, do not disclose publicly.**
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
+| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
+| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
+| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.*
+| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
+| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
+| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.* 
+| `telegram.enabled` | Enable the usage of Telegram.
+| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
+| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
+| `webhook.enabled` | Enable usage of Webhook notifications
+| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
+| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`, and to `sqlite:///tradesv3.sqlite` for production instances.
+| `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.*
+| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
+| `strategy` | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
+| `strategy_path` | Adds an additional strategy lookup path (must be a directory).
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.*
+| `internals.heartbeat_interval` | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.*
+| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
+| `logfile` | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
+| `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*.
 
 ### Parameters in the strategy
 

From 9e7d367b5c30989729848b37b0f5ba8f5eb45208 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 25 Nov 2019 15:43:09 +0100
Subject: [PATCH 0568/1495] Realign strategy_override paramters

---
 docs/configuration.md | 13 ++++++++-----
 1 file changed, 8 insertions(+), 5 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a29621585..296c19d36 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -41,19 +41,19 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 |  Command | Description |
 |----------|-------------|
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
-| `stake_currency` | **Required.** Crypto-currency used for trading.
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance.
+| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance. [Strategy Override](#parameters-in-the-strategy).
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
 | `ticker_interval` | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
 | `fiat_display_currency` | Fiat currency used to show your profits. More information below.
 | `dry_run` | **Required.** Define if the bot must be in Dry-run or production mode. 
      *Defaults to `true`.*
 | `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
-| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. 
      *Defaults to `false`.* [Strategy Override](#parameters-in-the-strategy).
+| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*
 | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
 | `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop` | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop_positive` | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. 
      *Defaults to `0.0` (no offset).* More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).*
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
@@ -107,15 +107,18 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 The following parameters can be set in either configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
-* `ticker_interval`
 * `minimal_roi`
+* `ticker_interval`
 * `stoploss`
 * `trailing_stop`
 * `trailing_stop_positive`
 * `trailing_stop_positive_offset`
+* `trailing_only_offset_is_reached`
 * `process_only_new_candles`
 * `order_types`
 * `order_time_in_force`
+* `stake_currency`
+* `stake_amount`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)

From 8204107315fdda493c254b592c86adb448c2b157 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 11:57:02 +0300
Subject: [PATCH 0569/1495] Add test for get_min_pair_stake_amount() with real
 data

---
 tests/test_freqtradebot.py | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b01c8e247..937723073 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -334,6 +334,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.stoploss = -0.05
     markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
+
     # no pair found
     mocker.patch(
         'freqtrade.exchange.Exchange.markets',
@@ -440,6 +441,25 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     assert result == min(8, 2 * 2) / 0.9
 
 
+def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.stoploss = -0.05
+    markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
+
+    # Real Binance data
+    markets["ETH/BTC"]["limits"] = {
+        'cost': {'min': 0.0001},
+        'amount': {'min': 0.001}
+    }
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets',
+        PropertyMock(return_value=markets)
+    )
+    result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 0.020405)
+    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
+
 def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

From 17269c88bef96618cf91bbe6ceabbefa3ae37c39 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 11:57:58 +0300
Subject: [PATCH 0570/1495] Fix _get_min_pair_stake_amount()

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 358c63f90..b5d157635 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -266,7 +266,7 @@ class FreqtradeBot:
             amount_reserve_percent += self.strategy.stoploss
         # it should not be more than 50%
         amount_reserve_percent = max(amount_reserve_percent, 0.5)
-        return min(min_stake_amounts) / amount_reserve_percent
+        return max(min_stake_amounts) / amount_reserve_percent
 
     def create_trades(self) -> bool:
         """

From 0ac592ad40a473a8a7adfc4ab7319d14c2a00632 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 12:00:20 +0300
Subject: [PATCH 0571/1495] Fix markets in conftest

---
 tests/conftest.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index fbd23a0dc..bf245a840 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -325,7 +325,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -351,7 +351,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -376,7 +376,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -401,7 +401,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -426,7 +426,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -451,7 +451,7 @@ def get_markets():
                 },
                 'price': 500000,
                 'cost': {
-                    'min': 1,
+                    'min': 0.0001,
                     'max': 500000,
                 },
             },
@@ -479,7 +479,7 @@ def get_markets():
                     'max': None
                 },
                 'cost': {
-                    'min': 0.001,
+                    'min': 0.0001,
                     'max': None
                 }
             },

From 8e1e20bf0d536e8b4b46c8ea26757a180419e080 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 12:07:43 +0300
Subject: [PATCH 0572/1495] Fix some tests

---
 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 937723073..746a05cc6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -299,7 +299,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
                                   limit_buy_order, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['stake_amount'] = 0.0000098751
+    default_conf['stake_amount'] = 0.00098751
     default_conf['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -313,7 +313,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.0000098751
+    assert trade.stake_amount == 0.00098751
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -321,11 +321,11 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.0000098751
+    assert trade.stake_amount == 0.00098751
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 1.97502e-05
+    assert Trade.total_open_trades_stakes() == 1.97502e-03
 
 
 def test_get_min_pair_stake_amount(mocker, default_conf) -> None:

From 066f32406058b22b0d3c227745cd205ec6ab3418 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 12:28:04 +0300
Subject: [PATCH 0573/1495] Make flake happy

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 746a05cc6..31e9f8750 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -460,6 +460,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
     result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 0.020405)
     assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
 
+
 def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

From 585b8332ad61098fe95bce3e674c559363377dc3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 26 Nov 2019 11:48:01 +0100
Subject: [PATCH 0574/1495] Improve tests and unify required attribute

---
 freqtrade/constants.py      |  4 +---
 tests/test_configuration.py | 10 ++++++++--
 2 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f6e08bc36..0d52bf405 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -269,10 +269,8 @@ CONF_SCHEMA = {
             'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
         }
     },
-    'anyOf': [
-        {'required': ['exchange']}
-    ],
     'required': [
+        'exchange',
         'max_open_trades',
         'stake_currency',
         'stake_amount',
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index e50ba99ee..60bd6d7df 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -40,10 +40,16 @@ def test_load_config_invalid_pair(default_conf) -> None:
 
 
 def test_load_config_missing_attributes(default_conf) -> None:
-    default_conf.pop('exchange')
+    conf = deepcopy(default_conf)
+    conf.pop('exchange')
 
     with pytest.raises(ValidationError, match=r".*'exchange' is a required property.*"):
-        validate_config_schema(default_conf)
+        validate_config_schema(conf)
+
+    conf = deepcopy(default_conf)
+    conf.pop('stake_currency')
+    with pytest.raises(ValidationError, match=r".*'stake_currency' is a required property.*"):
+        validate_config_schema(conf)
 
 
 def test_load_config_incorrect_stake_amount(default_conf) -> None:

From cceb00c4065c1a66ff7995f7a59304365e75b046 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 26 Nov 2019 12:12:41 +0100
Subject: [PATCH 0575/1495] Try coveralls

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 047a34dd6..f6a111944 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -74,7 +74,7 @@ jobs:
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
         export TRAVIS_BRANCH=${GITHUB_REF#"ref/heads"}
-        export TRAVIS_BRANCH=${HEAD_REF}
+        export CI_BRANCH=${GITHUB_REF#"ref/heads"}
         echo "${TRAVIS_BRANCH}"
         coveralls || true
 

From 8e7512161ad3ecfa82a06197b0e5a0241737e753 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 26 Nov 2019 15:01:42 +0300
Subject: [PATCH 0576/1495] Add hyperopt-list and hyperopt-show commands

---
 freqtrade/configuration/arguments.py     |  27 +-
 freqtrade/configuration/cli_options.py   |  39 +++
 freqtrade/configuration/configuration.py |  15 ++
 freqtrade/optimize/hyperopt.py           | 304 +++++++++++++----------
 freqtrade/utils.py                       |  99 ++++++++
 5 files changed, 353 insertions(+), 131 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 29d0d98a2..fa1d77407 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -49,8 +49,14 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
+ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
+                      "print_json", "hyperopt_list_no_details"]
+
+ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
+                      "print_json", "hyperopt_show_no_header"]
+
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
-                    "plot-dataframe", "plot-profit"]
+                    "hyperopt_list", "hyperopt_show", "plot-dataframe", "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"]
 
@@ -116,6 +122,7 @@ class Arguments:
 
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
         from freqtrade.utils import (start_create_userdir, start_download_data,
+                                     start_hyperopt_list, start_hyperopt_show,
                                      start_list_exchanges, start_list_markets,
                                      start_list_timeframes, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
@@ -220,3 +227,21 @@ class Arguments:
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
+
+        # Add hyperopt-list subcommand
+        hyperopt_list_cmd = subparsers.add_parser(
+            'hyperopt-list',
+            help='List Hyperopt results',
+            parents=[_common_parser],
+        )
+        hyperopt_list_cmd.set_defaults(func=start_hyperopt_list)
+        self._build_args(optionlist=ARGS_HYPEROPT_LIST, parser=hyperopt_list_cmd)
+
+        # Add hyperopt-show subcommand
+        hyperopt_show_cmd = subparsers.add_parser(
+            'hyperopt-show',
+            help='Show details of Hyperopt results',
+            parents=[_common_parser],
+        )
+        hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
+        self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd)
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index 6dc5ef026..beed2b835 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -18,6 +18,18 @@ def check_int_positive(value: str) -> int:
     return uint
 
 
+def check_int_nonzero(value: str) -> int:
+    try:
+        uint = int(value)
+        if uint == 0:
+            raise ValueError
+    except ValueError:
+        raise argparse.ArgumentTypeError(
+            f"{value} is invalid for this parameter, should be a non-zero integer value"
+        )
+    return uint
+
+
 class Arg:
     # Optional CLI arguments
     def __init__(self, *args, **kwargs):
@@ -364,4 +376,31 @@ AVAILABLE_CLI_OPTIONS = {
         choices=["DB", "file"],
         default="file",
     ),
+    # hyperopt-list, hyperopt-show
+    "hyperopt_list_profitable": Arg(
+        '--profitable',
+        help='Select only profitable epochs.',
+        action='store_true',
+    ),
+    "hyperopt_list_best": Arg(
+        '--best',
+        help='Select only best epochs.',
+        action='store_true',
+    ),
+    "hyperopt_list_no_details": Arg(
+        '--no-details',
+        help='Do not print best epoch details.',
+        action='store_true',
+    ),
+    "hyperopt_show_index": Arg(
+        '-n', '--index',
+        help='Specify the index of the epoch to print details for.',
+        type=check_int_nonzero,
+        metavar='INT',
+    ),
+    "hyperopt_show_no_header": Arg(
+        '--no-header',
+        help='Do not print epoch details header.',
+        action='store_true',
+    ),
 }
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 93eee3912..6552078c8 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -308,6 +308,21 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_loss',
                              logstring='Using Hyperopt loss class name: {}')
 
+        self._args_to_config(config, argname='hyperopt_show_index',
+                             logstring='Parameter -n/--index detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_best',
+                             logstring='Parameter --best detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_profitable',
+                             logstring='Parameter --profitable detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_no_details',
+                             logstring='Parameter --no-details detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_show_no_header',
+                             logstring='Parameter --no-header detected: {}')
+
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='pairs',
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 836309a62..2ef8ddc2f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -74,11 +74,11 @@ class Hyperopt:
         else:
             logger.info("Continuing on previous hyperopt results.")
 
+        self.num_trials_saved = 0
+
         # Previous evaluations
         self.trials: List = []
 
-        self.num_trials_saved = 0
-
         # Populate functions here (hasattr is slow so should not be run during "regular" operations)
         if hasattr(self.custom_hyperopt, 'populate_indicators'):
             self.backtesting.strategy.advise_indicators = \
@@ -104,6 +104,10 @@ class Hyperopt:
                 self.config['ask_strategy'] = {}
             self.config['ask_strategy']['use_sell_signal'] = True
 
+        self.print_all = self.config.get('print_all', False)
+        self.print_colorized = self.config.get('print_colorized', False)
+        self.print_json = self.config.get('print_json', False)
+
     @staticmethod
     def get_lock_filename(config) -> str:
 
@@ -119,20 +123,18 @@ class Hyperopt:
                 logger.info(f"Removing `{p}`.")
                 p.unlink()
 
-    def get_args(self, params):
+    def _get_params_dict(self, raw_params: List[Any]) -> Dict:
 
-        dimensions = self.dimensions
+        dimensions: List[Dimension] = self.dimensions
 
         # Ensure the number of dimensions match
-        # the number of parameters in the list x.
-        if len(params) != len(dimensions):
-            raise ValueError('Mismatch in number of search-space dimensions. '
-                             f'len(dimensions)=={len(dimensions)} and len(x)=={len(params)}')
+        # the number of parameters in the list.
+        if len(raw_params) != len(dimensions):
+            raise ValueError('Mismatch in number of search-space dimensions.')
 
-        # Create a dict where the keys are the names of the dimensions
-        # and the values are taken from the list of parameters x.
-        arg_dict = {dim.name: value for dim, value in zip(dimensions, params)}
-        return arg_dict
+        # Return a dict where the keys are the names of the dimensions
+        # and the values are taken from the list of parameters.
+        return {d.name: v for d, v in zip(dimensions, raw_params)}
 
     def save_trials(self, final: bool = False) -> None:
         """
@@ -147,106 +149,126 @@ class Hyperopt:
             logger.info(f"{num_trials} {plural(num_trials, 'epoch')} "
                         f"saved to '{self.trials_file}'.")
 
-    def read_trials(self) -> List:
+    @staticmethod
+    def _read_trials(trials_file) -> List:
         """
         Read hyperopt trials file
         """
-        logger.info("Reading Trials from '%s'", self.trials_file)
-        trials = load(self.trials_file)
-        self.trials_file.unlink()
+        logger.info("Reading Trials from '%s'", trials_file)
+        trials = load(trials_file)
         return trials
 
-    def log_trials_result(self) -> None:
+    def _get_params_details(self, params: Dict) -> Dict:
         """
-        Display Best hyperopt result
+        Return the params for each space
         """
-        # This is printed when Ctrl+C is pressed quickly, before first epochs have
-        # a chance to be evaluated.
-        if not self.trials:
-            print("No epochs evaluated yet, no best result.")
-            return
+        result: Dict = {}
 
-        results = sorted(self.trials, key=itemgetter('loss'))
-        best_result = results[0]
-        params = best_result['params']
-        log_str = self.format_results_logstring(best_result)
-        print(f"\nBest result:\n\n{log_str}\n")
+        if self.has_space('buy'):
+            result['buy'] = {p.name: params.get(p.name) for p in self.hyperopt_space('buy')}
+        if self.has_space('sell'):
+            result['sell'] = {p.name: params.get(p.name) for p in self.hyperopt_space('sell')}
+        if self.has_space('roi'):
+            result['roi'] = self.custom_hyperopt.generate_roi_table(params)
+        if self.has_space('stoploss'):
+            result['stoploss'] = params.get('stoploss')
 
-        if self.config.get('print_json'):
+        return result
+
+    @staticmethod  # noqa: C901
+    def print_epoch_details(results, total_epochs, print_json: bool,
+                            no_header: bool = False, header_str: str = None) -> None:
+        """
+        Display details of the hyperopt result
+        """
+        params = results['params_details']
+
+        # Default header string
+        if header_str is None:
+            header_str = "Best result"
+
+        if not no_header:
+            explanation_str = Hyperopt._format_explanation_string(results, total_epochs)
+            print(f"\n{header_str}:\n\n{explanation_str}\n")
+
+        if print_json:
             result_dict: Dict = {}
-            if self.has_space('buy') or self.has_space('sell'):
-                result_dict['params'] = {}
-            if self.has_space('buy'):
-                result_dict['params'].update({p.name: params.get(p.name)
-                                             for p in self.hyperopt_space('buy')})
-            if self.has_space('sell'):
-                result_dict['params'].update({p.name: params.get(p.name)
-                                             for p in self.hyperopt_space('sell')})
-            if self.has_space('roi'):
+            result_params_dict: Dict = {}
+            if 'buy' in params:
+                result_params_dict.update(params['buy'])
+            if 'sell' in params:
+                result_params_dict.update(params['sell'])
+            if result_params_dict:
+                result_dict['params'] = result_params_dict
+            if 'roi' in params:
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
                 # OrderedDict is used to keep the numeric order of the items
                 # in the dict.
                 result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items()
+                    (str(k), v) for k, v in params['roi'].items()
                 )
-            if self.has_space('stoploss'):
-                result_dict['stoploss'] = params.get('stoploss')
+            if 'stoploss' in params:
+                result_dict['stoploss'] = params['stoploss']
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
         else:
-            if self.has_space('buy'):
+            if 'buy' in params:
                 print('Buy hyperspace params:')
-                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
-                       indent=4)
-            if self.has_space('sell'):
+                pprint(params['buy'], indent=4)
+            if 'sell' in params:
                 print('Sell hyperspace params:')
-                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
-                       indent=4)
-            if self.has_space('roi'):
+                pprint(params['sell'], indent=4)
+            if 'roi' in params:
                 print("ROI table:")
                 # Round printed values to 5 digits after the decimal point
-                pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4)
-            if self.has_space('stoploss'):
+                pprint(round_dict(params['roi'], 5), indent=4)
+            if 'stoploss' in params:
                 # Also round to 5 digits after the decimal point
-                print(f"Stoploss: {round(params.get('stoploss'), 5)}")
+                print(f"Stoploss: {round(params['stoploss'], 5)}")
 
-    def is_best(self, results) -> bool:
-        return results['loss'] < self.current_best_loss
+    @staticmethod
+    def is_best_loss(results, current_best_loss) -> bool:
+        return results['loss'] < current_best_loss
 
-    def log_results(self, results) -> None:
+    def print_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
         """
-        print_all = self.config.get('print_all', False)
-        is_best_loss = self.is_best(results)
-
-        if not print_all:
+        is_best = results['is_best']
+        if not self.print_all:
+            # Print '\n' after each 100th epoch to separate dots from the log messages.
+            # Otherwise output is messy on a terminal.
             print('.', end='' if results['current_epoch'] % 100 != 0 else None)  # type: ignore
             sys.stdout.flush()
 
-        if print_all or is_best_loss:
-            if is_best_loss:
-                self.current_best_loss = results['loss']
-            log_str = self.format_results_logstring(results)
-            # Colorize output
-            if self.config.get('print_colorized', False):
-                if results['total_profit'] > 0:
-                    log_str = Fore.GREEN + log_str
-                if print_all and is_best_loss:
-                    log_str = Style.BRIGHT + log_str
-            if print_all:
-                print(log_str)
-            else:
-                print(f'\n{log_str}')
+        if self.print_all or is_best:
+            if not self.print_all:
+                # Separate the results explanation string from dots
+                print("\n")
+            self.print_results_explanation(results, self.total_epochs, self.print_all,
+                                           self.print_colorized)
 
-    def format_results_logstring(self, results) -> str:
-        current = results['current_epoch']
-        total = self.total_epochs
-        res = results['results_explanation']
-        loss = results['loss']
-        log_str = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
-        log_str = f'*{log_str}' if results['is_initial_point'] else f' {log_str}'
-        return log_str
+    @staticmethod
+    def print_results_explanation(results, total_epochs, highlight_best: bool,
+                                  print_colorized: bool) -> None:
+        """
+        Log results explanation string
+        """
+        explanation_str = Hyperopt._format_explanation_string(results, total_epochs)
+        # Colorize output
+        if print_colorized:
+            if results['total_profit'] > 0:
+                explanation_str = Fore.GREEN + explanation_str
+            if highlight_best and results['is_best']:
+                explanation_str = Style.BRIGHT + explanation_str
+        print(explanation_str)
+
+    @staticmethod
+    def _format_explanation_string(results, total_epochs) -> str:
+        return (("*" if results['is_initial_point'] else " ") +
+                f"{results['current_epoch']:5d}/{total_epochs}: " +
+                f"{results['results_explanation']} " +
+                f"Objective: {results['loss']:.5f}")
 
     def has_space(self, space: str) -> bool:
         """
@@ -276,33 +298,34 @@ class Hyperopt:
             spaces += self.custom_hyperopt.stoploss_space()
         return spaces
 
-    def generate_optimizer(self, _params: Dict, iteration=None) -> Dict:
+    def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
         Used Optimize function. Called once per epoch to optimize whatever is configured.
         Keep this function as optimized as possible!
         """
-        params = self.get_args(_params)
+        params_dict = self._get_params_dict(raw_params)
+        params_details = self._get_params_details(params_dict)
 
         if self.has_space('roi'):
             self.backtesting.strategy.minimal_roi = \
-                    self.custom_hyperopt.generate_roi_table(params)
+                    self.custom_hyperopt.generate_roi_table(params_dict)
 
         if self.has_space('buy'):
             self.backtesting.strategy.advise_buy = \
-                    self.custom_hyperopt.buy_strategy_generator(params)
+                    self.custom_hyperopt.buy_strategy_generator(params_dict)
 
         if self.has_space('sell'):
             self.backtesting.strategy.advise_sell = \
-                    self.custom_hyperopt.sell_strategy_generator(params)
+                    self.custom_hyperopt.sell_strategy_generator(params_dict)
 
         if self.has_space('stoploss'):
-            self.backtesting.strategy.stoploss = params['stoploss']
+            self.backtesting.strategy.stoploss = params_dict['stoploss']
 
         processed = load(self.tickerdata_pickle)
 
         min_date, max_date = get_timeframe(processed)
 
-        results = self.backtesting.backtest(
+        backtesting_results = self.backtesting.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
@@ -312,58 +335,58 @@ class Hyperopt:
                 'end_date': max_date,
             }
         )
-        results_explanation = self.format_results(results)
+        results_metrics = self._calculate_results_metrics(backtesting_results)
+        results_explanation = self._format_results_explanation_string(results_metrics)
 
-        trade_count = len(results.index)
-        total_profit = results.profit_abs.sum()
+        trade_count = results_metrics['trade_count']
+        total_profit = results_metrics['total_profit']
 
         # If this evaluation contains too short amount of trades to be
         # interesting -- consider it as 'bad' (assigned max. loss value)
         # in order to cast this hyperspace point away from optimization
         # path. We do not want to optimize 'hodl' strategies.
-        if trade_count < self.config['hyperopt_min_trades']:
-            return {
-                'loss': MAX_LOSS,
-                'params': params,
-                'results_explanation': results_explanation,
-                'total_profit': total_profit,
-            }
-
-        loss = self.calculate_loss(results=results, trade_count=trade_count,
-                                   min_date=min_date.datetime, max_date=max_date.datetime)
-
+        loss: float = MAX_LOSS
+        if trade_count >= self.config['hyperopt_min_trades']:
+            loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
+                                       min_date=min_date.datetime, max_date=max_date.datetime)
         return {
             'loss': loss,
-            'params': params,
+            'params_dict': params_dict,
+            'params_details': params_details,
+            'results_metrics': results_metrics,
             'results_explanation': results_explanation,
             'total_profit': total_profit,
         }
 
-    def format_results(self, results: DataFrame) -> str:
+    def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
+        return {
+            'trade_count': len(backtesting_results.index),
+            'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
+            'total_profit': backtesting_results.profit_abs.sum(),
+            'profit': backtesting_results.profit_percent.sum() * 100.0,
+            'duration': backtesting_results.trade_duration.mean(),
+        }
+
+    def _format_results_explanation_string(self, results_metrics: Dict) -> str:
         """
         Return the formatted results explanation in a string
         """
-        trades = len(results.index)
-        avg_profit = results.profit_percent.mean() * 100.0
-        total_profit = results.profit_abs.sum()
         stake_cur = self.config['stake_currency']
-        profit = results.profit_percent.sum() * 100.0
-        duration = results.trade_duration.mean()
-
-        return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. '
-                f'Total profit {total_profit: 11.8f} {stake_cur} '
-                f'({profit: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). '
-                f'Avg duration {duration:5.1f} mins.'
+        return (f"{results_metrics['trade_count']:6d} trades. "
+                f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
+                f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
+                f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"Avg duration {results_metrics['duration']:5.1f} mins."
                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
 
-    def get_optimizer(self, dimensions, cpu_count) -> Optimizer:
+    def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         return Optimizer(
             dimensions,
             base_estimator="ET",
             acq_optimizer="auto",
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
-            random_state=self.config.get('hyperopt_random_state', None)
+            random_state=self.config.get('hyperopt_random_state', None),
         )
 
     def fix_optimizer_models_list(self):
@@ -387,14 +410,16 @@ class Hyperopt:
         return parallel(delayed(
                         wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
 
-    def load_previous_results(self):
-        """ read trials file if we have one """
-        if self.trials_file.is_file() and self.trials_file.stat().st_size > 0:
-            self.trials = self.read_trials()
-            logger.info(
-                'Loaded %d previous evaluations from disk.',
-                len(self.trials)
-            )
+    @staticmethod
+    def load_previous_results(trials_file) -> List:
+        """
+        Load data for epochs from the file if we have one
+        """
+        trials: List = []
+        if trials_file.is_file() and trials_file.stat().st_size > 0:
+            trials = Hyperopt._read_trials(trials_file)
+            logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
+        return trials
 
     def start(self) -> None:
         data, timerange = self.backtesting.load_bt_data()
@@ -415,17 +440,17 @@ class Hyperopt:
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange = None  # type: ignore
 
-        self.load_previous_results()
+        self.trials = self.load_previous_results(self.trials_file)
 
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
         config_jobs = self.config.get('hyperopt_jobs', -1)
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
-        self.dimensions = self.hyperopt_space()
+        self.dimensions: List[Dimension] = self.hyperopt_space()
         self.opt = self.get_optimizer(self.dimensions, config_jobs)
 
-        if self.config.get('print_colorized', False):
+        if self.print_colorized:
             colorama_init(autoreset=True)
 
         try:
@@ -439,19 +464,38 @@ class Hyperopt:
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
                     for j in range(jobs):
-                        # Use human-friendly index here (starting from 1)
+                        # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1
                         val = f_val[j]
                         val['current_epoch'] = current
                         val['is_initial_point'] = current <= INITIAL_POINTS
                         logger.debug(f"Optimizer epoch evaluated: {val}")
-                        is_best = self.is_best(val)
-                        self.log_results(val)
+
+                        is_best = self.is_best_loss(val, self.current_best_loss)
+                        # This value is assigned here and not in the optimization method
+                        # to keep proper order in the list of results. That's because
+                        # evaluations can take different time. Here they are aligned in the
+                        # order they will be shown to the user.
+                        val['is_best'] = is_best
+
+                        self.print_results(val)
+
+                        if is_best:
+                            self.current_best_loss = val['loss']
                         self.trials.append(val)
+                        # Save results after each best epoch and every 100 epochs
                         if is_best or current % 100 == 0:
                             self.save_trials()
         except KeyboardInterrupt:
             print('User interrupted..')
 
         self.save_trials(final=True)
-        self.log_trials_result()
+
+        if self.trials:
+            sorted_trials = sorted(self.trials, key=itemgetter('loss'))
+            results = sorted_trials[0]
+            self.print_epoch_details(results, self.total_epochs, self.print_json)
+        else:
+            # This is printed when Ctrl+C is pressed quickly, before first epochs have
+            # a chance to be evaluated.
+            print("No epochs evaluated yet, no best result.")
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index b8ab7504e..0139006d6 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -1,12 +1,14 @@
 import logging
 import sys
 from collections import OrderedDict
+from operator import itemgetter
 from pathlib import Path
 from typing import Any, Dict, List
 
 import arrow
 import csv
 import rapidjson
+from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade import OperationalException
@@ -18,6 +20,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active,
                                 symbol_is_pair)
 from freqtrade.misc import plural
+from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -236,3 +239,99 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                   args.get('list_pairs_print_json', False) or
                   args.get('print_csv', False)):
             print(f"{summary_str}.")
+
+
+def start_hyperopt_list(args: Dict[str, Any]) -> None:
+    """
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    only_best = config.get('hyperopt_list_best', False)
+    only_profitable = config.get('hyperopt_list_profitable', False)
+    print_colorized = config.get('print_colorized', False)
+    print_json = config.get('print_json', False)
+    no_details = config.get('hyperopt_list_no_details', False)
+    no_header = False
+
+    trials_file = (config['user_data_dir'] /
+                   'hyperopt_results' / 'hyperopt_results.pickle')
+
+    # Previous evaluations
+    trials = Hyperopt.load_previous_results(trials_file)
+    total_epochs = len(trials)
+
+    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+
+    # TODO: fetch the interval for epochs to print from the cli option
+    epoch_start, epoch_stop = 0, None
+
+    if print_colorized:
+        colorama_init(autoreset=True)
+
+    try:
+        # Human-friendly indexes used here (starting from 1)
+        for val in trials[epoch_start:epoch_stop]:
+            Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
+
+    except KeyboardInterrupt:
+        print('User interrupted..')
+
+    if trials and not no_details:
+        sorted_trials = sorted(trials, key=itemgetter('loss'))
+        results = sorted_trials[0]
+        Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+
+
+def start_hyperopt_show(args: Dict[str, Any]) -> None:
+    """
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    only_best = config.get('hyperopt_list_best', False)
+    only_profitable = config.get('hyperopt_list_profitable', False)
+    no_header = config.get('hyperopt_show_no_header', False)
+
+    trials_file = (config['user_data_dir'] /
+                   'hyperopt_results' / 'hyperopt_results.pickle')
+
+    # Previous evaluations
+    trials = Hyperopt.load_previous_results(trials_file)
+    total_epochs = len(trials)
+
+    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+
+    n = config.get('hyperopt_show_index', -1)
+    if n > total_epochs:
+        raise OperationalException(
+                f"The index of the epoch to show should be less than {total_epochs + 1}.")
+    if n < -total_epochs:
+        raise OperationalException(
+                f"The index of the epoch to showshould be greater than {-total_epochs - 1}.")
+
+    # Translate epoch index from human-readable format to pythonic
+    if n > 0:
+        n -= 1
+
+    print_json = config.get('print_json', False)
+
+    if trials:
+        val = trials[n]
+        Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
+                                     header_str="Epoch details")
+
+
+def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
+    """
+    Filter our items from the list of hyperopt results
+    """
+    if only_best:
+        trials = [x for x in trials if x['is_best']]
+    if only_profitable:
+        trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+
+    logger.info(f"{len(trials)} " +
+                ("best " if only_best else "") +
+                ("profitable " if only_profitable else "") +
+                "epochs found.")
+
+    return trials

From f2cd4fdafe989bd6d8713d19126d1dfdf8a646ba Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 27 Nov 2019 05:12:54 +0300
Subject: [PATCH 0577/1495] Fix the rest of tests

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 31e9f8750..841bf8a6a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -426,7 +426,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
-    assert result == min(2, 2 * 2) / 0.9
+    assert result == max(2, 2 * 2) / 0.9
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -438,7 +438,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
-    assert result == min(8, 2 * 2) / 0.9
+    assert result == max(8, 2 * 2) / 0.9
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:

From a373e48939f74c73091d7d010988861c64cf2ee4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 27 Nov 2019 14:53:01 +0300
Subject: [PATCH 0578/1495] Comment added

---
 freqtrade/freqtradebot.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b5d157635..ec341ff0a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -266,6 +266,10 @@ class FreqtradeBot:
             amount_reserve_percent += self.strategy.stoploss
         # it should not be more than 50%
         amount_reserve_percent = max(amount_reserve_percent, 0.5)
+
+        # The value returned should satisfy both limits: for amount (base currency) and
+        # for cost (quote, stake currency), so max() is used here.
+        # See also #2575 at github.
         return max(min_stake_amounts) / amount_reserve_percent
 
     def create_trades(self) -> bool:

From f0e6a9e0e3973452e18c562cd2188e202210e2ac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 27 Nov 2019 14:18:40 +0100
Subject: [PATCH 0579/1495] Address feedback

---
 docs/bot-usage.md     |  6 +++---
 docs/configuration.md | 40 ++++++++++++++++++++--------------------
 2 files changed, 23 insertions(+), 23 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 4665878d4..25818aea6 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -89,9 +89,9 @@ The bot allows you to use multiple configuration files by specifying multiple
 defined in the latter configuration files override parameters with the same name
 defined in the previous configuration files specified in the command line earlier.
 
-For example, you can make a separate configuration file with your key and secrete
+For example, you can make a separate configuration file with your key and secret
 for the Exchange you use for trading, specify default configuration file with
-empty key and secrete values while running in the Dry Mode (which does not actually
+empty key and secret values while running in the Dry Mode (which does not actually
 require them):
 
 ```bash
@@ -104,7 +104,7 @@ and specify both configuration files when running in the normal Live Trade Mode:
 freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json
 ```
 
-This could help you hide your private Exchange key and Exchange secrete on you local machine
+This could help you hide your private Exchange key and Exchange secret on you local machine
 by setting appropriate file permissions for the file which contains actual secrets and, additionally,
 prevent unintended disclosure of sensitive private data when you publish examples
 of your configuration in the project issues or in the Internet.
diff --git a/docs/configuration.md b/docs/configuration.md
index 296c19d36..76bfe8339 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -43,16 +43,16 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance. [Strategy Override](#parameters-in-the-strategy).
-| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
-| `ticker_interval` | The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. [Strategy Override](#parameters-in-the-strategy).
-| `fiat_display_currency` | Fiat currency used to show your profits. More information below.
-| `dry_run` | **Required.** Define if the bot must be in Dry-run or production mode. 
      *Defaults to `true`.*
+| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
+| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
+| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
+| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.*
 | `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*
-| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. More information below. [Strategy Override](#parameters-in-the-strategy).
-| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop` | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive` | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
+| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
+| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).*
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
@@ -60,7 +60,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
 | `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids.
 | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*
-| `bid_strategy. check_depth_of_market.enabled` | Does not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.*
+| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.*
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*
 | `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks.
 | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.*
@@ -72,9 +72,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
-| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
-| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secrete, do not disclose publicly.**
-| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secrete, do not disclose publicly.**
+| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.**
+| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.**
+| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.**
 | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
@@ -84,22 +84,22 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
 | `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.* 
 | `telegram.enabled` | Enable the usage of Telegram.
-| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
-| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secrete, do not disclose publicly.**
+| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.**
+| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.**
 | `webhook.enabled` | Enable usage of Webhook notifications
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
 | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
 | `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
 | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`, and to `sqlite:///tradesv3.sqlite` for production instances.
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
 | `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.*
-| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
-| `strategy` | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
+| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
+| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory).
 | `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.*
-| `internals.heartbeat_interval` | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.*
+| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.*
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
-| `logfile` | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
+| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file.
 | `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*.
 
 ### Parameters in the strategy
@@ -475,7 +475,7 @@ creating trades on the exchange.
 "db_url": "sqlite:///tradesv3.dryrun.sqlite",
 ```
 
-3. Remove your Exchange API key and secrete (change them by empty values or fake credentials):
+3. Remove your Exchange API key and secret (change them by empty values or fake credentials):
 
 ```json
 "exchange": {

From 64da8771617802d77b1d73e8fa90e7d8cc08a500 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 27 Nov 2019 14:24:14 +0100
Subject: [PATCH 0580/1495] Update stake_amount description

---
 docs/configuration.md | 12 ++++++++----
 1 file changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 76bfe8339..a327ae343 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -42,7 +42,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 |----------|-------------|
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to `"unlimited"` to allow the bot to use all available balance. [Strategy Override](#parameters-in-the-strategy).
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy).
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
@@ -126,15 +126,19 @@ Values set in the configuration file always overwrite values set in the strategy
 ### Understand stake_amount
 
 The `stake_amount` configuration parameter is an amount of crypto-currency your bot will use for each trade.
-The minimal value is 0.0005. If there is not enough crypto-currency in
-the account an exception is generated.
+
+The minimal configuration value is 0.0001. Please check your exchange's trading minimums to avoid problems.
+
+This setting works in combination with `max_open_trades`. The maximum capital engaged in trades is `stake_amount * max_open_trades`.
+For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
+
 To allow the bot to trade all the available `stake_currency` in your account set
 
 ```json
 "stake_amount" : "unlimited",
 ```
 
-In this case a trade amount is calclulated as:
+In this case a trade amount is calculated as:
 
 ```python
 currency_balance / (max_open_trades - current_open_trades)

From 111f018c85e98f777f27cad3eb80b3d322155114 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 27 Nov 2019 14:46:09 +0100
Subject: [PATCH 0581/1495] Add datatype to configuration documentation

---
 docs/configuration.md  | 125 +++++++++++++++++++++--------------------
 freqtrade/constants.py |   9 +--
 2 files changed, 70 insertions(+), 64 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a327ae343..2d0764f0c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,67 +40,72 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Command | Description |
 |----------|-------------|
-| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
-| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy).
-| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).*
-| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
-| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
-| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.*
-| `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
-| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*
-| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
-| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
-| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).*
-| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
-| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
-| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids.
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*
-| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.*
-| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*
-| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks.
-| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.*
-| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.*
-| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
-| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
-| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
-| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
-| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
-| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
-| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
-| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.**
-| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.**
-| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.**
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
-| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
-| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.*
+| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer (-1 to use `"unlimited"` trades).*
+| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive number or `"unlimited"`.*
+| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive number as ratio.*
+| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
+| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
+| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
+| `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason. 
       ***Datatype:*** *Float*
+| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
+| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
+| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
       ***Datatype:*** *Float (as ratio)*
+| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Boolean*
+| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Float*
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).* 
       ***Datatype:*** *Float*
+| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
+| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.  
       ***Datatype:*** *Integer*
+| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. 
       ***Datatype:*** *Integer*
+| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance). 
+| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. 
       ***Datatype:*** *Boolean*
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*  
       ***Datatype:*** *Positive Integer*
+| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*  
       ***Datatype:*** *Float (as ratio)*
+| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. 
       ***Datatype:*** *Boolean*
+| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
+| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
+| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
+| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Dict*
+| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
+| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). 
       ***Datatype:*** *String*
+| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
       ***Datatype:*** *Boolean*
+| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
+| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
+| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
+| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.* 
       ***Datatype:*** *Integer*
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
-| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.* 
-| `telegram.enabled` | Enable the usage of Telegram.
-| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.**
-| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.**
-| `webhook.enabled` | Enable usage of Webhook notifications
-| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
-| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
-| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
-| `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.*
-| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
-| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
-| `strategy_path` | Adds an additional strategy lookup path (must be a directory).
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.*
-| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.*
-| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
-| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file.
-| `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*.
+| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
+| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.*  
       ***Datatype:*** *List of Dicts*
+| `telegram.enabled` | Enable the usage of Telegram. 
       ***Datatype:*** *Boolean*
+| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
+| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *Boolean*
+| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Boolean*
+| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *IPv4*
+| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Integer between 1024 and 65535*
+| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
+| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       ***Datatype:*** *String, SQLAlchemy connect string*
+| `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.* 
       ***Datatype:*** *Enum, either `stopped` or `running`*
+| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       ***Datatype:*** *Boolean*
+| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
       ***Datatype:*** *ClassName*
+| `strategy_path` | Adds an additional strategy lookup path (must be a directory). 
       ***Datatype:*** *String*
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.* 
       ***Datatype:*** *Integer*
+| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.* 
       ***Datatype:*** *Integer*
+| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       ***Datatype:*** *Boolean*
+| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       ***Datatype:*** *String*
+| `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       ***Datatype:*** *String*
 
 ### Parameters in the strategy
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 0d52bf405..f5e5969eb 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -106,7 +106,7 @@ CONF_SCHEMA = {
                     'maximum': 1,
                     'exclusiveMaximum': False,
                     'use_order_book': {'type': 'boolean'},
-                    'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
+                    'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
                     'check_depth_of_market': {
                         'type': 'object',
                         'properties': {
@@ -122,8 +122,8 @@ CONF_SCHEMA = {
             'type': 'object',
             'properties': {
                 'use_order_book': {'type': 'boolean'},
-                'order_book_min': {'type': 'number', 'minimum': 1},
-                'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50},
+                'order_book_min': {'type': 'integer', 'minimum': 1},
+                'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
@@ -210,7 +210,7 @@ CONF_SCHEMA = {
         'internals': {
             'type': 'object',
             'properties': {
-                'process_throttle_secs': {'type': 'number'},
+                'process_throttle_secs': {'type': 'integer'},
                 'interval': {'type': 'integer'},
                 'sd_notify': {'type': 'boolean'},
             }
@@ -278,5 +278,6 @@ CONF_SCHEMA = {
         'bid_strategy',
         'unfilledtimeout',
         'stoploss',
+        'minimal_roi',
     ]
 }

From 997c4262283e1a413fc9139e0e6a71650145224b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 27 Nov 2019 16:51:03 +0100
Subject: [PATCH 0582/1495] fix some datatypes

---
 docs/configuration.md | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 2d0764f0c..024760fb9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,10 +40,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Command | Description |
 |----------|-------------|
-| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer (-1 to use `"unlimited"` trades).*
+| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive number or `"unlimited"`.*
-| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive number as ratio.*
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
+| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
@@ -79,7 +79,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
-| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.* 
       ***Datatype:*** *Integer*
+| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.* 
       ***Datatype:*** *Positive Integer*
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
 | `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.*  
       ***Datatype:*** *List of Dicts*
@@ -87,7 +87,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
 | `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
-| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *Boolean*
+| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
@@ -101,8 +101,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       ***Datatype:*** *Boolean*
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
       ***Datatype:*** *ClassName*
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). 
       ***Datatype:*** *String*
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.* 
       ***Datatype:*** *Integer*
-| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.* 
       ***Datatype:*** *Integer*
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.* 
       ***Datatype:*** *Positive Integer*
+| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.* 
       ***Datatype:*** *Positive Integer or 0*
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       ***Datatype:*** *Boolean*
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       ***Datatype:*** *String*
 | `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       ***Datatype:*** *String*

From c3d7411668f306c77a5c256b5131a49156f7891e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 27 Nov 2019 19:35:22 +0300
Subject: [PATCH 0583/1495] Fix imports

---
 freqtrade/utils.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 99e8c3918..3fc0c245c 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -23,7 +23,6 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
                                 market_is_active, symbol_is_pair)
 from freqtrade.misc import plural, render_template
-from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -330,6 +329,8 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
 def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     """
+    from freqtrade.optimize.hyperopt import Hyperopt
+
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     only_best = config.get('hyperopt_list_best', False)
@@ -371,6 +372,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 def start_hyperopt_show(args: Dict[str, Any]) -> None:
     """
     """
+    from freqtrade.optimize.hyperopt import Hyperopt
+
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     only_best = config.get('hyperopt_list_best', False)

From 8f9b5095b5a467d1b0f328de5cae92ffb659daf4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 27 Nov 2019 22:52:43 +0300
Subject: [PATCH 0584/1495] Fix some tests

---
 freqtrade/optimize/hyperopt.py  |  7 ++++-
 tests/optimize/test_hyperopt.py | 50 +++++++++++++++++++++++++++------
 2 files changed, 47 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 2ef8ddc2f..d2404beb5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -181,7 +181,7 @@ class Hyperopt:
         """
         Display details of the hyperopt result
         """
-        params = results['params_details']
+        params = results.get('params_details', {})
 
         # Default header string
         if header_str is None:
@@ -335,6 +335,11 @@ class Hyperopt:
                 'end_date': max_date,
             }
         )
+        return self._get_results_dict(backtesting_results, min_date, max_date,
+                                      params_dict, params_details)
+
+    def _get_results_dict(self, backtesting_results, min_date, max_date,
+                          params_dict, params_details):
         results_metrics = self._calculate_results_metrics(backtesting_results)
         results_explanation = self._format_results_explanation_string(results_metrics)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index d3d544502..d18263ea2 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -357,8 +357,9 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
 def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.current_best_loss = 2
     hyperopt.total_epochs = 2
-    hyperopt.log_results(
+    hyperopt.print_results(
         {
+            'is_best': False,
             'loss': 1,
             'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
             'results_explanation': 'foo.',
@@ -371,8 +372,9 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
 
 def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     hyperopt.current_best_loss = 2
-    hyperopt.log_results(
+    hyperopt.print_results(
         {
+            'is_best': False,
             'loss': 3,
             'current_epoch': 1,
         }
@@ -400,8 +402,8 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
 def test_read_trials_returns_trials_file(mocker, hyperopt, testdatadir, caplog) -> None:
     trials = create_trials(mocker, hyperopt, testdatadir)
     mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
-    hyperopt_trial = hyperopt.read_trials()
     trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
+    hyperopt_trial = hyperopt._read_trials(trials_file)
     assert log_has(f"Reading Trials from '{trials_file}'", caplog)
     assert hyperopt_trial == trials
     mock_load.assert_called_once()
@@ -472,8 +474,8 @@ def test_format_results(hyperopt):
     ]
     labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
     df = pd.DataFrame.from_records(trades, columns=labels)
-
-    result = hyperopt.format_results(df)
+    results_metrics = hyperopt._calculate_results_metrics(df)
+    result = hyperopt._format_explanation_string(results_metrics, 1)
     assert result.find(' 66.67%')
     assert result.find('Total profit 1.00000000 BTC')
     assert result.find('2.0000Σ %')
@@ -485,7 +487,8 @@ def test_format_results(hyperopt):
         ('XPR/EUR', -1, -2, -246)
     ]
     df = pd.DataFrame.from_records(trades, columns=labels)
-    result = hyperopt.format_results(df)
+    results_metrics = hyperopt._calculate_results_metrics(df)
+    result = hyperopt._format_explanation_string(results_metrics, 1)
     assert result.find('Total profit 1.00000000 EUR')
 
 
@@ -594,10 +597,38 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     }
     response_expected = {
         'loss': 1.9840569076926293,
-        'results_explanation': ('     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
+        'results_explanation': ('     1 trades. Avg profit   2.31%. Total profit  0.00023300 BTC '
                                 '(   2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 mins.'
                                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
-        'params': optimizer_param,
+        'params_details': {'buy': {'adx-enabled': False,
+                                   'adx-value': 0,
+                                   'fastd-enabled': True,
+                                   'fastd-value': 35,
+                                   'mfi-enabled': False,
+                                   'mfi-value': 0,
+                                   'rsi-enabled': False,
+                                   'rsi-value': 0,
+                                   'trigger': 'macd_cross_signal'},
+                           'roi': {0: 0.12000000000000001,
+                                   20.0: 0.02,
+                                   50.0: 0.01,
+                                   110.0: 0},
+                           'sell': {'sell-adx-enabled': False,
+                                    'sell-adx-value': 0,
+                                    'sell-fastd-enabled': True,
+                                    'sell-fastd-value': 75,
+                                    'sell-mfi-enabled': False,
+                                    'sell-mfi-value': 0,
+                                    'sell-rsi-enabled': False,
+                                    'sell-rsi-value': 0,
+                                    'sell-trigger': 'macd_cross_signal'},
+                           'stoploss': -0.4},
+        'params_dict': optimizer_param,
+        'results_metrics': {'avg_profit': 2.3117,
+                            'duration': 100.0,
+                            'profit': 2.3117,
+                            'total_profit': 0.000233,
+                            'trade_count': 1},
         'total_profit': 0.00023300
     }
 
@@ -692,7 +723,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
+                                'params_details': {'roi': {}, 'stoploss': None}}])
     )
     patch_exchange(mocker)
 

From 9199fd5964e72f6ee35f973eb405731b5ebbae9b Mon Sep 17 00:00:00 2001
From: gaugau3000 
Date: Thu, 28 Nov 2019 21:21:43 +0100
Subject: [PATCH 0585/1495] change doc into

---
 docs/index.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index 206d635c6..6d9951a67 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -12,8 +12,7 @@
 
       Follow @freqtrade
 ## Introduction
-Freqtrade is a cryptocurrency trading bot written in Python.
-
+Freqtrade is a crypto-currency algorithmic trading software develop in python (3.6+) supported on windows, macOs and Linux.
 !!! Danger "DISCLAIMER"
     This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
 

From 0e9e6b34438105ebc1f8dafa657c32fed815525b Mon Sep 17 00:00:00 2001
From: gaugau3000 
Date: Thu, 28 Nov 2019 21:22:40 +0100
Subject: [PATCH 0586/1495] refactor feature details doc

---
 docs/index.md | 19 +++++++------------
 1 file changed, 7 insertions(+), 12 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index 6d9951a67..d5eb271d9 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -22,18 +22,13 @@ Freqtrade is a crypto-currency algorithmic trading software develop in python (3
 
 ## Features
 
- - Based on Python 3.6+: For botting on any operating system — Windows, macOS and Linux.
- - Persistence: Persistence is achieved through sqlite database.
- - Dry-run mode: Run the bot without playing money.
- - Backtesting: Run a simulation of your buy/sell strategy with historical data.
- - Strategy Optimization by machine learning: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
- - Edge position sizing: Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market.
- - Whitelist crypto-currencies: Select which crypto-currency you want to trade or use dynamic whitelists based on market (pair) trade volume.
- - Blacklist crypto-currencies: Select which crypto-currency you want to avoid.
- - Manageable via Telegram or REST APi: Manage the bot with Telegram or via the builtin REST API.
- - Display profit/loss in fiat: Display your profit/loss in any of 33 fiat currencies supported.
- - Daily summary of profit/loss: Receive the daily summary of your profit/loss.
- - Performance status report: Receive the performance status of your current trades.
+ 1. Download markets datas : download historical datas of the exchange and the markets your may want to trade with. 
+ 2. Select markets : create your list or use an automatic one based on top traded volume (not available during backtesting). You can blacklist markets you don't want to trade.
+ 3. Backtest : Test your strategy on past datas (based on [ohcl](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles).
+ 4. Optimize : Find the best parameters for your strategy (use machine leaning)
+ 5. Run : Run the bot on exchange without playing money (dry-run) or with money (live).
+ 6. Run using edge (optionnal module) : the concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade (the sizing of the trade is based on a risk of a percentage of your capital)
+ 7. Control/Monitor/Analyse : use Telegram or a REST API (start/stop the bot, profit/loss, daily summary, current open trades results...). Futher analysis can be done as trades are saved (SQLite database)
 
 ## Requirements
 

From 58d70b2079638244b51d84fd297c0e5dd8a77213 Mon Sep 17 00:00:00 2001
From: gaugau3000 
Date: Fri, 29 Nov 2019 09:35:13 +0100
Subject: [PATCH 0587/1495] doc explicit optimization feature

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

diff --git a/docs/index.md b/docs/index.md
index d5eb271d9..5871479d9 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -25,7 +25,7 @@ Freqtrade is a crypto-currency algorithmic trading software develop in python (3
  1. Download markets datas : download historical datas of the exchange and the markets your may want to trade with. 
  2. Select markets : create your list or use an automatic one based on top traded volume (not available during backtesting). You can blacklist markets you don't want to trade.
  3. Backtest : Test your strategy on past datas (based on [ohcl](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles).
- 4. Optimize : Find the best parameters for your strategy (use machine leaning)
+ 4. Optimize : Find the best parameters for your strategy (use machining learning). You can optimize buy, sell, take profit and stop-loss.
  5. Run : Run the bot on exchange without playing money (dry-run) or with money (live).
  6. Run using edge (optionnal module) : the concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade (the sizing of the trade is based on a risk of a percentage of your capital)
  7. Control/Monitor/Analyse : use Telegram or a REST API (start/stop the bot, profit/loss, daily summary, current open trades results...). Futher analysis can be done as trades are saved (SQLite database)

From 153434561dc598d8857cf3e31ef09a16f5e6a05e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 Nov 2019 19:53:22 +0100
Subject: [PATCH 0588/1495] Add test_pairlist method

---
 freqtrade/configuration/arguments.py  | 13 ++++++++++++-
 freqtrade/pairlist/PrecisionFilter.py |  1 +
 freqtrade/utils.py                    | 20 ++++++++++++++++++++
 3 files changed, 33 insertions(+), 1 deletion(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index b23366d7a..3add8e04a 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -37,6 +37,8 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
 ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
 
+ARGS_TEST_PAIRLIST = ["config", "quote_currencies"]
+
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
@@ -63,6 +65,7 @@ class Arguments:
     """
     Arguments Class. Manage the arguments received by the cli
     """
+
     def __init__(self, args: Optional[List[str]]) -> None:
         self.args = args
         self._parsed_arg: Optional[argparse.Namespace] = None
@@ -122,7 +125,7 @@ class Arguments:
         from freqtrade.utils import (start_create_userdir, start_download_data,
                                      start_list_exchanges, start_list_markets,
                                      start_new_hyperopt, start_new_strategy,
-                                     start_list_timeframes, start_trading)
+                                     start_list_timeframes, start_test_pairlist, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
         subparsers = self.parser.add_subparsers(dest='command',
@@ -211,6 +214,14 @@ class Arguments:
         list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
         self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
 
+        # Add test-pairlist subcommand
+        test_pairlist_cmd = subparsers.add_parser(
+            'test-pairlist',
+            help='Test your pairlist configuration.',
+        )
+        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
+        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
+
         # Add download-data subcommand
         download_data_cmd = subparsers.add_parser(
             'download-data',
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index d7b2c96ae..aedcc5a88 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -48,6 +48,7 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
+        stoploss = None
         if self._config.get('stoploss') is not None:
             # Precalculate sanitized stoploss value to avoid recalculation for every pair
             stoploss = 1 - abs(self._config.get('stoploss'))
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index c71080d5a..f43bdaed2 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -322,3 +322,23 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                   args.get('list_pairs_print_json', False) or
                   args.get('print_csv', False)):
             print(f"{summary_str}.")
+
+
+def start_test_pairlist(args: Dict[str, Any]) -> None:
+    """
+    Test Pairlists
+    """
+    from freqtrade.pairlist.pairlistmanager import PairListManager
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
+
+    quote_currencies = args.get('quote_currencies', [config.get('stake_currency')])
+
+    for curr in quote_currencies:
+        config['stake_currency'] = curr
+        # Do not use ticker_interval set in the config
+        pairlists = PairListManager(exchange, config)
+        pairlists.refresh_pairlist()
+        print(f"Pairs for {curr}: ")
+        print(pairlists.whitelist)

From b040cbffdd45b6b412bb50268857da3740edede2 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 30 Nov 2019 22:28:48 +0300
Subject: [PATCH 0589/1495] syslog and journald cases splitted

---
 docs/advanced-setup.md | 40 ++++++++++++++++++++++++++++------------
 1 file changed, 28 insertions(+), 12 deletions(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 5890ae6ab..df331a508 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -35,15 +35,17 @@ as the watchdog.
 !!! Note
     The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
 
-## Logging to syslog or journald
+## Advanced Logging
 
-On many systems the bot can be configured to send its log messages to `syslog` or `journald`. The special values for the `--logfilename` option can be used for this:
+On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfilename` command line option can be used for this.
 
-* `--logfilename journald` -- send log messages to `journald`. This needs the `systemd` python package installed as the dependency. Not available on Windows.
+### Logging to syslog
 
-* `--logfilename syslog:` -- send log messages to `syslog` server using the `` as syslog address.
+To send Freqtrade log messages to a local or remote `syslog` service use the `--logfilename` command line option with the value in the following format:
 
-The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the ':' character.
+* `--logfilename syslog:` -- send log messages to `syslog` service using the `` as the syslog address.
+
+The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
 
 So, the following are the examples of possible usages:
 
@@ -51,23 +53,37 @@ So, the following are the examples of possible usages:
 * `--logfilename syslog` -- same as above, the shortcut for `/dev/log`.
 * `--logfilename syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
 * `--logfilename syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
-* `--logfilename syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to external syslog server.
+* `--logfilename syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
 
-Log messages are send to `journald` and `syslog` with the `user` facility. So you can see them with the following commands:
+Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands:
 
-* `tail -f /var/log/user`, or install a comprehansive graphical viewer (for instance, 'Log File Viewer' for Ubuntu) for the `syslog` case;
-* `journalctl -f` when logging to `journald`.
+* `tail -f /var/log/user`, or 
+* install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu).
 
-On many systems rsyslog (syslog) fetches data from journald, so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both journalctl and the syslog viewer utility.
+On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
 
-For rsyslog the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
+For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
 ```
 if $programname startswith "freqtrade" then -/var/log/freqtrade.log
 ```
 to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
 
-For syslog (rsyslog), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to the single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
+For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
 ```
 # Filter duplicated messages
 $RepeatedMsgReduction on
 ```
+
+## Logging to journald
+
+This needs the `systemd` python package installed as the dependency, which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
+
+To send Freqtrade log messages to `journald` system service use the `--logfilename` command line option with the value in the following format:
+
+* `--logfilename journald` -- send log messages to `journald`.
+
+Log messages are send to `journald` with the `user` facility. So you can see them with the following commands:
+
+* `journalctl -f` -- shows Freqtrade log messages sent to `journald` along with other log messages fetched by `journald`. There are many options to filter the messages, see manual pages for the `journalctl` utility.
+
+On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.

From eafccb445cc424918ff42e0ebb6d20c7ebc4d6d3 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 30 Nov 2019 22:32:12 +0300
Subject: [PATCH 0590/1495] Add command sample for journalctl with -u

---
 docs/advanced-setup.md | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index df331a508..b1a3a66ae 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -84,6 +84,9 @@ To send Freqtrade log messages to `journald` system service use the `--logfilena
 
 Log messages are send to `journald` with the `user` facility. So you can see them with the following commands:
 
-* `journalctl -f` -- shows Freqtrade log messages sent to `journald` along with other log messages fetched by `journald`. There are many options to filter the messages, see manual pages for the `journalctl` utility.
+* `journalctl -f` -- shows Freqtrade log messages sent to `journald` along with other log messages fetched by `journald`.
+* `journalctl -f -u freqtrade.service` -- this command can be used when the bot is run as a `systemd` service.
+
+There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility.
 
 On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.

From 7a3c3c4ddf32ccc3d4cc0b4f7294f31b09939e04 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 30 Nov 2019 22:35:13 +0300
Subject: [PATCH 0591/1495] Add directlink to the section

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

diff --git a/docs/installation.md b/docs/installation.md
index 15094232d..27b7a94c5 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -201,7 +201,7 @@ freqtrade trade -c config.json
 
 #### 7. (Optional) Post-installation Tasks
 
-On Linux, as an optional post-installation task, you may wish to setup the bot to run as a `systemd` service or configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Post-installation Tasks](advanced-setup.md) for details.
+On Linux, as an optional post-installation task, you may wish to setup the bot to run as a `systemd` service or configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Logging](advanced-setup.md#advanced-logging) for details.
 
 ------
 

From fffd47e3d86cba530cf18bf1db758df8ea0bcb91 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 1 Dec 2019 01:28:26 +0300
Subject: [PATCH 0592/1495] Add description of trailing space into docs

---
 docs/hyperopt.md | 44 ++++++++++++++++++++++++++++++++++++--------
 1 file changed, 36 insertions(+), 8 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 6c1505e75..15ef26c99 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -381,12 +381,6 @@ Best result:
 
     44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
 
-Buy hyperspace params:
-{   'adx-value': 44,
-    'rsi-value': 29,
-    'adx-enabled': False,
-    'rsi-enabled': True,
-    'trigger': 'bb_lower'}
 ROI table:
 {   0: 0.10674,
     21: 0.09158,
@@ -410,7 +404,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
 
 #### Default ROI Search Space
 
-If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values can vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
 
 | # step | 1m |  | 5m |  | 1h |  | 1d |  |
 |---|---|---|---|---|---|---|---|---|
@@ -454,12 +448,46 @@ As stated in the comment, you can also use it as the value of the `stoploss` set
 
 #### Default Stoploss Search Space
 
-If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.35...-0.02, which is sufficient in most cases.
+If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace vary in the range -0.35...-0.02, which is sufficient in most cases.
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
 Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
 
+### Understand Hyperopt Trailing Stop results
+
+If you are optimizing trailing stop values (i.e. if optimization search-space contains 'all' or 'trailing'), your result will look as follows and include trailing stop parameters:
+
+```
+Best result:
+
+    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
+
+Trailing stop:
+{   'trailing_only_offset_is_reached': True,
+    'trailing_stop': True,
+    'trailing_stop_positive': -0.02005,
+    'trailing_stop_positive_offset': 0.05726}
+```
+
+In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
+
+```
+    # Trailing stop
+    # These attributes will be overridden if the config file contains corresponding values.
+    trailing_stop = True
+    trailing_stop_positive = -0.02005
+    trailing_stop_positive_offset = 0.05726
+    trailing_only_offset_is_reached = True
+```
+As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
+
+#### Default Trailing Stop Search Space
+
+If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges -0.35...-0.02 and 0.01...0.1 correspondingly, which is sufficient in most cases.
+
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+
 ### Validate backtesting results
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.

From a88bfa8ded672deda3d68e7cc45ceb0e69289d44 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 02:27:17 +0300
Subject: [PATCH 0593/1495] Fix: trailing_stop_positive should be positive

---
 docs/hyperopt.md                         | 10 +++++-----
 freqtrade/optimize/hyperopt_interface.py |  2 +-
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 15ef26c99..d9aa3c7a0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -466,8 +466,8 @@ Best result:
 Trailing stop:
 {   'trailing_only_offset_is_reached': True,
     'trailing_stop': True,
-    'trailing_stop_positive': -0.02005,
-    'trailing_stop_positive_offset': 0.05726}
+    'trailing_stop_positive': 0.02001,
+    'trailing_stop_positive_offset': 0.06038}
 ```
 
 In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
@@ -476,15 +476,15 @@ In order to use these best trailing stop parameters found by Hyperopt in backtes
     # Trailing stop
     # These attributes will be overridden if the config file contains corresponding values.
     trailing_stop = True
-    trailing_stop_positive = -0.02005
-    trailing_stop_positive_offset = 0.05726
+    trailing_stop_positive = 0.02001
+    trailing_stop_positive_offset = 0.06038
     trailing_only_offset_is_reached = True
 ```
 As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
 
 #### Default Trailing Stop Search Space
 
-If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges -0.35...-0.02 and 0.01...0.1 correspondingly, which is sufficient in most cases.
+If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 0400a8470..958fb8d66 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -190,7 +190,7 @@ class IHyperOpt(ABC):
             # other 'trailing' hyperspace parameters.
             Categorical([True], name='trailing_stop'),
 
-            Real(-0.35, -0.02, name='trailing_stop_positive'),
+            Real(0.02, 0.35, name='trailing_stop_positive'),
             Real(0.01, 0.1, name='trailing_stop_positive_offset'),
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]

From f862b4d0f0c7ed1640e0429718e267e2aa5149e2 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 1 Dec 2019 02:50:44 +0300
Subject: [PATCH 0594/1495] Add description for 'default' space

---
 docs/hyperopt.md | 17 +++++++++++------
 1 file changed, 11 insertions(+), 6 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index d9aa3c7a0..ba38b9308 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -43,8 +43,9 @@ Optional - can also be loaded from a strategy:
 Rarely you may also need to override:
 
 * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
-* `generate_roi_table` - for custom ROI optimization (if you need more than 4 entries in the ROI table)
+* `generate_roi_table` - for custom ROI optimization (if you need more than 4 entries in the ROI table or the ranges of the values in the ROI table that differ from default)
 * `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
+* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stopl parameters in the optimization hyperspace that differ from default)
 
 ### 1. Install a Custom Hyperopt File
 
@@ -250,10 +251,10 @@ freqtrade hyperopt --config config.json --hyperopt  -e 5000 --spac
 
 Use  `` as the name of the custom hyperopt used.
 
-The `-e` flag will set how many evaluations hyperopt will do. We recommend
+The `-e` option will set how many evaluations hyperopt will do. We recommend
 running at least several thousand evaluations.
 
-The `--spaces all` flag determines that all possible parameters should be optimized. Possibilities are listed below.
+The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
 
 !!! Note
     By default, hyperopt will erase previous results and start from scratch. Continuation can be archived by using `--continue`.
@@ -286,7 +287,7 @@ freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
 
 ### Running Hyperopt with Smaller Search Space
 
-Use the `--spaces` argument to limit the search space used by hyperopt.
+Use the `--spaces` option to limit the search space used by hyperopt.
 Letting Hyperopt optimize everything is a huuuuge search space. Often it
 might make more sense to start by just searching for initial buy algorithm.
 Or maybe you just want to optimize your stoploss or roi table for that awesome
@@ -299,8 +300,12 @@ Legal values are:
 * `sell`: just search for a new sell strategy
 * `roi`: just optimize the minimal profit table for your strategy
 * `stoploss`: search for the best stoploss value
+* `trailing`: search for the best trailing stop values
+* `default`: `all` except `trailing`
 * space-separated list of any of the above values for example `--spaces roi stoploss`
 
+The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
+
 ### Position stacking and disabling max market positions
 
 In some situations, you may need to run Hyperopt (and Backtesting) with the 
@@ -374,7 +379,7 @@ You can use the `--print-all` command line option if you would like to see all r
 
 ### Understand Hyperopt ROI results
 
-If you are optimizing ROI (i.e. if optimization search-space contains 'all' or 'roi'), your result will look as follows and include a ROI table:
+If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
 
 ```
 Best result:
@@ -421,7 +426,7 @@ Override the `roi_space()` method if you need components of the ROI tables to va
 
 ### Understand Hyperopt Stoploss results
 
-If you are optimizing stoploss values (i.e. if optimization search-space contains 'all' or 'stoploss'), your result will look as follows and include stoploss:
+If you are optimizing stoploss values (i.e. if optimization search-space contains 'all', 'default' or 'stoploss'), your result will look as follows and include stoploss:
 
 ```
 Best result:

From 26a7af85eaae69bce974c6ac97837bb248384a05 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 03:31:03 +0300
Subject: [PATCH 0595/1495] Add trailing_space() into AdvancedSampleHyperOpt

---
 .../templates/sample_hyperopt_advanced.py     | 21 +++++++++++++++++++
 1 file changed, 21 insertions(+)

diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index 5634c21ea..b4bbee3fb 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -233,6 +233,27 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             Real(-0.5, -0.02, name='stoploss'),
         ]
 
+    @staticmethod
+    def trailing_space() -> List[Dimension]:
+        """
+        Create a trailing stoploss space.
+
+        You may override it in your custom Hyperopt class.
+        """
+        return [
+            # It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
+            # is used. Otherwise hyperopt will vary other parameters that won't have effect if
+            # trailing_stop is set False.
+            # This parameter is included into the hyperspace dimensions rather than assigning
+            # it explicitly in the code in order to have it printed in the results along with
+            # other 'trailing' hyperspace parameters.
+            Categorical([True], name='trailing_stop'),
+
+            Real(0.02, 0.35, name='trailing_stop_positive'),
+            Real(0.01, 0.1, name='trailing_stop_positive_offset'),
+            Categorical([True, False], name='trailing_only_offset_is_reached'),
+        ]
+
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators.

From f42ce8fc2a27e6118cd5a8be2aff3e67ee5fa635 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 1 Dec 2019 13:07:17 +0300
Subject: [PATCH 0596/1495] Fix typo in the docs

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 640ea6b74..3a5589d40 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -48,7 +48,7 @@ Rarely you may also need to override:
 * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
 * `generate_roi_table` - for custom ROI optimization (if you need more than 4 entries in the ROI table or the ranges of the values in the ROI table that differ from default)
 * `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
-* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stopl parameters in the optimization hyperspace that differ from default)
+* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 
 ### 1. Install a Custom Hyperopt File
 

From 32c9b5f415b7c471bfb3d7ba2e746dcc097a1902 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 1 Dec 2019 13:13:41 +0300
Subject: [PATCH 0597/1495] Description for generate_roi_table reformulated
 slightly

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 3a5589d40..c4db6da87 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -46,7 +46,7 @@ Optional - can also be loaded from a strategy:
 Rarely you may also need to override:
 
 * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
-* `generate_roi_table` - for custom ROI optimization (if you need more than 4 entries in the ROI table or the ranges of the values in the ROI table that differ from default)
+* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
 * `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
 * `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 

From 668d42447fa404835e874e6113f846ca51b72436 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 16:15:00 +0300
Subject: [PATCH 0598/1495] Refactor log_trials_result()

---
 freqtrade/optimize/hyperopt.py | 69 ++++++++++++++--------------------
 1 file changed, 29 insertions(+), 40 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d79e1336e..9c585ed72 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -156,7 +156,7 @@ class Hyperopt:
         self.trials_file.unlink()
         return trials
 
-    def log_trials_result(self) -> None:  # noqa: C901
+    def log_trials_result(self) -> None:
         """
         Display Best hyperopt result
         """
@@ -170,57 +170,43 @@ class Hyperopt:
         best_result = results[0]
         params = best_result['params']
         log_str = self.format_results_logstring(best_result)
+
         print(f"\nBest result:\n\n{log_str}\n")
 
         if self.config.get('print_json'):
             result_dict: Dict = {}
+            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+                self._params_update_for_json(result_dict, params, s)
+            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
-            if self.has_space('buy') or self.has_space('sell'):
-                result_dict['params'] = {}
+        else:
+            self._params_pretty_print(params, 'buy', "Buy hyperspace params:")
+            self._params_pretty_print(params, 'sell', "Sell hyperspace params:")
+            self._params_pretty_print(params, 'roi', "ROI table:")
+            self._params_pretty_print(params, 'stoploss', "Stoploss:")
+            self._params_pretty_print(params, 'trailing', "Trailing stop:")
 
-            if self.has_space('buy'):
-                result_dict['params'].update(self.space_params(params, 'buy'))
-
-            if self.has_space('sell'):
-                result_dict['params'].update(self.space_params(params, 'sell'))
-
-            if self.has_space('roi'):
+    def _params_update_for_json(self, result_dict, params, space: str):
+        if self.has_space(space):
+            space_params = self.space_params(params, space)
+            if space in ['buy', 'sell']:
+                result_dict.setdefault('params', {}).update(space_params)
+            elif space == 'roi':
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
                 # OrderedDict is used to keep the numeric order of the items
                 # in the dict.
                 result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items()
+                    (str(k), v) for k, v in space_params.items()
                 )
+            else:  # 'stoploss', 'trailing'
+                result_dict.update(space_params)
 
-            if self.has_space('stoploss'):
-                result_dict.update(self.space_params(params, 'stoploss'))
-
-            if self.has_space('trailing'):
-                result_dict.update(self.space_params(params, 'trailing'))
-
-            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
-        else:
-            if self.has_space('buy'):
-                print('Buy hyperspace params:')
-                pprint(self.space_params(params, 'buy', 5), indent=4)
-
-            if self.has_space('sell'):
-                print('Sell hyperspace params:')
-                pprint(self.space_params(params, 'sell', 5), indent=4)
-
-            if self.has_space('roi'):
-                print("ROI table:")
-                # Round printed values to 5 digits after the decimal point
-                pprint(round_dict(self.custom_hyperopt.generate_roi_table(params), 5), indent=4)
-
-            if self.has_space('stoploss'):
-                print(f"Stoploss:")
-                pprint(self.space_params(params, 'stoploss', 5), indent=4)
-
-            if self.has_space('trailing'):
-                print('Trailing stop:')
-                pprint(self.space_params(params, 'trailing', 5), indent=4)
+    def _params_pretty_print(self, params, space: str, header: str):
+        if self.has_space(space):
+            space_params = self.space_params(params, space, 5)
+            print(header)
+            pprint(space_params, indent=4)
 
     def is_best(self, results) -> bool:
         return results['loss'] < self.current_best_loss
@@ -302,7 +288,10 @@ class Hyperopt:
         return spaces
 
     def space_params(self, params, space: str, r: int = None) -> Dict:
-        d = {p.name: params.get(p.name) for p in self.hyperopt_space(space)}
+        if space == 'roi':
+            d = self.custom_hyperopt.generate_roi_table(params)
+        else:
+            d = {p.name: params.get(p.name) for p in self.hyperopt_space(space)}
         # Round floats to `r` digits after the decimal point if requested
         return round_dict(d, r) if r else d
 

From d6b587678eec22d9d6ff135a3a6ce9d3cec1de04 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 17:44:14 +0300
Subject: [PATCH 0599/1495] Adjust test

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

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index d18263ea2..08bef11a1 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -359,7 +359,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.total_epochs = 2
     hyperopt.print_results(
         {
-            'is_best': False,
+            'is_best': True,
             'loss': 1,
             'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
             'results_explanation': 'foo.',

From 05967442c3d03a450440d77b1df344e54f100bee Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 18:01:59 +0300
Subject: [PATCH 0600/1495] Adjust test

---
 tests/optimize/test_hyperopt.py | 19 +++++++++++++++++--
 1 file changed, 17 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 08bef11a1..ff485d423 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -475,7 +475,21 @@ def test_format_results(hyperopt):
     labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
     df = pd.DataFrame.from_records(trades, columns=labels)
     results_metrics = hyperopt._calculate_results_metrics(df)
-    result = hyperopt._format_explanation_string(results_metrics, 1)
+    results_explanation = hyperopt._format_results_explanation_string(results_metrics)
+    total_profit = results_metrics['total_profit']
+
+    results = {
+        'loss': 0.0,
+        'params_dict': None,
+        'params_details': None,
+        'results_metrics': results_metrics,
+        'results_explanation': results_explanation,
+        'total_profit': total_profit,
+        'current_epoch': 1,
+        'is_initial_point': True,
+    }
+
+    result = hyperopt._format_explanation_string(results, 1)
     assert result.find(' 66.67%')
     assert result.find('Total profit 1.00000000 BTC')
     assert result.find('2.0000Σ %')
@@ -488,7 +502,8 @@ def test_format_results(hyperopt):
     ]
     df = pd.DataFrame.from_records(trades, columns=labels)
     results_metrics = hyperopt._calculate_results_metrics(df)
-    result = hyperopt._format_explanation_string(results_metrics, 1)
+    results['total_profit'] = results_metrics['total_profit']
+    result = hyperopt._format_explanation_string(results, 1)
     assert result.find('Total profit 1.00000000 EUR')
 
 

From 86342efa7abd62d406e369211b317d418af02655 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 1 Dec 2019 18:34:25 +0300
Subject: [PATCH 0601/1495] Adjust test

---
 tests/optimize/test_hyperopt.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index ff485d423..6a2d3f251 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -699,7 +699,10 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
+                                 'params_details': {'buy': {'mfi-value': None},
+                                                    'sell': {'sell-mfi-value': None},
+                                                    'roi': {}, 'stoploss': None}}])
     )
     patch_exchange(mocker)
 
@@ -721,7 +724,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     parallel.assert_called_once()
 
     out, err = capsys.readouterr()
-    assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
+    assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2

From ee733210ca18d073f1cf735728754bebf33a2bb3 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 1 Dec 2019 19:10:30 +0300
Subject: [PATCH 0602/1495] minor: Fix formatting typo in docs

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

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index b1a3a66ae..2d3fe36f5 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -74,7 +74,7 @@ For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduc
 $RepeatedMsgReduction on
 ```
 
-## Logging to journald
+### Logging to journald
 
 This needs the `systemd` python package installed as the dependency, which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
 

From 150a497cb4b0c4f530103c820458ec2eb69fbb11 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 2 Dec 2019 06:56:19 +0100
Subject: [PATCH 0603/1495] output pairlist after fetching all

---
 freqtrade/utils.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index f43bdaed2..099c1142e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -334,11 +334,14 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
 
     quote_currencies = args.get('quote_currencies', [config.get('stake_currency')])
-
+    results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr
         # Do not use ticker_interval set in the config
         pairlists = PairListManager(exchange, config)
         pairlists.refresh_pairlist()
+        results[curr] = pairlists.whitelist
+
+    for curr, pairlist in results.items():
         print(f"Pairs for {curr}: ")
-        print(pairlists.whitelist)
+        print(pairlist)

From 0b03c6c786ffb972cfc71ac408f961ca93ad2a64 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 2 Dec 2019 07:00:38 +0100
Subject: [PATCH 0604/1495] Implement to json

---
 freqtrade/configuration/arguments.py |  2 +-
 freqtrade/utils.py                   | 11 ++++++++++-
 2 files changed, 11 insertions(+), 2 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 3add8e04a..25e4386a8 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -37,7 +37,7 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
 ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
 
-ARGS_TEST_PAIRLIST = ["config", "quote_currencies"]
+ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 099c1142e..b7873876a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -344,4 +344,13 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
 
     for curr, pairlist in results.items():
         print(f"Pairs for {curr}: ")
-        print(pairlist)
+        summary_str = ""
+        if args.get('print_list', False):
+            # print data as a list, with human-readable summary
+            print(f"{summary_str}: {', '.join(pairlist)}.")
+        elif args.get('print_one_column', False):
+            print('\n'.join(pairlist))
+        elif args.get('list_pairs_print_json', False):
+            print(rapidjson.dumps(list(pairlist), default=str))
+        else:
+            print(pairlist)

From f0428be91e32ac2a17dcd0f1bc75a49b6faa844b Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Dec 2019 07:19:06 +0000
Subject: [PATCH 0605/1495] Bump pytest from 5.3.0 to 5.3.1

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.0 to 5.3.1.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/5.3.1/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.0...5.3.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a60bbf0eb..99fd3fc6f 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
 mypy==0.740
-pytest==5.3.0
+pytest==5.3.1
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.12.1

From 110fbd3f069baf6277d486b322fbf4a5e3559453 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Dec 2019 07:19:49 +0000
Subject: [PATCH 0606/1495] Bump ccxt from 1.19.86 to 1.20.22

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.19.86 to 1.20.22.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.19.86...1.20.22)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e5c66590a..8c38cf546 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.19.86
+ccxt==1.20.22
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From fc7b9846ae06070b007c382fef75e8d19699c6e1 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Dec 2019 07:46:57 +0000
Subject: [PATCH 0607/1495] Bump mypy from 0.740 to 0.750

Bumps [mypy](https://github.com/python/mypy) from 0.740 to 0.750.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.740...v0.750)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 99fd3fc6f..a2ffa1a06 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==1.8.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
-mypy==0.740
+mypy==0.750
 pytest==5.3.1
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1

From 683406b57d9daf0c3c609a011b1ff99d0f8ae6a7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Dec 2019 06:36:43 +0100
Subject: [PATCH 0608/1495] correct fallback to stake_currency

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index b7873876a..da0ef1fff 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -333,7 +333,9 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
 
     exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
 
-    quote_currencies = args.get('quote_currencies', [config.get('stake_currency')])
+    quote_currencies = args.get('quote_currencies')
+    if not quote_currencies:
+        quote_currencies = [config.get('stake_currency')]
     results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr

From ebf6dad3f6badf202ab432844e4b60daa4ed605f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Dec 2019 06:37:10 +0100
Subject: [PATCH 0609/1495] Update binance pairlist default config

---
 config_binance.json.example | 19 +++++++++++--------
 1 file changed, 11 insertions(+), 8 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index 7d616fe91..8dc6f5c3a 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -37,18 +37,21 @@
             "rateLimit": 200
         },
         "pair_whitelist": [
-            "AST/BTC",
-            "ETC/BTC",
-            "ETH/BTC",
+            "ALGO/BTC",
+            "ATOM/BTC",
+            "BAT/BTC",
+            "BCH/BTC",
+            "BRD/BTC",
             "EOS/BTC",
+            "ETH/BTC",
             "IOTA/BTC",
+            "LINK/BTC",
             "LTC/BTC",
-            "MTH/BTC",
-            "NCASH/BTC",
-            "TNT/BTC",
+            "NEO/BTC",
+            "NXS/BTC",
             "XMR/BTC",
-            "XLM/BTC",
-            "XRP/BTC"
+            "XRP/BTC",
+            "XTZ/BTC"
         ],
         "pair_blacklist": [
             "BNB/BTC"

From cd20d5b5c574cd245aa515fc1b27f0ba08139edc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Dec 2019 06:41:59 +0100
Subject: [PATCH 0610/1495] Update kraken pairlist

---
 config_kraken.json.example | 21 +++++++++++++++++++--
 1 file changed, 19 insertions(+), 2 deletions(-)

diff --git a/config_kraken.json.example b/config_kraken.json.example
index 854aeef71..401ee7c9f 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -38,9 +38,26 @@
             "rateLimit": 1000
         },
         "pair_whitelist": [
-            "ETH/EUR",
+            "ADA/EUR",
+            "ATOM/EUR",
+            "BAT/EUR",
+            "BCH/EUR",
             "BTC/EUR",
-            "BCH/EUR"
+            "DAI/EUR",
+            "DASH/EUR",
+            "EOS/EUR",
+            "ETC/EUR",
+            "ETH/EUR",
+            "LINK/EUR",
+            "LTC/EUR",
+            "QTUM/EUR",
+            "REP/EUR",
+            "WAVES/EUR",
+            "XLM/EUR",
+            "XMR/EUR",
+            "XRP/EUR",
+            "XTZ/EUR",
+            "ZEC/EUR"
         ],
         "pair_blacklist": [
 

From 17e03559dc837301f4044ba89cfe16f2058a2d0b Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 3 Dec 2019 12:51:52 +0300
Subject: [PATCH 0611/1495] minor: fix typo in docs

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

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c43d8e3f6..4efca7d2f 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -1,4 +1,4 @@
-# Optimization
+# Strategy Customization
 
 This page explains where to customize your strategies, and add new
 indicators.

From 298e8b23320d4ac035ddf14b327a72e0d5b11b2b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Dec 2019 15:10:27 +0100
Subject: [PATCH 0612/1495] Add testcase for test_pairlist

---
 freqtrade/utils.py  |  2 +-
 tests/test_utils.py | 40 +++++++++++++++++++++++++++++++++++++---
 2 files changed, 38 insertions(+), 4 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index da0ef1fff..817d642a0 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -326,7 +326,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
 
 def start_test_pairlist(args: Dict[str, Any]) -> None:
     """
-    Test Pairlists
+    Test Pairlist configuration
     """
     from freqtrade.pairlist.pairlistmanager import PairListManager
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 1258c939c..67ec8409b 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -10,8 +10,9 @@ from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_list_exchanges,
                              start_list_markets, start_list_timeframes,
                              start_new_hyperopt, start_new_strategy,
-                             start_trading)
-from tests.conftest import get_args, log_has, log_has_re, patch_exchange
+                             start_test_pairlist, start_trading)
+from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+                            patched_configuration_load_config_file)
 
 
 def test_setup_utils_configuration():
@@ -573,7 +574,7 @@ def test_download_data_no_exchange(mocker, caplog):
     )
     args = [
         "download-data",
-        ]
+    ]
     pargs = get_args(args)
     pargs['config'] = None
     with pytest.raises(OperationalException,
@@ -623,3 +624,36 @@ def test_download_data_trades(mocker, caplog):
     assert dl_mock.call_args[1]['timerange'].starttype == "date"
     assert dl_mock.call_count == 1
     assert convert_mock.call_count == 1
+
+
+def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, capsys):
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    default_conf['pairlists'] = [
+        {
+            "method": "VolumePairList",
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+        },
+        {"method": "PrecisionFilter"},
+        {"method": "PriceFilter", "low_price_ratio": 0.02},
+    ]
+
+    patched_configuration_load_config_file(mocker, default_conf)
+    args = [
+        'test-pairlist',
+        '-c', 'config.json.example'
+    ]
+
+    start_test_pairlist(get_args(args))
+
+    assert log_has_re(r"^Using resolved pairlist VolumePairList.*", caplog)
+    assert log_has_re(r"^Using resolved pairlist PrecisionFilter.*", caplog)
+    assert log_has_re(r"^Using resolved pairlist PriceFilter.*", caplog)
+    captured = capsys.readouterr()
+    assert re.match(r"Pairs for .*", captured.out)
+    assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out)

From b33e47a49ee164b916dd5441299d1fb0019c0888 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Dec 2019 16:15:10 +0100
Subject: [PATCH 0613/1495] Update documentation with test-pairlist

---
 docs/backtesting.md   |  9 +++++----
 docs/configuration.md |  3 +++
 docs/utils.md         | 32 ++++++++++++++++++++++++++++++++
 3 files changed, 40 insertions(+), 4 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 19814303b..68782bb9c 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -11,14 +11,15 @@ Now you have good Buy and Sell strategies and some historic data, you want to te
 real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file
-and load ticker data from `user_data/data/` by default.
-If no data is available for the exchange / pair / ticker interval combination, backtesting will
-ask you to download them first using `freqtrade download-data`.
+Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/` by default.
+If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
 
+!!! Tip "Using dynamic pairlists for backtesting"
+    While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration.
+
 ### Run a backtesting against the currencies listed in your config file
 
 #### With 5 min tickers (Per default)
diff --git a/docs/configuration.md b/docs/configuration.md
index 024760fb9..5ad1a886e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -405,6 +405,9 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
 * [`PrecisionFilter`](#precision-filter)
 * [`PriceFilter`](#price-pair-filter)
 
+!!! Tip "Testing pairlists"
+    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
+
 #### Static Pair List
 
 By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. 
diff --git a/docs/utils.md b/docs/utils.md
index ca4b645a5..19368059a 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -234,3 +234,35 @@ $ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT
 ```
 $ freqtrade list-markets --exchange kraken --all
 ```
+
+## Test pairlist
+
+Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlists](configuration.md#pairlists).
+
+Requires a configuration with specified `pairlists` attribute.
+Can be used to generate static pairlists to be used during backtesting / hyperopt.
+
+### Examples
+
+Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
+
+```
+freqtrade test-pairlist --config config.json --quote USDT BTC
+```
+
+```
+usage: freqtrade test-pairlist [-h] [-c PATH]
+                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
+                               [-1] [--print-json]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
+                        Specify quote currency(-ies). Space-separated list.
+  -1, --one-column      Print output in one column.
+  --print-json          Print list of pairs or market symbols in JSON format.
+```

From ba29a2ffe4b723ed2025568e0b31df490e316bf4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 3 Dec 2019 21:30:50 +0300
Subject: [PATCH 0614/1495] Move docs on loss function creation to a separate
 doc file

---
 docs/advanced-hyperopt.md | 63 +++++++++++++++++++++++++++++++++++++++
 docs/hyperopt.md          | 58 +----------------------------------
 2 files changed, 64 insertions(+), 57 deletions(-)
 create mode 100644 docs/advanced-hyperopt.md

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
new file mode 100644
index 000000000..b69b671d2
--- /dev/null
+++ b/docs/advanced-hyperopt.md
@@ -0,0 +1,63 @@
+# Advanced Hyperopt
+
+This page explains some advanced Hyperopt issues that may require higher
+coding skills and Python knowledge than creation of an ordinal hyperoptimization
+class.
+
+## Creating and using a custom loss function
+
+To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
+For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
+
+A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
+
+``` python
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+TARGET_TRADES = 600
+EXPECTED_MAX_PROFIT = 3.0
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+class SuperDuperHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        This is the legacy algorithm (used until now in freqtrade).
+        Weights are distributed as follows:
+        * 0.4 to trade duration
+        * 0.25: Avoiding trade loss
+        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result
+```
+
+Currently, the arguments are:
+
+* `results`: DataFrame containing the result  
+    The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
+    `pair, profit_percent, profit_abs, open_time, close_time, open_index, close_index, trade_duration, open_at_end, open_rate, close_rate, sell_reason`
+* `trade_count`: Amount of trades (identical to `len(results)`)
+* `min_date`: Start date of the hyperopting TimeFrame
+* `min_date`: End date of the hyperopting TimeFrame
+
+This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
+
+!!! Note
+    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+
+!!! Note
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index c4db6da87..0661896a0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -183,63 +183,7 @@ Currently, the following loss functions are builtin:
 * `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
 * `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns)
 
-### Creating and using a custom loss function
-
-To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
-For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
-
-A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
-
-``` python
-from freqtrade.optimize.hyperopt import IHyperOptLoss
-
-TARGET_TRADES = 600
-EXPECTED_MAX_PROFIT = 3.0
-MAX_ACCEPTED_TRADE_DURATION = 300
-
-class SuperDuperHyperOptLoss(IHyperOptLoss):
-    """
-    Defines the default loss function for hyperopt
-    """
-
-    @staticmethod
-    def hyperopt_loss_function(results: DataFrame, trade_count: int,
-                               min_date: datetime, max_date: datetime,
-                               *args, **kwargs) -> float:
-        """
-        Objective function, returns smaller number for better results
-        This is the legacy algorithm (used until now in freqtrade).
-        Weights are distributed as follows:
-        * 0.4 to trade duration
-        * 0.25: Avoiding trade loss
-        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
-        """
-        total_profit = results.profit_percent.sum()
-        trade_duration = results.trade_duration.mean()
-
-        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
-        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
-        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
-        result = trade_loss + profit_loss + duration_loss
-        return result
-```
-
-Currently, the arguments are:
-
-* `results`: DataFrame containing the result  
-    The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
-    `pair, profit_percent, profit_abs, open_time, close_time, open_index, close_index, trade_duration, open_at_end, open_rate, close_rate, sell_reason`
-* `trade_count`: Amount of trades (identical to `len(results)`)
-* `min_date`: Start date of the hyperopting TimeFrame
-* `min_date`: End date of the hyperopting TimeFrame
-
-This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
-
-!!! Note
-    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
-
-!!! Note
-    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
 ## Execute Hyperopt
 

From ddf86d6342f642db900b3400c3010d7add477a01 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 3 Dec 2019 21:36:25 +0300
Subject: [PATCH 0615/1495] Adjust docs index

---
 mkdocs.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/mkdocs.yml b/mkdocs.yml
index 43d6acc1d..d53687c64 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -24,6 +24,7 @@ nav:
         - Plotting: plotting.md
     - SQL Cheatsheet: sql_cheatsheet.md
     - Advanced Post-installation Tasks: advanced-setup.md
+    - Advanced Hyperopt: advanced-hyperopt.md
     - Sandbox Testing: sandbox-testing.md
     - Deprecated Features: deprecated.md
     - Contributors Guide: developer.md

From ac3e061508083d7f5854c51a70aebbca19c4aa13 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 3 Dec 2019 23:20:00 +0300
Subject: [PATCH 0616/1495] Resolve issues stated in the review

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

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index b69b671d2..4c0f91c77 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -1,15 +1,15 @@
 # Advanced Hyperopt
 
-This page explains some advanced Hyperopt issues that may require higher
+This page explains some advanced Hyperopt topics that may require higher
 coding skills and Python knowledge than creation of an ordinal hyperoptimization
 class.
 
 ## Creating and using a custom loss function
 
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
-For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
+For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this function is being used.
 
-A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
+A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [freqtrade/templates/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py)
 
 ``` python
 from freqtrade.optimize.hyperopt import IHyperOptLoss

From 054484ad73363dbfab6810fbbe44fe1cc699393d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Dec 2019 06:57:44 +0100
Subject: [PATCH 0617/1495] load_pair_history should not return None, but an
 empty dataframe if no data is found

---
 freqtrade/data/history.py          | 6 +++---
 tests/data/test_history.py         | 4 ++--
 tests/optimize/test_backtesting.py | 2 +-
 tests/optimize/test_hyperopt.py    | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index ec95be874..865893a66 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -146,7 +146,7 @@ def load_pair_history(pair: str,
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param drop_incomplete: Drop last candle assuming it may be incomplete.
     :param startup_candles: Additional candles to load at the start of the period
-    :return: DataFrame with ohlcv data
+    :return: DataFrame with ohlcv data, or empty DataFrame
     """
 
     timerange_startup = deepcopy(timerange)
@@ -174,7 +174,7 @@ def load_pair_history(pair: str,
             f'No history data for pair: "{pair}", timeframe: {timeframe}. '
             'Use `freqtrade download-data` to download the data'
         )
-        return None
+        return DataFrame()
 
 
 def load_data(datadir: Path,
@@ -216,7 +216,7 @@ def load_data(datadir: Path,
                                  exchange=exchange,
                                  fill_up_missing=fill_up_missing,
                                  startup_candles=startup_candles)
-        if hist is not None:
+        if not hist.empty:
             result[pair] = hist
 
     if fail_without_data and not result:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 65feaf03e..6d89ab7c5 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -74,8 +74,8 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No
 
 def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
     ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
-    assert not isinstance(ld, DataFrame)
-    assert ld is None
+    assert isinstance(ld, DataFrame)
+    assert ld.empty
     assert log_has(
         'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
         'Use `freqtrade download-data` to download the data', caplog
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index e74ead33d..5086891a6 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -494,7 +494,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     def get_timeframe(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
-    mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
+    mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame()))
     mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index cd96d0ed6..c9ae6ba1d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -249,7 +249,7 @@ def test_start(mocker, default_conf, caplog) -> None:
 
 def test_start_no_data(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
-    mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
+    mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timeframe',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))

From 8a7fe3f1d69ddd82465f9b58ccec8104160c963a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Dec 2019 07:01:09 +0100
Subject: [PATCH 0618/1495] The file will (for users) be in user_data - just in
 the repo it's in templates

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

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 4c0f91c77..20af0aaab 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -9,7 +9,7 @@ class.
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
 For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this function is being used.
 
-A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [freqtrade/templates/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py)
+A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [userdata/hyperopts](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py).
 
 ``` python
 from freqtrade.optimize.hyperopt import IHyperOptLoss

From 0ba804d051d8b94f1e99cba45adc696f66e12f21 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Dec 2019 12:14:37 +0100
Subject: [PATCH 0619/1495] Address first part of feedback

---
 freqtrade/utils.py | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 817d642a0..c174f189e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -346,11 +346,8 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
 
     for curr, pairlist in results.items():
         print(f"Pairs for {curr}: ")
-        summary_str = ""
-        if args.get('print_list', False):
-            # print data as a list, with human-readable summary
-            print(f"{summary_str}: {', '.join(pairlist)}.")
-        elif args.get('print_one_column', False):
+
+        if args.get('print_one_column', False):
             print('\n'.join(pairlist))
         elif args.get('list_pairs_print_json', False):
             print(rapidjson.dumps(list(pairlist), default=str))

From 51f074ba4bce67985a3af587e46981e5b15e73e4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Dec 2019 12:25:57 +0100
Subject: [PATCH 0620/1495] Don't print quote-currency for -1

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index c174f189e..9a00f1f26 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -345,7 +345,8 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
         results[curr] = pairlists.whitelist
 
     for curr, pairlist in results.items():
-        print(f"Pairs for {curr}: ")
+        if not args.get('print_one_column', False):
+            print(f"Pairs for {curr}: ")
 
         if args.get('print_one_column', False):
             print('\n'.join(pairlist))

From 16a50fbe4e76ac304a3adbc3040bd538ca7456e4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Dec 2019 14:30:53 +0100
Subject: [PATCH 0621/1495] Resort documentation

---
 docs/utils.md | 68 ++++++++++++++++++++++++---------------------------
 1 file changed, 32 insertions(+), 36 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 19368059a..4ad32055a 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -43,20 +43,6 @@ The file will be named inline with your class name, and will not overwrite exist
 
 Results will be located in `user_data/strategies/.py`.
 
-### Sample usage of new-strategy
-
-```bash
-freqtrade new-strategy --strategy AwesomeStrategy
-```
-
-With custom user directory
-
-```bash
-freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
-```
-
-### new-strategy complete options
-
 ``` output
 usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
                               [--template {full,minimal}]
@@ -75,6 +61,18 @@ optional arguments:
 
 ```
 
+### Sample usage of new-strategy
+
+```bash
+freqtrade new-strategy --strategy AwesomeStrategy
+```
+
+With custom user directory
+
+```bash
+freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
+```
+
 ## Create new hyperopt
 
 Creates a new hyperopt from a template similar to SampleHyperopt.
@@ -82,20 +80,6 @@ The file will be named inline with your class name, and will not overwrite exist
 
 Results will be located in `user_data/hyperopts/.py`.
 
-### Sample usage of new-hyperopt
-
-```bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-With custom user directory
-
-```bash
-freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
-```
-
-### new-hyperopt complete options
-
 ``` output
 usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
                               [--template {full,minimal}]
@@ -112,6 +96,18 @@ optional arguments:
                         `full`.
 ```
 
+### Sample usage of new-hyperopt
+
+```bash
+freqtrade new-hyperopt --hyperopt AwesomeHyperopt
+```
+
+With custom user directory
+
+```bash
+freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
+```
+
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.
@@ -242,14 +238,6 @@ Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlis
 Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
 
-### Examples
-
-Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
-
-```
-freqtrade test-pairlist --config config.json --quote USDT BTC
-```
-
 ```
 usage: freqtrade test-pairlist [-h] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
@@ -266,3 +254,11 @@ optional arguments:
   -1, --one-column      Print output in one column.
   --print-json          Print list of pairs or market symbols in JSON format.
 ```
+
+### Examples
+
+Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
+
+```
+freqtrade test-pairlist --config config.json --quote USDT BTC
+```

From 54694dd3a4e8db83e6ad6d9354c89be0dc7bd81b Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 4 Dec 2019 23:14:47 +0300
Subject: [PATCH 0622/1495] Manual merge of some conflicts in hyperopt

---
 freqtrade/optimize/hyperopt.py | 71 ++++++++++++++++++++--------------
 1 file changed, 42 insertions(+), 29 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d2404beb5..f932393aa 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -165,13 +165,16 @@ class Hyperopt:
         result: Dict = {}
 
         if self.has_space('buy'):
-            result['buy'] = {p.name: params.get(p.name) for p in self.hyperopt_space('buy')}
+            result['buy'] = {p.name: params.get(p.name)
+                             for p in self.hyperopt_space('buy')}
         if self.has_space('sell'):
-            result['sell'] = {p.name: params.get(p.name) for p in self.hyperopt_space('sell')}
+            result['sell'] = {p.name: params.get(p.name)
+                              for p in self.hyperopt_space('sell')}
         if self.has_space('roi'):
             result['roi'] = self.custom_hyperopt.generate_roi_table(params)
         if self.has_space('stoploss'):
-            result['stoploss'] = params.get('stoploss')
+            result['stoploss'] = {p.name: params.get(p.name)
+                                  for p in self.hyperopt_space('stoploss')}
 
         return result
 
@@ -193,38 +196,48 @@ class Hyperopt:
 
         if print_json:
             result_dict: Dict = {}
-            result_params_dict: Dict = {}
-            if 'buy' in params:
-                result_params_dict.update(params['buy'])
-            if 'sell' in params:
-                result_params_dict.update(params['sell'])
-            if result_params_dict:
-                result_dict['params'] = result_params_dict
-            if 'roi' in params:
+            for s in ['buy', 'sell', 'roi', 'stoploss']:
+                Hyperopt._params_update_for_json(result_dict, params, s)
+            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+
+        else:
+            Hyperopt._params_pretty_print(params, 'buy', "Buy hyperspace params:")
+            Hyperopt._params_pretty_print(params, 'sell', "Sell hyperspace params:")
+            Hyperopt._params_pretty_print(params, 'roi', "ROI table:")
+            Hyperopt._params_pretty_print(params, 'stoploss', "Stoploss:")
+
+    @staticmethod
+    def _params_update_for_json(result_dict, params, space: str):
+        if space in params:
+            space_params = Hyperopt._space_params(params, space)
+            if space in ['buy', 'sell']:
+                result_dict.setdefault('params', {}).update(space_params)
+            elif space == 'roi':
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
                 # OrderedDict is used to keep the numeric order of the items
                 # in the dict.
                 result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in params['roi'].items()
+                    (str(k), v) for k, v in space_params.items()
                 )
-            if 'stoploss' in params:
-                result_dict['stoploss'] = params['stoploss']
-            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
-        else:
-            if 'buy' in params:
-                print('Buy hyperspace params:')
-                pprint(params['buy'], indent=4)
-            if 'sell' in params:
-                print('Sell hyperspace params:')
-                pprint(params['sell'], indent=4)
-            if 'roi' in params:
-                print("ROI table:")
-                # Round printed values to 5 digits after the decimal point
-                pprint(round_dict(params['roi'], 5), indent=4)
-            if 'stoploss' in params:
-                # Also round to 5 digits after the decimal point
-                print(f"Stoploss: {round(params['stoploss'], 5)}")
+            else:  # 'stoploss'
+                result_dict.update(space_params)
+
+    @staticmethod
+    def _params_pretty_print(params, space: str, header: str):
+        if space in params:
+            space_params = Hyperopt._space_params(params, space, 5)
+            if space == 'stoploss':
+                print(header, space_params.get('stoploss'))
+            else:
+                print(header)
+                pprint(space_params, indent=4)
+
+    @staticmethod
+    def _space_params(params, space: str, r: int = None) -> Dict:
+        d = params[space]
+        # Round floats to `r` digits after the decimal point if requested
+        return round_dict(d, r) if r else d
 
     @staticmethod
     def is_best_loss(results, current_best_loss) -> bool:

From b20bea8492cebaea3fb3fee50b96087b9d8263be Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 4 Dec 2019 23:15:19 +0300
Subject: [PATCH 0623/1495] Adjust tests

---
 tests/optimize/test_hyperopt.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 6a2d3f251..5617ee4db 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -637,7 +637,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
                                     'sell-rsi-enabled': False,
                                     'sell-rsi-value': 0,
                                     'sell-trigger': 'macd_cross_signal'},
-                           'stoploss': -0.4},
+                           'stoploss': {'stoploss': -0.4}},
         'params_dict': optimizer_param,
         'results_metrics': {'avg_profit': 2.3117,
                             'duration': 100.0,
@@ -702,7 +702,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
         MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
                                  'params_details': {'buy': {'mfi-value': None},
                                                     'sell': {'sell-mfi-value': None},
-                                                    'roi': {}, 'stoploss': None}}])
+                                                    'roi': {}, 'stoploss': {'stoploss': None}}}])
     )
     patch_exchange(mocker)
 
@@ -742,7 +742,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
         MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
-                                'params_details': {'roi': {}, 'stoploss': None}}])
+                                 'params_details': {'roi': {}, 'stoploss': {'stoploss': None}}}])
     )
     patch_exchange(mocker)
 

From b61f43835d20a5b3b18120bcc944fcbf244de8de Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 5 Dec 2019 01:11:06 +0300
Subject: [PATCH 0624/1495] Make flake happy

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 97810d75a..eb3546756 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -354,11 +354,11 @@ class Hyperopt:
         if self.has_space('trailing'):
             self.backtesting.strategy.trailing_stop = params_dict['trailing_stop']
             self.backtesting.strategy.trailing_stop_positive = \
-                    params_dict['trailing_stop_positive']
+                params_dict['trailing_stop_positive']
             self.backtesting.strategy.trailing_stop_positive_offset = \
-                    params_dict['trailing_stop_positive_offset']
+                params_dict['trailing_stop_positive_offset']
             self.backtesting.strategy.trailing_only_offset_is_reached = \
-                    params_dict['trailing_only_offset_is_reached']
+                params_dict['trailing_only_offset_is_reached']
 
         processed = load(self.tickerdata_pickle)
 

From 4efd8b96e54120dccb84bf8580284343d0f06c56 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 5 Dec 2019 14:16:18 +0300
Subject: [PATCH 0625/1495] Add description for hyperopt-list and hyperopt-show
 to the docs

---
 docs/utils.md | 65 +++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 65 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index 4ad32055a..e5359af83 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -262,3 +262,68 @@ Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
 ```
 freqtrade test-pairlist --config config.json --quote USDT BTC
 ```
+
+## List Hyperopt results
+
+You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` subcommand.
+
+```
+usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                               [-d PATH] [--userdir PATH] [--best]
+                               [--profitable] [--no-color] [--print-json]
+                               [--no-details]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --best                Select only best epochs.
+  --profitable          Select only profitable epochs.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
+  --print-json          Print best result detailization in JSON format.
+  --no-details          Do not print best epoch details.
+ ```
+ 
+### Examples
+
+List all results, print details of the best result at the end:
+```
+freqtrade hyperopt-list
+```
+
+List only epochs with positive profit. Do not print the details of the best epoch, so that the list can be iterated in a script:
+```
+freqtrade hyperopt-list --profitable --no-details
+```
+
+## Show details of Hyperopt results
+
+You can show the details of any hyperoptimization epoch previously evaluated by the Hyperopt module with the `hyperopt-show` subcommand.
+
+```
+usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                               [-d PATH] [--userdir PATH] [--best]
+                               [--profitable] [-n INT] [--print-json]
+                               [--no-header]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --best                Select only best epochs.
+  --profitable          Select only profitable epochs.
+  -n INT, --index INT   Specify the index of the epoch to print details for.
+  --print-json          Print best result detailization in JSON format.
+  --no-header           Do not print epoch details header.
+```
+
+### Examples
+
+Print details for the epoch 168 (the number of the epoch is shown by the `hyperopt-list` subcommand or by Hyperopt itself during hyperoptimization run):
+
+```
+freqtrade hyperopt-show -n 168
+```
+
+Prints JSON data with details for the last best epoch (i.e., the best of all epochs):
+
+```
+freqtrade hyperopt-show --best -n -1 --print-json --no-header
+```

From 216094a7616cd3a5c68a2db46a22f099bb8bda9b Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 5 Dec 2019 14:30:55 +0300
Subject: [PATCH 0626/1495] Add reference to hyperopt-list and hyperopt-show to
 the Hyperopt doc

---
 docs/hyperopt.md | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 0661896a0..29a526bd0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -440,7 +440,11 @@ If you are optimizing trailing stop values, Freqtrade creates the 'trailing' opt
 
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
 
-### Validate backtesting results
+## Show details of Hyperopt results
+
+After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` subcommands. The usage of these subcommands is described in the [Utils](utils.md#list-hyperopt-results) chapter.
+
+## Validate backtesting results
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 

From 4b0a4c936a18ca900fc0b9b76f7030cda1f9fd88 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 5 Dec 2019 20:31:02 +0100
Subject: [PATCH 0627/1495] Fix hyperopt with ticker_interval from strategy

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9c585ed72..a7b0e2bf6 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -54,10 +54,10 @@ class Hyperopt:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
 
-        self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
-
         self.backtesting = Backtesting(self.config)
 
+        self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
+
         self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
 

From 703458f3656496c4cf8feee1bda08d69f3a89f66 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 5 Dec 2019 20:35:54 +0100
Subject: [PATCH 0628/1495] Add test for loading ticker-interval from strategy

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

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c9ae6ba1d..1f1706ee1 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -435,7 +435,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
                                  'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0}}])
     )
     patch_exchange(mocker)
-
+    # Co-test loading ticker-interval from strategy
+    del default_conf['ticker_interval']
     default_conf.update({'config': 'config.json.example',
                          'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,

From 1da008b3aff2d498044e92bf0b50e612a18eb416 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 5 Dec 2019 20:44:12 +0100
Subject: [PATCH 0629/1495] Document "quick" hyperopt of roi/stoploss and
 trailing stoploss

---
 docs/hyperopt.md | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 0661896a0..befd448bb 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -50,6 +50,16 @@ Rarely you may also need to override:
 * `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
 * `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 
+!!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
+    You can quickly optimize the spaces `roi`, `stoploss` and `trailing_stoploss` without changing anything from the default hyperopt template by relying on your strategy to do most of the calculations.
+
+    ``` python
+    # Have a working strategy at hand.
+    freqtrade new-hyperopt --hyperopt EmptyHyperopt
+
+    freqtrade hyperopt --hyperopt EmptyHyperopt --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
+    ``` 
+
 ### 1. Install a Custom Hyperopt File
 
 Put your hyperopt file into the directory `user_data/hyperopts`.

From d21ae4edd35e48be9278c510325a256a66ea9eee Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 5 Dec 2019 23:29:31 +0300
Subject: [PATCH 0630/1495] Add fixes for comments in the review

---
 freqtrade/optimize/hyperopt.py | 7 ++++++-
 freqtrade/utils.py             | 2 ++
 2 files changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index eb3546756..277aee2fa 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -22,6 +22,7 @@ from pandas import DataFrame
 from skopt import Optimizer
 from skopt.space import Dimension
 
+from freqtrade import OperationalException
 from freqtrade.data.history import get_timeframe, trim_dataframe
 from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
@@ -181,7 +182,7 @@ class Hyperopt:
 
         return result
 
-    @staticmethod  # noqa: C901
+    @staticmethod
     def print_epoch_details(results, total_epochs, print_json: bool,
                             no_header: bool = False, header_str: str = None) -> None:
         """
@@ -462,6 +463,10 @@ class Hyperopt:
         trials: List = []
         if trials_file.is_file() and trials_file.stat().st_size > 0:
             trials = Hyperopt._read_trials(trials_file)
+            if trials[0].get('is_best') is None:
+                raise OperationalException(
+                        "The file with Hyperopt results is incompatible with this version "
+                        "of Freqtrade and cannot be loaded.")
             logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
         return trials
 
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 4d170985c..91758737e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -360,6 +360,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
 
 def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
+    List hyperopt epochs previously evaluated
     """
     from freqtrade.optimize.hyperopt import Hyperopt
 
@@ -403,6 +404,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
 def start_hyperopt_show(args: Dict[str, Any]) -> None:
     """
+    Show details of a hyperopt epoch previously evaluated
     """
     from freqtrade.optimize.hyperopt import Hyperopt
 

From 2bd4008cb2739f6c2cf47698e21e1529c4c77c73 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 6 Dec 2019 06:06:41 +0100
Subject: [PATCH 0631/1495] fix space name ...

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index befd448bb..e0adfb890 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -51,7 +51,7 @@ Rarely you may also need to override:
 * `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 
 !!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
-    You can quickly optimize the spaces `roi`, `stoploss` and `trailing_stoploss` without changing anything from the default hyperopt template by relying on your strategy to do most of the calculations.
+    You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything (i.e. without creation of a "complete" Hyperopt class with dimensions, parameters, triggers and guards, as described in this document) from the default hyperopt template by relying on your strategy to do most of the calculations.
 
     ``` python
     # Have a working strategy at hand.

From 309186911590630cb01bdd503da840c9eca8518c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 14:30:14 +0100
Subject: [PATCH 0632/1495] refactor get_close_rate out of get_sell_trade-entry

---
 freqtrade/optimize/backtesting.py | 44 +++++++++++++++++--------------
 1 file changed, 24 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d9fb1f2d1..c7d25cb7b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -261,6 +261,29 @@ class Backtesting:
             ticker[pair] = [x for x in ticker_data.itertuples()]
         return ticker
 
+    def _get_close_rate(self, sell_row, trade: Trade, sell, trade_dur) -> float:
+        # Special handling if high or low hit STOP_LOSS or ROI
+        if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+            # Set close_rate to stoploss
+            closerate = trade.stop_loss
+        elif sell.sell_type == (SellType.ROI):
+            roi = self.strategy.min_roi_reached_entry(trade_dur)
+            if roi is not None:
+                # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
+                closerate = - (trade.open_rate * roi + trade.open_rate *
+                               (1 + trade.fee_open)) / (trade.fee_close - 1)
+
+                # Use the maximum between closerate and low as we
+                # cannot sell outside of a candle.
+                # Applies when using {"xx": -1} as roi to force sells after xx minutes
+                closerate = max(closerate, sell_row.low)
+            else:
+                # This should not be reached...
+                closerate = sell_row.open
+        else:
+            closerate = sell_row.open
+        return closerate
+
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,
             partial_ticker: List, trade_count_lock: Dict,
@@ -287,26 +310,7 @@ class Backtesting:
                                              sell_row.sell, low=sell_row.low, high=sell_row.high)
             if sell.sell_flag:
                 trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60)
-                # Special handling if high or low hit STOP_LOSS or ROI
-                if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
-                    # Set close_rate to stoploss
-                    closerate = trade.stop_loss
-                elif sell.sell_type == (SellType.ROI):
-                    roi = self.strategy.min_roi_reached_entry(trade_dur)
-                    if roi is not None:
-                        # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
-                        closerate = - (trade.open_rate * roi + trade.open_rate *
-                                       (1 + trade.fee_open)) / (trade.fee_close - 1)
-
-                        # Use the maximum between closerate and low as we
-                        # cannot sell outside of a candle.
-                        # Applies when using {"xx": -1} as roi to force sells after xx minutes
-                        closerate = max(closerate, sell_row.low)
-                    else:
-                        # This should not be reached...
-                        closerate = sell_row.open
-                else:
-                    closerate = sell_row.open
+                closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
                 return BacktestResult(pair=pair,
                                       profit_percent=trade.calc_profit_percent(rate=closerate),

From 1e6f9f9fe20cab92711b06f929e5641991c8ea60 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 15:13:49 +0100
Subject: [PATCH 0633/1495] Add testcase for negative ROI sell using open

---
 tests/optimize/test_backtest_detail.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 3f6cc8c9a..e269009b1 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -265,6 +265,22 @@ tc16 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
 
+# Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
+# Causes negative profit even though sell-reason is ROI.
+# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
+# Uses open as sell-rate (special case) - since the roi-time is a multiple of the ticker interval.
+tc17 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -283,6 +299,7 @@ TESTS = [
     tc14,
     tc15,
     tc16,
+    tc17,
 ]
 
 

From 3163cbdf8a56f2eafefa5736945087327752ed10 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 15:18:12 +0100
Subject: [PATCH 0634/1495] Apply special case for negative ROI

---
 freqtrade/optimize/backtesting.py | 10 ++++++++--
 freqtrade/strategy/interface.py   |  8 ++++----
 2 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c7d25cb7b..6e7d36368 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -267,7 +267,7 @@ class Backtesting:
             # Set close_rate to stoploss
             closerate = trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
-            roi = self.strategy.min_roi_reached_entry(trade_dur)
+            roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
             if roi is not None:
                 # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
                 closerate = - (trade.open_rate * roi + trade.open_rate *
@@ -275,8 +275,14 @@ class Backtesting:
 
                 # Use the maximum between closerate and low as we
                 # cannot sell outside of a candle.
-                # Applies when using {"xx": -1} as roi to force sells after xx minutes
+                # Applies when a new ROI setting comes in place and the whole candle is above that.
                 closerate = max(closerate, sell_row.low)
+                if roi == -1 and roi_entry % self.timeframe_mins == 0:
+                    # When forceselling with ROI=-1, the roi-entry will always be "on the entry".
+                    # If that entry is a multiple of the timeframe (so on open)
+                    # - we'll use open instead of close
+                    closerate = max(closerate, sell_row.open)
+
             else:
                 # This should not be reached...
                 closerate = sell_row.open
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e208138e7..2b3a6194f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -394,7 +394,7 @@ class IStrategy(ABC):
 
         return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
 
-    def min_roi_reached_entry(self, trade_dur: int) -> Optional[float]:
+    def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
         """
         Based on trade duration defines the ROI entry that may have been reached.
         :param trade_dur: trade duration in minutes
@@ -403,9 +403,9 @@ class IStrategy(ABC):
         # Get highest entry in ROI dict where key <= trade-duration
         roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
         if not roi_list:
-            return None
+            return None, None
         roi_entry = max(roi_list)
-        return self.minimal_roi[roi_entry]
+        return roi_entry, self.minimal_roi[roi_entry]
 
     def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
         """
@@ -415,7 +415,7 @@ class IStrategy(ABC):
         """
         # Check if time matches and current rate is above threshold
         trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
-        roi = self.min_roi_reached_entry(trade_dur)
+        _, roi = self.min_roi_reached_entry(trade_dur)
         if roi is None:
             return False
         else:

From 189835b9635e54ce10c88ae02ba0ce4936c7749d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 15:26:10 +0100
Subject: [PATCH 0635/1495] Add documentation for ROI-1 case

---
 docs/backtesting.md   | 5 ++++-
 docs/configuration.md | 3 +++
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 68782bb9c..017289905 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -194,7 +194,10 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Buys happen at open-price
 - Sell signal sells happen at open-price of the following candle
 - Low happens before high for stoploss, protecting capital first.
-- ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
+- ROI
+  - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
+  - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
+  - Forcesells caused by `=-1` ROI entries use low as sell value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
 - Stoploss sells happen exactly at stoploss price, even if low was lower
 - Trailing stoploss
   - High happens first - adjusting stoploss
diff --git a/docs/configuration.md b/docs/configuration.md
index 5ad1a886e..5bebbcfcd 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -169,6 +169,9 @@ This parameter can be set in either Strategy or Configuration file. If you use i
 `minimal_roi` value from the strategy file.
 If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal roi is disabled unless your trade generates 1000% profit.
 
+!!! Note "Special case to forcesell after a specific time"
+    A special case presents using `"": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell.
+
 ### Understand stoploss
 
 Go to the [stoploss documentation](stoploss.md) for more details.

From 45d12dbc83fd6a24f1d7b28bcf6bf5022053d454 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 15:28:56 +0100
Subject: [PATCH 0636/1495] Avoid a few calculations during backtesting

---
 freqtrade/optimize/backtesting.py | 23 +++++++++++++----------
 1 file changed, 13 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 6e7d36368..7b5bd34b4 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -262,13 +262,22 @@ class Backtesting:
         return ticker
 
     def _get_close_rate(self, sell_row, trade: Trade, sell, trade_dur) -> float:
+        """
+        Get close rate for backtesting result
+        """
         # Special handling if high or low hit STOP_LOSS or ROI
         if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
             # Set close_rate to stoploss
-            closerate = trade.stop_loss
+            return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
             roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
             if roi is not None:
+                if roi == -1 and roi_entry % self.timeframe_mins == 0:
+                    # When forceselling with ROI=-1, the roi-entry will always be "on the entry".
+                    # If that entry is a multiple of the timeframe (so on open)
+                    # - we'll use open instead of close
+                    return sell_row.open
+
                 # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
                 closerate = - (trade.open_rate * roi + trade.open_rate *
                                (1 + trade.fee_open)) / (trade.fee_close - 1)
@@ -276,19 +285,13 @@ class Backtesting:
                 # Use the maximum between closerate and low as we
                 # cannot sell outside of a candle.
                 # Applies when a new ROI setting comes in place and the whole candle is above that.
-                closerate = max(closerate, sell_row.low)
-                if roi == -1 and roi_entry % self.timeframe_mins == 0:
-                    # When forceselling with ROI=-1, the roi-entry will always be "on the entry".
-                    # If that entry is a multiple of the timeframe (so on open)
-                    # - we'll use open instead of close
-                    closerate = max(closerate, sell_row.open)
+                return max(closerate, sell_row.low)
 
             else:
                 # This should not be reached...
-                closerate = sell_row.open
+                return sell_row.open
         else:
-            closerate = sell_row.open
-        return closerate
+            return sell_row.open
 
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,

From bb9235c7155dbd562c001e3935a7791629d3f846 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 15:42:47 +0100
Subject: [PATCH 0637/1495] Validate stake-currency against pairlist - making
 sure only correct pairs are in the whitelist

---
 freqtrade/configuration/config_validation.py | 7 +++++++
 tests/test_configuration.py                  | 6 ++++++
 2 files changed, 13 insertions(+)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 4bfd24677..ca0e01ba0 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -131,3 +131,10 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
         if (pl.get('method') == 'StaticPairList'
                 and not conf.get('exchange', {}).get('pair_whitelist')):
             raise OperationalException("StaticPairList requires pair_whitelist to be set.")
+
+        if pl.get('method') == 'StaticPairList':
+            stake = conf['stake_currency']
+            pairlist = conf['exchange'].get('pair_whitelist')
+            if not all([p.endswith(f'/{stake}') for p in pairlist]):
+                raise OperationalException(
+                    f"Stake-currency {stake} not compatible with pair-whitelist.")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index ae85c7493..7f708934b 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -798,6 +798,12 @@ def test_validate_whitelist(default_conf):
 
     validate_config_consistency(conf)
 
+    conf = deepcopy(default_conf)
+    conf['stake_currency'] = 'USDT'
+    with pytest.raises(OperationalException,
+                       match="Stake-currency USDT not compatible with pair-whitelist."):
+        validate_config_consistency(conf)
+
 
 def test_load_config_test_comments() -> None:
     """

From ed7207d4c8a8f16499f32de7c34dce82a76061c3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 19:31:15 +0100
Subject: [PATCH 0638/1495] Show pairs which are wrong ...

---
 freqtrade/configuration/config_validation.py | 11 ++++++++---
 tests/test_configuration.py                  |  2 +-
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index ca0e01ba0..068364884 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -134,7 +134,12 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
 
         if pl.get('method') == 'StaticPairList':
             stake = conf['stake_currency']
-            pairlist = conf['exchange'].get('pair_whitelist')
-            if not all([p.endswith(f'/{stake}') for p in pairlist]):
+            invalid_pairs = []
+            for pair in conf['exchange'].get('pair_whitelist'):
+                if not pair.endswith(f'/{stake}'):
+                    invalid_pairs.append(pair)
+
+            if invalid_pairs:
                 raise OperationalException(
-                    f"Stake-currency {stake} not compatible with pair-whitelist.")
+                    f"Stake-currency '{stake}' not compatible with pair-whitelist. "
+                    f"Please remove the following pairs: {invalid_pairs}")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7f708934b..89ca74afa 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -801,7 +801,7 @@ def test_validate_whitelist(default_conf):
     conf = deepcopy(default_conf)
     conf['stake_currency'] = 'USDT'
     with pytest.raises(OperationalException,
-                       match="Stake-currency USDT not compatible with pair-whitelist."):
+                       match=r"Stake-currency 'USDT' not compatible with pair-whitelist.*"):
         validate_config_consistency(conf)
 
 

From 21c685570548f4b1fd250546be2df3addae1411e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Dec 2019 20:21:25 +0100
Subject: [PATCH 0639/1495] Build latest along with develop image

---
 build_helpers/publish_docker.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index 7fe4b17eb..17d5230c9 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -38,7 +38,7 @@ if [ $? -ne 0 ]; then
 fi
 
 # Tag as latest for develop builds
-if [ "${GITHUB_REF}" = "develop" ]; then
+if [ "${TAG}" = "develop" ]; then
     docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
 fi
 

From e4655c9b07ab82d214d1166fd2c7a656756c482a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 8 Dec 2019 14:07:46 +0100
Subject: [PATCH 0640/1495] include trade-duration with sell-notification

---
 freqtrade/freqtradebot.py | 4 +++-
 freqtrade/rpc/telegram.py | 5 ++++-
 2 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ec341ff0a..0595e0d35 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -962,7 +962,9 @@ class FreqtradeBot:
             'current_rate': current_rate,
             'profit_amount': profit_trade,
             'profit_percent': profit_percent,
-            'sell_reason': trade.sell_reason
+            'sell_reason': trade.sell_reason,
+            'open_date': trade.open_date,
+            'close_date': trade.close_date or datetime.utcnow()
         }
 
         # For regular case, when the configuration exists
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2ae22f472..859700019 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -9,7 +9,7 @@ from typing import Any, Callable, Dict
 from tabulate import tabulate
 from telegram import ParseMode, ReplyKeyboardMarkup, Update
 from telegram.error import NetworkError, TelegramError
-from telegram.ext import CommandHandler, Updater, CallbackContext
+from telegram.ext import CallbackContext, CommandHandler, Updater
 
 from freqtrade.__init__ import __version__
 from freqtrade.rpc import RPC, RPCException, RPCMessageType
@@ -144,6 +144,8 @@ class Telegram(RPC):
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
             msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
+            msg['duration'] = msg['close_date'].replace(
+                microsecond=0) - msg['open_date'].replace(microsecond=0)
 
             message = ("*{exchange}:* Selling {pair}\n"
                        "*Rate:* `{limit:.8f}`\n"
@@ -151,6 +153,7 @@ class Telegram(RPC):
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
                        "*Sell Reason:* `{sell_reason}`\n"
+                       "*Duration:* `{duration}`\n"
                        "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
             # Check if all sell properties are available.

From 88a24da272c032851058e6812d69008d441c56ac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 8 Dec 2019 14:10:04 +0100
Subject: [PATCH 0641/1495] Adapt tests to sending open / close date

---
 tests/rpc/test_rpc_telegram.py | 29 ++++++++++++++++++++++-------
 tests/test_freqtradebot.py     | 18 +++++++++++++-----
 2 files changed, 35 insertions(+), 12 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 367eb8366..32f8ad036 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -6,7 +6,7 @@ import re
 from datetime import datetime
 from random import choice, randint
 from string import ascii_uppercase
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import ANY, MagicMock, PropertyMock
 
 import arrow
 import pytest
@@ -736,7 +736,9 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'profit_percent': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.FORCE_SELL.value
+        'sell_reason': SellType.FORCE_SELL.value,
+        'open_date': ANY,
+        'close_date': ANY,
     } == last_msg
 
 
@@ -793,7 +795,9 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'profit_percent': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.FORCE_SELL.value
+        'sell_reason': SellType.FORCE_SELL.value,
+        'open_date': ANY,
+        'close_date': ANY,
     } == last_msg
 
 
@@ -839,7 +843,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'profit_percent': -0.00589291,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.FORCE_SELL.value
+        'sell_reason': SellType.FORCE_SELL.value,
+        'open_date': ANY,
+        'close_date': ANY,
     } == msg
 
 
@@ -1224,7 +1230,9 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_percent': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': arrow.utcnow().shift(hours=-1),
+        'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
@@ -1233,6 +1241,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
+            '*Duration:* `1:00:00`\n'
             '*Profit:* `-57.41%`` (loss: -0.05746268 ETH`` / -24.812 USD)`')
 
     msg_mock.reset_mock()
@@ -1249,7 +1258,9 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_amount': -0.05746268,
         'profit_percent': -0.57405275,
         'stake_currency': 'ETH',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': arrow.utcnow().shift(hours=-2, minutes=-30),
+        'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
@@ -1258,6 +1269,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
+            '*Duration:* `2:30:00`\n'
             '*Profit:* `-57.41%`')
     # Reset singleton function to avoid random breaks
     telegram._fiat_converter.convert_amount = old_convamount
@@ -1377,7 +1389,9 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'profit_percent': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
+        'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] \
         == '*Binance:* Selling KEY/ETH\n' \
@@ -1386,6 +1400,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \
            '*Sell Reason:* `stop_loss`\n' \
+           '*Duration:* `2:35:03`\n' \
            '*Profit:* `-57.41%`'
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fe58ccf37..efab64a6a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -5,7 +5,7 @@ import logging
 import time
 from copy import deepcopy
 from math import isclose
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import ANY, MagicMock, PropertyMock
 
 import arrow
 import pytest
@@ -2199,7 +2199,9 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'profit_percent': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.ROI.value
+        'sell_reason': SellType.ROI.value,
+        'open_date': ANY,
+        'close_date': ANY,
     } == last_msg
 
 
@@ -2246,7 +2248,9 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'profit_percent': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': ANY,
+        'close_date': ANY,
     } == last_msg
 
 
@@ -2300,7 +2304,9 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'profit_percent': -0.01493766,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.STOP_LOSS.value
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': ANY,
+        'close_date': ANY,
 
     } == last_msg
 
@@ -2497,7 +2503,9 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'profit_percent': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
-        'sell_reason': SellType.ROI.value
+        'sell_reason': SellType.ROI.value,
+        'open_date': ANY,
+        'close_date': ANY,
 
     } == last_msg
 

From dc9fed4a5f0fabc775332522f5a45b1ed1a90f84 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 8 Dec 2019 14:10:26 +0100
Subject: [PATCH 0642/1495] Adjust documentation

---
 docs/webhook-config.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 112f8a77e..9e0a34eae 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -63,6 +63,8 @@ Possible parameters are:
 * `fiat_currency`
 * `sell_reason`
 * `order_type`
+* `open_date`
+* `close_date`
 
 ### Webhookstatus
 

From 4b560880fd198c55809369bee208f0a0a3294728 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 9 Dec 2019 04:37:58 +0300
Subject: [PATCH 0643/1495] Add tests for hyperopt-list, hyperopt-show

---
 tests/conftest.py   |  5 +++
 tests/test_utils.py | 93 ++++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 97 insertions(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 6c567dda8..020c29eb1 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1414,3 +1414,8 @@ def open_trade():
         open_date=arrow.utcnow().shift(minutes=-601).datetime,
         is_open=True
     )
+
+
+@pytest.fixture
+def hyperopt_results():
+    return [{'loss': 0.4366182531161519, 'params_dict': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, 'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, 'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, 'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 mins.', 'total_profit': -0.00125625, 'current_epoch': 1, 'is_initial_point': True, 'is_best': True}, {'loss': 20.0, 'params_dict': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, 'stoploss': {'stoploss': -0.338070047333259}}, 'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, 'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 mins.', 'total_profit': 6.185e-05, 'current_epoch': 2, 'is_initial_point': True, 'is_best': False}, {'loss': 14.241196856510731, 'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, 'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, 'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, 'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 mins.', 'total_profit': -0.13639474, 'current_epoch': 3, 'is_initial_point': True, 'is_best': False}, {'loss': 100000, 'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, 'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan mins.', 'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False}, {'loss': 0.22195522184191518, 'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, 'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, 'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 mins.', 'total_profit': -0.002480140000000001, 'current_epoch': 5, 'is_initial_point': True, 'is_best': True}, {'loss': 0.545315889154162, 'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, 'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, 'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 mins.', 'total_profit': -0.0041773, 'current_epoch': 6, 'is_initial_point': True, 'is_best': False}, {'loss': 4.713497421432944, 'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, 'stoploss': {'stoploss': -0.14613268022709905}}, 'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, 'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 mins.', 'total_profit': -0.06339929, 'current_epoch': 7, 'is_initial_point': True, 'is_best': False}, {'loss': 20.0, 'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, 'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, 'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, 'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 mins.', 'total_profit': 0.0, 'current_epoch': 8, 'is_initial_point': True, 'is_best': False}, {'loss': 2.4731817780991223, 'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, 'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, 'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 mins.', 'total_profit': -0.044050070000000004, 'current_epoch': 9, 'is_initial_point': True, 'is_best': False}, {'loss': -0.2604606005845212, 'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, 'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, 'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, 'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 mins.', 'total_profit': 0.00021629, 'current_epoch': 10, 'is_initial_point': True, 'is_best': True}, {'loss': 4.876465945994304, 'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, 'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, 'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, 'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 mins.', 'total_profit': -0.07436117, 'current_epoch': 11, 'is_initial_point': True, 'is_best': False}, {'loss': 100000, 'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, 'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, 'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan mins.', 'total_profit': 0, 'current_epoch': 12, 'is_initial_point': True, 'is_best': False}]  # noqa: E501
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 67ec8409b..3fc92e14b 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -10,7 +10,8 @@ from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_list_exchanges,
                              start_list_markets, start_list_timeframes,
                              start_new_hyperopt, start_new_strategy,
-                             start_test_pairlist, start_trading)
+                             start_test_pairlist, start_trading,
+                             start_hyperopt_list, start_hyperopt_show)
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -657,3 +658,93 @@ def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, cap
     captured = capsys.readouterr()
     assert re.match(r"Pairs for .*", captured.out)
     assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out)
+
+
+def test_hyperopt_list(mocker, capsys, hyperopt_results):
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
+        MagicMock(return_value=hyperopt_results)
+    )
+
+    args = [
+        "hyperopt-list",
+        "--no-details"
+    ]
+    start_hyperopt_list(get_args(args))
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
+                         " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--best",
+        "--no-details"
+    ]
+    start_hyperopt_list(get_args(args))
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 5/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details"
+    ]
+    start_hyperopt_list(get_args(args))
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+
+
+def test_hyperopt_show(mocker, capsys, hyperopt_results):
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
+        MagicMock(return_value=hyperopt_results)
+    )
+
+    args = [
+        "hyperopt-show",
+    ]
+    start_hyperopt_show(get_args(args))
+    captured = capsys.readouterr()
+    assert " 12/12" in captured.out
+
+    args = [
+        "hyperopt-show",
+        "--best"
+    ]
+    start_hyperopt_show(get_args(args))
+    captured = capsys.readouterr()
+    assert " 10/12" in captured.out
+
+    args = [
+        "hyperopt-show",
+        "-n", "1"
+    ]
+    start_hyperopt_show(get_args(args))
+    captured = capsys.readouterr()
+    assert " 1/12" in captured.out
+
+    args = [
+        "hyperopt-show",
+        "--best",
+        "-n", "2"
+    ]
+    start_hyperopt_show(get_args(args))
+    captured = capsys.readouterr()
+    assert " 5/12" in captured.out
+
+    args = [
+        "hyperopt-show",
+        "--best",
+        "-n", "-1"
+    ]
+    start_hyperopt_show(get_args(args))
+    captured = capsys.readouterr()
+    assert " 10/12" in captured.out

From 0f4dcaa403ca97bc49863943e9e8242c6c684b0c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:25:03 +0000
Subject: [PATCH 0644/1495] Bump pytest-mock from 1.12.1 to 1.13.0

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.12.1 to 1.13.0.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v1.12.1...v1.13.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a2ffa1a06..aecfa6f28 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.750
 pytest==5.3.1
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
-pytest-mock==1.12.1
+pytest-mock==1.13.0
 pytest-random-order==1.0.4
 
 # Convert jupyter notebooks to markdown documents

From 4934456751a975352dbee8f32c0b942d011fa65f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:25:28 +0000
Subject: [PATCH 0645/1495] Bump mkdocs-material from 4.5.0 to 4.5.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.5.0 to 4.5.1.
- [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/4.5.0...4.5.1)

Signed-off-by: dependabot-preview[bot] 
---
 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 bfa5c0d1e..ae77c0b06 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==4.5.0
+mkdocs-material==4.5.1
 mdx_truly_sane_lists==1.2

From 25447329a01bc2e354aee0f7d5b00ee7d65aacc9 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:25:44 +0000
Subject: [PATCH 0646/1495] Bump scikit-learn from 0.21.3 to 0.22

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.21.3 to 0.22.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.21.3...0.22)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 96a22b42e..2317cdf3e 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.3.3
-scikit-learn==0.21.3
+scikit-learn==0.22
 scikit-optimize==0.5.2
 filelock==3.0.12
 joblib==0.14.0

From 0ca3157a8ba00bd8a5fc3a84ea531aa69d3227b2 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:26:06 +0000
Subject: [PATCH 0647/1495] Bump coveralls from 1.8.2 to 1.9.2

Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 1.8.2 to 1.9.2.
- [Release notes](https://github.com/coveralls-clients/coveralls-python/releases)
- [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/coveralls-clients/coveralls-python/compare/1.8.2...1.9.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a2ffa1a06..7ac588452 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==1.8.2
+coveralls==1.9.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0

From ed053d240e6a14d816785ea8014e0117f5eaca25 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:26:42 +0000
Subject: [PATCH 0648/1495] Bump ccxt from 1.20.22 to 1.20.46

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.20.22 to 1.20.46.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.20.22...1.20.46)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 8c38cf546..95a2c4ad2 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.20.22
+ccxt==1.20.46
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From 081b21fe826e8791f8291c27b8a6462a9999f492 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Dec 2019 07:26:53 +0000
Subject: [PATCH 0649/1495] Bump colorama from 0.4.1 to 0.4.3

Bumps [colorama](https://github.com/tartley/colorama) from 0.4.1 to 0.4.3.
- [Release notes](https://github.com/tartley/colorama/releases)
- [Changelog](https://github.com/tartley/colorama/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/tartley/colorama/compare/0.4.1...0.4.3)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 8c38cf546..99b27856b 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -27,4 +27,4 @@ sdnotify==0.3.2
 flask==1.1.1
 
 # Support for colorized terminal output
-colorama==0.4.1
+colorama==0.4.3

From a9f7e9fb7ab3dd9fcc286846b159575ee8b43ba7 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 9 Dec 2019 12:49:04 +0300
Subject: [PATCH 0650/1495] Fix NO_CONF; fix tests

---
 freqtrade/configuration/arguments.py |  2 +-
 tests/test_utils.py                  | 32 +++++++++++++++++++++-------
 2 files changed, 25 insertions(+), 9 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 799cd7d20..41c5c3957 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -62,7 +62,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
-                    "hyperopt_list", "hyperopt_show", "plot-dataframe", "plot-profit"]
+                    "hyperopt-list", "hyperopt-show", "plot-dataframe", "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 3fc92e14b..f7bb12799 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -670,7 +670,9 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
         "hyperopt-list",
         "--no-details"
     ]
-    start_hyperopt_list(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
     captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
@@ -681,7 +683,9 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
         "--best",
         "--no-details"
     ]
-    start_hyperopt_list(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
     captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 1/12", " 5/12", " 10/12"])
@@ -693,7 +697,9 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
         "--profitable",
         "--no-details"
     ]
-    start_hyperopt_list(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
     captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 2/12", " 10/12"])
@@ -711,7 +717,9 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
     args = [
         "hyperopt-show",
     ]
-    start_hyperopt_show(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 12/12" in captured.out
 
@@ -719,7 +727,9 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
         "hyperopt-show",
         "--best"
     ]
-    start_hyperopt_show(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 10/12" in captured.out
 
@@ -727,7 +737,9 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
         "hyperopt-show",
         "-n", "1"
     ]
-    start_hyperopt_show(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 1/12" in captured.out
 
@@ -736,7 +748,9 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
         "--best",
         "-n", "2"
     ]
-    start_hyperopt_show(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 5/12" in captured.out
 
@@ -745,6 +759,8 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
         "--best",
         "-n", "-1"
     ]
-    start_hyperopt_show(get_args(args))
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 10/12" in captured.out

From de33ec425086e1aacc093b6cea0694ca549db5cc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Dec 2019 16:52:12 +0100
Subject: [PATCH 0651/1495] use sell_row.open also when the active ROI value
 just changed

---
 freqtrade/optimize/backtesting.py      | 19 ++++++----
 tests/optimize/test_backtest_detail.py | 50 ++++++++++++++++++++++++++
 2 files changed, 63 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7b5bd34b4..4e86acdc6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -273,19 +273,26 @@ class Backtesting:
             roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
             if roi is not None:
                 if roi == -1 and roi_entry % self.timeframe_mins == 0:
-                    # When forceselling with ROI=-1, the roi-entry will always be "on the entry".
-                    # If that entry is a multiple of the timeframe (so on open)
+                    # When forceselling with ROI=-1, the roi time will always be equal to trade_dur.
+                    # If that entry is a multiple of the timeframe (so on candle open)
                     # - we'll use open instead of close
                     return sell_row.open
 
                 # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
-                closerate = - (trade.open_rate * roi + trade.open_rate *
-                               (1 + trade.fee_open)) / (trade.fee_close - 1)
+                close_rate = - (trade.open_rate * roi + trade.open_rate *
+                                (1 + trade.fee_open)) / (trade.fee_close - 1)
 
-                # Use the maximum between closerate and low as we
+                if (trade_dur > 0 and trade_dur == roi_entry
+                        and roi_entry % self.timeframe_mins == 0
+                        and sell_row.open > close_rate):
+                    # new ROI entry came into effect.
+                    # use Open rate if open_rate > calculated sell rate
+                    return sell_row.open
+
+                # Use the maximum between close_rate and low as we
                 # cannot sell outside of a candle.
                 # Applies when a new ROI setting comes in place and the whole candle is above that.
-                return max(closerate, sell_row.low)
+                return max(close_rate, sell_row.low)
 
             else:
                 # This should not be reached...
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index e269009b1..eff236a5e 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -281,6 +281,53 @@ tc17 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
 
+
+# Test 18: Buy, hold for 120 mins, then drop ROI to 1%, causing a sell in candle 3.
+# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
+# uses open_rate as sell-price
+tc18 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
+)
+
+# Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
+# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
+# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
+tc19 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
+)
+
+# Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
+# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
+# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
+tc20 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
+)
+
+
 TESTS = [
     tc0,
     tc1,
@@ -300,6 +347,9 @@ TESTS = [
     tc15,
     tc16,
     tc17,
+    tc18,
+    tc19,
+    tc20,
 ]
 
 

From 5fc357ee10cdd98e932270fc2e64ac4d83fa57f6 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 9 Dec 2019 23:43:50 +0300
Subject: [PATCH 0652/1495] Fix typo

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 91758737e..0ff71e45b 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -429,7 +429,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
                 f"The index of the epoch to show should be less than {total_epochs + 1}.")
     if n < -total_epochs:
         raise OperationalException(
-                f"The index of the epoch to showshould be greater than {-total_epochs - 1}.")
+                f"The index of the epoch to show should be greater than {-total_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:

From 8431b54b216396f757e680c195cb49bbf116a156 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 9 Dec 2019 23:50:40 +0300
Subject: [PATCH 0653/1495] Fix index limits handling

---
 freqtrade/utils.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 0ff71e45b..230fcf268 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -422,14 +422,15 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     total_epochs = len(trials)
 
     trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials_epochs = len(trials)
 
     n = config.get('hyperopt_show_index', -1)
-    if n > total_epochs:
+    if n > trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be less than {total_epochs + 1}.")
-    if n < -total_epochs:
+                f"The index of the epoch to show should be less than {trials_epochs + 1}.")
+    if n < -trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be greater than {-total_epochs - 1}.")
+                f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:

From 18c73ceb907e7d9ce2c9252a48e2a13bbb36e0f3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Dec 2019 00:22:11 +0300
Subject: [PATCH 0654/1495] Add tests for the last commit

---
 tests/test_utils.py | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index f7bb12799..feba1ed59 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -764,3 +764,25 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
     start_hyperopt_show(pargs)
     captured = capsys.readouterr()
     assert " 10/12" in captured.out
+
+    args = [
+        "hyperopt-show",
+        "--best",
+        "-n", "-4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    with pytest.raises(OperationalException,
+                       match="The index of the epoch to show should be greater than -4."):
+        start_hyperopt_show(pargs)
+
+    args = [
+        "hyperopt-show",
+        "--best",
+        "-n", "4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    with pytest.raises(OperationalException,
+                       match="The index of the epoch to show should be less than 4."):
+        start_hyperopt_show(pargs)

From 2f76eaf358223cee88e8ac604ed0db99a67e361a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Dec 2019 00:33:57 +0300
Subject: [PATCH 0655/1495] minor: Fix documentation formatting

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

diff --git a/docs/utils.md b/docs/utils.md
index e5359af83..a9fbfc7d5 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -281,7 +281,7 @@ optional arguments:
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
   --no-details          Do not print best epoch details.
- ```
+```
  
 ### Examples
 

From 641e3fdf7a51e846dafd862bc52b071d0000f55c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Dec 2019 03:13:45 +0300
Subject: [PATCH 0656/1495] Fix generation of hyperopt trailing params

---
 freqtrade/optimize/hyperopt.py           | 13 ++++++-------
 freqtrade/optimize/hyperopt_interface.py | 24 ++++++++++++++++++++++--
 2 files changed, 28 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e7b30198f..fb2de779c 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -177,8 +177,7 @@ class Hyperopt:
             result['stoploss'] = {p.name: params.get(p.name)
                                   for p in self.hyperopt_space('stoploss')}
         if self.has_space('trailing'):
-            result['trailing'] = {p.name: params.get(p.name)
-                                  for p in self.hyperopt_space('trailing')}
+            result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
 
         return result
 
@@ -353,13 +352,13 @@ class Hyperopt:
             self.backtesting.strategy.stoploss = params_dict['stoploss']
 
         if self.has_space('trailing'):
-            self.backtesting.strategy.trailing_stop = params_dict['trailing_stop']
-            self.backtesting.strategy.trailing_stop_positive = \
-                params_dict['trailing_stop_positive']
+            d = self.custom_hyperopt.generate_trailing_params(params_dict)
+            self.backtesting.strategy.trailing_stop = d['trailing_stop']
+            self.backtesting.strategy.trailing_stop_positive = d['trailing_stop_positive']
             self.backtesting.strategy.trailing_stop_positive_offset = \
-                params_dict['trailing_stop_positive_offset']
+                d['trailing_stop_positive_offset']
             self.backtesting.strategy.trailing_only_offset_is_reached = \
-                params_dict['trailing_only_offset_is_reached']
+                d['trailing_only_offset_is_reached']
 
         processed = load(self.tickerdata_pickle)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 958fb8d66..dbbdb8b91 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -174,6 +174,19 @@ class IHyperOpt(ABC):
             Real(-0.35, -0.02, name='stoploss'),
         ]
 
+    @staticmethod
+    def generate_trailing_params(params: Dict) -> Dict:
+        """
+        Create dict with trailing stop parameters.
+        """
+        return {
+            'trailing_stop': params['trailing_stop'],
+            'trailing_stop_positive': params['trailing_stop_positive'],
+            'trailing_stop_positive_offset': (params['trailing_stop_positive'] +
+                                              params['trailing_stop_positive_offset_p1']),
+            'trailing_only_offset_is_reached': params['trailing_only_offset_is_reached'],
+        }
+
     @staticmethod
     def trailing_space() -> List[Dimension]:
         """
@@ -190,8 +203,15 @@ class IHyperOpt(ABC):
             # other 'trailing' hyperspace parameters.
             Categorical([True], name='trailing_stop'),
 
-            Real(0.02, 0.35, name='trailing_stop_positive'),
-            Real(0.01, 0.1, name='trailing_stop_positive_offset'),
+            Real(0.01, 0.35, name='trailing_stop_positive'),
+
+            # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
+            # so this intermediate parameter is used as the value of the difference between
+            # them. The value of the 'trailing_stop_positive_offset' is constructed in the
+            # generate_trailing_params() method.
+            # # This is similar to the hyperspace dimensions used for constructing the ROI tables.
+            Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
+
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]
 

From 3252654ed3c4016a2c8ecc6520d9c6a35ef19c25 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Dec 2019 14:06:17 +0300
Subject: [PATCH 0657/1495] Test adjusted

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

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 6a8daab8b..60b445323 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -636,7 +636,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         'stoploss': -0.4,
         'trailing_stop': True,
         'trailing_stop_positive': 0.02,
-        'trailing_stop_positive_offset': 0.1,
+        'trailing_stop_positive_offset_p1': 0.05,
         'trailing_only_offset_is_reached': False,
     }
     response_expected = {
@@ -670,7 +670,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
                            'trailing': {'trailing_only_offset_is_reached': False,
                                         'trailing_stop': True,
                                         'trailing_stop_positive': 0.02,
-                                        'trailing_stop_positive_offset': 0.1}},
+                                        'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
         'results_metrics': {'avg_profit': 2.3117,
                             'duration': 100.0,

From 3448f86263363c26ba8cbc5c3ac9fcf3fff80bea Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Dec 2019 15:45:10 +0300
Subject: [PATCH 0658/1495] Suppress scikit-learn FutureWarnings from skopt
 imports

---
 freqtrade/optimize/hyperopt.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a7b0e2bf6..c84240934 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -7,6 +7,7 @@ This module contains the hyperopt logic
 import locale
 import logging
 import sys
+import warnings
 from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
@@ -19,8 +20,12 @@ from colorama import init as colorama_init
 from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame
-from skopt import Optimizer
-from skopt.space import Dimension
+
+# Suppress scikit-learn FutureWarnings from skopt
+with warnings.catch_warnings():
+    warnings.filterwarnings("ignore", category=FutureWarning)
+    from skopt import Optimizer
+    from skopt.space import Dimension
 
 from freqtrade.data.history import get_timeframe, trim_dataframe
 from freqtrade.misc import plural, round_dict

From 390db9503f5f354ca836a2e88fc0b85e6def700e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 10 Dec 2019 15:12:36 +0100
Subject: [PATCH 0659/1495] Show humanized and minutes version of duration

---
 freqtrade/rpc/telegram.py      | 5 ++++-
 tests/rpc/test_rpc_telegram.py | 8 ++++----
 2 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 859700019..b8d80ceb1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,6 +12,7 @@ from telegram.error import NetworkError, TelegramError
 from telegram.ext import CallbackContext, CommandHandler, Updater
 
 from freqtrade.__init__ import __version__
+from freqtrade.misc import plural
 from freqtrade.rpc import RPC, RPCException, RPCMessageType
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 
@@ -146,6 +147,8 @@ class Telegram(RPC):
             msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
             msg['duration'] = msg['close_date'].replace(
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
+            duration_tmp = msg['duration'].total_seconds() // 60
+            msg['duration_mins'] = f"{duration_tmp:.0f} {plural(duration_tmp, 'min')}"
 
             message = ("*{exchange}:* Selling {pair}\n"
                        "*Rate:* `{limit:.8f}`\n"
@@ -153,7 +156,7 @@ class Telegram(RPC):
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
                        "*Sell Reason:* `{sell_reason}`\n"
-                       "*Duration:* `{duration}`\n"
+                       "*Duration:* `{duration} ({duration_mins})`\n"
                        "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
             # Check if all sell properties are available.
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 32f8ad036..7c1dd7983 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1241,7 +1241,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `1:00:00`\n'
+            '*Duration:* `1:00:00 (60 mins)`\n'
             '*Profit:* `-57.41%`` (loss: -0.05746268 ETH`` / -24.812 USD)`')
 
     msg_mock.reset_mock()
@@ -1259,7 +1259,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'profit_percent': -0.57405275,
         'stake_currency': 'ETH',
         'sell_reason': SellType.STOP_LOSS.value,
-        'open_date': arrow.utcnow().shift(hours=-2, minutes=-30),
+        'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] \
@@ -1269,7 +1269,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `2:30:00`\n'
+            '*Duration:* `1 day, 2:30:00 (1590 mins)`\n'
             '*Profit:* `-57.41%`')
     # Reset singleton function to avoid random breaks
     telegram._fiat_converter.convert_amount = old_convamount
@@ -1400,7 +1400,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \
            '*Sell Reason:* `stop_loss`\n' \
-           '*Duration:* `2:35:03`\n' \
+           '*Duration:* `2:35:03 (155 mins)`\n' \
            '*Profit:* `-57.41%`'
 
 

From 3f9f29ba4ef752ce87e74960116e0f0b9d1d63d0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 10 Dec 2019 16:10:51 +0100
Subject: [PATCH 0660/1495] Fix Flake8 import error

---
 freqtrade/optimize/hyperopt.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c84240934..a5be478bf 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -21,12 +21,6 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame
 
-# Suppress scikit-learn FutureWarnings from skopt
-with warnings.catch_warnings():
-    warnings.filterwarnings("ignore", category=FutureWarning)
-    from skopt import Optimizer
-    from skopt.space import Dimension
-
 from freqtrade.data.history import get_timeframe, trim_dataframe
 from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
@@ -36,6 +30,13 @@ from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
 from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
                                                    HyperOptResolver)
 
+# Suppress scikit-learn FutureWarnings from skopt
+with warnings.catch_warnings():
+    warnings.filterwarnings("ignore", category=FutureWarning)
+    from skopt import Optimizer
+    from skopt.space import Dimension
+
+
 logger = logging.getLogger(__name__)
 
 

From 1058e5fb723d68cd6fc2a8b388b1307993991de1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 11 Dec 2019 06:48:40 +0100
Subject: [PATCH 0661/1495] No plural for min

---
 freqtrade/rpc/telegram.py      | 6 ++----
 tests/rpc/test_rpc_telegram.py | 6 +++---
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b8d80ceb1..51736968b 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,7 +12,6 @@ from telegram.error import NetworkError, TelegramError
 from telegram.ext import CallbackContext, CommandHandler, Updater
 
 from freqtrade.__init__ import __version__
-from freqtrade.misc import plural
 from freqtrade.rpc import RPC, RPCException, RPCMessageType
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 
@@ -147,8 +146,7 @@ class Telegram(RPC):
             msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
             msg['duration'] = msg['close_date'].replace(
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
-            duration_tmp = msg['duration'].total_seconds() // 60
-            msg['duration_mins'] = f"{duration_tmp:.0f} {plural(duration_tmp, 'min')}"
+            msg['duration_min'] = msg['duration'].total_seconds() / 60
 
             message = ("*{exchange}:* Selling {pair}\n"
                        "*Rate:* `{limit:.8f}`\n"
@@ -156,7 +154,7 @@ class Telegram(RPC):
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
                        "*Sell Reason:* `{sell_reason}`\n"
-                       "*Duration:* `{duration} ({duration_mins})`\n"
+                       "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
                        "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
             # Check if all sell properties are available.
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7c1dd7983..7c4a8f0d6 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1241,7 +1241,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `1:00:00 (60 mins)`\n'
+            '*Duration:* `1:00:00 (60.0 min)`\n'
             '*Profit:* `-57.41%`` (loss: -0.05746268 ETH`` / -24.812 USD)`')
 
     msg_mock.reset_mock()
@@ -1269,7 +1269,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `1 day, 2:30:00 (1590 mins)`\n'
+            '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
             '*Profit:* `-57.41%`')
     # Reset singleton function to avoid random breaks
     telegram._fiat_converter.convert_amount = old_convamount
@@ -1400,7 +1400,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \
            '*Sell Reason:* `stop_loss`\n' \
-           '*Duration:* `2:35:03 (155 mins)`\n' \
+           '*Duration:* `2:35:03 (155.1 min)`\n' \
            '*Profit:* `-57.41%`'
 
 

From 7c7ca1cb90f6f5468cf286920462b117a3b63f99 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 11 Dec 2019 07:12:37 +0100
Subject: [PATCH 0662/1495] Remove min (plural) from codebase

---
 freqtrade/data/history.py                |   6 +-
 freqtrade/optimize/backtesting.py        |   6 +-
 freqtrade/optimize/hyperopt.py           |   2 +-
 freqtrade/optimize/hyperopt_interface.py |   6 +-
 tests/conftest.py                        | 127 ++++++++++++++++++++++-
 tests/optimize/test_backtest_detail.py   |   2 +-
 tests/optimize/test_hyperopt.py          |   2 +-
 7 files changed, 138 insertions(+), 13 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 865893a66..ddcae89ab 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -463,7 +463,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
 
 
 def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
-                           max_date: datetime, timeframe_mins: int) -> bool:
+                           max_date: datetime, timeframe_min: int) -> bool:
     """
     Validates preprocessed backtesting data for missing values and shows warnings about it that.
 
@@ -471,10 +471,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
     :param pair: pair used for log output.
     :param min_date: start-date of the data
     :param max_date: end-date of the data
-    :param timeframe_mins: ticker Timeframe in minutes
+    :param timeframe_min: ticker Timeframe in minutes
     """
     # total difference in minutes / timeframe-minutes
-    expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
+    expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_min)
     found_missing = False
     dflen = len(data)
     if dflen < expected_frames:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d9fb1f2d1..637115dfd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -87,7 +87,7 @@ class Backtesting:
             raise OperationalException("Ticker-interval needs to be set in either configuration "
                                        "or as cli argument `--ticker-interval 5m`")
         self.timeframe = str(self.config.get('ticker_interval'))
-        self.timeframe_mins = timeframe_to_minutes(self.timeframe)
+        self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@@ -378,7 +378,7 @@ class Backtesting:
         lock_pair_until: Dict = {}
         # Indexes per pair, so some pairs are allowed to have a missing start.
         indexes: Dict = {}
-        tmp = start_date + timedelta(minutes=self.timeframe_mins)
+        tmp = start_date + timedelta(minutes=self.timeframe_min)
 
         # Loop timerange and get candle for each pair at that point in time
         while tmp < end_date:
@@ -430,7 +430,7 @@ class Backtesting:
                     lock_pair_until[pair] = end_date.datetime
 
             # Move time one configured time_interval ahead.
-            tmp += timedelta(minutes=self.timeframe_mins)
+            tmp += timedelta(minutes=self.timeframe_min)
         return DataFrame.from_records(trades, columns=BacktestResult._fields)
 
     def start(self) -> None:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e52cb8faf..597fd7f22 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -427,7 +427,7 @@ class Hyperopt:
                 f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
                 f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
-                f"Avg duration {results_metrics['duration']:5.1f} mins."
+                f"Avg duration {results_metrics['duration']:5.1f} min."
                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 958fb8d66..2a88462e9 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -106,7 +106,7 @@ class IHyperOpt(ABC):
         roi_t_alpha = 1.0
         roi_p_alpha = 1.0
 
-        timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
+        timeframe_min = timeframe_to_minutes(IHyperOpt.ticker_interval)
 
         # We define here limits for the ROI space parameters automagically adapted to the
         # timeframe used by the bot:
@@ -117,8 +117,8 @@ class IHyperOpt(ABC):
         #
         # The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
         # method for the 5m ticker interval.
-        roi_t_scale = timeframe_mins / 5
-        roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
+        roi_t_scale = timeframe_min / 5
+        roi_p_scale = math.log1p(timeframe_min) / math.log1p(5)
         roi_limits = {
             'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
             'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),
diff --git a/tests/conftest.py b/tests/conftest.py
index 020c29eb1..82111528e 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1418,4 +1418,129 @@ def open_trade():
 
 @pytest.fixture
 def hyperopt_results():
-    return [{'loss': 0.4366182531161519, 'params_dict': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, 'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, 'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, 'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 mins.', 'total_profit': -0.00125625, 'current_epoch': 1, 'is_initial_point': True, 'is_best': True}, {'loss': 20.0, 'params_dict': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, 'stoploss': {'stoploss': -0.338070047333259}}, 'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, 'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 mins.', 'total_profit': 6.185e-05, 'current_epoch': 2, 'is_initial_point': True, 'is_best': False}, {'loss': 14.241196856510731, 'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, 'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, 'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, 'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 mins.', 'total_profit': -0.13639474, 'current_epoch': 3, 'is_initial_point': True, 'is_best': False}, {'loss': 100000, 'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, 'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan mins.', 'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False}, {'loss': 0.22195522184191518, 'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, 'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, 'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 mins.', 'total_profit': -0.002480140000000001, 'current_epoch': 5, 'is_initial_point': True, 'is_best': True}, {'loss': 0.545315889154162, 'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, 'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, 'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 mins.', 'total_profit': -0.0041773, 'current_epoch': 6, 'is_initial_point': True, 'is_best': False}, {'loss': 4.713497421432944, 'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, 'stoploss': {'stoploss': -0.14613268022709905}}, 'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, 'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 mins.', 'total_profit': -0.06339929, 'current_epoch': 7, 'is_initial_point': True, 'is_best': False}, {'loss': 20.0, 'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, 'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, 'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, 'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 mins.', 'total_profit': 0.0, 'current_epoch': 8, 'is_initial_point': True, 'is_best': False}, {'loss': 2.4731817780991223, 'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, 'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, 'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, 'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 mins.', 'total_profit': -0.044050070000000004, 'current_epoch': 9, 'is_initial_point': True, 'is_best': False}, {'loss': -0.2604606005845212, 'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, 'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, 'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, 'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 mins.', 'total_profit': 0.00021629, 'current_epoch': 10, 'is_initial_point': True, 'is_best': True}, {'loss': 4.876465945994304, 'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, 'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, 'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, 'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 mins.', 'total_profit': -0.07436117, 'current_epoch': 11, 'is_initial_point': True, 'is_best': False}, {'loss': 100000, 'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, 'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, 'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, 'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan mins.', 'total_profit': 0, 'current_epoch': 12, 'is_initial_point': True, 'is_best': False}]  # noqa: E501
+    return [
+        {
+            'loss': 0.4366182531161519,
+            'params_dict': {
+            'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
+            'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0},  # noqa: E501
+            'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
+            'total_profit': -0.00125625,
+            'current_epoch': 1,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 20.0,
+            'params_dict': {
+            'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
+            'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
+            'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
+            'stoploss': {'stoploss': -0.338070047333259}},
+            'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0},  # noqa: E501
+            'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
+            'total_profit': 6.185e-05,
+            'current_epoch': 2,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 14.241196856510731,
+            'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
+            'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599},  # noqa: E501
+            'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
+            'total_profit': -0.13639474,
+            'current_epoch': 3,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 100000,
+            'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
+            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
+            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
+            'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
+        }, {
+            'loss': 0.22195522184191518,
+            'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
+            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
+            'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427},  # noqa: E501
+            'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
+            'total_profit': -0.002480140000000001,
+            'current_epoch': 5,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 0.545315889154162,
+            'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
+            'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769},  # noqa: E501
+            'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
+            'total_profit': -0.0041773,
+            'current_epoch': 6,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 4.713497421432944,
+            'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
+            'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
+            'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
+            'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
+            'total_profit': -0.06339929,
+            'current_epoch': 7,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 20.0,  # noqa: E501
+            'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
+            'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0},  # noqa: E501
+            'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
+            'total_profit': 0.0,
+            'current_epoch': 8,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 2.4731817780991223,
+            'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
+            'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196},  # noqa: E501
+            'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
+            'total_profit': -0.044050070000000004,  # noqa: E501
+            'current_epoch': 9,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': -0.2604606005845212,  # noqa: E501
+            'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
+            'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0},  # noqa: E501
+            'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
+            'total_profit': 0.00021629,
+            'current_epoch': 10,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 4.876465945994304,  # noqa: E501
+            'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
+            'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025},  # noqa: E501
+            'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
+            'total_profit': -0.07436117,
+            'current_epoch': 11,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 100000,
+            'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
+            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
+            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
+            'total_profit': 0,
+            'current_epoch': 12,
+            'is_initial_point': True,
+            'is_best': False
+            }
+    ]
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 3f6cc8c9a..ad90a86dd 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -250,7 +250,7 @@ tc15 = BTContainer(data=[
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
 )
 
-# Test 16: Buy, hold for 65 mins, then forcesell using roi=-1
+# Test 16: Buy, hold for 65 min, then forcesell using roi=-1
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 6a8daab8b..89099ff91 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -642,7 +642,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     response_expected = {
         'loss': 1.9840569076926293,
         'results_explanation': ('     1 trades. Avg profit   2.31%. Total profit  0.00023300 BTC '
-                                '(   2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 mins.'
+                                '(   2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 min.'
                                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
         'params_details': {'buy': {'adx-enabled': False,
                                    'adx-value': 0,

From 6e778ad710746c22c4ef96888b18946382e92010 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 12 Dec 2019 03:12:28 +0300
Subject: [PATCH 0663/1495] Seed hyperopt random_state if not passed

---
 freqtrade/optimize/hyperopt.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ceed704c2..b4eecce2a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -6,6 +6,7 @@ This module contains the hyperopt logic
 
 import locale
 import logging
+import random
 import sys
 import warnings
 from collections import OrderedDict
@@ -436,7 +437,7 @@ class Hyperopt:
             acq_optimizer="auto",
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
-            random_state=self.config.get('hyperopt_random_state', None),
+            random_state=self.random_state,
         )
 
     def fix_optimizer_models_list(self):
@@ -475,7 +476,13 @@ class Hyperopt:
             logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
         return trials
 
+    def _set_random_state(self, random_state: Optional[int]) -> int:
+        return random_state or random.randint(1, 2**32 - 1)
+
     def start(self) -> None:
+        self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
+        logger.info(f"Using optimizer random state: {self.random_state}")
+
         data, timerange = self.backtesting.load_bt_data()
 
         preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)

From 330b8cf8a143d684b7b8f65ca74d9e13178693a2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 12 Dec 2019 14:08:44 +0100
Subject: [PATCH 0664/1495] space before unit ...

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 57a02dd6b..85089af9c 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -121,7 +121,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
         # Create description for sell summarizing the trade
         desc = trades.apply(lambda row: f"{round(row['profitperc'], 3)}%, {row['sell_reason']}, "
-                                        f"{row['duration']}min",
+                                        f"{row['duration']} min",
                             axis=1)
         trade_sells = go.Scatter(
             x=trades["close_time"],

From 5db883906af22eeb086174d1fcfae149f6978ed4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 13 Dec 2019 06:52:33 +0100
Subject: [PATCH 0665/1495] Try to verify available amount on the exchange

---
 freqtrade/freqtradebot.py | 25 ++++++++++++++++++++++++-
 1 file changed, 24 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0595e0d35..ac73f6d65 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -889,6 +889,27 @@ class FreqtradeBot:
         # TODO: figure out how to handle partially complete sell orders
         return False
 
+    def _safe_sell_amount(self, pair: str, amount: float) -> float:
+        """
+        Get sellable amount.
+        Should be trade.amount - but will fall back to the available amount if necessary.
+        This should cover cases where get_real_amount() was not able to update the amount
+        for whatever reason.
+        :param pair: pair - used for logging
+        :param amount: amount we expect to be available
+        :return: amount to sell
+        :raise: DependencyException: if available balance is not within 2% of the available amount.
+        """
+        wallet_amount = self.wallets.get_free(pair)
+        logger.info(f"Amounts: {wallet_amount} - {amount}")
+        if wallet_amount > amount:
+            return amount
+        elif wallet_amount > amount * 0.98:
+            logger.info(f"{pair} - Falling back to wallet-amount.")
+            return wallet_amount
+        else:
+            raise DependencyException("Not enough amount to sell.")
+
     def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None:
         """
         Executes a limit sell for the given trade and limit
@@ -919,10 +940,12 @@ class FreqtradeBot:
             # Emergencysells (default to market!)
             ordertype = self.strategy.order_types.get("emergencysell", "market")
 
+        amount = self._safe_sell_amount(trade.pair, trade.amount)
+
         # Execute sell and update trade record
         order = self.exchange.sell(pair=str(trade.pair),
                                    ordertype=ordertype,
-                                   amount=trade.amount, rate=limit,
+                                   amount=amount, rate=limit,
                                    time_in_force=self.strategy.order_time_in_force['sell']
                                    )
 

From b69f5afaaf5f0401f63e4b4a3b2fe5c353251211 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 13 Dec 2019 06:59:10 +0100
Subject: [PATCH 0666/1495] Round amount to precision also for dry-runs

---
 freqtrade/exchange/exchange.py | 7 ++++---
 tests/test_freqtradebot.py     | 5 ++++-
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 30868df07..fbe7cd29a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -379,15 +379,16 @@ class Exchange:
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{randint(0, 10**6)}'
+        _amount = self.symbol_amount_prec(pair, amount)
         dry_order = {
             "id": order_id,
             'pair': pair,
             'price': rate,
-            'amount': amount,
-            "cost": amount * rate,
+            'amount': _amount,
+            "cost": _amount * rate,
             'type': ordertype,
             'side': side,
-            'remaining': amount,
+            'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index efab64a6a..5e197da71 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -786,7 +786,10 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    pair = 'NOCLUE/BTC'
+    pair = 'BLK/BTC'
+    # Ensure the pair is not in the whitelist!
+    assert pair not in default_conf['exchange']['pair_whitelist']
+
     # create open trade not in whitelist
     Trade.session.add(Trade(
         pair=pair,

From 04257d8ecc357dea23face544f8e979834a20e19 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 13 Dec 2019 07:06:54 +0100
Subject: [PATCH 0667/1495] Add tests for safe_sell_amount

---
 freqtrade/freqtradebot.py  |  2 +-
 tests/test_freqtradebot.py | 76 +++++++++++++++++++++++++++++++++++++-
 2 files changed, 75 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ac73f6d65..3ebe89a71 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -901,7 +901,7 @@ class FreqtradeBot:
         :raise: DependencyException: if available balance is not within 2% of the available amount.
         """
         wallet_amount = self.wallets.get_free(pair)
-        logger.info(f"Amounts: {wallet_amount} - {amount}")
+        logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount > amount:
             return amount
         elif wallet_amount > amount * 0.98:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index efab64a6a..9c2fd9ddc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -883,7 +883,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
         'freqtrade.freqtradebot.FreqtradeBot',
         get_target_bid=get_bid,
         _get_min_pair_stake_amount=MagicMock(return_value=1)
-        )
+    )
     buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2314,6 +2314,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
 def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
     sellmock = MagicMock()
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2591,7 +2592,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
-            sell_flag=False, sell_type=SellType.NONE))
+        sell_flag=False, sell_type=SellType.NONE))
     freqtrade.create_trades()
 
     trade = Trade.query.first()
@@ -2631,6 +2632,77 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
 
+def test_sell_not_enough_balance(default_conf, limit_buy_order,
+                                 fee, mocker, caplog) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock(return_value={
+            'bid': 0.00002172,
+            'ask': 0.00002173,
+            'last': 0.00002172
+        }),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        get_fee=fee,
+    )
+
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
+
+    freqtrade.create_trades()
+
+    trade = Trade.query.first()
+    amnt = trade.amount
+    trade.update(limit_buy_order)
+    patch_get_signal(freqtrade, value=(False, True))
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
+
+    assert freqtrade.handle_trade(trade) is True
+    assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+    assert trade.amount != amnt
+
+
+def test__safe_sell_amount(default_conf, caplog, mocker):
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    amount = 95.33
+    amount_wallet = 95.29
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456"
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
+    assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+
+
+def test__safe_sell_amount_error(default_conf, caplog, mocker):
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    amount = 95.33
+    amount_wallet = 91.29
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456"
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
+        assert freqtrade._safe_sell_amount(trade.pair, trade.amount)
+
+
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

From 3bd873f3c6e6b954711cc63d95bb2dfe70a808dc Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 13 Dec 2019 13:59:18 +0300
Subject: [PATCH 0668/1495] Add notes on random-state to the docs

---
 docs/hyperopt.md | 20 +++++++++++++++-----
 1 file changed, 15 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9c9e9fdef..16bd4130b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -6,8 +6,12 @@ algorithms included in the `scikit-optimize` package to accomplish this. The
 search will burn all your CPU cores, make your laptop sound like a fighter jet
 and still take a long time.
 
+In general, the search for best parameters starts with a few random combinations and then uses Bayesian search with a
+ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace
+that minimizes the value of the [loss function](#loss-functions).
+
 Hyperopt requires historic data to be available, just as backtesting does.
-To learn how to get data for the pairs and exchange you're interrested in, head over to the [Data Downloading](data-download.md) section of the documentation.
+To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
 
 !!! Bug
     Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
@@ -170,10 +174,6 @@ with different value combinations. It will then use the given historical data an
 buys based on the buy signals generated with the above function and based on the results
 it will end with telling you which paramter combination produced the best profits.
 
-The search for best parameters starts with a few random combinations and then uses a
-regressor algorithm (currently ExtraTreesRegressor) to quickly find a parameter combination
-that minimizes the value of the [loss function](#loss-functions).
-
 The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
 When you want to test an indicator that isn't used by the bot currently, remember to
 add it to the `populate_indicators()` method in your custom hyperopt file.
@@ -284,6 +284,16 @@ number).
 You can also enable position stacking in the configuration file by explicitly setting 
 `"position_stacking"=true`.
 
+### Reproducible results
+
+The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with a leading asterisk sign at the Hyperop output.
+
+The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
+
+If you have not set this value explicitly in the command line options, Hyperopt seeds the random state with some random value for you. The random state value for each Hyperopt run is shown in the log, so you can copy and paste it into the `--random-state` command line option to repeat the set of the initial random epochs used.
+
+If you have not changed anything in the command line options, configuration, timerange, Strategy and Hyperopt classes, historical data and the Loss Function -- you should obtain same hyperoptimization results with same random state value used.
+
 ## Understand the Hyperopt Result
 
 Once Hyperopt is completed you can use the result to create a new strategy.

From 014c18ead2d7a2847a74fa1880a5ba9fac405c40 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 13 Dec 2019 20:27:06 +0100
Subject: [PATCH 0669/1495] Improve output from show_config when trailing_stop
 is active

---
 freqtrade/rpc/telegram.py | 13 ++++++++++++-
 1 file changed, 12 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 51736968b..2e736f11a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -587,12 +587,23 @@ class Telegram(RPC):
         :return: None
         """
         val = self._rpc_show_config()
+        if val['trailing_stop']:
+            sl_info = (
+                f"*Initial Stoploss:* `{val['stoploss']}`\n"
+                f"*Trailing stop positive:* `{val['trailing_stop_positive']}`\n"
+                f"*Trailing stop offset:* `{val['trailing_stop_positive_offset']}`\n"
+                f"*Only trail above offset:* `{val['trailing_only_offset_is_reached']}`\n"
+            )
+
+        else:
+            sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
+
         self._send_msg(
             f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
             f"*Exchange:* `{val['exchange']}`\n"
             f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
-            f"*{'Trailing ' if val['trailing_stop'] else ''}Stoploss:* `{val['stoploss']}`\n"
+            f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
             f"*Strategy:* `{val['strategy']}`'"
         )

From e4cc5c479fe73888a01b77fd4da310b36482ca2b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 13 Dec 2019 20:27:39 +0100
Subject: [PATCH 0670/1495] Test new show_config branch

---
 tests/rpc/test_rpc_telegram.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7c4a8f0d6..2ba1ccf4b 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1177,6 +1177,16 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
     assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    freqtradebot.config['trailing_stop'] = True
+    telegram._show_config(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
+    assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
 
 def test_send_msg_buy_notification(default_conf, mocker) -> None:

From a48c0ad8680a591f48ddb582a740fa3d3acfdcb8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 14 Dec 2019 12:52:33 +0100
Subject: [PATCH 0671/1495] Use first pair of pairlist to get fee

Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
---
 freqtrade/edge/__init__.py        | 2 +-
 freqtrade/optimize/backtesting.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index afd20cf61..4bc3023a4 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -80,7 +80,7 @@ class Edge:
         if config.get('fee'):
             self.fee = config['fee']
         else:
-            self.fee = self.exchange.get_fee()
+            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
 
     def calculate(self) -> bool:
         pairs = self.config['exchange']['pair_whitelist']
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 637115dfd..7ef38331e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -65,7 +65,7 @@ class Backtesting:
         if config.get('fee'):
             self.fee = config['fee']
         else:
-            self.fee = self.exchange.get_fee()
+            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
 
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)

From 82ff878e3868c8f08666a8fa08b4b12474184718 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 14 Dec 2019 15:15:20 +0300
Subject: [PATCH 0672/1495] Fix typo in the docs

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 16bd4130b..f399fe816 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -286,7 +286,7 @@ You can also enable position stacking in the configuration file by explicitly se
 
 ### Reproducible results
 
-The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with a leading asterisk sign at the Hyperop output.
+The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with a leading asterisk sign at the Hyperopt output.
 
 The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
 

From f2266ea9f42184e39597c63d3a64b3cd3b0a97f2 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 14 Dec 2019 15:17:45 +0300
Subject: [PATCH 0673/1495] Use shorter range for seeded random-state

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b4eecce2a..1d524acf8 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -477,7 +477,7 @@ class Hyperopt:
         return trials
 
     def _set_random_state(self, random_state: Optional[int]) -> int:
-        return random_state or random.randint(1, 2**32 - 1)
+        return random_state or random.randint(1, 2**16 - 1)
 
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))

From 2275a1539ee989c9b5e2b2666e805472a5c5e8bc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 14 Dec 2019 13:22:42 +0100
Subject: [PATCH 0674/1495] Remove default symbol from get_fee()

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fbe7cd29a..860f59fba 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -921,7 +921,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
+    def get_fee(self, symbol, type='', side='', amount=1,
                 price=1, taker_or_maker='maker') -> float:
         try:
             # validate that markets are loaded before trying to get fee
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 001dc9591..bdb986d6d 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -334,7 +334,7 @@ def test_process_expectancy(mocker, edge_conf):
     edge_conf['edge']['min_trade_number'] = 2
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
 
-    def get_fee():
+    def get_fee(*args, **kwargs):
         return 0.001
 
     freqtrade.exchange.get_fee = get_fee
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a21a5f3ac..82b62d5b8 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1646,10 +1646,10 @@ def test_get_fee(default_conf, mocker, exchange_name):
     })
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
-    assert exchange.get_fee() == 0.025
+    assert exchange.get_fee('ETH/BTC') == 0.025
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_fee', 'calculate_fee')
+                           'get_fee', 'calculate_fee', symbol="ETH/BTC")
 
 
 def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):

From f81c49ce6d9734852b3354964543e5793c4adb10 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 14 Dec 2019 19:53:20 +0100
Subject: [PATCH 0675/1495] Fix typo causing a trailing "tic" in /show_config
 output

---
 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 2e736f11a..a3f88003a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -605,7 +605,7 @@ class Telegram(RPC):
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
             f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
-            f"*Strategy:* `{val['strategy']}`'"
+            f"*Strategy:* `{val['strategy']}`"
         )
 
     def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:

From 26ab1088903d4088881803ba9605b05d58f80b9c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 15 Dec 2019 01:10:09 +0300
Subject: [PATCH 0676/1495] Fix mypy errors in develop

---
 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 4b0288881..064a2f6ba 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -272,7 +272,7 @@ class Backtesting:
         elif sell.sell_type == (SellType.ROI):
             roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
             if roi is not None:
-                if roi == -1 and roi_entry % self.timeframe_mins == 0:
+                if roi == -1 and roi_entry % self.timeframe_min == 0:
                     # When forceselling with ROI=-1, the roi time will always be equal to trade_dur.
                     # If that entry is a multiple of the timeframe (so on candle open)
                     # - we'll use open instead of close
@@ -283,7 +283,7 @@ class Backtesting:
                                 (1 + trade.fee_open)) / (trade.fee_close - 1)
 
                 if (trade_dur > 0 and trade_dur == roi_entry
-                        and roi_entry % self.timeframe_mins == 0
+                        and roi_entry % self.timeframe_min == 0
                         and sell_row.open > close_rate):
                     # new ROI entry came into effect.
                     # use Open rate if open_rate > calculated sell rate

From 931d24b5a8c028b879518921c0c67f79865b9dcf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 09:22:15 +0100
Subject: [PATCH 0677/1495] Have dry_run_wallet default to 1000

---
 docs/configuration.md          | 2 +-
 freqtrade/constants.py         | 5 +++--
 freqtrade/exchange/exchange.py | 2 +-
 3 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5ad1a886e..927432a46 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
-| `dry_run_wallet` | Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason. 
       ***Datatype:*** *Float*
+| `dry_run_wallet` | Overrides the default amount of 1000 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason. 
       ***Datatype:*** *Float*
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
 | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
 | `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
       ***Datatype:*** *Float (as ratio)*
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f5e5969eb..5c7190b41 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -18,7 +18,7 @@ REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
-DRY_RUN_WALLET = 999.9
+DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
 USERPATH_HYPEROPTS = 'hyperopts'
@@ -75,7 +75,7 @@ CONF_SCHEMA = {
         },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
-        'dry_run_wallet': {'type': 'number'},
+        'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
         'process_only_new_candles': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
@@ -275,6 +275,7 @@ CONF_SCHEMA = {
         'stake_currency',
         'stake_amount',
         'dry_run',
+        'dry_run_wallet',
         'bid_strategy',
         'unfilledtimeout',
         'stoploss',
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fbe7cd29a..a148f9dae 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -479,7 +479,7 @@ class Exchange:
     @retrier
     def get_balance(self, currency: str) -> float:
         if self._config['dry_run']:
-            return constants.DRY_RUN_WALLET
+            return self._config['dry_run_wallet']
 
         # ccxt exception is already handled by get_balances
         balances = self.get_balances()

From 52b212db64ae6d679f76f6e9c0af382f54b13751 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 09:37:08 +0100
Subject: [PATCH 0678/1495] Fix tests after changing dry_run_wallet amount

---
 tests/exchange/test_exchange.py | 1 +
 tests/test_configuration.py     | 7 ++++---
 tests/test_freqtradebot.py      | 2 ++
 3 files changed, 7 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a21a5f3ac..774ad8cf2 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -876,6 +876,7 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
 
 def test_get_balance_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
+    default_conf['dry_run_wallet'] = 999.9
 
     exchange = get_patched_exchange(mocker, default_conf)
     assert exchange.get_balance(currency='BTC') == 999.9
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 89ca74afa..292d53315 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -8,9 +8,9 @@ from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
-from jsonschema import Draft4Validator, ValidationError, validate
+from jsonschema import ValidationError
 
-from freqtrade import OperationalException, constants
+from freqtrade import OperationalException
 from freqtrade.configuration import (Arguments, Configuration, check_exchange,
                                      remove_credentials,
                                      validate_config_consistency)
@@ -718,7 +718,8 @@ def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
 
 
 def test_validate_default_conf(default_conf) -> None:
-    validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
+    # Validate via our validator - we allow setting defaults!
+    validate_config_schema(default_conf)
 
 
 def test_validate_tsl(default_conf):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5e197da71..a73fd6c61 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -211,6 +211,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
+    edge_conf['dry_run_wallet'] = 999.9
     freqtrade = FreqtradeBot(edge_conf)
 
     assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
@@ -1338,6 +1339,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     patch_exchange(mocker)
     patch_edge(mocker)
     edge_conf['max_open_trades'] = float('inf')
+    edge_conf['dry_run_wallet'] = 999.9
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_ticker=MagicMock(return_value={

From fda8f7e30599810a834e2442a484d714e2ba3463 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 09:38:18 +0100
Subject: [PATCH 0679/1495] Introuce WalletDry - supporting dry-run wallets

---
 freqtrade/freqtradebot.py | 13 ++++++++-----
 freqtrade/rpc/telegram.py |  6 ++++++
 freqtrade/wallets.py      | 41 ++++++++++++++++++++++++++++++---------
 3 files changed, 46 insertions(+), 14 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0595e0d35..df9fd0b17 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -25,7 +25,7 @@ from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
-from freqtrade.wallets import Wallets
+from freqtrade.wallets import Wallets, WalletsDry
 
 logger = logging.getLogger(__name__)
 
@@ -62,7 +62,13 @@ class FreqtradeBot:
 
         self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
 
-        self.wallets = Wallets(self.config, self.exchange)
+        persistence.init(self.config.get('db_url', None),
+                         clean_open_orders=self.config.get('dry_run', False))
+
+        if self.config['dry_run']:
+            self.wallets = WalletsDry(self.config, self.exchange)
+        else:
+            self.wallets = Wallets(self.config, self.exchange)
         self.dataprovider = DataProvider(self.config, self.exchange)
 
         # Attach Dataprovider to Strategy baseclass
@@ -78,9 +84,6 @@ class FreqtradeBot:
 
         self.active_pair_whitelist = self._refresh_whitelist()
 
-        persistence.init(self.config.get('db_url', None),
-                         clean_open_orders=self.config.get('dry_run', False))
-
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2e736f11a..4d7857f44 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -331,7 +331,13 @@ class Telegram(RPC):
         try:
             result = self._rpc_balance(self._config['stake_currency'],
                                        self._config.get('fiat_display_currency', ''))
+
             output = ''
+            if self._config['dry_run']:
+                output += (
+                    f"Simulated balances - starting capital: "
+                    f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
+                    )
             for currency in result['currencies']:
                 if currency['est_stake'] > 0.0001:
                     curr_output = "*{currency}:*\n" \
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index c674b5286..eb2603776 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -28,9 +28,6 @@ class Wallets:
 
     def get_free(self, currency) -> float:
 
-        if self._config['dry_run']:
-            return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
-
         balance = self._wallets.get(currency)
         if balance and balance.free:
             return balance.free
@@ -39,9 +36,6 @@ class Wallets:
 
     def get_used(self, currency) -> float:
 
-        if self._config['dry_run']:
-            return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
-
         balance = self._wallets.get(currency)
         if balance and balance.used:
             return balance.used
@@ -50,9 +44,6 @@ class Wallets:
 
     def get_total(self, currency) -> float:
 
-        if self._config['dry_run']:
-            return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
-
         balance = self._wallets.get(currency)
         if balance and balance.total:
             return balance.total
@@ -75,3 +66,35 @@ class Wallets:
 
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
+
+
+class WalletsDry(Wallets):
+
+    def __init__(self, config: dict, exchange: Exchange) -> None:
+        self.start_cap = config['dry_run_wallet']
+        super().__init__(config, exchange)
+
+    def update(self) -> None:
+        """ Update does not do anything in dry-mode..."""
+        from freqtrade.persistence import Trade
+        closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
+        print(len(closed_trades))
+        tot_profit = sum([trade.calc_profit() for trade in closed_trades])
+        current_stake = self.start_cap + tot_profit
+        self._wallets[self._config['stake_currency']] = Wallet(
+            self._config['stake_currency'],
+            current_stake,
+            0,
+            current_stake
+        )
+        open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
+
+        for trade in open_trades:
+            curr = trade.pair.split('/')[0]
+            trade.amount
+            self._wallets[curr] = Wallet(
+                curr,
+                trade.amount,
+                0,
+                trade.amount
+            )

From f0bbc75038134d7debb9aed56d85eb2c2702c6b5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 09:48:35 +0100
Subject: [PATCH 0680/1495] Combine dry_run wallet into original Wallets class

---
 freqtrade/freqtradebot.py |  8 ++---
 freqtrade/rpc/telegram.py |  2 +-
 freqtrade/wallets.py      | 64 +++++++++++++++++++++------------------
 3 files changed, 39 insertions(+), 35 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index df9fd0b17..a242c11ae 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -25,7 +25,7 @@ from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
-from freqtrade.wallets import Wallets, WalletsDry
+from freqtrade.wallets import Wallets
 
 logger = logging.getLogger(__name__)
 
@@ -65,10 +65,8 @@ class FreqtradeBot:
         persistence.init(self.config.get('db_url', None),
                          clean_open_orders=self.config.get('dry_run', False))
 
-        if self.config['dry_run']:
-            self.wallets = WalletsDry(self.config, self.exchange)
-        else:
-            self.wallets = Wallets(self.config, self.exchange)
+        self.wallets = Wallets(self.config, self.exchange)
+
         self.dataprovider = DataProvider(self.config, self.exchange)
 
         # Attach Dataprovider to Strategy baseclass
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 4d7857f44..e36b46ba7 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -335,7 +335,7 @@ class Telegram(RPC):
             output = ''
             if self._config['dry_run']:
                 output += (
-                    f"Simulated balances - starting capital: "
+                    f"*Warning:*Simulated balances in Dry Mode.\nStarting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                     )
             for currency in result['currencies']:
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index eb2603776..f8dd0ee2f 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -4,7 +4,7 @@
 import logging
 from typing import Dict, NamedTuple, Any
 from freqtrade.exchange import Exchange
-from freqtrade import constants
+from freqtrade.persistence import Trade
 
 logger = logging.getLogger(__name__)
 
@@ -23,6 +23,7 @@ class Wallets:
         self._config = config
         self._exchange = exchange
         self._wallets: Dict[str, Wallet] = {}
+        self.start_cap = config['dry_run_wallet']
 
         self.update()
 
@@ -50,36 +51,12 @@ class Wallets:
         else:
             return 0
 
-    def update(self) -> None:
-
-        balances = self._exchange.get_balances()
-
-        for currency in balances:
-            self._wallets[currency] = Wallet(
-                currency,
-                balances[currency].get('free', None),
-                balances[currency].get('used', None),
-                balances[currency].get('total', None)
-            )
-
-        logger.info('Wallets synced.')
-
-    def get_all_balances(self) -> Dict[str, Any]:
-        return self._wallets
-
-
-class WalletsDry(Wallets):
-
-    def __init__(self, config: dict, exchange: Exchange) -> None:
-        self.start_cap = config['dry_run_wallet']
-        super().__init__(config, exchange)
-
-    def update(self) -> None:
-        """ Update does not do anything in dry-mode..."""
-        from freqtrade.persistence import Trade
+    def _update_dry(self) -> None:
+        """ Update from database in dry-run mode"""
         closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
-        print(len(closed_trades))
+
         tot_profit = sum([trade.calc_profit() for trade in closed_trades])
+
         current_stake = self.start_cap + tot_profit
         self._wallets[self._config['stake_currency']] = Wallet(
             self._config['stake_currency'],
@@ -98,3 +75,32 @@ class WalletsDry(Wallets):
                 0,
                 trade.amount
             )
+
+    def _update_live(self) -> None:
+
+        balances = self._exchange.get_balances()
+
+        for currency in balances:
+            self._wallets[currency] = Wallet(
+                currency,
+                balances[currency].get('free', None),
+                balances[currency].get('used', None),
+                balances[currency].get('total', None)
+            )
+
+    def update(self) -> None:
+        if self._config['dry_run']:
+            self._update_dry()
+        else:
+            self._update_live()
+        logger.info('Wallets synced.')
+
+    def get_all_balances(self) -> Dict[str, Any]:
+        return self._wallets
+
+
+class WalletsDry(Wallets):
+
+    def __init__(self, config: dict, exchange: Exchange) -> None:
+
+        super().__init__(config, exchange)

From 4463d58470aff647fe3769e52c2c90c12588ca98 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 09:49:56 +0100
Subject: [PATCH 0681/1495] Add release section about collapsible section

---
 docs/developer.md | 11 +++++++++++
 1 file changed, 11 insertions(+)

diff --git a/docs/developer.md b/docs/developer.md
index d731f1768..fe37c140e 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -246,6 +246,17 @@ Determine if crucial bugfixes have been made between this commit and the current
 git log --oneline --no-decorate --no-merges master..new_release
 ```
 
+To keep the release-log short, best wrap the full git changelog into a collapsible details secction.
+
+```markdown
+
      
+Expand full changelog
+
+... Full git changelog
+
+
      
+```
+
 ### Create github release / tag
 
 Once the PR against master is merged (best right after merging):

From 5a5741878cecbadae067c8ee0c29b211161a3aeb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 10:26:56 +0100
Subject: [PATCH 0682/1495] Improve dry-run calculations

---
 freqtrade/freqtradebot.py  |  4 ++--
 freqtrade/wallets.py       |  7 +++----
 tests/test_freqtradebot.py | 30 ++++++++++++++++++++++++++++++
 tests/test_integration.py  |  1 +
 4 files changed, 36 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a242c11ae..5c3ef64b1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -232,8 +232,8 @@ class FreqtradeBot:
         # Check if stake_amount is fulfilled
         if available_amount < stake_amount:
             raise DependencyException(
-                f"Available balance({available_amount} {self.config['stake_currency']}) is "
-                f"lower than stake amount({stake_amount} {self.config['stake_currency']})"
+                f"Available balance ({available_amount} {self.config['stake_currency']}) is "
+                f"lower than stake amount ({stake_amount} {self.config['stake_currency']})"
             )
 
         return stake_amount
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index f8dd0ee2f..9ee305aab 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -54,21 +54,20 @@ class Wallets:
     def _update_dry(self) -> None:
         """ Update from database in dry-run mode"""
         closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
-
+        open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
         tot_profit = sum([trade.calc_profit() for trade in closed_trades])
+        tot_in_trades = sum([trade.stake_amount for trade in open_trades])
 
-        current_stake = self.start_cap + tot_profit
+        current_stake = self.start_cap + tot_profit - tot_in_trades
         self._wallets[self._config['stake_currency']] = Wallet(
             self._config['stake_currency'],
             current_stake,
             0,
             current_stake
         )
-        open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
 
         for trade in open_trades:
             curr = trade.pair.split('/')[0]
-            trade.amount
             self._wallets[curr] = Wallet(
                 curr,
                 trade.amount,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a73fd6c61..a60ea8c7c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3485,3 +3485,33 @@ def test_process_i_am_alive(default_conf, mocker, caplog):
 
     ftbot.process()
     assert log_has_re(message, caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order):
+    default_conf['dry_run'] = True
+    # Initialize to 2 times stake amount
+    default_conf['dry_run_wallet'] = 0.002
+    default_conf['max_open_trades'] = 2
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        get_fee=fee,
+    )
+
+    bot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(bot)
+    assert bot.wallets.get_free('BTC') == 0.002
+
+    bot.create_trades()
+    trades = Trade.query.all()
+    assert len(trades) == 2
+
+    bot.config['max_open_trades'] = 3
+    with pytest.raises(
+            DependencyException,
+            match=r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)"):
+        bot.create_trades()
+
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 228ed8468..728e96d55 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -71,6 +71,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
     wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
+    mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1))
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True

From c741b67c3c1be52872ec12273504af0a68c1975f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 10:39:52 +0100
Subject: [PATCH 0683/1495] Adjust tests for dry_run wallet simulation

---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/rpc/test_rpc.py           | 2 +-
 tests/rpc/test_rpc_apiserver.py | 1 +
 tests/rpc/test_rpc_telegram.py  | 6 ++++--
 tests/test_freqtradebot.py      | 1 -
 tests/test_wallets.py           | 3 ++-
 6 files changed, 9 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a148f9dae..2401c59b6 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,7 +18,7 @@ from ccxt.base.decimal_to_precision import ROUND_DOWN, ROUND_UP
 from pandas import DataFrame
 
 from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError, constants)
+                       OperationalException, TemporaryError)
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 699f2d962..0a8c1cabd 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -398,7 +398,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
         get_valid_pair_combination=MagicMock(
             side_effect=lambda a, b: f"{b}/{a}" if a == "USDT" else f"{a}/{b}")
     )
-
+    default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 555fcdc81..ebb70bdf8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -230,6 +230,7 @@ def test_api_stopbuy(botclient):
 def test_api_balance(botclient, mocker, rpc_balance):
     ftbot, client = botclient
 
+    ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 2ba1ccf4b..b02f11394 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -462,7 +462,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
 
 def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tickers) -> None:
-
+    default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
@@ -494,6 +494,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
 
 
 def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
+    default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     msg_mock = MagicMock()
@@ -533,7 +534,8 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
-    assert "Running in Dry Run, balances are not available." in result
+    assert "*Warning:*Simulated balances in Dry Mode." in result
+    assert "Starting capital: `1000` BTC" in result
 
 
 def test_balance_handle_too_large_response(default_conf, update, mocker) -> None:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a60ea8c7c..18f5a461a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3514,4 +3514,3 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
             DependencyException,
             match=r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)"):
         bot.create_trades()
-
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index ae2810a2d..3177edc05 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -1,7 +1,8 @@
 # pragma pylint: disable=missing-docstring
-from tests.conftest import get_patched_freqtradebot
 from unittest.mock import MagicMock
 
+from tests.conftest import get_patched_freqtradebot
+
 
 def test_sync_wallet_at_boot(mocker, default_conf):
     default_conf['dry_run'] = False

From 23d467eb0d827f6abd6641b786fe1e2a72da2e9c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 10:41:57 +0100
Subject: [PATCH 0684/1495] Show simulation note also in restserver

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 4cebe646e..84b72fe18 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -348,6 +348,7 @@ class RPC:
             'total': total,
             'symbol': symbol,
             'value': value,
+            'note': 'Simulated balances' if self._freqtrade.config.get('dry_run', False) else ''
         }
 
     def _rpc_start(self) -> Dict[str, str]:
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e36b46ba7..c1572bb39 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -335,7 +335,9 @@ class Telegram(RPC):
             output = ''
             if self._config['dry_run']:
                 output += (
-                    f"*Warning:*Simulated balances in Dry Mode.\nStarting capital: "
+                    f"*Warning:*Simulated balances in Dry Mode.\n"
+                    "This mode is still experimental!\n"
+                    "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                     )
             for currency in result['currencies']:

From 56e13c8919319997e99835ba645c7c3c175779ad Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 10:55:15 +0100
Subject: [PATCH 0685/1495] Enhance documentation for dry-run wallet

---
 docs/configuration.md | 10 ++++++----
 freqtrade/wallets.py  |  7 -------
 2 files changed, 6 insertions(+), 11 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 927432a46..f0724abc4 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
-| `dry_run_wallet` | Overrides the default amount of 1000 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason. 
       ***Datatype:*** *Float*
+| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.* 
       ***Datatype:*** *Float*
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
 | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
 | `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
       ***Datatype:*** *Float (as ratio)*
@@ -498,8 +498,10 @@ creating trades on the exchange.
 }
 ```
 
-Once you will be happy with your bot performance running in the Dry-run mode,
-you can switch it to production mode.
+Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.
+
+!!! Note
+    A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
 
 ## Switch to production mode
 
@@ -529,7 +531,7 @@ you run it in production mode.
 ```
 
 !!! Note
-    If you have an exchange API key yet, [see our tutorial](/pre-requisite).
+    If you have an exchange API key yet, [see our tutorial](installation.md#setup-your-exchange-account).
 
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 9ee305aab..4c3a0f657 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -96,10 +96,3 @@ class Wallets:
 
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
-
-
-class WalletsDry(Wallets):
-
-    def __init__(self, config: dict, exchange: Exchange) -> None:
-
-        super().__init__(config, exchange)

From b5b6458f128a13920e5b0d7bf3f1fe1b084ead22 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 10:57:27 +0100
Subject: [PATCH 0686/1495] Add note about unlimited stake amount

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

diff --git a/docs/configuration.md b/docs/configuration.md
index f0724abc4..9490927df 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -149,6 +149,9 @@ In this case a trade amount is calculated as:
 currency_balance / (max_open_trades - current_open_trades)
 ```
 
+!!! Note "When using Dry-Run Mode"
+    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value, otherwise it may simulate trades with 100 BTC (or more) at once - which may not correspond to your real available balance.
+
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration

From ce845ab092e38448cf5f04443d36c004d4feb2c5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Dec 2019 11:03:40 +0100
Subject: [PATCH 0687/1495] Improve docstring for dry-run wallet method

---
 freqtrade/wallets.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 4c3a0f657..dd706438f 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -52,7 +52,12 @@ class Wallets:
             return 0
 
     def _update_dry(self) -> None:
-        """ Update from database in dry-run mode"""
+        """
+        Update from database in dry-run mode
+        - Apply apply profits of closed trades on top of stake amount
+        - Subtract currently tied up stake_amount in open trades
+        - update balances for currencies currently in trades
+        """
         closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
         open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
         tot_profit = sum([trade.calc_profit() for trade in closed_trades])

From 655672c9575132ef5d143afd4ee38679e9d8b352 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 16 Dec 2019 06:22:54 +0100
Subject: [PATCH 0688/1495] Enhance documentation Note

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 9490927df..2c8f7cea7 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -150,7 +150,7 @@ currency_balance / (max_open_trades - current_open_trades)
 ```
 
 !!! Note "When using Dry-Run Mode"
-    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value, otherwise it may simulate trades with 100 BTC (or more) at once - which may not correspond to your real available balance.
+    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
 
 ### Understand minimal_roi
 

From e398c37526e3817ea3d452db15098240c7f70e80 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 07:29:42 +0000
Subject: [PATCH 0689/1495] Bump pytest from 5.3.1 to 5.3.2

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.1 to 5.3.2.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.1...5.3.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f073ece6e..fe5b4e369 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
 mypy==0.750
-pytest==5.3.1
+pytest==5.3.2
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.13.0

From 33db37a915ab2f2194483256194963f2021ec56d Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 07:30:04 +0000
Subject: [PATCH 0690/1495] Bump joblib from 0.14.0 to 0.14.1

Bumps [joblib](https://github.com/joblib/joblib) from 0.14.0 to 0.14.1.
- [Release notes](https://github.com/joblib/joblib/releases)
- [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst)
- [Commits](https://github.com/joblib/joblib/compare/0.14.0...0.14.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 2317cdf3e..b2428e37d 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,4 +6,4 @@ scipy==1.3.3
 scikit-learn==0.22
 scikit-optimize==0.5.2
 filelock==3.0.12
-joblib==0.14.0
+joblib==0.14.1

From c05af1b63c57d5eb2014a2d800a6a6e72e48d506 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 07:30:27 +0000
Subject: [PATCH 0691/1495] Bump plotly from 4.3.0 to 4.4.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.3.0 to 4.4.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.3.0...v4.4.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 87d5553b6..415d4b888 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.3.0
+plotly==4.4.1
 

From cc41cdbf2277f8fd793317ba9af690ba9f957b9e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 07:30:46 +0000
Subject: [PATCH 0692/1495] Bump mkdocs-material from 4.5.1 to 4.6.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.5.1 to 4.6.0.
- [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/4.5.1...4.6.0)

Signed-off-by: dependabot-preview[bot] 
---
 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 ae77c0b06..3e53c15e3 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==4.5.1
+mkdocs-material==4.6.0
 mdx_truly_sane_lists==1.2

From 05de60a7febdfe846baa6c0f8714a18dd9ab81cf Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 07:31:38 +0000
Subject: [PATCH 0693/1495] Bump cachetools from 3.1.1 to 4.0.0

Bumps [cachetools](https://github.com/tkem/cachetools) from 3.1.1 to 4.0.0.
- [Release notes](https://github.com/tkem/cachetools/releases)
- [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/tkem/cachetools/compare/v3.1.1...v4.0.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index f00425e5b..3371537b7 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -4,7 +4,7 @@ ccxt==1.20.46
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4
-cachetools==3.1.1
+cachetools==4.0.0
 requests==2.22.0
 urllib3==1.25.7
 wrapt==1.11.2

From 75e6acd6ed54624c25479a386ccb5ce559354d5e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Dec 2019 09:46:17 +0000
Subject: [PATCH 0694/1495] Bump ccxt from 1.20.46 to 1.20.84

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.20.46 to 1.20.84.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.20.46...1.20.84)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 3371537b7..a6d9a6f5e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.20.46
+ccxt==1.20.84
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From 2af9ffa7f2cf3f7bdfce4a4b582df667d5bd6cc5 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 16 Dec 2019 21:43:33 +0300
Subject: [PATCH 0695/1495] Align refresh_backtest_ to each other

---
 freqtrade/data/history.py  | 16 ++++++++--------
 freqtrade/utils.py         |  2 +-
 tests/data/test_history.py |  4 ++--
 3 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index ddcae89ab..03aaeb0cc 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -334,12 +334,12 @@ def download_pair_history(datadir: Path,
 
 
 def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
-                                dl_path: Path, timerange: Optional[TimeRange] = None,
+                                datadir: Path, timerange: Optional[TimeRange] = None,
                                 erase=False) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
-    Used by freqtrade download-data
-    :return: Pairs not available
+    Used by freqtrade download-data subcommand.
+    :return: List of pairs that are not available.
     """
     pairs_not_available = []
     for pair in pairs:
@@ -349,14 +349,14 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             continue
         for timeframe in timeframes:
 
-            dl_file = pair_data_filename(dl_path, pair, timeframe)
+            dl_file = pair_data_filename(datadir, pair, timeframe)
             if erase and dl_file.exists():
                 logger.info(
                     f'Deleting existing data for pair {pair}, interval {timeframe}.')
                 dl_file.unlink()
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
-            download_pair_history(datadir=dl_path, exchange=exchange,
+            download_pair_history(datadir=datadir, exchange=exchange,
                                   pair=pair, timeframe=str(timeframe),
                                   timerange=timerange)
     return pairs_not_available
@@ -407,9 +407,9 @@ def download_trades_history(datadir: Path,
 def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
                                  timerange: TimeRange, erase=False) -> List[str]:
     """
-    Refresh stored trades data.
-    Used by freqtrade download-data
-    :return: Pairs not available
+    Refresh stored trades data for backtesting and hyperopt operations.
+    Used by freqtrade download-data subcommand.
+    :return: List of pairs that are not available.
     """
     pairs_not_available = []
     for pair in pairs:
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 230fcf268..9e01c7ea6 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -213,7 +213,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
+                datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 6d89ab7c5..586492703 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -580,7 +580,7 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
     ex = get_patched_exchange(mocker, default_conf)
     timerange = TimeRange.parse_timerange("20190101-20190102")
     refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
-                                timeframes=["1m", "5m"], dl_path=testdatadir,
+                                timeframes=["1m", "5m"], datadir=testdatadir,
                                 timerange=timerange, erase=True
                                 )
 
@@ -600,7 +600,7 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
     timerange = TimeRange.parse_timerange("20190101-20190102")
     unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"],
                                              timeframes=["1m", "5m"],
-                                             dl_path=testdatadir,
+                                             datadir=testdatadir,
                                              timerange=timerange, erase=False
                                              )
 

From 4cd45b6535d4ed613718c7c5656701a81891c1ee Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 16 Dec 2019 21:57:03 +0300
Subject: [PATCH 0696/1495] Rename download_*_history as non-public

---
 freqtrade/data/history.py  | 40 ++++++++++++++---------------
 tests/data/test_history.py | 52 +++++++++++++++++++-------------------
 2 files changed, 46 insertions(+), 46 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 03aaeb0cc..15c5ed451 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -155,11 +155,11 @@ def load_pair_history(pair: str,
 
     # The user forced the refresh of pairs
     if refresh_pairs:
-        download_pair_history(datadir=datadir,
-                              exchange=exchange,
-                              pair=pair,
-                              timeframe=timeframe,
-                              timerange=timerange)
+        _download_pair_history(datadir=datadir,
+                               exchange=exchange,
+                               pair=pair,
+                               timeframe=timeframe,
+                               timerange=timerange)
 
     pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
 
@@ -277,11 +277,11 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
     return (data, since_ms)
 
 
-def download_pair_history(datadir: Path,
-                          exchange: Optional[Exchange],
-                          pair: str,
-                          timeframe: str = '5m',
-                          timerange: Optional[TimeRange] = None) -> bool:
+def _download_pair_history(datadir: Path,
+                           exchange: Optional[Exchange],
+                           pair: str,
+                           timeframe: str = '5m',
+                           timerange: Optional[TimeRange] = None) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
@@ -356,16 +356,16 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                 dl_file.unlink()
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
-            download_pair_history(datadir=datadir, exchange=exchange,
-                                  pair=pair, timeframe=str(timeframe),
-                                  timerange=timerange)
+            _download_pair_history(datadir=datadir, exchange=exchange,
+                                   pair=pair, timeframe=str(timeframe),
+                                   timerange=timerange)
     return pairs_not_available
 
 
-def download_trades_history(datadir: Path,
-                            exchange: Exchange,
-                            pair: str,
-                            timerange: Optional[TimeRange] = None) -> bool:
+def _download_trades_history(datadir: Path,
+                             exchange: Exchange,
+                             pair: str,
+                             timerange: Optional[TimeRange] = None) -> bool:
     """
     Download trade history from the exchange.
     Appends to previously downloaded trades data.
@@ -425,9 +425,9 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
             dl_file.unlink()
 
         logger.info(f'Downloading trades for pair {pair}.')
-        download_trades_history(datadir=datadir, exchange=exchange,
-                                pair=pair,
-                                timerange=timerange)
+        _download_trades_history(datadir=datadir, exchange=exchange,
+                                 pair=pair,
+                                 timerange=timerange)
     return pairs_not_available
 
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 586492703..c304aa97d 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -14,9 +14,9 @@ from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import (_load_cached_data_for_updating,
+                                    _download_pair_history,
+                                    _download_trades_history,
                                     convert_trades_to_ohlcv,
-                                    download_pair_history,
-                                    download_trades_history,
                                     load_tickerdata_file, pair_data_filename,
                                     pair_trades_filename,
                                     refresh_backtest_ohlcv_data,
@@ -267,12 +267,12 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
     assert not file1_1.is_file()
     assert not file2_1.is_file()
 
-    assert download_pair_history(datadir=testdatadir, exchange=exchange,
-                                 pair='MEME/BTC',
-                                 timeframe='1m')
-    assert download_pair_history(datadir=testdatadir, exchange=exchange,
-                                 pair='CFI/BTC',
-                                 timeframe='1m')
+    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+                                  pair='MEME/BTC',
+                                  timeframe='1m')
+    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+                                  pair='CFI/BTC',
+                                  timeframe='1m')
     assert not exchange._pairs_last_refresh_time
     assert file1_1.is_file()
     assert file2_1.is_file()
@@ -284,12 +284,12 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
     assert not file1_5.is_file()
     assert not file2_5.is_file()
 
-    assert download_pair_history(datadir=testdatadir, exchange=exchange,
-                                 pair='MEME/BTC',
-                                 timeframe='5m')
-    assert download_pair_history(datadir=testdatadir, exchange=exchange,
-                                 pair='CFI/BTC',
-                                 timeframe='5m')
+    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+                                  pair='MEME/BTC',
+                                  timeframe='5m')
+    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+                                  pair='CFI/BTC',
+                                  timeframe='5m')
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
@@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
+    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
+    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 
@@ -324,9 +324,9 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
     _backup_file(file1_1)
     _backup_file(file1_5)
 
-    assert not download_pair_history(datadir=testdatadir, exchange=exchange,
-                                     pair='MEME/BTC',
-                                     timeframe='1m')
+    assert not _download_pair_history(datadir=testdatadir, exchange=exchange,
+                                      pair='MEME/BTC',
+                                      timeframe='1m')
     # clean files freshly downloaded
     _clean_test_file(file1_1)
     _clean_test_file(file1_5)
@@ -570,7 +570,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
 
 
 def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history._download_pair_history', MagicMock())
     mocker.patch(
         'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
     )
@@ -591,7 +591,7 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
 
 
 def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history._download_pair_history', MagicMock())
 
     ex = get_patched_exchange(mocker, default_conf)
     mocker.patch(
@@ -611,7 +611,7 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
 
 
 def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history.download_trades_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history._download_trades_history', MagicMock())
     mocker.patch(
         'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
     )
@@ -646,8 +646,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
 
     assert not file1.is_file()
 
-    assert download_trades_history(datadir=testdatadir, exchange=exchange,
-                                   pair='ETH/BTC')
+    assert _download_trades_history(datadir=testdatadir, exchange=exchange,
+                                    pair='ETH/BTC')
     assert log_has("New Amount of trades: 5", caplog)
     assert file1.is_file()
 
@@ -657,8 +657,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  MagicMock(side_effect=ValueError))
 
-    assert not download_trades_history(datadir=testdatadir, exchange=exchange,
-                                       pair='ETH/BTC')
+    assert not _download_trades_history(datadir=testdatadir, exchange=exchange,
+                                        pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
 

From fa968996ed980df63aa139180af0ec5799b74b26 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 16 Dec 2019 22:01:26 +0300
Subject: [PATCH 0697/1495] Remove useless check

---
 freqtrade/data/history.py | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 15c5ed451..5176a9b19 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -295,11 +295,6 @@ def _download_pair_history(datadir: Path,
     :param timerange: range of time to download
     :return: bool with success state
     """
-    if not exchange:
-        raise OperationalException(
-            "Exchange needs to be initialized when downloading pair history data"
-        )
-
     try:
         logger.info(
             f'Download history data for pair: "{pair}", timeframe: {timeframe} '

From a6fc743d854e33ddd44fb11cea277ab1a6482f86 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 16 Dec 2019 22:12:26 +0300
Subject: [PATCH 0698/1495] Align code in _download_*_history()

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

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 5176a9b19..79500c512 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -307,11 +307,12 @@ def _download_pair_history(datadir: Path,
         logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                               since_ms=since_ms if since_ms
-                                               else
+        new_data = exchange.get_historic_ohlcv(pair=pair,
+                                               timeframe=timeframe,
+                                               since_ms=since_ms if since_ms else
                                                int(arrow.utcnow().shift(
-                                                   days=-30).float_timestamp) * 1000)
+                                                   days=-30).float_timestamp) * 1000
+                                               )
         data.extend(new_data)
 
         logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
@@ -376,11 +377,11 @@ def _download_trades_history(datadir: Path,
         logger.debug("Current Start: %s", trades[0]['datetime'] if trades else 'None')
         logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None')
 
+        # Default since_ms to 30 days if nothing is given
         new_trades = exchange.get_historic_trades(pair=pair,
                                                   since=since if since else
                                                   int(arrow.utcnow().shift(
                                                       days=-30).float_timestamp) * 1000,
-                                                  #  until=xxx,
                                                   from_id=from_id,
                                                   )
         trades.extend(new_trades[1])

From 9cea5cd4427cbabd877860d34bb3a8cad32a2149 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 16 Dec 2019 20:38:36 +0100
Subject: [PATCH 0699/1495] Add documentation about ohlcv_partial_candle

---
 docs/developer.md |  6 ++++--
 docs/exchanges.md | 21 +++++++++++++++++++++
 2 files changed, 25 insertions(+), 2 deletions(-)

diff --git a/docs/developer.md b/docs/developer.md
index fe37c140e..5b07aff03 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -183,17 +183,19 @@ raw = ct.fetch_ohlcv(pair, timeframe=timeframe)
 # convert to dataframe
 df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False)
 
-print(df1["date"].tail(1))
+print(df1.tail(1))
 print(datetime.utcnow())
 ```
 
 ``` output
-19   2019-06-08 00:00:00+00:00
+                         date      open      high       low     close  volume  
+499 2019-06-08 00:00:00+00:00  0.000007  0.000007  0.000007  0.000007   26264344.0  
 2019-06-09 12:30:27.873327
 ```
 
 The output will show the last entry from the Exchange as well as the current UTC date.
 If the day shows the same day, then the last candle can be assumed as incomplete and should be dropped (leave the setting `"ohlcv_partial_candle"` from the exchange-class untouched / True). Otherwise, set `"ohlcv_partial_candle"` to `False` to not drop Candles (shown in the example above).
+Another way is to run this command multiple times in a row and observe if the volume is changing (while the date remains the same).
 
 ## Updating example notebooks
 
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 5bd283a69..d836b4c32 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -61,3 +61,24 @@ print(res)
 ```shell
 $ pip3 install web3
 ```
+
+### Send incomplete candles to the strategy
+
+Most exchanges return incomplete candles via their ohlcv / klines interface.
+By default, Freqtrade assumes that incomplete candles are returned and removes the last candle assuming it's an incomplete candle.
+
+Wether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
+
+If the exchange does return incomplete candles and you would like to have incomplete candles in your strategy, you can set the following parameter in the configuration file.
+
+``` json
+{
+
+    "exchange": {
+        "_ft_has_params": {"ohlcv_partial_candle": false}
+    }
+}
+```
+
+!!! Warning "Danger of repainting"
+    Changing this parameter makes the strategy responsible to avoid repainting and handle this accordingly. Doing this is therefore not recommended, and should only be performed by experienced users who are fully aware of the impact this setting has.

From 0277cd82ea66cd019138f0f45caaeed3b0afc187 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 16 Dec 2019 23:25:57 +0300
Subject: [PATCH 0700/1495] Make mypy happy

---
 freqtrade/data/history.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 79500c512..2c01f9f48 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -295,6 +295,11 @@ def _download_pair_history(datadir: Path,
     :param timerange: range of time to download
     :return: bool with success state
     """
+    if not exchange:
+        raise OperationalException(
+            "Exchange needs to be initialized when downloading pair history data"
+        )
+
     try:
         logger.info(
             f'Download history data for pair: "{pair}", timeframe: {timeframe} '

From 707c5668a52f1956a458cf2255b26ce89aea1a7e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 06:11:44 +0100
Subject: [PATCH 0701/1495] Fix typo

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

diff --git a/docs/exchanges.md b/docs/exchanges.md
index d836b4c32..76fa81f4a 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -67,7 +67,7 @@ $ pip3 install web3
 Most exchanges return incomplete candles via their ohlcv / klines interface.
 By default, Freqtrade assumes that incomplete candles are returned and removes the last candle assuming it's an incomplete candle.
 
-Wether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
+Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
 
 If the exchange does return incomplete candles and you would like to have incomplete candles in your strategy, you can set the following parameter in the configuration file.
 

From 0b5354f13db399a21b06275aeb0d6edc3097ee2f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 06:58:10 +0100
Subject: [PATCH 0702/1495] Add required arguments to Trade method

---
 tests/strategy/test_interface.py |  3 ++
 tests/test_freqtradebot.py       | 73 +++++++++++++++++++++++---------
 tests/test_persistence.py        | 33 ++++++++++++---
 3 files changed, 82 insertions(+), 27 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 5519b1a34..605622b8f 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -125,6 +125,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
         trade = Trade(
             pair='ETH/BTC',
             stake_amount=0.001,
+            amount=5,
             open_date=arrow.utcnow().shift(hours=-1).datetime,
             fee_open=fee.return_value,
             fee_close=fee.return_value,
@@ -162,6 +163,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
         trade = Trade(
             pair='ETH/BTC',
             stake_amount=0.001,
+            amount=5,
             open_date=arrow.utcnow().shift(hours=-1).datetime,
             fee_open=fee.return_value,
             fee_close=fee.return_value,
@@ -195,6 +197,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
     trade = Trade(
             pair='ETH/BTC',
             stake_amount=0.001,
+            amount=5,
             open_date=arrow.utcnow().shift(hours=-1).datetime,
             fee_open=fee.return_value,
             fee_close=fee.return_value,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 18f5a461a..9dff73322 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1512,13 +1512,15 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
 
-    trade = Trade()
-    # Mock session away
-    Trade.session = MagicMock()
-    trade.open_order_id = '123'
-    trade.open_fee = 0.001
+    trade = Trade(
+        open_order_id=123,
+        fee_open=0.001,
+        fee_close=0.001,
+        open_rate=0.01,
+        open_date=arrow.utcnow().datetime,
+        amount=11,
+    )
     # Add datetime explicitly since sqlalchemy defaults apply only once written to database
-    trade.open_date = arrow.utcnow().datetime
     freqtrade.update_trade_state(trade)
     # Test amount not modified by fee-logic
     assert not log_has_re(r'Applying fee to .*', caplog)
@@ -1541,7 +1543,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert log_has_re('Found open order for.*', caplog)
 
 
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
+def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # get_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
@@ -1554,6 +1556,8 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456",
         is_open=True,
     )
@@ -1562,7 +1566,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     assert trade.amount == limit_buy_order['amount']
 
 
-def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order,
+def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
                                                        limit_buy_order, mocker, caplog):
     trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1577,6 +1581,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456",
         is_open=True,
         open_date=arrow.utcnow().datetime,
@@ -2972,7 +2978,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
     assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
-def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
+def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2982,6 +2988,8 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2994,7 +3002,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
                    caplog)
 
 
-def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
+def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
     patch_RPCManager(mocker)
@@ -3005,6 +3013,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -3017,7 +3027,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
                    caplog)
 
 
-def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     trades_for_order[0]['fee']['currency'] = 'ETH'
 
     patch_RPCManager(mocker)
@@ -3028,6 +3038,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3038,7 +3050,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
-def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
+                                            fee, mocker):
 
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
@@ -3052,6 +3065,8 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3062,7 +3077,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
     assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
 
 
-def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     trades_for_order[0]['fee']['currency'] = 'BNB'
     trades_for_order[0]['fee']['cost'] = 0.00094518
 
@@ -3074,6 +3089,8 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3084,7 +3101,7 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
-def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
+def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
@@ -3093,6 +3110,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3106,7 +3125,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
                    caplog)
 
 
-def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
+def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
+                                   caplog, mocker):
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
 
@@ -3119,6 +3139,8 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3132,7 +3154,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
                    caplog)
 
 
-def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004}
 
@@ -3144,6 +3166,8 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3154,7 +3178,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
     assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
 
 
-def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
 
@@ -3167,6 +3191,8 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -3177,7 +3203,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
         freqtrade.get_real_amount(trade, limit_buy_order)
 
 
-def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee,
+def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
                                                mocker):
     # Floats should not be compared directly.
     limit_buy_order = deepcopy(buy_order_fee)
@@ -3191,6 +3217,8 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_rate=0.245441,
         open_order_id="123456"
     )
@@ -3202,7 +3230,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
                    abs_tol=MATH_CLOSE_PREC,)
 
 
-def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker):
+def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     # Remove "Currency" from fee dict
     trades_for_order[0]['fee'] = {'cost': 0.008}
 
@@ -3215,6 +3243,9 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -3223,7 +3254,7 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
-def test_get_real_amount_open_trade(default_conf, mocker):
+def test_get_real_amount_open_trade(default_conf, fee, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 12345
@@ -3232,6 +3263,8 @@ def test_get_real_amount_open_trade(default_conf, mocker):
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
         open_order_id="123456"
     )
     order = {
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 231a1d2e2..67c61172c 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -136,12 +136,13 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
         id=2,
         pair='ETH/BTC',
         stake_amount=0.001,
+        open_rate=0.01,
+        amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
     )
     assert trade.open_order_id is None
-    assert trade.open_rate is None
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -173,6 +174,8 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
         id=1,
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
+        open_rate=0.01,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -205,6 +208,8 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        open_rate=0.01,
+        amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -212,7 +217,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
 
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)
-    assert trade.calc_open_trade_price() == 0.0010024999999225068
+    assert trade._calc_open_trade_price() == 0.0010024999999225068
 
     trade.update(limit_sell_order)
     assert trade.calc_close_trade_price() == 0.0010646656050132426
@@ -229,6 +234,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        open_rate=0.1,
+        amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -244,13 +251,14 @@ def test_update_open_order(limit_buy_order):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=1.00,
+        open_rate=0.01,
+        amount=5,
         fee_open=0.1,
         fee_close=0.1,
         exchange='bittrex',
     )
 
     assert trade.open_order_id is None
-    assert trade.open_rate is None
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -258,7 +266,6 @@ def test_update_open_order(limit_buy_order):
     trade.update(limit_buy_order)
 
     assert trade.open_order_id is None
-    assert trade.open_rate is None
     assert trade.close_profit is None
     assert trade.close_date is None
 
@@ -268,6 +275,8 @@ def test_update_invalid_order(limit_buy_order):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=1.00,
+        amount=5,
+        open_rate=0.001,
         fee_open=0.1,
         fee_close=0.1,
         exchange='bittrex',
@@ -282,6 +291,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
+        open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -290,10 +301,10 @@ def test_calc_open_trade_price(limit_buy_order, fee):
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get the open rate price with the standard fee rate
-    assert trade.calc_open_trade_price() == 0.0010024999999225068
-
+    assert trade._calc_open_trade_price() == 0.0010024999999225068
+    trade.fee_open = 0.003
     # Get the open rate price with a custom fee rate
-    assert trade.calc_open_trade_price(fee=0.003) == 0.001002999999922468
+    assert trade._calc_open_trade_price() == 0.001002999999922468
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -301,6 +312,8 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
+        open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -324,6 +337,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
+        open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -356,6 +371,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
+        open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -630,6 +647,7 @@ def test_adjust_stop_loss(fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',
@@ -681,6 +699,7 @@ def test_adjust_min_max_rates(fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
+        amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='bittrex',

From 307ade6251a7ec3a5e0a914204c9cf7da07c6866 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 07:02:02 +0100
Subject: [PATCH 0703/1495] Cache open_trade_price

---
 freqtrade/persistence.py  | 23 ++++++++++++++++-------
 tests/test_persistence.py |  2 ++
 2 files changed, 18 insertions(+), 7 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 735c740c3..e1a3ad713 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'stop_loss_pct'):
+    if not has_column(cols, 'open_trade_price'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -104,6 +104,8 @@ def check_migrate(engine) -> None:
         sell_reason = get_column_def(cols, 'sell_reason', 'null')
         strategy = get_column_def(cols, 'strategy', 'null')
         ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
+        open_trade_price = get_column_def(cols, 'open_trade_price',
+                                          f'amount * open_rate * (1 + {fee_open})')
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -121,7 +123,7 @@ def check_migrate(engine) -> None:
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
                 stoploss_order_id, stoploss_last_update,
                 max_rate, min_rate, sell_reason, strategy,
-                ticker_interval
+                ticker_interval, open_trade_price
                 )
             select id, lower(exchange),
                 case
@@ -140,7 +142,8 @@ def check_migrate(engine) -> None:
                 {initial_stop_loss_pct} initial_stop_loss_pct,
                 {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
                 {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
-                {strategy} strategy, {ticker_interval} ticker_interval
+                {strategy} strategy, {ticker_interval} ticker_interval,
+                {open_trade_price} open_trade_price
                 from {table_back_name}
              """)
 
@@ -182,6 +185,7 @@ class Trade(_DECL_BASE):
     fee_close = Column(Float, nullable=False, default=0.0)
     open_rate = Column(Float)
     open_rate_requested = Column(Float)
+    open_trade_price = Column(Float)
     close_rate = Column(Float)
     close_rate_requested = Column(Float)
     close_profit = Column(Float)
@@ -210,6 +214,10 @@ class Trade(_DECL_BASE):
     strategy = Column(String, nullable=True)
     ticker_interval = Column(Integer, nullable=True)
 
+    def __init__(self, **kwargs):
+        super().__init__(**kwargs)
+        self.open_trade_price = self._calc_open_trade_price()
+
     def __repr__(self):
         open_since = self.open_date.strftime('%Y-%m-%d %H:%M:%S') if self.is_open else 'closed'
 
@@ -302,6 +310,7 @@ class Trade(_DECL_BASE):
             # Update open rate and actual amount
             self.open_rate = Decimal(order['price'])
             self.amount = Decimal(order['amount'])
+            self.open_trade_price = self._calc_open_trade_price()
             logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
             self.open_order_id = None
         elif order_type in ('market', 'limit') and order['side'] == 'sell':
@@ -331,7 +340,7 @@ class Trade(_DECL_BASE):
             self
         )
 
-    def calc_open_trade_price(self, fee: Optional[float] = None) -> float:
+    def _calc_open_trade_price(self) -> float:
         """
         Calculate the open_rate including fee.
         :param fee: fee to use on the open rate (optional).
@@ -339,7 +348,7 @@ class Trade(_DECL_BASE):
         :return: Price in of the open trade incl. Fees
         """
         buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
-        fees = buy_trade * Decimal(fee or self.fee_open)
+        fees = buy_trade * Decimal(self.fee_open)
         return float(buy_trade + fees)
 
     def calc_close_trade_price(self, rate: Optional[float] = None,
@@ -369,7 +378,7 @@ class Trade(_DECL_BASE):
         If rate is not set self.close_rate will be used
         :return:  profit in stake currency as float
         """
-        open_trade_price = self.calc_open_trade_price()
+        open_trade_price = self._calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
@@ -386,7 +395,7 @@ class Trade(_DECL_BASE):
         :param fee: fee to use on the close rate (optional).
         :return: profit in percentage as float
         """
-        open_trade_price = self.calc_open_trade_price()
+        open_trade_price = self._calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 67c61172c..2cb79de98 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -498,6 +498,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.max_rate == 0.0
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
+    assert trade.open_trade_price == 0.26758131848350003
 
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
@@ -580,6 +581,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert log_has("trying trades_bak1", caplog)
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration - backup available as trades_bak2", caplog)
+    assert trade.open_trade_price == 0.26758131848350003
 
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):

From 861a7834fc32556b7d59be02c872c66f7a49efb3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 07:08:36 +0100
Subject: [PATCH 0704/1495] Call calc_open_price() whenever necessary

---
 freqtrade/freqtradebot.py |  2 ++
 freqtrade/persistence.py  | 17 +++++++++++------
 tests/test_persistence.py |  4 ++--
 3 files changed, 15 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5c3ef64b1..a7ca67dcf 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -555,6 +555,7 @@ class FreqtradeBot:
                     order['amount'] = new_amount
                     # Fee was applied, so set to 0
                     trade.fee_open = 0
+                    trade.recalc_open_trade_price()
 
             except DependencyException as exception:
                 logger.warning("Could not update trade amount: %s", exception)
@@ -850,6 +851,7 @@ class FreqtradeBot:
                 trade.amount = new_amount
                 # Fee was applied, so set to 0
                 trade.fee_open = 0
+                trade.recalc_open_trade_price()
         except DependencyException as e:
             logger.warning("Could not update trade amount: %s", e)
 
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index e1a3ad713..354f713bc 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -216,7 +216,7 @@ class Trade(_DECL_BASE):
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
-        self.open_trade_price = self._calc_open_trade_price()
+        self.recalc_open_trade_price()
 
     def __repr__(self):
         open_since = self.open_date.strftime('%Y-%m-%d %H:%M:%S') if self.is_open else 'closed'
@@ -310,7 +310,7 @@ class Trade(_DECL_BASE):
             # Update open rate and actual amount
             self.open_rate = Decimal(order['price'])
             self.amount = Decimal(order['amount'])
-            self.open_trade_price = self._calc_open_trade_price()
+            self.recalc_open_trade_price()
             logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
             self.open_order_id = None
         elif order_type in ('market', 'limit') and order['side'] == 'sell':
@@ -351,6 +351,13 @@ class Trade(_DECL_BASE):
         fees = buy_trade * Decimal(self.fee_open)
         return float(buy_trade + fees)
 
+    def recalc_open_trade_price(self) -> None:
+        """
+        Recalculate open_trade_price.
+        Must be called whenever open_rate or fee_open is changed.
+        """
+        self.open_trade_price - self._calc_open_trade_price()
+
     def calc_close_trade_price(self, rate: Optional[float] = None,
                                fee: Optional[float] = None) -> float:
         """
@@ -378,12 +385,11 @@ class Trade(_DECL_BASE):
         If rate is not set self.close_rate will be used
         :return:  profit in stake currency as float
         """
-        open_trade_price = self._calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit = close_trade_price - open_trade_price
+        profit = close_trade_price - self.open_trade_price
         return float(f"{profit:.8f}")
 
     def calc_profit_percent(self, rate: Optional[float] = None,
@@ -395,12 +401,11 @@ class Trade(_DECL_BASE):
         :param fee: fee to use on the close rate (optional).
         :return: profit in percentage as float
         """
-        open_trade_price = self._calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit_percent = (close_trade_price / open_trade_price) - 1
+        profit_percent = (close_trade_price / self.open_trade_price) - 1
         return float(f"{profit_percent:.8f}")
 
     @staticmethod
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 2cb79de98..06df73cf9 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -498,7 +498,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.max_rate == 0.0
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
-    assert trade.open_trade_price == 0.26758131848350003
+    assert trade.open_trade_price == trade._calc_open_trade_price()
 
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
@@ -581,7 +581,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert log_has("trying trades_bak1", caplog)
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration - backup available as trades_bak2", caplog)
-    assert trade.open_trade_price == 0.26758131848350003
+    assert trade.open_trade_price == trade._calc_open_trade_price()
 
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):

From 362a40db6f89be6bd0fafb77f5f51b6f55345c45 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 07:09:56 +0100
Subject: [PATCH 0705/1495] Update docstring

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 354f713bc..21e1b82ce 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -342,9 +342,7 @@ class Trade(_DECL_BASE):
 
     def _calc_open_trade_price(self) -> float:
         """
-        Calculate the open_rate including fee.
-        :param fee: fee to use on the open rate (optional).
-        If rate is not set self.fee will be used
+        Calculate the open_rate including open_fee.
         :return: Price in of the open trade incl. Fees
         """
         buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))

From cbd10309f514862c7bb87eab81be845b7214c134 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 07:13:08 +0100
Subject: [PATCH 0706/1495] Add mid-state test

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

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 06df73cf9..0bde2f673 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -641,6 +641,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     assert trade.max_rate == 0.0
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
+    assert trade.open_trade_price == trade._calc_open_trade_price()
     assert log_has("trying trades_bak0", caplog)
     assert log_has("Running database migration - backup available as trades_bak0", caplog)
 

From 539b5627fdd67f0e245cce67a9b4428f94d8253f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 08:31:44 +0100
Subject: [PATCH 0707/1495] Fix typo

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 21e1b82ce..61dee0414 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -354,7 +354,7 @@ class Trade(_DECL_BASE):
         Recalculate open_trade_price.
         Must be called whenever open_rate or fee_open is changed.
         """
-        self.open_trade_price - self._calc_open_trade_price()
+        self.open_trade_price = self._calc_open_trade_price()
 
     def calc_close_trade_price(self, rate: Optional[float] = None,
                                fee: Optional[float] = None) -> float:

From a2964afd42c4ccf84ff315e140e0064efd62d6a7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 08:53:30 +0100
Subject: [PATCH 0708/1495] Rename profit_percent to profit_ratio to be
 consistent

---
 freqtrade/data/btanalysis.py      |  2 +-
 freqtrade/freqtradebot.py         |  2 +-
 freqtrade/optimize/backtesting.py |  4 ++--
 freqtrade/persistence.py          | 21 +++++++++++----------
 freqtrade/rpc/rpc.py              |  8 ++++----
 freqtrade/strategy/interface.py   |  6 +++---
 tests/rpc/test_rpc_apiserver.py   |  4 ++--
 tests/test_freqtradebot.py        |  3 ++-
 tests/test_persistence.py         | 12 ++++++------
 9 files changed, 32 insertions(+), 30 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 379c80060..2fc931a9b 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -108,7 +108,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
                             t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
-                            t.calc_profit(), t.calc_profit_percent(),
+                            t.calc_profit(), t.calc_profit_ratio(),
                             t.open_rate, t.close_rate, t.amount,
                             (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
                                 if t.close_date else None),
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a7ca67dcf..8ae027fa2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -950,7 +950,7 @@ class FreqtradeBot:
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached ticker here - it was updated seconds ago.
         current_rate = self.get_sell_rate(trade.pair, False)
-        profit_percent = trade.calc_profit_percent(profit_rate)
+        profit_percent = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_percent > 0 else "loss"
 
         msg = {
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 064a2f6ba..fc60bd310 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -329,7 +329,7 @@ class Backtesting:
                 closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
                 return BacktestResult(pair=pair,
-                                      profit_percent=trade.calc_profit_percent(rate=closerate),
+                                      profit_percent=trade.calc_profit_ratio(rate=closerate),
                                       profit_abs=trade.calc_profit(rate=closerate),
                                       open_time=buy_row.date,
                                       close_time=sell_row.date,
@@ -345,7 +345,7 @@ class Backtesting:
             # no sell condition found - trade stil open at end of backtest period
             sell_row = partial_ticker[-1]
             bt_res = BacktestResult(pair=pair,
-                                    profit_percent=trade.calc_profit_percent(rate=sell_row.open),
+                                    profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
                                     profit_abs=trade.calc_profit(rate=sell_row.open),
                                     open_time=buy_row.date,
                                     close_time=sell_row.date,
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 61dee0414..10896baaa 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -185,6 +185,7 @@ class Trade(_DECL_BASE):
     fee_close = Column(Float, nullable=False, default=0.0)
     open_rate = Column(Float)
     open_rate_requested = Column(Float)
+    # open_trade_price - calcuated via _calc_open_trade_price
     open_trade_price = Column(Float)
     close_rate = Column(Float)
     close_rate_requested = Column(Float)
@@ -331,7 +332,7 @@ class Trade(_DECL_BASE):
         and marks trade as closed
         """
         self.close_rate = Decimal(rate)
-        self.close_profit = self.calc_profit_percent()
+        self.close_profit = self.calc_profit_ratio()
         self.close_date = datetime.utcnow()
         self.is_open = False
         self.open_order_id = None
@@ -361,9 +362,9 @@ class Trade(_DECL_BASE):
         """
         Calculate the close_rate including fee
         :param fee: fee to use on the close rate (optional).
-        If rate is not set self.fee will be used
+            If rate is not set self.fee will be used
         :param rate: rate to compare with (optional).
-        If rate is not set self.close_rate will be used
+            If rate is not set self.close_rate will be used
         :return: Price in BTC of the open trade
         """
         if rate is None and not self.close_rate:
@@ -378,9 +379,9 @@ class Trade(_DECL_BASE):
         """
         Calculate the absolute profit in stake currency between Close and Open trade
         :param fee: fee to use on the close rate (optional).
-        If rate is not set self.fee will be used
+            If rate is not set self.fee will be used
         :param rate: close rate to compare with (optional).
-        If rate is not set self.close_rate will be used
+            If rate is not set self.close_rate will be used
         :return:  profit in stake currency as float
         """
         close_trade_price = self.calc_close_trade_price(
@@ -390,14 +391,14 @@ class Trade(_DECL_BASE):
         profit = close_trade_price - self.open_trade_price
         return float(f"{profit:.8f}")
 
-    def calc_profit_percent(self, rate: Optional[float] = None,
-                            fee: Optional[float] = None) -> float:
+    def calc_profit_ratio(self, rate: Optional[float] = None,
+                          fee: Optional[float] = None) -> float:
         """
-        Calculates the profit in percentage (including fee).
+        Calculates the profit as ratio (including fee).
         :param rate: rate to compare with (optional).
-        If rate is not set self.close_rate will be used
+            If rate is not set self.close_rate will be used
         :param fee: fee to use on the close rate (optional).
-        :return: profit in percentage as float
+        :return: profit ratio as float
         """
         close_trade_price = self.calc_close_trade_price(
             rate=(rate or self.close_rate),
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 84b72fe18..3b4b7570a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -123,7 +123,7 @@ class RPC:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                current_profit = trade.calc_profit_percent(current_rate)
+                current_profit = trade.calc_profit_ratio(current_rate)
                 fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
                                     if trade.close_profit else None)
                 trade_dict = trade.to_json()
@@ -151,7 +151,7 @@ class RPC:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                trade_perc = (100 * trade.calc_profit_percent(current_rate))
+                trade_perc = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
                 profit_str = f'{trade_perc:.2f}%'
                 if self._fiat_converter:
@@ -240,7 +240,7 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_percent = trade.calc_profit_percent()
+                profit_percent = trade.calc_profit_ratio()
                 profit_closed_coin.append(trade.calc_profit())
                 profit_closed_perc.append(profit_percent)
             else:
@@ -249,7 +249,7 @@ class RPC:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                profit_percent = trade.calc_profit_percent(rate=current_rate)
+                profit_percent = trade.calc_profit_ratio(rate=current_rate)
 
             profit_all_coin.append(
                 trade.calc_profit(rate=trade.close_rate or current_rate)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 2b3a6194f..985ff37de 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -296,7 +296,7 @@ class IStrategy(ABC):
         """
         # Set current rate to low for backtesting sell
         current_rate = low or rate
-        current_profit = trade.calc_profit_percent(current_rate)
+        current_profit = trade.calc_profit_ratio(current_rate)
 
         trade.adjust_min_max_rates(high or current_rate)
 
@@ -311,7 +311,7 @@ class IStrategy(ABC):
 
         # Set current rate to high for backtesting sell
         current_rate = high or rate
-        current_profit = trade.calc_profit_percent(current_rate)
+        current_profit = trade.calc_profit_ratio(current_rate)
         config_ask_strategy = self.config.get('ask_strategy', {})
 
         if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
@@ -360,7 +360,7 @@ class IStrategy(ABC):
             sl_offset = self.trailing_stop_positive_offset
 
             # Make sure current_profit is calculated using high for backtesting.
-            high_profit = current_profit if not high else trade.calc_profit_percent(high)
+            high_profit = current_profit if not high else trade.calc_profit_ratio(high)
 
             # Don't update stoploss if trailing_only_offset_is_reached is true.
             if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index ebb70bdf8..f1e3421c5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -381,7 +381,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
         close_rate=0.265441,
 
     )
-    trade.close_profit = trade.calc_profit_percent()
+    trade.close_profit = trade.calc_profit_ratio()
     Trade.session.add(trade)
 
     trade = Trade(
@@ -396,7 +396,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
         fee_open=fee.return_value,
         close_rate=0.391
     )
-    trade.close_profit = trade.calc_profit_percent()
+    trade.close_profit = trade.calc_profit_ratio()
     Trade.session.add(trade)
     Trade.session.flush()
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9dff73322..341bc021f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1543,7 +1543,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert log_has_re('Found open order for.*', caplog)
 
 
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker):
+def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
+                                          mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # get_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 0bde2f673..25ad8b6a7 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -226,7 +226,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
     assert trade.calc_profit() == 0.00006217
 
     # Profit in percent
-    assert trade.calc_profit_percent() == 0.06201058
+    assert trade.calc_profit_ratio() == 0.06201058
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -367,7 +367,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
+def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
     trade = Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
@@ -381,17 +381,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get percent of profit with a custom rate (Higher than open rate)
-    assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
+    assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
 
     # Get percent of profit with a custom rate (Lower than open rate)
-    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
+    assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
 
     # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
     trade.update(limit_sell_order)
-    assert trade.calc_profit_percent() == 0.06201058
+    assert trade.calc_profit_ratio() == 0.06201058
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit_percent(fee=0.003) == 0.06147824
+    assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
 
 
 @pytest.mark.usefixtures("init_persistence")

From 86de88ed480bfd16ec8c875b79c3d4298b0be849 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 09:36:26 +0100
Subject: [PATCH 0709/1495] Align usage of history import in test

---
 tests/data/test_history.py | 100 +++++++++++++++----------------------
 1 file changed, 40 insertions(+), 60 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c304aa97d..708702ab2 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -12,16 +12,17 @@ from pandas import DataFrame
 
 from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
-from freqtrade.data import history
-from freqtrade.data.history import (_load_cached_data_for_updating,
-                                    _download_pair_history,
+from freqtrade.data.history import (_download_pair_history,
                                     _download_trades_history,
-                                    convert_trades_to_ohlcv,
+                                    _load_cached_data_for_updating,
+                                    convert_trades_to_ohlcv, get_timeframe,
+                                    load_data, load_pair_history,
                                     load_tickerdata_file, pair_data_filename,
                                     pair_trades_filename,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data,
-                                    trim_tickerlist)
+                                    trim_dataframe, trim_tickerlist,
+                                    validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -64,7 +65,7 @@ def _clean_test_file(file: Path) -> None:
 
 
 def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
+    ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
@@ -73,7 +74,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No
 
 
 def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
+    ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert ld.empty
     assert log_has(
@@ -86,7 +87,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
     _backup_file(file, copy_file=True)
-    history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
+    load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
     assert file.is_file()
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@@ -99,10 +100,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
     ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
                            MagicMock(return_value=None))
     timerange = TimeRange('date', None, 1510639620, 0)
-    history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
-                              datadir=testdatadir, timerange=timerange,
-                              startup_candles=20,
-                              )
+    load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
+                      datadir=testdatadir, timerange=timerange,
+                      startup_candles=20,)
 
     assert ltfmock.call_count == 1
     assert ltfmock.call_args_list[0][1]['timerange'] != timerange
@@ -121,9 +121,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
 
     _backup_file(file)
     # do not download a new pair if refresh_pairs isn't set
-    history.load_pair_history(datadir=testdatadir,
-                              timeframe='1m',
-                              pair='MEME/BTC')
+    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
     assert not file.is_file()
     assert log_has(
         'No history data for pair: "MEME/BTC", timeframe: 1m. '
@@ -131,22 +129,16 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    history.load_pair_history(datadir=testdatadir,
-                              timeframe='1m',
-                              refresh_pairs=True,
-                              exchange=exchange,
-                              pair='MEME/BTC')
+    load_pair_history(datadir=testdatadir, timeframe='1m',
+                      refresh_pairs=True, exchange=exchange, pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
         'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
-        history.load_pair_history(datadir=testdatadir,
-                                  timeframe='1m',
-                                  refresh_pairs=True,
-                                  exchange=None,
-                                  pair='MEME/BTC')
+        load_pair_history(datadir=testdatadir, timeframe='1m',
+                          refresh_pairs=True, exchange=None, pair='MEME/BTC')
     _clean_test_file(file)
 
 
@@ -351,10 +343,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     # Make sure we start fresh - test missing data at start
     start = arrow.get('2018-01-01T00:00:00')
     end = arrow.get('2018-01-11T00:00:00')
-    tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'],
-                                   startup_candles=20,
-                                   timerange=TimeRange('date', 'date',
-                                                       start.timestamp, end.timestamp))
+    tickerdata = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
+                           timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
     assert log_has(
         'Using indicator startup period: 20 ...', caplog
     )
@@ -369,10 +359,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     caplog.clear()
     start = arrow.get('2018-01-10T00:00:00')
     end = arrow.get('2018-02-20T00:00:00')
-    tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
-                                   pairs=['UNITTEST/BTC'],
-                                   timerange=TimeRange('date', 'date',
-                                                       start.timestamp, end.timestamp))
+    tickerdata = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
+                           timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(tickerdata['UNITTEST/BTC'])
@@ -385,7 +373,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
 
 def test_init(default_conf, mocker) -> None:
     exchange = get_patched_exchange(mocker, default_conf)
-    assert {} == history.load_data(
+    assert {} == load_data(
         datadir='',
         exchange=exchange,
         pairs=[],
@@ -447,7 +435,7 @@ def test_trim_tickerlist(testdatadir) -> None:
 
 
 def test_trim_dataframe(testdatadir) -> None:
-    data = history.load_data(
+    data = load_data(
         datadir=testdatadir,
         timeframe='1m',
         pairs=['UNITTEST/BTC']
@@ -458,7 +446,7 @@ def test_trim_dataframe(testdatadir) -> None:
 
     # Remove first 30 minutes (1800 s)
     tr = TimeRange('date', None, min_date + 1800, 0)
-    data_modify = history.trim_dataframe(data_modify, tr)
+    data_modify = trim_dataframe(data_modify, tr)
     assert not data_modify.equals(data)
     assert len(data_modify) < len(data)
     assert len(data_modify) == len(data) - 30
@@ -468,7 +456,7 @@ def test_trim_dataframe(testdatadir) -> None:
     data_modify = data.copy()
     # Remove last 30 minutes (1800 s)
     tr = TimeRange(None, 'date', 0, max_date - 1800)
-    data_modify = history.trim_dataframe(data_modify, tr)
+    data_modify = trim_dataframe(data_modify, tr)
     assert not data_modify.equals(data)
     assert len(data_modify) < len(data)
     assert len(data_modify) == len(data) - 30
@@ -478,7 +466,7 @@ def test_trim_dataframe(testdatadir) -> None:
     data_modify = data.copy()
     # Remove first 25 and last 30 minutes (1800 s)
     tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
-    data_modify = history.trim_dataframe(data_modify, tr)
+    data_modify = trim_dataframe(data_modify, tr)
     assert not data_modify.equals(data)
     assert len(data_modify) < len(data)
     assert len(data_modify) == len(data) - 55
@@ -515,13 +503,13 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
     strategy = DefaultStrategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
-        history.load_data(
+        load_data(
             datadir=testdatadir,
             timeframe='1m',
             pairs=['UNITTEST/BTC']
         )
     )
-    min_date, max_date = history.get_timeframe(data)
+    min_date, max_date = get_timeframe(data)
     assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
     assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
 
@@ -531,17 +519,17 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     strategy = DefaultStrategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
-        history.load_data(
+        load_data(
             datadir=testdatadir,
             timeframe='1m',
             pairs=['UNITTEST/BTC'],
             fill_up_missing=False
         )
     )
-    min_date, max_date = history.get_timeframe(data)
+    min_date, max_date = get_timeframe(data)
     caplog.clear()
-    assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
-                                          min_date, max_date, timeframe_to_minutes('1m'))
+    assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
+                                  min_date, max_date, timeframe_to_minutes('1m'))
     assert len(caplog.record_tuples) == 1
     assert log_has(
         "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
@@ -554,7 +542,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
 
     timerange = TimeRange('index', 'index', 200, 250)
     data = strategy.tickerdata_to_dataframe(
-        history.load_data(
+        load_data(
             datadir=testdatadir,
             timeframe='5m',
             pairs=['UNITTEST/BTC'],
@@ -562,10 +550,10 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
         )
     )
 
-    min_date, max_date = history.get_timeframe(data)
+    min_date, max_date = get_timeframe(data)
     caplog.clear()
-    assert not history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
-                                              min_date, max_date, timeframe_to_minutes('5m'))
+    assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
+                                      min_date, max_date, timeframe_to_minutes('5m'))
     assert len(caplog.record_tuples) == 0
 
 
@@ -668,12 +656,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     file1 = testdatadir / 'XRP_ETH-1m.json'
     file5 = testdatadir / 'XRP_ETH-5m.json'
     # Compare downloaded dataset with converted dataset
-    dfbak_1m = history.load_pair_history(datadir=testdatadir,
-                                         timeframe="1m",
-                                         pair=pair)
-    dfbak_5m = history.load_pair_history(datadir=testdatadir,
-                                         timeframe="5m",
-                                         pair=pair)
+    dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
+    dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
 
     _backup_file(file1, copy_file=True)
     _backup_file(file5)
@@ -685,12 +669,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
 
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
-    df_1m = history.load_pair_history(datadir=testdatadir,
-                                      timeframe="1m",
-                                      pair=pair)
-    df_5m = history.load_pair_history(datadir=testdatadir,
-                                      timeframe="5m",
-                                      pair=pair)
+    df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
+    df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
 
     assert df_1m.equals(dfbak_1m)
     assert df_5m.equals(dfbak_5m)

From e1c0c6af7dcf94fe7dc6a982059b6f1a6ccbd2de Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 10:51:49 +0100
Subject: [PATCH 0710/1495] fix random-seed to failing one

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f6a111944..40a6fd075 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -69,7 +69,7 @@ jobs:
         COVERALLS_SERVICE_NAME: travis-ci
         TRAVIS: "true"
       run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --random-order-seed=834267
         # Allow failure for coveralls
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"

From 2e2f084f662e02eebc6cb083deb1dbeac145e840 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 11:07:59 +0100
Subject: [PATCH 0711/1495] Try to clear caplog ...

---
 .github/workflows/ci.yml | 2 +-
 tests/test_utils.py      | 3 +++
 2 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 40a6fd075..f6a111944 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -69,7 +69,7 @@ jobs:
         COVERALLS_SERVICE_NAME: travis-ci
         TRAVIS: "true"
       run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --random-order-seed=834267
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
         # Allow failure for coveralls
         # Fake travis environment to get coveralls working correctly
         export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
diff --git a/tests/test_utils.py b/tests/test_utils.py
index feba1ed59..40ca9ac02 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -444,6 +444,9 @@ def test_create_datadir_failed(caplog):
 
 
 def test_create_datadir(caplog, mocker):
+    # Ensure that caplog is empty before starting ...
+    # Should prevent random failures.
+    caplog.clear()
     cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
     csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
     args = [

From 8513a5e2d68721e896e4d3337f8be162847d8c86 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 11:35:39 +0100
Subject: [PATCH 0712/1495] Fix failures in test_main

---
 .github/workflows/ci.yml | 2 +-
 tests/test_main.py       | 4 ++++
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f6a111944..628f169c2 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -139,7 +139,7 @@ jobs:
 
     - name: Tests
       run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --random-order-seed=781055
 
     - name: Backtesting
       run: |
diff --git a/tests/test_main.py b/tests/test_main.py
index 4e97c375d..03e6a7ce9 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -79,6 +79,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=KeyboardInterrupt))
     patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
     args = ['trade', '-c', 'config.json.example']
@@ -98,6 +99,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
     patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -120,6 +122,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
                                          OperationalException("Oh snap!")])
     mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
     patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     reconfigure_mock = mocker.patch('freqtrade.worker.Worker._reconfigure', MagicMock())
 
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@@ -143,6 +146,7 @@ def test_reconfigure(mocker, default_conf) -> None:
         'freqtrade.worker.Worker._worker',
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
+    mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())

From 60f89c8c019f6806b28b044e642f8cdab8c60cc9 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 17 Dec 2019 13:43:42 +0300
Subject: [PATCH 0713/1495] Split refresh from load_data/load_pair_history

---
 freqtrade/data/history.py          | 86 ++++++++++++++++++++----------
 freqtrade/edge/__init__.py         | 12 ++++-
 tests/data/test_history.py         | 28 +++++++---
 tests/edge/test_edge.py            |  7 ++-
 tests/optimize/test_backtesting.py |  4 +-
 5 files changed, 97 insertions(+), 40 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 2c01f9f48..62195a005 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -128,39 +128,26 @@ def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path,
                       timerange: Optional[TimeRange] = None,
-                      refresh_pairs: bool = False,
-                      exchange: Optional[Exchange] = None,
                       fill_up_missing: bool = True,
                       drop_incomplete: bool = True,
                       startup_candles: int = 0,
                       ) -> DataFrame:
     """
-    Loads cached ticker history for the given pair.
+    Load cached ticker history for the given pair.
+
     :param pair: Pair to load data for
     :param timeframe: Ticker timeframe (e.g. "5m")
     :param datadir: Path to the data storage location.
     :param timerange: Limit data to be loaded to this timerange
-    :param refresh_pairs: Refresh pairs from exchange.
-        (Note: Requires exchange to be passed as well.)
-    :param exchange: Exchange object (needed when using "refresh_pairs")
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param drop_incomplete: Drop last candle assuming it may be incomplete.
     :param startup_candles: Additional candles to load at the start of the period
     :return: DataFrame with ohlcv data, or empty DataFrame
     """
-
     timerange_startup = deepcopy(timerange)
     if startup_candles > 0 and timerange_startup:
         timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
 
-    # The user forced the refresh of pairs
-    if refresh_pairs:
-        _download_pair_history(datadir=datadir,
-                               exchange=exchange,
-                               pair=pair,
-                               timeframe=timeframe,
-                               timerange=timerange)
-
     pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
 
     if pairdata:
@@ -177,33 +164,53 @@ def load_pair_history(pair: str,
         return DataFrame()
 
 
+def refresh_pair_history(pair: str,
+                         timeframe: str,
+                         datadir: Path,
+                         exchange: Exchange,
+                         timerange: Optional[TimeRange] = None,
+                         startup_candles: int = 0,
+                         ) -> None:
+    """
+    Refresh cached ticker history for the given pair.
+
+    :param pair: Pair to load data for
+    :param timeframe: Ticker timeframe (e.g. "5m")
+    :param datadir: Path to the data storage location.
+    :param timerange: Limit data to be loaded to this timerange
+    :param exchange: Exchange object
+    :param startup_candles: Additional candles to load at the start of the period
+    """
+    timerange_startup = deepcopy(timerange)
+    if startup_candles > 0 and timerange_startup:
+        timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
+
+    _download_pair_history(datadir=datadir,
+                           exchange=exchange,
+                           pair=pair,
+                           timeframe=timeframe,
+                           timerange=timerange)
+
+
 def load_data(datadir: Path,
               timeframe: str,
               pairs: List[str],
-              refresh_pairs: bool = False,
-              exchange: Optional[Exchange] = None,
               timerange: Optional[TimeRange] = None,
               fill_up_missing: bool = True,
               startup_candles: int = 0,
               fail_without_data: bool = False
               ) -> Dict[str, DataFrame]:
     """
-    Loads ticker history data for a list of pairs
+    Load ticker history data for a list of pairs.
+
     :param datadir: Path to the data storage location.
     :param timeframe: Ticker Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
-    :param refresh_pairs: Refresh pairs from exchange.
-        (Note: Requires exchange to be passed as well.)
-    :param exchange: Exchange object (needed when using "refresh_pairs")
     :param timerange: Limit data to be loaded to this timerange
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param startup_candles: Additional candles to load at the start of the period
     :param fail_without_data: Raise OperationalException if no data is found.
     :return: dict(:)
-    TODO: refresh_pairs is still used by edge to keep the data uptodate.
-        This should be replaced in the future. Instead, writing the current candles to disk
-        from dataprovider should be implemented, as this would avoid loading ohlcv data twice.
-        exchange and refresh_pairs are then not needed here nor in load_pair_history.
     """
     result: Dict[str, DataFrame] = {}
     if startup_candles > 0 and timerange:
@@ -212,8 +219,6 @@ def load_data(datadir: Path,
     for pair in pairs:
         hist = load_pair_history(pair=pair, timeframe=timeframe,
                                  datadir=datadir, timerange=timerange,
-                                 refresh_pairs=refresh_pairs,
-                                 exchange=exchange,
                                  fill_up_missing=fill_up_missing,
                                  startup_candles=startup_candles)
         if not hist.empty:
@@ -224,6 +229,33 @@ def load_data(datadir: Path,
     return result
 
 
+def refresh_data(datadir: Path,
+                 timeframe: str,
+                 pairs: List[str],
+                 exchange: Exchange,
+                 timerange: Optional[TimeRange] = None,
+                 startup_candles: int = 0,
+                 ) -> None:
+    """
+    Refresh ticker history data for a list of pairs.
+
+    :param datadir: Path to the data storage location.
+    :param timeframe: Ticker Timeframe (e.g. "5m")
+    :param pairs: List of pairs to load
+    :param exchange: Exchange object
+    :param timerange: Limit data to be loaded to this timerange
+    :param startup_candles: Additional candles to load at the start of the period
+    """
+    if startup_candles > 0 and timerange:
+        logger.info(f'Using indicator startup period: {startup_candles} ...')
+
+    for pair in pairs:
+        refresh_pair_history(pair=pair, timeframe=timeframe,
+                             datadir=datadir, timerange=timerange,
+                             exchange=exchange,
+                             startup_candles=startup_candles)
+
+
 def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     pair_s = pair.replace("/", "_")
     filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 4bc3023a4..b52b2ffdc 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -94,12 +94,20 @@ class Edge:
         logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
         logger.info('Using local backtesting data (using whitelist in given config) ...')
 
+        if self._refresh_pairs:
+            history.refresh_data(
+                datadir=Path(self.config['datadir']),
+                pairs=pairs,
+                exchange=self.exchange,
+                timeframe=self.strategy.ticker_interval,
+                timerange=self._timerange,
+                startup_candles=self.strategy.startup_candle_count,
+            )
+
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=pairs,
             timeframe=self.strategy.ticker_interval,
-            refresh_pairs=self._refresh_pairs,
-            exchange=self.exchange,
             timerange=self._timerange,
             startup_candles=self.strategy.startup_candle_count,
         )
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 708702ab2..1b7c2c4a4 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -21,6 +21,7 @@ from freqtrade.data.history import (_download_pair_history,
                                     pair_trades_filename,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data,
+                                    refresh_data, refresh_pair_history,
                                     trim_dataframe, trim_tickerlist,
                                     validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
@@ -129,16 +130,17 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    load_pair_history(datadir=testdatadir, timeframe='1m',
-                      refresh_pairs=True, exchange=exchange, pair='MEME/BTC')
+    refresh_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC',
+                         exchange=exchange)
+    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
         'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
-        load_pair_history(datadir=testdatadir, timeframe='1m',
-                          refresh_pairs=True, exchange=None, pair='MEME/BTC')
+        refresh_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC',
+                             exchange=None)
     _clean_test_file(file)
 
 
@@ -372,12 +374,24 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
 
 
 def test_init(default_conf, mocker) -> None:
-    exchange = get_patched_exchange(mocker, default_conf)
     assert {} == load_data(
         datadir='',
-        exchange=exchange,
         pairs=[],
-        refresh_pairs=True,
+        timeframe=default_conf['ticker_interval']
+    )
+
+
+def test_init_with_refresh(default_conf, mocker) -> None:
+    exchange = get_patched_exchange(mocker, default_conf)
+    refresh_data(
+        datadir='',
+        pairs=[],
+        timeframe=default_conf['ticker_interval'],
+        exchange=exchange
+    )
+    assert {} == load_data(
+        datadir='',
+        pairs=[],
         timeframe=default_conf['ticker_interval']
     )
 
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index bdb986d6d..3a866c0a8 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -255,8 +255,8 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
     assert edge.calculate() is False
 
 
-def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
-                     timerange=None, exchange=None, *args, **kwargs):
+def mocked_load_data(datadir, pairs=[], timeframe='0m',
+                     timerange=None, *args, **kwargs):
     hz = 0.1
     base = 0.001
 
@@ -290,6 +290,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
 def test_edge_process_downloaded_data(mocker, edge_conf):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
     mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
@@ -301,6 +302,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
 def test_edge_process_no_data(mocker, edge_conf, caplog):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
     mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
@@ -313,6 +315,7 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
 def test_edge_process_no_trades(mocker, edge_conf, caplog):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
     mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
     # Return empty
     mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 5086891a6..38a95be7a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -116,8 +116,8 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     assert len(results) == num_results
 
 
-def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
-                     timerange=None, exchange=None, live=False, *args, **kwargs):
+def mocked_load_data(datadir, pairs=[], timeframe='0m',
+                     timerange=None, *args, **kwargs):
     tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
     pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
                                                        fill_missing=True)}

From bbb05b52862dbd04d169a6df010683207545b92b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 11:51:50 +0100
Subject: [PATCH 0714/1495] Remove fixed random order

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 628f169c2..f6a111944 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -139,7 +139,7 @@ jobs:
 
     - name: Tests
       run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --random-order-seed=781055
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
 
     - name: Backtesting
       run: |

From b2796f99b6c9be25af7a86cf67a2740641879cdd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 17 Dec 2019 14:06:21 +0300
Subject: [PATCH 0715/1495] Remove redundant refresh_pair_history

---
 freqtrade/data/history.py  | 35 +++--------------------------------
 tests/data/test_history.py | 10 +++++-----
 2 files changed, 8 insertions(+), 37 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 62195a005..3b16e41a9 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -164,34 +164,6 @@ def load_pair_history(pair: str,
         return DataFrame()
 
 
-def refresh_pair_history(pair: str,
-                         timeframe: str,
-                         datadir: Path,
-                         exchange: Exchange,
-                         timerange: Optional[TimeRange] = None,
-                         startup_candles: int = 0,
-                         ) -> None:
-    """
-    Refresh cached ticker history for the given pair.
-
-    :param pair: Pair to load data for
-    :param timeframe: Ticker timeframe (e.g. "5m")
-    :param datadir: Path to the data storage location.
-    :param timerange: Limit data to be loaded to this timerange
-    :param exchange: Exchange object
-    :param startup_candles: Additional candles to load at the start of the period
-    """
-    timerange_startup = deepcopy(timerange)
-    if startup_candles > 0 and timerange_startup:
-        timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
-
-    _download_pair_history(datadir=datadir,
-                           exchange=exchange,
-                           pair=pair,
-                           timeframe=timeframe,
-                           timerange=timerange)
-
-
 def load_data(datadir: Path,
               timeframe: str,
               pairs: List[str],
@@ -250,10 +222,9 @@ def refresh_data(datadir: Path,
         logger.info(f'Using indicator startup period: {startup_candles} ...')
 
     for pair in pairs:
-        refresh_pair_history(pair=pair, timeframe=timeframe,
-                             datadir=datadir, timerange=timerange,
-                             exchange=exchange,
-                             startup_candles=startup_candles)
+        _download_pair_history(pair=pair, timeframe=timeframe,
+                               datadir=datadir, timerange=timerange,
+                               exchange=exchange)
 
 
 def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 1b7c2c4a4..c9b198b39 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -21,7 +21,7 @@ from freqtrade.data.history import (_download_pair_history,
                                     pair_trades_filename,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data,
-                                    refresh_data, refresh_pair_history,
+                                    refresh_data,
                                     trim_dataframe, trim_tickerlist,
                                     validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
@@ -130,8 +130,8 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    refresh_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC',
-                         exchange=exchange)
+    refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
+                 exchange=exchange)
     load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
@@ -139,8 +139,8 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
         'and store in .*', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
-        refresh_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC',
-                             exchange=None)
+        refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
+                     exchange=None)
     _clean_test_file(file)
 
 

From 153738961773fbe307aa557fa2ea257c9fe6ad10 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 17 Dec 2019 18:23:31 +0300
Subject: [PATCH 0716/1495] Remove startup_candles argument in refresh_data

---
 freqtrade/data/history.py  | 5 -----
 freqtrade/edge/__init__.py | 1 -
 2 files changed, 6 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 3b16e41a9..64f530b53 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -206,7 +206,6 @@ def refresh_data(datadir: Path,
                  pairs: List[str],
                  exchange: Exchange,
                  timerange: Optional[TimeRange] = None,
-                 startup_candles: int = 0,
                  ) -> None:
     """
     Refresh ticker history data for a list of pairs.
@@ -216,11 +215,7 @@ def refresh_data(datadir: Path,
     :param pairs: List of pairs to load
     :param exchange: Exchange object
     :param timerange: Limit data to be loaded to this timerange
-    :param startup_candles: Additional candles to load at the start of the period
     """
-    if startup_candles > 0 and timerange:
-        logger.info(f'Using indicator startup period: {startup_candles} ...')
-
     for pair in pairs:
         _download_pair_history(pair=pair, timeframe=timeframe,
                                datadir=datadir, timerange=timerange,
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index b52b2ffdc..85029905b 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -101,7 +101,6 @@ class Edge:
                 exchange=self.exchange,
                 timeframe=self.strategy.ticker_interval,
                 timerange=self._timerange,
-                startup_candles=self.strategy.startup_candle_count,
             )
 
         data = history.load_data(

From c5e6a34f25081498908ef0f44fc7366cf59374f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Dec 2019 19:30:04 +0100
Subject: [PATCH 0717/1495] Remove unnecessary parenteses

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 10896baaa..993b68bc7 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -346,7 +346,7 @@ class Trade(_DECL_BASE):
         Calculate the open_rate including open_fee.
         :return: Price in of the open trade incl. Fees
         """
-        buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
+        buy_trade = Decimal(self.amount) * Decimal(self.open_rate)
         fees = buy_trade * Decimal(self.fee_open)
         return float(buy_trade + fees)
 
@@ -370,7 +370,7 @@ class Trade(_DECL_BASE):
         if rate is None and not self.close_rate:
             return 0.0
 
-        sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
+        sell_trade = Decimal(self.amount) * Decimal(rate or self.close_rate)
         fees = sell_trade * Decimal(fee or self.fee_close)
         return float(sell_trade - fees)
 

From cf4c3642ce1ea09c758b16a8774cabcea0674ec0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 18 Dec 2019 01:06:03 +0300
Subject: [PATCH 0718/1495] Minor improvements in data.history

---
 freqtrade/data/history.py              | 20 ++++++++------------
 freqtrade/edge/__init__.py             |  2 +-
 freqtrade/optimize/backtesting.py      |  4 ++--
 freqtrade/optimize/hyperopt.py         |  6 +++---
 tests/data/test_converter.py           |  4 ++--
 tests/data/test_history.py             | 15 +++++----------
 tests/optimize/test_backtest_detail.py |  4 ++--
 tests/optimize/test_backtesting.py     | 20 ++++++++++----------
 tests/optimize/test_hyperopt.py        | 22 +++++++++++-----------
 9 files changed, 44 insertions(+), 53 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 64f530b53..4c5c0521f 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -68,7 +68,7 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date
 
 
 def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
-                         timerange: Optional[TimeRange] = None) -> Optional[list]:
+                         timerange: Optional[TimeRange] = None) -> List[Dict]:
     """
     Load a pair from file, either .json.gz or .json
     :return: tickerlist or None if unsuccessful
@@ -276,7 +276,7 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
 
 
 def _download_pair_history(datadir: Path,
-                           exchange: Optional[Exchange],
+                           exchange: Exchange,
                            pair: str,
                            timeframe: str = '5m',
                            timerange: Optional[TimeRange] = None) -> bool:
@@ -293,11 +293,6 @@ def _download_pair_history(datadir: Path,
     :param timerange: range of time to download
     :return: bool with success state
     """
-    if not exchange:
-        raise OperationalException(
-            "Exchange needs to be initialized when downloading pair history data"
-        )
-
     try:
         logger.info(
             f'Download history data for pair: "{pair}", timeframe: {timeframe} '
@@ -447,18 +442,19 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
             store_tickerdata_file(datadir, pair, timeframe, data=ohlcv)
 
 
-def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
+def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
     """
-    Get the maximum timeframe for the given backtest data
+    Get the maximum common timerange for the given backtest data.
+
     :param data: dictionary with preprocessed backtesting data
     :return: tuple containing min_date, max_date
     """
-    timeframe = [
+    timeranges = [
         (arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
         for frame in data.values()
     ]
-    return min(timeframe, key=operator.itemgetter(0))[0], \
-        max(timeframe, key=operator.itemgetter(1))[1]
+    return (min(timeranges, key=operator.itemgetter(0))[0],
+            max(timeranges, key=operator.itemgetter(1))[1])
 
 
 def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 85029905b..e56071a98 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -120,7 +120,7 @@ class Edge:
         preprocessed = self.strategy.tickerdata_to_dataframe(data)
 
         # Print timeframe
-        min_date, max_date = history.get_timeframe(preprocessed)
+        min_date, max_date = history.get_timerange(preprocessed)
         logger.info(
             'Measuring data from %s up to %s (%s days) ...',
             min_date.isoformat(),
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fc60bd310..726257cdd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -117,7 +117,7 @@ class Backtesting:
             fail_without_data=True,
         )
 
-        min_date, max_date = history.get_timeframe(data)
+        min_date, max_date = history.get_timerange(data)
 
         logger.info(
             'Loading data from %s up to %s (%s days)..',
@@ -481,7 +481,7 @@ class Backtesting:
             # Trim startup period from analyzed dataframe
             for pair, df in preprocessed.items():
                 preprocessed[pair] = history.trim_dataframe(df, timerange)
-            min_date, max_date = history.get_timeframe(preprocessed)
+            min_date, max_date = history.get_timerange(preprocessed)
 
             logger.info(
                 'Backtesting with data from %s up to %s (%s days)..',
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cdde2b722..521a4d790 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,7 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
 from pandas import DataFrame
 
 from freqtrade import OperationalException
-from freqtrade.data.history import get_timeframe, trim_dataframe
+from freqtrade.data.history import get_timerange, trim_dataframe
 from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
@@ -369,7 +369,7 @@ class Hyperopt:
 
         processed = load(self.tickerdata_pickle)
 
-        min_date, max_date = get_timeframe(processed)
+        min_date, max_date = get_timerange(processed)
 
         backtesting_results = self.backtesting.backtest(
             {
@@ -490,7 +490,7 @@ class Hyperopt:
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
             preprocessed[pair] = trim_dataframe(df, timerange)
-        min_date, max_date = get_timeframe(data)
+        min_date, max_date = get_timerange(data)
 
         logger.info(
             'Hyperopting with data from %s up to %s (%s days)..',
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 8184167b3..414551c95 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -2,7 +2,7 @@
 import logging
 
 from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
-from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe
+from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timerange
 from tests.conftest import log_has
 
 
@@ -36,7 +36,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
                    f"{len(data)} - after: {len(data2)}", caplog)
 
     # Test fillup actually fixes invalid backtest data
-    min_date, max_date = get_timeframe({'UNITTEST/BTC': data})
+    min_date, max_date = get_timerange({'UNITTEST/BTC': data})
     assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1)
     assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1)
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c9b198b39..7b3143db9 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -7,15 +7,13 @@ from shutil import copyfile
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
-import pytest
 from pandas import DataFrame
 
-from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
 from freqtrade.data.history import (_download_pair_history,
                                     _download_trades_history,
                                     _load_cached_data_for_updating,
-                                    convert_trades_to_ohlcv, get_timeframe,
+                                    convert_trades_to_ohlcv, get_timerange,
                                     load_data, load_pair_history,
                                     load_tickerdata_file, pair_data_filename,
                                     pair_trades_filename,
@@ -138,9 +136,6 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
         'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
-    with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
-        refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
-                     exchange=None)
     _clean_test_file(file)
 
 
@@ -512,7 +507,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
     _clean_test_file(file)
 
 
-def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
+def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     strategy = DefaultStrategy(default_conf)
 
@@ -523,7 +518,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
             pairs=['UNITTEST/BTC']
         )
     )
-    min_date, max_date = get_timeframe(data)
+    min_date, max_date = get_timerange(data)
     assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
     assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
 
@@ -540,7 +535,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
             fill_up_missing=False
         )
     )
-    min_date, max_date = get_timeframe(data)
+    min_date, max_date = get_timerange(data)
     caplog.clear()
     assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
                                   min_date, max_date, timeframe_to_minutes('1m'))
@@ -564,7 +559,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
         )
     )
 
-    min_date, max_date = get_timeframe(data)
+    min_date, max_date = get_timerange(data)
     caplog.clear()
     assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
                                       min_date, max_date, timeframe_to_minutes('5m'))
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index b36c1b9c5..47cb9f353 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.data.history import get_timeframe
+from freqtrade.data.history import get_timerange
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
@@ -380,7 +380,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     pair = "UNITTEST/BTC"
     # Dummy data as we mock the analyze functions
     data_processed = {pair: frame.copy()}
-    min_date, max_date = get_timeframe({pair: frame})
+    min_date, max_date = get_timerange({pair: frame})
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 38a95be7a..0ea35e41f 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -16,7 +16,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.data.history import get_timeframe
+from freqtrade.data.history import get_timerange
 from freqtrade.optimize import setup_configuration, start_backtesting
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
@@ -100,7 +100,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
 
     data = load_data_test(contour, testdatadir)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timeframe(processed)
+    min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
         {
@@ -138,7 +138,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timeframe(processed)
+    min_date, max_date = get_timerange(processed)
     return {
         'stake_amount': conf['stake_amount'],
         'processed': processed,
@@ -458,11 +458,11 @@ def test_generate_text_table_strategyn(default_conf, mocker):
 
 
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
-    def get_timeframe(input1):
+    def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
-    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -491,11 +491,11 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
-    def get_timeframe(input1):
+    def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame()))
-    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -525,7 +525,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timeframe(data_processed)
+    min_date, max_date = get_timerange(data_processed)
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
@@ -581,7 +581,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
     data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timeframe(processed)
+    min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
@@ -701,7 +701,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timeframe(data_processed)
+    min_date, max_date = get_timerange(data_processed)
     backtest_conf = {
         'stake_amount': default_conf['stake_amount'],
         'processed': data_processed,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c3afa4911..29b8b5b16 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -251,7 +251,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -427,7 +427,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -602,7 +602,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         MagicMock(return_value=backtest_result)
     )
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     )
     patch_exchange(mocker)
@@ -726,7 +726,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -769,7 +769,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -811,7 +811,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -851,7 +851,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -899,7 +899,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -930,7 +930,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -977,7 +977,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 
@@ -1030,7 +1030,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
     mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
 

From 21622ac3138713555784e1ee58cfe61e127fcb40 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 16:34:30 +0100
Subject: [PATCH 0719/1495] Rename get_ticker to fetch_ticker

---
 freqtrade/exchange/exchange.py  |   2 +-
 freqtrade/freqtradebot.py       |   6 +-
 tests/exchange/test_exchange.py |  14 +--
 tests/rpc/test_rpc.py           |  36 +++----
 tests/rpc/test_rpc_apiserver.py |  12 +--
 tests/rpc/test_rpc_telegram.py  |  28 +++---
 tests/test_freqtradebot.py      | 170 ++++++++++++++++----------------
 tests/test_integration.py       |   4 +-
 8 files changed, 136 insertions(+), 136 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e4e7aacce..384ec1fb7 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -524,7 +524,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
+    def fetch_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
         if refresh or pair not in self._cached_ticker.keys():
             try:
                 if pair not in self._api.markets or not self._api.markets[pair].get('active'):
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8ae027fa2..ea9b892d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -192,7 +192,7 @@ class FreqtradeBot:
         else:
             if not tick:
                 logger.info('Using Last Ask / Last Price')
-                ticker = self.exchange.get_ticker(pair)
+                ticker = self.exchange.fetch_ticker(pair)
             else:
                 ticker = tick
             if ticker['ask'] < ticker['last']:
@@ -570,7 +570,7 @@ class FreqtradeBot:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
         The orderbook portion is only used for rpc messaging, which would otherwise fail
-        for BitMex (has no bid/ask in get_ticker)
+        for BitMex (has no bid/ask in fetch_ticker)
         or remain static in any other case since it's not updating.
         :return: Bid rate
         """
@@ -582,7 +582,7 @@ class FreqtradeBot:
             rate = order_book['bids'][0][0]
 
         else:
-            rate = self.exchange.get_ticker(pair, refresh)['bid']
+            rate = self.exchange.fetch_ticker(pair, refresh)['bid']
         return rate
 
     def handle_trade(self, trade: Trade) -> bool:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 629f99aa2..7c273da9f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -977,7 +977,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_ticker(default_conf, mocker, exchange_name):
+def test_fetch_ticker(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     tick = {
         'symbol': 'ETH/BTC',
@@ -989,7 +989,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
     api_mock.markets = {'ETH/BTC': {'active': True}}
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     # retrieve original ticker
-    ticker = exchange.get_ticker(pair='ETH/BTC')
+    ticker = exchange.fetch_ticker(pair='ETH/BTC')
 
     assert ticker['bid'] == 0.00001098
     assert ticker['ask'] == 0.00001099
@@ -1006,7 +1006,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
 
     # if not caching the result we should get the same ticker
     # if not fetching a new result we should get the cached ticker
-    ticker = exchange.get_ticker(pair='ETH/BTC')
+    ticker = exchange.fetch_ticker(pair='ETH/BTC')
 
     assert api_mock.fetch_ticker.call_count == 1
     assert ticker['bid'] == 0.5
@@ -1018,19 +1018,19 @@ def test_get_ticker(default_conf, mocker, exchange_name):
 
     # Test caching
     api_mock.fetch_ticker = MagicMock()
-    exchange.get_ticker(pair='ETH/BTC', refresh=False)
+    exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
     assert api_mock.fetch_ticker.call_count == 0
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           "get_ticker", "fetch_ticker",
+                           "fetch_ticker", "fetch_ticker",
                            pair='ETH/BTC', refresh=True)
 
     api_mock.fetch_ticker = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    exchange.get_ticker(pair='ETH/BTC', refresh=True)
+    exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
 
     with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
-        exchange.get_ticker(pair='XRP/ETH', refresh=True)
+        exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0a8c1cabd..3b897572c 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -29,7 +29,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -65,7 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order': '(limit buy rem=0.00000000)'
     } == results[0]
 
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     # invalidate ticker cache
     rpc._freqtrade.exchange._cached_ticker = {}
@@ -104,7 +104,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -134,7 +134,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert 'ETH/BTC' == result[0][1]
     assert '-0.59% (-0.09)' == result[0][3]
 
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     # invalidate ticker cache
     rpc._freqtrade.exchange._cached_ticker = {}
@@ -149,7 +149,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -201,7 +201,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -225,7 +225,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up
+        fetch_ticker=ticker_sell_up
     )
     trade.update(limit_sell_order)
     trade.close_date = datetime.utcnow()
@@ -239,7 +239,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up
+        fetch_ticker=ticker_sell_up
     )
     trade.update(limit_sell_order)
     trade.close_date = datetime.utcnow()
@@ -260,7 +260,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
     # Test non-available pair
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     # invalidate ticker cache
     rpc._freqtrade.exchange._cached_ticker = {}
@@ -287,7 +287,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -306,7 +306,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     # Update the ticker with a market going up
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up,
+        fetch_ticker=ticker_sell_up,
         get_fee=fee
     )
     trade.update(limit_sell_order)
@@ -439,7 +439,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock()
+        fetch_ticker=MagicMock()
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -460,7 +460,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock()
+        fetch_ticker=MagicMock()
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -482,7 +482,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock()
+        fetch_ticker=MagicMock()
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -502,7 +502,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         cancel_order=cancel_order_mock,
         get_order=MagicMock(
             return_value={
@@ -604,7 +604,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -637,7 +637,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -661,7 +661,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         buy=buy_mm
     )
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f1e3421c5..36bb81e41 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -256,7 +256,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -292,7 +292,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -308,7 +308,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -323,7 +323,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -413,7 +413,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
@@ -541,7 +541,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets)
     )
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b02f11394..ed2aad37e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -150,7 +150,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     msg_mock = MagicMock()
@@ -204,7 +204,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
 def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     msg_mock = MagicMock()
@@ -254,7 +254,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': 'mocked_order_id'}),
         get_fee=fee,
     )
@@ -307,7 +307,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     msg_mock = MagicMock()
@@ -373,7 +373,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker
+        fetch_ticker=ticker
     )
     msg_mock = MagicMock()
     mocker.patch.multiple(
@@ -411,7 +411,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     msg_mock = MagicMock()
@@ -443,7 +443,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     msg_mock.reset_mock()
 
     # Update the ticker with a market going up
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
     trade.update(limit_sell_order)
 
     trade.close_date = datetime.utcnow()
@@ -700,7 +700,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     patch_whitelist(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -715,7 +715,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     assert trade
 
     # Increase the price and sell it
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
 
     # /forcesell 1
     context = MagicMock()
@@ -755,7 +755,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
 
@@ -769,7 +769,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_down
+        fetch_ticker=ticker_sell_down
     )
 
     trade = Trade.query.first()
@@ -812,7 +812,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     patch_whitelist(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     default_conf['max_open_trades'] = 4
@@ -963,7 +963,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -998,7 +998,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': 'mocked_order_id'}),
         get_fee=fee,
     )
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 341bc021f..13f1277b9 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -157,7 +157,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
     patch_wallet(mocker, free=default_conf['stake_amount'])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee
     )
@@ -232,7 +232,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     buy_price = limit_buy_order['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': buy_price * 0.79,
             'ask': buy_price * 0.79,
             'last': buy_price * 0.79
@@ -272,7 +272,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
     buy_price = limit_buy_order['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': buy_price * 0.85,
             'ask': buy_price * 0.85,
             'last': buy_price * 0.85
@@ -304,7 +304,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     default_conf['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -467,7 +467,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -501,7 +501,7 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
     patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -519,7 +519,7 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=buy_mock,
         get_fee=fee,
     )
@@ -539,7 +539,7 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=buy_mock,
         get_fee=fee,
     )
@@ -558,7 +558,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_balance=MagicMock(return_value=default_conf['stake_amount']),
         get_fee=fee,
@@ -579,7 +579,7 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -600,7 +600,7 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -639,7 +639,7 @@ def test_create_trades_multiple_trades(default_conf, ticker,
     default_conf['max_open_trades'] = max_open
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': "12355555"}),
         get_fee=fee,
     )
@@ -658,7 +658,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:
     default_conf['max_open_trades'] = 4
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': "12355555"}),
         get_fee=fee,
     )
@@ -684,7 +684,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
@@ -718,7 +718,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(side_effect=TemporaryError)
     )
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
@@ -735,7 +735,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(side_effect=OperationalException)
     )
     worker = Worker(args=None, config=default_conf)
@@ -753,7 +753,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
@@ -780,7 +780,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
@@ -830,7 +830,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     refresh_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
@@ -853,7 +853,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
 def test_balance_fully_ask_side(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 0.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
     assert freqtrade.get_target_bid('ETH/BTC') == 20
@@ -862,7 +862,7 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
 def test_balance_fully_last_side(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 1.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
     assert freqtrade.get_target_bid('ETH/BTC') == 10
@@ -871,7 +871,7 @@ def test_balance_fully_last_side(mocker, default_conf) -> None:
 def test_balance_bigger_last_ask(mocker, default_conf) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = 1.0
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 5, 'last': 10}))
     assert freqtrade.get_target_bid('ETH/BTC') == 5
 
@@ -891,7 +891,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1000,7 +1000,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1100,7 +1100,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1134,7 +1134,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1177,7 +1177,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1231,7 +1231,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
         'bid': 0.00002344,
         'ask': 0.00002346,
         'last': 0.00002344
@@ -1271,7 +1271,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1342,7 +1342,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     edge_conf['dry_run_wallet'] = 999.9
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1406,7 +1406,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
 
     # price goes down 5%
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
         'bid': 0.00001172 * 0.95,
         'ask': 0.00001173 * 0.95,
         'last': 0.00001172 * 0.95
@@ -1422,7 +1422,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     cancel_order_mock.assert_not_called()
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
         'bid': 0.00002344,
         'ask': 0.00002346,
         'last': 0.00002344
@@ -1662,7 +1662,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -1701,7 +1701,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -1754,7 +1754,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -1786,7 +1786,7 @@ def test_handle_trade_use_sell_signal(
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -1814,7 +1814,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -1842,7 +1842,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
@@ -1869,7 +1869,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     limit_buy_order_old.update({"status": "canceled"})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
@@ -1896,7 +1896,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(side_effect=DependencyException),
         cancel_order=cancel_order_mock,
         get_fee=fee
@@ -1921,7 +1921,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
@@ -1949,7 +1949,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
@@ -1976,7 +1976,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order=cancel_order_mock
     )
@@ -2003,7 +2003,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
@@ -2040,7 +2040,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
@@ -2084,7 +2084,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
         cancel_order=cancel_order_mock
     )
@@ -2174,7 +2174,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -2190,7 +2190,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up
+        fetch_ticker=ticker_sell_up
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
@@ -2222,7 +2222,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -2238,7 +2238,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_down
+        fetch_ticker=ticker_sell_down
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
@@ -2272,7 +2272,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -2288,7 +2288,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_down
+        fetch_ticker=ticker_sell_down
     )
 
     default_conf['dry_run'] = True
@@ -2330,7 +2330,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         sell=sellmock
     )
@@ -2367,7 +2367,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     cancel_order = MagicMock(return_value=True)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         symbol_amount_prec=lambda s, x, y: y,
         symbol_price_prec=lambda s, x, y: y,
@@ -2391,7 +2391,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up
+        fetch_ticker=ticker_sell_up
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
@@ -2410,7 +2410,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         symbol_amount_prec=lambda s, x, y: y,
         symbol_price_prec=lambda s, x, y: y,
@@ -2474,7 +2474,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -2490,7 +2490,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_up
+        fetch_ticker=ticker_sell_up
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
@@ -2528,7 +2528,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00002172,
             'ask': 0.00002173,
             'last': 0.00002172
@@ -2559,7 +2559,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00002172,
             'ask': 0.00002173,
             'last': 0.00002172
@@ -2588,7 +2588,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00000172,
             'ask': 0.00000173,
             'last': 0.00000172
@@ -2617,7 +2617,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.0000172,
             'ask': 0.0000173,
             'last': 0.0000172
@@ -2648,7 +2648,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2663,7 +2663,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker_sell_down
+        fetch_ticker=ticker_sell_down
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
@@ -2684,7 +2684,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.0000172,
             'ask': 0.0000173,
             'last': 0.0000172
@@ -2717,7 +2717,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001099,
             'ask': 0.00001099,
             'last': 0.00001099
@@ -2736,7 +2736,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     assert freqtrade.handle_trade(trade) is False
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': 0.00001099 * 1.5,
                      'ask': 0.00001099 * 1.5,
@@ -2747,7 +2747,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     assert freqtrade.handle_trade(trade) is False
 
     # Price fell
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': 0.00001099 * 1.1,
                      'ask': 0.00001099 * 1.1,
@@ -2771,7 +2771,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': buy_price - 0.000001,
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
@@ -2795,7 +2795,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
     assert freqtrade.handle_trade(trade) is False
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.000003,
                      'ask': buy_price + 0.000003,
@@ -2807,7 +2807,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
     assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.000002,
                      'ask': buy_price + 0.000002,
@@ -2828,7 +2828,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': buy_price - 0.000001,
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
@@ -2852,7 +2852,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     assert freqtrade.handle_trade(trade) is False
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.000003,
                      'ask': buy_price + 0.000003,
@@ -2865,7 +2865,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.000002,
                      'ask': buy_price + 0.000002,
@@ -2889,7 +2889,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': buy_price,
             'ask': buy_price,
             'last': buy_price
@@ -2916,7 +2916,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     assert trade.stop_loss == 0.0000098910
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.0000004,
                      'ask': buy_price + 0.0000004,
@@ -2930,7 +2930,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     assert trade.stop_loss == 0.0000098910
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': buy_price + 0.0000014,
                      'ask': buy_price + 0.0000014,
@@ -2950,7 +2950,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00000172,
             'ask': 0.00000173,
             'last': 0.00000172
@@ -3287,7 +3287,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
     mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -3324,7 +3324,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
@@ -3347,7 +3347,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_order_book=order_book_l2,
-        get_ticker=ticker_mock,
+        fetch_ticker=ticker_mock,
 
     )
     default_conf['exchange']['name'] = 'binance'
@@ -3371,7 +3371,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_order_book=order_book_l2,
-        get_ticker=ticker_mock,
+        fetch_ticker=ticker_mock,
 
     )
     default_conf['exchange']['name'] = 'binance'
@@ -3421,7 +3421,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=MagicMock(return_value={
+        fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
             'last': 0.00001172
@@ -3451,7 +3451,7 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_order_book=order_book_l2,
-        get_ticker=ticker,
+        fetch_ticker=ticker,
     )
     pair = "ETH/BTC"
 
@@ -3530,7 +3530,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 728e96d55..a80600cdc 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -55,7 +55,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         symbol_amount_prec=lambda s, x, y: y,
         symbol_price_prec=lambda s, x, y: y,
@@ -126,7 +126,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     ))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_ticker=ticker,
+        fetch_ticker=ticker,
         get_fee=fee,
         symbol_amount_prec=lambda s, x, y: y,
         symbol_price_prec=lambda s, x, y: y,

From dc07037edfc2bebed2d3815c986a999d281c5b0e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 16:38:57 +0100
Subject: [PATCH 0720/1495] Add documentation for price finding

---
 docs/configuration.md | 35 +++++++++++++++++++++++++++++++++++
 1 file changed, 35 insertions(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index 73534b6f1..bfa29529d 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -393,6 +393,41 @@ The valid values are:
 "BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
 ```
 
+## Prices used for orders
+
+Prices for regular orders can be controlled via the parameter structures `bid_strategy` for Buying, and `ask_strategy` for selling.
+Prices are always retrieved right before an order is placed, either by querying the `fetch_ticker()` endpoint of the exchange (usually `/ticker`), or by using the orderbook.
+
+### Buy price with Orderbook enabled
+
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook.
+
+### Buy price without Orderbook
+
+When not using orderbook (`bid_strategy.use_order_book=False`), then Freqtrade will use the best `ask` price based on a call to `fetch_ticker()` if it's below the `last` traded price.
+Otherwise, it'll use the following formula to calculate the rate:
+
+``` python
+ticker['ask'] + ask_last_balance * (ticker['last'] - ticker['ask'])
+```
+
+This means - it uses the difference between last and ask (which must be negative, since ask was checked to be higher than last) and multiplies this with `bid_strategy.ask_last_balance` - lowering the price by `balance * (difference between last and ask).
+
+### Sell price with Orderbook enabled
+
+When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility and will place a sell order at the first profitable spot.
+
+The idea here is to place the sell-order early, to be ahead in the queue.
+A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
+
+!!! Warning "Orderbook and stoploss_on_exchange"
+    Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be need to be cancelled as soon as the order is placed.
+
+
+### Sell price without orderbook
+
+When not using orderbook (`ask_strategy.use_order_book=False`), then the best `bid` will be used as sell rate based on a call to `fetch_ticker()`.
+
 ## Pairlists
 
 Pairlists define the list of pairs that the bot should trade.

From d73ba71ec63d08d9ddc98c983f10aa7509cd9b0b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 16:41:54 +0100
Subject: [PATCH 0721/1495] Improve formatting of orderbook doc

---
 docs/configuration.md | 12 ++++++++----
 1 file changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index bfa29529d..e4d29825e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -398,11 +398,13 @@ The valid values are:
 Prices for regular orders can be controlled via the parameter structures `bid_strategy` for Buying, and `ask_strategy` for selling.
 Prices are always retrieved right before an order is placed, either by querying the `fetch_ticker()` endpoint of the exchange (usually `/ticker`), or by using the orderbook.
 
-### Buy price with Orderbook enabled
+### Buy price 
+
+#### Buy price with Orderbook enabled
 
 When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook.
 
-### Buy price without Orderbook
+#### Buy price without Orderbook
 
 When not using orderbook (`bid_strategy.use_order_book=False`), then Freqtrade will use the best `ask` price based on a call to `fetch_ticker()` if it's below the `last` traded price.
 Otherwise, it'll use the following formula to calculate the rate:
@@ -413,7 +415,9 @@ ticker['ask'] + ask_last_balance * (ticker['last'] - ticker['ask'])
 
 This means - it uses the difference between last and ask (which must be negative, since ask was checked to be higher than last) and multiplies this with `bid_strategy.ask_last_balance` - lowering the price by `balance * (difference between last and ask).
 
-### Sell price with Orderbook enabled
+### Sell price 
+
+#### Sell price with Orderbook enabled
 
 When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility and will place a sell order at the first profitable spot.
 
@@ -424,7 +428,7 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
     Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be need to be cancelled as soon as the order is placed.
 
 
-### Sell price without orderbook
+#### Sell price without orderbook
 
 When not using orderbook (`ask_strategy.use_order_book=False`), then the best `bid` will be used as sell rate based on a call to `fetch_ticker()`.
 

From 1c19856d26c8ea9ed48c293519f8f63a12cbb568 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 16:49:56 +0100
Subject: [PATCH 0722/1495] add section about depth_of_market

---
 docs/configuration.md | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e4d29825e..5c748b0cb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -400,6 +400,12 @@ Prices are always retrieved right before an order is placed, either by querying
 
 ### Buy price 
 
+#### Check depth of market
+
+When enabling `bid_strategy.check_depth_of_market=True`, then buy signals will be filtered based on the orderbook size.
+
+#TODO: Finish this section
+
 #### Buy price with Orderbook enabled
 
 When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook.
@@ -419,7 +425,7 @@ This means - it uses the difference between last and ask (which must be negative
 
 #### Sell price with Orderbook enabled
 
-When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility and will place a sell order at the first profitable spot.
+When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility based on the strategy configuration and will place a sell order at the first profitable spot.
 
 The idea here is to place the sell-order early, to be ahead in the queue.
 A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.

From 11e787c8846027f14e6bc0872743dd5529cf57f1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 19:27:54 +0100
Subject: [PATCH 0723/1495] Finish depth_of_market documentation piece

---
 docs/configuration.md | 45 ++++++++++++++++++-------------------------
 1 file changed, 19 insertions(+), 26 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5c748b0cb..ba592d436 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -57,12 +57,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.  
       ***Datatype:*** *Integer*
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. 
       ***Datatype:*** *Integer*
-| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance). 
-| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. 
       ***Datatype:*** *Boolean*
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*  
       ***Datatype:*** *Positive Integer*
-| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.  *Defaults to `0`.*  
       ***Datatype:*** *Float (as ratio)*
-| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. 
       ***Datatype:*** *Boolean*
+| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook). 
+| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). 
       ***Datatype:*** *Boolean*
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). 
      *Defaults to `1`.*  
       ***Datatype:*** *Positive Integer*
+| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) 
       *Defaults to `0`.*  
       ***Datatype:*** *Float (as ratio)*
+| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). 
       ***Datatype:*** *Boolean*
 | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
 | `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
@@ -88,9 +88,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
 | `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Boolean*
 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *IPv4*
 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Integer between 1024 and 65535*
@@ -207,13 +207,6 @@ before asking the strategy if we should buy or a sell an asset. After each wait
 every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
 the static list of pairs) if we should buy.
 
-### Understand ask_last_balance
-
-The `ask_last_balance` configuration parameter sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
-use the `last` price and values between those interpolate between ask and last
-price. Using `ask` price will guarantee quick success in bid, but bot will also
-end up paying more then would probably have been necessary.
-
 ### Understand order_types
 
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
@@ -398,13 +391,15 @@ The valid values are:
 Prices for regular orders can be controlled via the parameter structures `bid_strategy` for Buying, and `ask_strategy` for selling.
 Prices are always retrieved right before an order is placed, either by querying the `fetch_ticker()` endpoint of the exchange (usually `/ticker`), or by using the orderbook.
 
-### Buy price 
+### Buy price
 
 #### Check depth of market
 
-When enabling `bid_strategy.check_depth_of_market=True`, then buy signals will be filtered based on the orderbook size.
+When enabling `bid_strategy.check_depth_of_market.enabled=True`, then buy signals will be filtered based on the orderbook size for each size (sum of all amounts).
+Orderbook bid size is then divided by Orderbook ask size - and the resulting delta is compared to `bid_strategy.check_depth_of_market.bids_to_ask_delta`, and a buy is only executed if the orderbook delta is bigger or equal to the configured delta.
 
-#TODO: Finish this section
+!!! Note:
+    A calculated delta below 1 means that sell order size is greater, while value greater than 1 means buy order size is higher
 
 #### Buy price with Orderbook enabled
 
@@ -413,15 +408,13 @@ When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Fr
 #### Buy price without Orderbook
 
 When not using orderbook (`bid_strategy.use_order_book=False`), then Freqtrade will use the best `ask` price based on a call to `fetch_ticker()` if it's below the `last` traded price.
-Otherwise, it'll use the following formula to calculate the rate:
+Otherwise, it'll calculate a rate between `ask` and `last` price.
 
-``` python
-ticker['ask'] + ask_last_balance * (ticker['last'] - ticker['ask'])
-```
+The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, `1.0` will use the `last` price and values between those interpolate between ask and last
+price.
+Using `ask` price will guarantee quick success in bid, but bot will also end up paying more than what would have been necessary.
 
-This means - it uses the difference between last and ask (which must be negative, since ask was checked to be higher than last) and multiplies this with `bid_strategy.ask_last_balance` - lowering the price by `balance * (difference between last and ask).
-
-### Sell price 
+### Sell price
 
 #### Sell price with Orderbook enabled
 

From 1af962899d3f443b639d6953f406f145f1cab344 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 19:43:37 +0100
Subject: [PATCH 0724/1495] Fix note-box syntax error

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

diff --git a/docs/configuration.md b/docs/configuration.md
index ba592d436..8ae824277 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -398,7 +398,7 @@ Prices are always retrieved right before an order is placed, either by querying
 When enabling `bid_strategy.check_depth_of_market.enabled=True`, then buy signals will be filtered based on the orderbook size for each size (sum of all amounts).
 Orderbook bid size is then divided by Orderbook ask size - and the resulting delta is compared to `bid_strategy.check_depth_of_market.bids_to_ask_delta`, and a buy is only executed if the orderbook delta is bigger or equal to the configured delta.
 
-!!! Note:
+!!! Note
     A calculated delta below 1 means that sell order size is greater, while value greater than 1 means buy order size is higher
 
 #### Buy price with Orderbook enabled

From e72c6a0d94d810b2976c4a6729291fe51602db9d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 20:02:15 +0100
Subject: [PATCH 0725/1495] use only first part of the currency to get
 wallet-amount (!!)

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4a48bba04..5656268c8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -903,7 +903,7 @@ class FreqtradeBot:
         :return: amount to sell
         :raise: DependencyException: if available balance is not within 2% of the available amount.
         """
-        wallet_amount = self.wallets.get_free(pair)
+        wallet_amount = self.wallets.get_free(pair.split('/')[0])
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount > amount:
             return amount

From 6507a26cc160fdfe99a58fbd92a8e0a197f4edef Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 20:16:53 +0100
Subject: [PATCH 0726/1495] Fix some tests after merge

---
 freqtrade/freqtradebot.py  |  2 +-
 tests/test_freqtradebot.py | 18 ++++++++++++++----
 tests/test_integration.py  |  2 +-
 3 files changed, 16 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5656268c8..a51ab0dbf 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -898,7 +898,7 @@ class FreqtradeBot:
         Should be trade.amount - but will fall back to the available amount if necessary.
         This should cover cases where get_real_amount() was not able to update the amount
         for whatever reason.
-        :param pair: pair - used for logging
+        :param pair: Pair we're trying to sell
         :param amount: amount we expect to be available
         :return: amount to sell
         :raise: DependencyException: if available balance is not within 2% of the available amount.
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 300d0ad32..cd5c92199 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1682,6 +1682,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
     time.sleep(0.01)  # Race condition fix
     trade.update(limit_buy_order)
     assert trade.is_open is True
+    freqtrade.wallets.update()
 
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is True
@@ -2549,6 +2550,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2579,6 +2581,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2639,6 +2642,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2676,7 +2680,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order,
     assert trade.amount != amnt
 
 
-def test__safe_sell_amount(default_conf, caplog, mocker):
+def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -2687,7 +2691,9 @@ def test__safe_sell_amount(default_conf, caplog, mocker):
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
-        open_order_id="123456"
+        open_order_id="123456",
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -2696,7 +2702,7 @@ def test__safe_sell_amount(default_conf, caplog, mocker):
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
 
 
-def test__safe_sell_amount_error(default_conf, caplog, mocker):
+def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -2707,7 +2713,9 @@ def test__safe_sell_amount_error(default_conf, caplog, mocker):
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
-        open_order_id="123456"
+        open_order_id="123456",
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -2775,6 +2783,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(True, True))
     assert freqtrade.handle_trade(trade) is False
 
@@ -3512,6 +3521,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
 
     time.sleep(0.01)  # Race condition fix
     trade.update(limit_buy_order)
+    freqtrade.wallets.update()
     assert trade.is_open is True
 
     patch_get_signal(freqtrade, value=(False, True))
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 728e96d55..2daf13db6 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -71,7 +71,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
     wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
-    mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1))
+    mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True

From 0c6b5e01fb4a617d86e1aa9105e1aba960fdd254 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 20:28:36 +0100
Subject: [PATCH 0727/1495] Try with github-token

---
 .github/workflows/ci.yml | 17 +++++++----------
 1 file changed, 7 insertions(+), 10 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f6a111944..0e86abc9b 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -64,19 +64,16 @@ jobs:
         pip install -e .
 
     - name: Tests
-      env:
-        COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
-        COVERALLS_SERVICE_NAME: travis-ci
-        TRAVIS: "true"
       run: |
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+
+    - name: Coveralls
+      if: startsWith(matrix.os, 'ubuntu')
+      env:
+        COVERALLS_REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+      run: |
         # Allow failure for coveralls
-        # Fake travis environment to get coveralls working correctly
-        export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
-        export TRAVIS_BRANCH=${GITHUB_REF#"ref/heads"}
-        export CI_BRANCH=${GITHUB_REF#"ref/heads"}
-        echo "${TRAVIS_BRANCH}"
-        coveralls || true
+        coveralls -v  || true
 
     - name: Backtesting
       run: |

From 342f3f450b1a201b155994f61ce182cc31721db3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Dec 2019 20:38:21 +0100
Subject: [PATCH 0728/1495] try with coveralls token in yml ...

---
 .github/workflows/ci.yml | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 0e86abc9b..53b2e5440 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -70,7 +70,8 @@ jobs:
     - name: Coveralls
       if: startsWith(matrix.os, 'ubuntu')
       env:
-        COVERALLS_REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
+        COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
       run: |
         # Allow failure for coveralls
         coveralls -v  || true

From fc5764f9df7c4341c9dd14560822ac4eec7fb6cc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 19 Dec 2019 19:55:21 +0100
Subject: [PATCH 0729/1495] Edge small cleanup

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

diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index a667ebb92..3848623db 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -42,11 +42,9 @@ class EdgeCli:
         # Set refresh_pairs to false for edge-cli (it must be true for edge)
         self.edge._refresh_pairs = False
 
-        self.timerange = TimeRange.parse_timerange(None if self.config.get(
+        self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
-        self.edge._timerange = self.timerange
-
     def _generate_edge_table(self, results: dict) -> str:
 
         floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')

From 95bd9e8e0b5785031e70bedd0295cc763b54d541 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 22 Dec 2019 00:17:51 +0300
Subject: [PATCH 0730/1495] No underscores in cli options

---
 docs/bot-usage.md                        | 40 ++++++++++++++----------
 freqtrade/configuration/cli_options.py   |  8 ++---
 freqtrade/configuration/configuration.py |  4 +--
 3 files changed, 29 insertions(+), 23 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 25818aea6..86a990946 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -192,8 +192,8 @@ Backtesting also uses the config specified via `-c/--config`.
 usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-d PATH] [--userdir PATH] [-s NAME]
                              [--strategy-path PATH] [-i TICKER_INTERVAL]
-                             [--timerange TIMERANGE] [--max_open_trades INT]
-                             [--stake_amount STAKE_AMOUNT] [--fee FLOAT]
+                             [--timerange TIMERANGE] [--max-open-trades INT]
+                             [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                              [--eps] [--dmmp]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export EXPORT] [--export-filename PATH]
@@ -205,10 +205,12 @@ optional arguments:
                         `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --max_open_trades INT
-                        Specify max_open_trades to use.
-  --stake_amount STAKE_AMOUNT
-                        Specify stake_amount.
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
   --eps, --enable-position-stacking
@@ -270,8 +272,8 @@ to find optimal parameter values for your stategy.
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
                           [-i TICKER_INTERVAL] [--timerange TIMERANGE]
-                          [--max_open_trades INT]
-                          [--stake_amount STAKE_AMOUNT] [--fee FLOAT]
+                          [--max-open-trades INT]
+                          [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                           [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
                           [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
@@ -286,10 +288,12 @@ optional arguments:
                         `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --max_open_trades INT
-                        Specify max_open_trades to use.
-  --stake_amount STAKE_AMOUNT
-                        Specify stake_amount.
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
   --hyperopt NAME       Specify hyperopt class name which will be used by the
@@ -360,7 +364,7 @@ To know your trade expectancy and winrate against historical data, you can use E
 usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                       [--userdir PATH] [-s NAME] [--strategy-path PATH]
                       [-i TICKER_INTERVAL] [--timerange TIMERANGE]
-                      [--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
+                      [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
                       [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
 
 optional arguments:
@@ -370,10 +374,12 @@ optional arguments:
                         `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --max_open_trades INT
-                        Specify max_open_trades to use.
-  --stake_amount STAKE_AMOUNT
-                        Specify stake_amount.
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
   --stoplosses STOPLOSS_RANGE
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index 30902dfe9..4b6429f20 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -118,14 +118,14 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify what timerange of data to use.',
     ),
     "max_open_trades": Arg(
-        '--max_open_trades',
-        help='Specify max_open_trades to use.',
+        '--max-open-trades',
+        help='Override the value of the `max_open_trades` configuration setting.',
         type=int,
         metavar='INT',
     ),
     "stake_amount": Arg(
-        '--stake_amount',
-        help='Specify stake_amount.',
+        '--stake-amount',
+        help='Override the value of the `stake_amount` configuration setting.',
         type=float,
     ),
     # Backtesting
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index e517a0558..001e89303 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -223,13 +223,13 @@ class Configuration:
             logger.info('max_open_trades set to unlimited ...')
         elif 'max_open_trades' in self.args and self.args["max_open_trades"]:
             config.update({'max_open_trades': self.args["max_open_trades"]})
-            logger.info('Parameter --max_open_trades detected, '
+            logger.info('Parameter --max-open-trades detected, '
                         'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
         elif config['runmode'] in NON_UTIL_MODES:
             logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
 
         self._args_to_config(config, argname='stake_amount',
-                             logstring='Parameter --stake_amount detected, '
+                             logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')
 
         self._args_to_config(config, argname='fee',

From 9ec4368c6f9cee11cbc72ca5f518fcff57859b02 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:20:42 +0100
Subject: [PATCH 0731/1495] Add release documentation

---
 docs/developer.md | 27 ++++++++++++++++++++++++++-
 1 file changed, 26 insertions(+), 1 deletion(-)

diff --git a/docs/developer.md b/docs/developer.md
index 5b07aff03..c679b8a49 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -266,4 +266,29 @@ Once the PR against master is merged (best right after merging):
 * Use the button "Draft a new release" in the Github UI (subsection releases).
 * Use the version-number specified as tag.
 * Use "master" as reference (this step comes after the above PR is merged).
-* Use the above changelog as release comment (as codeblock).
+* Use the above changelog as release comment (as codeblock)
+
+### After-release
+
+* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
+* Create a PR against develop to update that branch.
+
+## Releases
+
+### pypi
+
+To create a pypi release, please run the following commands:
+
+Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.
+
+``` bash
+python setup.py sdist bdist_wheel
+
+# For pypi test (to check if some change to the installation did work)
+twine upload --repository-url https://test.pypi.org/legacy/ dist/*
+
+# For production:
+twine upload dist/*
+```
+
+Please don't push non-releases to the productive / real pypi instance.

From c417877eb8d6ad8cc63f9b7585846837f872b701 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 5 Oct 2019 13:41:54 +0200
Subject: [PATCH 0732/1495] sort pytest dependencies

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

diff --git a/setup.py b/setup.py
index 3710bcdc0..29f9db10c 100644
--- a/setup.py
+++ b/setup.py
@@ -59,7 +59,7 @@ setup(name='freqtrade',
       license='GPLv3',
       packages=['freqtrade'],
       setup_requires=['pytest-runner', 'numpy'],
-      tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
+      tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
       install_requires=[
           # from requirements-common.txt
           'ccxt>=1.18.1080',

From 1a73159200278edc3de3f484811c0ecde6dbaaa9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 23 Oct 2019 06:43:22 +0200
Subject: [PATCH 0733/1495] Modify classifiers

---
 setup.py | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/setup.py b/setup.py
index 29f9db10c..7d8d7b68d 100644
--- a/setup.py
+++ b/setup.py
@@ -99,8 +99,12 @@ setup(name='freqtrade',
           ],
       },
       classifiers=[
-          'Programming Language :: Python :: 3.6',
-          'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
-          'Topic :: Office/Business :: Financial :: Investment',
+          'Environment :: Console',
           'Intended Audience :: Science/Research',
+          'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
+          'Programming Language :: Python :: 3.6',
+          'Programming Language :: Python :: 3.7',
+          'Operating System :: MacOS',
+          'Operating System :: Unix',
+          'Topic :: Office/Business :: Financial :: Investment',
       ])

From 1ff0d0f1fa05137560475d7c209768fb30d3aefc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:35:06 +0100
Subject: [PATCH 0734/1495] Add unfilledtimeout to strategy overrides

---
 docs/configuration.md                    | 5 +++--
 freqtrade/resolvers/strategy_resolver.py | 1 +
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 73534b6f1..846c4510d 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -55,8 +55,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Float*
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).* 
       ***Datatype:*** *Float*
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.  
       ***Datatype:*** *Integer*
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. 
       ***Datatype:*** *Integer*
+| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Integer*
+| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Integer*
 | `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance). 
 | `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. 
       ***Datatype:*** *Boolean*
 | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.  *Defaults to `1`.*  
       ***Datatype:*** *Positive Integer*
@@ -124,6 +124,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `stake_currency`
 * `stake_amount`
+* `unfilledtimeout`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 9a76b9b74..a2d14fbf3 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -61,6 +61,7 @@ class StrategyResolver(IResolver):
                       ("stake_currency",                  None,        False),
                       ("stake_amount",                    None,        False),
                       ("startup_candle_count",            None,        False),
+                      ("unfilledtimeout",                 None,        False),
                       ("use_sell_signal",                 True,        True),
                       ("sell_profit_only",                False,       True),
                       ("ignore_roi_if_buy_signal",        False,       True),

From 9835312033a300dce9bae1e92381b5bcffbdfa48 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:46:00 +0100
Subject: [PATCH 0735/1495] Improve pair_lock handling

---
 freqtrade/strategy/interface.py  | 15 ++++++++++++++-
 tests/strategy/test_interface.py | 13 +++++++++++++
 2 files changed, 27 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 985ff37de..4f2e990d2 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -168,11 +168,24 @@ class IStrategy(ABC):
         """
         Locks pair until a given timestamp happens.
         Locked pairs are not analyzed, and are prevented from opening new trades.
+        Locks can only count up (allowing users to lock pairs for a longer period of time).
+        To remove a lock from a pair, use `unlock_pair()`
         :param pair: Pair to lock
         :param until: datetime in UTC until the pair should be blocked from opening new trades.
                 Needs to be timezone aware `datetime.now(timezone.utc)`
         """
-        self._pair_locked_until[pair] = until
+        if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
+            self._pair_locked_until[pair] = until
+
+    def unlock_pair(self, pair) -> None:
+        """
+        Unlocks a pair previously locked using lock_pair.
+        Not used by freqtrade itself, but intended to be used if users lock pairs
+        manually from within the strategy, to allow an easy way to unlock pairs.
+        :param pair: Unlock pair to allow trading again
+        """
+        if pair in self._pair_locked_until:
+            del self._pair_locked_until[pair]
 
     def is_pair_locked(self, pair: str) -> bool:
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 605622b8f..89c38bda1 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -302,6 +302,19 @@ def test_is_pair_locked(default_conf):
     # ETH/BTC locked for 4 minutes
     assert strategy.is_pair_locked(pair)
 
+    # Test lock does not change
+    lock = strategy._pair_locked_until[pair]
+    strategy.lock_pair(pair, arrow.utcnow().shift(minutes=2).datetime)
+    assert lock == strategy._pair_locked_until[pair]
+
     # XRP/BTC should not be locked now
     pair = 'XRP/BTC'
     assert not strategy.is_pair_locked(pair)
+
+    # Unlocking a pair that's not locked should not raise an error
+    strategy.unlock_pair(pair)
+
+    # Unlock original pair
+    pair = 'ETH/BTC'
+    strategy.unlock_pair(pair)
+    assert not strategy.is_pair_locked(pair)

From 89b4f45fe353773cafe09fb9a18a941a7b1cfb9b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:47:37 +0100
Subject: [PATCH 0736/1495] Remove section about strategy template - use
 new-strategy intead

---
 docs/strategy-customization.md | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 4efca7d2f..c4a477f80 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -479,11 +479,6 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 
 Printing more than a few rows is also possible (simply use  `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
 
-### Where can i find a strategy template?
-
-The strategy template is located in the file
-[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
-
 ### Specify custom strategy location
 
 If you want to use a strategy from a different directory you can pass `--strategy-path`

From a71deeda94f4c55ae1a8f30d10d034ffb0acbcd4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:55:40 +0100
Subject: [PATCH 0737/1495] Document lock-pair implementation

---
 docs/strategy-customization.md | 43 ++++++++++++++++++++++++++++++++++
 1 file changed, 43 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c4a477f80..011f64d70 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -455,6 +455,49 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
 !!! Warning
     Trade history is not available during backtesting or hyperopt.
 
+### Prevent trades from happening for a specific pair
+
+Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
+
+Locked pairs will show the message `Pair  is currently locked.`.
+
+#### Locking pairs from within the strategy
+
+Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
+
+Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until)`.
+Until should be a time in the future, after which trading will be reenabled for that pair.
+
+Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
+
+!!! Note
+    Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
+
+!!! Warning
+    Locking pairs is not functional during backtesting.
+
+##### Pair locking example
+
+``` python
+from freqtrade.persistence import Trade
+from datetime import timedelta, datetime, timezone
+# Put the above lines a the top of the strategy file, next to all the other imports
+# --------
+
+# Within populate indicators (or populate_buy):
+if self.config['runmode'] in ('live', 'dry_run'):
+   # fetch closed trades for the last 2 days
+    trades = Trade.get_trades([Trade.pair == metadata['pair'],
+                               Trade.open_date > datetime.utcnow() - timedelta(days=2),
+                               Trade.is_open == False,
+                ]).all()
+    # Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
+    sumprofit = sum(trade.close_profit for trade in trades)
+    if sumprofit < 0:
+        # Lock pair for 2 days
+        self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(days=2))
+```
+
 ### Print created dataframe
 
 To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.

From 43c25c8a328edf307dc979be0ae88a3cd3d508f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 09:59:25 +0100
Subject: [PATCH 0738/1495] add documentation for is_pair_locked

---
 docs/strategy-customization.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 011f64d70..129939b25 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -466,10 +466,12 @@ Locked pairs will show the message `Pair  is currently locked.`.
 Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
 
 Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until)`.
-Until should be a time in the future, after which trading will be reenabled for that pair.
+`until` must be a datetime object in the future, after which trading will be reenabled for that pair.
 
 Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
 
+To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
+
 !!! Note
     Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
 

From ffd7034c005ead82a79e4a60e20e23e225953141 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 10:16:16 +0100
Subject: [PATCH 0739/1495] Persist dry-run trade per default

---
 freqtrade/constants.py    | 2 +-
 tests/test_persistence.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 5c7190b41..d7c6249d5 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -10,7 +10,7 @@ HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
-DEFAULT_DB_DRYRUN_URL = 'sqlite://'
+DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
 DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
 REQUIRED_ORDERTIF = ['buy', 'sell']
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 25ad8b6a7..b9a636e1a 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -100,7 +100,7 @@ def test_init_dryrun_db(default_conf, mocker):
 
     init(default_conf['db_url'], default_conf['dry_run'])
     assert create_engine_mock.call_count == 1
-    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
+    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
 
 
 @pytest.mark.usefixtures("init_persistence")

From dc567f99d67e5a82026fd3a5ff3002323ac51b24 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 10:16:49 +0100
Subject: [PATCH 0740/1495] Update documentation to new handling of dry-mode
 database

---
 docs/bot-usage.md     |  8 +++--
 docs/configuration.md |  2 +-
 docs/docker.md        |  3 +-
 docs/plotting.md      | 72 +++++++++++++++++--------------------------
 4 files changed, 37 insertions(+), 48 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 86a990946..e856755d2 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -45,14 +45,17 @@ optional arguments:
   -h, --help            show this help message and exit
   --db-url PATH         Override trades database URL, this is useful in custom
                         deployments (default: `sqlite:///tradesv3.sqlite` for
-                        Live Run mode, `sqlite://` for Dry Run).
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
   --sd-notify           Notify systemd service manager.
   --dry-run             Enforce dry-run for trading (removes Exchange secrets
                         and simulates trades).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
                         Specify configuration file (default: `config.json`).
@@ -68,6 +71,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 ### How to specify which configuration file be used?
diff --git a/docs/configuration.md b/docs/configuration.md
index 73534b6f1..fbd4c9815 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -96,7 +96,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Integer between 1024 and 65535*
 | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
 | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
-| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       ***Datatype:*** *String, SQLAlchemy connect string*
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       ***Datatype:*** *String, SQLAlchemy connect string*
 | `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.* 
       ***Datatype:*** *Enum, either `stopped` or `running`*
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       ***Datatype:*** *Boolean*
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
       ***Datatype:*** *ClassName*
diff --git a/docs/docker.md b/docs/docker.md
index ff5bf7f25..d1684abc5 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -164,8 +164,7 @@ docker run -d \
 ```
 
 !!! Note
-    db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
-    To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
+    When using docker, it's best to specify `--db-url` explicitly to ensure that the database URL and the mounted database file match.
 
 !!! Note
     All available bot command line parameters can be added to the end of the `docker run` command.
diff --git a/docs/plotting.md b/docs/plotting.md
index 982a5cd65..ba737562f 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -23,58 +23,43 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
 Possible arguments:
 
 ```
-usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [-d PATH] [--userdir PATH] [-s NAME]
-                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]]
-                                [--indicators1 INDICATORS1 [INDICATORS1 ...]]
-                                [--indicators2 INDICATORS2 [INDICATORS2 ...]]
-                                [--plot-limit INT] [--db-url PATH]
-                                [--trade-source {DB,file}] [--export EXPORT]
-                                [--export-filename PATH]
-                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
+usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
+                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
+                                [--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
+                                [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
+                                [-i TICKER_INTERVAL]
 
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
-                        separated.
+                        Show profits for only these pairs. Pairs are space-separated.
   --indicators1 INDICATORS1 [INDICATORS1 ...]
-                        Set indicators from your strategy you want in the
-                        first row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example:
                         `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
   --indicators2 INDICATORS2 [INDICATORS2 ...]
-                        Set indicators from your strategy you want in the
-                        third row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example:
                         `fastd fastk`. Default: `['macd', 'macdsignal']`.
-  --plot-limit INT      Specify tick limit for plotting. Notice: too high
-                        values cause huge files. Default: 750.
-  --db-url PATH         Override trades database URL, this is useful in custom
-                        deployments (default: `sqlite:///tradesv3.sqlite` for
-                        Live Run mode, `sqlite://` for Dry Run).
+  --plot-limit INT      Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750.
+  --db-url PATH         Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite`
+                        for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run).
   --trade-source {DB,file}
-                        Specify the source for trades (Can be DB or file
-                        (backtest file)) Default: file
-  --export EXPORT       Export backtest results, argument are: trades.
-                        Example: `--export=trades`
+                        Specify the source for trades (Can be DB or file (backtest file)) Default: file
+  --export EXPORT       Export backtest results, argument are: trades. Example: `--export=trades`
   --export-filename PATH
-                        Save backtest results to the file with this filename
-                        (default: `user_data/backtest_results/backtest-
-                        result.json`). Requires `--export` to be set as well.
-                        Example: `--export-filename=user_data/backtest_results
-                        /backtest_today.json`
+                        Save backtest results to the file with this filename. Requires `--export` to be set as well. Example:
+                        `--export-filename=user_data/backtest_results/backtest_today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to
                         `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
@@ -83,8 +68,7 @@ Common arguments:
 
 Strategy arguments:
   -s NAME, --strategy NAME
-                        Specify strategy class name (default:
-                        `DefaultStrategy`).
+                        Specify strategy class name which will be used by the bot.
   --strategy-path PATH  Specify additional strategy lookup path.
 
 ```
@@ -173,14 +157,14 @@ optional arguments:
   --export EXPORT       Export backtest results, argument are: trades.
                         Example: `--export=trades`
   --export-filename PATH
-                        Save backtest results to the file with this filename
-                        (default: `user_data/backtest_results/backtest-
-                        result.json`). Requires `--export` to be set as well.
-                        Example: `--export-filename=user_data/backtest_results
-                        /backtest_today.json`
+                        Save backtest results to the file with this filename.
+                        Requires `--export` to be set as well. Example:
+                        `--export-filename=user_data/backtest_results/backtest
+                        _today.json`
   --db-url PATH         Override trades database URL, this is useful in custom
                         deployments (default: `sqlite:///tradesv3.sqlite` for
-                        Live Run mode, `sqlite://` for Dry Run).
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
   --trade-source {DB,file}
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
@@ -190,7 +174,9 @@ optional arguments:
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
                         Specify configuration file (default: `config.json`).

From 2195ae59d6227de123a85a1a547be0d956b49656 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 12:49:01 +0100
Subject: [PATCH 0741/1495] Use different time offsets to avoid confusion

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

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 129939b25..d59b097d7 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -476,7 +476,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
     Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
 
 !!! Warning
-    Locking pairs is not functional during backtesting.
+    Locking pairs is not functioning during backtesting.
 
 ##### Pair locking example
 
@@ -496,8 +496,8 @@ if self.config['runmode'] in ('live', 'dry_run'):
     # Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
     sumprofit = sum(trade.close_profit for trade in trades)
     if sumprofit < 0:
-        # Lock pair for 2 days
-        self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(days=2))
+        # Lock pair for 12 hours
+        self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
 ```
 
 ### Print created dataframe

From 76a93fabc7027f80b5a45b6365b36891d127d1aa Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 06:26:13 +0000
Subject: [PATCH 0742/1495] Bump python from 3.7.5-slim-stretch to
 3.7.6-slim-stretch

Bumps python from 3.7.5-slim-stretch to 3.7.6-slim-stretch.

Signed-off-by: dependabot-preview[bot] 
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index dc9b04403..f631d891d 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.7.5-slim-stretch
+FROM python:3.7.6-slim-stretch
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

From 8f17b81329ea59ab7ad45a89501b9f42f79b32f4 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 07:37:04 +0000
Subject: [PATCH 0743/1495] Bump ccxt from 1.20.84 to 1.21.12

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.20.84 to 1.21.12.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.20.84...1.21.12)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index a6d9a6f5e..ed6d68742 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.20.84
+ccxt==1.21.12
 SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4

From 20ad8a379d51f29d3e00a1f7c3a8cdfbf33ed64b Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 07:38:05 +0000
Subject: [PATCH 0744/1495] Bump numpy from 1.17.4 to 1.18.0

Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.18.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.18.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index ebf27abd4..e0e2942b1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.17.4
+numpy==1.18.0
 pandas==0.25.3

From 31a7e9feedb72675845f8e1e1cf2fb29e91d8bc7 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 07:38:10 +0000
Subject: [PATCH 0745/1495] Bump mypy from 0.750 to 0.761

Bumps [mypy](https://github.com/python/mypy) from 0.750 to 0.761.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.750...v0.761)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index fe5b4e369..1357bba00 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==1.9.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==3.1.0
-mypy==0.750
+mypy==0.761
 pytest==5.3.2
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1

From 9cfbe98a237549bef2c3d3e87e2d6a933911b8b0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 07:39:25 +0000
Subject: [PATCH 0746/1495] Bump scipy from 1.3.3 to 1.4.1

Bumps [scipy](https://github.com/scipy/scipy) from 1.3.3 to 1.4.1.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.3.3...v1.4.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index b2428e37d..9b408dbed 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.3.3
+scipy==1.4.1
 scikit-learn==0.22
 scikit-optimize==0.5.2
 filelock==3.0.12

From 779278ed507d1f7f9070ee50f8349b720b499869 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Dec 2019 08:28:05 +0000
Subject: [PATCH 0747/1495] Bump sqlalchemy from 1.3.11 to 1.3.12

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.11 to 1.3.12.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index ed6d68742..9d0fd4756 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
 ccxt==1.21.12
-SQLAlchemy==1.3.11
+SQLAlchemy==1.3.12
 python-telegram-bot==12.2.0
 arrow==0.15.4
 cachetools==4.0.0

From 1c5f8070e547d3c1766779697e553efa47742d42 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 09:53:55 +0100
Subject: [PATCH 0748/1495] Refactor build_paths to staticmethod

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

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 3bad42fd9..0b986debb 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -17,7 +17,8 @@ class IResolver:
     This class contains all the logic to load custom classes
     """
 
-    def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
+    @staticmethod
+    def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
                            extra_dir: Optional[str] = None) -> List[Path]:
 
         abs_paths: List[Path] = [current_path]

From 5fefa9e97c01b83accd9ddd8c44bad83f331304d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 09:56:12 +0100
Subject: [PATCH 0749/1495] Convert PairlistResolver to static loader

---
 freqtrade/pairlist/pairlistmanager.py    | 14 ++++----
 freqtrade/resolvers/pairlist_resolver.py | 43 ++++++++++++++----------
 tests/pairlist/test_pairlist.py          |  2 +-
 3 files changed, 34 insertions(+), 25 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index fa5382c37..1530710d2 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -28,13 +28,13 @@ class PairListManager():
             if 'method' not in pl:
                 logger.warning(f"No method in {pl}")
                 continue
-            pairl = PairListResolver(pl.get('method'),
-                                     exchange=exchange,
-                                     pairlistmanager=self,
-                                     config=config,
-                                     pairlistconfig=pl,
-                                     pairlist_pos=len(self._pairlists)
-                                     ).pairlist
+            pairl = PairListResolver.load_pairlist(pl.get('method'),
+                                                   exchange=exchange,
+                                                   pairlistmanager=self,
+                                                   config=config,
+                                                   pairlistconfig=pl,
+                                                   pairlist_pos=len(self._pairlists)
+                                                   )
             self._tickers_needed = pairl.needstickers or self._tickers_needed
             self._pairlists.append(pairl)
 
diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py
index d849f4ffb..5b5bcee3a 100644
--- a/freqtrade/resolvers/pairlist_resolver.py
+++ b/freqtrade/resolvers/pairlist_resolver.py
@@ -18,23 +18,32 @@ class PairListResolver(IResolver):
     This class contains all the logic to load custom PairList class
     """
 
-    __slots__ = ['pairlist']
+    __slots__ = []
 
-    def __init__(self, pairlist_name: str, exchange, pairlistmanager,
-                 config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
+    @staticmethod
+    def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
+                      config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
         """
-        Load the custom class from config parameter
-        :param config: configuration dictionary or None
+        Load the pairlist with pairlist_name
+        :param pairlist_name: Classname of the pairlist
+        :param exchange: Initialized exchange class
+        :param pairlistmanager: Initialized pairlist manager
+        :param config: configuration dictionary
+        :param pairlistconfig: Configuration dedicated to this pairlist
+        :param pairlist_pos: Position of the pairlist in the list of pairlists
+        :return: initialized Pairlist class
         """
-        self.pairlist = self._load_pairlist(pairlist_name, config,
-                                            kwargs={'exchange': exchange,
-                                                    'pairlistmanager': pairlistmanager,
-                                                    'config': config,
-                                                    'pairlistconfig': pairlistconfig,
-                                                    'pairlist_pos': pairlist_pos})
 
-    def _load_pairlist(
-            self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
+        return PairListResolver._load_pairlist(pairlist_name, config,
+                                               kwargs={'exchange': exchange,
+                                                       'pairlistmanager': pairlistmanager,
+                                                       'config': config,
+                                                       'pairlistconfig': pairlistconfig,
+                                                       'pairlist_pos': pairlist_pos})
+
+
+    @staticmethod
+    def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
         """
         Search and loads the specified pairlist.
         :param pairlist_name: name of the module to import
@@ -44,11 +53,11 @@ class PairListResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
 
-        abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir=None, extra_dir=None)
+        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
+                                                 user_subdir=None, extra_dir=None)
 
-        pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
-                                     object_name=pairlist_name, kwargs=kwargs)
+        pairlist = IResolver._load_object(paths=abs_paths, object_type=IPairList,
+                                          object_name=pairlist_name, kwargs=kwargs)
         if pairlist:
             return pairlist
         raise OperationalException(
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 43285cdb1..e7f098777 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -53,7 +53,7 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
+        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):

From 560acb7cea6fa34bcf1eb0473cc373970fb97fd0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:03:18 +0100
Subject: [PATCH 0750/1495] Convert ExchangeResolver to static loader class

---
 freqtrade/freqtradebot.py                |  2 +-
 freqtrade/optimize/backtesting.py        |  2 +-
 freqtrade/resolvers/exchange_resolver.py | 20 +++++++++++---------
 freqtrade/resolvers/pairlist_resolver.py |  3 ---
 freqtrade/utils.py                       |  8 ++++----
 tests/conftest.py                        |  2 +-
 tests/exchange/test_exchange.py          |  8 ++++----
 tests/pairlist/test_pairlist.py          |  3 ++-
 8 files changed, 24 insertions(+), 24 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8ae027fa2..001b7f02d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -60,7 +60,7 @@ class FreqtradeBot:
         # Check config consistency here since strategies can set certain options
         validate_config_consistency(config)
 
-        self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
+        self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
         persistence.init(self.config.get('db_url', None),
                          clean_open_orders=self.config.get('dry_run', False))
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 726257cdd..bab997cb1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -60,7 +60,7 @@ class Backtesting:
         # Reset keys for backtesting
         remove_credentials(self.config)
         self.strategylist: List[IStrategy] = []
-        self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
+        self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
         if config.get('fee'):
             self.fee = config['fee']
diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py
index 60f37b1c9..e28a5cf80 100644
--- a/freqtrade/resolvers/exchange_resolver.py
+++ b/freqtrade/resolvers/exchange_resolver.py
@@ -15,9 +15,8 @@ class ExchangeResolver(IResolver):
     This class contains all the logic to load a custom exchange class
     """
 
-    __slots__ = ['exchange']
-
-    def __init__(self, exchange_name: str, config: dict, validate: bool = True) -> None:
+    @staticmethod
+    def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary
@@ -25,17 +24,20 @@ class ExchangeResolver(IResolver):
         # Map exchange name to avoid duplicate classes for identical exchanges
         exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name)
         exchange_name = exchange_name.title()
+        exchange = None
         try:
-            self.exchange = self._load_exchange(exchange_name, kwargs={'config': config,
-                                                                       'validate': validate})
+            exchange = ExchangeResolver._load_exchange(exchange_name,
+                                                       kwargs={'config': config,
+                                                               'validate': validate})
         except ImportError:
             logger.info(
                 f"No {exchange_name} specific subclass found. Using the generic class instead.")
-        if not hasattr(self, "exchange"):
-            self.exchange = Exchange(config, validate=validate)
+        if not exchange:
+            exchange = Exchange(config, validate=validate)
+        return exchange
 
-    def _load_exchange(
-            self, exchange_name: str, kwargs: dict) -> Exchange:
+    @staticmethod
+    def _load_exchange(exchange_name: str, kwargs: dict) -> Exchange:
         """
         Loads the specified exchange.
         Only checks for exchanges exported in freqtrade.exchanges
diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py
index 5b5bcee3a..611660ff4 100644
--- a/freqtrade/resolvers/pairlist_resolver.py
+++ b/freqtrade/resolvers/pairlist_resolver.py
@@ -18,8 +18,6 @@ class PairListResolver(IResolver):
     This class contains all the logic to load custom PairList class
     """
 
-    __slots__ = []
-
     @staticmethod
     def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
                       config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
@@ -41,7 +39,6 @@ class PairListResolver(IResolver):
                                                        'pairlistconfig': pairlistconfig,
                                                        'pairlist_pos': pairlist_pos})
 
-
     @staticmethod
     def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
         """
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 9e01c7ea6..18966c574 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -198,7 +198,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
     pairs_not_available: List[str] = []
 
     # Init exchange
-    exchange = ExchangeResolver(config['exchange']['name'], config).exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     try:
 
         if config.get('download_trades'):
@@ -233,7 +233,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
     config['ticker_interval'] = None
 
     # Init exchange
-    exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
 
     if args['print_one_column']:
         print('\n'.join(exchange.timeframes))
@@ -252,7 +252,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     # Init exchange
-    exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
 
     # By default only active pairs/markets are to be shown
     active_only = not args.get('list_pairs_all', False)
@@ -333,7 +333,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     from freqtrade.pairlist.pairlistmanager import PairListManager
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
-    exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
 
     quote_currencies = args.get('quote_currencies')
     if not quote_currencies:
diff --git a/tests/conftest.py b/tests/conftest.py
index 82111528e..501f89fff 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -77,7 +77,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
     patch_exchange(mocker, api_mock, id, mock_markets)
     config["exchange"]["name"] = id
     try:
-        exchange = ExchangeResolver(id, config).exchange
+        exchange = ExchangeResolver.load_exchange(id, config)
     except ImportError:
         exchange = Exchange(config)
     return exchange
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 629f99aa2..dccf7d74f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -124,19 +124,19 @@ def test_exchange_resolver(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    exchange = ExchangeResolver('Bittrex', default_conf).exchange
+    exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
     assert isinstance(exchange, Exchange)
     assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
     caplog.clear()
 
-    exchange = ExchangeResolver('kraken', default_conf).exchange
+    exchange = ExchangeResolver.load_exchange('kraken', default_conf)
     assert isinstance(exchange, Exchange)
     assert isinstance(exchange, Kraken)
     assert not isinstance(exchange, Binance)
     assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
                           caplog)
 
-    exchange = ExchangeResolver('binance', default_conf).exchange
+    exchange = ExchangeResolver.load_exchange('binance', default_conf)
     assert isinstance(exchange, Exchange)
     assert isinstance(exchange, Binance)
     assert not isinstance(exchange, Kraken)
@@ -145,7 +145,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
                           caplog)
 
     # Test mapping
-    exchange = ExchangeResolver('binanceus', default_conf).exchange
+    exchange = ExchangeResolver.load_exchange('binanceus', default_conf)
     assert isinstance(exchange, Exchange)
     assert isinstance(exchange, Binance)
     assert not isinstance(exchange, Kraken)
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index e7f098777..21929de2b 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -53,7 +53,8 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
+        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
+                                       default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):

From 248ef5a0eac41a82febd07ef8b1e4f421f7cce38 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:06:19 +0100
Subject: [PATCH 0751/1495] Convert HyperoptResolver to static loader

---
 freqtrade/optimize/hyperopt.py           |  2 +-
 freqtrade/resolvers/hyperopt_resolver.py | 29 +++++++++++++-----------
 tests/optimize/test_hyperopt.py          |  6 ++---
 3 files changed, 20 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 521a4d790..a4a8f79d1 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -64,7 +64,7 @@ class Hyperopt:
 
         self.backtesting = Backtesting(self.config)
 
-        self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
+        self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
 
         self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 05efa1164..a7f922c7b 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -20,11 +20,11 @@ class HyperOptResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt class
     """
-    __slots__ = ['hyperopt']
 
-    def __init__(self, config: Dict) -> None:
+    @staticmethod
+    def load_hyperopt(config: Dict) -> IHyperOpt:
         """
-        Load the custom class from config parameter
+        Load the custom hyperopt class from config parameter
         :param config: configuration dictionary
         """
         if not config.get('hyperopt'):
@@ -33,21 +33,23 @@ class HyperOptResolver(IResolver):
 
         hyperopt_name = config['hyperopt']
 
-        self.hyperopt = self._load_hyperopt(hyperopt_name, config,
-                                            extra_dir=config.get('hyperopt_path'))
+        hyperopt = HyperOptResolver._load_hyperopt(hyperopt_name, config,
+                                                   extra_dir=config.get('hyperopt_path'))
 
-        if not hasattr(self.hyperopt, 'populate_indicators'):
+        if not hasattr(hyperopt, 'populate_indicators'):
             logger.warning("Hyperopt class does not provide populate_indicators() method. "
                            "Using populate_indicators from the strategy.")
-        if not hasattr(self.hyperopt, 'populate_buy_trend'):
+        if not hasattr(hyperopt, 'populate_buy_trend'):
             logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
                            "Using populate_buy_trend from the strategy.")
-        if not hasattr(self.hyperopt, 'populate_sell_trend'):
+        if not hasattr(hyperopt, 'populate_sell_trend'):
             logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
                            "Using populate_sell_trend from the strategy.")
+        return hyperopt
 
+    @staticmethod
     def _load_hyperopt(
-            self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
+            hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
         """
         Search and loads the specified hyperopt.
         :param hyperopt_name: name of the module to import
@@ -57,11 +59,12 @@ class HyperOptResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
-        abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
+        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
+                                                 user_subdir=USERPATH_HYPEROPTS,
+                                                 extra_dir=extra_dir)
 
-        hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
-                                     object_name=hyperopt_name, kwargs={'config': config})
+        hyperopt = IResolver._load_object(paths=abs_paths, object_type=IHyperOpt,
+                                          object_name=hyperopt_name, kwargs={'config': config})
         if hyperopt:
             return hyperopt
         raise OperationalException(
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 29b8b5b16..37de32ab0 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -163,7 +163,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         MagicMock(return_value=hyperopt(default_conf))
     )
     default_conf.update({'hyperopt': 'DefaultHyperOpt'})
-    x = HyperOptResolver(default_conf).hyperopt
+    x = HyperOptResolver.load_hyperopt(default_conf)
     assert not hasattr(x, 'populate_indicators')
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
@@ -180,7 +180,7 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver(default_conf).hyperopt
+        HyperOptResolver.load_hyperopt(default_conf)
 
 
 def test_hyperoptresolver_noname(default_conf):
@@ -188,7 +188,7 @@ def test_hyperoptresolver_noname(default_conf):
     with pytest.raises(OperationalException,
                        match="No Hyperopt set. Please use `--hyperopt` to specify "
                              "the Hyperopt class to use."):
-        HyperOptResolver(default_conf)
+        HyperOptResolver.load_hyperopt(default_conf)
 
 
 def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:

From 6d5aca4f323dd06cac94cbf598173be6fb3ed645 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:09:08 +0100
Subject: [PATCH 0752/1495] Convert hyperoptloss resolver to static loader

---
 freqtrade/optimize/hyperopt.py           |  2 +-
 freqtrade/resolvers/hyperopt_resolver.py | 26 +++++++++++++-----------
 tests/optimize/test_hyperopt.py          | 14 ++++++-------
 3 files changed, 22 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a4a8f79d1..48f883ac5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -66,7 +66,7 @@ class Hyperopt:
 
         self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
 
-        self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
+        self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
 
         self.trials_file = (self.config['user_data_dir'] /
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index a7f922c7b..0726b0627 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -77,9 +77,9 @@ class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
     """
-    __slots__ = ['hyperoptloss']
 
-    def __init__(self, config: Dict) -> None:
+    @staticmethod
+    def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary
@@ -89,20 +89,21 @@ class HyperOptLossResolver(IResolver):
         # default hyperopt loss
         hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
 
-        self.hyperoptloss = self._load_hyperoptloss(
+        hyperoptloss = HyperOptLossResolver._load_hyperoptloss(
             hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
-        self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
+        hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
 
-        if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
+        if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(
                 f"Found HyperoptLoss class {hyperoptloss_name} does not "
                 "implement `hyperopt_loss_function`.")
+        return hyperoptloss
 
-    def _load_hyperoptloss(
-            self, hyper_loss_name: str, config: Dict,
-            extra_dir: Optional[str] = None) -> IHyperOptLoss:
+    @staticmethod
+    def _load_hyperoptloss(hyper_loss_name: str, config: Dict,
+                           extra_dir: Optional[str] = None) -> IHyperOptLoss:
         """
         Search and loads the specified hyperopt loss class.
         :param hyper_loss_name: name of the module to import
@@ -112,11 +113,12 @@ class HyperOptLossResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
-        abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
+        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
+                                                 user_subdir=USERPATH_HYPEROPTS,
+                                                 extra_dir=extra_dir)
 
-        hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
-                                         object_name=hyper_loss_name)
+        hyperoptloss = IResolver._load_object(paths=abs_paths, object_type=IHyperOptLoss,
+                                              object_name=hyper_loss_name)
         if hyperoptloss:
             return hyperoptloss
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 37de32ab0..9c6e73c53 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -198,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
         MagicMock(return_value=hl)
     )
-    x = HyperOptLossResolver(default_conf).hyperoptloss
+    x = HyperOptLossResolver.load_hyperoptloss(default_conf)
     assert hasattr(x, "hyperopt_loss_function")
 
 
@@ -206,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
-        HyperOptLossResolver(default_conf).hyperopt
+        HyperOptLossResolver.load_hyperoptloss(default_conf)
 
 
 def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@@ -286,7 +286,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
 
 
 def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
-    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600)
     over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
     under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
@@ -298,7 +298,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
     resultsb = hyperopt_results.copy()
     resultsb.loc[1, 'trade_duration'] = 20
 
-    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     longer = hl.hyperopt_loss_function(hyperopt_results, 100)
     shorter = hl.hyperopt_loss_function(resultsb, 100)
     assert shorter < longer
@@ -310,7 +310,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
     results_under = hyperopt_results.copy()
     results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
 
-    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600)
     over = hl.hyperopt_loss_function(results_over, 600)
     under = hl.hyperopt_loss_function(results_under, 600)
@@ -325,7 +325,7 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
     results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
 
     default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
-    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
     over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
@@ -343,7 +343,7 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
     results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
 
     default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
-    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
     over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),

From c6d22339788e9686552d171bf19cb00d41f7cb0a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:23:48 +0100
Subject: [PATCH 0753/1495] Convert StrategyLoader to static loader

---
 docs/strategy_analysis_example.md             |   6 +-
 freqtrade/freqtradebot.py                     |   2 +-
 freqtrade/optimize/backtesting.py             |   4 +-
 freqtrade/optimize/edge_cli.py                |   2 +-
 freqtrade/plot/plotting.py                    |   2 +-
 freqtrade/resolvers/strategy_resolver.py      |  65 ++++----
 .../templates/strategy_analysis_example.ipynb |   6 +-
 tests/strategy/test_strategy.py               | 141 +++++++++---------
 8 files changed, 116 insertions(+), 112 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 9e61bda65..cc6b9805f 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -44,9 +44,9 @@ candles.head()
 ```python
 # Load strategy using values set above
 from freqtrade.resolvers import StrategyResolver
-strategy = StrategyResolver({'strategy': strategy_name,
-                            'user_data_dir': user_data_dir,
-                            'strategy_path': strategy_location}).strategy
+strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
+                                          'user_data_dir': user_data_dir,
+                                          'strategy_path': strategy_location})
 
 # Generate buy/sell signals using strategy
 df = strategy.analyze_ticker(candles, {'pair': pair})
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 001b7f02d..1b89cc75b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -55,7 +55,7 @@ class FreqtradeBot:
 
         self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
 
-        self.strategy: IStrategy = StrategyResolver(self.config).strategy
+        self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
         # Check config consistency here since strategies can set certain options
         validate_config_consistency(config)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index bab997cb1..ffa112bd5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -75,12 +75,12 @@ class Backtesting:
             for strat in list(self.config['strategy_list']):
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
-                self.strategylist.append(StrategyResolver(stratconf).strategy)
+                self.strategylist.append(StrategyResolver.load_strategy(stratconf))
                 validate_config_consistency(stratconf)
 
         else:
             # No strategy list specified, only one strategy
-            self.strategylist.append(StrategyResolver(self.config).strategy)
+            self.strategylist.append(StrategyResolver.load_strategy(self.config))
             validate_config_consistency(self.config)
 
         if "ticker_interval" not in self.config:
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index 3848623db..ea5cc663d 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -34,7 +34,7 @@ class EdgeCli:
         remove_credentials(self.config)
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = Exchange(self.config)
-        self.strategy = StrategyResolver(self.config).strategy
+        self.strategy = StrategyResolver.load_strategy(self.config)
 
         validate_config_consistency(self.config)
 
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 85089af9c..7cd4ab854 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     - Generate plot files
     :return: None
     """
-    strategy = StrategyResolver(config).strategy
+    strategy = StrategyResolver.load_strategy(config)
 
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index a2d14fbf3..6d3fe5ff9 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
 
 class StrategyResolver(IResolver):
     """
-    This class contains all the logic to load custom strategy class
+    This class contains the logic to load custom strategy class
     """
 
-    __slots__ = ['strategy']
-
-    def __init__(self, config: Optional[Dict] = None) -> None:
+    @staticmethod
+    def load_strategy(config: Optional[Dict] = None) -> IStrategy:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary or None
@@ -37,9 +36,9 @@ class StrategyResolver(IResolver):
                                        "the strategy class to use.")
 
         strategy_name = config['strategy']
-        self.strategy: IStrategy = self._load_strategy(strategy_name,
-                                                       config=config,
-                                                       extra_dir=config.get('strategy_path'))
+        strategy: IStrategy = StrategyResolver._load_strategy(
+            strategy_name, config=config,
+            extra_dir=config.get('strategy_path'))
 
         # make sure ask_strategy dict is available
         if 'ask_strategy' not in config:
@@ -68,9 +67,11 @@ class StrategyResolver(IResolver):
                       ]
         for attribute, default, ask_strategy in attributes:
             if ask_strategy:
-                self._override_attribute_helper(config['ask_strategy'], attribute, default)
+                StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
+                                                            attribute, default)
             else:
-                self._override_attribute_helper(config, attribute, default)
+                StrategyResolver._override_attribute_helper(strategy, config,
+                                                            attribute, default)
 
         # Loop this list again to have output combined
         for attribute, _, exp in attributes:
@@ -80,14 +81,16 @@ class StrategyResolver(IResolver):
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 
         # Sort and apply type conversions
-        self.strategy.minimal_roi = OrderedDict(sorted(
-            {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
+        strategy.minimal_roi = OrderedDict(sorted(
+            {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
             key=lambda t: t[0]))
-        self.strategy.stoploss = float(self.strategy.stoploss)
+        strategy.stoploss = float(strategy.stoploss)
 
-        self._strategy_sanity_validations()
+        StrategyResolver._strategy_sanity_validations(strategy)
+        return strategy
 
-    def _override_attribute_helper(self, config, attribute: str, default):
+    @staticmethod
+    def _override_attribute_helper(strategy, config, attribute: str, default):
         """
         Override attributes in the strategy.
         Prevalence:
@@ -96,30 +99,32 @@ class StrategyResolver(IResolver):
         - default (if not None)
         """
         if attribute in config:
-            setattr(self.strategy, attribute, config[attribute])
+            setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
                         attribute, config[attribute])
-        elif hasattr(self.strategy, attribute):
-            val = getattr(self.strategy, attribute)
+        elif hasattr(strategy, attribute):
+            val = getattr(strategy, attribute)
             # None's cannot exist in the config, so do not copy them
             if val is not None:
                 config[attribute] = val
         # Explicitly check for None here as other "falsy" values are possible
         elif default is not None:
-            setattr(self.strategy, attribute, default)
+            setattr(strategy, attribute, default)
             config[attribute] = default
 
-    def _strategy_sanity_validations(self):
-        if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
-            raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
+    @staticmethod
+    def _strategy_sanity_validations(strategy):
+        if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
+            raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-types mapping is incomplete.")
 
-        if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
-            raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
+        if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
+            raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-time-in-force mapping is incomplete.")
 
-    def _load_strategy(
-            self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
+    @staticmethod
+    def _load_strategy(strategy_name: str,
+                       config: dict, extra_dir: Optional[str] = None) -> IStrategy:
         """
         Search and loads the specified strategy.
         :param strategy_name: name of the module to import
@@ -129,9 +134,9 @@ class StrategyResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
-        abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir=constants.USERPATH_STRATEGY,
-                                            extra_dir=extra_dir)
+        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
+                                                 user_subdir=constants.USERPATH_STRATEGY,
+                                                 extra_dir=extra_dir)
 
         if ":" in strategy_name:
             logger.info("loading base64 encoded strategy")
@@ -149,8 +154,8 @@ class StrategyResolver(IResolver):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.resolve())
 
-        strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
-                                     object_name=strategy_name, kwargs={'config': config})
+        strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
+                                          object_name=strategy_name, kwargs={'config': config})
         if strategy:
             strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 2876ea938..eea8fb85f 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -73,9 +73,9 @@
    "source": [
     "# Load strategy using values set above\n",
     "from freqtrade.resolvers import StrategyResolver\n",
-    "strategy = StrategyResolver({'strategy': strategy_name,\n",
-    "                            'user_data_dir': user_data_dir,\n",
-    "                            'strategy_path': strategy_location}).strategy\n",
+    "strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
+    "                                          'user_data_dir': user_data_dir,\n",
+    "                                          'strategy_path': strategy_location})\n",
     "\n",
     "# Generate buy/sell signals using strategy\n",
     "df = strategy.analyze_ticker(candles, {'pair': pair})\n",
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 963d36c76..116eec56b 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
     default_conf.update({'strategy': 'SampleStrategy',
                          'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
                          })
-    resolver = StrategyResolver(default_conf)
-    assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_strategy_base64(result, caplog, default_conf):
@@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
         encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
     default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
 
-    resolver = StrategyResolver(default_conf)
-    assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
     # Make sure strategy was loaded from base64 (using temp directory)!!
     assert log_has_re(r"Using resolved strategy SampleStrategy from '"
                       r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
@@ -57,13 +57,12 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
     default_conf['strategy'] = 'DefaultStrategy'
-    resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
-    resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
+    strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 
-    assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_not_found_strategy(default_conf):
@@ -71,7 +70,7 @@ def test_load_not_found_strategy(default_conf):
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Strategy 'NotFoundStrategy'. "
                              r"This class does not exist or contains Python code errors."):
-        StrategyResolver(default_conf)
+        StrategyResolver.load_strategy(default_conf)
 
 
 def test_load_strategy_noname(default_conf):
@@ -79,30 +78,30 @@ def test_load_strategy_noname(default_conf):
     with pytest.raises(OperationalException,
                        match="No strategy set. Please use `--strategy` to specify "
                              "the strategy class to use."):
-        StrategyResolver(default_conf)
+        StrategyResolver.load_strategy(default_conf)
 
 
 def test_strategy(result, default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
 
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
-    assert resolver.strategy.minimal_roi[0] == 0.04
+    assert strategy.minimal_roi[0] == 0.04
     assert default_conf["minimal_roi"]['0'] == 0.04
 
-    assert resolver.strategy.stoploss == -0.10
+    assert strategy.stoploss == -0.10
     assert default_conf['stoploss'] == -0.10
 
-    assert resolver.strategy.ticker_interval == '5m'
+    assert strategy.ticker_interval == '5m'
     assert default_conf['ticker_interval'] == '5m'
 
-    df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
+    df_indicators = strategy.advise_indicators(result, metadata=metadata)
     assert 'adx' in df_indicators
 
-    dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
+    dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
     assert 'buy' in dataframe.columns
 
-    dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
+    dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
     assert 'sell' in dataframe.columns
 
 
@@ -114,9 +113,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
             "0": 0.5
         }
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.minimal_roi[0] == 0.5
+    assert strategy.minimal_roi[0] == 0.5
     assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
 
 
@@ -126,9 +125,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
         'strategy': 'DefaultStrategy',
         'stoploss': -0.5
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.stoploss == -0.5
+    assert strategy.stoploss == -0.5
     assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
 
 
@@ -138,10 +137,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
         'strategy': 'DefaultStrategy',
         'trailing_stop': True
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.trailing_stop
-    assert isinstance(resolver.strategy.trailing_stop, bool)
+    assert strategy.trailing_stop
+    assert isinstance(strategy.trailing_stop, bool)
     assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
 
 
@@ -153,13 +152,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
         'trailing_stop_positive_offset': -0.2
 
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.trailing_stop_positive == -0.1
+    assert strategy.trailing_stop_positive == -0.1
     assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
                    caplog)
 
-    assert resolver.strategy.trailing_stop_positive_offset == -0.2
+    assert strategy.trailing_stop_positive_offset == -0.2
     assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
                    caplog)
 
@@ -172,10 +171,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
         'ticker_interval': 60,
         'stake_currency': 'ETH'
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.ticker_interval == 60
-    assert resolver.strategy.stake_currency == 'ETH'
+    assert strategy.ticker_interval == 60
+    assert strategy.stake_currency == 'ETH'
     assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
                    caplog)
 
@@ -187,9 +186,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
         'strategy': 'DefaultStrategy',
         'process_only_new_candles': True
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.process_only_new_candles
+    assert strategy.process_only_new_candles
     assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
                    caplog)
 
@@ -207,11 +206,11 @@ def test_strategy_override_order_types(caplog, default_conf):
         'strategy': 'DefaultStrategy',
         'order_types': order_types
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.order_types
+    assert strategy.order_types
     for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
-        assert resolver.strategy.order_types[method] == order_types[method]
+        assert strategy.order_types[method] == order_types[method]
 
     assert log_has("Override strategy 'order_types' with value in config file:"
                    " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
@@ -225,7 +224,7 @@ def test_strategy_override_order_types(caplog, default_conf):
     with pytest.raises(ImportError,
                        match=r"Impossible to load Strategy 'DefaultStrategy'. "
                              r"Order-types mapping is incomplete."):
-        StrategyResolver(default_conf)
+        StrategyResolver.load_strategy(default_conf)
 
 
 def test_strategy_override_order_tif(caplog, default_conf):
@@ -240,11 +239,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
         'strategy': 'DefaultStrategy',
         'order_time_in_force': order_time_in_force
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.order_time_in_force
+    assert strategy.order_time_in_force
     for method in ['buy', 'sell']:
-        assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
+        assert strategy.order_time_in_force[method] == order_time_in_force[method]
 
     assert log_has("Override strategy 'order_time_in_force' with value in config file:"
                    " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
@@ -257,7 +256,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
     with pytest.raises(ImportError,
                        match=r"Impossible to load Strategy 'DefaultStrategy'. "
                              r"Order-time-in-force mapping is incomplete."):
-        StrategyResolver(default_conf)
+        StrategyResolver.load_strategy(default_conf)
 
 
 def test_strategy_override_use_sell_signal(caplog, default_conf):
@@ -265,9 +264,9 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     default_conf.update({
         'strategy': 'DefaultStrategy',
     })
-    resolver = StrategyResolver(default_conf)
-    assert resolver.strategy.use_sell_signal
-    assert isinstance(resolver.strategy.use_sell_signal, bool)
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert strategy.use_sell_signal
+    assert isinstance(strategy.use_sell_signal, bool)
     # must be inserted to configuration
     assert 'use_sell_signal' in default_conf['ask_strategy']
     assert default_conf['ask_strategy']['use_sell_signal']
@@ -278,10 +277,10 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
             'use_sell_signal': False,
         },
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert not resolver.strategy.use_sell_signal
-    assert isinstance(resolver.strategy.use_sell_signal, bool)
+    assert not strategy.use_sell_signal
+    assert isinstance(strategy.use_sell_signal, bool)
     assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
 
 
@@ -290,9 +289,9 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     default_conf.update({
         'strategy': 'DefaultStrategy',
     })
-    resolver = StrategyResolver(default_conf)
-    assert not resolver.strategy.sell_profit_only
-    assert isinstance(resolver.strategy.sell_profit_only, bool)
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert not strategy.sell_profit_only
+    assert isinstance(strategy.sell_profit_only, bool)
     # must be inserted to configuration
     assert 'sell_profit_only' in default_conf['ask_strategy']
     assert not default_conf['ask_strategy']['sell_profit_only']
@@ -303,10 +302,10 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
             'sell_profit_only': True,
         },
     })
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert resolver.strategy.sell_profit_only
-    assert isinstance(resolver.strategy.sell_profit_only, bool)
+    assert strategy.sell_profit_only
+    assert isinstance(strategy.sell_profit_only, bool)
     assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
 
 
@@ -315,11 +314,11 @@ def test_deprecate_populate_indicators(result, default_conf):
     default_location = path.join(path.dirname(path.realpath(__file__)))
     default_conf.update({'strategy': 'TestStrategyLegacy',
                          'strategy_path': default_location})
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
-        indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+        indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
         assert len(w) == 1
         assert issubclass(w[-1].category, DeprecationWarning)
         assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -328,7 +327,7 @@ def test_deprecate_populate_indicators(result, default_conf):
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
-        resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
+        strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
         assert len(w) == 1
         assert issubclass(w[-1].category, DeprecationWarning)
         assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -337,7 +336,7 @@ def test_deprecate_populate_indicators(result, default_conf):
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
-        resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
+        strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
         assert len(w) == 1
         assert issubclass(w[-1].category, DeprecationWarning)
         assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -349,47 +348,47 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
     default_location = path.join(path.dirname(path.realpath(__file__)))
     default_conf.update({'strategy': 'TestStrategyLegacy',
                          'strategy_path': default_location})
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 
     # Make sure we are using a legacy function
-    assert resolver.strategy._populate_fun_len == 2
-    assert resolver.strategy._buy_fun_len == 2
-    assert resolver.strategy._sell_fun_len == 2
-    assert resolver.strategy.INTERFACE_VERSION == 1
+    assert strategy._populate_fun_len == 2
+    assert strategy._buy_fun_len == 2
+    assert strategy._sell_fun_len == 2
+    assert strategy.INTERFACE_VERSION == 1
 
-    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
+    indicator_df = strategy.advise_indicators(result, metadata=metadata)
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
+    buydf = strategy.advise_buy(result, metadata=metadata)
     assert isinstance(buydf, DataFrame)
     assert 'buy' in buydf.columns
 
-    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
+    selldf = strategy.advise_sell(result, metadata=metadata)
     assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf
 
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
-    resolver = StrategyResolver(default_conf)
+    strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 
     # Make sure we are using a legacy function
-    assert resolver.strategy._populate_fun_len == 3
-    assert resolver.strategy._buy_fun_len == 3
-    assert resolver.strategy._sell_fun_len == 3
-    assert resolver.strategy.INTERFACE_VERSION == 2
+    assert strategy._populate_fun_len == 3
+    assert strategy._buy_fun_len == 3
+    assert strategy._sell_fun_len == 3
+    assert strategy.INTERFACE_VERSION == 2
 
-    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
+    indicator_df = strategy.advise_indicators(result, metadata=metadata)
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
+    buydf = strategy.advise_buy(result, metadata=metadata)
     assert isinstance(buydf, DataFrame)
     assert 'buy' in buydf.columns
 
-    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
+    selldf = strategy.advise_sell(result, metadata=metadata)
     assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf

From 90cabd7c21306f6f7fda068e40936e7f005ca825 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:46:35 +0100
Subject: [PATCH 0754/1495] Wrap line

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

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 116eec56b..ce7ac1741 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -58,7 +58,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
     default_conf['strategy'] = 'DefaultStrategy'
     extra_dir = Path.cwd() / 'some/path'
-    strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
+    strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+                                               extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 

From bb8acc61db3685f09e34169c0e4f8bb17fac8588 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 15:09:17 +0100
Subject: [PATCH 0755/1495] Convert datadir within config to Path

(it's used as Path all the time!)
---
 freqtrade/configuration/configuration.py        | 2 +-
 freqtrade/configuration/directory_operations.py | 4 ++--
 freqtrade/data/dataprovider.py                  | 3 +--
 freqtrade/utils.py                              | 9 ++++-----
 tests/test_configuration.py                     | 2 +-
 5 files changed, 9 insertions(+), 11 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 001e89303..f73b52c10 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -403,7 +403,7 @@ class Configuration:
             config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
         else:
             # Fall back to /dl_path/pairs.json
-            pairs_file = Path(config['datadir']) / "pairs.json"
+            pairs_file = config['datadir'] / "pairs.json"
             if pairs_file.exists():
                 with pairs_file.open('r') as f:
                     config['pairs'] = json_load(f)
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 3dd76a025..556f27742 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -9,7 +9,7 @@ from freqtrade.constants import USER_DATA_FILES
 logger = logging.getLogger(__name__)
 
 
-def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str:
+def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Path:
 
     folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
     if not datadir:
@@ -20,7 +20,7 @@ def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str
     if not folder.is_dir():
         folder.mkdir(parents=True)
         logger.info(f'Created data directory: {datadir}')
-    return str(folder)
+    return folder
 
 
 def create_userdata_dir(directory: str, create_dir=False) -> Path:
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 7b7159145..2964d1cb7 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,7 +5,6 @@ including Klines, tickers, historic data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
@@ -65,7 +64,7 @@ class DataProvider:
         """
         return load_pair_history(pair=pair,
                                  timeframe=timeframe or self._config['ticker_interval'],
-                                 datadir=Path(self._config['datadir'])
+                                 datadir=self._config['datadir']
                                  )
 
     def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 9e01c7ea6..2ae9e1ecb 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -191,9 +191,8 @@ def start_download_data(args: Dict[str, Any]) -> None:
             "Downloading data requires a list of pairs. "
             "Please check the documentation on how to configure this.")
 
-    dl_path = Path(config['datadir'])
     logger.info(f'About to download pairs: {config["pairs"]}, '
-                f'intervals: {config["timeframes"]} to {dl_path}')
+                f'intervals: {config["timeframes"]} to {config["datadir"]}')
 
     pairs_not_available: List[str] = []
 
@@ -203,17 +202,17 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
-                exchange, pairs=config["pairs"], datadir=Path(config['datadir']),
+                exchange, pairs=config["pairs"], datadir=config['datadir'],
                 timerange=timerange, erase=config.get("erase"))
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
                 pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 292d53315..6564417b3 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -977,7 +977,7 @@ def test_pairlist_resolving_fallback(mocker):
 
     assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
     assert config['exchange']['name'] == 'binance'
-    assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")
+    assert config['datadir'] == Path.cwd() / "user_data/data/binance"
 
 
 @pytest.mark.parametrize("setting", [

From ecbb77c17fa3130e2d3dbef2044a7c2d8447685b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 15:13:55 +0100
Subject: [PATCH 0756/1495] Add forgotten option

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 85089af9c..62081194f 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -37,7 +37,7 @@ def init_plotscript(config):
     timerange = TimeRange.parse_timerange(config.get("timerange"))
 
     tickers = history.load_data(
-        datadir=Path(str(config.get("datadir"))),
+        datadir=config.get("datadir"),
         pairs=pairs,
         timeframe=config.get('ticker_interval', '5m'),
         timerange=timerange,

From c6b9c8eca0722305f6d450cf7d9cada9cae216ea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 19:32:31 +0100
Subject: [PATCH 0757/1495] Forgot to save

---
 freqtrade/edge/__init__.py        | 4 ++--
 freqtrade/optimize/backtesting.py | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index e56071a98..e1dfe8e25 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -96,7 +96,7 @@ class Edge:
 
         if self._refresh_pairs:
             history.refresh_data(
-                datadir=Path(self.config['datadir']),
+                datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
                 timeframe=self.strategy.ticker_interval,
@@ -104,7 +104,7 @@ class Edge:
             )
 
         data = history.load_data(
-            datadir=Path(self.config['datadir']),
+            datadir=self.config['datadir'],
             pairs=pairs,
             timeframe=self.strategy.ticker_interval,
             timerange=self._timerange,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 726257cdd..630cd106f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -109,7 +109,7 @@ class Backtesting:
             'timerange') is None else str(self.config.get('timerange')))
 
         data = history.load_data(
-            datadir=Path(self.config['datadir']),
+            datadir=self.config['datadir'],
             pairs=self.config['exchange']['pair_whitelist'],
             timeframe=self.timeframe,
             timerange=timerange,

From 0ac5e5035c499e07569f63dca45ac11938a601c3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 20:43:31 +0100
Subject: [PATCH 0758/1495] Remove unused import

---
 freqtrade/edge/__init__.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index e1dfe8e25..9ad2485ef 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -1,7 +1,6 @@
 # pragma pylint: disable=W0603
 """ Edge positioning package """
 import logging
-from pathlib import Path
 from typing import Any, Dict, NamedTuple
 
 import arrow

From 690eb2a52b1883e3faff22a29a2f68dcaad4aa2f Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 24 Dec 2019 07:19:35 +0300
Subject: [PATCH 0759/1495] configuration.md reviewed

---
 docs/configuration.md | 39 +++++++++++++++++++++------------------
 1 file changed, 21 insertions(+), 18 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 8ae824277..b3292ee74 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -388,48 +388,51 @@ The valid values are:
 
 ## Prices used for orders
 
-Prices for regular orders can be controlled via the parameter structures `bid_strategy` for Buying, and `ask_strategy` for selling.
-Prices are always retrieved right before an order is placed, either by querying the `fetch_ticker()` endpoint of the exchange (usually `/ticker`), or by using the orderbook.
+Prices for regular orders can be controlled via the parameter structures `bid_strategy` for buying and `ask_strategy` for selling.
+Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.
+
+!!! Note
+    Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
 
 ### Buy price
 
 #### Check depth of market
 
-When enabling `bid_strategy.check_depth_of_market.enabled=True`, then buy signals will be filtered based on the orderbook size for each size (sum of all amounts).
-Orderbook bid size is then divided by Orderbook ask size - and the resulting delta is compared to `bid_strategy.check_depth_of_market.bids_to_ask_delta`, and a buy is only executed if the orderbook delta is bigger or equal to the configured delta.
+When check depth of market is enabled (i.e. `bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
+
+Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
 
 !!! Note
-    A calculated delta below 1 means that sell order size is greater, while value greater than 1 means buy order size is higher
+    A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
 
 #### Buy price with Orderbook enabled
 
-When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook.
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the `bid` (buy) side of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
-#### Buy price without Orderbook
+#### Buy price without Orderbook enabled
 
-When not using orderbook (`bid_strategy.use_order_book=False`), then Freqtrade will use the best `ask` price based on a call to `fetch_ticker()` if it's below the `last` traded price.
-Otherwise, it'll calculate a rate between `ask` and `last` price.
+When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `ask` (sell) price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `ask` price is not below the `last` price), it calculates a rate between `ask` and `last` price.
 
-The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, `1.0` will use the `last` price and values between those interpolate between ask and last
-price.
-Using `ask` price will guarantee quick success in bid, but bot will also end up paying more than what would have been necessary.
+The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
+
+Using `ask` price often guarantees quicker success in the bid, but the bot can also end up paying more than what would have been necessary.
 
 ### Sell price
 
 #### Sell price with Orderbook enabled
 
-When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility based on the strategy configuration and will place a sell order at the first profitable spot.
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
+
+The idea here is to place the sell order early, to be ahead in the queue.
 
-The idea here is to place the sell-order early, to be ahead in the queue.
 A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
 
 !!! Warning "Orderbook and stoploss_on_exchange"
-    Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be need to be cancelled as soon as the order is placed.
+    Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
 
+#### Sell price without Orderbook enabled
 
-#### Sell price without orderbook
-
-When not using orderbook (`ask_strategy.use_order_book=False`), then the best `bid` will be used as sell rate based on a call to `fetch_ticker()`.
+When not using orderbook (`ask_strategy.use_order_book=False`), the `bid` price from the ticker will be used as the sell price.
 
 ## Pairlists
 

From f487dac047bfb1d61a93c5f45d9a08ddfcdab5bc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 06:27:11 +0100
Subject: [PATCH 0760/1495] FIx bug in dry-run wallets causing balances to stay
 there after trades are sold

---
 freqtrade/wallets.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index dd706438f..54c3f9138 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -58,13 +58,15 @@ class Wallets:
         - Subtract currently tied up stake_amount in open trades
         - update balances for currencies currently in trades
         """
+        # Recreate _wallets to reset closed trade balances
+        _wallets = {}
         closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
         open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
         tot_profit = sum([trade.calc_profit() for trade in closed_trades])
         tot_in_trades = sum([trade.stake_amount for trade in open_trades])
 
         current_stake = self.start_cap + tot_profit - tot_in_trades
-        self._wallets[self._config['stake_currency']] = Wallet(
+        _wallets[self._config['stake_currency']] = Wallet(
             self._config['stake_currency'],
             current_stake,
             0,
@@ -73,12 +75,13 @@ class Wallets:
 
         for trade in open_trades:
             curr = trade.pair.split('/')[0]
-            self._wallets[curr] = Wallet(
+            _wallets[curr] = Wallet(
                 curr,
                 trade.amount,
                 0,
                 trade.amount
             )
+        self._wallets = _wallets
 
     def _update_live(self) -> None:
 

From 33cfeaf9b01a51fc16d3dd9a437a6ffc5c670955 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 06:31:05 +0100
Subject: [PATCH 0761/1495] Remove i.e.  where it doesn't fit

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

diff --git a/docs/configuration.md b/docs/configuration.md
index b3292ee74..b1b03c721 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -398,7 +398,7 @@ Prices are always retrieved right before an order is placed, either by querying
 
 #### Check depth of market
 
-When check depth of market is enabled (i.e. `bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
+When check depth of market is enabled (`bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
 
 Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
 

From b8442d536a41e4b93872618f38239fadcaa20f28 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 06:47:25 +0100
Subject: [PATCH 0762/1495] Update integration test to also test
 dry-run-wallets

---
 tests/test_integration.py | 29 ++++++++++++++++++++++++++---
 1 file changed, 26 insertions(+), 3 deletions(-)

diff --git a/tests/test_integration.py b/tests/test_integration.py
index 728e96d55..c5d08ec22 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -118,12 +118,10 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     default_conf['max_open_trades'] = 5
     default_conf['forcebuy_enable'] = True
     default_conf['stake_amount'] = 'unlimited'
+    default_conf['dry_run_wallet'] = 1000
     default_conf['exchange']['name'] = 'binance'
     default_conf['telegram']['enabled'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
-    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(
-        side_effect=[1000, 800, 600, 400, 200]
-    ))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_ticker=ticker,
@@ -138,6 +136,14 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
         update_trade_state=MagicMock(),
         _notify_sell=MagicMock(),
     )
+    should_sell_mock = MagicMock(side_effect=[
+        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
+        SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL),
+        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
+        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
+        SellCheckTuple(sell_flag=None, sell_type=SellType.NONE)]
+    )
+    mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(freqtrade)
@@ -158,3 +164,20 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
 
     for trade in trades:
         assert trade.stake_amount == 200
+        # Reset trade open order id's
+        trade.open_order_id = None
+    trades = Trade.get_open_trades()
+    assert len(trades) == 5
+    bals = freqtrade.wallets.get_all_balances()
+
+    freqtrade.process_maybe_execute_sells(trades)
+    trades = Trade.get_open_trades()
+    # One trade sold
+    assert len(trades) == 4
+    # Validate that balance of sold trade is not in dry-run balances anymore.
+    bals2 = freqtrade.wallets.get_all_balances()
+    assert bals != bals2
+    assert len(bals) == 6
+    assert len(bals2) == 5
+    assert 'LTC' in bals
+    assert 'LTC' not in bals2

From a105e5664a3d166a2c641a0da8ce10fea5f55d7b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 06:58:30 +0100
Subject: [PATCH 0763/1495] Align /balance output to show everything in stake
 currency

the conversation to BTC does not make sense
---
 freqtrade/rpc/rpc.py           | 3 ++-
 freqtrade/rpc/telegram.py      | 4 ++--
 tests/rpc/test_rpc_telegram.py | 2 +-
 3 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3b4b7570a..d6d442df5 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -341,13 +341,14 @@ class RPC:
                 raise RPCException('All balances are zero.')
 
         symbol = fiat_display_currency
-        value = self._fiat_converter.convert_amount(total, 'BTC',
+        value = self._fiat_converter.convert_amount(total, stake_currency,
                                                     symbol) if self._fiat_converter else 0
         return {
             'currencies': output,
             'total': total,
             'symbol': symbol,
             'value': value,
+            'stake': stake_currency,
             'note': 'Simulated balances' if self._freqtrade.config.get('dry_run', False) else ''
         }
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e0e2afd7b..e9ecdcff6 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -335,7 +335,7 @@ class Telegram(RPC):
             output = ''
             if self._config['dry_run']:
                 output += (
-                    f"*Warning:*Simulated balances in Dry Mode.\n"
+                    f"*Warning:* Simulated balances in Dry Mode.\n"
                     "This mode is still experimental!\n"
                     "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
@@ -358,7 +358,7 @@ class Telegram(RPC):
                     output += curr_output
 
             output += "\n*Estimated Value*:\n" \
-                      "\t`BTC: {total: .8f}`\n" \
+                      "\t`{stake}: {total: .8f}`\n" \
                       "\t`{symbol}: {value: .2f}`\n".format(**result)
             self._send_msg(output)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b02f11394..8126ab64c 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -534,7 +534,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
-    assert "*Warning:*Simulated balances in Dry Mode." in result
+    assert "*Warning:* Simulated balances in Dry Mode." in result
     assert "Starting capital: `1000` BTC" in result
 
 

From 83ed0b38c1d2fdd4305ad0c7d332ef944b24ebea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 07:10:57 +0100
Subject: [PATCH 0764/1495] Wordwrap before keep it secret

---
 docs/configuration.md | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 43964e882..2f61343db 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -38,8 +38,8 @@ The prevelance for all Options is as follows:
 
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
 
-|  Command | Description |
-|----------|-------------|
+|  Parameter | Description |
+|------------|-------------|
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
@@ -72,9 +72,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). 
       ***Datatype:*** *String*
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
       ***Datatype:*** *Boolean*
-| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
 | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
@@ -84,8 +84,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
 | `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.*  
       ***Datatype:*** *List of Dicts*
 | `telegram.enabled` | Enable the usage of Telegram. 
       ***Datatype:*** *Boolean*
-| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
+| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
 | `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
@@ -93,9 +93,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Boolean*
 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *IPv4*
-| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Integer between 1024 and 65535*
-| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
-| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
+| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
      ***Datatype:*** *Integer between 1024 and 65535*
+| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
+| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
 | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       ***Datatype:*** *String, SQLAlchemy connect string*
 | `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.* 
       ***Datatype:*** *Enum, either `stopped` or `running`*
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       ***Datatype:*** *Boolean*

From 48935d2932ca5b3317463bf78f3dda397eaf5126 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 07:25:18 +0100
Subject: [PATCH 0765/1495] Align edge documentation to configuration page

---
 docs/edge.md | 153 ++++++++++++++++++---------------------------------
 1 file changed, 54 insertions(+), 99 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index c7b088476..769e48927 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -1,4 +1,4 @@
-#  Edge positioning
+# Edge positioning
 
 This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
 
@@ -9,6 +9,7 @@ This page explains how to use Edge Positioning module in your bot in order to en
     Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
 
 ## Introduction
+
 Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.
 
 But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10$, tails: you give me 10$. Is it an interesting game? No, it's quite boring, isn't it?
@@ -22,43 +23,61 @@ Let's complicate it more: you win 80% of the time but only 2$, I win 20% of the
 The question is: How do you calculate that? How do you know if you wanna play?
 
 The answer comes to two factors:
+
 - Win Rate
 - Risk Reward Ratio
 
 ### Win Rate
+
 Win Rate (*W*) is is the mean over some amount of trades (*N*) what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only if you won or not).
 
-    W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
+```
+W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
+```
 
 Complementary Loss Rate (*L*) is defined as
 
-    L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
+```
+L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
+```
 
 or, which is the same, as
 
-    L = 1 – W
+```
+L = 1 – W
+```
 
 ### Risk Reward Ratio
+
 Risk Reward Ratio (*R*) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:
 
-    R = Profit / Loss
+```
+R = Profit / Loss
+```
 
 Over time, on many trades, you can calculate your risk reward by dividing your average profit on winning trades by your average loss on losing trades:
 
-    Average profit = (Sum of profits) / (Number of winning trades)
+```
+Average profit = (Sum of profits) / (Number of winning trades)
 
-    Average loss = (Sum of losses) / (Number of losing trades)
+Average loss = (Sum of losses) / (Number of losing trades)
 
-    R = (Average profit) / (Average loss)
+R = (Average profit) / (Average loss)
+```
 
 ### Expectancy
+
 At this point we can combine *W* and *R* to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades and subtracting the percentage of losing trades, which is calculated as follows:
 
-    Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
+```
+Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
+```
 
 So lets say your Win rate is 28% and your Risk Reward Ratio is 5:
 
-    Expectancy = (5 X 0.28) – 0.72 = 0.68
+```
+Expectancy = (5 X 0.28) – 0.72 = 0.68
+```
 
 Superficially, this means that on average you expect this strategy’s trades to return .68 times the size of your loses. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
 
@@ -69,6 +88,7 @@ You can also use this value to evaluate the effectiveness of modifications to th
 **NOTICE:** It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
 
 ## How does it work?
+
 If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
 
 | Pair   |      Stoploss      |  Win Rate | Risk Reward Ratio | Expectancy |
@@ -83,6 +103,7 @@ The goal here is to find the best stoploss for the strategy in order to have the
 Edge module then forces stoploss value it evaluated to your strategy dynamically.
 
 ### Position size
+
 Edge also dictates the stake amount for each trade to the bot according to the following factors:
 
 - Allowed capital at risk
@@ -90,13 +111,17 @@ Edge also dictates the stake amount for each trade to the bot according to the f
 
 Allowed capital at risk is calculated as follows:
 
-    Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
+```
+Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
+```
 
 Stoploss is calculated as described above against historical data.
 
 Your position size then will be:
 
-    Position size = (Allowed capital at risk) / Stoploss
+```
+Position size = (Allowed capital at risk) / Stoploss
+```
 
 Example:
 
@@ -115,100 +140,30 @@ Available capital doesn’t change before a position is sold. Let’s assume tha
 So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be **0.055 / 0.02 = 2.75 ETH**.
 
 ## Configurations
+
 Edge module has following configuration options:
 
-#### enabled
-If true, then Edge will run periodically.
-
-(defaults to false)
-
-#### process_throttle_secs
-How often should Edge run in seconds?
-
-(defaults to 3600 so one hour)
-
-#### calculate_since_number_of_days
-Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy
-Note that it downloads historical data so increasing this number would lead to slowing down the bot.
-
-(defaults to 7)
-
-#### capital_available_percentage
-This is the percentage of the total capital on exchange in stake currency.
-
-As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.
-
-(defaults to 0.5)
-
-#### allowed_risk
-Percentage of allowed risk per trade.
-
-(defaults to 0.01 so 1%)
-
-#### stoploss_range_min
-
-Minimum stoploss.
-
-(defaults to -0.01)
-
-#### stoploss_range_max
-
-Maximum stoploss.
-
-(defaults to -0.10)
-
-#### stoploss_range_step
-
-As an example if this is set to -0.01 then Edge will test the strategy for \[-0.01, -0,02, -0,03 ..., -0.09, -0.10\] ranges.
-Note than having a smaller step means having a bigger range which could lead to slow calculation.
-
-If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10.
-
-(defaults to -0.01)
-
-#### minimum_winrate
-
-It filters out pairs which don't have at least minimum_winrate.
-
-This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio.
-
-(defaults to 0.60)
-
-#### minimum_expectancy
-
-It filters out pairs which have the expectancy lower than this number.
-
-Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.
-
-(defaults to 0.20)
-
-#### min_trade_number
-
-When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable.
-
-Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something.
-
-(defaults to 10, it is highly recommended not to decrease this number)
-
-#### max_trade_duration_minute
-
-Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
-
-**NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
-
-(defaults to 1 day, i.e. to 60 * 24 = 1440 minutes)
-
-#### remove_pumps
-
-Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
-
-(defaults to false)
+|  Parameter | Description |
+|------------|-------------|
+| `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       ***Datatype:*** *Integer*
+| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7` (once per hour).* 
       ***Datatype:*** *Integer*
+| `capital_available_percentage` | This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5` (once per hour).* 
       ***Datatype:*** *Float*
+| `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       ***Datatype:*** *Float*
+| `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       ***Datatype:*** *Float*
+| `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       ***Datatype:*** *Float*
+| `stoploss_range_step` | As an example if this is set to -0.01 then Edge will test the strategy for `[-0.01, -0,02, -0,03 ..., -0.09, -0.10]` ranges. 
       **Note** than having a smaller step means having a bigger range which could lead to slow calculation. 
       If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. 
      *Defaults to `-0.001`.* 
       ***Datatype:*** *Float*
+| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. 
      This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. 
      *Defaults to `0.60`.* 
       ***Datatype:*** *Float*
+| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. 
      Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. 
      *Defaults to `0.20`.* 
       ***Datatype:*** *Float*
+| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. 
      Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. 
      *Defaults to `10` (it is highly recommended not to decrease this number).* 
       ***Datatype:*** *Integer*
+| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
      **NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
      *Defaults to `1440` (one day).* 
       ***Datatype:*** *Integer*
+| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
 
 ## Running Edge independently
 
 You can run Edge independently in order to see in details the result. Here is an example:
 
-```bash
+``` bash
 freqtrade edge
 ```
 

From a68445692bfdde1d9407a8d3bc1f82d785cd3def Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Dec 2019 16:08:33 +0100
Subject: [PATCH 0766/1495] Add first steps for list-strategies

---
 freqtrade/configuration/arguments.py | 19 ++++++++++++++++---
 freqtrade/utils.py                   |  8 ++++++++
 2 files changed, 24 insertions(+), 3 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 41c5c3957..5f7bc74f1 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -30,6 +30,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
+ARGS_LIST_STRATEGIES = ["strategy_path"]
+
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 
 ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
@@ -62,7 +64,8 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
-                    "hyperopt-list", "hyperopt-show", "plot-dataframe", "plot-profit"]
+                    "list-strategies", "hyperopt-list", "hyperopt-show", "plot-dataframe",
+                    "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
@@ -131,8 +134,9 @@ class Arguments:
         from freqtrade.utils import (start_create_userdir, start_download_data,
                                      start_hyperopt_list, start_hyperopt_show,
                                      start_list_exchanges, start_list_markets,
-                                     start_new_hyperopt, start_new_strategy,
-                                     start_list_timeframes, start_test_pairlist, start_trading)
+                                     start_list_strategies, start_new_hyperopt,
+                                     start_new_strategy, start_list_timeframes,
+                                     start_test_pairlist, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
         subparsers = self.parser.add_subparsers(dest='command',
@@ -185,6 +189,15 @@ class Arguments:
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
+        # Add list-strategies subcommand
+        list_strategies_cmd = subparsers.add_parser(
+            'list-strategies',
+            help='Print available strategies.',
+            parents=[_common_parser],
+        )
+        list_strategies_cmd.set_defaults(func=start_list_strategies)
+        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
+
         # Add list-exchanges subcommand
         list_exchanges_cmd = subparsers.add_parser(
             'list-exchanges',
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 18966c574..c5fc47a74 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -224,6 +224,14 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
+def start_list_strategies(args: Dict[str, Any]) -> None:
+    """
+    Print Strategies available in a folder
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+    print(config)
+
+
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
     Print ticker intervals (timeframes) available on Exchange

From eb1040ddb7445a49168792871ab417360bdfa4a1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 13:34:37 +0100
Subject: [PATCH 0767/1495] Convert resolvers to classmethods

---
 freqtrade/resolvers/exchange_resolver.py |  1 +
 freqtrade/resolvers/hyperopt_resolver.py | 23 +++++++++-------
 freqtrade/resolvers/iresolver.py         | 34 +++++++++++++-----------
 freqtrade/resolvers/pairlist_resolver.py |  6 +++--
 freqtrade/resolvers/strategy_resolver.py | 12 +++++----
 tests/strategy/test_strategy.py          |  2 --
 6 files changed, 43 insertions(+), 35 deletions(-)

diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py
index e28a5cf80..2b6a731a9 100644
--- a/freqtrade/resolvers/exchange_resolver.py
+++ b/freqtrade/resolvers/exchange_resolver.py
@@ -14,6 +14,7 @@ class ExchangeResolver(IResolver):
     """
     This class contains all the logic to load a custom exchange class
     """
+    object_type = Exchange
 
     @staticmethod
     def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 0726b0627..b9c750251 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -20,6 +20,7 @@ class HyperOptResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt class
     """
+    object_type = IHyperOpt
 
     @staticmethod
     def load_hyperopt(config: Dict) -> IHyperOpt:
@@ -59,12 +60,13 @@ class HyperOptResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
-        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
-                                                 user_subdir=USERPATH_HYPEROPTS,
-                                                 extra_dir=extra_dir)
+        abs_paths = HyperOptResolver.build_search_paths(config, current_path=current_path,
+                                                        user_subdir=USERPATH_HYPEROPTS,
+                                                        extra_dir=extra_dir)
 
-        hyperopt = IResolver._load_object(paths=abs_paths, object_type=IHyperOpt,
-                                          object_name=hyperopt_name, kwargs={'config': config})
+        hyperopt = HyperOptResolver._load_object(paths=abs_paths,
+                                                 object_name=hyperopt_name,
+                                                 kwargs={'config': config})
         if hyperopt:
             return hyperopt
         raise OperationalException(
@@ -77,6 +79,7 @@ class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
     """
+    object_type = IHyperOptLoss
 
     @staticmethod
     def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
@@ -113,12 +116,12 @@ class HyperOptLossResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
-        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
-                                                 user_subdir=USERPATH_HYPEROPTS,
-                                                 extra_dir=extra_dir)
+        abs_paths = HyperOptLossResolver.build_search_paths(config, current_path=current_path,
+                                                            user_subdir=USERPATH_HYPEROPTS,
+                                                            extra_dir=extra_dir)
 
-        hyperoptloss = IResolver._load_object(paths=abs_paths, object_type=IHyperOptLoss,
-                                              object_name=hyper_loss_name)
+        hyperoptloss = HyperOptLossResolver._load_object(paths=abs_paths,
+                                                         object_name=hyper_loss_name)
         if hyperoptloss:
             return hyperoptloss
 
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 0b986debb..11937c1da 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -7,7 +7,7 @@ import importlib.util
 import inspect
 import logging
 from pathlib import Path
-from typing import Any, List, Optional, Tuple, Union, Generator
+from typing import Any, Generator, List, Optional, Tuple, Type, Union
 
 logger = logging.getLogger(__name__)
 
@@ -16,6 +16,8 @@ class IResolver:
     """
     This class contains all the logic to load custom classes
     """
+    # Childclasses need to override this
+    object_type: Type[Any]
 
     @staticmethod
     def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
@@ -32,12 +34,11 @@ class IResolver:
 
         return abs_paths
 
-    @staticmethod
-    def _get_valid_object(object_type, module_path: Path,
+    @classmethod
+    def _get_valid_object(cls, module_path: Path,
                           object_name: str) -> Generator[Any, None, None]:
         """
         Generator returning objects with matching object_type and object_name in the path given.
-        :param object_type: object_type (class)
         :param module_path: absolute path to the module
         :param object_name: Class name of the object
         :return: generator containing matching objects
@@ -55,19 +56,21 @@ class IResolver:
 
         valid_objects_gen = (
             obj for name, obj in inspect.getmembers(module, inspect.isclass)
-            if object_name == name and object_type in obj.__bases__
+            if object_name == name and cls.object_type in obj.__bases__
         )
         return valid_objects_gen
 
-    @staticmethod
-    def _search_object(directory: Path, object_type, object_name: str,
+    @classmethod
+    def _search_object(cls, directory: Path, object_name: str,
                        kwargs: dict = {}) -> Union[Tuple[Any, Path], Tuple[None, None]]:
         """
         Search for the objectname in the given directory
         :param directory: relative or absolute directory path
+        :param object_name: ClassName of the object to load
         :return: object instance
         """
-        logger.debug("Searching for %s %s in '%s'", object_type.__name__, object_name, directory)
+        logger.debug("Searching for %s %s in '%s'",
+                     cls.object_type.__name__, object_name, directory)
         for entry in directory.iterdir():
             # Only consider python files
             if not str(entry).endswith('.py'):
@@ -75,14 +78,14 @@ class IResolver:
                 continue
             module_path = entry.resolve()
 
-            obj = next(IResolver._get_valid_object(object_type, module_path, object_name), None)
+            obj = next(cls._get_valid_object(module_path, object_name), None)
 
             if obj:
                 return (obj(**kwargs), module_path)
         return (None, None)
 
-    @staticmethod
-    def _load_object(paths: List[Path], object_type, object_name: str,
+    @classmethod
+    def _load_object(cls, paths: List[Path], object_name: str,
                      kwargs: dict = {}) -> Optional[Any]:
         """
         Try to load object from path list.
@@ -90,13 +93,12 @@ class IResolver:
 
         for _path in paths:
             try:
-                (module, module_path) = IResolver._search_object(directory=_path,
-                                                                 object_type=object_type,
-                                                                 object_name=object_name,
-                                                                 kwargs=kwargs)
+                (module, module_path) = cls._search_object(directory=_path,
+                                                           object_name=object_name,
+                                                           kwargs=kwargs)
                 if module:
                     logger.info(
-                        f"Using resolved {object_type.__name__.lower()[1:]} {object_name} "
+                        f"Using resolved {cls.object_type.__name__.lower()[1:]} {object_name} "
                         f"from '{module_path}'...")
                     return module
             except FileNotFoundError:
diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py
index 611660ff4..00ebc03aa 100644
--- a/freqtrade/resolvers/pairlist_resolver.py
+++ b/freqtrade/resolvers/pairlist_resolver.py
@@ -17,6 +17,7 @@ class PairListResolver(IResolver):
     """
     This class contains all the logic to load custom PairList class
     """
+    object_type = IPairList
 
     @staticmethod
     def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
@@ -53,8 +54,9 @@ class PairListResolver(IResolver):
         abs_paths = IResolver.build_search_paths(config, current_path=current_path,
                                                  user_subdir=None, extra_dir=None)
 
-        pairlist = IResolver._load_object(paths=abs_paths, object_type=IPairList,
-                                          object_name=pairlist_name, kwargs=kwargs)
+        pairlist = PairListResolver._load_object(paths=abs_paths,
+                                                 object_name=pairlist_name,
+                                                 kwargs=kwargs)
         if pairlist:
             return pairlist
         raise OperationalException(
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 6d3fe5ff9..654103377 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -22,6 +22,7 @@ class StrategyResolver(IResolver):
     """
     This class contains the logic to load custom strategy class
     """
+    object_type = IStrategy
 
     @staticmethod
     def load_strategy(config: Optional[Dict] = None) -> IStrategy:
@@ -134,9 +135,9 @@ class StrategyResolver(IResolver):
         """
         current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
-        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
-                                                 user_subdir=constants.USERPATH_STRATEGY,
-                                                 extra_dir=extra_dir)
+        abs_paths = StrategyResolver.build_search_paths(config, current_path=current_path,
+                                                        user_subdir=constants.USERPATH_STRATEGY,
+                                                        extra_dir=extra_dir)
 
         if ":" in strategy_name:
             logger.info("loading base64 encoded strategy")
@@ -154,8 +155,9 @@ class StrategyResolver(IResolver):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.resolve())
 
-        strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
-                                          object_name=strategy_name, kwargs={'config': config})
+        strategy = StrategyResolver._load_object(paths=abs_paths,
+                                                 object_name=strategy_name,
+                                                 kwargs={'config': config})
         if strategy:
             strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index ce7ac1741..dba816621 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -20,7 +20,6 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_type=IStrategy,
         kwargs={'config': default_config},
         object_name='DefaultStrategy'
     )
@@ -28,7 +27,6 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_type=IStrategy,
         kwargs={'config': default_config},
         object_name='NotFoundStrategy'
     )

From 25e6d6a7bfdea9bd74b6f06375c4e11df2f903b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 13:54:46 +0100
Subject: [PATCH 0768/1495] Combine load_object methods into one

---
 freqtrade/resolvers/hyperopt_resolver.py | 70 +++++-------------------
 freqtrade/resolvers/iresolver.py         | 36 +++++++++++-
 freqtrade/resolvers/pairlist_resolver.py | 42 ++++----------
 freqtrade/resolvers/strategy_resolver.py | 16 ++++--
 tests/optimize/test_hyperopt.py          |  4 +-
 5 files changed, 68 insertions(+), 100 deletions(-)

diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index b9c750251..c26fd09f2 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -5,7 +5,7 @@ This module load custom hyperopt
 """
 import logging
 from pathlib import Path
-from typing import Optional, Dict
+from typing import Dict
 
 from freqtrade import OperationalException
 from freqtrade.constants import DEFAULT_HYPEROPT_LOSS, USERPATH_HYPEROPTS
@@ -21,6 +21,9 @@ class HyperOptResolver(IResolver):
     This class contains all the logic to load custom hyperopt class
     """
     object_type = IHyperOpt
+    object_type_str = "Hyperopt"
+    user_subdir = USERPATH_HYPEROPTS
+    initial_search_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
     @staticmethod
     def load_hyperopt(config: Dict) -> IHyperOpt:
@@ -34,8 +37,9 @@ class HyperOptResolver(IResolver):
 
         hyperopt_name = config['hyperopt']
 
-        hyperopt = HyperOptResolver._load_hyperopt(hyperopt_name, config,
-                                                   extra_dir=config.get('hyperopt_path'))
+        hyperopt = HyperOptResolver.load_object(hyperopt_name, config,
+                                                kwargs={'config': config},
+                                                extra_dir=config.get('hyperopt_path'))
 
         if not hasattr(hyperopt, 'populate_indicators'):
             logger.warning("Hyperopt class does not provide populate_indicators() method. "
@@ -48,38 +52,15 @@ class HyperOptResolver(IResolver):
                            "Using populate_sell_trend from the strategy.")
         return hyperopt
 
-    @staticmethod
-    def _load_hyperopt(
-            hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
-        """
-        Search and loads the specified hyperopt.
-        :param hyperopt_name: name of the module to import
-        :param config: configuration dictionary
-        :param extra_dir: additional directory to search for the given hyperopt
-        :return: HyperOpt instance or None
-        """
-        current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
-
-        abs_paths = HyperOptResolver.build_search_paths(config, current_path=current_path,
-                                                        user_subdir=USERPATH_HYPEROPTS,
-                                                        extra_dir=extra_dir)
-
-        hyperopt = HyperOptResolver._load_object(paths=abs_paths,
-                                                 object_name=hyperopt_name,
-                                                 kwargs={'config': config})
-        if hyperopt:
-            return hyperopt
-        raise OperationalException(
-            f"Impossible to load Hyperopt '{hyperopt_name}'. This class does not exist "
-            "or contains Python code errors."
-        )
-
 
 class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
     """
     object_type = IHyperOptLoss
+    object_type_str = "HyperoptLoss"
+    user_subdir = USERPATH_HYPEROPTS
+    initial_search_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
     @staticmethod
     def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
@@ -92,8 +73,9 @@ class HyperOptLossResolver(IResolver):
         # default hyperopt loss
         hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
 
-        hyperoptloss = HyperOptLossResolver._load_hyperoptloss(
-            hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
+        hyperoptloss = HyperOptLossResolver.load_object(hyperoptloss_name,
+                                                        config, kwargs={},
+                                                        extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
         hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
@@ -103,29 +85,3 @@ class HyperOptLossResolver(IResolver):
                 f"Found HyperoptLoss class {hyperoptloss_name} does not "
                 "implement `hyperopt_loss_function`.")
         return hyperoptloss
-
-    @staticmethod
-    def _load_hyperoptloss(hyper_loss_name: str, config: Dict,
-                           extra_dir: Optional[str] = None) -> IHyperOptLoss:
-        """
-        Search and loads the specified hyperopt loss class.
-        :param hyper_loss_name: name of the module to import
-        :param config: configuration dictionary
-        :param extra_dir: additional directory to search for the given hyperopt
-        :return: HyperOptLoss instance or None
-        """
-        current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
-
-        abs_paths = HyperOptLossResolver.build_search_paths(config, current_path=current_path,
-                                                            user_subdir=USERPATH_HYPEROPTS,
-                                                            extra_dir=extra_dir)
-
-        hyperoptloss = HyperOptLossResolver._load_object(paths=abs_paths,
-                                                         object_name=hyper_loss_name)
-        if hyperoptloss:
-            return hyperoptloss
-
-        raise OperationalException(
-            f"Impossible to load HyperoptLoss '{hyper_loss_name}'. This class does not exist "
-            "or contains Python code errors."
-        )
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 11937c1da..0101e37a3 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -9,6 +9,8 @@ import logging
 from pathlib import Path
 from typing import Any, Generator, List, Optional, Tuple, Type, Union
 
+from freqtrade import OperationalException
+
 logger = logging.getLogger(__name__)
 
 
@@ -18,12 +20,15 @@ class IResolver:
     """
     # Childclasses need to override this
     object_type: Type[Any]
+    object_type_str: str
+    user_subdir: Optional[str] = None
+    initial_search_path: Path
 
-    @staticmethod
-    def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
+    @classmethod
+    def build_search_paths(cls, config, user_subdir: Optional[str] = None,
                            extra_dir: Optional[str] = None) -> List[Path]:
 
-        abs_paths: List[Path] = [current_path]
+        abs_paths: List[Path] = [cls.initial_search_path]
 
         if user_subdir:
             abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir))
@@ -105,3 +110,28 @@ class IResolver:
                 logger.warning('Path "%s" does not exist.', _path.resolve())
 
         return None
+
+    @classmethod
+    def load_object(cls, object_name: str, config: dict, kwargs: dict,
+                    extra_dir: Optional[str] = None) -> Any:
+        """
+        Search and loads the specified object as configured in hte child class.
+        :param objectname: name of the module to import
+        :param config: configuration dictionary
+        :param extra_dir: additional directory to search for the given pairlist
+        :raises: OperationalException if the class is invalid or does not exist.
+        :return: Object instance or None
+        """
+
+        abs_paths = cls.build_search_paths(config,
+                                           user_subdir=cls.user_subdir,
+                                           extra_dir=extra_dir)
+
+        pairlist = cls._load_object(paths=abs_paths, object_name=object_name,
+                                    kwargs=kwargs)
+        if pairlist:
+            return pairlist
+        raise OperationalException(
+            f"Impossible to load {cls.object_type_str} '{object_name}'. This class does not exist "
+            "or contains Python code errors."
+        )
diff --git a/freqtrade/resolvers/pairlist_resolver.py b/freqtrade/resolvers/pairlist_resolver.py
index 00ebc03aa..77db74084 100644
--- a/freqtrade/resolvers/pairlist_resolver.py
+++ b/freqtrade/resolvers/pairlist_resolver.py
@@ -6,7 +6,6 @@ This module load custom pairlists
 import logging
 from pathlib import Path
 
-from freqtrade import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import IResolver
 
@@ -18,6 +17,9 @@ class PairListResolver(IResolver):
     This class contains all the logic to load custom PairList class
     """
     object_type = IPairList
+    object_type_str = "Pairlist"
+    user_subdir = None
+    initial_search_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
 
     @staticmethod
     def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
@@ -32,34 +34,10 @@ class PairListResolver(IResolver):
         :param pairlist_pos: Position of the pairlist in the list of pairlists
         :return: initialized Pairlist class
         """
-
-        return PairListResolver._load_pairlist(pairlist_name, config,
-                                               kwargs={'exchange': exchange,
-                                                       'pairlistmanager': pairlistmanager,
-                                                       'config': config,
-                                                       'pairlistconfig': pairlistconfig,
-                                                       'pairlist_pos': pairlist_pos})
-
-    @staticmethod
-    def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
-        """
-        Search and loads the specified pairlist.
-        :param pairlist_name: name of the module to import
-        :param config: configuration dictionary
-        :param extra_dir: additional directory to search for the given pairlist
-        :return: PairList instance or None
-        """
-        current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
-
-        abs_paths = IResolver.build_search_paths(config, current_path=current_path,
-                                                 user_subdir=None, extra_dir=None)
-
-        pairlist = PairListResolver._load_object(paths=abs_paths,
-                                                 object_name=pairlist_name,
-                                                 kwargs=kwargs)
-        if pairlist:
-            return pairlist
-        raise OperationalException(
-            f"Impossible to load Pairlist '{pairlist_name}'. This class does not exist "
-            "or contains Python code errors."
-        )
+        return PairListResolver.load_object(pairlist_name, config,
+                                            kwargs={'exchange': exchange,
+                                                    'pairlistmanager': pairlistmanager,
+                                                    'config': config,
+                                                    'pairlistconfig': pairlistconfig,
+                                                    'pairlist_pos': pairlist_pos},
+                                            )
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 654103377..4fd5c586a 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -11,7 +11,9 @@ from inspect import getfullargspec
 from pathlib import Path
 from typing import Dict, Optional
 
-from freqtrade import constants, OperationalException
+from freqtrade import OperationalException
+from freqtrade.constants import (REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES,
+                                 USERPATH_STRATEGY)
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy.interface import IStrategy
 
@@ -23,6 +25,9 @@ class StrategyResolver(IResolver):
     This class contains the logic to load custom strategy class
     """
     object_type = IStrategy
+    object_type_str = "Strategy"
+    user_subdir = USERPATH_STRATEGY
+    initial_search_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
     @staticmethod
     def load_strategy(config: Optional[Dict] = None) -> IStrategy:
@@ -115,11 +120,11 @@ class StrategyResolver(IResolver):
 
     @staticmethod
     def _strategy_sanity_validations(strategy):
-        if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
+        if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
             raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-types mapping is incomplete.")
 
-        if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
+        if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
             raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-time-in-force mapping is incomplete.")
 
@@ -133,10 +138,9 @@ class StrategyResolver(IResolver):
         :param extra_dir: additional directory to search for the given strategy
         :return: Strategy instance or None
         """
-        current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
-        abs_paths = StrategyResolver.build_search_paths(config, current_path=current_path,
-                                                        user_subdir=constants.USERPATH_STRATEGY,
+        abs_paths = StrategyResolver.build_search_paths(config,
+                                                        user_subdir=USERPATH_STRATEGY,
                                                         extra_dir=extra_dir)
 
         if ":" in strategy_name:
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 9c6e73c53..fb492be35 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -159,7 +159,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     delattr(hyperopt, 'populate_buy_trend')
     delattr(hyperopt, 'populate_sell_trend')
     mocker.patch(
-        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
         MagicMock(return_value=hyperopt(default_conf))
     )
     default_conf.update({'hyperopt': 'DefaultHyperOpt'})
@@ -195,7 +195,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
 
     hl = DefaultHyperOptLoss
     mocker.patch(
-        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver.load_object',
         MagicMock(return_value=hl)
     )
     x = HyperOptLossResolver.load_hyperoptloss(default_conf)

From 5a11ca86bb69b1619cbba78cce05a205f669a67d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 14:01:28 +0100
Subject: [PATCH 0769/1495] Move instanciation out of search_object

---
 freqtrade/resolvers/iresolver.py | 13 ++++++-------
 tests/strategy/test_strategy.py  |  5 +----
 2 files changed, 7 insertions(+), 11 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 0101e37a3..bbdc8ca91 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -66,13 +66,13 @@ class IResolver:
         return valid_objects_gen
 
     @classmethod
-    def _search_object(cls, directory: Path, object_name: str,
-                       kwargs: dict = {}) -> Union[Tuple[Any, Path], Tuple[None, None]]:
+    def _search_object(cls, directory: Path, object_name: str
+                       ) -> Union[Tuple[Any, Path], Tuple[None, None]]:
         """
         Search for the objectname in the given directory
         :param directory: relative or absolute directory path
         :param object_name: ClassName of the object to load
-        :return: object instance
+        :return: object class
         """
         logger.debug("Searching for %s %s in '%s'",
                      cls.object_type.__name__, object_name, directory)
@@ -86,7 +86,7 @@ class IResolver:
             obj = next(cls._get_valid_object(module_path, object_name), None)
 
             if obj:
-                return (obj(**kwargs), module_path)
+                return (obj, module_path)
         return (None, None)
 
     @classmethod
@@ -99,13 +99,12 @@ class IResolver:
         for _path in paths:
             try:
                 (module, module_path) = cls._search_object(directory=_path,
-                                                           object_name=object_name,
-                                                           kwargs=kwargs)
+                                                           object_name=object_name)
                 if module:
                     logger.info(
                         f"Using resolved {cls.object_type.__name__.lower()[1:]} {object_name} "
                         f"from '{module_path}'...")
-                    return module
+                    return module(**kwargs)
             except FileNotFoundError:
                 logger.warning('Path "%s" does not exist.', _path.resolve())
 
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index dba816621..7085223c5 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -15,19 +15,16 @@ from tests.conftest import log_has, log_has_re
 
 
 def test_search_strategy():
-    default_config = {}
     default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        kwargs={'config': default_config},
         object_name='DefaultStrategy'
     )
-    assert isinstance(s, IStrategy)
+    assert issubclass(s, IStrategy)
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        kwargs={'config': default_config},
         object_name='NotFoundStrategy'
     )
     assert s is None

From 2ab989e274c5bfb278e8b6397380b1714d806a80 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 15:28:35 +0100
Subject: [PATCH 0770/1495] Cleanup some code and add option

---
 freqtrade/configuration/arguments.py |  2 +-
 freqtrade/resolvers/iresolver.py     | 35 +++++++++++++++++++++++-----
 freqtrade/utils.py                   | 14 +++++++++--
 3 files changed, 42 insertions(+), 9 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 5f7bc74f1..b2197619d 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -30,7 +30,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
-ARGS_LIST_STRATEGIES = ["strategy_path"]
+ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
 
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index bbdc8ca91..01ecbcb84 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -7,7 +7,7 @@ import importlib.util
 import inspect
 import logging
 from pathlib import Path
-from typing import Any, Generator, List, Optional, Tuple, Type, Union
+from typing import Any, Dict, Generator, List, Optional, Tuple, Type, Union
 
 from freqtrade import OperationalException
 
@@ -41,7 +41,7 @@ class IResolver:
 
     @classmethod
     def _get_valid_object(cls, module_path: Path,
-                          object_name: str) -> Generator[Any, None, None]:
+                          object_name: Optional[str]) -> Generator[Any, None, None]:
         """
         Generator returning objects with matching object_type and object_name in the path given.
         :param module_path: absolute path to the module
@@ -51,7 +51,7 @@ class IResolver:
 
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
-        spec = importlib.util.spec_from_file_location(object_name, str(module_path))
+        spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
@@ -61,7 +61,7 @@ class IResolver:
 
         valid_objects_gen = (
             obj for name, obj in inspect.getmembers(module, inspect.isclass)
-            if object_name == name and cls.object_type in obj.__bases__
+            if (object_name is None or object_name == name) and cls.object_type in obj.__bases__
         )
         return valid_objects_gen
 
@@ -74,8 +74,7 @@ class IResolver:
         :param object_name: ClassName of the object to load
         :return: object class
         """
-        logger.debug("Searching for %s %s in '%s'",
-                     cls.object_type.__name__, object_name, directory)
+        logger.debug(f"Searching for {cls.object_type.__name__} {object_name} in '{directory}'")
         for entry in directory.iterdir():
             # Only consider python files
             if not str(entry).endswith('.py'):
@@ -134,3 +133,27 @@ class IResolver:
             f"Impossible to load {cls.object_type_str} '{object_name}'. This class does not exist "
             "or contains Python code errors."
         )
+
+    @classmethod
+    def search_all_objects(cls, directory: Path) -> List[Dict[str, Any]]:
+        """
+        Searches a directory for valid objects
+        :param directory: Path to search
+        :return: List of dicts containing 'name', 'class' and 'location' entires
+        """
+        logger.debug(f"Searching for {cls.object_type.__name__} '{directory}'")
+        objects = []
+        for entry in directory.iterdir():
+            # Only consider python files
+            if not str(entry).endswith('.py'):
+                logger.debug('Ignoring %s', entry)
+                continue
+            module_path = entry.resolve()
+            logger.info(f"Path {module_path}")
+            for obj in cls._get_valid_object(module_path, object_name=None):
+                objects.append(
+                    {'name': obj.__name__,
+                     'class': obj,
+                     'location': entry,
+                     })
+        return objects
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index c5fc47a74..06a62172a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -23,7 +23,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
                                 market_is_active, symbol_is_pair)
 from freqtrade.misc import plural, render_template
-from freqtrade.resolvers import ExchangeResolver
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
@@ -229,7 +229,17 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     Print Strategies available in a folder
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    print(config)
+
+    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
+    strategies = StrategyResolver.search_all_objects(directory)
+    # Sort alphabetically
+    strategies = sorted(strategies, key=lambda x: x['name'])
+    strats_to_print = [{'name': s['name'], 'location': s['location']} for s in strategies]
+
+    if args['print_one_column']:
+        print('\n'.join([s['name'] for s in strategies]))
+    else:
+        print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:

From 27b86170778c70dd4a83d2c02d06a12452fb1783 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 15:35:38 +0100
Subject: [PATCH 0771/1495] Add tests

---
 tests/strategy/test_strategy.py |  8 +++++++
 tests/test_utils.py             | 42 +++++++++++++++++++++++++++++----
 2 files changed, 45 insertions(+), 5 deletions(-)

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 7085223c5..10b9f3466 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -30,6 +30,14 @@ def test_search_strategy():
     assert s is None
 
 
+def test_search_all_strategies():
+    directory = Path(__file__).parent
+    strategies = StrategyResolver.search_all_objects(directory)
+    assert isinstance(strategies, list)
+    assert len(strategies) == 3
+    assert isinstance(strategies[0], dict)
+
+
 def test_load_strategy(default_conf, result):
     default_conf.update({'strategy': 'SampleStrategy',
                          'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 40ca9ac02..b8be1ae61 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -7,11 +7,12 @@ import pytest
 from freqtrade import OperationalException
 from freqtrade.state import RunMode
 from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
-                             start_download_data, start_list_exchanges,
-                             start_list_markets, start_list_timeframes,
-                             start_new_hyperopt, start_new_strategy,
-                             start_test_pairlist, start_trading,
-                             start_hyperopt_list, start_hyperopt_show)
+                             start_download_data, start_hyperopt_list,
+                             start_hyperopt_show, start_list_exchanges,
+                             start_list_markets, start_list_strategies,
+                             start_list_timeframes, start_new_hyperopt,
+                             start_new_strategy, start_test_pairlist,
+                             start_trading)
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -630,6 +631,37 @@ def test_download_data_trades(mocker, caplog):
     assert convert_mock.call_count == 1
 
 
+def test_start_list_strategies(mocker, caplog, capsys):
+
+    args = [
+        "list-strategies",
+        "--strategy-path",
+        str(Path(__file__).parent / "strategy"),
+        "-1"
+    ]
+    pargs = get_args(args)
+    # pargs['config'] = None
+    start_list_strategies(pargs)
+    captured = capsys.readouterr()
+    assert "TestStrategyLegacy" in captured.out
+    assert "strategy/legacy_strategy.py" not in captured.out
+    assert "DefaultStrategy" in captured.out
+
+    # Test regular output
+    args = [
+        "list-strategies",
+        "--strategy-path",
+        str(Path(__file__).parent / "strategy"),
+    ]
+    pargs = get_args(args)
+    # pargs['config'] = None
+    start_list_strategies(pargs)
+    captured = capsys.readouterr()
+    assert "TestStrategyLegacy" in captured.out
+    assert "strategy/legacy_strategy.py" in captured.out
+    assert "DefaultStrategy" in captured.out
+
+
 def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, capsys):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           markets=PropertyMock(return_value=markets),

From 66f9ece0619554f072fbc20c251b35dd6bbc6f33 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 15:35:53 +0100
Subject: [PATCH 0772/1495] Add documentation for strategy-list

---
 docs/utils.md | 38 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 38 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index a9fbfc7d5..6eb37a386 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -108,6 +108,44 @@ With custom user directory
 freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
 ```
 
+## List Strategies
+
+Use the `list-strategies` subcommand to see all strategies in one particular folder.
+
+```
+freqtrade list-strategies --help
+usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--strategy-path PATH] [-1]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --strategy-path PATH  Specify additional strategy lookup path.
+  -1, --one-column      Print output in one column.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+Example: search default strategy folder within userdir
+
+``` bash
+freqtrade list-strategies --user-data ~/.freqtrade/
+```
+
+Example: search dedicated strategy path
+
+``` bash
+freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
+```
+
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.

From 402c761a231edffe017ba93fdf821637e5ddab40 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 15:40:49 +0100
Subject: [PATCH 0773/1495] Change loglevel of Path output to debug

---
 docs/utils.md                    | 5 ++++-
 freqtrade/resolvers/iresolver.py | 2 +-
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 6eb37a386..f7501ae9d 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -132,8 +132,11 @@ Common arguments:
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
-
 ```
+
+!!! Warning
+    Using this command will try to load all python files from a folder. This can be a security risk if untrusted files reside in this folder, since all module-level code is executed.
+
 Example: search default strategy folder within userdir
 
 ``` bash
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 01ecbcb84..e3c0d1ad0 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -149,7 +149,7 @@ class IResolver:
                 logger.debug('Ignoring %s', entry)
                 continue
             module_path = entry.resolve()
-            logger.info(f"Path {module_path}")
+            logger.debug(f"Path {module_path}")
             for obj in cls._get_valid_object(module_path, object_name=None):
                 objects.append(
                     {'name': obj.__name__,

From ad75048678796a23e4dcf4a82464628a2860d6b4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Dec 2019 15:53:40 +0100
Subject: [PATCH 0774/1495] Fix testing with path in windows

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

diff --git a/tests/test_utils.py b/tests/test_utils.py
index b8be1ae61..185425efc 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -644,7 +644,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacy" in captured.out
-    assert "strategy/legacy_strategy.py" not in captured.out
+    assert str(Path("strategy/legacy_strategy.py")) not in captured.out
     assert "DefaultStrategy" in captured.out
 
     # Test regular output
@@ -658,7 +658,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacy" in captured.out
-    assert "strategy/legacy_strategy.py" in captured.out
+    assert str(Path("strategy/legacy_strategy.py")) in captured.out
     assert "DefaultStrategy" in captured.out
 
 

From e5aed098b568900f34e7f3cbe85b8b8d21d76254 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 09:39:29 +0100
Subject: [PATCH 0775/1495] Enhance backtest results with sell reason profit /
 loss table

---
 freqtrade/optimize/backtesting.py  |  6 ++++--
 tests/optimize/test_backtesting.py | 12 ++++++------
 2 files changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ffa112bd5..21fb24b17 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -183,9 +183,11 @@ class Backtesting:
         Generate small table outlining Backtest results
         """
         tabular_data = []
-        headers = ['Sell Reason', 'Count']
+        headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
         for reason, count in results['sell_reason'].value_counts().iteritems():
-            tabular_data.append([reason.value,  count])
+            profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
+            loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
+            tabular_data.append([reason.value, count, profit, loss])
         return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
     def _generate_text_table_strategy(self, all_results: dict) -> str:
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 0ea35e41f..8a27c591f 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -394,8 +394,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, 0.3],
-            'profit_abs': [0.2, 0.4, 0.5],
+            'profit_percent': [0.1, 0.2, -0.3],
+            'profit_abs': [0.2, 0.4, -0.5],
             'trade_duration': [10, 30, 10],
             'profit': [2, 0, 0],
             'loss': [0, 0, 1],
@@ -404,10 +404,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Count |\n'
-        '|:--------------|--------:|\n'
-        '| roi           |       2 |\n'
-        '| stop_loss     |       1 |'
+        '| Sell Reason   |   Count |   Profit |   Loss |\n'
+        '|:--------------|--------:|---------:|-------:|\n'
+        '| roi           |       2 |        2 |      0 |\n'
+        '| stop_loss     |       1 |        0 |      1 |'
     )
     assert backtesting._generate_text_table_sell_reason(
         data={'ETH/BTC': {}}, results=results) == result_str

From 63f41cf1c692d69da8899fec520916d6e59699b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 09:39:44 +0100
Subject: [PATCH 0776/1495] Update documentation with new result

---
 docs/backtesting.md | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 017289905..ac7c8e11a 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -137,12 +137,12 @@ A backtesting result will look like that:
 | ZEC/BTC  |          22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00        |        7 |     15 |
 | TOTAL    |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
 ========================================================= SELL REASON STATS =========================================================
-| Sell Reason        |   Count |
-|:-------------------|--------:|
-| trailing_stop_loss |     205 |
-| stop_loss          |     166 |
-| sell_signal        |      56 |
-| force_sell         |       2 |
+| Sell Reason        |   Count |   Profit |   Loss |
+|:-------------------|--------:|---------:|-------:|
+| trailing_stop_loss |     205 |      150 |     55 |
+| stop_loss          |     166 |        0 |    166 |
+| sell_signal        |      56 |       36 |     20 |
+| force_sell         |       2 |        0 |      2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
 | pair     |   buy count |   avg profit % |   cum profit % |   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |
 |:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
@@ -154,6 +154,7 @@ A backtesting result will look like that:
 The 1st table contains all trades the bot made, including "left open trades".
 
 The 2nd table contains a recap of sell reasons.
+This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that).
 
 The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture.
 This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.

From 98647b490c6aa311e1b1735ebb5e1cab96020ef1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 19:27:08 +0100
Subject: [PATCH 0777/1495] Remove wrong "once per hour" listings

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

diff --git a/docs/edge.md b/docs/edge.md
index 769e48927..e7909594e 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -147,8 +147,8 @@ Edge module has following configuration options:
 |------------|-------------|
 | `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
 | `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       ***Datatype:*** *Integer*
-| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7` (once per hour).* 
       ***Datatype:*** *Integer*
-| `capital_available_percentage` | This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5` (once per hour).* 
       ***Datatype:*** *Float*
+| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7`.* 
       ***Datatype:*** *Integer*
+| `capital_available_percentage` | This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
 | `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       ***Datatype:*** *Float*
 | `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       ***Datatype:*** *Float*
 | `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       ***Datatype:*** *Float*

From cadde3ab6d32a207e805f7043598e2c8e0eef3fb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 16:15:44 +0100
Subject: [PATCH 0778/1495] Check if markets.info is a dict before using it

---
 freqtrade/exchange/exchange.py  | 10 +++++++++-
 tests/exchange/test_exchange.py |  3 ++-
 2 files changed, 11 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 384ec1fb7..01e84c06e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -278,7 +278,15 @@ class Exchange:
                 raise OperationalException(
                     f'Pair {pair} is not available on {self.name}. '
                     f'Please remove {pair} from your whitelist.')
-            elif self.markets[pair].get('info', {}).get('IsRestricted', False):
+
+                # From ccxt Documentation:
+                # markets.info: An associative array of non-common market properties,
+                # including fees, rates, limits and other general market information.
+                # The internal info array is different for each particular market,
+                # its contents depend on the exchange.
+                # It can also be a string or similar ... so we need to verify that first.
+            elif (isinstance(self.markets[pair].get('info', None), dict)
+                  and self.markets[pair].get('info', {}).get('IsRestricted', False)):
                 # Warn users about restricted pairs in whitelist.
                 # We cannot determine reliably if Users are affected.
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8f335c16b..4190869ad 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -364,7 +364,8 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
         'ETH/BTC': {}, 'LTC/BTC': {}, 'NEO/BTC': {},
-        'XRP/BTC': {'info': {'IsRestricted': True}}
+        'XRP/BTC': {'info': {'IsRestricted': True}},
+        'NEO/BTC': {'info': 'TestString'},  # info can also be a string ...
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())

From e51ac2c97356b5d5d11ed55426a83967ca674ca5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 16:22:41 +0100
Subject: [PATCH 0779/1495] Remove unavailable pair ...

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

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 4190869ad..2f95e4e01 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -363,7 +363,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
-        'ETH/BTC': {}, 'LTC/BTC': {}, 'NEO/BTC': {},
+        'ETH/BTC': {}, 'LTC/BTC': {},
         'XRP/BTC': {'info': {'IsRestricted': True}},
         'NEO/BTC': {'info': 'TestString'},  # info can also be a string ...
     })

From 039dfc302ca2c8497aea27282f3ab20f5a0c4343 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 01:34:31 +0300
Subject: [PATCH 0780/1495] No need to convert pair name

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e21d89cd3..a9ce14bef 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -351,7 +351,6 @@ class FreqtradeBot:
         :param pair: pair for which we want to create a LIMIT_BUY
         :return: None
         """
-        pair_s = pair.replace('_', '/')
         stake_currency = self.config['stake_currency']
         fiat_currency = self.config.get('fiat_display_currency', None)
         time_in_force = self.strategy.order_time_in_force['buy']
@@ -362,10 +361,10 @@ class FreqtradeBot:
             # Calculate amount
             buy_limit_requested = self.get_target_bid(pair)
 
-        min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit_requested)
+        min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
         if min_stake_amount is not None and min_stake_amount > stake_amount:
             logger.warning(
-                f"Can't open a new trade for {pair_s}: stake amount "
+                f"Can't open a new trade for {pair}: stake amount "
                 f"is too small ({stake_amount} < {min_stake_amount})"
             )
             return False
@@ -388,7 +387,7 @@ class FreqtradeBot:
             if float(order['filled']) == 0:
                 logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
                                ' zero amount is fulfilled.',
-                               order_tif, order_type, pair_s, order_status, self.exchange.name)
+                               order_tif, order_type, pair, order_status, self.exchange.name)
                 return False
             else:
                 # the order is partially fulfilled
@@ -396,7 +395,7 @@ class FreqtradeBot:
                 # if the order is fulfilled fully or partially
                 logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
                                ' %s amount fulfilled out of %s (%s remaining which is canceled).',
-                               order_tif, order_type, pair_s, order_status, self.exchange.name,
+                               order_tif, order_type, pair, order_status, self.exchange.name,
                                order['filled'], order['amount'], order['remaining']
                                )
                 stake_amount = order['cost']
@@ -413,7 +412,7 @@ class FreqtradeBot:
         self.rpc.send_msg({
             'type': RPCMessageType.BUY_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
-            'pair': pair_s,
+            'pair': pair,
             'limit': buy_limit_filled_price,
             'order_type': order_type,
             'stake_amount': stake_amount,

From b6d1c5b17aca2e21d6cde9fd41513a5daf3aa0a2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 01:44:51 +0300
Subject: [PATCH 0781/1495] _get_trade_stake_amount() is not private

---
 freqtrade/freqtradebot.py  |  4 ++--
 freqtrade/rpc/rpc.py       |  2 +-
 tests/test_freqtradebot.py | 18 +++++++++---------
 3 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a9ce14bef..9bd7e94fc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -204,7 +204,7 @@ class FreqtradeBot:
 
         return used_rate
 
-    def _get_trade_stake_amount(self, pair) -> Optional[float]:
+    def get_trade_stake_amount(self, pair) -> Optional[float]:
         """
         Check if stake amount can be fulfilled with the available balance
         for the stake currency
@@ -309,7 +309,7 @@ class FreqtradeBot:
                 self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval))
 
             if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
-                stake_amount = self._get_trade_stake_amount(_pair)
+                stake_amount = self.get_trade_stake_amount(_pair)
                 if not stake_amount:
                     continue
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d6d442df5..35c312743 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -462,7 +462,7 @@ class RPC:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
         # gen stake amount
-        stakeamount = self._freqtrade._get_trade_stake_amount(pair)
+        stakeamount = self._freqtrade.get_trade_stake_amount(pair)
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 13f1277b9..1d6cce7fa 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -136,7 +136,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
 
-    result = freqtrade._get_trade_stake_amount('ETH/BTC')
+    result = freqtrade.get_trade_stake_amount('ETH/BTC')
     assert result == default_conf['stake_amount']
 
 
@@ -147,7 +147,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
     freqtrade = FreqtradeBot(default_conf)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade._get_trade_stake_amount('ETH/BTC')
+        freqtrade.get_trade_stake_amount('ETH/BTC')
 
 
 def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
@@ -170,25 +170,25 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
     patch_get_signal(freqtrade)
 
     # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade._get_trade_stake_amount('ETH/BTC')
+    result = freqtrade.get_trade_stake_amount('ETH/BTC')
     assert result == default_conf['stake_amount'] / conf['max_open_trades']
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
     freqtrade.execute_buy('ETH/BTC', result)
 
-    result = freqtrade._get_trade_stake_amount('LTC/BTC')
+    result = freqtrade.get_trade_stake_amount('LTC/BTC')
     assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)
 
-    result = freqtrade._get_trade_stake_amount('XRP/BTC')
+    result = freqtrade.get_trade_stake_amount('XRP/BTC')
     assert result is None
 
     # set max_open_trades = None, so do not trade
     conf['max_open_trades'] = 0
     freqtrade = FreqtradeBot(conf)
-    result = freqtrade._get_trade_stake_amount('NEO/BTC')
+    result = freqtrade.get_trade_stake_amount('NEO/BTC')
     assert result is None
 
 
@@ -214,8 +214,8 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     edge_conf['dry_run_wallet'] = 999.9
     freqtrade = FreqtradeBot(edge_conf)
 
-    assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
-    assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
+    assert freqtrade.get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
+    assert freqtrade.get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
 
 
 def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
@@ -570,7 +570,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
     patch_get_signal(freqtrade)
 
     assert not freqtrade.create_trades()
-    assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
+    assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
 
 
 def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,

From 86f269304099489279934f5622205bdad159d01e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 01:54:12 +0300
Subject: [PATCH 0782/1495] cosmetics

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9bd7e94fc..7827f29af 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -299,17 +299,17 @@ class FreqtradeBot:
 
         buycount = 0
         # running get_signal on historical data fetched
-        for _pair in whitelist:
-            if self.strategy.is_pair_locked(_pair):
-                logger.info(f"Pair {_pair} is currently locked.")
+        for pair in whitelist:
+            if self.strategy.is_pair_locked(pair):
+                logger.info(f"Pair {pair} is currently locked.")
                 continue
 
             (buy, sell) = self.strategy.get_signal(
-                _pair, self.strategy.ticker_interval,
-                self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval))
+                pair, self.strategy.ticker_interval,
+                self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
 
             if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
-                stake_amount = self.get_trade_stake_amount(_pair)
+                stake_amount = self.get_trade_stake_amount(pair)
                 if not stake_amount:
                     continue
 
@@ -320,11 +320,11 @@ class FreqtradeBot:
                     get('check_depth_of_market', {})
                 if (bidstrat_check_depth_of_market.get('enabled', False)) and\
                         (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
-                    if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
-                        buycount += self.execute_buy(_pair, stake_amount)
+                    if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
+                        buycount += self.execute_buy(pair, stake_amount)
                     continue
 
-                buycount += self.execute_buy(_pair, stake_amount)
+                buycount += self.execute_buy(pair, stake_amount)
 
         return buycount > 0
 

From 243bcb23680f5989dce55c268240b074de9448fd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 02:25:43 +0300
Subject: [PATCH 0783/1495] Make _check_available_stake_amount() a separate
 method

---
 freqtrade/freqtradebot.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7827f29af..24d250ffe 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -206,9 +206,8 @@ class FreqtradeBot:
 
     def get_trade_stake_amount(self, pair) -> Optional[float]:
         """
-        Check if stake amount can be fulfilled with the available balance
-        for the stake currency
-        :return: float: Stake Amount
+        Calculate stake amount for the trade
+        :return: float: Stake amount
         """
         if self.edge:
             return self.edge.stake_amount(
@@ -220,16 +219,24 @@ class FreqtradeBot:
         else:
             stake_amount = self.config['stake_amount']
 
-        available_amount = self.wallets.get_free(self.config['stake_currency'])
-
         if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
             open_trades = len(Trade.get_open_trades())
             if open_trades >= self.config['max_open_trades']:
                 logger.warning("Can't open a new trade: max number of trades is reached")
                 return None
+            available_amount = self.wallets.get_free(self.config['stake_currency'])
             return available_amount / (self.config['max_open_trades'] - open_trades)
 
-        # Check if stake_amount is fulfilled
+        return self._check_available_stake_amount(stake_amount)
+
+    def _check_available_stake_amount(self, stake_amount) -> float:
+        """
+        Check if stake amount can be fulfilled with the available balance
+        for the stake currency
+        :return: float: Stake amount
+        """
+        available_amount = self.wallets.get_free(self.config['stake_currency'])
+
         if available_amount < stake_amount:
             raise DependencyException(
                 f"Available balance ({available_amount} {self.config['stake_currency']}) is "

From abaeab89aadee4f8a6ee3a29d381fa58261fe0b1 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 02:36:32 +0300
Subject: [PATCH 0784/1495] Make _calculate_unlimited_stake_amount() a separate
 method

---
 freqtrade/freqtradebot.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 24d250ffe..7b111e2d4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -220,15 +220,22 @@ class FreqtradeBot:
             stake_amount = self.config['stake_amount']
 
         if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
-            open_trades = len(Trade.get_open_trades())
-            if open_trades >= self.config['max_open_trades']:
-                logger.warning("Can't open a new trade: max number of trades is reached")
-                return None
-            available_amount = self.wallets.get_free(self.config['stake_currency'])
-            return available_amount / (self.config['max_open_trades'] - open_trades)
+            return self._calculate_unlimited_stake_amount()
 
         return self._check_available_stake_amount(stake_amount)
 
+    def _calculate_unlimited_stake_amount(self) -> Optional[float]:
+        """
+        Calculate stake amount for "unlimited" stake amount
+        :return: None if max number of trades reached
+        """
+        open_trades = len(Trade.get_open_trades())
+        if open_trades >= self.config['max_open_trades']:
+            logger.warning("Can't open a new trade: max number of trades is reached")
+            return None
+        available_amount = self.wallets.get_free(self.config['stake_currency'])
+        return available_amount / (self.config['max_open_trades'] - open_trades)
+
     def _check_available_stake_amount(self, stake_amount) -> float:
         """
         Check if stake amount can be fulfilled with the available balance

From ef92fd775c0863530caae52e9b0b170c3fcc7b77 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 02:53:41 +0300
Subject: [PATCH 0785/1495] Align behavior: check for available in all cases:
 edge, unlimited and fixed

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7b111e2d4..2f4803cc5 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -210,7 +210,7 @@ class FreqtradeBot:
         :return: float: Stake amount
         """
         if self.edge:
-            return self.edge.stake_amount(
+            stake_amount = self.edge.stake_amount(
                 pair,
                 self.wallets.get_free(self.config['stake_currency']),
                 self.wallets.get_total(self.config['stake_currency']),
@@ -218,9 +218,8 @@ class FreqtradeBot:
             )
         else:
             stake_amount = self.config['stake_amount']
-
-        if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
-            return self._calculate_unlimited_stake_amount()
+            if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
+                stake_amount = self._calculate_unlimited_stake_amount()
 
         return self._check_available_stake_amount(stake_amount)
 
@@ -236,7 +235,7 @@ class FreqtradeBot:
         available_amount = self.wallets.get_free(self.config['stake_currency'])
         return available_amount / (self.config['max_open_trades'] - open_trades)
 
-    def _check_available_stake_amount(self, stake_amount) -> float:
+    def _check_available_stake_amount(self, stake_amount: Optional[float]) -> Optional[float]:
         """
         Check if stake amount can be fulfilled with the available balance
         for the stake currency
@@ -244,7 +243,7 @@ class FreqtradeBot:
         """
         available_amount = self.wallets.get_free(self.config['stake_currency'])
 
-        if available_amount < stake_amount:
+        if stake_amount is not None and available_amount < stake_amount:
             raise DependencyException(
                 f"Available balance ({available_amount} {self.config['stake_currency']}) is "
                 f"lower than stake amount ({stake_amount} {self.config['stake_currency']})"

From ed9cb4219df4305e5c3aa1133b45ca0637b9b6d4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 02:58:23 +0300
Subject: [PATCH 0786/1495] Make mypy happy

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2f4803cc5..4ec01cb60 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -209,6 +209,7 @@ class FreqtradeBot:
         Calculate stake amount for the trade
         :return: float: Stake amount
         """
+        stake_amount: Optional[float]
         if self.edge:
             stake_amount = self.edge.stake_amount(
                 pair,

From 8eeabd2372b26987975a4dd772157e14de7a0044 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 03:22:50 +0300
Subject: [PATCH 0787/1495] Move warning to create_trades()

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4ec01cb60..44a83db1a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -231,7 +231,6 @@ class FreqtradeBot:
         """
         open_trades = len(Trade.get_open_trades())
         if open_trades >= self.config['max_open_trades']:
-            logger.warning("Can't open a new trade: max number of trades is reached")
             return None
         available_amount = self.wallets.get_free(self.config['stake_currency'])
         return available_amount / (self.config['max_open_trades'] - open_trades)
@@ -324,7 +323,8 @@ class FreqtradeBot:
 
             if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
                 stake_amount = self.get_trade_stake_amount(pair)
-                if not stake_amount:
+                if stake_amount is None:
+                    logger.warning("Can't open a new trade: max number of trades is reached")
                     continue
 
                 logger.info(f"Buy signal found: about create a new trade with stake_amount: "

From 3dbd83e35a7529215ef609e3090aa9d78475ecb4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 03:46:42 +0300
Subject: [PATCH 0788/1495] Introduce get_free_open_trades() method

---
 freqtrade/freqtradebot.py | 22 +++++++++++++++-------
 1 file changed, 15 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 44a83db1a..14d67b942 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -136,7 +136,7 @@ class FreqtradeBot:
         self.process_maybe_execute_sells(trades)
 
         # Then looking for buy opportunities
-        if len(trades) < self.config['max_open_trades']:
+        if self.get_free_open_trades():
             self.process_maybe_execute_buys()
 
         # Check and handle any timed out open orders
@@ -173,6 +173,14 @@ class FreqtradeBot:
         """
         return [(pair, self.config['ticker_interval']) for pair in pairs]
 
+    def get_free_open_trades(self):
+        """
+        Return the number of free open trades slots or 0 if
+        max number of open trades reached
+        """
+        open_trades = len(Trade.get_open_trades())
+        return max(0, self.config['max_open_trades'] - open_trades)
+
     def get_target_bid(self, pair: str, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -229,11 +237,11 @@ class FreqtradeBot:
         Calculate stake amount for "unlimited" stake amount
         :return: None if max number of trades reached
         """
-        open_trades = len(Trade.get_open_trades())
-        if open_trades >= self.config['max_open_trades']:
+        free_open_trades = self.get_free_open_trades()
+        if not free_open_trades:
             return None
         available_amount = self.wallets.get_free(self.config['stake_currency'])
-        return available_amount / (self.config['max_open_trades'] - open_trades)
+        return available_amount / free_open_trades
 
     def _check_available_stake_amount(self, stake_amount: Optional[float]) -> Optional[float]:
         """
@@ -321,12 +329,12 @@ class FreqtradeBot:
                 pair, self.strategy.ticker_interval,
                 self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
 
-            if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
-                stake_amount = self.get_trade_stake_amount(pair)
-                if stake_amount is None:
+            if buy and not sell:
+                if not self.get_free_open_trades():
                     logger.warning("Can't open a new trade: max number of trades is reached")
                     continue
 
+                stake_amount = self.get_trade_stake_amount(pair)
                 logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                             f"{stake_amount} ...")
 

From d6ca562b0378a289b160372d1a4a7df0d2da2d67 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 04:05:03 +0300
Subject: [PATCH 0789/1495] Make mypy happy and handle hypothetical case when
 stake_amount == 0

---
 freqtrade/freqtradebot.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 14d67b942..9c18d2d95 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -335,6 +335,10 @@ class FreqtradeBot:
                     continue
 
                 stake_amount = self.get_trade_stake_amount(pair)
+                if not stake_amount:
+                    logger.warning("Stake amount is 0, ignoring trade")
+                    continue
+
                 logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                             f"{stake_amount} ...")
 

From fc98cf00372b8b5f0d8e9cdd6ea8dc3b182f3f4a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 06:25:45 +0100
Subject: [PATCH 0790/1495] Address PR feedback - change output to show
 Filename only

---
 docs/utils.md      | 8 ++++----
 freqtrade/utils.py | 4 ++--
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index f7501ae9d..18deeac54 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -110,7 +110,7 @@ freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
 
 ## List Strategies
 
-Use the `list-strategies` subcommand to see all strategies in one particular folder.
+Use the `list-strategies` subcommand to see all strategies in one particular directory.
 
 ```
 freqtrade list-strategies --help
@@ -135,12 +135,12 @@ Common arguments:
 ```
 
 !!! Warning
-    Using this command will try to load all python files from a folder. This can be a security risk if untrusted files reside in this folder, since all module-level code is executed.
+    Using this command will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
 
-Example: search default strategy folder within userdir
+Example: search default strategy directory within userdir
 
 ``` bash
-freqtrade list-strategies --user-data ~/.freqtrade/
+freqtrade list-strategies --userdir ~/.freqtrade/
 ```
 
 Example: search dedicated strategy path
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 06a62172a..f6e251154 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -226,7 +226,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
     """
-    Print Strategies available in a folder
+    Print Strategies available in a directory
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -234,7 +234,7 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     strategies = StrategyResolver.search_all_objects(directory)
     # Sort alphabetically
     strategies = sorted(strategies, key=lambda x: x['name'])
-    strats_to_print = [{'name': s['name'], 'location': s['location']} for s in strategies]
+    strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategies]))

From b2fb28453f460f89bfaef57a2ac5edae90749585 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 06:39:25 +0100
Subject: [PATCH 0791/1495] Fix tests after changing output

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

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 185425efc..4cf7b5f23 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -644,7 +644,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacy" in captured.out
-    assert str(Path("strategy/legacy_strategy.py")) not in captured.out
+    assert "legacy_strategy.py" not in captured.out
     assert "DefaultStrategy" in captured.out
 
     # Test regular output
@@ -658,7 +658,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacy" in captured.out
-    assert str(Path("strategy/legacy_strategy.py")) in captured.out
+    assert "legacy_strategy.py" in captured.out
     assert "DefaultStrategy" in captured.out
 
 

From 2496aa8e3f027cfb95a6628204442ca464739121 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 10:59:26 +0100
Subject: [PATCH 0792/1495] Add convert-data template subcommands

---
 freqtrade/configuration/arguments.py | 13 ++++++++++++-
 freqtrade/utils.py                   |  8 ++++++++
 2 files changed, 20 insertions(+), 1 deletion(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index b2197619d..396b55ef5 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -47,6 +47,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
+ARGS_CONVERT_DATA = []
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
 
@@ -131,7 +133,7 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
-        from freqtrade.utils import (start_create_userdir, start_download_data,
+        from freqtrade.utils import (start_create_userdir, start_convert_data, start_download_data,
                                      start_hyperopt_list, start_hyperopt_show,
                                      start_list_exchanges, start_list_markets,
                                      start_list_strategies, start_new_hyperopt,
@@ -251,6 +253,15 @@ class Arguments:
         download_data_cmd.set_defaults(func=start_download_data)
         self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
 
+        # Add convert-data subcommand
+        convert_data_cmd = subparsers.add_parser(
+            'convert-data',
+            help='Convert data from one format to another.',
+            parents=[_common_parser],
+        )
+        convert_data_cmd.set_defaults(func=start_convert_data)
+        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_data_cmd)
+
         # Add Plotting subcommand
         plot_dataframe_cmd = subparsers.add_parser(
             'plot-dataframe',
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 5a5662e4b..59a8dcbb3 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -241,6 +241,14 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
 
 
+def start_convert_data(args: Dict[str, Any]) -> None:
+    """
+    Convert data from one format to another
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+    print(config)
+
+
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
     Print ticker intervals (timeframes) available on Exchange

From e5a61667ddf60061a5e5477fa3b97da9a6563a9a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 14:56:48 +0100
Subject: [PATCH 0793/1495] Implement first version of jsondatahandler

---
 freqtrade/configuration/arguments.py          |   6 +-
 freqtrade/data/datahandlers/__init__.py       |  20 ++++
 freqtrade/data/datahandlers/idatahandler.py   |  97 ++++++++++++++++
 .../data/datahandlers/jsondatahandler.py      | 105 ++++++++++++++++++
 4 files changed, 225 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/data/datahandlers/__init__.py
 create mode 100644 freqtrade/data/datahandlers/idatahandler.py
 create mode 100644 freqtrade/data/datahandlers/jsondatahandler.py

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 396b55ef5..44bc71038 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -65,9 +65,9 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_c
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
 
-NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
-                    "list-strategies", "hyperopt-list", "hyperopt-show", "plot-dataframe",
-                    "plot-profit"]
+NO_CONF_REQURIED = ["convert-data", "download-data", "list-timeframes", "list-markets",
+                    "list-pairs", "list-strategies", "hyperopt-list", "hyperopt-show",
+                    "plot-dataframe", "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
diff --git a/freqtrade/data/datahandlers/__init__.py b/freqtrade/data/datahandlers/__init__.py
new file mode 100644
index 000000000..b3aa2e3a4
--- /dev/null
+++ b/freqtrade/data/datahandlers/__init__.py
@@ -0,0 +1,20 @@
+from .idatahandler import IDataHandler
+
+
+def get_datahandlerclass(datatype: str) -> IDataHandler:
+    """
+    Get datahandler class.
+    Could be done using Resolvers, but since this may be called often and resolvers
+    are rather expensive, doing this directly should improve performance.
+    :param datatype: datatype to use.
+    :return: Datahandler class
+    """
+
+    if datatype == 'json':
+        from .jsondatahandler import JsonDataHandler
+        return JsonDataHandler
+    elif datatype == 'jsongz':
+        from .jsondatahandler import JsonGzDataHandler
+        return JsonGzDataHandler
+    else:
+        raise ValueError(f"No datahandler for datatype {datatype} available.")
diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
new file mode 100644
index 000000000..ffe50b14e
--- /dev/null
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -0,0 +1,97 @@
+"""
+Abstract datahandler interface.
+It's subclasses handle and storing data from disk.
+
+"""
+
+from abc import ABC, abstractmethod, abstractclassmethod
+from pathlib import Path
+from typing import Dict, List, Optional
+
+from pandas import DataFrame
+
+from freqtrade.configuration import TimeRange
+
+
+class IDataHandler(ABC):
+
+    def __init__(self, datadir: Path, pair: str) -> None:
+        self._datadir = datadir
+        self._pair = pair
+
+    @abstractclassmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
+        """
+        Returns a list of all pairs available in this datadir
+        """
+
+    @abstractmethod
+    def ohlcv_store(self, timeframe: str, data: DataFrame):
+        """
+        Store data
+        """
+
+    @abstractmethod
+    def ohlcv_append(self, timeframe: str, data: DataFrame):
+        """
+        Append data to existing files
+        """
+
+    @abstractmethod
+    def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
+        """
+        Load data for one pair
+        :return: Dataframe
+        """
+
+    @abstractclassmethod
+    def trades_get_pairs(cls, datadir: Path) -> List[str]:
+        """
+        Returns a list of all pairs available in this datadir
+        """
+
+    @abstractmethod
+    def trades_store(self, data: DataFrame):
+        """
+        Store data
+        """
+
+    @abstractmethod
+    def trades_append(self, data: DataFrame):
+        """
+        Append data to existing files
+        """
+
+    @abstractmethod
+    def trades_load(self, timerange: Optional[TimeRange] = None):
+        """
+        Load data for one pair
+        :return: Dataframe
+        """
+
+    @staticmethod
+    def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
+        """
+        TODO: investigate if this is needed ... we can probably cover this in a dataframe
+        Trim tickerlist based on given timerange
+        """
+        if not tickerlist:
+            return tickerlist
+
+        start_index = 0
+        stop_index = len(tickerlist)
+
+        if timerange.starttype == 'date':
+            while (start_index < len(tickerlist) and
+                   tickerlist[start_index][0] < timerange.startts * 1000):
+                start_index += 1
+
+        if timerange.stoptype == 'date':
+            while (stop_index > 0 and
+                   tickerlist[stop_index-1][0] > timerange.stopts * 1000):
+                stop_index -= 1
+
+        if start_index > stop_index:
+            raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
+
+        return tickerlist[start_index:stop_index]
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
new file mode 100644
index 000000000..214958251
--- /dev/null
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -0,0 +1,105 @@
+import re
+from pathlib import Path
+from typing import Dict, List, Optional
+
+from pandas import DataFrame
+
+from freqtrade import misc
+from freqtrade.configuration import TimeRange
+
+from .idatahandler import IDataHandler
+
+
+class JsonDataHandler(IDataHandler):
+
+    _use_zip = False
+
+    @classmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
+        """
+        Returns a list of all pairs available in this datadir
+        """
+        return [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)[0].replace('_', ' /')
+                for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
+
+    def ohlcv_store(self, timeframe: str, data: DataFrame):
+        """
+        Store data
+        """
+        raise NotImplementedError()
+
+    def ohlcv_append(self, timeframe: str, data: DataFrame):
+        """
+        Append data to existing files
+        """
+        raise NotImplementedError()
+
+    def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
+        """
+        Load data for one pair
+        :return: Dataframe
+        """
+        filename = JsonDataHandler._pair_data_filename(self.datadir, self._pair,
+                                                       self._pair, timeframe)
+        pairdata = misc.file_load_json(filename)
+        if not pairdata:
+            return []
+
+        if timerange:
+            pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
+        return pairdata
+
+    @classmethod
+    def trades_get_pairs(cls, datadir: Path) -> List[str]:
+        """
+        Returns a list of all pairs available in this datadir
+        """
+        return [re.search(r'^(\S+)(?=\-trades.json)', p.name)[0].replace('_', '/')
+                for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
+
+    def trades_store(self, data: List[Dict]):
+        """
+        Store data
+        """
+        filename = self._pair_trades_filename(self._datadir, self._pair)
+        misc.file_dump_json(filename, data, is_zip=self._use_zip)
+
+    def trades_append(self, data: DataFrame):
+        """
+        Append data to existing files
+        """
+        raise NotImplementedError()
+
+    def trades_load(self, timerange: Optional[TimeRange] = None) -> List[Dict]:
+        """
+        Load a pair from file, either .json.gz or .json
+        # TODO: validate timerange ...
+        :return: List of trades
+        """
+        filename = self._pair_trades_filename(self._datadir, self._pair)
+        tradesdata = misc.file_load_json(filename)
+        if not tradesdata:
+            return []
+
+        return tradesdata
+
+    @classmethod
+    def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
+        pair_s = pair.replace("/", "_")
+        filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
+        return filename
+
+    @classmethod
+    def _get_file_extension(cls):
+        return "json.gz" if cls._use_zip else "json"
+
+    @classmethod
+    def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
+        pair_s = pair.replace("/", "_")
+        filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
+        return filename
+
+
+class JsonGzDataHandler(JsonDataHandler):
+
+    _use_zip = True

From cd4466a62655dbec5c0e811af87fd530b3ea0b28 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 15:04:45 +0100
Subject: [PATCH 0794/1495] Add convert_* methods

---
 freqtrade/utils.py | 50 ++++++++++++++++++++++++++++++++++++++++++----
 1 file changed, 46 insertions(+), 4 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 59a8dcbb3..82d781fe5 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -17,6 +17,7 @@ from freqtrade.configuration import (Configuration, TimeRange,
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
+from freqtrade.data.datahandlers import get_datahandlerclass
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -241,12 +242,53 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
 
 
+def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str):
+    """
+    TODO: move this to converter.py (?)
+    """
+    SrcClass = get_datahandlerclass(convert_from)
+    TrgClass = get_datahandlerclass(convert_to)
+
+    if 'pairs' not in config:
+        config['pairs'] = SrcClass.trades_get_pairs(config['datadir'])
+        logger.info(f"Converting trades for {config['pairs']}")
+
+    for pair in config['pairs']:
+        src = SrcClass(config['datadir'], pair)
+        trg = TrgClass(config['datadir'], pair)
+        data = src.trades_load()
+        logger.info(f"Converting {len(data)} trades for {pair}")
+        trg.trades_store(data)
+
+
+def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str):
+    """
+    TODO: move this to converter.py (?)
+    """
+    SrcClass = get_datahandlerclass(convert_from)
+    TrgClass = get_datahandlerclass(convert_to)
+
+    if 'pairs' not in config:
+        config['pairs'] = SrcClass.ohclv_get_pairs(config['datadir'], config['ticker_interval'])
+        logger.info(f"Converting OHLCV for {config['pairs']}")
+
+    for pair in config['pairs']:
+        src = SrcClass(config['datadir'], pair)
+        trg = TrgClass(config['datadir'], pair)
+        data = src.ohlcv_load()
+        logger.info(f"Converting {len(data)} candles for {pair}")
+        trg.ohlcv_store(data)
+
+
 def start_convert_data(args: Dict[str, Any]) -> None:
     """
     Convert data from one format to another
     """
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-    print(config)
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+    from pprint import pprint
+    pprint(config)
+
+    # convert_trades_format(config, 'json', 'jsongz')
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:
@@ -452,10 +494,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     n = config.get('hyperopt_show_index', -1)
     if n > trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be less than {trials_epochs + 1}.")
+            f"The index of the epoch to show should be less than {trials_epochs + 1}.")
     if n < -trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
+            f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:

From c3064dfd2b56e8d74ef8c07219b0e119cd0626c6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Dec 2019 15:06:33 +0100
Subject: [PATCH 0795/1495] Enhance validation constants

---
 freqtrade/constants.py | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d7c6249d5..2f60bef2d 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -18,6 +18,7 @@ REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
+AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
@@ -213,6 +214,16 @@ CONF_SCHEMA = {
                 'process_throttle_secs': {'type': 'integer'},
                 'interval': {'type': 'integer'},
                 'sd_notify': {'type': 'boolean'},
+                'dataformat_ohlcv': {
+                    'type': 'string',
+                    'enum': AVAILABLE_DATAHANDLERS,
+                    'default': 'json'
+                },
+                'dataformat_trades': {
+                    'type': 'string',
+                    'enum': AVAILABLE_DATAHANDLERS,
+                    'default': 'jsongz'
+                }
             }
         }
     },
@@ -280,5 +291,6 @@ CONF_SCHEMA = {
         'unfilledtimeout',
         'stoploss',
         'minimal_roi',
+        'internals',
     ]
 }

From 2a6b542b098f4ada5fd75149437e9dcb14474450 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 09:59:01 +0100
Subject: [PATCH 0796/1495] Add second subcommand to allow conversation of
 ohlcv and trades data seprately

---
 freqtrade/configuration/arguments.py   | 20 +++++++++++++++-----
 freqtrade/configuration/cli_options.py | 12 ++++++++++++
 freqtrade/utils.py                     | 10 +++++++---
 3 files changed, 34 insertions(+), 8 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 44bc71038..a20ecaa43 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -47,7 +47,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
-ARGS_CONVERT_DATA = []
+ARGS_CONVERT_DATA = ["format_from", "format_to"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
@@ -65,8 +65,9 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_c
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
 
-NO_CONF_REQURIED = ["convert-data", "download-data", "list-timeframes", "list-markets",
-                    "list-pairs", "list-strategies", "hyperopt-list", "hyperopt-show",
+NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data",
+                    "list-timeframes", "list-markets", "list-pairs",
+                    "list-strategies", "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
@@ -256,10 +257,19 @@ class Arguments:
         # Add convert-data subcommand
         convert_data_cmd = subparsers.add_parser(
             'convert-data',
-            help='Convert data from one format to another.',
+            help='Convert OHLCV data from one format to another.',
             parents=[_common_parser],
         )
-        convert_data_cmd.set_defaults(func=start_convert_data)
+        convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
+        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_data_cmd)
+
+        # Add convert-data subcommand
+        convert_data_cmd = subparsers.add_parser(
+            'convert-trade-data',
+            help='Convert trade-data from one format to another.',
+            parents=[_common_parser],
+        )
+        convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_data_cmd)
 
         # Add Plotting subcommand
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index 4b6429f20..ffaf9ea66 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -332,6 +332,18 @@ AVAILABLE_CLI_OPTIONS = {
              'desired timeframe as specified as --timeframes/-t.',
         action='store_true',
     ),
+    "format_from": Arg(
+        '--format-from',
+        help='Source format for data conversation.',
+        choices=constants.AVAILABLE_DATAHANDLERS,
+        required=True,
+    ),
+    "format_to": Arg(
+        '--format-to',
+        help='Destination format for data conversation.',
+        choices=constants.AVAILABLE_DATAHANDLERS,
+        required=True,
+    ),
     "exchange": Arg(
         '--exchange',
         help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 82d781fe5..d02c80f7f 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -280,15 +280,19 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
         trg.ohlcv_store(data)
 
 
-def start_convert_data(args: Dict[str, Any]) -> None:
+def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
     from pprint import pprint
     pprint(config)
-
-    # convert_trades_format(config, 'json', 'jsongz')
+    if ohlcv:
+        convert_ohlcv_format(config,
+                             convert_from=args['format_from'], convert_to=args['format_to'])
+    else:
+        convert_trades_format(config,
+                              convert_from=args['format_from'], convert_to=args['format_to'])
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:

From f8b8b9ac631dfe36083a3f0f7c1ccc086a81dad0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:01:39 +0100
Subject: [PATCH 0797/1495] Convert to Path temporarily

---
 freqtrade/utils.py | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index d02c80f7f..4661e84b2 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -245,17 +245,18 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
 def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str):
     """
     TODO: move this to converter.py (?)
+    TODO: remove Path conversation once PR is merged and this is rebased
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
 
     if 'pairs' not in config:
-        config['pairs'] = SrcClass.trades_get_pairs(config['datadir'])
+        config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
         logger.info(f"Converting trades for {config['pairs']}")
 
     for pair in config['pairs']:
-        src = SrcClass(config['datadir'], pair)
-        trg = TrgClass(config['datadir'], pair)
+        src = SrcClass(Path(config['datadir'], pair))
+        trg = TrgClass(Path(config['datadir'], pair))
         data = src.trades_load()
         logger.info(f"Converting {len(data)} trades for {pair}")
         trg.trades_store(data)
@@ -264,17 +265,18 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str):
     """
     TODO: move this to converter.py (?)
+    TODO: remove Path conversation once PR is merged and this is rebased
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
 
     if 'pairs' not in config:
-        config['pairs'] = SrcClass.ohclv_get_pairs(config['datadir'], config['ticker_interval'])
+        config['pairs'] = SrcClass.ohclv_get_pairs(Path(config['datadir']), config['ticker_interval'])
         logger.info(f"Converting OHLCV for {config['pairs']}")
 
     for pair in config['pairs']:
-        src = SrcClass(config['datadir'], pair)
-        trg = TrgClass(config['datadir'], pair)
+        src = SrcClass(Path(config['datadir']), pair)
+        trg = TrgClass(Path(config['datadir']), pair)
         data = src.ohlcv_load()
         logger.info(f"Converting {len(data)} candles for {pair}")
         trg.ohlcv_store(data)

From ef0fcb0e0f5b82548b53380a0968d1750c64da69 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:21:30 +0100
Subject: [PATCH 0798/1495] Make data-finding safe

---
 freqtrade/data/datahandlers/jsondatahandler.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 214958251..fe01176ad 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -19,8 +19,11 @@ class JsonDataHandler(IDataHandler):
         """
         Returns a list of all pairs available in this datadir
         """
-        return [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)[0].replace('_', ' /')
+
+        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
                 for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
+        # Check if regex found something and only return these results
+        return [match[0].replace('_', ' /') for match in _tmp if match]
 
     def ohlcv_store(self, timeframe: str, data: DataFrame):
         """
@@ -54,8 +57,10 @@ class JsonDataHandler(IDataHandler):
         """
         Returns a list of all pairs available in this datadir
         """
-        return [re.search(r'^(\S+)(?=\-trades.json)', p.name)[0].replace('_', '/')
+        _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
                 for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
+        # Check if regex found something and only return these results to avoid exceptions.
+        return [match[0].replace('_', ' /') for match in _tmp if match]
 
     def trades_store(self, data: List[Dict]):
         """

From 3d4f62081e1cc9306a7eceb33fc575c9fd354c5d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:21:47 +0100
Subject: [PATCH 0799/1495] Allow timeframes for convert-data

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

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index a20ecaa43..888da4296 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -48,6 +48,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
 ARGS_CONVERT_DATA = ["format_from", "format_to"]
+ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
@@ -261,7 +262,7 @@ class Arguments:
             parents=[_common_parser],
         )
         convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
-        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_data_cmd)
+        self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd)
 
         # Add convert-data subcommand
         convert_data_cmd = subparsers.add_parser(

From 2a728ee68f669b0df51c70bf8e1f1a4cc52dcfc1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:25:30 +0100
Subject: [PATCH 0800/1495] fix bug in find-files

---
 freqtrade/data/datahandlers/jsondatahandler.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index fe01176ad..a6caf137d 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -23,7 +23,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
                 for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results
-        return [match[0].replace('_', ' /') for match in _tmp if match]
+        return [match[0].replace('_', '/') for match in _tmp if match]
 
     def ohlcv_store(self, timeframe: str, data: DataFrame):
         """
@@ -42,8 +42,7 @@ class JsonDataHandler(IDataHandler):
         Load data for one pair
         :return: Dataframe
         """
-        filename = JsonDataHandler._pair_data_filename(self.datadir, self._pair,
-                                                       self._pair, timeframe)
+        filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe)
         pairdata = misc.file_load_json(filename)
         if not pairdata:
             return []
@@ -60,7 +59,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
                 for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results to avoid exceptions.
-        return [match[0].replace('_', ' /') for match in _tmp if match]
+        return [match[0].replace('_', '/') for match in _tmp if match]
 
     def trades_store(self, data: List[Dict]):
         """

From 018e2703368459d06d0aab0b8e320321a12c6e2c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:28:11 +0100
Subject: [PATCH 0801/1495] Allow --pairs for convert arguments

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

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 888da4296..cefa86927 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -47,7 +47,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
-ARGS_CONVERT_DATA = ["format_from", "format_to"]
+ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",

From d804372d74ad0a38a66ca6588abc2b01af04b341 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:28:25 +0100
Subject: [PATCH 0802/1495] Enhance ohlcv_convert method

---
 freqtrade/utils.py | 31 ++++++++++++++++++++-----------
 1 file changed, 20 insertions(+), 11 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 4661e84b2..0805f0011 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -252,11 +252,12 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 
     if 'pairs' not in config:
         config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
-        logger.info(f"Converting trades for {config['pairs']}")
+    logger.info(f"Converting trades for {config['pairs']}")
 
     for pair in config['pairs']:
-        src = SrcClass(Path(config['datadir'], pair))
-        trg = TrgClass(Path(config['datadir'], pair))
+        print(pair)
+        src = SrcClass(Path(config['datadir']), pair)
+        trg = TrgClass(Path(config['datadir']), pair)
         data = src.trades_load()
         logger.info(f"Converting {len(data)} trades for {pair}")
         trg.trades_store(data)
@@ -269,17 +270,25 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
+    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    logger.info(f"Converting OHLCV for timeframe {timeframes}")
 
     if 'pairs' not in config:
-        config['pairs'] = SrcClass.ohclv_get_pairs(Path(config['datadir']), config['ticker_interval'])
-        logger.info(f"Converting OHLCV for {config['pairs']}")
+        config['pairs'] = []
+        # Check timeframes or fall back to ticker_interval.
+        for timeframe in timeframes:
+            config['pairs'].extend(SrcClass.ohlcv_get_pairs(Path(config['datadir']),
+                                                            timeframe))
+    logger.info(f"Converting OHLCV for {config['pairs']}")
 
-    for pair in config['pairs']:
-        src = SrcClass(Path(config['datadir']), pair)
-        trg = TrgClass(Path(config['datadir']), pair)
-        data = src.ohlcv_load()
-        logger.info(f"Converting {len(data)} candles for {pair}")
-        trg.ohlcv_store(data)
+    for timeframe in timeframes:
+
+        for pair in config['pairs']:
+            src = SrcClass(Path(config['datadir']), pair)
+            trg = TrgClass(Path(config['datadir']), pair)
+            data = src.ohlcv_load(timeframe)
+            logger.info(f"Converting {len(data)} candles for {pair}")
+        #     trg.ohlcv_store(data)
 
 
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:

From abc6b9459a8133c4c66f3a2c9f7afc407af35a9c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:30:35 +0100
Subject: [PATCH 0803/1495] Add ohlcv_store call to convert_ohlcv

---
 freqtrade/data/datahandlers/jsondatahandler.py | 4 ++--
 freqtrade/utils.py                             | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index a6caf137d..747d80c54 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -25,13 +25,13 @@ class JsonDataHandler(IDataHandler):
         # Check if regex found something and only return these results
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def ohlcv_store(self, timeframe: str, data: DataFrame):
+    def ohlcv_store(self, timeframe: str, data: DataFrame) -> None:
         """
         Store data
         """
         raise NotImplementedError()
 
-    def ohlcv_append(self, timeframe: str, data: DataFrame):
+    def ohlcv_append(self, timeframe: str, data: DataFrame) -> None:
         """
         Append data to existing files
         """
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 0805f0011..72b2afc8e 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -286,9 +286,9 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
         for pair in config['pairs']:
             src = SrcClass(Path(config['datadir']), pair)
             trg = TrgClass(Path(config['datadir']), pair)
-            data = src.ohlcv_load(timeframe)
+            data = src.ohlcv_load(timeframe=timeframe)
             logger.info(f"Converting {len(data)} candles for {pair}")
-        #     trg.ohlcv_store(data)
+            trg.ohlcv_store(timeframe=timeframe, data=data)
 
 
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:

From 8f214aec891a862dab943de5f3561025852ac1fd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:35:23 +0100
Subject: [PATCH 0804/1495] Fix "dumping" message to work correctly for .gz
 files

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

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index bcba78cf0..ed37ace3a 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -47,14 +47,16 @@ def file_dump_json(filename: Path, data, is_zip=False) -> None:
     :param data: JSON Data to save
     :return:
     """
-    logger.info(f'dumping json to "{filename}"')
 
     if is_zip:
         if filename.suffix != '.gz':
             filename = filename.with_suffix('.gz')
+        logger.info(f'dumping json to "{filename}"')
+
         with gzip.open(filename, 'w') as fp:
             rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
     else:
+        logger.info(f'dumping json to "{filename}"')
         with open(filename, 'w') as fp:
             rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
 

From c6d6dbfdb1646279fb439197e40716780bd99867 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:37:31 +0100
Subject: [PATCH 0805/1495] Implement jsondatahandler file store

---
 freqtrade/data/datahandlers/jsondatahandler.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 747d80c54..ec4e41ae8 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -29,7 +29,8 @@ class JsonDataHandler(IDataHandler):
         """
         Store data
         """
-        raise NotImplementedError()
+        filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe)
+        misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
     def ohlcv_append(self, timeframe: str, data: DataFrame) -> None:
         """

From eff5cc0568b5a3464eb1326afccb3b0eac3a84fc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 10:41:04 +0100
Subject: [PATCH 0806/1495] Add default to internals

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2f60bef2d..9c7e3db63 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -210,6 +210,7 @@ CONF_SCHEMA = {
         'forcebuy_enable': {'type': 'boolean'},
         'internals': {
             'type': 'object',
+            'default': {},
             'properties': {
                 'process_throttle_secs': {'type': 'integer'},
                 'interval': {'type': 'integer'},

From e529a4c261e0762056bb2c685170a3a9e3f5b653 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 11:08:11 +0100
Subject: [PATCH 0807/1495] Fix typehint for get_datahandlerclass

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

diff --git a/freqtrade/data/datahandlers/__init__.py b/freqtrade/data/datahandlers/__init__.py
index b3aa2e3a4..b22b61417 100644
--- a/freqtrade/data/datahandlers/__init__.py
+++ b/freqtrade/data/datahandlers/__init__.py
@@ -1,7 +1,9 @@
+from typing import Type
+
 from .idatahandler import IDataHandler
 
 
-def get_datahandlerclass(datatype: str) -> IDataHandler:
+def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
     """
     Get datahandler class.
     Could be done using Resolvers, but since this may be called often and resolvers

From 48728e2d666d3cddafc654b87a0b1e21cc1ea58c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 11:08:49 +0100
Subject: [PATCH 0808/1495] Change DataProvider interface to accept pair per
 method

---
 .../data/datahandlers/jsondatahandler.py      | 34 ++++++++++++-------
 1 file changed, 22 insertions(+), 12 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index ec4e41ae8..ca6f94c5e 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -6,6 +6,7 @@ from pandas import DataFrame
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
+from freqtrade.data.converter import parse_ticker_dataframe
 
 from .idatahandler import IDataHandler
 
@@ -25,31 +26,40 @@ class JsonDataHandler(IDataHandler):
         # Check if regex found something and only return these results
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def ohlcv_store(self, timeframe: str, data: DataFrame) -> None:
+    def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
         Store data
         """
-        filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe)
+        filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
-    def ohlcv_append(self, timeframe: str, data: DataFrame) -> None:
+    def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
         Append data to existing files
         """
         raise NotImplementedError()
 
-    def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
+    def _ohlcv_load(self, pair: str, timeframe: str,
+                    timerange: Optional[TimeRange] = None,
+                    fill_up_missing: bool = True,
+                    drop_incomplete: bool = True,
+                    ) -> DataFrame:
         """
-        Load data for one pair
+        Load data for one pair from disk.
+        Implements the loading and conversation to a Pandas dataframe.
         :return: Dataframe
         """
-        filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe)
+        filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
         pairdata = misc.file_load_json(filename)
         if not pairdata:
-            return []
+            return DataFrame()
 
         if timerange:
             pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
+        return parse_ticker_dataframe(pairdata, timeframe,
+                                      pair=self._pair,
+                                      fill_missing=fill_up_missing,
+                                      drop_incomplete=drop_incomplete)
         return pairdata
 
     @classmethod
@@ -62,26 +72,26 @@ class JsonDataHandler(IDataHandler):
         # Check if regex found something and only return these results to avoid exceptions.
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def trades_store(self, data: List[Dict]):
+    def trades_store(self, pair: str, data: List[Dict]):
         """
         Store data
         """
-        filename = self._pair_trades_filename(self._datadir, self._pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
-    def trades_append(self, data: DataFrame):
+    def trades_append(self, pair: str, data: DataFrame):
         """
         Append data to existing files
         """
         raise NotImplementedError()
 
-    def trades_load(self, timerange: Optional[TimeRange] = None) -> List[Dict]:
+    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
         """
         Load a pair from file, either .json.gz or .json
         # TODO: validate timerange ...
         :return: List of trades
         """
-        filename = self._pair_trades_filename(self._datadir, self._pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
         tradesdata = misc.file_load_json(filename)
         if not tradesdata:
             return []

From d923bab8288f65a4c97bf3340883f1cb11f60523 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 11:09:29 +0100
Subject: [PATCH 0809/1495] Remove abstract interface for now

---
 freqtrade/data/datahandlers/idatahandler.py | 106 +++++++++++---------
 1 file changed, 56 insertions(+), 50 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index ffe50b14e..b82898353 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -3,71 +3,77 @@ Abstract datahandler interface.
 It's subclasses handle and storing data from disk.
 
 """
-
+import logging
 from abc import ABC, abstractmethod, abstractclassmethod
 from pathlib import Path
 from typing import Dict, List, Optional
-
+from copy import deepcopy
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.exchange import timeframe_to_seconds
+from freqtrade.data.converter import parse_ticker_dataframe
+
+logger = logging.getLogger(__name__)
 
 
 class IDataHandler(ABC):
 
-    def __init__(self, datadir: Path, pair: str) -> None:
+    def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
-        self._pair = pair
 
-    @abstractclassmethod
-    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
+    # TODO: create abstract interface
+
+    def ohlcv_load(self, pair, timeframe: str,
+                   timerange: Optional[TimeRange] = None,
+                   fill_up_missing: bool = True,
+                   drop_incomplete: bool = True,
+                   startup_candles: int = 0,
+                   ) -> DataFrame:
         """
-        Returns a list of all pairs available in this datadir
+        Load cached ticker history for the given pair.
+
+        :param pair: Pair to load data for
+        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timerange: Limit data to be loaded to this timerange
+        :param fill_up_missing: Fill missing values with "No action"-candles
+        :param drop_incomplete: Drop last candle assuming it may be incomplete.
+        :param startup_candles: Additional candles to load at the start of the period
+        :return: DataFrame with ohlcv data, or empty DataFrame
+        """
+        # Fix startup period
+        timerange_startup = deepcopy(timerange)
+        if startup_candles > 0 and timerange_startup:
+            timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
+
+        pairdf = self._ohlcv_load(pair, timeframe,
+                                  timerange=timerange_startup,
+                                  fill_missing=fill_up_missing,
+                                  drop_incomplete=drop_incomplete)
+        if pairdf.empty():
+            logger.warning(
+                f'No history data for pair: "{pair}", timeframe: {timeframe}. '
+                'Use `freqtrade download-data` to download the data'
+            )
+            return pairdf
+        else:
+            if timerange_startup:
+                self._validate_pairdata(pair, pairdf, timerange_startup)
+            return pairdf
+
+    def _validate_pairdata(pair, pairdata: DataFrame, timerange: TimeRange):
+        """
+        Validates pairdata for missing data at start end end and logs warnings.
+        :param pairdata: Dataframe to validate
+        :param timerange: Timerange specified for start and end dates
         """
 
-    @abstractmethod
-    def ohlcv_store(self, timeframe: str, data: DataFrame):
-        """
-        Store data
-        """
-
-    @abstractmethod
-    def ohlcv_append(self, timeframe: str, data: DataFrame):
-        """
-        Append data to existing files
-        """
-
-    @abstractmethod
-    def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
-        """
-        Load data for one pair
-        :return: Dataframe
-        """
-
-    @abstractclassmethod
-    def trades_get_pairs(cls, datadir: Path) -> List[str]:
-        """
-        Returns a list of all pairs available in this datadir
-        """
-
-    @abstractmethod
-    def trades_store(self, data: DataFrame):
-        """
-        Store data
-        """
-
-    @abstractmethod
-    def trades_append(self, data: DataFrame):
-        """
-        Append data to existing files
-        """
-
-    @abstractmethod
-    def trades_load(self, timerange: Optional[TimeRange] = None):
-        """
-        Load data for one pair
-        :return: Dataframe
-        """
+        if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
+            logger.warning('Missing data at start for pair %s, data starts at %s',
+                           pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
+        if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
+            logger.warning('Missing data at end for pair %s, data ends at %s',
+                           pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
 
     @staticmethod
     def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:

From 1b90ec58b9bf621b9a6b2941597d5d8efbb118ee Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 11:09:59 +0100
Subject: [PATCH 0810/1495] Use changed pair-handling for providers

---
 freqtrade/data/datahandlers/idatahandler.py | 15 ++++++++-------
 freqtrade/utils.py                          | 20 +++++++++-----------
 2 files changed, 17 insertions(+), 18 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index b82898353..a1413fe98 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -4,15 +4,16 @@ It's subclasses handle and storing data from disk.
 
 """
 import logging
-from abc import ABC, abstractmethod, abstractclassmethod
+from abc import ABC, abstractclassmethod, abstractmethod
+from copy import deepcopy
 from pathlib import Path
 from typing import Dict, List, Optional
-from copy import deepcopy
+
+import arrow
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.exchange import timeframe_to_seconds
-from freqtrade.data.converter import parse_ticker_dataframe
 
 logger = logging.getLogger(__name__)
 
@@ -26,7 +27,7 @@ class IDataHandler(ABC):
 
     def ohlcv_load(self, pair, timeframe: str,
                    timerange: Optional[TimeRange] = None,
-                   fill_up_missing: bool = True,
+                   fill_missing: bool = True,
                    drop_incomplete: bool = True,
                    startup_candles: int = 0,
                    ) -> DataFrame:
@@ -48,9 +49,9 @@ class IDataHandler(ABC):
 
         pairdf = self._ohlcv_load(pair, timeframe,
                                   timerange=timerange_startup,
-                                  fill_missing=fill_up_missing,
+                                  fill_missing=fill_missing,
                                   drop_incomplete=drop_incomplete)
-        if pairdf.empty():
+        if pairdf.empty:
             logger.warning(
                 f'No history data for pair: "{pair}", timeframe: {timeframe}. '
                 'Use `freqtrade download-data` to download the data'
@@ -61,7 +62,7 @@ class IDataHandler(ABC):
                 self._validate_pairdata(pair, pairdf, timerange_startup)
             return pairdf
 
-    def _validate_pairdata(pair, pairdata: DataFrame, timerange: TimeRange):
+    def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
         """
         Validates pairdata for missing data at start end end and logs warnings.
         :param pairdata: Dataframe to validate
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 72b2afc8e..25f10f71a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -253,14 +253,12 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
     if 'pairs' not in config:
         config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
     logger.info(f"Converting trades for {config['pairs']}")
-
+    src = SrcClass(Path(config['datadir']))
+    trg = TrgClass(Path(config['datadir']))
     for pair in config['pairs']:
-        print(pair)
-        src = SrcClass(Path(config['datadir']), pair)
-        trg = TrgClass(Path(config['datadir']), pair)
-        data = src.trades_load()
+        data = src.trades_load(pair=pair)
         logger.info(f"Converting {len(data)} trades for {pair}")
-        trg.trades_store(data)
+        trg.trades_store(pair, data)
 
 
 def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str):
@@ -281,14 +279,14 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
                                                             timeframe))
     logger.info(f"Converting OHLCV for {config['pairs']}")
 
-    for timeframe in timeframes:
+    src = SrcClass(Path(config['datadir']))
+    trg = TrgClass(Path(config['datadir']))
 
+    for timeframe in timeframes:
         for pair in config['pairs']:
-            src = SrcClass(Path(config['datadir']), pair)
-            trg = TrgClass(Path(config['datadir']), pair)
-            data = src.ohlcv_load(timeframe=timeframe)
+            data = src.ohlcv_load(pair=pair, timeframe=timeframe)
             logger.info(f"Converting {len(data)} candles for {pair}")
-            trg.ohlcv_store(timeframe=timeframe, data=data)
+            trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
 
 
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:

From d9e7d64f33149d26f8517ba594f044a9cc07ca5b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 13:24:09 +0100
Subject: [PATCH 0811/1495] Split parse_ticker_dataframe some logic to
 clean_ohlcv_dataframe.

---
 freqtrade/data/converter.py | 28 ++++++++++++++++++++++++----
 1 file changed, 24 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index e45dd451e..6b44a6b20 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -37,9 +37,29 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
     # and fail with exception...
     frame = frame.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float',
                                 'volume': 'float'})
+    return clean_ohlcv_dataframe(frame, timeframe, pair,
+                                 fill_missing=fill_missing,
+                                 drop_incomplete=drop_incomplete)
 
+
+def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
+                          fill_missing: bool = True,
+                          drop_incomplete: bool = True) -> DataFrame:
+    """
+    Clense a ohlcv dataframe by
+      * Grouping it by date (removes duplicate tics)
+      * dropping last candles if requested
+      * Filling up missing data (if requested)
+    :param data: DataFrame containing ohlcv data.
+    :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
+    :param pair: Pair this data is for (used to warn if fillup was necessary)
+    :param fill_missing: fill up missing candles with 0 candles
+                         (see ohlcv_fill_up_missing_data for details)
+    :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete
+    :return: DataFrame
+    """
     # group by index and aggregate results to eliminate duplicate ticks
-    frame = frame.groupby(by='date', as_index=False, sort=True).agg({
+    data = data.groupby(by='date', as_index=False, sort=True).agg({
         'open': 'first',
         'high': 'max',
         'low': 'min',
@@ -48,13 +68,13 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
     })
     # eliminate partial candle
     if drop_incomplete:
-        frame.drop(frame.tail(1).index, inplace=True)
+        data.drop(data.tail(1).index, inplace=True)
         logger.debug('Dropping last candle')
 
     if fill_missing:
-        return ohlcv_fill_up_missing_data(frame, timeframe, pair)
+        return ohlcv_fill_up_missing_data(data, timeframe, pair)
     else:
-        return frame
+        return data
 
 
 def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:

From 377d59abe70fb93b1d644a39412d859853b97cf0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:04:45 +0100
Subject: [PATCH 0812/1495] Be selective how to load ohclv data for
 conversation

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 25f10f71a..877e4825c 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -284,7 +284,10 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
 
     for timeframe in timeframes:
         for pair in config['pairs']:
-            data = src.ohlcv_load(pair=pair, timeframe=timeframe)
+            data = src.ohlcv_load(pair=pair, timeframe=timeframe,
+                                  fill_missing=False,
+                                  drop_incomplete=False,
+                                  startup_candles=0)
             logger.info(f"Converting {len(data)} candles for {pair}")
             trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
 
@@ -294,8 +297,6 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     Convert data from one format to another
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    from pprint import pprint
-    pprint(config)
     if ohlcv:
         convert_ohlcv_format(config,
                              convert_from=args['format_from'], convert_to=args['format_to'])

From 866908d2ca3a2a5caa2792c23f720b4097acced8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:05:01 +0100
Subject: [PATCH 0813/1495] Load and save using pandas internal function

---
 .../data/datahandlers/jsondatahandler.py      | 62 +++++++++++++------
 1 file changed, 42 insertions(+), 20 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index ca6f94c5e..3e64885a7 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -2,11 +2,12 @@ import re
 from pathlib import Path
 from typing import Dict, List, Optional
 
-from pandas import DataFrame
+import numpy as np
+from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import clean_ohlcv_dataframe
 
 from .idatahandler import IDataHandler
 
@@ -14,6 +15,7 @@ from .idatahandler import IDataHandler
 class JsonDataHandler(IDataHandler):
 
     _use_zip = False
+    _columns = ['date', 'open', 'high', 'low', 'close', 'volume']
 
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
@@ -28,20 +30,27 @@ class JsonDataHandler(IDataHandler):
 
     def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
-        Store data
+        Store data in json format "values".
+            format looks as follows:
+            [[,,,,]]
+        :param pair: Pair - used to generate filename
+        :timeframe: Timeframe - used to generate filename
+        :data: Dataframe containing OHLCV data
+        :return: None
         """
-        filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
-        misc.file_dump_json(filename, data, is_zip=self._use_zip)
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+        _data = data.copy()
+        # Convert date to int
+        _data['date'] = _data['date'].astype(np.int64) // 1000 // 1000
 
-    def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
-        """
-        Append data to existing files
-        """
-        raise NotImplementedError()
+        # Reset index, select only appropriate columns and save as json
+        _data.reset_index(drop=True).loc[:, self._columns].to_json(
+            filename, orient="values",
+            compression='gzip' if self._use_zip else None)
 
     def _ohlcv_load(self, pair: str, timeframe: str,
                     timerange: Optional[TimeRange] = None,
-                    fill_up_missing: bool = True,
+                    fill_missing: bool = True,
                     drop_incomplete: bool = True,
                     ) -> DataFrame:
         """
@@ -49,18 +58,31 @@ class JsonDataHandler(IDataHandler):
         Implements the loading and conversation to a Pandas dataframe.
         :return: Dataframe
         """
-        filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
-        pairdata = misc.file_load_json(filename)
-        if not pairdata:
-            return DataFrame()
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+        pairdata = read_json(filename, orient='values')
+        pairdata.columns = self._columns
+        pairdata['date'] = to_datetime(pairdata['date'],
+                                       unit='ms',
+                                       utc=True,
+                                       infer_datetime_format=True)
 
         if timerange:
             pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
-        return parse_ticker_dataframe(pairdata, timeframe,
-                                      pair=self._pair,
-                                      fill_missing=fill_up_missing,
-                                      drop_incomplete=drop_incomplete)
-        return pairdata
+
+        return clean_ohlcv_dataframe(pairdata, timeframe,
+                                     pair=pair,
+                                     fill_missing=fill_missing,
+                                     drop_incomplete=drop_incomplete)
+
+    def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
+        """
+        Append data to existing data structures
+        :param pair: Pair
+        :param timeframe: Timeframe this ohlcv data is for
+        :param data: Data to append.
+
+        """
+        raise NotImplementedError()
 
     @classmethod
     def trades_get_pairs(cls, datadir: Path) -> List[str]:

From db520a09ee1f3ef44d29e98dad7225be17112ec5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:07:49 +0100
Subject: [PATCH 0814/1495] Trim dataframe, not tickerlist

---
 freqtrade/data/datahandlers/idatahandler.py   | 29 +------------------
 .../data/datahandlers/jsondatahandler.py      | 13 +++++++--
 freqtrade/utils.py                            |  1 +
 3 files changed, 12 insertions(+), 31 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index a1413fe98..b9d11f243 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -37,7 +37,7 @@ class IDataHandler(ABC):
         :param pair: Pair to load data for
         :param timeframe: Ticker timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange
-        :param fill_up_missing: Fill missing values with "No action"-candles
+        :param fill_missing: Fill missing values with "No action"-candles
         :param drop_incomplete: Drop last candle assuming it may be incomplete.
         :param startup_candles: Additional candles to load at the start of the period
         :return: DataFrame with ohlcv data, or empty DataFrame
@@ -75,30 +75,3 @@ class IDataHandler(ABC):
         if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
             logger.warning('Missing data at end for pair %s, data ends at %s',
                            pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
-
-    @staticmethod
-    def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
-        """
-        TODO: investigate if this is needed ... we can probably cover this in a dataframe
-        Trim tickerlist based on given timerange
-        """
-        if not tickerlist:
-            return tickerlist
-
-        start_index = 0
-        stop_index = len(tickerlist)
-
-        if timerange.starttype == 'date':
-            while (start_index < len(tickerlist) and
-                   tickerlist[start_index][0] < timerange.startts * 1000):
-                start_index += 1
-
-        if timerange.stoptype == 'date':
-            while (stop_index > 0 and
-                   tickerlist[stop_index-1][0] > timerange.stopts * 1000):
-                stop_index -= 1
-
-        if start_index > stop_index:
-            raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
-
-        return tickerlist[start_index:stop_index]
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 3e64885a7..215aa003a 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -8,6 +8,7 @@ from pandas import DataFrame, read_json, to_datetime
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import clean_ohlcv_dataframe
+from freqtrade.data.history import trim_dataframe
 
 from .idatahandler import IDataHandler
 
@@ -54,9 +55,15 @@ class JsonDataHandler(IDataHandler):
                     drop_incomplete: bool = True,
                     ) -> DataFrame:
         """
-        Load data for one pair from disk.
+        Internal method used to load data for one pair from disk.
         Implements the loading and conversation to a Pandas dataframe.
-        :return: Dataframe
+        :param pair: Pair to load data for
+        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timerange: Limit data to be loaded to this timerange
+        :param fill_missing: Fill missing values with "No action"-candles
+        :param drop_incomplete: Drop last candle assuming it may be incomplete.
+        :param startup_candles: Additional candles to load at the start of the period
+        :return: DataFrame with ohlcv data, or empty DataFrame
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         pairdata = read_json(filename, orient='values')
@@ -67,7 +74,7 @@ class JsonDataHandler(IDataHandler):
                                        infer_datetime_format=True)
 
         if timerange:
-            pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
+            pairdata = trim_dataframe(pairdata, timerange)
 
         return clean_ohlcv_dataframe(pairdata, timeframe,
                                      pair=pair,
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 877e4825c..5f646cc7a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -285,6 +285,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     for timeframe in timeframes:
         for pair in config['pairs']:
             data = src.ohlcv_load(pair=pair, timeframe=timeframe,
+                                  timerange=None,
                                   fill_missing=False,
                                   drop_incomplete=False,
                                   startup_candles=0)

From 873f5dbe6bbe73e6c155dd451d6fa553894276fc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:13:17 +0100
Subject: [PATCH 0815/1495] Revrite validate_pairdata to work with pandas

---
 freqtrade/data/datahandlers/idatahandler.py | 15 +++++++++------
 1 file changed, 9 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index b9d11f243..9508e022e 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -8,8 +8,7 @@ from abc import ABC, abstractclassmethod, abstractmethod
 from copy import deepcopy
 from pathlib import Path
 from typing import Dict, List, Optional
-
-import arrow
+from datetime import datetime, timezone
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
@@ -70,8 +69,12 @@ class IDataHandler(ABC):
         """
 
         if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
-            logger.warning('Missing data at start for pair %s, data starts at %s',
-                           pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            if pairdata.iloc[0]['date'] > start:
+                logger.warning(f"Missing data at start for pair {pair}, "
+                               f"data starts at {pairdata.iloc[0]['date']}")
         if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
-            logger.warning('Missing data at end for pair %s, data ends at %s',
-                           pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
+            stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+            if pairdata.iloc[-1]['date'] < stop:
+                logger.warning(f"Missing data at end for pair {pair},"
+                               f"data ends at {pairdata.iloc[-1]['date']}")

From 53ee636fa02880d12ef3c32430e62d1af3f7a92f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:24:53 +0100
Subject: [PATCH 0816/1495] Check if file exists before loading

---
 freqtrade/data/datahandlers/jsondatahandler.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 215aa003a..2893393b1 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -66,6 +66,8 @@ class JsonDataHandler(IDataHandler):
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
+        if not filename.is_file():
+            return DataFrame(columns=self._columns)
         pairdata = read_json(filename, orient='values')
         pairdata.columns = self._columns
         pairdata['date'] = to_datetime(pairdata['date'],

From 88fa7fc24cd0688b0d0d58d6fa572e2f0f45b869 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:35:59 +0100
Subject: [PATCH 0817/1495] Simplify validate dataframe method

---
 freqtrade/data/datahandlers/idatahandler.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index 9508e022e..c28d03930 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -68,13 +68,13 @@ class IDataHandler(ABC):
         :param timerange: Timerange specified for start and end dates
         """
 
-        if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
+        if timerange.starttype == 'date':
             start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
             if pairdata.iloc[0]['date'] > start:
                 logger.warning(f"Missing data at start for pair {pair}, "
-                               f"data starts at {pairdata.iloc[0]['date']}")
-        if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
+                               f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
+        if timerange.stoptype == 'date':
             stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
             if pairdata.iloc[-1]['date'] < stop:
-                logger.warning(f"Missing data at end for pair {pair},"
-                               f"data ends at {pairdata.iloc[-1]['date']}")
+                logger.warning(f"Missing data at end for pair {pair}, "
+                               f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")

From 9d8ea2f13be579e44a03b93c35b307a09f7fc98e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:40:42 +0100
Subject: [PATCH 0818/1495] Replace calls to load_tickerdata_file with
 DataHandler calls

---
 freqtrade/data/history.py  | 37 +++++++++++++++----------------------
 tests/data/test_history.py |  9 +++++----
 2 files changed, 20 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 4c5c0521f..f09fe3d6a 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -8,7 +8,6 @@ Includes:
 
 import logging
 import operator
-from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
@@ -18,8 +17,9 @@ from pandas import DataFrame
 
 from freqtrade import OperationalException, misc
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
-from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.data.converter import trades_to_ohlcv
+from freqtrade.exchange import Exchange, timeframe_to_minutes
+from .datahandlers import get_datahandlerclass
 
 logger = logging.getLogger(__name__)
 
@@ -126,11 +126,12 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
 
 def load_pair_history(pair: str,
                       timeframe: str,
-                      datadir: Path,
+                      datadir: Path, *,
                       timerange: Optional[TimeRange] = None,
                       fill_up_missing: bool = True,
                       drop_incomplete: bool = True,
                       startup_candles: int = 0,
+                      data_format: str = 'json'
                       ) -> DataFrame:
     """
     Load cached ticker history for the given pair.
@@ -142,26 +143,18 @@ def load_pair_history(pair: str,
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param drop_incomplete: Drop last candle assuming it may be incomplete.
     :param startup_candles: Additional candles to load at the start of the period
+    :param data_format: Format of the data
     :return: DataFrame with ohlcv data, or empty DataFrame
     """
-    timerange_startup = deepcopy(timerange)
-    if startup_candles > 0 and timerange_startup:
-        timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
-
-    pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
-
-    if pairdata:
-        if timerange_startup:
-            _validate_pairdata(pair, pairdata, timerange_startup)
-        return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
-                                      fill_missing=fill_up_missing,
-                                      drop_incomplete=drop_incomplete)
-    else:
-        logger.warning(
-            f'No history data for pair: "{pair}", timeframe: {timeframe}. '
-            'Use `freqtrade download-data` to download the data'
-        )
-        return DataFrame()
+    HandlerClass = get_datahandlerclass(data_format)
+    loader = HandlerClass(datadir)
+    return loader.ohlcv_load(pair=pair,
+                             timeframe=timeframe,
+                             timerange=timerange,
+                             fill_missing=fill_up_missing,
+                             drop_incomplete=drop_incomplete,
+                             startup_candles=startup_candles,
+                             )
 
 
 def load_data(datadir: Path,
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 7b3143db9..f13e386f8 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -96,8 +96,9 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
 
 
 def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
-    ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
-                           MagicMock(return_value=None))
+    ltfmock = mocker.patch(
+        'freqtrade.data.datahandlers.jsondatahandler.JsonDataHandler._ohlcv_load',
+        MagicMock(return_value=DataFrame()))
     timerange = TimeRange('date', None, 1510639620, 0)
     load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
                       datadir=testdatadir, timerange=timerange,
@@ -361,8 +362,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(tickerdata['UNITTEST/BTC'])
-    # Shift endtime with +5 - as last candle is dropped (partial candle)
-    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
+    # This validation happens now after parsing to pandas.
+    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0])
     assert log_has(f'Missing data at end for pair '
                    f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog)

From 416517b0c901f3438dcdc1af54fe5b32a77e38ba Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:47:04 +0100
Subject: [PATCH 0819/1495] Move trim_dataframe from history to converter

---
 freqtrade/data/converter.py                   | 19 ++++++++
 .../data/datahandlers/jsondatahandler.py      |  3 +-
 freqtrade/data/history.py                     | 26 ----------
 freqtrade/optimize/backtesting.py             |  3 +-
 freqtrade/optimize/hyperopt.py                |  3 +-
 freqtrade/plot/plotting.py                    |  3 +-
 tests/data/test_converter.py                  | 47 ++++++++++++++++++-
 tests/data/test_history.py                    | 46 +-----------------
 8 files changed, 73 insertions(+), 77 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 6b44a6b20..52ce3c593 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -2,10 +2,12 @@
 Functions to convert data from one format to another
 """
 import logging
+from datetime import datetime, timezone
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
+from freqtrade.configuration.timerange import TimeRange
 
 logger = logging.getLogger(__name__)
 
@@ -112,6 +114,23 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     return df
 
 
+def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
+    """
+    Trim dataframe based on given timerange
+    :param df: Dataframe to trim
+    :param timerange: timerange (use start and end date if available)
+    :param: df_date_col: Column in the dataframe to use as Date column
+    :return: trimmed dataframe
+    """
+    if timerange.starttype == 'date':
+        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+        df = df.loc[df[df_date_col] >= start, :]
+    if timerange.stoptype == 'date':
+        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+        df = df.loc[df[df_date_col] <= stop, :]
+    return df
+
+
 def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     """
     Gets order book list, returns dataframe with below format per suggested by creslin
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 2893393b1..c799784d0 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -7,8 +7,7 @@ from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import clean_ohlcv_dataframe
-from freqtrade.data.history import trim_dataframe
+from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
 
 from .idatahandler import IDataHandler
 
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index f09fe3d6a..cc82217a0 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -50,23 +50,6 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     return tickerlist[start_index:stop_index]
 
 
-def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
-    """
-    Trim dataframe based on given timerange
-    :param df: Dataframe to trim
-    :param timerange: timerange (use start and end date if available)
-    :param: df_date_col: Column in the dataframe to use as Date column
-    :return: trimmed dataframe
-    """
-    if timerange.starttype == 'date':
-        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
-        df = df.loc[df[df_date_col] >= start, :]
-    if timerange.stoptype == 'date':
-        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
-        df = df.loc[df[df_date_col] <= stop, :]
-    return df
-
-
 def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
                          timerange: Optional[TimeRange] = None) -> List[Dict]:
     """
@@ -115,15 +98,6 @@ def store_trades_file(datadir: Path, pair: str,
     misc.file_dump_json(filename, data, is_zip=is_zip)
 
 
-def _validate_pairdata(pair, pairdata, timerange: TimeRange):
-    if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
-        logger.warning('Missing data at start for pair %s, data starts at %s',
-                       pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
-    if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
-        logger.warning('Missing data at end for pair %s, data ends at %s',
-                       pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
-
-
 def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path, *,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a8fe90a06..98ee71a60 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -16,6 +16,7 @@ from freqtrade import OperationalException
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.data import history
+from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
@@ -482,7 +483,7 @@ class Backtesting:
 
             # Trim startup period from analyzed dataframe
             for pair, df in preprocessed.items():
-                preprocessed[pair] = history.trim_dataframe(df, timerange)
+                preprocessed[pair] = trim_dataframe(df, timerange)
             min_date, max_date = history.get_timerange(preprocessed)
 
             logger.info(
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 48f883ac5..d29508b49 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,8 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
 from pandas import DataFrame
 
 from freqtrade import OperationalException
-from freqtrade.data.history import get_timerange, trim_dataframe
+from freqtrade.data.history import get_timerange
+from freqtrade.data.converter import trim_dataframe
 from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index db4637ee5..0ef71ed82 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -5,6 +5,7 @@ from typing import Any, Dict, List
 import pandas as pd
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
+from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.btanalysis import (combine_tickers_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
@@ -47,7 +48,7 @@ def init_plotscript(config):
                          db_url=config.get('db_url'),
                          exportfilename=config.get('exportfilename'),
                          )
-    trades = history.trim_dataframe(trades, timerange, 'open_time')
+    trades = trim_dataframe(trades, timerange, 'open_time')
     return {"tickers": tickers,
             "trades": trades,
             "pairs": pairs,
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 414551c95..eb8a8e513 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -1,8 +1,11 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 
-from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
-from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timerange
+from freqtrade.configuration.timerange import TimeRange
+from freqtrade.data.converter import (ohlcv_fill_up_missing_data,
+                                      parse_ticker_dataframe, trim_dataframe)
+from freqtrade.data.history import (get_timerange, load_data,
+                                    load_pair_history, validate_backtest_data)
 from tests.conftest import log_has
 
 
@@ -145,3 +148,43 @@ def test_ohlcv_drop_incomplete(caplog):
     assert len(data) == 3
 
     assert log_has("Dropping last candle", caplog)
+
+
+def test_trim_dataframe(testdatadir) -> None:
+    data = load_data(
+        datadir=testdatadir,
+        timeframe='1m',
+        pairs=['UNITTEST/BTC']
+    )['UNITTEST/BTC']
+    min_date = int(data.iloc[0]['date'].timestamp())
+    max_date = int(data.iloc[-1]['date'].timestamp())
+    data_modify = data.copy()
+
+    # Remove first 30 minutes (1800 s)
+    tr = TimeRange('date', None, min_date + 1800, 0)
+    data_modify = trim_dataframe(data_modify, tr)
+    assert not data_modify.equals(data)
+    assert len(data_modify) < len(data)
+    assert len(data_modify) == len(data) - 30
+    assert all(data_modify.iloc[-1] == data.iloc[-1])
+    assert all(data_modify.iloc[0] == data.iloc[30])
+
+    data_modify = data.copy()
+    # Remove last 30 minutes (1800 s)
+    tr = TimeRange(None, 'date', 0, max_date - 1800)
+    data_modify = trim_dataframe(data_modify, tr)
+    assert not data_modify.equals(data)
+    assert len(data_modify) < len(data)
+    assert len(data_modify) == len(data) - 30
+    assert all(data_modify.iloc[0] == data.iloc[0])
+    assert all(data_modify.iloc[-1] == data.iloc[-31])
+
+    data_modify = data.copy()
+    # Remove first 25 and last 30 minutes (1800 s)
+    tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
+    data_modify = trim_dataframe(data_modify, tr)
+    assert not data_modify.equals(data)
+    assert len(data_modify) < len(data)
+    assert len(data_modify) == len(data) - 55
+    # first row matches 25th original row
+    assert all(data_modify.iloc[0] == data.iloc[25])
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index f13e386f8..5f7d0f5a2 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -18,10 +18,8 @@ from freqtrade.data.history import (_download_pair_history,
                                     load_tickerdata_file, pair_data_filename,
                                     pair_trades_filename,
                                     refresh_backtest_ohlcv_data,
-                                    refresh_backtest_trades_data,
-                                    refresh_data,
-                                    trim_dataframe, trim_tickerlist,
-                                    validate_backtest_data)
+                                    refresh_backtest_trades_data, refresh_data,
+                                    trim_tickerlist, validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -444,46 +442,6 @@ def test_trim_tickerlist(testdatadir) -> None:
     assert not ticker
 
 
-def test_trim_dataframe(testdatadir) -> None:
-    data = load_data(
-        datadir=testdatadir,
-        timeframe='1m',
-        pairs=['UNITTEST/BTC']
-    )['UNITTEST/BTC']
-    min_date = int(data.iloc[0]['date'].timestamp())
-    max_date = int(data.iloc[-1]['date'].timestamp())
-    data_modify = data.copy()
-
-    # Remove first 30 minutes (1800 s)
-    tr = TimeRange('date', None, min_date + 1800, 0)
-    data_modify = trim_dataframe(data_modify, tr)
-    assert not data_modify.equals(data)
-    assert len(data_modify) < len(data)
-    assert len(data_modify) == len(data) - 30
-    assert all(data_modify.iloc[-1] == data.iloc[-1])
-    assert all(data_modify.iloc[0] == data.iloc[30])
-
-    data_modify = data.copy()
-    # Remove last 30 minutes (1800 s)
-    tr = TimeRange(None, 'date', 0, max_date - 1800)
-    data_modify = trim_dataframe(data_modify, tr)
-    assert not data_modify.equals(data)
-    assert len(data_modify) < len(data)
-    assert len(data_modify) == len(data) - 30
-    assert all(data_modify.iloc[0] == data.iloc[0])
-    assert all(data_modify.iloc[-1] == data.iloc[-31])
-
-    data_modify = data.copy()
-    # Remove first 25 and last 30 minutes (1800 s)
-    tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
-    data_modify = trim_dataframe(data_modify, tr)
-    assert not data_modify.equals(data)
-    assert len(data_modify) < len(data)
-    assert len(data_modify) == len(data) - 55
-    # first row matches 25th original row
-    assert all(data_modify.iloc[0] == data.iloc[25])
-
-
 def test_file_dump_json_tofile(testdatadir) -> None:
     file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
     data = {'bar': 'foo'}

From 5fca17d7e1fc89f30e90156d2fc88f954d9faf82 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 15:55:28 +0100
Subject: [PATCH 0820/1495] Allow initializing handler-class just once

---
 freqtrade/data/history.py | 40 +++++++++++++++++++++++++--------------
 1 file changed, 26 insertions(+), 14 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index cc82217a0..7c5cf482d 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -8,7 +8,7 @@ Includes:
 
 import logging
 import operator
-from datetime import datetime, timezone
+from datetime import datetime
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -18,6 +18,7 @@ from pandas import DataFrame
 from freqtrade import OperationalException, misc
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import trades_to_ohlcv
+from freqtrade.data.datahandlers.idatahandler import IDataHandler
 from freqtrade.exchange import Exchange, timeframe_to_minutes
 from .datahandlers import get_datahandlerclass
 
@@ -105,7 +106,8 @@ def load_pair_history(pair: str,
                       fill_up_missing: bool = True,
                       drop_incomplete: bool = True,
                       startup_candles: int = 0,
-                      data_format: str = 'json'
+                      data_format: str = 'json',
+                      data_handler: IDataHandler,
                       ) -> DataFrame:
     """
     Load cached ticker history for the given pair.
@@ -117,18 +119,21 @@ def load_pair_history(pair: str,
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param drop_incomplete: Drop last candle assuming it may be incomplete.
     :param startup_candles: Additional candles to load at the start of the period
-    :param data_format: Format of the data
+    :param data_format: Format of the data. Ignored if data_handler is set.
+    :param data_handler: Initialized data-handler to use.
+                         Will be initialized from data_format if not set
     :return: DataFrame with ohlcv data, or empty DataFrame
     """
-    HandlerClass = get_datahandlerclass(data_format)
-    loader = HandlerClass(datadir)
-    return loader.ohlcv_load(pair=pair,
-                             timeframe=timeframe,
-                             timerange=timerange,
-                             fill_missing=fill_up_missing,
-                             drop_incomplete=drop_incomplete,
-                             startup_candles=startup_candles,
-                             )
+    if not data_handler:
+        HandlerClass = get_datahandlerclass(data_format)
+        data_handler = HandlerClass(datadir)
+    return data_handler.ohlcv_load(pair=pair,
+                                   timeframe=timeframe,
+                                   timerange=timerange,
+                                   fill_missing=fill_up_missing,
+                                   drop_incomplete=drop_incomplete,
+                                   startup_candles=startup_candles,
+                                   )
 
 
 def load_data(datadir: Path,
@@ -137,7 +142,8 @@ def load_data(datadir: Path,
               timerange: Optional[TimeRange] = None,
               fill_up_missing: bool = True,
               startup_candles: int = 0,
-              fail_without_data: bool = False
+              fail_without_data: bool = False,
+              data_format: str = 'json',
               ) -> Dict[str, DataFrame]:
     """
     Load ticker history data for a list of pairs.
@@ -149,17 +155,23 @@ def load_data(datadir: Path,
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param startup_candles: Additional candles to load at the start of the period
     :param fail_without_data: Raise OperationalException if no data is found.
+    :param data_handler: Initialized data-handler to use.
     :return: dict(:)
     """
     result: Dict[str, DataFrame] = {}
     if startup_candles > 0 and timerange:
         logger.info(f'Using indicator startup period: {startup_candles} ...')
 
+    HandlerClass = get_datahandlerclass(data_format)
+    data_handler = HandlerClass(datadir)
+
     for pair in pairs:
         hist = load_pair_history(pair=pair, timeframe=timeframe,
                                  datadir=datadir, timerange=timerange,
                                  fill_up_missing=fill_up_missing,
-                                 startup_candles=startup_candles)
+                                 startup_candles=startup_candles,
+                                 data_handler=data_handler
+                                 )
         if not hist.empty:
             result[pair] = hist
 

From 9547d47ae2f58bc416454bb0b5212c79da8845e5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 16:12:20 +0100
Subject: [PATCH 0821/1495] Initialize datahandlers

---
 freqtrade/data/datahandlers/__init__.py | 16 +++++++++++-
 freqtrade/data/history.py               | 34 ++++++++++++++-----------
 2 files changed, 34 insertions(+), 16 deletions(-)

diff --git a/freqtrade/data/datahandlers/__init__.py b/freqtrade/data/datahandlers/__init__.py
index b22b61417..a21dd832d 100644
--- a/freqtrade/data/datahandlers/__init__.py
+++ b/freqtrade/data/datahandlers/__init__.py
@@ -1,5 +1,5 @@
 from typing import Type
-
+from pathlib import Path
 from .idatahandler import IDataHandler
 
 
@@ -20,3 +20,17 @@ def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
         return JsonGzDataHandler
     else:
         raise ValueError(f"No datahandler for datatype {datatype} available.")
+
+
+def get_datahandler(datadir: Path, data_format: str = None,
+                    data_handler: IDataHandler = None) -> IDataHandler:
+    """
+    :param datadir: Folder to save data
+    :data_format: dataformat to use
+    :data_handler: returns this datahandler if it exists or initializes a new one
+    """
+
+    if not data_handler:
+        HandlerClass = get_datahandlerclass(data_format or 'json')
+        data_handler = HandlerClass(datadir)
+    return data_handler
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 7c5cf482d..4f31ebd60 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -18,9 +18,9 @@ from pandas import DataFrame
 from freqtrade import OperationalException, misc
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import trades_to_ohlcv
+from freqtrade.data.datahandlers import get_datahandler, get_datahandlerclass
 from freqtrade.data.datahandlers.idatahandler import IDataHandler
 from freqtrade.exchange import Exchange, timeframe_to_minutes
-from .datahandlers import get_datahandlerclass
 
 logger = logging.getLogger(__name__)
 
@@ -106,8 +106,8 @@ def load_pair_history(pair: str,
                       fill_up_missing: bool = True,
                       drop_incomplete: bool = True,
                       startup_candles: int = 0,
-                      data_format: str = 'json',
-                      data_handler: IDataHandler,
+                      data_format: str = None,
+                      data_handler: IDataHandler = None,
                       ) -> DataFrame:
     """
     Load cached ticker history for the given pair.
@@ -115,18 +115,17 @@ def load_pair_history(pair: str,
     :param pair: Pair to load data for
     :param timeframe: Ticker timeframe (e.g. "5m")
     :param datadir: Path to the data storage location.
+    :param data_format: Format of the data. Ignored if data_handler is set.
     :param timerange: Limit data to be loaded to this timerange
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param drop_incomplete: Drop last candle assuming it may be incomplete.
     :param startup_candles: Additional candles to load at the start of the period
-    :param data_format: Format of the data. Ignored if data_handler is set.
     :param data_handler: Initialized data-handler to use.
                          Will be initialized from data_format if not set
     :return: DataFrame with ohlcv data, or empty DataFrame
     """
-    if not data_handler:
-        HandlerClass = get_datahandlerclass(data_format)
-        data_handler = HandlerClass(datadir)
+    data_handler = get_datahandler(datadir, data_format, data_handler)
+
     return data_handler.ohlcv_load(pair=pair,
                                    timeframe=timeframe,
                                    timerange=timerange,
@@ -138,7 +137,7 @@ def load_pair_history(pair: str,
 
 def load_data(datadir: Path,
               timeframe: str,
-              pairs: List[str],
+              pairs: List[str], *,
               timerange: Optional[TimeRange] = None,
               fill_up_missing: bool = True,
               startup_candles: int = 0,
@@ -162,8 +161,7 @@ def load_data(datadir: Path,
     if startup_candles > 0 and timerange:
         logger.info(f'Using indicator startup period: {startup_candles} ...')
 
-    HandlerClass = get_datahandlerclass(data_format)
-    data_handler = HandlerClass(datadir)
+    data_handler = get_datahandler(datadir, data_format)
 
     for pair in pairs:
         hist = load_pair_history(pair=pair, timeframe=timeframe,
@@ -184,6 +182,7 @@ def refresh_data(datadir: Path,
                  timeframe: str,
                  pairs: List[str],
                  exchange: Exchange,
+                 data_format: str = None,
                  timerange: Optional[TimeRange] = None,
                  ) -> None:
     """
@@ -195,10 +194,11 @@ def refresh_data(datadir: Path,
     :param exchange: Exchange object
     :param timerange: Limit data to be loaded to this timerange
     """
+    data_handler = get_datahandler(datadir, data_format)
     for pair in pairs:
         _download_pair_history(pair=pair, timeframe=timeframe,
                                datadir=datadir, timerange=timerange,
-                               exchange=exchange)
+                               exchange=exchange, data_handler=data_handler)
 
 
 def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
@@ -256,9 +256,10 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
 
 def _download_pair_history(datadir: Path,
                            exchange: Exchange,
-                           pair: str,
+                           pair: str, *,
                            timeframe: str = '5m',
-                           timerange: Optional[TimeRange] = None) -> bool:
+                           timerange: Optional[TimeRange] = None,
+                           data_handler: IDataHandler = None) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
@@ -272,6 +273,8 @@ def _download_pair_history(datadir: Path,
     :param timerange: range of time to download
     :return: bool with success state
     """
+    data_handler = get_datahandler(datadir)
+
     try:
         logger.info(
             f'Download history data for pair: "{pair}", timeframe: {timeframe} '
@@ -308,13 +311,14 @@ def _download_pair_history(datadir: Path,
 
 def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
                                 datadir: Path, timerange: Optional[TimeRange] = None,
-                                erase=False) -> List[str]:
+                                erase=False, data_format: str = None) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
     :return: List of pairs that are not available.
     """
     pairs_not_available = []
+    data_handler = get_datahandler(datadir, data_format)
     for pair in pairs:
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
@@ -331,7 +335,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
             _download_pair_history(datadir=datadir, exchange=exchange,
                                    pair=pair, timeframe=str(timeframe),
-                                   timerange=timerange)
+                                   timerange=timerange, data_handler=data_handler)
     return pairs_not_available
 
 

From 9876d126ca0add61c853a99a0a8a531445046dae Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 16:34:27 +0100
Subject: [PATCH 0822/1495] Use handler for trades

---
 freqtrade/data/converter.py |  9 ++++-----
 freqtrade/data/history.py   | 38 ++++++++++++++++++-------------------
 tests/data/test_history.py  |  7 ++++---
 3 files changed, 26 insertions(+), 28 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 52ce3c593..09f7e3278 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -155,12 +155,12 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     return frame
 
 
-def trades_to_ohlcv(trades: list, timeframe: str) -> list:
+def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     """
     Converts trades list to ohlcv list
     :param trades: List of trades, as returned by ccxt.fetch_trades.
     :param timeframe: Ticker timeframe to resample data to
-    :return: ohlcv timeframe as list (as returned by ccxt.fetch_ohlcv)
+    :return: ohlcv Dataframe.
     """
     from freqtrade.exchange import timeframe_to_minutes
     ticker_minutes = timeframe_to_minutes(timeframe)
@@ -170,8 +170,7 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> list:
 
     df_new = df['price'].resample(f'{ticker_minutes}min').ohlc()
     df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum()
-    df_new['date'] = df_new.index.astype("int64") // 10 ** 6
+    df_new['date'] = df_new.index
     # Drop 0 volume rows
     df_new = df_new.dropna()
-    columns = ["date", "open", "high", "low", "close", "volume"]
-    return list(zip(*[df_new[x].values.tolist() for x in columns]))
+    return df_new[['date', 'open', 'high', 'low', 'close', 'volume']]
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 4f31ebd60..1970f05d5 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -18,7 +18,7 @@ from pandas import DataFrame
 from freqtrade import OperationalException, misc
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import trades_to_ohlcv
-from freqtrade.data.datahandlers import get_datahandler, get_datahandlerclass
+from freqtrade.data.datahandlers import get_datahandler
 from freqtrade.data.datahandlers.idatahandler import IDataHandler
 from freqtrade.exchange import Exchange, timeframe_to_minutes
 
@@ -90,15 +90,6 @@ def load_trades_file(datadir: Path, pair: str,
     return tradesdata
 
 
-def store_trades_file(datadir: Path, pair: str,
-                      data: list, is_zip: bool = True):
-    """
-    Stores tickerdata to file
-    """
-    filename = pair_trades_filename(datadir, pair)
-    misc.file_dump_json(filename, data, is_zip=is_zip)
-
-
 def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path, *,
@@ -339,10 +330,11 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     return pairs_not_available
 
 
-def _download_trades_history(datadir: Path,
-                             exchange: Exchange,
-                             pair: str,
-                             timerange: Optional[TimeRange] = None) -> bool:
+def _download_trades_history(exchange: Exchange,
+                             pair: str, *,
+                             timerange: Optional[TimeRange] = None,
+                             data_handler: IDataHandler
+                             ) -> bool:
     """
     Download trade history from the exchange.
     Appends to previously downloaded trades data.
@@ -351,7 +343,7 @@ def _download_trades_history(datadir: Path,
 
         since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None
 
-        trades = load_trades_file(datadir, pair)
+        trades = data_handler.trades_load(pair)
 
         from_id = trades[-1]['id'] if trades else None
 
@@ -366,7 +358,7 @@ def _download_trades_history(datadir: Path,
                                                   from_id=from_id,
                                                   )
         trades.extend(new_trades[1])
-        store_trades_file(datadir, pair, trades)
+        data_handler.trades_store(pair, data=trades)
 
         logger.debug("New Start: %s", trades[0]['datetime'])
         logger.debug("New End: %s", trades[-1]['datetime'])
@@ -382,13 +374,15 @@ def _download_trades_history(datadir: Path,
 
 
 def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
-                                 timerange: TimeRange, erase=False) -> List[str]:
+                                 timerange: TimeRange, erase=False,
+                                 data_format: str = 'jsongz') -> List[str]:
     """
     Refresh stored trades data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
     :return: List of pairs that are not available.
     """
     pairs_not_available = []
+    data_handler = get_datahandler(datadir, data_format=data_format)
     for pair in pairs:
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
@@ -404,7 +398,8 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
         logger.info(f'Downloading trades for pair {pair}.')
         _download_trades_history(datadir=datadir, exchange=exchange,
                                  pair=pair,
-                                 timerange=timerange)
+                                 timerange=timerange,
+                                 data_handler=data_handler)
     return pairs_not_available
 
 
@@ -413,8 +408,11 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
     """
     Convert stored trades data to ohlcv data
     """
+    data_handler_trades = get_datahandler(datadir, data_format='jsongz')
+    data_handler_ohlcv = get_datahandler(datadir, data_format='json')
+
     for pair in pairs:
-        trades = load_trades_file(datadir, pair)
+        trades = data_handler_trades.trades_load(pair)
         for timeframe in timeframes:
             ohlcv_file = pair_data_filename(datadir, pair, timeframe)
             if erase and ohlcv_file.exists():
@@ -422,7 +420,7 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
                 ohlcv_file.unlink()
             ohlcv = trades_to_ohlcv(trades, timeframe)
             # Store ohlcv
-            store_tickerdata_file(datadir, pair, timeframe, data=ohlcv)
+            data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)
 
 
 def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 5f7d0f5a2..77cb6a565 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -10,6 +10,7 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.data.datahandlers import get_datahandler
 from freqtrade.data.history import (_download_pair_history,
                                     _download_trades_history,
                                     _load_cached_data_for_updating,
@@ -597,12 +598,12 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                  ght_mock)
     exchange = get_patched_exchange(mocker, default_conf)
     file1 = testdatadir / 'ETH_BTC-trades.json.gz'
-
+    data_handler = get_datahandler(testdatadir, data_format='jsongz')
     _backup_file(file1)
 
     assert not file1.is_file()
 
-    assert _download_trades_history(datadir=testdatadir, exchange=exchange,
+    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
                                     pair='ETH/BTC')
     assert log_has("New Amount of trades: 5", caplog)
     assert file1.is_file()
@@ -613,7 +614,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  MagicMock(side_effect=ValueError))
 
-    assert not _download_trades_history(datadir=testdatadir, exchange=exchange,
+    assert not _download_trades_history(data_handler=data_handler, exchange=exchange,
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 

From b7c1d5549179ecd39f4e2c5b269b90df1e6a1be9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 16:41:52 +0100
Subject: [PATCH 0823/1495] Modify tests to point to datahandlers

---
 freqtrade/data/history.py  | 20 --------------------
 tests/data/test_history.py | 20 ++++++++++++++------
 2 files changed, 14 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 1970f05d5..c83e91bac 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -76,20 +76,6 @@ def store_tickerdata_file(datadir: Path, pair: str,
     misc.file_dump_json(filename, data, is_zip=is_zip)
 
 
-def load_trades_file(datadir: Path, pair: str,
-                     timerange: Optional[TimeRange] = None) -> List[Dict]:
-    """
-    Load a pair from file, either .json.gz or .json
-    :return: tradelist or empty list if unsuccesful
-    """
-    filename = pair_trades_filename(datadir, pair)
-    tradesdata = misc.file_load_json(filename)
-    if not tradesdata:
-        return []
-
-    return tradesdata
-
-
 def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path, *,
@@ -198,12 +184,6 @@ def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     return filename
 
 
-def pair_trades_filename(datadir: Path, pair: str) -> Path:
-    pair_s = pair.replace("/", "_")
-    filename = datadir.joinpath(f'{pair_s}-trades.json.gz')
-    return filename
-
-
 def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
                                    timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                             Optional[int]]:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 77cb6a565..fef7a3149 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -11,13 +11,14 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.datahandlers import get_datahandler
+from freqtrade.data.datahandlers.jsondatahandler import (JsonDataHandler,
+                                                         JsonGzDataHandler)
 from freqtrade.data.history import (_download_pair_history,
                                     _download_trades_history,
                                     _load_cached_data_for_updating,
                                     convert_trades_to_ohlcv, get_timerange,
                                     load_data, load_pair_history,
-                                    load_tickerdata_file, pair_data_filename,
-                                    pair_trades_filename,
+                                    load_tickerdata_file,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data, refresh_data,
                                     trim_tickerlist, validate_backtest_data)
@@ -143,14 +144,21 @@ def test_testdata_path(testdatadir) -> None:
     assert str(Path('tests') / 'testdata') in str(testdatadir)
 
 
-def test_pair_data_filename():
-    fn = pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
+def test_json_pair_data_filename():
+    fn = JsonDataHandler._pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
     assert isinstance(fn, Path)
     assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json')
+    fn = JsonGzDataHandler._pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
+    assert isinstance(fn, Path)
+    assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json.gz')
 
 
-def test_pair_trades_filename():
-    fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
+def test_json_pair_trades_filename():
+    fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
+    assert isinstance(fn, Path)
+    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json')
+
+    fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
     assert isinstance(fn, Path)
     assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz')
 

From 552c93abf08239108b5b64baec0d37618152a3a1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Dec 2019 19:53:52 +0100
Subject: [PATCH 0824/1495] Improve some docstrings

---
 .../data/datahandlers/jsondatahandler.py      | 24 ++++++++++++++-----
 1 file changed, 18 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index c799784d0..0b6327017 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -20,7 +20,11 @@ class JsonDataHandler(IDataHandler):
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """
-        Returns a list of all pairs available in this datadir
+        Returns a list of all pairs with ohlcv data available in this datadir
+        for the specified timeframe
+        :param datadir: Directory to search for ohlcv files
+        :param timeframe: Timeframe to search pairs for
+        :return: List of Pairs
         """
 
         _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
@@ -56,7 +60,7 @@ class JsonDataHandler(IDataHandler):
         """
         Internal method used to load data for one pair from disk.
         Implements the loading and conversation to a Pandas dataframe.
-        :param pair: Pair to load data for
+        :param pair: Pair to load data
         :param timeframe: Ticker timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange
         :param fill_missing: Fill missing values with "No action"-candles
@@ -95,16 +99,20 @@ class JsonDataHandler(IDataHandler):
     @classmethod
     def trades_get_pairs(cls, datadir: Path) -> List[str]:
         """
-        Returns a list of all pairs available in this datadir
+        Returns a list of all pairs for which trade data is available in this
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Pairs
         """
         _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
                 for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results to avoid exceptions.
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def trades_store(self, pair: str, data: List[Dict]):
+    def trades_store(self, pair: str, data: List[Dict]) -> None:
         """
-        Store data
+        Store trades data (list of Dicts) to file
+        :param pair: Pair - used for filename
+        :param data: List of Dicts containing trade data
         """
         filename = self._pair_trades_filename(self._datadir, pair)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
@@ -112,13 +120,17 @@ class JsonDataHandler(IDataHandler):
     def trades_append(self, pair: str, data: DataFrame):
         """
         Append data to existing files
+        :param pair: Pair - used for filename
+        :param data: List of Dicts containing trade data
         """
         raise NotImplementedError()
 
     def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
         """
         Load a pair from file, either .json.gz or .json
-        # TODO: validate timerange ...
+        # TODO: respect timerange ...
+        :param pair: Load trades for this pair
+        :param timerange: Timerange to load trades for - currently not implemented
         :return: List of trades
         """
         filename = self._pair_trades_filename(self._datadir, pair)

From e861f05b75fd333d21ab63b57cbd189e405ff27f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 26 Dec 2019 09:51:03 +0100
Subject: [PATCH 0825/1495] Move dataframe trim to within jsondatahandler

---
 freqtrade/data/datahandlers/idatahandler.py   |  6 +-----
 .../data/datahandlers/jsondatahandler.py      | 19 ++++++++++++++++++-
 freqtrade/data/history.py                     |  8 +++-----
 tests/data/test_history.py                    |  5 +++--
 4 files changed, 25 insertions(+), 13 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index c28d03930..8e61829b6 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -55,11 +55,7 @@ class IDataHandler(ABC):
                 f'No history data for pair: "{pair}", timeframe: {timeframe}. '
                 'Use `freqtrade download-data` to download the data'
             )
-            return pairdf
-        else:
-            if timerange_startup:
-                self._validate_pairdata(pair, pairdf, timerange_startup)
-            return pairdf
+        return pairdf
 
     def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
         """
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 0b6327017..42fbaf51b 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -78,13 +78,18 @@ class JsonDataHandler(IDataHandler):
                                        utc=True,
                                        infer_datetime_format=True)
 
+        enddate = pairdata.iloc[-1]['date']
+
         if timerange:
+            self._validate_pairdata(pair, pairdata, timerange)
             pairdata = trim_dataframe(pairdata, timerange)
 
+        # incomplete candles should only be dropped if we didn't trim the end beforehand.
         return clean_ohlcv_dataframe(pairdata, timeframe,
                                      pair=pair,
                                      fill_missing=fill_missing,
-                                     drop_incomplete=drop_incomplete)
+                                     drop_incomplete=(drop_incomplete and
+                                                      enddate == pairdata.iloc[-1]['date']))
 
     def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
@@ -140,6 +145,18 @@ class JsonDataHandler(IDataHandler):
 
         return tradesdata
 
+    def trades_purge(self, pair: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :return: True when deleted, false if file did not exist.
+        """
+        filename = self._pair_trades_filename(self._datadir, pair)
+        if filename.is_file():
+            filename.unlink()
+            return True
+        return False
+
     @classmethod
     def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
         pair_s = pair.replace("/", "_")
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index c83e91bac..e71d9f36c 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -369,11 +369,9 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
             logger.info(f"Skipping pair {pair}...")
             continue
 
-        dl_file = pair_trades_filename(datadir, pair)
-        if erase and dl_file.exists():
-            logger.info(
-                f'Deleting existing data for pair {pair}.')
-            dl_file.unlink()
+        if erase:
+            if data_handler.trades_purge(pair):
+                logger.info(f'Deleting existing data for pair {pair}.')
 
         logger.info(f'Downloading trades for pair {pair}.')
         _download_trades_history(datadir=datadir, exchange=exchange,
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index fef7a3149..973c83a46 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -369,8 +369,9 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(tickerdata['UNITTEST/BTC'])
-    # This validation happens now after parsing to pandas.
-    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0])
+
+    # Shift endtime with +5 - as last candle is dropped (partial candle)
+    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
     assert log_has(f'Missing data at end for pair '
                    f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog)

From 37c5b689877958fbf80478e792e50b77d0183148 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 26 Dec 2019 09:56:42 +0100
Subject: [PATCH 0826/1495] Move dataframe validation to abstract class

---
 freqtrade/data/datahandlers/idatahandler.py   | 20 ++++++++++++----
 .../data/datahandlers/jsondatahandler.py      | 23 +++----------------
 2 files changed, 19 insertions(+), 24 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index 8e61829b6..ebf399358 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -10,6 +10,7 @@ from pathlib import Path
 from typing import Dict, List, Optional
 from datetime import datetime, timezone
 from pandas import DataFrame
+from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
 
 from freqtrade.configuration import TimeRange
 from freqtrade.exchange import timeframe_to_seconds
@@ -47,15 +48,26 @@ class IDataHandler(ABC):
             timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
 
         pairdf = self._ohlcv_load(pair, timeframe,
-                                  timerange=timerange_startup,
-                                  fill_missing=fill_missing,
-                                  drop_incomplete=drop_incomplete)
+                                  timerange=timerange_startup)
         if pairdf.empty:
             logger.warning(
                 f'No history data for pair: "{pair}", timeframe: {timeframe}. '
                 'Use `freqtrade download-data` to download the data'
             )
-        return pairdf
+            return pairdf
+        else:
+            enddate = pairdf.iloc[-1]['date']
+
+            if timerange_startup:
+                self._validate_pairdata(pair, pairdf, timerange_startup)
+                pairdf = trim_dataframe(pairdf, timerange_startup)
+
+            # incomplete candles should only be dropped if we didn't trim the end beforehand.
+            return clean_ohlcv_dataframe(pairdf, timeframe,
+                                         pair=pair,
+                                         fill_missing=fill_missing,
+                                         drop_incomplete=(drop_incomplete and
+                                                          enddate == pairdf.iloc[-1]['date']))
 
     def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
         """
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 42fbaf51b..7d780a48d 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -7,7 +7,6 @@ from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
 
 from .idatahandler import IDataHandler
 
@@ -54,18 +53,14 @@ class JsonDataHandler(IDataHandler):
 
     def _ohlcv_load(self, pair: str, timeframe: str,
                     timerange: Optional[TimeRange] = None,
-                    fill_missing: bool = True,
-                    drop_incomplete: bool = True,
                     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
         Implements the loading and conversation to a Pandas dataframe.
+        Timerange trimming and dataframe validation happens outside of this method.
         :param pair: Pair to load data
         :param timeframe: Ticker timeframe (e.g. "5m")
-        :param timerange: Limit data to be loaded to this timerange
-        :param fill_missing: Fill missing values with "No action"-candles
-        :param drop_incomplete: Drop last candle assuming it may be incomplete.
-        :param startup_candles: Additional candles to load at the start of the period
+        :param timerange: Limit data to be loaded to this timerange.
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
@@ -77,19 +72,7 @@ class JsonDataHandler(IDataHandler):
                                        unit='ms',
                                        utc=True,
                                        infer_datetime_format=True)
-
-        enddate = pairdata.iloc[-1]['date']
-
-        if timerange:
-            self._validate_pairdata(pair, pairdata, timerange)
-            pairdata = trim_dataframe(pairdata, timerange)
-
-        # incomplete candles should only be dropped if we didn't trim the end beforehand.
-        return clean_ohlcv_dataframe(pairdata, timeframe,
-                                     pair=pair,
-                                     fill_missing=fill_missing,
-                                     drop_incomplete=(drop_incomplete and
-                                                      enddate == pairdata.iloc[-1]['date']))
+        return pairdata
 
     def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """

From 91c70a0e9c3d4299973fca60a3a922bf6f275307 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 26 Dec 2019 10:22:38 +0100
Subject: [PATCH 0827/1495] Change to use ohlcv_purge

---
 freqtrade/data/datahandlers/jsondatahandler.py | 13 +++++++++++++
 freqtrade/data/history.py                      |  9 ++++-----
 2 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 7d780a48d..e76fee2b9 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -74,6 +74,19 @@ class JsonDataHandler(IDataHandler):
                                        infer_datetime_format=True)
         return pairdata
 
+    def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :param timeframe: Ticker timeframe (e.g. "5m")
+        :return: True when deleted, false if file did not exist.
+        """
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+        if filename.is_file():
+            filename.unlink()
+            return True
+        return False
+
     def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
         Append data to existing data structures
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index e71d9f36c..9347e7ee5 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -374,7 +374,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
                 logger.info(f'Deleting existing data for pair {pair}.')
 
         logger.info(f'Downloading trades for pair {pair}.')
-        _download_trades_history(datadir=datadir, exchange=exchange,
+        _download_trades_history(exchange=exchange,
                                  pair=pair,
                                  timerange=timerange,
                                  data_handler=data_handler)
@@ -392,10 +392,9 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
     for pair in pairs:
         trades = data_handler_trades.trades_load(pair)
         for timeframe in timeframes:
-            ohlcv_file = pair_data_filename(datadir, pair, timeframe)
-            if erase and ohlcv_file.exists():
-                logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
-                ohlcv_file.unlink()
+            if erase:
+                if data_handler_ohlcv.ohlcv_purge(pair, timeframe):
+                    logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
             ohlcv = trades_to_ohlcv(trades, timeframe)
             # Store ohlcv
             data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)

From dbe8f727cb1e58b3c5139e18e5df05cfe397d760 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 26 Dec 2019 10:26:19 +0100
Subject: [PATCH 0828/1495] Fix typehint

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

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 4f2e990d2..74097286a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -434,7 +434,7 @@ class IStrategy(ABC):
         else:
             return current_profit > roi
 
-    def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
+    def tickerdata_to_dataframe(self, tickerdata: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Creates a dataframe and populates indicators for given ticker data
         Used by optimize operations only, not during dry / live runs.

From b83487a70d32d71b3fea8998f619bfd984383887 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 26 Dec 2019 19:52:08 +0100
Subject: [PATCH 0829/1495] Extract default dataframe columns to constant

---
 freqtrade/constants.py                         | 1 +
 freqtrade/data/converter.py                    | 5 +++--
 freqtrade/data/datahandlers/jsondatahandler.py | 3 ++-
 3 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 9c7e3db63..8d9cde98b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -21,6 +21,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'P
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
+DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGY = 'strategies'
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 09f7e3278..41a843e36 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -8,6 +8,7 @@ import pandas as pd
 from pandas import DataFrame, to_datetime
 
 from freqtrade.configuration.timerange import TimeRange
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 
 logger = logging.getLogger(__name__)
 
@@ -26,7 +27,7 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
     :return: DataFrame
     """
     logger.debug("Parsing tickerlist to dataframe")
-    cols = ['date', 'open', 'high', 'low', 'close', 'volume']
+    cols = DEFAULT_DATAFRAME_COLUMNS
     frame = DataFrame(ticker, columns=cols)
 
     frame['date'] = to_datetime(frame['date'],
@@ -173,4 +174,4 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     df_new['date'] = df_new.index
     # Drop 0 volume rows
     df_new = df_new.dropna()
-    return df_new[['date', 'open', 'high', 'low', 'close', 'volume']]
+    return df_new[DEFAULT_DATAFRAME_COLUMNS]
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index e76fee2b9..1a26671b9 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -7,6 +7,7 @@ from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 
 from .idatahandler import IDataHandler
 
@@ -14,7 +15,7 @@ from .idatahandler import IDataHandler
 class JsonDataHandler(IDataHandler):
 
     _use_zip = False
-    _columns = ['date', 'open', 'high', 'low', 'close', 'volume']
+    _columns = DEFAULT_DATAFRAME_COLUMNS
 
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:

From ec8fb5f30894ef55fc388e7c6767e17d3c24d57b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 06:58:29 +0100
Subject: [PATCH 0830/1495] Make no-data warning optional

---
 freqtrade/data/datahandlers/idatahandler.py | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/datahandlers/idatahandler.py
index ebf399358..b80b8cfcc 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/datahandlers/idatahandler.py
@@ -30,6 +30,7 @@ class IDataHandler(ABC):
                    fill_missing: bool = True,
                    drop_incomplete: bool = True,
                    startup_candles: int = 0,
+                   warn_no_data: bool = True
                    ) -> DataFrame:
         """
         Load cached ticker history for the given pair.
@@ -40,6 +41,7 @@ class IDataHandler(ABC):
         :param fill_missing: Fill missing values with "No action"-candles
         :param drop_incomplete: Drop last candle assuming it may be incomplete.
         :param startup_candles: Additional candles to load at the start of the period
+        :param warn_no_data: Log a warning message when no data is found
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
         # Fix startup period
@@ -50,10 +52,11 @@ class IDataHandler(ABC):
         pairdf = self._ohlcv_load(pair, timeframe,
                                   timerange=timerange_startup)
         if pairdf.empty:
-            logger.warning(
-                f'No history data for pair: "{pair}", timeframe: {timeframe}. '
-                'Use `freqtrade download-data` to download the data'
-            )
+            if warn_no_data:
+                logger.warning(
+                    f'No history data for pair: "{pair}", timeframe: {timeframe}. '
+                    'Use `freqtrade download-data` to download the data'
+                )
             return pairdf
         else:
             enddate = pairdf.iloc[-1]['date']

From c648d973c18015270d9196c3d9abc73eed09b13b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 06:58:50 +0100
Subject: [PATCH 0831/1495] Implement new "load_data_for_updating" method based
 on dataframes

---
 freqtrade/data/history.py | 58 +++++++++++++++++++++++++++++++--------
 1 file changed, 46 insertions(+), 12 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 9347e7ee5..80a846e87 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -8,7 +8,7 @@ Includes:
 
 import logging
 import operator
-from datetime import datetime
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -17,7 +17,8 @@ from pandas import DataFrame
 
 from freqtrade import OperationalException, misc
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import trades_to_ohlcv
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
 from freqtrade.data.datahandlers import get_datahandler
 from freqtrade.data.datahandlers.idatahandler import IDataHandler
 from freqtrade.exchange import Exchange, timeframe_to_minutes
@@ -184,9 +185,9 @@ def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     return filename
 
 
-def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
-                                   timerange: Optional[TimeRange]) -> Tuple[List[Any],
-                                                                            Optional[int]]:
+def _load_cached_data_for_updating_old(datadir: Path, pair: str, timeframe: str,
+                                       timerange: Optional[TimeRange]) -> Tuple[List[Any],
+                                                                                Optional[int]]:
     """
     Load cached data to download more data.
     If timerange is passed in, checks whether data from an before the stored data will be
@@ -225,6 +226,27 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
     return (data, since_ms)
 
 
+def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
+                                   data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
+    start = None
+    if timerange:
+        if timerange.starttype == 'date':
+            # TODO: convert to date for conversation
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+
+    # Intentionally don't pass timerange in - since we need to load the full dataset.
+    data = data_handler.ohlcv_load(pair, timeframe=timeframe,
+                                   timerange=None, fill_missing=False,
+                                   drop_incomplete=True, warn_no_data=False)
+    if not data.empty:
+        if start < data.iloc[0]['date']:
+            # Earlier data than existing data requested, redownload all
+            return DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS), None
+        start = data.iloc[-1]['date']
+    start_ms = int(start.timestamp() * 1000) if start else None
+    return data, start_ms
+
+
 def _download_pair_history(datadir: Path,
                            exchange: Exchange,
                            pair: str, *,
@@ -252,10 +274,14 @@ def _download_pair_history(datadir: Path,
             f'and store in {datadir}.'
         )
 
-        data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
+        # data, since_ms = _load_cached_data_for_updating_old(datadir, pair, timeframe, timerange)
+        data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange,
+                                                        data_handler=data_handler)
 
-        logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
-        logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
+        logger.debug("Current Start: %s",
+                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+        logger.debug("Current End: %s",
+                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
 
         # Default since_ms to 30 days if nothing is given
         new_data = exchange.get_historic_ohlcv(pair=pair,
@@ -264,12 +290,20 @@ def _download_pair_history(datadir: Path,
                                                int(arrow.utcnow().shift(
                                                    days=-30).float_timestamp) * 1000
                                                )
-        data.extend(new_data)
+        # TODO: Maybe move parsing to exchange class (?)
+        new_dataframe = parse_ticker_dataframe(new_data, timeframe, pair,
+                                               fill_missing=False, drop_incomplete=True)
+        if data.empty:
+            data = new_dataframe
+        else:
+            data = data.append(new_dataframe)
 
-        logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
-        logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
+        logger.debug("New  Start: %s",
+                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+        logger.debug("New End: %s",
+                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
 
-        store_tickerdata_file(datadir, pair, timeframe, data=data)
+        data_handler.ohlcv_store(pair, timeframe, data=data)
         return True
 
     except Exception as e:

From df085a6f1560d00f90dcbc69e16ff4ce9e021473 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 07:07:27 +0100
Subject: [PATCH 0832/1495] Fix small bug and test

---
 freqtrade/data/history.py  | 4 +++-
 tests/data/test_history.py | 4 +++-
 2 files changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 80a846e87..189f51594 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -239,10 +239,12 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
                                    timerange=None, fill_missing=False,
                                    drop_incomplete=True, warn_no_data=False)
     if not data.empty:
-        if start < data.iloc[0]['date']:
+        if start and start < data.iloc[0]['date']:
             # Earlier data than existing data requested, redownload all
             return DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS), None
+
         start = data.iloc[-1]['date']
+
     start_ms = int(start.timestamp() * 1000) if start else None
     return data, start_ms
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 973c83a46..c626e27e8 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -301,7 +301,9 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
         [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
         [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
     ]
-    json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
+    json_dump_mock = mocker.patch(
+        'freqtrade.data.datahandlers.jsondatahandler.JsonDataHandler.ohlcv_store',
+        return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
     _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')

From e4f185f3579fe60e497c3efc5a416f45c2ad0d67 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 07:08:50 +0100
Subject: [PATCH 0833/1495] Remove 'line' from load_cached_data tests

Users are unable to use line anyway, it's only there for tests
---
 tests/data/test_history.py         | 38 ------------------------------
 tests/optimize/test_backtesting.py |  1 -
 2 files changed, 39 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c626e27e8..4281eee8c 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -171,7 +171,6 @@ def test_load_cached_data_for_updating(mocker) -> None:
     with open(test_filename, "rt") as file:
         test_data = json.load(file)
 
-    # change now time to test 'line' cases
     # now = last cached item + 1 hour
     now_ts = test_data[-1][0] / 1000 + 60 * 60
     mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
@@ -183,13 +182,6 @@ def test_load_cached_data_for_updating(mocker) -> None:
     assert data == []
     assert start_ts == test_data[0][0] - 1000
 
-    # same with 'line' timeframe
-    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
-                                                    TimeRange(None, 'line', 0, -num_lines))
-    assert data == []
-    assert start_ts < test_data[0][0] - 1
-
     # timeframe starts in the center of the cached data
     # should return the chached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
@@ -197,13 +189,6 @@ def test_load_cached_data_for_updating(mocker) -> None:
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
-    # same with 'line' timeframe
-    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
     # timeframe starts after the chached data
     # should return the chached data w/o the last item
     timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
@@ -211,22 +196,6 @@ def test_load_cached_data_for_updating(mocker) -> None:
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
-    # Try loading last 30 lines.
-    # Not supported by _load_cached_data_for_updating, we always need to get the full data.
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # no timeframe is set
-    # should return the chached data w/o the last item
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
     # no datafile exist
     # should return timestamp start time
     timerange = TimeRange('date', None, now_ts - 10000, 0)
@@ -234,13 +203,6 @@ def test_load_cached_data_for_updating(mocker) -> None:
     assert data == []
     assert start_ts == (now_ts - 10000) * 1000
 
-    # same with 'line' timeframe
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
-    assert data == []
-    assert start_ts == (now_ts - num_lines * 60) * 1000
-
     # no datafile exist, no timeframe is set
     # should return an empty array and None
     data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 8a27c591f..c4670a331 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -342,7 +342,6 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
 
 def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
-    # timerange = TimeRange(None, 'line', 0, -100)
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
     tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",

From 7a6476c9ba979efb37d73ec2856e15e01b9e7535 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:11:49 +0100
Subject: [PATCH 0834/1495] Update tests

---
 freqtrade/data/history.py  |  6 +++---
 tests/data/test_history.py | 38 ++++++++++++++++++++++----------------
 2 files changed, 25 insertions(+), 19 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 189f51594..99dde67c1 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -241,9 +241,9 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     if not data.empty:
         if start and start < data.iloc[0]['date']:
             # Earlier data than existing data requested, redownload all
-            return DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS), None
-
-        start = data.iloc[-1]['date']
+            data = DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS)
+        else:
+            start = data.iloc[-1]['date']
 
     start_ms = int(start.timestamp() * 1000) if start else None
     return data, start_ms
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 4281eee8c..12c6d3630 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -8,8 +8,10 @@ from unittest.mock import MagicMock, PropertyMock
 
 import arrow
 from pandas import DataFrame
+from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.datahandlers import get_datahandler
 from freqtrade.data.datahandlers.jsondatahandler import (JsonDataHandler,
                                                          JsonGzDataHandler)
@@ -163,14 +165,17 @@ def test_json_pair_trades_filename():
     assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz')
 
 
-def test_load_cached_data_for_updating(mocker) -> None:
-    datadir = Path(__file__).parent.parent.joinpath('testdata')
+def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
+
+    data_handler = get_datahandler(testdatadir, 'json')
 
     test_data = None
-    test_filename = datadir.joinpath('UNITTEST_BTC-1m.json')
+    test_filename = testdatadir.joinpath('UNITTEST_BTC-1m.json')
     with open(test_filename, "rt") as file:
         test_data = json.load(file)
 
+    test_data_df = parse_ticker_dataframe(test_data, '1m', 'UNITTEST/BTC',
+                                          fill_missing=False, drop_incomplete=False)
     # now = last cached item + 1 hour
     now_ts = test_data[-1][0] / 1000 + 60 * 60
     mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
@@ -178,35 +183,36 @@ def test_load_cached_data_for_updating(mocker) -> None:
     # timeframe starts earlier than the cached data
     # should fully update data
     timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == []
+    data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
+    assert data.empty
     assert start_ts == test_data[0][0] - 1000
 
     # timeframe starts in the center of the cached data
     # should return the chached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
+    data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
+
+    assert_frame_equal(data, test_data_df.iloc[:-1])
+    assert test_data[-2][0] <= start_ts < test_data[-1][0]
 
     # timeframe starts after the chached data
     # should return the chached data w/o the last item
-    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
+    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
+    data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
+    assert_frame_equal(data, test_data_df.iloc[:-1])
+    assert test_data[-2][0] <= start_ts < test_data[-1][0]
 
     # no datafile exist
     # should return timestamp start time
     timerange = TimeRange('date', None, now_ts - 10000, 0)
-    data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
-    assert data == []
+    data, start_ts = _load_cached_data_for_updating('NONEXIST/BTC', '1m', timerange, data_handler)
+    assert data.empty
     assert start_ts == (now_ts - 10000) * 1000
 
     # no datafile exist, no timeframe is set
     # should return an empty array and None
-    data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
-    assert data == []
+    data, start_ts = _load_cached_data_for_updating('NONEXIST/BTC', '1m', None, data_handler)
+    assert data.empty
     assert start_ts is None
 
 

From d06777b8ce4021d0e378765f0bb484ecff567b87 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:12:56 +0100
Subject: [PATCH 0835/1495] Remove old "load_cached_data" method

---
 freqtrade/data/history.py | 41 ++++-----------------------------------
 1 file changed, 4 insertions(+), 37 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 99dde67c1..93fe635a2 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -185,49 +185,16 @@ def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     return filename
 
 
-def _load_cached_data_for_updating_old(datadir: Path, pair: str, timeframe: str,
-                                       timerange: Optional[TimeRange]) -> Tuple[List[Any],
-                                                                                Optional[int]]:
+def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
+                                   data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
     """
     Load cached data to download more data.
     If timerange is passed in, checks whether data from an before the stored data will be
     downloaded.
     If that's the case then what's available should be completely overwritten.
-    Only used by download_pair_history().
+    Otherwise downloads always start at the end of the available data to avoid data gaps.
+    Note: Only used by download_pair_history().
     """
-
-    since_ms = None
-
-    # user sets timerange, so find the start time
-    if timerange:
-        if timerange.starttype == 'date':
-            since_ms = timerange.startts * 1000
-        elif timerange.stoptype == 'line':
-            num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
-            since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
-
-    # read the cached file
-    # Intentionally don't pass timerange in - since we need to load the full dataset.
-    data = load_tickerdata_file(datadir, pair, timeframe)
-    # remove the last item, could be incomplete candle
-    if data:
-        data.pop()
-    else:
-        data = []
-
-    if data:
-        if since_ms and since_ms < data[0][0]:
-            # Earlier data than existing data requested, redownload all
-            data = []
-        else:
-            # a part of the data was already downloaded, so download unexist data only
-            since_ms = data[-1][0] + 1
-
-    return (data, since_ms)
-
-
-def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
-                                   data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
     start = None
     if timerange:
         if timerange.starttype == 'date':

From d1b52809ac79370023a47db66ee6474ee3b5ca9d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:25:17 +0100
Subject: [PATCH 0836/1495] Cleanup history

---
 freqtrade/data/history.py | 13 ++-----------
 1 file changed, 2 insertions(+), 11 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 93fe635a2..59695da2e 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -10,7 +10,7 @@ import logging
 import operator
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Dict, List, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -21,7 +21,7 @@ from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
 from freqtrade.data.datahandlers import get_datahandler
 from freqtrade.data.datahandlers.idatahandler import IDataHandler
-from freqtrade.exchange import Exchange, timeframe_to_minutes
+from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
 
@@ -68,15 +68,6 @@ def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
     return pairdata
 
 
-def store_tickerdata_file(datadir: Path, pair: str,
-                          timeframe: str, data: list, is_zip: bool = False):
-    """
-    Stores tickerdata to file
-    """
-    filename = pair_data_filename(datadir, pair, timeframe)
-    misc.file_dump_json(filename, data, is_zip=is_zip)
-
-
 def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path, *,

From a2567bea645c2d124423c2a7d4ff71f6c21a4abf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:25:27 +0100
Subject: [PATCH 0837/1495] Remove unnecessary mock

---
 tests/optimize/test_backtesting.py | 9 ---------
 1 file changed, 9 deletions(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index c4670a331..3b7b18f52 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -116,14 +116,6 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     assert len(results) == num_results
 
 
-def mocked_load_data(datadir, pairs=[], timeframe='0m',
-                     timerange=None, *args, **kwargs):
-    tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
-                                                       fill_missing=True)}
-    return pairdata
-
-
 # use for mock ccxt.fetch_ohlvc'
 def _load_pair_as_ticks(pair, tickfreq):
     ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
@@ -460,7 +452,6 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
-    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)

From aa39f2160bf095b1edecabc3243b72eed952cb69 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:25:38 +0100
Subject: [PATCH 0838/1495] Use load_data instead of a sequence of calls

in tests which don't test this
---
 tests/optimize/test_hyperopt.py | 11 +++--------
 1 file changed, 3 insertions(+), 8 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index fb492be35..ddafabe71 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -10,8 +10,7 @@ from arrow import Arrow
 from filelock import Timeout
 
 from freqtrade import OperationalException
-from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.history import load_tickerdata_file
+from freqtrade.data.history import load_data
 from freqtrade.optimize import setup_configuration, start_hyperopt
 from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
 from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
@@ -543,9 +542,7 @@ def test_has_space(hyperopt, spaces, expected_results):
 
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:
-    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
+    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
@@ -557,9 +554,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
 
 
 def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
-    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
+    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})

From 80dbba12801fbf7f030600de18d88d30c70a3014 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:29:06 +0100
Subject: [PATCH 0839/1495] Remove unnecessary mocks

---
 tests/optimize/test_backtesting.py | 22 ++--------------------
 1 file changed, 2 insertions(+), 20 deletions(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 3b7b18f52..a10ce5254 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -116,13 +116,6 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     assert len(results) == num_results
 
 
-# use for mock ccxt.fetch_ohlvc'
-def _load_pair_as_ticks(pair, tickfreq):
-    ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
-    ticks = ticks[-201:]
-    return ticks
-
-
 # FIX: fixturize this?
 def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
     data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
@@ -795,13 +788,7 @@ def test_backtest_record(default_conf, fee, mocker):
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
-    async def load_pairs(pair, timeframe, since):
-        return _load_pair_as_ticks(pair, timeframe)
-
-    api_mock = MagicMock()
-    api_mock.fetch_ohlcv = load_pairs
-
-    patch_exchange(mocker, api_mock)
+    patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
     patched_configuration_load_config_file(mocker, default_conf)
@@ -840,12 +827,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
-    async def load_pairs(pair, timeframe, since):
-        return _load_pair_as_ticks(pair, timeframe)
-    api_mock = MagicMock()
-    api_mock.fetch_ohlcv = load_pairs
-
-    patch_exchange(mocker, api_mock)
+    patch_exchange(mocker)
     backtestmock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()

From 5479c6717833ffff66a165b835ff20863f44ad48 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:40:14 +0100
Subject: [PATCH 0840/1495] Clean up some codes which use list-based tests

---
 tests/optimize/test_backtesting.py | 65 +++++++++++-------------------
 1 file changed, 24 insertions(+), 41 deletions(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index a10ce5254..447f0052b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1,6 +1,5 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
-import math
 import random
 from pathlib import Path
 from unittest.mock import MagicMock
@@ -14,7 +13,7 @@ from freqtrade import DependencyException, OperationalException, constants
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.optimize import setup_configuration, start_backtesting
@@ -50,47 +49,33 @@ def trim_dictlist(dict_list, num):
 
 def load_data_test(what, testdatadir):
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
-                                        pair='UNITTEST/BTC', timerange=timerange)
-    datalen = len(pair)
+    data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
+                                     timeframe='1m', timerange=timerange,
+                                     drop_incomplete=False,
+                                     fill_up_missing=False)
 
     base = 0.001
     if what == 'raise':
-        data = [
-            [
-                pair[x][0],  # Keep old dates
-                x * base,  # But replace O,H,L,C
-                x * base + 0.0001,
-                x * base - 0.0001,
-                x * base,
-                pair[x][5],  # Keep old volume
-            ] for x in range(0, datalen)
-        ]
+        data.loc[:, 'open'] = data.index * base
+        data.loc[:, 'high'] = data.index * base + 0.0001
+        data.loc[:, 'low'] = data.index * base - 0.0001
+        data.loc[:, 'close'] = data.index * base
+
     if what == 'lower':
-        data = [
-            [
-                pair[x][0],  # Keep old dates
-                1 - x * base,  # But replace O,H,L,C
-                1 - x * base + 0.0001,
-                1 - x * base - 0.0001,
-                1 - x * base,
-                pair[x][5]  # Keep old volume
-            ] for x in range(0, datalen)
-        ]
+        data.loc[:, 'open'] = 1 - data.index * base
+        data.loc[:, 'high'] = 1 - data.index * base + 0.0001
+        data.loc[:, 'low'] = 1 - data.index * base - 0.0001
+        data.loc[:, 'close'] = 1 - data.index * base
+
     if what == 'sine':
         hz = 0.1  # frequency
-        data = [
-            [
-                pair[x][0],  # Keep old dates
-                math.sin(x * hz) / 1000 + base,  # But replace O,H,L,C
-                math.sin(x * hz) / 1000 + base + 0.0001,
-                math.sin(x * hz) / 1000 + base - 0.0001,
-                math.sin(x * hz) / 1000 + base,
-                pair[x][5]  # Keep old volume
-            ] for x in range(0, datalen)
-        ]
-    return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC",
-                                                   fill_missing=True)}
+        data.loc[:, 'open'] = np.sin(data.index * hz) / 1000 + base
+        data.loc[:, 'high'] = np.sin(data.index * hz) / 1000 + base + 0.0001
+        data.loc[:, 'low'] = np.sin(data.index * hz) / 1000 + base - 0.0001
+        data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
+
+    return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
+                                                  fill_missing=True)}
 
 
 def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
@@ -328,10 +313,8 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
 def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
-
+    tickerlist = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                                   fill_up_missing=True)
     backtesting = Backtesting(default_conf)
     data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 102

From 4b277afc52c3ffbcfd668deac649e39515f3b428 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:41:19 +0100
Subject: [PATCH 0841/1495] Remove test for load_tickerdata

---
 tests/data/test_history.py | 12 ------------
 1 file changed, 12 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 12c6d3630..969e58223 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -20,7 +20,6 @@ from freqtrade.data.history import (_download_pair_history,
                                     _load_cached_data_for_updating,
                                     convert_trades_to_ohlcv, get_timerange,
                                     load_data, load_pair_history,
-                                    load_tickerdata_file,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data, refresh_data,
                                     trim_tickerlist, validate_backtest_data)
@@ -303,17 +302,6 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
     )
 
 
-def test_load_tickerdata_file(testdatadir) -> None:
-    # 7 does not exist in either format.
-    assert not load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '7m')
-    # 1 exists only as a .json
-    tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
-    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
-    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
-    tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '8m')
-    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
-
-
 def test_load_partial_missing(testdatadir, caplog) -> None:
     # Make sure we start fresh - test missing data at start
     start = arrow.get('2018-01-01T00:00:00')

From 32c2ce146ebcbea093e32f66de3bedfcd0b28f01 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:44:08 +0100
Subject: [PATCH 0842/1495] Remove last usage of load_tickerlist

---
 tests/strategy/test_interface.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 89c38bda1..647344653 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -7,8 +7,7 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.history import load_tickerdata_file
+from freqtrade.data.history import load_data
 from freqtrade.persistence import Trade
 from tests.conftest import get_patched_exchange, log_has
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -107,9 +106,8 @@ def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
     strategy = DefaultStrategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
+    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                           fill_up_missing=True)
     data = strategy.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 102       # partial candle was removed
 

From baa942ff989adb86c35228454887cd624d38a6c1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:49:01 +0100
Subject: [PATCH 0843/1495] Don't use function to resolve pairname for test

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

diff --git a/tests/test_misc.py b/tests/test_misc.py
index 23231e2f0..c5bf06311 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -5,7 +5,6 @@ from pathlib import Path
 from unittest.mock import MagicMock
 
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.history import pair_data_filename
 from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
                             file_load_json, format_ms_time, plural, shorten_date)
 
@@ -48,13 +47,13 @@ def test_file_dump_json(mocker) -> None:
 def test_file_load_json(mocker, testdatadir) -> None:
 
     # 7m .json does not exist
-    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '7m'))
+    ret = file_load_json(testdatadir / 'UNITTEST_BTC-7m.json')
     assert not ret
     # 1m json exists (but no .gz exists)
-    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '1m'))
+    ret = file_load_json(testdatadir / 'UNITTEST_BTC-1m.json')
     assert ret
     # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
-    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '8m'))
+    ret = file_load_json(testdatadir / 'UNITTEST_BTC-8m.json')
     assert ret
 
 

From a3144cb2f0c07c777f566326f0df9246dfbc36d3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 10:49:30 +0100
Subject: [PATCH 0844/1495] remove trim_tickerlist

---
 freqtrade/data/history.py  | 59 ++++----------------------------------
 tests/data/test_history.py | 54 +---------------------------------
 2 files changed, 6 insertions(+), 107 deletions(-)

diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 59695da2e..9dad90864 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -15,7 +15,7 @@ from typing import Dict, List, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
-from freqtrade import OperationalException, misc
+from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
@@ -26,48 +26,6 @@ from freqtrade.exchange import Exchange
 logger = logging.getLogger(__name__)
 
 
-def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
-    """
-    Trim tickerlist based on given timerange
-    """
-    if not tickerlist:
-        return tickerlist
-
-    start_index = 0
-    stop_index = len(tickerlist)
-
-    if timerange.starttype == 'date':
-        while (start_index < len(tickerlist) and
-               tickerlist[start_index][0] < timerange.startts * 1000):
-            start_index += 1
-
-    if timerange.stoptype == 'date':
-        while (stop_index > 0 and
-               tickerlist[stop_index-1][0] > timerange.stopts * 1000):
-            stop_index -= 1
-
-    if start_index > stop_index:
-        raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
-
-    return tickerlist[start_index:stop_index]
-
-
-def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
-                         timerange: Optional[TimeRange] = None) -> List[Dict]:
-    """
-    Load a pair from file, either .json.gz or .json
-    :return: tickerlist or None if unsuccessful
-    """
-    filename = pair_data_filename(datadir, pair, timeframe)
-    pairdata = misc.file_load_json(filename)
-    if not pairdata:
-        return []
-
-    if timerange:
-        pairdata = trim_tickerlist(pairdata, timerange)
-    return pairdata
-
-
 def load_pair_history(pair: str,
                       timeframe: str,
                       datadir: Path, *,
@@ -170,12 +128,6 @@ def refresh_data(datadir: Path,
                                exchange=exchange, data_handler=data_handler)
 
 
-def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
-    pair_s = pair.replace("/", "_")
-    filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
-    return filename
-
-
 def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
                                    data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
     """
@@ -291,11 +243,10 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             continue
         for timeframe in timeframes:
 
-            dl_file = pair_data_filename(datadir, pair, timeframe)
-            if erase and dl_file.exists():
-                logger.info(
-                    f'Deleting existing data for pair {pair}, interval {timeframe}.')
-                dl_file.unlink()
+            if erase:
+                if data_handler.ohlcv_purge(pair, timeframe):
+                    logger.info(
+                        f'Deleting existing data for pair {pair}, interval {timeframe}.')
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
             _download_pair_history(datadir=datadir, exchange=exchange,
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 969e58223..7e030b523 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -22,7 +22,7 @@ from freqtrade.data.history import (_download_pair_history,
                                     load_data, load_pair_history,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data, refresh_data,
-                                    trim_tickerlist, validate_backtest_data)
+                                    validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -358,58 +358,6 @@ def test_init_with_refresh(default_conf, mocker) -> None:
     )
 
 
-def test_trim_tickerlist(testdatadir) -> None:
-    file = testdatadir / 'UNITTEST_BTC-1m.json'
-    with open(file) as data_file:
-        ticker_list = json.load(data_file)
-    ticker_list_len = len(ticker_list)
-
-    # Test the pattern ^(\d{8})-(\d{8})$
-    # This pattern extract a window between the dates
-    timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 5
-    assert ticker_list[0] is not ticker[0]  # The first element should be different
-    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
-    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
-
-    # Test the pattern ^-(\d{8})$
-    # This pattern extracts elements from the start to the date
-    timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 10
-    assert ticker_list[0] is ticker[0]  # The start of the list is included
-    assert ticker_list[9] is ticker[-1]  # The element 10 is not included
-
-    # Test the pattern ^(\d{8})-$
-    # This pattern extracts elements from the date to now
-    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == ticker_list_len - 10
-    assert ticker_list[10] is ticker[0]  # The first element is element #10
-    assert ticker_list[-1] is ticker[-1]  # The last element is the same
-
-    # Test a wrong pattern
-    # This pattern must return the list unchanged
-    timerange = TimeRange(None, None, None, 5)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_list_len == ticker_len
-
-    # passing empty list
-    timerange = TimeRange(None, None, None, 5)
-    ticker = trim_tickerlist([], timerange)
-    assert 0 == len(ticker)
-    assert not ticker
-
-
 def test_file_dump_json_tofile(testdatadir) -> None:
     file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
     data = {'bar': 'foo'}

From 8a030e7fc01566191ce747767efb2a6a1b83974f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 11:08:47 +0100
Subject: [PATCH 0845/1495] Use exists instead of is_file

---
 freqtrade/data/datahandlers/jsondatahandler.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 1a26671b9..9f3468d30 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -65,7 +65,7 @@ class JsonDataHandler(IDataHandler):
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
-        if not filename.is_file():
+        if not filename.exists():
             return DataFrame(columns=self._columns)
         pairdata = read_json(filename, orient='values')
         pairdata.columns = self._columns
@@ -149,7 +149,7 @@ class JsonDataHandler(IDataHandler):
         :return: True when deleted, false if file did not exist.
         """
         filename = self._pair_trades_filename(self._datadir, pair)
-        if filename.is_file():
+        if filename.exists():
             filename.unlink()
             return True
         return False

From d65c1eea7aff4b730771a8d1a7d8d98755e9ba86 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 13:16:53 +0100
Subject: [PATCH 0846/1495] Add some tests for datahandler

---
 .../data/datahandlers/jsondatahandler.py      |  4 +-
 tests/data/test_history.py                    | 50 +++++++++++++++++++
 2 files changed, 52 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/datahandlers/jsondatahandler.py
index 9f3468d30..f40cf969f 100644
--- a/freqtrade/data/datahandlers/jsondatahandler.py
+++ b/freqtrade/data/datahandlers/jsondatahandler.py
@@ -83,7 +83,7 @@ class JsonDataHandler(IDataHandler):
         :return: True when deleted, false if file did not exist.
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
-        if filename.is_file():
+        if filename.exists():
             filename.unlink()
             return True
         return False
@@ -119,7 +119,7 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_trades_filename(self._datadir, pair)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
-    def trades_append(self, pair: str, data: DataFrame):
+    def trades_append(self, pair: str, data: List[Dict]):
         """
         Append data to existing files
         :param pair: Pair - used for filename
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 7e030b523..8787a35b2 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -7,6 +7,7 @@ from shutil import copyfile
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
+import pytest
 from pandas import DataFrame
 from pandas.testing import assert_frame_equal
 
@@ -561,3 +562,52 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
 
     _clean_test_file(file1)
     _clean_test_file(file5)
+
+
+def test_jsondatahandler_ohlcv_get_pairs(testdatadir):
+    pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m')
+    # Convert to set to avoid failures due to sorting
+    assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC',
+                          'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC',
+                          'DASH/BTC', 'XRP/ETH'}
+
+    pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m')
+    assert set(pairs) == {'UNITTEST/BTC'}
+
+
+def test_jsondatahandler_trades_get_pairs(testdatadir):
+    pairs = JsonGzDataHandler.trades_get_pairs(testdatadir)
+    # Convert to set to avoid failures due to sorting
+    assert set(pairs) == {'XRP/ETH'}
+
+
+def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    mocker.patch.object(Path, "unlink", MagicMock())
+    dh = JsonGzDataHandler(testdatadir)
+    assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
+
+
+def test_jsondatahandler_trades_purge(mocker, testdatadir):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    mocker.patch.object(Path, "unlink", MagicMock())
+    dh = JsonGzDataHandler(testdatadir)
+    assert not dh.trades_purge('UNITTEST/NONEXIST')
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    assert dh.trades_purge('UNITTEST/NONEXIST')
+
+
+def test_jsondatahandler_ohlcv_append(testdatadir):
+    dh = JsonGzDataHandler(testdatadir)
+    with pytest.raises(NotImplementedError):
+        dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame())
+
+
+def test_jsondatahandler_trades_append(testdatadir):
+    dh = JsonGzDataHandler(testdatadir)
+    with pytest.raises(NotImplementedError):
+        dh.trades_append('UNITTEST/ETH', [])

From 65f539e9d8bb0631237c6dc3c44cf42eb8d94e87 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 13:25:34 +0100
Subject: [PATCH 0847/1495] More tests for datahandler

---
 tests/data/test_history.py | 24 +++++++++++++++++++++++-
 1 file changed, 23 insertions(+), 1 deletion(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 8787a35b2..726b6d3a7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -13,7 +13,8 @@ from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.datahandlers import get_datahandler
+from freqtrade.data.datahandlers import get_datahandler, get_datahandlerclass
+from freqtrade.data.datahandlers.idatahandler import IDataHandler
 from freqtrade.data.datahandlers.jsondatahandler import (JsonDataHandler,
                                                          JsonGzDataHandler)
 from freqtrade.data.history import (_download_pair_history,
@@ -611,3 +612,24 @@ def test_jsondatahandler_trades_append(testdatadir):
     dh = JsonGzDataHandler(testdatadir)
     with pytest.raises(NotImplementedError):
         dh.trades_append('UNITTEST/ETH', [])
+
+
+def test_gethandlerclass():
+    cl = get_datahandlerclass('json')
+    assert cl == JsonDataHandler
+    assert issubclass(cl, IDataHandler)
+    cl = get_datahandlerclass('jsongz')
+    assert cl == JsonGzDataHandler
+    assert issubclass(cl, IDataHandler)
+    assert issubclass(cl, JsonDataHandler)
+    with pytest.raises(ValueError, match=r"No datahandler for .*"):
+        get_datahandlerclass('DeadBeef')
+
+
+def test_get_datahandler(testdatadir):
+    dh = get_datahandler(testdatadir, 'json')
+    assert type(dh) == JsonDataHandler
+    dh = get_datahandler(testdatadir, 'jsongz')
+    assert type(dh) == JsonGzDataHandler
+    dh1 = get_datahandler(testdatadir, 'jsongz', dh)
+    assert id(dh1) == id(dh)

From 9c5b94adf506f2e726b2e497655a424c2cc6f4f5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 27 Dec 2019 13:46:25 +0100
Subject: [PATCH 0848/1495] Pass data_format to methods

---
 docs/configuration.md                    |  2 ++
 freqtrade/configuration/arguments.py     |  2 +-
 freqtrade/configuration/cli_options.py   | 12 ++++++++++++
 freqtrade/configuration/configuration.py |  7 +++++++
 freqtrade/constants.py                   | 14 +++++++-------
 freqtrade/data/history.py                | 10 ++++++----
 freqtrade/utils.py                       | 12 +++++++++---
 7 files changed, 44 insertions(+), 15 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 90f0aa791..002e3ab5d 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -106,6 +106,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       ***Datatype:*** *Boolean*
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       ***Datatype:*** *String*
 | `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       ***Datatype:*** *String*
+| `dataformat_ohlcv` | Data format to use to store OHLCV historic data. 
       *Defaults to `json`*. 
       ***Datatype:*** *String*
+| `dataformat_trades` | Data format to use to store trades historic data. 
       *Defaults to `jsongz`*. 
       ***Datatype:*** *String*
 
 ### Parameters in the strategy
 
diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index cefa86927..121bd23b4 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -51,7 +51,7 @@ ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
-                      "timeframes", "erase"]
+                      "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index ffaf9ea66..c80bea393 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -344,6 +344,18 @@ AVAILABLE_CLI_OPTIONS = {
         choices=constants.AVAILABLE_DATAHANDLERS,
         required=True,
     ),
+    "dataformat_ohlcv": Arg(
+        '--data-format',
+        help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
+        choices=constants.AVAILABLE_DATAHANDLERS,
+        default='json'
+    ),
+    "dataformat_trades": Arg(
+        '--data-format-trades',
+        help='Storage format for downloaded trades data. (default: `%(default)s`).',
+        choices=constants.AVAILABLE_DATAHANDLERS,
+        default='jsongz'
+    ),
     "exchange": Arg(
         '--exchange',
         help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index f73b52c10..aa453a392 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -339,9 +339,16 @@ class Configuration:
 
         self._args_to_config(config, argname='days',
                              logstring='Detected --days: {}')
+
         self._args_to_config(config, argname='download_trades',
                              logstring='Detected --dl-trades: {}')
 
+        self._args_to_config(config, argname='dataformat_ohlcv',
+                             logstring='Using "{}" to store OHLCV data.')
+
+        self._args_to_config(config, argname='dataformat_trade',
+                             logstring='Using "{}" to store trades data.')
+
     def _process_runmode(self, config: Dict[str, Any]) -> None:
 
         if not self.runmode:
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 8d9cde98b..95ec71552 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -216,17 +216,17 @@ CONF_SCHEMA = {
                 'process_throttle_secs': {'type': 'integer'},
                 'interval': {'type': 'integer'},
                 'sd_notify': {'type': 'boolean'},
-                'dataformat_ohlcv': {
-                    'type': 'string',
+            }
+        },
+        'dataformat_ohlcv': {
+            'type': 'string',
                     'enum': AVAILABLE_DATAHANDLERS,
                     'default': 'json'
-                },
-                'dataformat_trades': {
-                    'type': 'string',
+        },
+        'dataformat_trades': {
+            'type': 'string',
                     'enum': AVAILABLE_DATAHANDLERS,
                     'default': 'jsongz'
-                }
-            }
         }
     },
     'definitions': {
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 9dad90864..c06b14b4a 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -178,7 +178,7 @@ def _download_pair_history(datadir: Path,
     :param timerange: range of time to download
     :return: bool with success state
     """
-    data_handler = get_datahandler(datadir)
+    data_handler = get_datahandler(datadir, data_handler=data_handler)
 
     try:
         logger.info(
@@ -327,12 +327,14 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
 
 
 def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
-                            datadir: Path, timerange: TimeRange, erase=False) -> None:
+                            datadir: Path, timerange: TimeRange, erase=False,
+                            data_format_ohlcv: str = 'json',
+                            data_format_trades: str = 'jsongz') -> None:
     """
     Convert stored trades data to ohlcv data
     """
-    data_handler_trades = get_datahandler(datadir, data_format='jsongz')
-    data_handler_ohlcv = get_datahandler(datadir, data_format='json')
+    data_handler_trades = get_datahandler(datadir, data_format=data_format_trades)
+    data_handler_ohlcv = get_datahandler(datadir, data_format=data_format_ohlcv)
 
     for pair in pairs:
         trades = data_handler_trades.trades_load(pair)
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 5f646cc7a..81d41f28a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -204,16 +204,22 @@ def start_download_data(args: Dict[str, Any]) -> None:
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
                 exchange, pairs=config["pairs"], datadir=config['datadir'],
-                timerange=timerange, erase=config.get("erase"))
+                timerange=timerange, erase=config.get("erase"),
+                data_format=config['dataformat_trades'])
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
                 pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
+                data_format_ohlcv=config['dataformat_ohlcv'],
+                data_format_trades=config['dataformat_trades'],
+                )
+
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
+                data_format=config['dataformat_ohlcv'])
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")

From b37b5c3d90440d8d3afe098f8668d463a67c33c2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 07:02:46 +0100
Subject: [PATCH 0849/1495] Remove Explicit datadir conversation

---
 freqtrade/utils.py | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 81d41f28a..f5865f1db 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -251,16 +251,15 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
 def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str):
     """
     TODO: move this to converter.py (?)
-    TODO: remove Path conversation once PR is merged and this is rebased
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
 
     if 'pairs' not in config:
-        config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
+        config['pairs'] = SrcClass.trades_get_pairs(config['datadir'])
     logger.info(f"Converting trades for {config['pairs']}")
-    src = SrcClass(Path(config['datadir']))
-    trg = TrgClass(Path(config['datadir']))
+    src = SrcClass(config['datadir'])
+    trg = TrgClass(config['datadir'])
     for pair in config['pairs']:
         data = src.trades_load(pair=pair)
         logger.info(f"Converting {len(data)} trades for {pair}")
@@ -270,7 +269,6 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str):
     """
     TODO: move this to converter.py (?)
-    TODO: remove Path conversation once PR is merged and this is rebased
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
@@ -281,12 +279,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
         config['pairs'] = []
         # Check timeframes or fall back to ticker_interval.
         for timeframe in timeframes:
-            config['pairs'].extend(SrcClass.ohlcv_get_pairs(Path(config['datadir']),
+            config['pairs'].extend(SrcClass.ohlcv_get_pairs(config['datadir'],
                                                             timeframe))
     logger.info(f"Converting OHLCV for {config['pairs']}")
 
-    src = SrcClass(Path(config['datadir']))
-    trg = TrgClass(Path(config['datadir']))
+    src = SrcClass(config['datadir'])
+    trg = TrgClass(config['datadir'])
 
     for timeframe in timeframes:
         for pair in config['pairs']:

From 68604911891d7f0f9eaf2d9f2636f2110cc806c3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 09:59:47 +0100
Subject: [PATCH 0850/1495] Rename datahandler module to history module

Also move previous history.py into this module - so everything is
bundled
---
 freqtrade/data/datahandlers/__init__.py       | 36 -----------------
 freqtrade/data/history/__init__.py            | 14 +++++++
 .../{history.py => history/history_utils.py}  | 11 +----
 .../{datahandlers => history}/idatahandler.py | 40 +++++++++++++++++--
 .../jsondatahandler.py                        |  0
 freqtrade/utils.py                            |  2 +-
 tests/data/test_history.py                    | 33 ++++++++-------
 tests/optimize/test_backtesting.py            |  3 +-
 8 files changed, 71 insertions(+), 68 deletions(-)
 delete mode 100644 freqtrade/data/datahandlers/__init__.py
 create mode 100644 freqtrade/data/history/__init__.py
 rename freqtrade/data/{history.py => history/history_utils.py} (98%)
 rename freqtrade/data/{datahandlers => history}/idatahandler.py (76%)
 rename freqtrade/data/{datahandlers => history}/jsondatahandler.py (100%)

diff --git a/freqtrade/data/datahandlers/__init__.py b/freqtrade/data/datahandlers/__init__.py
deleted file mode 100644
index a21dd832d..000000000
--- a/freqtrade/data/datahandlers/__init__.py
+++ /dev/null
@@ -1,36 +0,0 @@
-from typing import Type
-from pathlib import Path
-from .idatahandler import IDataHandler
-
-
-def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
-    """
-    Get datahandler class.
-    Could be done using Resolvers, but since this may be called often and resolvers
-    are rather expensive, doing this directly should improve performance.
-    :param datatype: datatype to use.
-    :return: Datahandler class
-    """
-
-    if datatype == 'json':
-        from .jsondatahandler import JsonDataHandler
-        return JsonDataHandler
-    elif datatype == 'jsongz':
-        from .jsondatahandler import JsonGzDataHandler
-        return JsonGzDataHandler
-    else:
-        raise ValueError(f"No datahandler for datatype {datatype} available.")
-
-
-def get_datahandler(datadir: Path, data_format: str = None,
-                    data_handler: IDataHandler = None) -> IDataHandler:
-    """
-    :param datadir: Folder to save data
-    :data_format: dataformat to use
-    :data_handler: returns this datahandler if it exists or initializes a new one
-    """
-
-    if not data_handler:
-        HandlerClass = get_datahandlerclass(data_format or 'json')
-        data_handler = HandlerClass(datadir)
-    return data_handler
diff --git a/freqtrade/data/history/__init__.py b/freqtrade/data/history/__init__.py
new file mode 100644
index 000000000..572c063fc
--- /dev/null
+++ b/freqtrade/data/history/__init__.py
@@ -0,0 +1,14 @@
+"""
+Handle historic data (ohlcv).
+
+Includes:
+* load data for a pair (or a list of pairs) from disk
+* download data from exchange and store to disk
+"""
+
+from .history_utils import (convert_trades_to_ohlcv,  # noqa: F401
+                            get_timerange, load_data, load_pair_history,
+                            refresh_backtest_ohlcv_data,
+                            refresh_backtest_trades_data, refresh_data,
+                            validate_backtest_data)
+from .idatahandler import get_datahandler, get_datahandlerclass  # noqa: F401
diff --git a/freqtrade/data/history.py b/freqtrade/data/history/history_utils.py
similarity index 98%
rename from freqtrade/data/history.py
rename to freqtrade/data/history/history_utils.py
index c06b14b4a..42f1c9be7 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history/history_utils.py
@@ -1,11 +1,3 @@
-"""
-Handle historic data (ohlcv).
-
-Includes:
-* load data for a pair (or a list of pairs) from disk
-* download data from exchange and store to disk
-"""
-
 import logging
 import operator
 from datetime import datetime, timezone
@@ -19,8 +11,7 @@ from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
-from freqtrade.data.datahandlers import get_datahandler
-from freqtrade.data.datahandlers.idatahandler import IDataHandler
+from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
 from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/data/datahandlers/idatahandler.py b/freqtrade/data/history/idatahandler.py
similarity index 76%
rename from freqtrade/data/datahandlers/idatahandler.py
rename to freqtrade/data/history/idatahandler.py
index b80b8cfcc..cee43dcef 100644
--- a/freqtrade/data/datahandlers/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -6,13 +6,14 @@ It's subclasses handle and storing data from disk.
 import logging
 from abc import ABC, abstractclassmethod, abstractmethod
 from copy import deepcopy
-from pathlib import Path
-from typing import Dict, List, Optional
 from datetime import datetime, timezone
+from pathlib import Path
+from typing import Dict, List, Optional, Type
+
 from pandas import DataFrame
-from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
 
 from freqtrade.configuration import TimeRange
+from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
 from freqtrade.exchange import timeframe_to_seconds
 
 logger = logging.getLogger(__name__)
@@ -89,3 +90,36 @@ class IDataHandler(ABC):
             if pairdata.iloc[-1]['date'] < stop:
                 logger.warning(f"Missing data at end for pair {pair}, "
                                f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")
+
+
+def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
+    """
+    Get datahandler class.
+    Could be done using Resolvers, but since this may be called often and resolvers
+    are rather expensive, doing this directly should improve performance.
+    :param datatype: datatype to use.
+    :return: Datahandler class
+    """
+
+    if datatype == 'json':
+        from .jsondatahandler import JsonDataHandler
+        return JsonDataHandler
+    elif datatype == 'jsongz':
+        from .jsondatahandler import JsonGzDataHandler
+        return JsonGzDataHandler
+    else:
+        raise ValueError(f"No datahandler for datatype {datatype} available.")
+
+
+def get_datahandler(datadir: Path, data_format: str = None,
+                    data_handler: IDataHandler = None) -> IDataHandler:
+    """
+    :param datadir: Folder to save data
+    :data_format: dataformat to use
+    :data_handler: returns this datahandler if it exists or initializes a new one
+    """
+
+    if not data_handler:
+        HandlerClass = get_datahandlerclass(data_format or 'json')
+        data_handler = HandlerClass(datadir)
+    return data_handler
diff --git a/freqtrade/data/datahandlers/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
similarity index 100%
rename from freqtrade/data/datahandlers/jsondatahandler.py
rename to freqtrade/data/history/jsondatahandler.py
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index f5865f1db..1bb0f611a 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -17,8 +17,8 @@ from freqtrade.configuration import (Configuration, TimeRange,
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
-from freqtrade.data.datahandlers import get_datahandlerclass
 from freqtrade.data.history import (convert_trades_to_ohlcv,
+                                    get_datahandlerclass,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 726b6d3a7..f84e819ad 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -13,18 +13,15 @@ from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.datahandlers import get_datahandler, get_datahandlerclass
-from freqtrade.data.datahandlers.idatahandler import IDataHandler
-from freqtrade.data.datahandlers.jsondatahandler import (JsonDataHandler,
-                                                         JsonGzDataHandler)
-from freqtrade.data.history import (_download_pair_history,
-                                    _download_trades_history,
-                                    _load_cached_data_for_updating,
-                                    convert_trades_to_ohlcv, get_timerange,
-                                    load_data, load_pair_history,
-                                    refresh_backtest_ohlcv_data,
-                                    refresh_backtest_trades_data, refresh_data,
-                                    validate_backtest_data)
+from freqtrade.data.history import get_datahandler, get_datahandlerclass
+from freqtrade.data.history.history_utils import (
+    _download_pair_history, _download_trades_history,
+    _load_cached_data_for_updating, convert_trades_to_ohlcv, get_timerange,
+    load_data, load_pair_history, refresh_backtest_ohlcv_data,
+    refresh_backtest_trades_data, refresh_data, validate_backtest_data)
+from freqtrade.data.history.idatahandler import IDataHandler
+from freqtrade.data.history.jsondatahandler import (JsonDataHandler,
+                                                    JsonGzDataHandler)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -100,7 +97,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
 
 def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
     ltfmock = mocker.patch(
-        'freqtrade.data.datahandlers.jsondatahandler.JsonDataHandler._ohlcv_load',
+        'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load',
         MagicMock(return_value=DataFrame()))
     timerange = TimeRange('date', None, 1510639620, 0)
     load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
@@ -271,7 +268,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
         [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
     ]
     json_dump_mock = mocker.patch(
-        'freqtrade.data.datahandlers.jsondatahandler.JsonDataHandler.ohlcv_store',
+        'freqtrade.data.history.jsondatahandler.JsonDataHandler.ohlcv_store',
         return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
@@ -444,7 +441,8 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
 
 
 def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history._download_pair_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history',
+                           MagicMock())
     mocker.patch(
         'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
     )
@@ -465,7 +463,7 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
 
 
 def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history._download_pair_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history', MagicMock())
 
     ex = get_patched_exchange(mocker, default_conf)
     mocker.patch(
@@ -485,7 +483,8 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
 
 
 def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history._download_trades_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_trades_history',
+                           MagicMock())
     mocker.patch(
         'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
     )
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 447f0052b..427e6c422 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -460,7 +460,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
-    mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame()))
+    mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
+                 MagicMock(return_value=pd.DataFrame()))
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)

From 525550e4c75af8ae2c863e16a8fc0c47c367ae70 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 10:01:54 +0100
Subject: [PATCH 0851/1495] Fix typo in parameter transition

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

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index aa453a392..99ca84f34 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -346,7 +346,7 @@ class Configuration:
         self._args_to_config(config, argname='dataformat_ohlcv',
                              logstring='Using "{}" to store OHLCV data.')
 
-        self._args_to_config(config, argname='dataformat_trade',
+        self._args_to_config(config, argname='dataformat_trades',
                              logstring='Using "{}" to store trades data.')
 
     def _process_runmode(self, config: Dict[str, Any]) -> None:

From 28787a001ce03790bb4848ca55b09ebdf817aa17 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 10:27:49 +0100
Subject: [PATCH 0852/1495] Move convert functions to convert module

---
 freqtrade/configuration/arguments.py      |  2 +-
 freqtrade/data/converter.py               | 62 +++++++++++++++++++++++
 freqtrade/data/history/jsondatahandler.py |  2 +
 freqtrade/utils.py                        | 58 +++------------------
 tests/data/test_history.py                |  3 +-
 5 files changed, 73 insertions(+), 54 deletions(-)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 121bd23b4..2b9b362bf 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -47,7 +47,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 
-ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to"]
+ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 41a843e36..c6ec4fa2b 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -3,6 +3,7 @@ Functions to convert data from one format to another
 """
 import logging
 from datetime import datetime, timezone
+from typing import Any, Dict
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
@@ -175,3 +176,64 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     # Drop 0 volume rows
     df_new = df_new.dropna()
     return df_new[DEFAULT_DATAFRAME_COLUMNS]
+
+
+def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
+    """
+    Convert trades from one format to another format.
+    :param config: Config dictionary
+    :param convert_from: Source format
+    :param convert_to: Target format
+    :param erase: Erase souce data (does not apply if source and target format are identical)
+    """
+    from freqtrade.data.history.idatahandler import get_datahandler
+    src = get_datahandler(config['datadir'], convert_from)
+    trg = get_datahandler(config['datadir'], convert_to)
+
+    if 'pairs' not in config:
+        config['pairs'] = src.trades_get_pairs(config['datadir'])
+    logger.info(f"Converting trades for {config['pairs']}")
+
+    for pair in config['pairs']:
+        data = src.trades_load(pair=pair)
+        logger.info(f"Converting {len(data)} trades for {pair}")
+        trg.trades_store(pair, data)
+        if erase and convert_from != convert_to:
+            logger.info(f"Deleting source Trade data for {pair}.")
+            src.trades_purge(pair=pair)
+
+
+def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
+    """
+    Convert ohlcv from one format to another format.
+    :param config: Config dictionary
+    :param convert_from: Source format
+    :param convert_to: Target format
+    :param erase: Erase souce data (does not apply if source and target format are identical)
+    """
+    from freqtrade.data.history.idatahandler import get_datahandler
+    src = get_datahandler(config['datadir'], convert_from)
+    trg = get_datahandler(config['datadir'], convert_to)
+    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    logger.info(f"Converting OHLCV for timeframe {timeframes}")
+
+    if 'pairs' not in config:
+        config['pairs'] = []
+        # Check timeframes or fall back to ticker_interval.
+        for timeframe in timeframes:
+            config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
+                                                       timeframe))
+    logger.info(f"Converting OHLCV for {config['pairs']}")
+
+    for timeframe in timeframes:
+        for pair in config['pairs']:
+            data = src.ohlcv_load(pair=pair, timeframe=timeframe,
+                                  timerange=None,
+                                  fill_missing=False,
+                                  drop_incomplete=False,
+                                  startup_candles=0)
+            logger.info(f"Converting {len(data)} candles for {pair}")
+            trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
+            if erase and convert_from != convert_to:
+                logger.info(f"Deleting source data for {pair} / {timeframe}")
+                src.ohlcv_purge(pair=pair, timeframe=timeframe)
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index f40cf969f..14f643705 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -62,6 +62,8 @@ class JsonDataHandler(IDataHandler):
         :param pair: Pair to load data
         :param timeframe: Ticker timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange.
+                        Optionally implemented by subclasses to avoid loading
+                        all data where possible.
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 1bb0f611a..b0ef7241b 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -17,8 +17,9 @@ from freqtrade.configuration import (Configuration, TimeRange,
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
+from freqtrade.data.converter import (convert_ohlcv_format,
+                                      convert_trades_format)
 from freqtrade.data.history import (convert_trades_to_ohlcv,
-                                    get_datahandlerclass,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
@@ -248,55 +249,6 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
 
 
-def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str):
-    """
-    TODO: move this to converter.py (?)
-    """
-    SrcClass = get_datahandlerclass(convert_from)
-    TrgClass = get_datahandlerclass(convert_to)
-
-    if 'pairs' not in config:
-        config['pairs'] = SrcClass.trades_get_pairs(config['datadir'])
-    logger.info(f"Converting trades for {config['pairs']}")
-    src = SrcClass(config['datadir'])
-    trg = TrgClass(config['datadir'])
-    for pair in config['pairs']:
-        data = src.trades_load(pair=pair)
-        logger.info(f"Converting {len(data)} trades for {pair}")
-        trg.trades_store(pair, data)
-
-
-def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str):
-    """
-    TODO: move this to converter.py (?)
-    """
-    SrcClass = get_datahandlerclass(convert_from)
-    TrgClass = get_datahandlerclass(convert_to)
-    timeframes = config.get('timeframes', [config.get('ticker_interval')])
-    logger.info(f"Converting OHLCV for timeframe {timeframes}")
-
-    if 'pairs' not in config:
-        config['pairs'] = []
-        # Check timeframes or fall back to ticker_interval.
-        for timeframe in timeframes:
-            config['pairs'].extend(SrcClass.ohlcv_get_pairs(config['datadir'],
-                                                            timeframe))
-    logger.info(f"Converting OHLCV for {config['pairs']}")
-
-    src = SrcClass(config['datadir'])
-    trg = TrgClass(config['datadir'])
-
-    for timeframe in timeframes:
-        for pair in config['pairs']:
-            data = src.ohlcv_load(pair=pair, timeframe=timeframe,
-                                  timerange=None,
-                                  fill_missing=False,
-                                  drop_incomplete=False,
-                                  startup_candles=0)
-            logger.info(f"Converting {len(data)} candles for {pair}")
-            trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
-
-
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another
@@ -304,10 +256,12 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
     if ohlcv:
         convert_ohlcv_format(config,
-                             convert_from=args['format_from'], convert_to=args['format_to'])
+                             convert_from=args['format_from'], convert_to=args['format_to'],
+                             erase=args['erase'])
     else:
         convert_trades_format(config,
-                              convert_from=args['format_from'], convert_to=args['format_to'])
+                              convert_from=args['format_from'], convert_to=args['format_to'],
+                              erase=args['erase'])
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index f84e819ad..404f52e87 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -463,7 +463,8 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
 
 
 def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
-    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history', MagicMock())
+    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history',
+                           MagicMock())
 
     ex = get_patched_exchange(mocker, default_conf)
     mocker.patch(

From e7054adc496d54b060ea579d650e6d208f2be12a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 10:37:34 +0100
Subject: [PATCH 0853/1495] Add tests for start_convert_data

---
 tests/test_utils.py | 58 +++++++++++++++++++++++++++++++++++++++------
 1 file changed, 51 insertions(+), 7 deletions(-)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 4cf7b5f23..e384a7633 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -6,13 +6,13 @@ import pytest
 
 from freqtrade import OperationalException
 from freqtrade.state import RunMode
-from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
-                             start_download_data, start_hyperopt_list,
-                             start_hyperopt_show, start_list_exchanges,
-                             start_list_markets, start_list_strategies,
-                             start_list_timeframes, start_new_hyperopt,
-                             start_new_strategy, start_test_pairlist,
-                             start_trading)
+from freqtrade.utils import (setup_utils_configuration, start_convert_data,
+                             start_create_userdir, start_download_data,
+                             start_hyperopt_list, start_hyperopt_show,
+                             start_list_exchanges, start_list_markets,
+                             start_list_strategies, start_list_timeframes,
+                             start_new_hyperopt, start_new_strategy,
+                             start_test_pairlist, start_trading)
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -821,3 +821,47 @@ def test_hyperopt_show(mocker, capsys, hyperopt_results):
     with pytest.raises(OperationalException,
                        match="The index of the epoch to show should be less than 4."):
         start_hyperopt_show(pargs)
+
+
+def test_convert_data(mocker, testdatadir):
+    ohlcv_mock = mocker.patch("freqtrade.utils.convert_ohlcv_format", MagicMock())
+    trades_mock = mocker.patch("freqtrade.utils.convert_trades_format", MagicMock())
+    args = [
+        "convert-data",
+        "--format-from",
+        "json",
+        "--format-to",
+        "jsongz",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_convert_data(pargs, True)
+    assert trades_mock.call_count == 0
+    assert ohlcv_mock.call_count == 1
+    assert ohlcv_mock.call_args[1]['convert_from'] == 'json'
+    assert ohlcv_mock.call_args[1]['convert_to'] == 'jsongz'
+    assert ohlcv_mock.call_args[1]['erase'] is False
+
+
+def test_convert_data_trades(mocker, testdatadir):
+    ohlcv_mock = mocker.patch("freqtrade.utils.convert_ohlcv_format", MagicMock())
+    trades_mock = mocker.patch("freqtrade.utils.convert_trades_format", MagicMock())
+    args = [
+        "convert-trade-data",
+        "--format-from",
+        "jsongz",
+        "--format-to",
+        "json",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_convert_data(pargs, False)
+    assert ohlcv_mock.call_count == 0
+    assert trades_mock.call_count == 1
+    assert trades_mock.call_args[1]['convert_from'] == 'jsongz'
+    assert trades_mock.call_args[1]['convert_to'] == 'json'
+    assert trades_mock.call_args[1]['erase'] is False

From 70f3ff046128491ca2310f967020308b92319c68 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 10:45:26 +0100
Subject: [PATCH 0854/1495] Add test for convert_trades_Format

---
 tests/data/test_converter.py | 32 +++++++++++++++++++++++++++++++-
 1 file changed, 31 insertions(+), 1 deletion(-)

diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index eb8a8e513..ac5472221 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -2,11 +2,13 @@
 import logging
 
 from freqtrade.configuration.timerange import TimeRange
-from freqtrade.data.converter import (ohlcv_fill_up_missing_data,
+from freqtrade.data.converter import (convert_trades_format,
+                                      ohlcv_fill_up_missing_data,
                                       parse_ticker_dataframe, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data,
                                     load_pair_history, validate_backtest_data)
 from tests.conftest import log_has
+from tests.data.test_history import _backup_file, _clean_test_file
 
 
 def test_dataframe_correct_columns(result):
@@ -188,3 +190,31 @@ def test_trim_dataframe(testdatadir) -> None:
     assert len(data_modify) == len(data) - 55
     # first row matches 25th original row
     assert all(data_modify.iloc[0] == data.iloc[25])
+
+
+def test_convert_trades_format(mocker, default_conf, testdatadir):
+    file = testdatadir / "XRP_ETH-trades.json.gz"
+    file_new = testdatadir / "XRP_ETH-trades.json"
+    _backup_file(file, copy_file=True)
+    default_conf['datadir'] = testdatadir
+
+    assert not file_new.exists()
+
+    convert_trades_format(default_conf, convert_from='jsongz',
+                          convert_to='json', erase=False)
+
+    assert file_new.exists()
+    assert file.exists()
+
+    # Remove original file
+    file.unlink()
+    # Convert back
+    convert_trades_format(default_conf, convert_from='json',
+                          convert_to='jsongz', erase=True)
+
+    assert file.exists()
+    assert not file_new.exists()
+
+    _clean_test_file(file)
+    if file_new.exists():
+        file_new.unlink()

From 9e4fc00a0ffcc80dc5ddb91c2961f5cbc81d48a7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 10:54:10 +0100
Subject: [PATCH 0855/1495] Add test for convert_ohlcv

---
 freqtrade/data/converter.py  |  2 ++
 tests/data/test_converter.py | 45 +++++++++++++++++++++++++++++++++++-
 2 files changed, 46 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index c6ec4fa2b..abc754df0 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -135,6 +135,7 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date
 
 def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     """
+    TODO: This should get a dedicated test
     Gets order book list, returns dataframe with below format per suggested by creslin
     -------------------------------------------------------------------
      b_sum       b_size       bids       asks       a_size       a_sum
@@ -160,6 +161,7 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
 def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     """
     Converts trades list to ohlcv list
+    TODO: This should get a dedicated test
     :param trades: List of trades, as returned by ccxt.fetch_trades.
     :param timeframe: Ticker timeframe to resample data to
     :return: ohlcv Dataframe.
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index ac5472221..a0ec2f46f 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -2,7 +2,8 @@
 import logging
 
 from freqtrade.configuration.timerange import TimeRange
-from freqtrade.data.converter import (convert_trades_format,
+from freqtrade.data.converter import (convert_ohlcv_format,
+                                      convert_trades_format,
                                       ohlcv_fill_up_missing_data,
                                       parse_ticker_dataframe, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data,
@@ -218,3 +219,45 @@ def test_convert_trades_format(mocker, default_conf, testdatadir):
     _clean_test_file(file)
     if file_new.exists():
         file_new.unlink()
+
+
+def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
+    file1 = testdatadir / "XRP_ETH-5m.json"
+    file1_new = testdatadir / "XRP_ETH-5m.json.gz"
+    file2 = testdatadir / "XRP_ETH-1m.json"
+    file2_new = testdatadir / "XRP_ETH-1m.json.gz"
+    _backup_file(file1, copy_file=True)
+    _backup_file(file2, copy_file=True)
+    default_conf['datadir'] = testdatadir
+    default_conf['pairs'] = ['XRP_ETH']
+    default_conf['timeframes'] = ['1m', '5m']
+
+    assert not file1_new.exists()
+    assert not file2_new.exists()
+
+    convert_ohlcv_format(default_conf, convert_from='json',
+                         convert_to='jsongz', erase=False)
+
+    assert file1_new.exists()
+    assert file2_new.exists()
+    assert file1.exists()
+    assert file2.exists()
+
+    # Remove original files
+    file1.unlink()
+    file2.unlink()
+    # Convert back
+    convert_ohlcv_format(default_conf, convert_from='jsongz',
+                         convert_to='json', erase=True)
+
+    assert file1.exists()
+    assert file2.exists()
+    assert not file1_new.exists()
+    assert not file2_new.exists()
+
+    _clean_test_file(file1)
+    _clean_test_file(file2)
+    if file1_new.exists():
+        file1_new.unlink()
+    if file2_new.exists():
+        file2_new.unlink()

From 66d18575a741057ac9a763b4b72a3e8cd91e7883 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 11:10:31 +0100
Subject: [PATCH 0856/1495] Implement abstract interface

---
 freqtrade/data/history/idatahandler.py    | 97 ++++++++++++++++++++++-
 freqtrade/data/history/jsondatahandler.py |  1 -
 2 files changed, 96 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index cee43dcef..20022fc38 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -24,7 +24,102 @@ class IDataHandler(ABC):
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
 
-    # TODO: create abstract interface
+    @abstractclassmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        for the specified timeframe
+        :param datadir: Directory to search for ohlcv files
+        :param timeframe: Timeframe to search pairs for
+        :return: List of Pairs
+        """
+
+    @abstractmethod
+    def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
+        """
+        Store data in json format "values".
+            format looks as follows:
+            [[,,,,]]
+        :param pair: Pair - used to generate filename
+        :timeframe: Timeframe - used to generate filename
+        :data: Dataframe containing OHLCV data
+        :return: None
+        """
+
+    @abstractmethod
+    def _ohlcv_load(self, pair: str, timeframe: str,
+                    timerange: Optional[TimeRange] = None,
+                    ) -> DataFrame:
+        """
+        Internal method used to load data for one pair from disk.
+        Implements the loading and conversation to a Pandas dataframe.
+        Timerange trimming and dataframe validation happens outside of this method.
+        :param pair: Pair to load data
+        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timerange: Limit data to be loaded to this timerange.
+                        Optionally implemented by subclasses to avoid loading
+                        all data where possible.
+        :return: DataFrame with ohlcv data, or empty DataFrame
+        """
+
+    @abstractmethod
+    def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :param timeframe: Ticker timeframe (e.g. "5m")
+        :return: True when deleted, false if file did not exist.
+        """
+
+    @abstractmethod
+    def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
+        """
+        Append data to existing data structures
+        :param pair: Pair
+        :param timeframe: Timeframe this ohlcv data is for
+        :param data: Data to append.
+        """
+
+    @abstractclassmethod
+    def trades_get_pairs(cls, datadir: Path) -> List[str]:
+        """
+        Returns a list of all pairs for which trade data is available in this
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Pairs
+        """
+
+    @abstractmethod
+    def trades_store(self, pair: str, data: List[Dict]) -> None:
+        """
+        Store trades data (list of Dicts) to file
+        :param pair: Pair - used for filename
+        :param data: List of Dicts containing trade data
+        """
+
+    @abstractmethod
+    def trades_append(self, pair: str, data: List[Dict]):
+        """
+        Append data to existing files
+        :param pair: Pair - used for filename
+        :param data: List of Dicts containing trade data
+        """
+
+    @abstractmethod
+    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
+        """
+        Load a pair from file, either .json.gz or .json
+        :param pair: Load trades for this pair
+        :param timerange: Timerange to load trades for - currently not implemented
+        :return: List of trades
+        """
+
+    @abstractmethod
+    def trades_purge(self, pair: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :return: True when deleted, false if file did not exist.
+        """
 
     def ohlcv_load(self, pair, timeframe: str,
                    timerange: Optional[TimeRange] = None,
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 14f643705..dcfc249aa 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -96,7 +96,6 @@ class JsonDataHandler(IDataHandler):
         :param pair: Pair
         :param timeframe: Timeframe this ohlcv data is for
         :param data: Data to append.
-
         """
         raise NotImplementedError()
 

From e2a00c03d626fb6242968c19402ccc5ebf7e505b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 11:24:37 +0100
Subject: [PATCH 0857/1495] Document convert options

---
 config_full.json.example |   4 +-
 docs/data-download.md    | 146 +++++++++++++++++++++++++++++++++++++++
 2 files changed, 149 insertions(+), 1 deletion(-)

diff --git a/config_full.json.example b/config_full.json.example
index b9631f63d..108fdd534 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -127,5 +127,7 @@
         "heartbeat_interval": 60
     },
     "strategy": "DefaultStrategy",
-    "strategy_path": "user_data/strategies/"
+    "strategy_path": "user_data/strategies/",
+    "dataformat_ohlcv": "json",
+    "dataformat_trades": "jsongz"
 }
diff --git a/docs/data-download.md b/docs/data-download.md
index 1f03b124a..c5fb744ab 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -12,6 +12,152 @@ Otherwise `--exchange` becomes mandatory.
     If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
     Be carefull though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
 
+### Usage
+
+```
+usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
+                               [--pairs-file FILE] [--days INT] [--dl-trades] [--exchange EXCHANGE]
+                               [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
+                               [--erase] [--data-format {json,jsongz}] [--data-format-trades {json,jsongz}]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-separated.
+  --pairs-file FILE     File containing a list of pairs to download.
+  --days INT            Download data for given number of days.
+  --dl-trades           Download trades instead of OHLCV data. The bot will resample trades to the desired timeframe as specified as
+                        --timeframes/-t.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
+                        Specify which tickers to download. Space-separated list. Default: `1m 5m`.
+  --erase               Clean all existing data for the selected exchange/pairs/timeframes.
+  --data-format {json,jsongz}
+                        Storage format for downloaded ohlcv data. (default: `json`).
+  --data-format-trades {json,jsongz}
+                        Storage format for downloaded trades data. (default: `jsongz`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+### Data format
+
+Freqtrade currently supports 2 dataformats, `json` and `jsongz`, a zipped version of json files.
+By default, OHLCV data is stored as json data, while trades data is stored as `jsongz` data.
+
+This can be changed via the `--data-format` and `--data-format-trades` parameters respectivly.
+
+If the default dataformat has been changed during download, then the keys `dataformat_ohlcv` and `dataformat_trades` in the configuration file need to be adjusted to the selected dataformat as well.
+
+!!! Note
+    You can convert between data-formats using the [convert-data](#subcommand-convert-data) and [convert-trade-data](#subcommand-convert-trade-data) methods.
+
+#### Subcommand convert data
+
+```
+usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                              [-d PATH] [--userdir PATH]
+                              [-p PAIRS [PAIRS ...]] --format-from
+                              {json,jsongz} --format-to {json,jsongz}
+                              [--erase]
+                              [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
+  --format-from {json,jsongz}
+                        Source format for data conversation.
+  --format-to {json,jsongz}
+                        Destination format for data conversation.
+  --erase               Clean all existing data for the selected
+                        exchange/pairs/timeframes.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
+                        Specify which tickers to download. Space-separated
+                        list. Default: `1m 5m`.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+##### Example converting data
+
+The following command will convert all Candle data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process.
+It'll also remove source files (`--erase` parameter).
+
+``` bash
+freqtrade convert-data --format-from json --format-to jsongz --data-dir ~/.freqtrade/data/binance -t 5m 15m --erase
+```
+
+#### Subcommand convert-trade data
+
+```
+usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                    [-d PATH] [--userdir PATH]
+                                    [-p PAIRS [PAIRS ...]] --format-from
+                                    {json,jsongz} --format-to {json,jsongz}
+                                    [--erase]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
+  --format-from {json,jsongz}
+                        Source format for data conversation.
+  --format-to {json,jsongz}
+                        Destination format for data conversation.
+  --erase               Clean all existing data for the selected
+                        exchange/pairs/timeframes.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+##### Example converting trades
+
+The following command will convert all available trade-data in `~/.freqtrade/data/kraken` from json to jsongz, saving diskspace in the process.
+It'll also remove source files (`--erase` parameter).
+
+``` bash
+freqtrade convert-trade-data --format-from jsongz --format-to json --data-dir ~/.freqtrade/data/kraken --erase
+```
+
 ### Pairs file
 
 In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.

From 5c39ebd0a0d9dea455762086d78a3ea5cbf3c995 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 28 Dec 2019 13:59:40 +0300
Subject: [PATCH 0858/1495] Adjust logging

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9c18d2d95..1cc7f32f4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -331,12 +331,12 @@ class FreqtradeBot:
 
             if buy and not sell:
                 if not self.get_free_open_trades():
-                    logger.warning("Can't open a new trade: max number of trades is reached")
+                    logger.debug("Can't open a new trade: max number of trades is reached")
                     continue
 
                 stake_amount = self.get_trade_stake_amount(pair)
                 if not stake_amount:
-                    logger.warning("Stake amount is 0, ignoring trade")
+                    logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
                     continue
 
                 logger.info(f"Buy signal found: about create a new trade with stake_amount: "

From ae1b28aab756adbef0fc64b0194a3b38a2ad0686 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 14:32:11 +0100
Subject: [PATCH 0859/1495] Remove get_datahandlerclass from package exposes

---
 freqtrade/data/history/__init__.py | 2 +-
 tests/data/test_history.py         | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/history/__init__.py b/freqtrade/data/history/__init__.py
index 572c063fc..23f635a98 100644
--- a/freqtrade/data/history/__init__.py
+++ b/freqtrade/data/history/__init__.py
@@ -11,4 +11,4 @@ from .history_utils import (convert_trades_to_ohlcv,  # noqa: F401
                             refresh_backtest_ohlcv_data,
                             refresh_backtest_trades_data, refresh_data,
                             validate_backtest_data)
-from .idatahandler import get_datahandler, get_datahandlerclass  # noqa: F401
+from .idatahandler import get_datahandler  # noqa: F401
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 404f52e87..2341673db 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -13,13 +13,13 @@ from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.data.history import get_datahandler, get_datahandlerclass
 from freqtrade.data.history.history_utils import (
     _download_pair_history, _download_trades_history,
     _load_cached_data_for_updating, convert_trades_to_ohlcv, get_timerange,
     load_data, load_pair_history, refresh_backtest_ohlcv_data,
     refresh_backtest_trades_data, refresh_data, validate_backtest_data)
-from freqtrade.data.history.idatahandler import IDataHandler
+from freqtrade.data.history.idatahandler import (IDataHandler, get_datahandler,
+                                                 get_datahandlerclass)
 from freqtrade.data.history.jsondatahandler import (JsonDataHandler,
                                                     JsonGzDataHandler)
 from freqtrade.exchange import timeframe_to_minutes

From 6b5983339d8d94d90c51f0dbb51f1948fed4bbea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 14:47:30 +0100
Subject: [PATCH 0860/1495] Require dataformat entries in configuration

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 95ec71552..a7f569f63 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -294,5 +294,7 @@ CONF_SCHEMA = {
         'stoploss',
         'minimal_roi',
         'internals',
+        'dataformat_ohlcv',
+        'dataformat_trades',
     ]
 }

From f4a532ef6d3ed63751de5c688338af1036741d7f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 14:57:39 +0100
Subject: [PATCH 0861/1495] Pass format to load_data

---
 freqtrade/data/history/history_utils.py | 2 +-
 freqtrade/edge/__init__.py              | 1 +
 freqtrade/optimize/backtesting.py       | 1 +
 freqtrade/plot/plotting.py              | 1 +
 4 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 42f1c9be7..1f0459379 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -72,7 +72,7 @@ def load_data(datadir: Path,
     :param fill_up_missing: Fill missing values with "No action"-candles
     :param startup_candles: Additional candles to load at the start of the period
     :param fail_without_data: Raise OperationalException if no data is found.
-    :param data_handler: Initialized data-handler to use.
+    :param data_format: Data format which should be used. Defaults to json
     :return: dict(:)
     """
     result: Dict[str, DataFrame] = {}
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 9ad2485ef..44eaad717 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -108,6 +108,7 @@ class Edge:
             timeframe=self.strategy.ticker_interval,
             timerange=self._timerange,
             startup_candles=self.strategy.startup_candle_count,
+            data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
 
         if not data:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 98ee71a60..e49c0bd80 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -116,6 +116,7 @@ class Backtesting:
             timerange=timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
+            data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
 
         min_date, max_date = history.get_timerange(data)
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 0ef71ed82..7c7f10fdc 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -42,6 +42,7 @@ def init_plotscript(config):
         pairs=pairs,
         timeframe=config.get('ticker_interval', '5m'),
         timerange=timerange,
+        data_format=config.get('dataformat_ohlcv', 'json'),
     )
 
     trades = load_trades(config['trade_source'],

From 814cc20c6b94ea0c34b8303dbb14c373f6f0290f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 28 Dec 2019 19:58:41 +0100
Subject: [PATCH 0862/1495] Remove potential circular import

---
 freqtrade/data/converter.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index abc754df0..49a2a25bc 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -8,7 +8,6 @@ from typing import Any, Dict
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 
 logger = logging.getLogger(__name__)
@@ -116,7 +115,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     return df
 
 
-def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
+def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date') -> DataFrame:
     """
     Trim dataframe based on given timerange
     :param df: Dataframe to trim

From 762604300f26afb5712d0ac92f01a57048a63f9e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 29 Dec 2019 04:17:49 +0300
Subject: [PATCH 0863/1495] Refactor create_trades()

---
 freqtrade/freqtradebot.py | 104 ++++++++++++++++++++------------------
 1 file changed, 54 insertions(+), 50 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 90eb7beba..d15624e9f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -294,65 +294,48 @@ class FreqtradeBot:
         # See also #2575 at github.
         return max(min_stake_amounts) / amount_reserve_percent
 
-    def create_trades(self) -> bool:
+    def create_trade(self, pair: str) -> bool:
         """
-        Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
-        If a pair triggers the buy_signal a new trade record gets created.
-        Checks pairs as long as the open trade count is below `max_open_trades`.
-        :return: True if at least one trade has been created.
+        Check the implemented trading strategy for buy-signals.
+        If the pair triggers the buy_signal a new trade record gets created.
+        :return: True if a trade has been created.
         """
-        whitelist = copy.deepcopy(self.active_pair_whitelist)
+        logger.debug(f"create_trade for pair {pair}")
 
-        if not whitelist:
-            logger.info("Active pair whitelist is empty.")
+        if self.strategy.is_pair_locked(pair):
+            logger.info(f"Pair {pair} is currently locked.")
             return False
 
-        # Remove currently opened and latest pairs from whitelist
-        for trade in Trade.get_open_trades():
-            if trade.pair in whitelist:
-                whitelist.remove(trade.pair)
-                logger.debug('Ignoring %s in pair whitelist', trade.pair)
-
-        if not whitelist:
-            logger.info("No currency pair in active pair whitelist, "
-                        "but checking to sell open trades.")
-            return False
-
-        buycount = 0
         # running get_signal on historical data fetched
-        for pair in whitelist:
-            if self.strategy.is_pair_locked(pair):
-                logger.info(f"Pair {pair} is currently locked.")
-                continue
+        (buy, sell) = self.strategy.get_signal(
+            pair, self.strategy.ticker_interval,
+            self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
 
-            (buy, sell) = self.strategy.get_signal(
-                pair, self.strategy.ticker_interval,
-                self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
+        if buy and not sell:
+            if not self.get_free_open_trades():
+                logger.debug("Can't open a new trade: max number of trades is reached")
+                return False
 
-            if buy and not sell:
-                if not self.get_free_open_trades():
-                    logger.debug("Can't open a new trade: max number of trades is reached")
-                    continue
+            stake_amount = self.get_trade_stake_amount(pair)
+            if not stake_amount:
+                logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
+                return False
 
-                stake_amount = self.get_trade_stake_amount(pair)
-                if not stake_amount:
-                    logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
-                    continue
+            logger.info(f"Buy signal found: about create a new trade with stake_amount: "
+                        f"{stake_amount} ...")
 
-                logger.info(f"Buy signal found: about create a new trade with stake_amount: "
-                            f"{stake_amount} ...")
+            bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
+                get('check_depth_of_market', {})
+            if (bidstrat_check_depth_of_market.get('enabled', False)) and\
+                    (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
+                if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
+                    return self.execute_buy(pair, stake_amount)
+                else:
+                    return False
 
-                bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
-                    get('check_depth_of_market', {})
-                if (bidstrat_check_depth_of_market.get('enabled', False)) and\
-                        (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
-                    if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
-                        buycount += self.execute_buy(pair, stake_amount)
-                    continue
-
-                buycount += self.execute_buy(pair, stake_amount)
-
-        return buycount > 0
+            return self.execute_buy(pair, stake_amount)
+        else:
+            return False
 
     def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
         """
@@ -479,10 +462,31 @@ class FreqtradeBot:
         """
         Tries to execute buy orders for trades in a safe way
         """
+        result = False
         try:
-            # Create entity and execute trade
-            if not self.create_trades():
+            whitelist = copy.deepcopy(self.active_pair_whitelist)
+
+            if not whitelist:
+                logger.info("Active pair whitelist is empty.")
+            else:
+                # Remove currently opened and latest pairs from whitelist
+                for trade in Trade.get_open_trades():
+                    if trade.pair in whitelist:
+                        whitelist.remove(trade.pair)
+                        logger.debug('Ignoring %s in pair whitelist', trade.pair)
+
+                if not whitelist:
+                    logger.info("No currency pair in active pair whitelist, "
+                                "but checking to sell open trades.")
+                else:
+                    # Create entity and execute trade for each pair from whitelist
+                    for pair in whitelist:
+                        if self.create_trade(pair):
+                            result = True
+
+            if not result:
                 logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
+
         except DependencyException as exception:
             logger.warning('Unable to create trade: %s', exception)
 

From ce84f74528de4ee06977967a859722b68a1f6b31 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 29 Dec 2019 04:38:28 +0300
Subject: [PATCH 0864/1495] Adjust tests

---
 tests/rpc/test_rpc.py           |  22 ++---
 tests/rpc/test_rpc_apiserver.py |   8 +-
 tests/rpc/test_rpc_telegram.py  |  22 ++---
 tests/test_freqtradebot.py      | 151 ++++++++++++++++----------------
 tests/test_integration.py       |   4 +-
 5 files changed, 105 insertions(+), 102 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 3b897572c..a9f73e98d 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -41,7 +41,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_trade_status()
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     results = rpc._rpc_trade_status()
     assert {
         'trade_id': 1,
@@ -116,7 +116,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active order*'):
         rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
 
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
@@ -162,7 +162,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     assert trade
 
@@ -217,7 +217,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
         rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -231,7 +231,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     trade.close_date = datetime.utcnow()
     trade.is_open = False
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -299,7 +299,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -529,7 +529,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
@@ -563,7 +563,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 1
     assert trade.amount == filled_amount
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.filter(Trade.id == '2').first()
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
@@ -582,7 +582,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 2
     assert trade.amount == amount
 
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     # make an limit-sell open trade
     mocker.patch(
         'freqtrade.exchange.Exchange.get_order',
@@ -613,7 +613,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     assert trade
 
@@ -649,7 +649,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     assert counts["current"] == 0
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     counts = rpc._rpc_count()
     assert counts["current"] == 1
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 36bb81e41..94af85349 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -267,7 +267,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json["max"] == 1.0
 
     # Create some test data
-    ftbot.create_trades()
+    ftbot.process_maybe_execute_buys()
     rc = client_get(client, f"{BASE_URI}/count")
     assert_response(rc)
     assert rc.json["current"] == 1.0
@@ -333,7 +333,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     assert len(rc.json) == 1
     assert rc.json == {"error": "Error querying _profit: no closed trade"}
 
-    ftbot.create_trades()
+    ftbot.process_maybe_execute_buys()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -422,7 +422,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 200)
     assert rc.json == []
 
-    ftbot.create_trades()
+    ftbot.process_maybe_execute_buys()
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     assert len(rc.json) == 1
@@ -552,7 +552,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 502)
     assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
 
-    ftbot.create_trades()
+    ftbot.process_maybe_execute_buys()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f8b9ca8ab..d9a7e2f5b 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -189,7 +189,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
 
     # Create some test data
     for _ in range(3):
-        freqtradebot.create_trades()
+        freqtradebot.process_maybe_execute_buys()
 
     telegram._status(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -236,7 +236,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     # Trigger status while we have a fulfilled order for the open trade
     telegram._status(update=update, context=MagicMock())
 
@@ -285,7 +285,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
 
     telegram._status_table(update=update, context=MagicMock())
 
@@ -322,7 +322,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     assert trade
 
@@ -352,7 +352,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     msg_mock.reset_mock()
     freqtradebot.config['max_open_trades'] = 2
     # Add two other trades
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
 
     trades = Trade.query.all()
     for trade in trades:
@@ -431,7 +431,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -709,7 +709,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -764,7 +764,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
 
     # Decrease the price and sell it
     mocker.patch.multiple(
@@ -821,7 +821,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     rpc_mock.reset_mock()
 
     # /forcesell all
@@ -971,7 +971,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     trade = Trade.query.first()
     assert trade
 
@@ -1014,7 +1014,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     freqtradebot.state = State.RUNNING
 
     # Create some test data
-    freqtradebot.create_trades()
+    freqtradebot.process_maybe_execute_buys()
     msg_mock.reset_mock()
     telegram._count(update=update, context=MagicMock())
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2f8c786fd..be6a9b392 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -247,7 +247,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     #############################################
@@ -287,7 +287,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     #############################################
@@ -310,7 +310,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
 
     assert trade is not None
@@ -318,7 +318,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     assert trade.is_open
     assert trade.open_date is not None
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
@@ -462,7 +462,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
     assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
 
 
-def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
+def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -476,7 +476,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
     whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.create_trade('ETH/BTC')
 
     trade = Trade.query.first()
     assert trade is not None
@@ -494,8 +494,8 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
-def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
-                                       fee, mocker) -> None:
+def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
+                                      fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
@@ -509,11 +509,11 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
     patch_get_signal(freqtrade)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.create_trades()
+        freqtrade.create_trade('ETH/BTC')
 
 
-def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
-                                      fee, mocker) -> None:
+def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
+                                     fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -527,13 +527,13 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.create_trade('ETH/BTC')
     rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
     assert rate * amount >= default_conf['stake_amount']
 
 
-def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_order,
-                                              fee, mocker) -> None:
+def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
+                                             fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -549,11 +549,11 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
 
     patch_get_signal(freqtrade)
 
-    assert not freqtrade.create_trades()
+    assert not freqtrade.create_trade('ETH/BTC')
 
 
-def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
-                                     fee, markets, mocker) -> None:
+def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
+                                    fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -569,12 +569,13 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    assert not freqtrade.create_trades()
+    assert not freqtrade.create_trade('ETH/BTC')
     assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
 
 
-def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
-                                    mocker, caplog) -> None:
+def test_process_maybe_execute_buys_no_pairs_let(default_conf, ticker,
+                                                 limit_buy_order, fee,
+                                                 mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -588,14 +589,15 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    assert freqtrade.create_trades()
-    assert not freqtrade.create_trades()
-    assert log_has("No currency pair in active pair whitelist, "
-                   "but checking to sell open trades.", caplog)
+    freqtrade.process_maybe_execute_buys()
+    assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+    freqtrade.process_maybe_execute_buys()
+    assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
 
 
-def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
-                                             mocker, caplog) -> None:
+def test_process_maybe_execute_buys_no_pairs_in_whitelist(default_conf, ticker,
+                                                          limit_buy_order, fee,
+                                                          mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -608,11 +610,11 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    assert not freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     assert log_has("Active pair whitelist is empty.", caplog)
 
 
-def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
+def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     default_conf['dry_run'] = True
 
     patch_RPCManager(mocker)
@@ -628,7 +630,7 @@ def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
-    assert not freqtrade.create_trades()
+    assert not freqtrade.create_trade('ETH/BTC')
 
 
 @pytest.mark.parametrize("max_open", range(0, 5))
@@ -646,7 +648,7 @@ def test_create_trades_multiple_trades(default_conf, ticker,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trades = Trade.get_open_trades()
     assert len(trades) == max_open
@@ -672,7 +674,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:
     assert len(Trade.get_open_trades()) == 2
 
     # Create 2 new trades using create_trades
-    assert freqtrade.create_trades()
+    assert freqtrade.create_trade('ETH/BTC')
+    assert freqtrade.create_trade('NEO/BTC')
 
     trades = Trade.get_open_trades()
     assert len(trades) == 4
@@ -1056,7 +1059,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # should unset stoploss_order_id and return true
     # as a trade actually happened
     caplog.clear()
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1114,7 +1117,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = '12345'
@@ -1149,7 +1152,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     patch_get_signal(freqtrade)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     caplog.clear()
     freqtrade.create_stoploss_order(trade, 200, 199)
@@ -1207,7 +1210,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
 
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1295,7 +1298,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     # setting stoploss_on_exchange_interval to 60 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1376,7 +1379,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1444,7 +1447,7 @@ def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False))
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
     freqtrade.process_maybe_execute_buys()
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
 
@@ -1453,7 +1456,7 @@ def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> N
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch(
-        'freqtrade.freqtradebot.FreqtradeBot.create_trades',
+        'freqtrade.freqtradebot.FreqtradeBot.create_trade',
         MagicMock(side_effect=DependencyException)
     )
     freqtrade.process_maybe_execute_buys()
@@ -1674,7 +1677,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -1711,7 +1714,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
     patch_get_signal(freqtrade, value=(True, True))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
@@ -1720,7 +1723,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
 
     # Buy is triggering, so buying ...
     patch_get_signal(freqtrade, value=(True, False))
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trades = Trade.query.all()
     nb_trades = len(trades)
     assert nb_trades == 1
@@ -1764,7 +1767,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
     patch_get_signal(freqtrade, value=(True, False))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -1795,7 +1798,7 @@ def test_handle_trade_use_sell_signal(
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -1823,7 +1826,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
     patch_get_signal(freqtrade)
 
     # Create trade and sell it
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2183,7 +2186,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2231,7 +2234,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2281,7 +2284,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2339,7 +2342,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
 
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     Trade.session = MagicMock()
@@ -2382,7 +2385,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2432,7 +2435,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trades = [trade]
     freqtrade.process_maybe_execute_sells(trades)
@@ -2484,7 +2487,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2546,7 +2549,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2577,7 +2580,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2608,7 +2611,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
         sell_flag=False, sell_type=SellType.NONE))
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2638,7 +2641,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2667,7 +2670,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     amnt = trade.amount
@@ -2735,7 +2738,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -2754,7 +2757,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
 
     # reinit - should buy other pair.
     caplog.clear()
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     assert log_has(f"Pair {trade.pair} is currently locked.", caplog)
 
@@ -2779,7 +2782,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2812,7 +2815,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     assert freqtrade.handle_trade(trade) is False
 
@@ -2867,7 +2870,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2924,7 +2927,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2987,7 +2990,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -3046,7 +3049,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -3377,7 +3380,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
     whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade is not None
@@ -3412,7 +3415,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     # Save state of current whitelist
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade is None
@@ -3514,7 +3517,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trade = Trade.query.first()
     assert trade
@@ -3604,7 +3607,7 @@ def test_process_i_am_alive(default_conf, mocker, caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order):
+def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order, caplog):
     default_conf['dry_run'] = True
     # Initialize to 2 times stake amount
     default_conf['dry_run_wallet'] = 0.002
@@ -3621,12 +3624,12 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
     patch_get_signal(bot)
     assert bot.wallets.get_free('BTC') == 0.002
 
-    bot.create_trades()
+    bot.process_maybe_execute_buys()
     trades = Trade.query.all()
     assert len(trades) == 2
 
     bot.config['max_open_trades'] = 3
-    with pytest.raises(
-            DependencyException,
-            match=r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)"):
-        bot.create_trades()
+    bot.process_maybe_execute_buys()
+    assert log_has_re(r"Unable to create trade: "
+                      r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)",
+                      caplog)
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 11dbca225..2c95bc6e3 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -80,7 +80,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
     wallets_mock.reset_mock()
     Trade.session = MagicMock()
 
@@ -153,7 +153,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     patch_get_signal(freqtrade)
 
     # Create 4 trades
-    freqtrade.create_trades()
+    freqtrade.process_maybe_execute_buys()
 
     trades = Trade.query.all()
     assert len(trades) == 4

From 04f28ed9bcd337e6f0dbdddd0c1d51f62e67c613 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 29 Dec 2019 05:03:10 +0300
Subject: [PATCH 0865/1495] Refactor try/except: handle DependencyException for
 each pair separately

---
 freqtrade/freqtradebot.py | 40 +++++++++++++++++++--------------------
 1 file changed, 20 insertions(+), 20 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d15624e9f..e47a4a85c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -463,32 +463,32 @@ class FreqtradeBot:
         Tries to execute buy orders for trades in a safe way
         """
         result = False
-        try:
-            whitelist = copy.deepcopy(self.active_pair_whitelist)
+
+        whitelist = copy.deepcopy(self.active_pair_whitelist)
+        if not whitelist:
+            logger.info("Active pair whitelist is empty.")
+        else:
+            # Remove currently opened and latest pairs from whitelist
+            for trade in Trade.get_open_trades():
+                if trade.pair in whitelist:
+                    whitelist.remove(trade.pair)
+                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
 
             if not whitelist:
-                logger.info("Active pair whitelist is empty.")
+                logger.info("No currency pair in active pair whitelist, "
+                            "but checking to sell open trades.")
             else:
-                # Remove currently opened and latest pairs from whitelist
-                for trade in Trade.get_open_trades():
-                    if trade.pair in whitelist:
-                        whitelist.remove(trade.pair)
-                        logger.debug('Ignoring %s in pair whitelist', trade.pair)
-
-                if not whitelist:
-                    logger.info("No currency pair in active pair whitelist, "
-                                "but checking to sell open trades.")
-                else:
-                    # Create entity and execute trade for each pair from whitelist
-                    for pair in whitelist:
+                # Create entity and execute trade for each pair from whitelist
+                for pair in whitelist:
+                    try:
                         if self.create_trade(pair):
                             result = True
+                    except DependencyException as exception:
+                        logger.warning('Unable to create trade: %s', exception)
 
-            if not result:
-                logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
-
-        except DependencyException as exception:
-            logger.warning('Unable to create trade: %s', exception)
+                if not result:
+                    logger.debug("Found no buy signals for whitelisted currencies. "
+                                 "Trying again...")
 
     def process_maybe_execute_sells(self, trades: List[Any]) -> None:
         """

From d1c45cf3f869968523f5b84e7949efd8130e166d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Dec 2019 13:07:51 +0100
Subject: [PATCH 0866/1495] Update analysis documentation to include kernel
 installation

---
 docs/data-analysis.md | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)

diff --git a/docs/data-analysis.md b/docs/data-analysis.md
index 115ce1916..8786a1199 100644
--- a/docs/data-analysis.md
+++ b/docs/data-analysis.md
@@ -8,6 +8,27 @@ You can analyze the results of backtests and trading history easily using Jupyte
 * Don't forget to start a Jupyter notebook server from within your conda or venv environment or use [nb_conda_kernels](https://github.com/Anaconda-Platform/nb_conda_kernels)*
 * Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.
 
+### Using virtual environment with System jupyter
+
+Sometimes it can be desired to use a system-wide installation of Jupyter notebook, and use a jupyter kernel from the virtual environment.
+This prevents you from installing the full jupyter suite multiple times per system, and provides an easy way to switch between tasks (freqtrade / other analytics tasks).
+
+For this to work, first activate your virtual environment and run the following commands:
+
+``` bash
+# Activate virtual environment
+source .env/bin/activate
+
+pip install ipykernel
+ipython kernel install --user --name=freqtrade
+# Restart jupyter (lab / notebook)
+# select kernel "freqtrade" in the notebook
+```
+
+!!! Note
+    This section is provided for completeness, the Freqtrade Team won't provide full support for problems with this setup and will recommend to install Jupyter in the virtual environment directly, as that is the easiest way to get up and running. For help with this setup please refer to the [Project Jupyter](https://jupyter.org/) [documentation](https://jupyter.org/documentation) or [help channels](https://jupyter.org/community).
+
+    
 ## Fine print  
 
 Some tasks don't work especially well in notebooks. For example, anything using asynchronous execution is a problem for Jupyter. Also, freqtrade's primary entry point is the shell cli, so using pure python in a notebook bypasses arguments that provide required objects and parameters to helper functions. You may need to set those values or create expected objects manually.

From 304d15e23694d1dc3ac1f85760dbc3af9996710a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Dec 2019 19:35:42 +0100
Subject: [PATCH 0867/1495] Small corrections

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

diff --git a/docs/data-analysis.md b/docs/data-analysis.md
index 8786a1199..fc4693b17 100644
--- a/docs/data-analysis.md
+++ b/docs/data-analysis.md
@@ -8,7 +8,7 @@ You can analyze the results of backtests and trading history easily using Jupyte
 * Don't forget to start a Jupyter notebook server from within your conda or venv environment or use [nb_conda_kernels](https://github.com/Anaconda-Platform/nb_conda_kernels)*
 * Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.
 
-### Using virtual environment with System jupyter
+### Using virtual environment with system-wide Jupyter installation
 
 Sometimes it can be desired to use a system-wide installation of Jupyter notebook, and use a jupyter kernel from the virtual environment.
 This prevents you from installing the full jupyter suite multiple times per system, and provides an easy way to switch between tasks (freqtrade / other analytics tasks).
@@ -26,7 +26,7 @@ ipython kernel install --user --name=freqtrade
 ```
 
 !!! Note
-    This section is provided for completeness, the Freqtrade Team won't provide full support for problems with this setup and will recommend to install Jupyter in the virtual environment directly, as that is the easiest way to get up and running. For help with this setup please refer to the [Project Jupyter](https://jupyter.org/) [documentation](https://jupyter.org/documentation) or [help channels](https://jupyter.org/community).
+    This section is provided for completeness, the Freqtrade Team won't provide full support for problems with this setup and will recommend to install Jupyter in the virtual environment directly, as that is the easiest way to get jupyter notebooks up and running. For help with this setup please refer to the [Project Jupyter](https://jupyter.org/) [documentation](https://jupyter.org/documentation) or [help channels](https://jupyter.org/community).
 
     
 ## Fine print  

From df7ceb4ccbbfd35fe7eaec2d37dea273b89a4873 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Dec 2019 19:51:47 +0100
Subject: [PATCH 0868/1495] Fix misinformation in /status table

---
 freqtrade/rpc/rpc.py           | 2 +-
 tests/rpc/test_rpc.py          | 2 +-
 tests/rpc/test_rpc_telegram.py | 4 ++--
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 35c312743..0a79d350b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -142,7 +142,7 @@ class RPC:
     def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
         trades = Trade.get_open_trades()
         if not trades:
-            raise RPCException('no active order')
+            raise RPCException('no active trade')
         else:
             trades_list = []
             for trade in trades:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 3b897572c..c5bb0ca2c 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -113,7 +113,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
-    with pytest.raises(RPCException, match=r'.*no active order*'):
+    with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
 
     freqtradebot.create_trades()
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f8b9ca8ab..ddbc35bd5 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -275,13 +275,13 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     # Status table is also enabled when stopped
     telegram._status_table(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'no active order' in msg_mock.call_args_list[0][0][0]
+    assert 'no active trade' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     freqtradebot.state = State.RUNNING
     telegram._status_table(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'no active order' in msg_mock.call_args_list[0][0][0]
+    assert 'no active trade' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     # Create some test data

From 20a132651f460b3ab00f4e4032173b8c58eb7bba Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 30 Dec 2019 07:34:49 +0000
Subject: [PATCH 0869/1495] Bump ccxt from 1.21.12 to 1.21.23

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.12 to 1.21.23.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.12...1.21.23)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 9d0fd4756..add1ea0fd 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.12
+ccxt==1.21.23
 SQLAlchemy==1.3.12
 python-telegram-bot==12.2.0
 arrow==0.15.4

From de23f3928de5639a01efe424e5040354196c59e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 09:56:42 +0100
Subject: [PATCH 0870/1495] Add trailing_only_offset to template and sample

---
 freqtrade/templates/base_strategy.py.j2 | 1 +
 freqtrade/templates/sample_strategy.py  | 1 +
 2 files changed, 2 insertions(+)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 73a4c7a5a..32573ec9e 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -47,6 +47,7 @@ class {{ strategy }}(IStrategy):
 
     # Trailing stoploss
     trailing_stop = False
+    # trailing_only_offset_is_reached = False
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 02bf24e7e..228e56b82 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -48,6 +48,7 @@ class SampleStrategy(IStrategy):
 
     # Trailing stoploss
     trailing_stop = False
+    # trailing_only_offset_is_reached = False
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 

From 4c9295fe2d657fdf373601ea8d2350fb1990ebc8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 14:00:34 +0100
Subject: [PATCH 0871/1495] Rename Bid-strategy helpervariable to something
 shorter

avoids unnecessary wrapping...
---
 freqtrade/freqtradebot.py | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e47a4a85c..68091ed76 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -313,7 +313,7 @@ class FreqtradeBot:
 
         if buy and not sell:
             if not self.get_free_open_trades():
-                logger.debug("Can't open a new trade: max number of trades is reached")
+                logger.debug("Can't open a new trade: max number of trades is reached.")
                 return False
 
             stake_amount = self.get_trade_stake_amount(pair)
@@ -324,11 +324,10 @@ class FreqtradeBot:
             logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                         f"{stake_amount} ...")
 
-            bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
-                get('check_depth_of_market', {})
-            if (bidstrat_check_depth_of_market.get('enabled', False)) and\
-                    (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
-                if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
+            bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
+            if ((bid_check_dom.get('enabled', False)) and
+                    (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
+                if self._check_depth_of_market_buy(pair, bid_check_dom):
                     return self.execute_buy(pair, stake_amount)
                 else:
                     return False

From fb3a53b8af27c49eb4c8a26c271437a581dd187e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 14:28:34 +0100
Subject: [PATCH 0872/1495] Use ExchangeResolver for edge_cli too

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

diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index ea5cc663d..4944f1dbb 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -12,8 +12,7 @@ from freqtrade import constants
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.edge import Edge
-from freqtrade.exchange import Exchange
-from freqtrade.resolvers import StrategyResolver
+from freqtrade.resolvers import StrategyResolver, ExchangeResolver
 
 logger = logging.getLogger(__name__)
 
@@ -33,7 +32,7 @@ class EdgeCli:
         # Reset keys for edge
         remove_credentials(self.config)
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
-        self.exchange = Exchange(self.config)
+        self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
 
         validate_config_consistency(self.config)

From 20abf67779a1c9f778e6339df0abd0af63433154 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 14:29:36 +0100
Subject: [PATCH 0873/1495] Add Debug "code" for randomly failing test

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

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 4cf7b5f23..8545eb817 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -448,6 +448,9 @@ def test_create_datadir(caplog, mocker):
     # Ensure that caplog is empty before starting ...
     # Should prevent random failures.
     caplog.clear()
+    # Added assert here to analyze random test-failures ...
+    assert len(caplog.record_tuples) == 0
+
     cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
     csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
     args = [

From 024aa3ab6b6e5e0ba11bf7cfe0035cb83423bbf3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 14:57:26 +0100
Subject: [PATCH 0874/1495] Move exceptions to seperate module

---
 freqtrade/__init__.py   | 31 -------------------------------
 freqtrade/exceptions.py | 31 +++++++++++++++++++++++++++++++
 2 files changed, 31 insertions(+), 31 deletions(-)
 create mode 100644 freqtrade/exceptions.py

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 83fee0b0d..e1f65d4fe 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -11,34 +11,3 @@ if __version__ == 'develop':
     except Exception:
         # git not available, ignore
         pass
-
-
-class DependencyException(Exception):
-    """
-    Indicates that an assumed dependency is not met.
-    This could happen when there is currently not enough money on the account.
-    """
-
-
-class OperationalException(Exception):
-    """
-    Requires manual intervention and will usually stop the bot.
-    This happens when an exchange returns an unexpected error during runtime
-    or given configuration is invalid.
-    """
-
-
-class InvalidOrderException(Exception):
-    """
-    This is returned when the order is not valid. Example:
-    If stoploss on exchange order is hit, then trying to cancel the order
-    should return this exception.
-    """
-
-
-class TemporaryError(Exception):
-    """
-    Temporary network or exchange related error.
-    This could happen when an exchange is congested, unavailable, or the user
-    has networking problems. Usually resolves itself after a time.
-    """
diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
new file mode 100644
index 000000000..80d45dd86
--- /dev/null
+++ b/freqtrade/exceptions.py
@@ -0,0 +1,31 @@
+
+
+class DependencyException(Exception):
+    """
+    Indicates that an assumed dependency is not met.
+    This could happen when there is currently not enough money on the account.
+    """
+
+
+class OperationalException(Exception):
+    """
+    Requires manual intervention and will usually stop the bot.
+    This happens when an exchange returns an unexpected error during runtime
+    or given configuration is invalid.
+    """
+
+
+class InvalidOrderException(Exception):
+    """
+    This is returned when the order is not valid. Example:
+    If stoploss on exchange order is hit, then trying to cancel the order
+    should return this exception.
+    """
+
+
+class TemporaryError(Exception):
+    """
+    Temporary network or exchange related error.
+    This could happen when an exchange is congested, unavailable, or the user
+    has networking problems. Usually resolves itself after a time.
+    """

From 1ffda29fd2aeb95cffedfaded274c4d07e404436 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 15:02:17 +0100
Subject: [PATCH 0875/1495] Adjust improts to new exception location

---
 freqtrade/configuration/check_exchange.py       |  4 ++--
 freqtrade/configuration/config_validation.py    |  3 ++-
 freqtrade/configuration/configuration.py        |  5 +++--
 freqtrade/configuration/deprecated_settings.py  |  2 +-
 freqtrade/configuration/directory_operations.py |  2 +-
 freqtrade/configuration/load_config.py          |  2 +-
 freqtrade/data/history.py                       |  6 ++++--
 freqtrade/edge/__init__.py                      |  4 ++--
 freqtrade/exchange/binance.py                   |  4 ++--
 freqtrade/exchange/common.py                    |  2 +-
 freqtrade/exchange/exchange.py                  |  4 ++--
 freqtrade/exchange/kraken.py                    |  2 +-
 freqtrade/freqtradebot.py                       |  6 +++---
 freqtrade/loggers.py                            |  2 +-
 freqtrade/main.py                               |  2 +-
 freqtrade/optimize/__init__.py                  |  4 ++--
 freqtrade/optimize/backtesting.py               |  2 +-
 freqtrade/optimize/hyperopt.py                  |  6 +++---
 freqtrade/optimize/hyperopt_interface.py        |  6 ++----
 freqtrade/pairlist/VolumePairList.py            |  2 +-
 freqtrade/pairlist/pairlistmanager.py           |  5 +++--
 freqtrade/persistence.py                        |  2 +-
 freqtrade/plot/plot_utils.py                    |  2 +-
 freqtrade/resolvers/hyperopt_resolver.py        |  2 +-
 freqtrade/resolvers/iresolver.py                |  2 +-
 freqtrade/resolvers/strategy_resolver.py        |  2 +-
 freqtrade/rpc/rpc.py                            |  2 +-
 freqtrade/utils.py                              |  2 +-
 freqtrade/worker.py                             |  4 ++--
 tests/edge/test_edge.py                         |  2 +-
 tests/exchange/test_binance.py                  |  4 ++--
 tests/exchange/test_exchange.py                 |  4 ++--
 tests/optimize/test_backtesting.py              |  4 ++--
 tests/optimize/test_hyperopt.py                 |  2 +-
 tests/pairlist/test_pairlist.py                 |  2 +-
 tests/rpc/test_rpc.py                           |  4 ++--
 tests/strategy/test_strategy.py                 |  2 +-
 tests/test_configuration.py                     |  2 +-
 tests/test_directory_operations.py              |  2 +-
 tests/test_freqtradebot.py                      | 10 +++++-----
 tests/test_main.py                              |  2 +-
 tests/test_persistence.py                       |  3 ++-
 tests/test_plotting.py                          |  6 +++---
 tests/test_utils.py                             |  2 +-
 44 files changed, 74 insertions(+), 70 deletions(-)

diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index c739de692..0076b1c5d 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -1,9 +1,9 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason,
-                                is_exchange_known_ccxt, is_exchange_bad,
+                                is_exchange_bad, is_exchange_known_ccxt,
                                 is_exchange_officially_supported)
 from freqtrade.state import RunMode
 
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 068364884..43eead46a 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -4,7 +4,8 @@ from typing import Any, Dict
 from jsonschema import Draft4Validator, validators
 from jsonschema.exceptions import ValidationError, best_match
 
-from freqtrade import constants, OperationalException
+from freqtrade import constants
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index f73b52c10..a8b7638c8 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -7,15 +7,16 @@ from copy import deepcopy
 from pathlib import Path
 from typing import Any, Callable, Dict, List, Optional
 
-from freqtrade import OperationalException, constants
+from freqtrade import constants
 from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import (create_datadir,
                                                           create_userdata_dir)
 from freqtrade.configuration.load_config import load_config_file
+from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts, json_load
-from freqtrade.state import RunMode, TRADING_MODES, NON_UTIL_MODES
+from freqtrade.state import NON_UTIL_MODES, TRADING_MODES, RunMode
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index b1e3535a3..260aae419 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -5,7 +5,7 @@ Functions to handle deprecated settings
 import logging
 from typing import Any, Dict
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 556f27742..43a209483 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -3,7 +3,7 @@ import shutil
 from pathlib import Path
 from typing import Any, Dict, Optional
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.constants import USER_DATA_FILES
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 7a3ca1798..19179c6c3 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -6,7 +6,7 @@ import logging
 import sys
 from typing import Any, Dict
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 4c5c0521f..30d168f78 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -16,10 +16,12 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
-from freqtrade import OperationalException, misc
+from freqtrade import misc
 from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
-from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import (Exchange, timeframe_to_minutes,
+                                timeframe_to_seconds)
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 9ad2485ef..19d65d9d7 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -8,12 +8,12 @@ import numpy as np
 import utils_find_1st as utf1st
 from pandas import DataFrame
 
-from freqtrade import constants, OperationalException
+from freqtrade import constants
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
+from freqtrade.exceptions import OperationalException
 from freqtrade.strategy.interface import SellType
 
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index b5507981f..96f72fcf5 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -4,8 +4,8 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError)
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index ed30b95c7..b38ed35a3 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,6 @@
 import logging
 
-from freqtrade import DependencyException, TemporaryError
+from freqtrade.exceptions import DependencyException, TemporaryError
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 01e84c06e..3ef32db62 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -17,9 +17,9 @@ import ccxt.async_support as ccxt_async
 from ccxt.base.decimal_to_precision import ROUND_DOWN, ROUND_UP
 from pandas import DataFrame
 
-from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError)
 from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts
 
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index f548489bc..9bcd9cc1f 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -4,7 +4,7 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade import OperationalException, TemporaryError
+from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.exchange import retrier
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 90eb7beba..f33a8cd03 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -12,17 +12,17 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from requests.exceptions import RequestException
 
-from freqtrade import (DependencyException, InvalidOrderException, __version__,
-                       constants, persistence)
+from freqtrade import __version__, constants, persistence
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
-from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
 from freqtrade.wallets import Wallets
diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py
index 27f16ecc3..c69388430 100644
--- a/freqtrade/loggers.py
+++ b/freqtrade/loggers.py
@@ -5,7 +5,7 @@ from logging import Formatter
 from logging.handlers import RotatingFileHandler, SysLogHandler
 from typing import Any, Dict, List
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 7afaeb1a2..62d2fc05d 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -13,8 +13,8 @@ if sys.version_info < (3, 6):
 import logging
 from typing import Any, List
 
-from freqtrade import OperationalException
 from freqtrade.configuration import Arguments
+from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger('freqtrade')
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 1f2f588ef..34760372f 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -1,11 +1,11 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade import DependencyException, constants, OperationalException
+from freqtrade import constants
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from freqtrade.utils import setup_utils_configuration
 
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a8fe90a06..9bd0327e0 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -12,11 +12,11 @@ from typing import Any, Dict, List, NamedTuple, Optional
 from pandas import DataFrame
 from tabulate import tabulate
 
-from freqtrade import OperationalException
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
 from freqtrade.persistence import Trade
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 48f883ac5..a8f1a71ef 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -22,13 +22,13 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame
 
-from freqtrade import OperationalException
 from freqtrade.data.history import get_timerange, trim_dataframe
+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural, round_dict
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
-from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F4
-from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
+from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
                                                    HyperOptResolver)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 856f3eee7..d7d917c19 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -4,17 +4,15 @@ This module defines the interface to apply for hyperopt
 """
 import logging
 import math
-
 from abc import ABC
-from typing import Dict, Any, Callable, List
+from typing import Any, Callable, Dict, List
 
 from skopt.space import Categorical, Dimension, Integer, Real
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
 
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 2df9ba691..4ac9935ba 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -8,7 +8,7 @@ import logging
 from datetime import datetime
 from typing import Dict, List
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 1530710d2..55828c6ef 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -4,11 +4,12 @@ Static List provider
 Provides lists as configured in config.json
 
  """
-from cachetools import TTLCache, cached
 import logging
 from typing import Dict, List
 
-from freqtrade import OperationalException
+from cachetools import TTLCache, cached
+
+from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 993b68bc7..75116f1e3 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -16,7 +16,7 @@ from sqlalchemy.orm.scoping import scoped_session
 from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/plot/plot_utils.py b/freqtrade/plot/plot_utils.py
index 8de0eb9e7..9eff08396 100644
--- a/freqtrade/plot/plot_utils.py
+++ b/freqtrade/plot/plot_utils.py
@@ -1,6 +1,6 @@
 from typing import Any, Dict
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 from freqtrade.utils import setup_utils_configuration
 
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index c26fd09f2..ddf461252 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -7,8 +7,8 @@ import logging
 from pathlib import Path
 from typing import Dict
 
-from freqtrade import OperationalException
 from freqtrade.constants import DEFAULT_HYPEROPT_LOSS, USERPATH_HYPEROPTS
+from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index e3c0d1ad0..5a844097c 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -9,7 +9,7 @@ import logging
 from pathlib import Path
 from typing import Any, Dict, Generator, List, Optional, Tuple, Type, Union
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 4fd5c586a..9e64f38df 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -11,9 +11,9 @@ from inspect import getfullargspec
 from pathlib import Path
 from typing import Dict, Optional
 
-from freqtrade import OperationalException
 from freqtrade.constants import (REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES,
                                  USERPATH_STRATEGY)
+from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy.interface import IStrategy
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0a79d350b..c187dae4f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from numpy import NAN, mean
 
-from freqtrade import DependencyException, TemporaryError
+from freqtrade.exceptions import DependencyException, TemporaryError
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 5a5662e4b..45520ecf7 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -11,7 +11,6 @@ import rapidjson
 from colorama import init as colorama_init
 from tabulate import tabulate
 
-from freqtrade import OperationalException
 from freqtrade.configuration import (Configuration, TimeRange,
                                      remove_credentials)
 from freqtrade.configuration.directory_operations import (copy_sample_files,
@@ -20,6 +19,7 @@ from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
                                 market_is_active, symbol_is_pair)
 from freqtrade.misc import plural, render_template
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 8e4be9d43..22651d269 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -8,9 +8,9 @@ from typing import Any, Callable, Dict, Optional
 
 import sdnotify
 
-from freqtrade import (OperationalException, TemporaryError, __version__,
-                       constants)
+from freqtrade import __version__, constants
 from freqtrade.configuration import Configuration
+from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import State
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 3a866c0a8..ef1280fa4 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -10,7 +10,7 @@ import numpy as np
 import pytest
 from pandas import DataFrame, to_datetime
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.strategy.interface import SellType
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 7720a7d2e..0a12c1cb1 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -4,8 +4,8 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError)
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
 
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 2f95e4e01..cb40bdbd9 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -11,8 +11,8 @@ import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError)
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
 from freqtrade.exchange.common import API_RETRY_COUNT
 from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 8a27c591f..4e2fd01cf 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -10,13 +10,14 @@ import pandas as pd
 import pytest
 from arrow import Arrow
 
-from freqtrade import DependencyException, OperationalException, constants
+from freqtrade import constants
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
@@ -25,7 +26,6 @@ from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-
 ORDER_TYPES = [
     {
         'buy': 'limit',
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index fb492be35..473d760ac 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -9,7 +9,7 @@ import pytest
 from arrow import Arrow
 from filelock import Timeout
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.optimize import setup_configuration, start_hyperopt
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 21929de2b..ac4cbc813 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.resolvers import PairListResolver
 from freqtrade.pairlist.pairlistmanager import PairListManager
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index c5bb0ca2c..31632bd70 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -7,13 +7,13 @@ from unittest.mock import ANY, MagicMock, PropertyMock
 import pytest
 from numpy import isnan
 
-from freqtrade import DependencyException, TemporaryError
 from freqtrade.edge import PairInfo
+from freqtrade.exceptions import DependencyException, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from tests.conftest import patch_get_signal, get_patched_freqtradebot
+from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 
 # Functions for recurrent object patching
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 10b9f3466..d3977ae44 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -8,7 +8,7 @@ from pathlib import Path
 import pytest
 from pandas import DataFrame
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.interface import IStrategy
 from tests.conftest import log_has, log_has_re
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 6564417b3..ee3d23131 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -10,7 +10,6 @@ from unittest.mock import MagicMock
 import pytest
 from jsonschema import ValidationError
 
-from freqtrade import OperationalException
 from freqtrade.configuration import (Arguments, Configuration, check_exchange,
                                      remove_credentials,
                                      validate_config_consistency)
@@ -20,6 +19,7 @@ from freqtrade.configuration.deprecated_settings import (
     process_temporary_deprecated_settings)
 from freqtrade.configuration.load_config import load_config_file
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging
 from freqtrade.state import RunMode
 from tests.conftest import (log_has, log_has_re,
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index db41e2da2..889338a64 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -4,10 +4,10 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade import OperationalException
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_datadir,
                                                           create_userdata_dir)
+from freqtrade.exceptions import OperationalException
 from tests.conftest import log_has, log_has_re
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2f8c786fd..3f5b7bd54 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -11,9 +11,9 @@ import arrow
 import pytest
 import requests
 
-from freqtrade import (DependencyException, InvalidOrderException,
-                       OperationalException, TemporaryError, constants)
-from freqtrade.constants import MATH_CLOSE_PREC
+from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
@@ -163,7 +163,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
     )
 
     conf = deepcopy(default_conf)
-    conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+    conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
     conf['max_open_trades'] = 2
 
     freqtrade = FreqtradeBot(conf)
@@ -564,7 +564,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
         get_fee=fee,
     )
     default_conf['max_open_trades'] = 0
-    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+    default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
diff --git a/tests/test_main.py b/tests/test_main.py
index 03e6a7ce9..83be01999 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -5,8 +5,8 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade import OperationalException
 from freqtrade.configuration import Arguments
+from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index b9a636e1a..6bd7971a7 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -6,7 +6,8 @@ import arrow
 import pytest
 from sqlalchemy import create_engine
 
-from freqtrade import OperationalException, constants
+from freqtrade import constants
+from freqtrade.exceptions import OperationalException
 from freqtrade.persistence import Trade, clean_dry_run_db, init
 from tests.conftest import log_has
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 31502cafc..9934d2493 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -7,17 +7,17 @@ import plotly.graph_objects as go
 import pytest
 from plotly.subplots import make_subplots
 
-from freqtrade import OperationalException
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
+from freqtrade.exceptions import OperationalException
 from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 from freqtrade.plot.plotting import (add_indicators, add_profit,
-                                     load_and_plot_trades,
                                      generate_candlestick_graph,
                                      generate_plot_filename,
                                      generate_profit_graph, init_plotscript,
-                                     plot_profit, plot_trades, store_plot_file)
+                                     load_and_plot_trades, plot_profit,
+                                     plot_trades, store_plot_file)
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from tests.conftest import get_args, log_has, log_has_re
 
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 4cf7b5f23..2e2499337 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade import OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
                              start_download_data, start_hyperopt_list,

From 8e9a3e8fc8e5de762455ca7472c81e5ad15f8591 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Dec 2019 15:11:07 +0100
Subject: [PATCH 0876/1495] Capture FtBaseException at the outermost level

---
 freqtrade/exceptions.py | 28 +++++++++++++++++-----------
 freqtrade/main.py       |  4 ++--
 tests/test_main.py      |  4 ++--
 3 files changed, 21 insertions(+), 15 deletions(-)

diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index 80d45dd86..2f05ddb57 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -1,21 +1,27 @@
 
 
-class DependencyException(Exception):
+class FreqtradeException(Exception):
+    """
+    Freqtrade base exception. Handled at the outermost level.
+    All other exception types are subclasses of this exception type.
+    """
+
+
+class OperationalException(FreqtradeException):
+    """
+    Requires manual intervention and will stop the bot.
+    Most of the time, this is caused by an invalid Configuration.
+    """
+
+
+class DependencyException(FreqtradeException):
     """
     Indicates that an assumed dependency is not met.
     This could happen when there is currently not enough money on the account.
     """
 
 
-class OperationalException(Exception):
-    """
-    Requires manual intervention and will usually stop the bot.
-    This happens when an exchange returns an unexpected error during runtime
-    or given configuration is invalid.
-    """
-
-
-class InvalidOrderException(Exception):
+class InvalidOrderException(FreqtradeException):
     """
     This is returned when the order is not valid. Example:
     If stoploss on exchange order is hit, then trying to cancel the order
@@ -23,7 +29,7 @@ class InvalidOrderException(Exception):
     """
 
 
-class TemporaryError(Exception):
+class TemporaryError(FreqtradeException):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 62d2fc05d..811e29864 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -4,6 +4,7 @@ Main Freqtrade bot script.
 Read the documentation to know what cli arguments you need.
 """
 
+from freqtrade.exceptions import FreqtradeException, OperationalException
 import sys
 # check min. python version
 if sys.version_info < (3, 6):
@@ -14,7 +15,6 @@ import logging
 from typing import Any, List
 
 from freqtrade.configuration import Arguments
-from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger('freqtrade')
@@ -50,7 +50,7 @@ def main(sysargv: List[str] = None) -> None:
     except KeyboardInterrupt:
         logger.info('SIGINT received, aborting ...')
         return_code = 0
-    except OperationalException as e:
+    except FreqtradeException as e:
         logger.error(str(e))
         return_code = 2
     except Exception:
diff --git a/tests/test_main.py b/tests/test_main.py
index 83be01999..76b1bf658 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -6,7 +6,7 @@ from unittest.mock import MagicMock, PropertyMock
 import pytest
 
 from freqtrade.configuration import Arguments
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import OperationalException, FreqtradeException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
@@ -96,7 +96,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     mocker.patch(
         'freqtrade.worker.Worker._worker',
-        MagicMock(side_effect=OperationalException('Oh snap!'))
+        MagicMock(side_effect=FreqtradeException('Oh snap!'))
     )
     patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())

From 4d56e3b36e02d2fb8bd41bde5cbf0fabc0cd7a28 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 30 Dec 2019 20:54:32 +0300
Subject: [PATCH 0877/1495] Address some comments made in the review

---
 freqtrade/freqtradebot.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 68091ed76..3bfa74005 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -296,8 +296,11 @@ class FreqtradeBot:
 
     def create_trade(self, pair: str) -> bool:
         """
-        Check the implemented trading strategy for buy-signals.
-        If the pair triggers the buy_signal a new trade record gets created.
+        Check the implemented trading strategy for buy signals.
+
+        If the pair triggers the buy signal a new trade record gets created
+        and the buy-order opening the trade gets issued towards the exchange.
+
         :return: True if a trade has been created.
         """
         logger.debug(f"create_trade for pair {pair}")
@@ -467,7 +470,7 @@ class FreqtradeBot:
         if not whitelist:
             logger.info("Active pair whitelist is empty.")
         else:
-            # Remove currently opened and latest pairs from whitelist
+            # Remove pairs for currently opened trades from the whitelist
             for trade in Trade.get_open_trades():
                 if trade.pair in whitelist:
                     whitelist.remove(trade.pair)

From b00406a7eb0e73f2b104598441958782d4c95497 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 30 Dec 2019 21:09:35 +0300
Subject: [PATCH 0878/1495] Make process_maybe_execute_*() returning integers

---
 freqtrade/freqtradebot.py | 23 +++++++++++++----------
 1 file changed, 13 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3bfa74005..e6f51e5fa 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -460,11 +460,11 @@ class FreqtradeBot:
 
         return True
 
-    def process_maybe_execute_buys(self) -> None:
+    def process_maybe_execute_buys(self) -> int:
         """
         Tries to execute buy orders for trades in a safe way
         """
-        result = False
+        trades_created = 0
 
         whitelist = copy.deepcopy(self.active_pair_whitelist)
         if not whitelist:
@@ -483,39 +483,42 @@ class FreqtradeBot:
                 # Create entity and execute trade for each pair from whitelist
                 for pair in whitelist:
                     try:
-                        if self.create_trade(pair):
-                            result = True
+                        trades_created += self.create_trade(pair)
                     except DependencyException as exception:
                         logger.warning('Unable to create trade: %s', exception)
 
-                if not result:
+                if not trades_created:
                     logger.debug("Found no buy signals for whitelisted currencies. "
                                  "Trying again...")
 
-    def process_maybe_execute_sells(self, trades: List[Any]) -> None:
+        return trades_created
+
+    def process_maybe_execute_sells(self, trades: List[Any]) -> int:
         """
         Tries to execute sell orders for trades in a safe way
         """
-        result = False
+        trades_closed = 0
         for trade in trades:
             try:
                 self.update_trade_state(trade)
 
                 if (self.strategy.order_types.get('stoploss_on_exchange') and
                         self.handle_stoploss_on_exchange(trade)):
-                    result = True
+                    trades_closed += 1
                     continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and self.handle_trade(trade):
-                    result = True
+                    trades_closed += 1
 
             except DependencyException as exception:
                 logger.warning('Unable to sell trade: %s', exception)
 
         # Updating wallets if any trade occured
-        if result:
+        if trades_closed:
             self.wallets.update()
 
+        return trades_closed
+
     def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
         """
         Get real amount for the trade

From 84918ad42481a7558bd935a1639b29de5f317931 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 30 Dec 2019 22:08:36 +0300
Subject: [PATCH 0879/1495] Rename process_maybe_execute_sells() -->
 exit_positions()

---
 freqtrade/freqtradebot.py  |  8 ++++----
 tests/test_freqtradebot.py | 22 ++++++++++++----------
 tests/test_integration.py  |  6 ++++--
 3 files changed, 20 insertions(+), 16 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e6f51e5fa..695302bf9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -132,8 +132,8 @@ class FreqtradeBot:
         self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
-        # First process current opened trades
-        self.process_maybe_execute_sells(trades)
+        # First process current opened trades (positions)
+        self.exit_positions(trades)
 
         # Then looking for buy opportunities
         if self.get_free_open_trades():
@@ -493,9 +493,9 @@ class FreqtradeBot:
 
         return trades_created
 
-    def process_maybe_execute_sells(self, trades: List[Any]) -> int:
+    def exit_positions(self, trades: List[Any]) -> int:
         """
-        Tries to execute sell orders for trades in a safe way
+        Tries to execute sell orders for open trades (positions)
         """
         trades_closed = 0
         for trade in trades:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index be6a9b392..22110dd1c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -990,7 +990,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
     trade.is_open = True
     trades = [trade]
 
-    freqtrade.process_maybe_execute_sells(trades)
+    freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id == '13434334'
     assert stoploss_limit.call_count == 1
     assert trade.is_open is True
@@ -1463,7 +1463,7 @@ def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> N
     assert log_has('Unable to create trade: ', caplog)
 
 
-def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
@@ -1476,7 +1476,8 @@ def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, capl
     trade.open_order_id = '123'
     trade.open_fee = 0.001
     trades = [trade]
-    assert not freqtrade.process_maybe_execute_sells(trades)
+    n = freqtrade.exit_positions(trades)
+    assert n == 0
     # Test amount not modified by fee-logic
     assert not log_has(
         'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
@@ -1484,11 +1485,11 @@ def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, capl
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
     # test amount modified by fee-logic
-    assert not freqtrade.process_maybe_execute_sells(trades)
+    n = freqtrade.exit_positions(trades)
+    assert n == 0
 
 
-def test_process_maybe_execute_sells_exception(mocker, default_conf,
-                                               limit_buy_order, caplog) -> None:
+def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
 
@@ -1502,7 +1503,8 @@ def test_process_maybe_execute_sells_exception(mocker, default_conf,
         'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
         side_effect=DependencyException()
     )
-    freqtrade.process_maybe_execute_sells(trades)
+    n = freqtrade.exit_positions(trades)
+    assert n == 0
     assert log_has('Unable to sell trade: ', caplog)
 
 
@@ -2391,7 +2393,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     assert trade
     trades = [trade]
 
-    freqtrade.process_maybe_execute_sells(trades)
+    freqtrade.exit_positions(trades)
 
     # Increase the price and sell it
     mocker.patch.multiple(
@@ -2438,7 +2440,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     freqtrade.process_maybe_execute_buys()
     trade = Trade.query.first()
     trades = [trade]
-    freqtrade.process_maybe_execute_sells(trades)
+    freqtrade.exit_positions(trades)
     assert trade
     assert trade.stoploss_order_id == '123'
     assert trade.open_order_id is None
@@ -2466,7 +2468,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     })
     mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
 
-    freqtrade.process_maybe_execute_sells(trades)
+    freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 2c95bc6e3..a73beeabe 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -90,7 +90,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         trade.stoploss_order_id = 3
         trade.open_order_id = None
 
-    freqtrade.process_maybe_execute_sells(trades)
+    n = freqtrade.exit_positions(trades)
+    assert n == 2
     assert should_sell_mock.call_count == 2
 
     # Only order for 3rd trade needs to be cancelled
@@ -170,7 +171,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     assert len(trades) == 5
     bals = freqtrade.wallets.get_all_balances()
 
-    freqtrade.process_maybe_execute_sells(trades)
+    n = freqtrade.exit_positions(trades)
+    assert n == 1
     trades = Trade.get_open_trades()
     # One trade sold
     assert len(trades) == 4

From fd7af587da29851de854fdd2be7a7d697cdcdbe2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 30 Dec 2019 22:50:56 +0300
Subject: [PATCH 0880/1495] Rename process_maybe_execute_buys() -->
 enter_positions()

---
 freqtrade/freqtradebot.py       |   6 +-
 tests/rpc/test_rpc.py           |  22 +++---
 tests/rpc/test_rpc_apiserver.py |   8 +--
 tests/rpc/test_rpc_telegram.py  |  25 +++----
 tests/test_freqtradebot.py      | 118 +++++++++++++++++---------------
 tests/test_integration.py       |   5 +-
 6 files changed, 96 insertions(+), 88 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 695302bf9..c595150ac 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -137,7 +137,7 @@ class FreqtradeBot:
 
         # Then looking for buy opportunities
         if self.get_free_open_trades():
-            self.process_maybe_execute_buys()
+            self.enter_positions()
 
         # Check and handle any timed out open orders
         self.check_handle_timedout()
@@ -460,9 +460,9 @@ class FreqtradeBot:
 
         return True
 
-    def process_maybe_execute_buys(self) -> int:
+    def enter_positions(self) -> int:
         """
-        Tries to execute buy orders for trades in a safe way
+        Tries to execute buy orders for new trades (positions)
         """
         trades_created = 0
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a9f73e98d..3581e3d18 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -41,7 +41,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_trade_status()
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     results = rpc._rpc_trade_status()
     assert {
         'trade_id': 1,
@@ -116,7 +116,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active order*'):
         rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
 
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
@@ -162,7 +162,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     assert trade
 
@@ -217,7 +217,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
         rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -231,7 +231,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     trade.close_date = datetime.utcnow()
     trade.is_open = False
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -299,7 +299,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -529,7 +529,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
@@ -563,7 +563,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 1
     assert trade.amount == filled_amount
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.filter(Trade.id == '2').first()
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
@@ -582,7 +582,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 2
     assert trade.amount == amount
 
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     # make an limit-sell open trade
     mocker.patch(
         'freqtrade.exchange.Exchange.get_order',
@@ -613,7 +613,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     assert trade
 
@@ -649,7 +649,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     assert counts["current"] == 0
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     counts = rpc._rpc_count()
     assert counts["current"] == 1
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 94af85349..25c971bf7 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -267,7 +267,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json["max"] == 1.0
 
     # Create some test data
-    ftbot.process_maybe_execute_buys()
+    ftbot.enter_positions()
     rc = client_get(client, f"{BASE_URI}/count")
     assert_response(rc)
     assert rc.json["current"] == 1.0
@@ -333,7 +333,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     assert len(rc.json) == 1
     assert rc.json == {"error": "Error querying _profit: no closed trade"}
 
-    ftbot.process_maybe_execute_buys()
+    ftbot.enter_positions()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -422,7 +422,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 200)
     assert rc.json == []
 
-    ftbot.process_maybe_execute_buys()
+    ftbot.enter_positions()
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     assert len(rc.json) == 1
@@ -552,7 +552,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 502)
     assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
 
-    ftbot.process_maybe_execute_buys()
+    ftbot.enter_positions()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index d9a7e2f5b..44e51514e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -188,8 +188,8 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    for _ in range(3):
-        freqtradebot.process_maybe_execute_buys()
+    n = freqtradebot.enter_positions()
+    assert n == 1
 
     telegram._status(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -236,7 +236,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     # Trigger status while we have a fulfilled order for the open trade
     telegram._status(update=update, context=MagicMock())
 
@@ -285,7 +285,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
 
     telegram._status_table(update=update, context=MagicMock())
 
@@ -322,7 +322,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     assert trade
 
@@ -352,7 +352,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     msg_mock.reset_mock()
     freqtradebot.config['max_open_trades'] = 2
     # Add two other trades
-    freqtradebot.process_maybe_execute_buys()
+    n = freqtradebot.enter_positions()
+    assert n == 2
 
     trades = Trade.query.all()
     for trade in trades:
@@ -431,7 +432,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -709,7 +710,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -764,7 +765,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
 
     # Decrease the price and sell it
     mocker.patch.multiple(
@@ -821,7 +822,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     rpc_mock.reset_mock()
 
     # /forcesell all
@@ -971,7 +972,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     trade = Trade.query.first()
     assert trade
 
@@ -1014,7 +1015,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     freqtradebot.state = State.RUNNING
 
     # Create some test data
-    freqtradebot.process_maybe_execute_buys()
+    freqtradebot.enter_positions()
     msg_mock.reset_mock()
     telegram._count(update=update, context=MagicMock())
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 22110dd1c..f99b14286 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -247,7 +247,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     #############################################
@@ -287,7 +287,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     #############################################
@@ -310,7 +310,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
 
     assert trade is not None
@@ -318,7 +318,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
     assert trade.is_open
     assert trade.open_date is not None
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
@@ -573,9 +573,8 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
     assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
 
 
-def test_process_maybe_execute_buys_no_pairs_let(default_conf, ticker,
-                                                 limit_buy_order, fee,
-                                                 mocker, caplog) -> None:
+def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order, fee,
+                                       mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -589,15 +588,16 @@ def test_process_maybe_execute_buys_no_pairs_let(default_conf, ticker,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 1
     assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 0
     assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
 
 
-def test_process_maybe_execute_buys_no_pairs_in_whitelist(default_conf, ticker,
-                                                          limit_buy_order, fee,
-                                                          mocker, caplog) -> None:
+def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
+                                               mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -610,7 +610,8 @@ def test_process_maybe_execute_buys_no_pairs_in_whitelist(default_conf, ticker,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 0
     assert log_has("Active pair whitelist is empty.", caplog)
 
 
@@ -648,7 +649,8 @@ def test_create_trades_multiple_trades(default_conf, ticker,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == max_open
 
     trades = Trade.get_open_trades()
     assert len(trades) == max_open
@@ -1059,7 +1061,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # should unset stoploss_order_id and return true
     # as a trade actually happened
     caplog.clear()
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1117,7 +1119,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = '12345'
@@ -1152,7 +1154,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     patch_get_signal(freqtrade)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     caplog.clear()
     freqtrade.create_stoploss_order(trade, 200, 199)
@@ -1210,7 +1212,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
 
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1298,7 +1300,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     # setting stoploss_on_exchange_interval to 60 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
     patch_get_signal(freqtrade)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1379,7 +1381,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1443,23 +1445,25 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
                                                 stop_price=0.00002344 * 0.99)
 
 
-def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None:
+def test_enter_positions(mocker, default_conf, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 0
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
 
 
-def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> None:
+def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
         MagicMock(side_effect=DependencyException)
     )
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 0
     assert log_has('Unable to create trade: ', caplog)
 
 
@@ -1679,7 +1683,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -1702,7 +1706,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
     assert trade.close_date is not None
 
 
-def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
+def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -1716,7 +1720,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
     patch_get_signal(freqtrade, value=(True, True))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
@@ -1725,7 +1729,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
 
     # Buy is triggering, so buying ...
     patch_get_signal(freqtrade, value=(True, False))
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
     assert nb_trades == 1
@@ -1769,7 +1773,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
     patch_get_signal(freqtrade, value=(True, False))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -1800,7 +1804,7 @@ def test_handle_trade_use_sell_signal(
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -1828,7 +1832,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
     patch_get_signal(freqtrade)
 
     # Create trade and sell it
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2188,7 +2192,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2236,7 +2240,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2286,7 +2290,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2344,7 +2348,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
 
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     Trade.session = MagicMock()
@@ -2387,7 +2391,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2437,7 +2441,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     trades = [trade]
     freqtrade.exit_positions(trades)
@@ -2489,7 +2493,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2551,7 +2555,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2582,7 +2586,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2613,7 +2617,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
         sell_flag=False, sell_type=SellType.NONE))
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2643,7 +2647,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2672,7 +2676,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     amnt = trade.amount
@@ -2740,7 +2744,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -2759,7 +2763,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
 
     # reinit - should buy other pair.
     caplog.clear()
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     assert log_has(f"Pair {trade.pair} is currently locked.", caplog)
 
@@ -2784,7 +2788,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2817,7 +2821,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     trade = Trade.query.first()
     assert freqtrade.handle_trade(trade) is False
 
@@ -2872,7 +2876,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2929,7 +2933,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -2992,7 +2996,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -3051,7 +3055,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -3382,7 +3386,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
     whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade is not None
@@ -3417,7 +3421,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     # Save state of current whitelist
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade is None
@@ -3519,7 +3523,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
 
     trade = Trade.query.first()
     assert trade
@@ -3626,12 +3630,14 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     patch_get_signal(bot)
     assert bot.wallets.get_free('BTC') == 0.002
 
-    bot.process_maybe_execute_buys()
+    n = bot.enter_positions()
+    assert n == 2
     trades = Trade.query.all()
     assert len(trades) == 2
 
     bot.config['max_open_trades'] = 3
-    bot.process_maybe_execute_buys()
+    n = bot.enter_positions()
+    assert n == 0
     assert log_has_re(r"Unable to create trade: "
                       r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
diff --git a/tests/test_integration.py b/tests/test_integration.py
index a73beeabe..1108969ad 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -80,7 +80,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     patch_get_signal(freqtrade)
 
     # Create some test data
-    freqtrade.process_maybe_execute_buys()
+    freqtrade.enter_positions()
     wallets_mock.reset_mock()
     Trade.session = MagicMock()
 
@@ -154,7 +154,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     patch_get_signal(freqtrade)
 
     # Create 4 trades
-    freqtrade.process_maybe_execute_buys()
+    n = freqtrade.enter_positions()
+    assert n == 4
 
     trades = Trade.query.all()
     assert len(trades) == 4

From a88464de3a5ffb4c6802040c6463d4079c5dc868 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 31 Dec 2019 07:01:58 +0100
Subject: [PATCH 0881/1495] Improve some test code

---
 tests/rpc/test_rpc_telegram.py | 10 ----------
 tests/test_freqtradebot.py     |  3 ++-
 2 files changed, 2 insertions(+), 11 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 44e51514e..9a39f2119 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -148,11 +148,6 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
     default_conf['telegram']['enabled'] = False
     default_conf['telegram']['chat_id'] = "123"
 
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        get_fee=fee,
-    )
     msg_mock = MagicMock()
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -184,13 +179,8 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
     telegram = Telegram(freqtradebot)
 
-    # Create some test data
-    n = freqtradebot.enter_positions()
-    assert n == 1
-
     telegram._status(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f99b14286..434633f5f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1458,12 +1458,13 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mocker.patch(
+    mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
         MagicMock(side_effect=DependencyException)
     )
     n = freqtrade.enter_positions()
     assert n == 0
+    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
     assert log_has('Unable to create trade: ', caplog)
 
 

From 6ebb9017c7bc0b0d39d8f83d663a7218d776c48a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 31 Dec 2019 07:03:57 +0100
Subject: [PATCH 0882/1495] Improve test enter_positions

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 434633f5f..812ba4e3e 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1449,10 +1449,12 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
+    mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
+                           MagicMock(return_value=False))
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
+    assert mock_ct.call_count == 4
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:

From 9d518b9d29cdcf90ccdc8efc4117ccff0ba5c380 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 31 Dec 2019 07:05:21 +0100
Subject: [PATCH 0883/1495] Add comment and don't hardcode 4 in test

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 812ba4e3e..6527554be 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1454,7 +1454,8 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
-    assert mock_ct.call_count == 4
+    # create_trade should be called once for every pair in the whitelist.
+    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:

From 26a2395aebd0b1ed39aaadb63e674dcf64a592bc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 31 Dec 2019 07:11:09 +0100
Subject: [PATCH 0884/1495] Include Pair name in exception log message

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c595150ac..a642e6ea7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -485,7 +485,7 @@ class FreqtradeBot:
                     try:
                         trades_created += self.create_trade(pair)
                     except DependencyException as exception:
-                        logger.warning('Unable to create trade: %s', exception)
+                        logger.warning('Unable to create trade for %s: %s', pair, exception)
 
                 if not trades_created:
                     logger.debug("Found no buy signals for whitelisted currencies. "
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6527554be..cf395ef39 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1468,7 +1468,7 @@ def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
     n = freqtrade.enter_positions()
     assert n == 0
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    assert log_has('Unable to create trade: ', caplog)
+    assert log_has('Unable to create trade for ETH/BTC: ', caplog)
 
 
 def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -3642,6 +3642,6 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     bot.config['max_open_trades'] = 3
     n = bot.enter_positions()
     assert n == 0
-    assert log_has_re(r"Unable to create trade: "
+    assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)

From 0ea44b014347d3541bb1b125ee1ebda88e8464f7 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 02:36:59 +0300
Subject: [PATCH 0885/1495] Fix message in setup.sh

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

diff --git a/setup.sh b/setup.sh
index c4b6e074a..fb5102e12 100755
--- a/setup.sh
+++ b/setup.sh
@@ -263,7 +263,7 @@ function install() {
     echo "-------------------------"
     echo "Run the bot !"
     echo "-------------------------"
-    echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade'."
+    echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade trade'."
 }
 
 function plot() {

From 4475110df85265cd2ba1172ebe3bf9df592addaf Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 02:53:25 +0300
Subject: [PATCH 0886/1495] Cosmetics in freqtradebot

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c4991a31c..4a207b087 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -27,6 +27,7 @@ from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -181,6 +182,43 @@ class FreqtradeBot:
         open_trades = len(Trade.get_open_trades())
         return max(0, self.config['max_open_trades'] - open_trades)
 
+#
+# BUY / enter positions / open trades part
+#
+
+    def enter_positions(self) -> int:
+        """
+        Tries to execute buy orders for new trades (positions)
+        """
+        trades_created = 0
+
+        whitelist = copy.deepcopy(self.active_pair_whitelist)
+        if not whitelist:
+            logger.info("Active pair whitelist is empty.")
+        else:
+            # Remove pairs for currently opened trades from the whitelist
+            for trade in Trade.get_open_trades():
+                if trade.pair in whitelist:
+                    whitelist.remove(trade.pair)
+                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
+
+            if not whitelist:
+                logger.info("No currency pair in active pair whitelist, "
+                            "but checking to sell open trades.")
+            else:
+                # Create entity and execute trade for each pair from whitelist
+                for pair in whitelist:
+                    try:
+                        trades_created += self.create_trade(pair)
+                    except DependencyException as exception:
+                        logger.warning('Unable to create trade for %s: %s', pair, exception)
+
+                if not trades_created:
+                    logger.debug("Found no buy signals for whitelisted currencies. "
+                                 "Trying again...")
+
+        return trades_created
+
     def get_target_bid(self, pair: str, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -460,38 +498,9 @@ class FreqtradeBot:
 
         return True
 
-    def enter_positions(self) -> int:
-        """
-        Tries to execute buy orders for new trades (positions)
-        """
-        trades_created = 0
-
-        whitelist = copy.deepcopy(self.active_pair_whitelist)
-        if not whitelist:
-            logger.info("Active pair whitelist is empty.")
-        else:
-            # Remove pairs for currently opened trades from the whitelist
-            for trade in Trade.get_open_trades():
-                if trade.pair in whitelist:
-                    whitelist.remove(trade.pair)
-                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
-
-            if not whitelist:
-                logger.info("No currency pair in active pair whitelist, "
-                            "but checking to sell open trades.")
-            else:
-                # Create entity and execute trade for each pair from whitelist
-                for pair in whitelist:
-                    try:
-                        trades_created += self.create_trade(pair)
-                    except DependencyException as exception:
-                        logger.warning('Unable to create trade for %s: %s', pair, exception)
-
-                if not trades_created:
-                    logger.debug("Found no buy signals for whitelisted currencies. "
-                                 "Trying again...")
-
-        return trades_created
+#
+# SELL / exit positions / close trades part
+#
 
     def exit_positions(self, trades: List[Any]) -> int:
         """

From 21418e298828e78576fffae4b973fe5c3723079a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 03:16:18 +0300
Subject: [PATCH 0887/1495] Minor: fix comment

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4a207b087..774e001c8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -407,7 +407,7 @@ class FreqtradeBot:
         if price:
             buy_limit_requested = price
         else:
-            # Calculate amount
+            # Calculate price
             buy_limit_requested = self.get_target_bid(pair)
 
         min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)

From 18a53f446762016b42b15d0adb90181c69a80027 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 07:26:43 +0100
Subject: [PATCH 0888/1495] Extract generate_text_table from backtesting class

---
 freqtrade/optimize/backtest_reports.py | 53 +++++++++++++++++++++++
 freqtrade/optimize/backtesting.py      | 60 ++++----------------------
 tests/optimize/test_backtesting.py     |  9 ++--
 3 files changed, 68 insertions(+), 54 deletions(-)
 create mode 100644 freqtrade/optimize/backtest_reports.py

diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/backtest_reports.py
new file mode 100644
index 000000000..501d22228
--- /dev/null
+++ b/freqtrade/optimize/backtest_reports.py
@@ -0,0 +1,53 @@
+from datetime import timedelta
+from typing import Dict
+
+from pandas import DataFrame
+from tabulate import tabulate
+
+
+def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
+                        results: DataFrame, skip_nan: bool = False) -> str:
+    """
+    Generates and returns a text table for the given backtest data and the results dataframe
+    :return: pretty printed table with tabulate as str
+    """
+
+    floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
+    tabular_data = []
+    headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
+               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
+               'profit', 'loss']
+    for pair in data:
+        result = results[results.pair == pair]
+        if skip_nan and result.profit_abs.isnull().all():
+            continue
+
+        tabular_data.append([
+            pair,
+            len(result.index),
+            result.profit_percent.mean() * 100.0,
+            result.profit_percent.sum() * 100.0,
+            result.profit_abs.sum(),
+            result.profit_percent.sum() * 100.0 / max_open_trades,
+            str(timedelta(
+                minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
+            len(result[result.profit_abs > 0]),
+            len(result[result.profit_abs < 0])
+        ])
+
+    # Append Total
+    tabular_data.append([
+        'TOTAL',
+        len(results.index),
+        results.profit_percent.mean() * 100.0,
+        results.profit_percent.sum() * 100.0,
+        results.profit_abs.sum(),
+        results.profit_percent.sum() * 100.0 / max_open_trades,
+        str(timedelta(
+            minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+        len(results[results.profit_abs > 0]),
+        len(results[results.profit_abs < 0])
+    ])
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(tabular_data, headers=headers,
+                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 9bd0327e0..e90a4c7ea 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -14,6 +14,7 @@ from tabulate import tabulate
 
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
+from freqtrade.optimize.backtest_reports import generate_text_table
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
@@ -129,55 +130,6 @@ class Backtesting:
 
         return data, timerange
 
-    def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame,
-                             skip_nan: bool = False) -> str:
-        """
-        Generates and returns a text table for the given backtest data and the results dataframe
-        :return: pretty printed table with tabulate as str
-        """
-        stake_currency = str(self.config.get('stake_currency'))
-        max_open_trades = self.config.get('max_open_trades')
-
-        floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
-        tabular_data = []
-        headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
-                   'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
-                   'profit', 'loss']
-        for pair in data:
-            result = results[results.pair == pair]
-            if skip_nan and result.profit_abs.isnull().all():
-                continue
-
-            tabular_data.append([
-                pair,
-                len(result.index),
-                result.profit_percent.mean() * 100.0,
-                result.profit_percent.sum() * 100.0,
-                result.profit_abs.sum(),
-                result.profit_percent.sum() * 100.0 / max_open_trades,
-                str(timedelta(
-                    minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
-                len(result[result.profit_abs > 0]),
-                len(result[result.profit_abs < 0])
-            ])
-
-        # Append Total
-        tabular_data.append([
-            'TOTAL',
-            len(results.index),
-            results.profit_percent.mean() * 100.0,
-            results.profit_percent.sum() * 100.0,
-            results.profit_abs.sum(),
-            results.profit_percent.sum() * 100.0 / max_open_trades,
-            str(timedelta(
-                minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
-            len(results[results.profit_abs > 0]),
-            len(results[results.profit_abs < 0])
-        ])
-        # Ignore type as floatfmt does allow tuples but mypy does not know that
-        return tabulate(tabular_data, headers=headers,
-                        floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
-
     def _generate_text_table_sell_reason(self, data: Dict[str, Dict], results: DataFrame) -> str:
         """
         Generate small table outlining Backtest results
@@ -509,13 +461,19 @@ class Backtesting:
 
             print(f"Result for strategy {strategy}")
             print(' BACKTESTING REPORT '.center(133, '='))
-            print(self._generate_text_table(data, results))
+            print(generate_text_table(data,
+                                      stake_currency=self.config['stake_currency'],
+                                      max_open_trades=self.config['max_open_trades'],
+                                      results=results))
 
             print(' SELL REASON STATS '.center(133, '='))
             print(self._generate_text_table_sell_reason(data, results))
 
             print(' LEFT OPEN TRADES REPORT '.center(133, '='))
-            print(self._generate_text_table(data, results.loc[results.open_at_end], True))
+            print(generate_text_table(data,
+                                      stake_currency=self.config['stake_currency'],
+                                      max_open_trades=self.config['max_open_trades'],
+                                      results=results.loc[results.open_at_end], skip_nan=True))
             print()
         if len(all_results) > 1:
             # Print Strategy summary table
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 4e2fd01cf..67332c10a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -19,6 +19,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
+from freqtrade.optimize.backtest_reports import generate_text_table
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -360,8 +361,8 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
 
 def test_generate_text_table(default_conf, mocker):
     patch_exchange(mocker)
-    default_conf['max_open_trades'] = 2
-    backtesting = Backtesting(default_conf)
+    # default_conf['max_open_trades'] = 2
+    # backtesting = Backtesting(default_conf)
 
     results = pd.DataFrame(
         {
@@ -384,7 +385,9 @@ def test_generate_text_table(default_conf, mocker):
         '| TOTAL   |           2 |          15.00 |          30.00 |       '
         '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
     )
-    assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
+    assert generate_text_table(data={'ETH/BTC': {}},
+                               stake_currency='BTC', max_open_trades=2,
+                               results=results) == result_str
 
 
 def test_generate_text_table_sell_reason(default_conf, mocker):

From caec345c0b77364412ae0ec2c524ff2eab9ef316 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 07:28:30 +0100
Subject: [PATCH 0889/1495] Extract generate_text_table_sell_reason from
 backtesting class

---
 freqtrade/optimize/backtest_reports.py | 13 +++++++++++++
 freqtrade/optimize/backtesting.py      | 17 ++++-------------
 tests/optimize/test_backtesting.py     |  8 +++-----
 3 files changed, 20 insertions(+), 18 deletions(-)

diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/backtest_reports.py
index 501d22228..8912af22a 100644
--- a/freqtrade/optimize/backtest_reports.py
+++ b/freqtrade/optimize/backtest_reports.py
@@ -51,3 +51,16 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
                     floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+
+
+def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -> str:
+    """
+    Generate small table outlining Backtest results
+    """
+    tabular_data = []
+    headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
+    for reason, count in results['sell_reason'].value_counts().iteritems():
+        profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
+        loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
+        tabular_data.append([reason.value, count, profit, loss])
+    return tabulate(tabular_data, headers=headers, tablefmt="pipe")
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e90a4c7ea..1c92860a8 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -14,12 +14,13 @@ from tabulate import tabulate
 
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
-from freqtrade.optimize.backtest_reports import generate_text_table
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
+from freqtrade.optimize.backtest_reports import (
+    generate_text_table, generate_text_table_sell_reason)
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -130,17 +131,7 @@ class Backtesting:
 
         return data, timerange
 
-    def _generate_text_table_sell_reason(self, data: Dict[str, Dict], results: DataFrame) -> str:
-        """
-        Generate small table outlining Backtest results
-        """
-        tabular_data = []
-        headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
-        for reason, count in results['sell_reason'].value_counts().iteritems():
-            profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
-            loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
-            tabular_data.append([reason.value, count, profit, loss])
-        return tabulate(tabular_data, headers=headers, tablefmt="pipe")
+
 
     def _generate_text_table_strategy(self, all_results: dict) -> str:
         """
@@ -467,7 +458,7 @@ class Backtesting:
                                       results=results))
 
             print(' SELL REASON STATS '.center(133, '='))
-            print(self._generate_text_table_sell_reason(data, results))
+            print(generate_text_table_sell_reason(data, results))
 
             print(' LEFT OPEN TRADES REPORT '.center(133, '='))
             print(generate_text_table(data,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 67332c10a..554d8974b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -19,7 +19,8 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
-from freqtrade.optimize.backtest_reports import generate_text_table
+from freqtrade.optimize.backtest_reports import (
+    generate_text_table, generate_text_table_sell_reason)
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -361,8 +362,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
 
 def test_generate_text_table(default_conf, mocker):
     patch_exchange(mocker)
-    # default_conf['max_open_trades'] = 2
-    # backtesting = Backtesting(default_conf)
 
     results = pd.DataFrame(
         {
@@ -392,7 +391,6 @@ def test_generate_text_table(default_conf, mocker):
 
 def test_generate_text_table_sell_reason(default_conf, mocker):
     patch_exchange(mocker)
-    backtesting = Backtesting(default_conf)
 
     results = pd.DataFrame(
         {
@@ -412,7 +410,7 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         '| roi           |       2 |        2 |      0 |\n'
         '| stop_loss     |       1 |        0 |      1 |'
     )
-    assert backtesting._generate_text_table_sell_reason(
+    assert generate_text_table_sell_reason(
         data={'ETH/BTC': {}}, results=results) == result_str
 
 

From 904e1647e1579f2bc0ff396937ea6982afd4ccd7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 07:32:12 +0100
Subject: [PATCH 0890/1495] Extract generate_text_table_strategy to seperate
 module

---
 freqtrade/optimize/backtest_reports.py | 29 +++++++++++++++++++
 freqtrade/optimize/backtesting.py      | 39 ++++----------------------
 tests/optimize/test_backtesting.py     | 15 +++-------
 3 files changed, 38 insertions(+), 45 deletions(-)

diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/backtest_reports.py
index 8912af22a..8f0436563 100644
--- a/freqtrade/optimize/backtest_reports.py
+++ b/freqtrade/optimize/backtest_reports.py
@@ -64,3 +64,32 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
         loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
         tabular_data.append([reason.value, count, profit, loss])
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")
+
+
+def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
+                                 all_results: Dict) -> str:
+    """
+    Generate summary table per strategy
+    """
+
+    floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
+    tabular_data = []
+    headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
+               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
+               'profit', 'loss']
+    for strategy, results in all_results.items():
+        tabular_data.append([
+            strategy,
+            len(results.index),
+            results.profit_percent.mean() * 100.0,
+            results.profit_percent.sum() * 100.0,
+            results.profit_abs.sum(),
+            results.profit_percent.sum() * 100.0 / max_open_trades,
+            str(timedelta(
+                minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+            len(results[results.profit_abs > 0]),
+            len(results[results.profit_abs < 0])
+        ])
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(tabular_data, headers=headers,
+                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 1c92860a8..ae3fbed0a 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -10,7 +10,6 @@ from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional
 
 from pandas import DataFrame
-from tabulate import tabulate
 
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
@@ -20,7 +19,8 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
 from freqtrade.optimize.backtest_reports import (
-    generate_text_table, generate_text_table_sell_reason)
+    generate_text_table, generate_text_table_sell_reason,
+    generate_text_table_strategy)
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -131,37 +131,6 @@ class Backtesting:
 
         return data, timerange
 
-
-
-    def _generate_text_table_strategy(self, all_results: dict) -> str:
-        """
-        Generate summary table per strategy
-        """
-        stake_currency = str(self.config.get('stake_currency'))
-        max_open_trades = self.config.get('max_open_trades')
-
-        floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
-        tabular_data = []
-        headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
-                   'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
-                   'profit', 'loss']
-        for strategy, results in all_results.items():
-            tabular_data.append([
-                strategy,
-                len(results.index),
-                results.profit_percent.mean() * 100.0,
-                results.profit_percent.sum() * 100.0,
-                results.profit_abs.sum(),
-                results.profit_percent.sum() * 100.0 / max_open_trades,
-                str(timedelta(
-                    minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
-                len(results[results.profit_abs > 0]),
-                len(results[results.profit_abs < 0])
-            ])
-        # Ignore type as floatfmt does allow tuples but mypy does not know that
-        return tabulate(tabular_data, headers=headers,
-                        floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
-
     def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
                                strategyname: Optional[str] = None) -> None:
 
@@ -469,5 +438,7 @@ class Backtesting:
         if len(all_results) > 1:
             # Print Strategy summary table
             print(' Strategy Summary '.center(133, '='))
-            print(self._generate_text_table_strategy(all_results))
+            print(generate_text_table_strategy(self.config['stake_currency'],
+                                               self.config['max_open_trades'],
+                                               all_results=all_results))
             print('\nFor more details, please look at the detail tables above')
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 554d8974b..57b80f837 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -20,7 +20,8 @@ from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
 from freqtrade.optimize.backtest_reports import (
-    generate_text_table, generate_text_table_sell_reason)
+    generate_text_table, generate_text_table_sell_reason,
+    generate_text_table_strategy)
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -361,7 +362,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
 
 
 def test_generate_text_table(default_conf, mocker):
-    patch_exchange(mocker)
 
     results = pd.DataFrame(
         {
@@ -390,7 +390,6 @@ def test_generate_text_table(default_conf, mocker):
 
 
 def test_generate_text_table_sell_reason(default_conf, mocker):
-    patch_exchange(mocker)
 
     results = pd.DataFrame(
         {
@@ -414,13 +413,7 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         data={'ETH/BTC': {}}, results=results) == result_str
 
 
-def test_generate_text_table_strategyn(default_conf, mocker):
-    """
-    Test Backtesting.generate_text_table_sell_reason() method
-    """
-    patch_exchange(mocker)
-    default_conf['max_open_trades'] = 2
-    backtesting = Backtesting(default_conf)
+def test_generate_text_table_strategy(default_conf, mocker):
     results = {}
     results['ETH/BTC'] = pd.DataFrame(
         {
@@ -455,7 +448,7 @@ def test_generate_text_table_strategyn(default_conf, mocker):
         '| LTC/BTC    |           3 |          30.00 |          90.00 '
         '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
     )
-    assert backtesting._generate_text_table_strategy(all_results=results) == result_str
+    assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 
 
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:

From 10ee23622a34797170e2ad37b3389b7b1ea7ebfd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 07:33:55 +0100
Subject: [PATCH 0891/1495] Extract tests for backtest_reports to their own
 test module

---
 tests/optimize/test_backtest_reports.py | 96 +++++++++++++++++++++++++
 tests/optimize/test_backtesting.py      | 93 ------------------------
 2 files changed, 96 insertions(+), 93 deletions(-)
 create mode 100644 tests/optimize/test_backtest_reports.py

diff --git a/tests/optimize/test_backtest_reports.py b/tests/optimize/test_backtest_reports.py
new file mode 100644
index 000000000..726202517
--- /dev/null
+++ b/tests/optimize/test_backtest_reports.py
@@ -0,0 +1,96 @@
+import pandas as pd
+
+from freqtrade.optimize.backtest_reports import (
+    generate_text_table, generate_text_table_sell_reason,
+    generate_text_table_strategy)
+from freqtrade.strategy.interface import SellType
+
+
+def test_generate_text_table(default_conf, mocker):
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2],
+            'profit_abs': [0.2, 0.4],
+            'trade_duration': [10, 30],
+            'profit': [2, 0],
+            'loss': [0, 0]
+        }
+    )
+
+    result_str = (
+        '| pair    |   buy count |   avg profit % |   cum profit % |   '
+        'tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
+        '|:--------|------------:|---------------:|---------------:|'
+        '-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC |           2 |          15.00 |          30.00 |       '
+        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |\n'
+        '| TOTAL   |           2 |          15.00 |          30.00 |       '
+        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
+    )
+    assert generate_text_table(data={'ETH/BTC': {}},
+                               stake_currency='BTC', max_open_trades=2,
+                               results=results) == result_str
+
+
+def test_generate_text_table_sell_reason(default_conf, mocker):
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, -0.3],
+            'profit_abs': [0.2, 0.4, -0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Sell Reason   |   Count |   Profit |   Loss |\n'
+        '|:--------------|--------:|---------:|-------:|\n'
+        '| roi           |       2 |        2 |      0 |\n'
+        '| stop_loss     |       1 |        0 |      1 |'
+    )
+    assert generate_text_table_sell_reason(
+        data={'ETH/BTC': {}}, results=results) == result_str
+
+
+def test_generate_text_table_strategy(default_conf, mocker):
+    results = {}
+    results['ETH/BTC'] = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+    results['LTC/BTC'] = pd.DataFrame(
+        {
+            'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
+            'profit_percent': [0.4, 0.2, 0.3],
+            'profit_abs': [0.4, 0.4, 0.5],
+            'trade_duration': [15, 30, 15],
+            'profit': [4, 1, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Strategy   |   buy count |   avg profit % |   cum profit % '
+        '|   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
+        '|:-----------|------------:|---------------:|---------------:'
+        '|-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC    |           3 |          20.00 |          60.00 '
+        '|       1.10000000 |          30.00 | 0:17:00        |        3 |      0 |\n'
+        '| LTC/BTC    |           3 |          30.00 |          90.00 '
+        '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
+    )
+    assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 57b80f837..9f31114b4 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -19,9 +19,6 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
-from freqtrade.optimize.backtest_reports import (
-    generate_text_table, generate_text_table_sell_reason,
-    generate_text_table_strategy)
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -361,96 +358,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
 
 
-def test_generate_text_table(default_conf, mocker):
-
-    results = pd.DataFrame(
-        {
-            'pair': ['ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2],
-            'profit_abs': [0.2, 0.4],
-            'trade_duration': [10, 30],
-            'profit': [2, 0],
-            'loss': [0, 0]
-        }
-    )
-
-    result_str = (
-        '| pair    |   buy count |   avg profit % |   cum profit % |   '
-        'tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
-        '|:--------|------------:|---------------:|---------------:|'
-        '-----------------:|---------------:|:---------------|---------:|-------:|\n'
-        '| ETH/BTC |           2 |          15.00 |          30.00 |       '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |\n'
-        '| TOTAL   |           2 |          15.00 |          30.00 |       '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
-    )
-    assert generate_text_table(data={'ETH/BTC': {}},
-                               stake_currency='BTC', max_open_trades=2,
-                               results=results) == result_str
-
-
-def test_generate_text_table_sell_reason(default_conf, mocker):
-
-    results = pd.DataFrame(
-        {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, -0.3],
-            'profit_abs': [0.2, 0.4, -0.5],
-            'trade_duration': [10, 30, 10],
-            'profit': [2, 0, 0],
-            'loss': [0, 0, 1],
-            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
-        }
-    )
-
-    result_str = (
-        '| Sell Reason   |   Count |   Profit |   Loss |\n'
-        '|:--------------|--------:|---------:|-------:|\n'
-        '| roi           |       2 |        2 |      0 |\n'
-        '| stop_loss     |       1 |        0 |      1 |'
-    )
-    assert generate_text_table_sell_reason(
-        data={'ETH/BTC': {}}, results=results) == result_str
-
-
-def test_generate_text_table_strategy(default_conf, mocker):
-    results = {}
-    results['ETH/BTC'] = pd.DataFrame(
-        {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, 0.3],
-            'profit_abs': [0.2, 0.4, 0.5],
-            'trade_duration': [10, 30, 10],
-            'profit': [2, 0, 0],
-            'loss': [0, 0, 1],
-            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
-        }
-    )
-    results['LTC/BTC'] = pd.DataFrame(
-        {
-            'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
-            'profit_percent': [0.4, 0.2, 0.3],
-            'profit_abs': [0.4, 0.4, 0.5],
-            'trade_duration': [15, 30, 15],
-            'profit': [4, 1, 0],
-            'loss': [0, 0, 1],
-            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
-        }
-    )
-
-    result_str = (
-        '| Strategy   |   buy count |   avg profit % |   cum profit % '
-        '|   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
-        '|:-----------|------------:|---------------:|---------------:'
-        '|-----------------:|---------------:|:---------------|---------:|-------:|\n'
-        '| ETH/BTC    |           3 |          20.00 |          60.00 '
-        '|       1.10000000 |          30.00 | 0:17:00        |        3 |      0 |\n'
-        '| LTC/BTC    |           3 |          30.00 |          90.00 '
-        '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
-    )
-    assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
-
-
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)

From 8cc48cf4b042f4b47ad3902addd2fafc5e433762 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 09:31:35 +0100
Subject: [PATCH 0892/1495] Fix tests where mocks fail now

---
 tests/optimize/test_backtesting.py | 22 ++++++++--------------
 1 file changed, 8 insertions(+), 14 deletions(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 9f31114b4..83d212e3d 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -366,11 +366,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.optimize.backtesting.Backtesting',
-        backtest=MagicMock(),
-        _generate_text_table=MagicMock(return_value='1'),
-    )
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = '1m'
@@ -399,11 +396,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.optimize.backtesting.Backtesting',
-        backtest=MagicMock(),
-        _generate_text_table=MagicMock(return_value='1'),
-    )
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = "1m"
@@ -714,7 +708,8 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker, api_mock)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock())
+
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -760,10 +755,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     backtestmock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
+    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', gen_table_mock)
     gen_strattable_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
-                 gen_strattable_mock)
+    mocker.patch('freqtrade.optimize.backtesting.generate_text_table_strategy', gen_strattable_mock)
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [

From a9fbad0741fe7475a2d0b90c22788a42a24e3a05 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 09:37:54 +0100
Subject: [PATCH 0893/1495] Improve docstrings

---
 freqtrade/optimize/backtest_reports.py | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/backtest_reports.py
index 8f0436563..5778747cf 100644
--- a/freqtrade/optimize/backtest_reports.py
+++ b/freqtrade/optimize/backtest_reports.py
@@ -9,7 +9,12 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
                         results: DataFrame, skip_nan: bool = False) -> str:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
-    :return: pretty printed table with tabulate as str
+    :param data: Dict of  containing data that was used during backtesting.
+    :param stake_currency: stake-currency - used to correctly name headers
+    :param max_open_trades: Maximum allowed open trades
+    :param results: Dataframe containing the backtest results
+    :param skip_nan: Print "left open" open trades
+    :return: pretty printed table with tabulate as string
     """
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
@@ -56,6 +61,9 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
 def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -> str:
     """
     Generate small table outlining Backtest results
+    :param data: Dict of  containing data that was used during backtesting.
+    :param results: Dataframe containing the backtest results
+    :return: pretty printed table with tabulate as string
     """
     tabular_data = []
     headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
@@ -70,6 +78,10 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
                                  all_results: Dict) -> str:
     """
     Generate summary table per strategy
+    :param stake_currency: stake-currency - used to correctly name headers
+    :param max_open_trades: Maximum allowed open trades used for backtest
+    :param all_results: Dict of  containing results for all strategies
+    :return: pretty printed table with tabulate as string
     """
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')

From e89fa44680e795f5a52067406526e41c6a1ae756 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 11:50:54 +0300
Subject: [PATCH 0894/1495] Arrange common section for update trade state
 methods

---
 freqtrade/freqtradebot.py | 170 +++++++++++++++++++-------------------
 1 file changed, 87 insertions(+), 83 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 774e001c8..d5d918585 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -183,7 +183,7 @@ class FreqtradeBot:
         return max(0, self.config['max_open_trades'] - open_trades)
 
 #
-# BUY / enter positions / open trades part
+# BUY / enter positions / open trades logic and methods
 #
 
     def enter_positions(self) -> int:
@@ -499,7 +499,7 @@ class FreqtradeBot:
         return True
 
 #
-# SELL / exit positions / close trades part
+# SELL / exit positions / close trades logic and methods
 #
 
     def exit_positions(self, trades: List[Any]) -> int:
@@ -528,87 +528,6 @@ class FreqtradeBot:
 
         return trades_closed
 
-    def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
-        """
-        Get real amount for the trade
-        Necessary for exchanges which charge fees in base currency (e.g. binance)
-        """
-        if order_amount is None:
-            order_amount = order['amount']
-        # Only run for closed orders
-        if trade.fee_open == 0 or order['status'] == 'open':
-            return order_amount
-
-        # use fee from order-dict if possible
-        if ('fee' in order and order['fee'] is not None and
-                (order['fee'].keys() >= {'currency', 'cost'})):
-            if (order['fee']['currency'] is not None and
-                    order['fee']['cost'] is not None and
-                    trade.pair.startswith(order['fee']['currency'])):
-                new_amount = order_amount - order['fee']['cost']
-                logger.info("Applying fee on amount for %s (from %s to %s) from Order",
-                            trade, order['amount'], new_amount)
-                return new_amount
-
-        # Fallback to Trades
-        trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
-                                                    trade.open_date)
-
-        if len(trades) == 0:
-            logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
-            return order_amount
-        amount = 0
-        fee_abs = 0
-        for exectrade in trades:
-            amount += exectrade['amount']
-            if ("fee" in exectrade and exectrade['fee'] is not None and
-                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
-                # only applies if fee is in quote currency!
-                if (exectrade['fee']['currency'] is not None and
-                        exectrade['fee']['cost'] is not None and
-                        trade.pair.startswith(exectrade['fee']['currency'])):
-                    fee_abs += exectrade['fee']['cost']
-
-        if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
-            logger.warning(f"Amount {amount} does not match amount {trade.amount}")
-            raise DependencyException("Half bought? Amounts don't match")
-        real_amount = amount - fee_abs
-        if fee_abs != 0:
-            logger.info(f"Applying fee on amount for {trade} "
-                        f"(from {order_amount} to {real_amount}) from Trades")
-        return real_amount
-
-    def update_trade_state(self, trade, action_order: dict = None):
-        """
-        Checks trades with open orders and updates the amount if necessary
-        """
-        # Get order details for actual price per unit
-        if trade.open_order_id:
-            # Update trade with order values
-            logger.info('Found open order for %s', trade)
-            try:
-                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
-            except InvalidOrderException as exception:
-                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
-                return
-            # Try update amount (binance-fix)
-            try:
-                new_amount = self.get_real_amount(trade, order)
-                if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
-                    order['amount'] = new_amount
-                    # Fee was applied, so set to 0
-                    trade.fee_open = 0
-                    trade.recalc_open_trade_price()
-
-            except DependencyException as exception:
-                logger.warning("Could not update trade amount: %s", exception)
-
-            trade.update(order)
-
-            # Updating wallets when order is closed
-            if not trade.is_open:
-                self.wallets.update()
-
     def get_sell_rate(self, pair: str, refresh: bool) -> float:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
@@ -1047,3 +966,88 @@ class FreqtradeBot:
 
         # Send the message
         self.rpc.send_msg(msg)
+
+#
+# Common update trade state methods
+#
+
+    def update_trade_state(self, trade, action_order: dict = None):
+        """
+        Checks trades with open orders and updates the amount if necessary
+        """
+        # Get order details for actual price per unit
+        if trade.open_order_id:
+            # Update trade with order values
+            logger.info('Found open order for %s', trade)
+            try:
+                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            except InvalidOrderException as exception:
+                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
+                return
+            # Try update amount (binance-fix)
+            try:
+                new_amount = self.get_real_amount(trade, order)
+                if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+                    order['amount'] = new_amount
+                    # Fee was applied, so set to 0
+                    trade.fee_open = 0
+                    trade.recalc_open_trade_price()
+
+            except DependencyException as exception:
+                logger.warning("Could not update trade amount: %s", exception)
+
+            trade.update(order)
+
+            # Updating wallets when order is closed
+            if not trade.is_open:
+                self.wallets.update()
+
+    def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
+        """
+        Get real amount for the trade
+        Necessary for exchanges which charge fees in base currency (e.g. binance)
+        """
+        if order_amount is None:
+            order_amount = order['amount']
+        # Only run for closed orders
+        if trade.fee_open == 0 or order['status'] == 'open':
+            return order_amount
+
+        # use fee from order-dict if possible
+        if ('fee' in order and order['fee'] is not None and
+                (order['fee'].keys() >= {'currency', 'cost'})):
+            if (order['fee']['currency'] is not None and
+                    order['fee']['cost'] is not None and
+                    trade.pair.startswith(order['fee']['currency'])):
+                new_amount = order_amount - order['fee']['cost']
+                logger.info("Applying fee on amount for %s (from %s to %s) from Order",
+                            trade, order['amount'], new_amount)
+                return new_amount
+
+        # Fallback to Trades
+        trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
+                                                    trade.open_date)
+
+        if len(trades) == 0:
+            logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
+            return order_amount
+        amount = 0
+        fee_abs = 0
+        for exectrade in trades:
+            amount += exectrade['amount']
+            if ("fee" in exectrade and exectrade['fee'] is not None and
+                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
+                # only applies if fee is in quote currency!
+                if (exectrade['fee']['currency'] is not None and
+                        exectrade['fee']['cost'] is not None and
+                        trade.pair.startswith(exectrade['fee']['currency'])):
+                    fee_abs += exectrade['fee']['cost']
+
+        if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
+            logger.warning(f"Amount {amount} does not match amount {trade.amount}")
+            raise DependencyException("Half bought? Amounts don't match")
+        real_amount = amount - fee_abs
+        if fee_abs != 0:
+            logger.info(f"Applying fee on amount for {trade} "
+                        f"(from {order_amount} to {real_amount}) from Trades")
+        return real_amount

From 6fbdd6bee9520afc13450cb63c3fba4591537ce3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 09:51:24 +0100
Subject: [PATCH 0895/1495] Remove unused directory from user_data

---
 user_data/backtest_data/.gitkeep | 0
 1 file changed, 0 insertions(+), 0 deletions(-)
 delete mode 100644 user_data/backtest_data/.gitkeep

diff --git a/user_data/backtest_data/.gitkeep b/user_data/backtest_data/.gitkeep
deleted file mode 100644
index e69de29bb..000000000

From 2c8e8d8ef65021fbb3ee3446768fe3e3fa34c36f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 09:51:47 +0100
Subject: [PATCH 0896/1495] Align columns for btanalysis loading

---
 freqtrade/data/btanalysis.py  | 2 +-
 tests/data/test_btanalysis.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 2fc931a9b..04b2ca980 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -47,7 +47,7 @@ def load_backtest_data(filename) -> pd.DataFrame:
                                       utc=True,
                                       infer_datetime_format=True
                                       )
-    df['profitabs'] = df['close_rate'] - df['open_rate']
+    df['profit'] = df['close_rate'] - df['open_rate']
     df = df.sort_values("open_time").reset_index(drop=True)
     return df
 
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 13711c63e..60d9c3ea5 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -20,7 +20,7 @@ def test_load_backtest_data(testdatadir):
     filename = testdatadir / "backtest-result_test.json"
     bt_data = load_backtest_data(filename)
     assert isinstance(bt_data, DataFrame)
-    assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"]
+    assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profit"]
     assert len(bt_data) == 179
 
     # Test loading from string (must yield same result)

From 9325880fe5c84973a6553f47993639042f574ac9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 10:38:59 +0100
Subject: [PATCH 0897/1495] Split config-validation requires

---
 freqtrade/configuration/config_validation.py | 11 +++++--
 freqtrade/constants.py                       | 30 ++++++++++++--------
 tests/test_configuration.py                  |  1 +
 3 files changed, 28 insertions(+), 14 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 43eead46a..9afa39ca7 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -1,4 +1,5 @@
 import logging
+from copy import deepcopy
 from typing import Any, Dict
 
 from jsonschema import Draft4Validator, validators
@@ -42,15 +43,21 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
     :param conf: Config in JSON format
     :return: Returns the config if valid, otherwise throw an exception
     """
+    conf_schema = deepcopy(constants.CONF_SCHEMA)
+    if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
+        conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
+    else:
+        conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
+
     try:
-        FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
+        FreqtradeValidator(conf_schema).validate(conf)
         return conf
     except ValidationError as e:
         logger.critical(
             f"Invalid configuration. See config.json.example. Reason: {e}"
         )
         raise ValidationError(
-            best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
+            best_match(Draft4Validator(conf_schema).iter_errors(conf)).message
         )
 
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d7c6249d5..b21279bb4 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -269,16 +269,22 @@ CONF_SCHEMA = {
             'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
         }
     },
-    'required': [
-        'exchange',
-        'max_open_trades',
-        'stake_currency',
-        'stake_amount',
-        'dry_run',
-        'dry_run_wallet',
-        'bid_strategy',
-        'unfilledtimeout',
-        'stoploss',
-        'minimal_roi',
-    ]
 }
+
+SCHEMA_TRADE_REQUIRED = [
+    'exchange',
+    'max_open_trades',
+    'stake_currency',
+    'stake_amount',
+    'dry_run',
+    'dry_run_wallet',
+    'bid_strategy',
+    'unfilledtimeout',
+    'stoploss',
+    'minimal_roi',
+]
+
+SCHEMA_MINIMAL_REQUIRED = [
+    'exchange',
+    'dry_run',
+]
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index ee3d23131..531a88688 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -49,6 +49,7 @@ def test_load_config_missing_attributes(default_conf) -> None:
 
     conf = deepcopy(default_conf)
     conf.pop('stake_currency')
+    conf['runmode'] = RunMode.DRY_RUN
     with pytest.raises(ValidationError, match=r".*'stake_currency' is a required property.*"):
         validate_config_schema(conf)
 

From 20fc3b7978d036da11a56df2b8c81622854e2a6e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 10:41:10 +0100
Subject: [PATCH 0898/1495] validate config for utils too

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

diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 45520ecf7..9fe15aea6 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -12,7 +12,8 @@ from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade.configuration import (Configuration, TimeRange,
-                                     remove_credentials)
+                                     remove_credentials,
+                                     validate_config_consistency)
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
@@ -40,6 +41,7 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
 
     # Ensure we do not use Exchange credentials
     remove_credentials(config)
+    validate_config_consistency(config)
 
     return config
 

From 22fcf7b4dc64c82058e4eb1349422ac83199c043 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 10:47:37 +0100
Subject: [PATCH 0899/1495] Allow empty stake currency in certain cases

---
 freqtrade/configuration/config_validation.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 9afa39ca7..f7886eec2 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -48,6 +48,10 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
         conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
     else:
         conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
+        # Dynamically allow empty stake-currency
+        # Since the minimal config specifies this too.
+        # It's not allowed for Dry-run or live modes
+        conf_schema['properties']['stake_currency']['enum'] += ['']
 
     try:
         FreqtradeValidator(conf_schema).validate(conf)

From 9382b38c41509e51495d48248b968d58bdf1e6df Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 10:56:00 +0100
Subject: [PATCH 0900/1495] Fix mypy error

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

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index f7886eec2..6f56790f4 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -51,7 +51,7 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
         # Dynamically allow empty stake-currency
         # Since the minimal config specifies this too.
         # It's not allowed for Dry-run or live modes
-        conf_schema['properties']['stake_currency']['enum'] += ['']
+        conf_schema['properties']['stake_currency']['enum'] += ['']  # type: ignore
 
     try:
         FreqtradeValidator(conf_schema).validate(conf)

From 1b8943ac54fabbad046503efeac88f0425a6684a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 10:59:10 +0100
Subject: [PATCH 0901/1495] Add documentation for tradable_balance_ratio

---
 config_full.json.example | 1 +
 docs/configuration.md    | 7 +++++++
 freqtrade/constants.py   | 6 ++++++
 3 files changed, 14 insertions(+)

diff --git a/config_full.json.example b/config_full.json.example
index b9631f63d..4e692d371 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -2,6 +2,7 @@
     "max_open_trades": 3,
     "stake_currency": "BTC",
     "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "amount_reserve_percent" : 0.05,
     "dry_run": false,
diff --git a/docs/configuration.md b/docs/configuration.md
index 90f0aa791..1acd6162c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -43,6 +43,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
+| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. Only applies when `stake_amount="unlimited"`. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.0` and `1.0`.*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
@@ -144,6 +145,12 @@ To allow the bot to trade all the available `stake_currency` in your account set
 "stake_amount" : "unlimited",
 ```
 
+When using `stake_amount="unlimited"`, we recommend to also set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
+This will keep 1% of your account balance "untradable" in your account.
+
+!!! Note:
+    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available).
+
 In this case a trade amount is calculated as:
 
 ```python
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d7c6249d5..d5ba00cd5 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -73,6 +73,12 @@ CONF_SCHEMA = {
             'minimum': 0.0001,
             'pattern': UNLIMITED_STAKE_AMOUNT
         },
+        'tradable_balance_ratio': {
+            'type': ['number'],
+            'minimum': 0.1,
+            'maximum': 1,
+            'default': 0.99
+        },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},

From f15e5e9d5715c233d49adbe692dd38215e71a769 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 13:51:25 +0300
Subject: [PATCH 0902/1495] Add _notify_buy()

---
 freqtrade/freqtradebot.py | 42 +++++++++++++++++++++++++--------------
 1 file changed, 27 insertions(+), 15 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d5d918585..9570a80ef 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -400,8 +400,6 @@ class FreqtradeBot:
         :param pair: pair for which we want to create a LIMIT_BUY
         :return: None
         """
-        stake_currency = self.config['stake_currency']
-        fiat_currency = self.config.get('fiat_display_currency', None)
         time_in_force = self.strategy.order_time_in_force['buy']
 
         if price:
@@ -458,17 +456,6 @@ class FreqtradeBot:
             amount = order['amount']
             buy_limit_filled_price = order['price']
 
-        self.rpc.send_msg({
-            'type': RPCMessageType.BUY_NOTIFICATION,
-            'exchange': self.exchange.name.capitalize(),
-            'pair': pair,
-            'limit': buy_limit_filled_price,
-            'order_type': order_type,
-            'stake_amount': stake_amount,
-            'stake_currency': stake_currency,
-            'fiat_currency': fiat_currency
-        })
-
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
         trade = Trade(
@@ -486,6 +473,8 @@ class FreqtradeBot:
             ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
         )
 
+        self._notify_buy(trade, order_type)
+
         # Update fees if order is closed
         if order_status == 'closed':
             self.update_trade_state(trade, order)
@@ -498,6 +487,30 @@ class FreqtradeBot:
 
         return True
 
+    def _notify_buy(self, trade: Trade, order_type: str):
+        """
+        Sends rpc notification when a buy occured.
+        """
+        msg = {
+            'type': RPCMessageType.BUY_NOTIFICATION,
+            'exchange': self.exchange.name.capitalize(),
+            'pair': trade.pair,
+            'limit': trade.open_rate,
+            'order_type': order_type,
+            'stake_amount': trade.stake_amount,
+        }
+
+        if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
+            stake_currency = self.config['stake_currency']
+            fiat_currency = self.config['fiat_display_currency']
+            msg.update({
+                'stake_currency': stake_currency,
+                'fiat_currency': fiat_currency,
+            })
+
+        # Send the message
+        self.rpc.send_msg(msg)
+
 #
 # SELL / exit positions / close trades logic and methods
 #
@@ -952,10 +965,9 @@ class FreqtradeBot:
             'profit_percent': profit_percent,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
-            'close_date': trade.close_date or datetime.utcnow()
+            'close_date': trade.close_date or datetime.utcnow(),
         }
 
-        # For regular case, when the configuration exists
         if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
             stake_currency = self.config['stake_currency']
             fiat_currency = self.config['fiat_display_currency']

From 88efa4065bdcb222091d9594c2cb86a5a8b03461 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 13:56:16 +0300
Subject: [PATCH 0903/1495] Align the name of a variable to be same for buy and
 sell parts

---
 freqtrade/freqtradebot.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9570a80ef..5e6ffbfde 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -913,16 +913,16 @@ class FreqtradeBot:
             except InvalidOrderException:
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 
-        ordertype = self.strategy.order_types[sell_type]
+        order_type = self.strategy.order_types[sell_type]
         if sell_reason == SellType.EMERGENCY_SELL:
             # Emergencysells (default to market!)
-            ordertype = self.strategy.order_types.get("emergencysell", "market")
+            order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_sell_amount(trade.pair, trade.amount)
 
         # Execute sell and update trade record
         order = self.exchange.sell(pair=str(trade.pair),
-                                   ordertype=ordertype,
+                                   ordertype=order_type,
                                    amount=amount, rate=limit,
                                    time_in_force=self.strategy.order_time_in_force['sell']
                                    )
@@ -938,7 +938,7 @@ class FreqtradeBot:
         # Lock pair for one candle to prevent immediate rebuys
         self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
 
-        self._notify_sell(trade, ordertype)
+        self._notify_sell(trade, order_type)
 
     def _notify_sell(self, trade: Trade, order_type: str):
         """

From a47a25ca8889667bfec6cd948a2773b471cff87a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 2 Jan 2020 14:38:25 +0300
Subject: [PATCH 0904/1495] Refine passing msg params

---
 freqtrade/freqtradebot.py | 15 ++++-----------
 1 file changed, 4 insertions(+), 11 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5e6ffbfde..c18d9131f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -498,16 +498,10 @@ class FreqtradeBot:
             'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
+            'stake_currency': self.config['stake_currency'],
+            'fiat_currency': self.config.get('fiat_display_currency', None),
         }
 
-        if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
-            stake_currency = self.config['stake_currency']
-            fiat_currency = self.config['fiat_display_currency']
-            msg.update({
-                'stake_currency': stake_currency,
-                'fiat_currency': fiat_currency,
-            })
-
         # Send the message
         self.rpc.send_msg(msg)
 
@@ -966,13 +960,12 @@ class FreqtradeBot:
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
+            'stake_currency': self.config['stake_currency'],
         }
 
-        if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
-            stake_currency = self.config['stake_currency']
+        if 'fiat_display_currency' in self.config:
             fiat_currency = self.config['fiat_display_currency']
             msg.update({
-                'stake_currency': stake_currency,
                 'fiat_currency': fiat_currency,
             })
 

From 64db1f67365b128e8a9d9eb04893cbb5c5a8dd9c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 13:16:18 +0100
Subject: [PATCH 0905/1495] Prepare tests to valiate reduced full amount.

---
 tests/test_freqtradebot.py | 15 ++++++++++-----
 tests/test_integration.py  | 15 +++++++++++----
 2 files changed, 21 insertions(+), 9 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1c17ce735..dc17ddaaa 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -150,11 +150,14 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
         freqtrade.get_trade_stake_amount('ETH/BTC')
 
 
-def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
-                                                 limit_buy_order, fee, mocker) -> None:
+@pytest.mark.parametrize("balance_ratio,result1,result2", [
+                        (1, 0.005, 0.005),
+                        (0.99, 0.00495, 0.00495),
+                        ])
+def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
+                                                 result2, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    patch_wallet(mocker, free=default_conf['stake_amount'])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
@@ -164,20 +167,22 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
 
     conf = deepcopy(default_conf)
     conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
+    conf['dry_run_wallet'] = 0.01
     conf['max_open_trades'] = 2
+    conf['tradable_balance_ratio'] = balance_ratio
 
     freqtrade = FreqtradeBot(conf)
     patch_get_signal(freqtrade)
 
     # no open trades, order amount should be 'balance / max_open_trades'
     result = freqtrade.get_trade_stake_amount('ETH/BTC')
-    assert result == default_conf['stake_amount'] / conf['max_open_trades']
+    assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
     freqtrade.execute_buy('ETH/BTC', result)
 
     result = freqtrade.get_trade_stake_amount('LTC/BTC')
-    assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
+    assert result == result2
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 1108969ad..d1be961cf 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -1,10 +1,11 @@
-
 from unittest.mock import MagicMock
 
+import pytest
+
 from freqtrade.persistence import Trade
+from freqtrade.rpc.rpc import RPC
 from freqtrade.strategy.interface import SellCheckTuple, SellType
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
-from freqtrade.rpc.rpc import RPC
 
 
 def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
@@ -112,13 +113,19 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     assert not trade.is_open
 
 
-def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker) -> None:
+@pytest.mark.parametrize("balance_ratio,result1", [
+                        (1, 200),
+                        (0.99, 198),
+])
+def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker, balance_ratio,
+                                 result1) -> None:
     """
     Tests workflow
     """
     default_conf['max_open_trades'] = 5
     default_conf['forcebuy_enable'] = True
     default_conf['stake_amount'] = 'unlimited'
+    default_conf['tradable_balance_ratio'] = balance_ratio
     default_conf['dry_run_wallet'] = 1000
     default_conf['exchange']['name'] = 'binance'
     default_conf['telegram']['enabled'] = True
@@ -165,7 +172,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     assert len(trades) == 5
 
     for trade in trades:
-        assert trade.stake_amount == 200
+        assert trade.stake_amount == result1
         # Reset trade open order id's
         trade.open_order_id = None
     trades = Trade.get_open_trades()

From cba156dfff18d634440f1c4d7e46f95475f97f7f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 13:20:57 +0100
Subject: [PATCH 0906/1495] Add offset calculation for relative stake maximum
 limit

---
 freqtrade/freqtradebot.py | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d5d918585..6a6a14375 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -278,7 +278,15 @@ class FreqtradeBot:
         free_open_trades = self.get_free_open_trades()
         if not free_open_trades:
             return None
-        available_amount = self.wallets.get_free(self.config['stake_currency'])
+
+        val_tied_up = Trade.total_open_trades_stakes()
+
+        # Ensure 1% is used from the overall balance
+        # Otherwise we'd risk lowering stakes with each open trade.
+        # (tied up + current free) * ratio) - tied up
+        available_amount = ((val_tied_up + self.wallets.get_free(self.config['stake_currency'])) *
+                            self.config['tradable_balance_ratio']) - val_tied_up
+
         return available_amount / free_open_trades
 
     def _check_available_stake_amount(self, stake_amount: Optional[float]) -> Optional[float]:

From bfef3cf497425fad61f00382119938ea39357eb4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 13:37:35 +0100
Subject: [PATCH 0907/1495] Add additional test case for lower balance ratios

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index dc17ddaaa..9ca54d003 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -150,12 +150,13 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
         freqtrade.get_trade_stake_amount('ETH/BTC')
 
 
-@pytest.mark.parametrize("balance_ratio,result1,result2", [
-                        (1, 0.005, 0.005),
-                        (0.99, 0.00495, 0.00495),
+@pytest.mark.parametrize("balance_ratio,result1", [
+                        (1, 0.005),
+                        (0.99, 0.00495),
+                        (0.50, 0.0025),
                         ])
 def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
-                                                 result2, limit_buy_order, fee, mocker) -> None:
+                                                 limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -182,7 +183,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     freqtrade.execute_buy('ETH/BTC', result)
 
     result = freqtrade.get_trade_stake_amount('LTC/BTC')
-    assert result == result2
+    assert result == result1
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)

From 94afb7cb1dff0c8d0d92d785fd9aed5854b17a66 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 13:45:03 +0100
Subject: [PATCH 0908/1495] Improve integration test with a few additional
 tests

---
 tests/test_integration.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/tests/test_integration.py b/tests/test_integration.py
index d1be961cf..98bf1862b 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -120,7 +120,10 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
 def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker, balance_ratio,
                                  result1) -> None:
     """
-    Tests workflow
+    Tests workflow unlimited stake-amount
+    Buy 4 trades, forcebuy a 5th trade
+    Sell one trade, calculated stake amount should now be lower than before since
+    one trade was sold at a loss.
     """
     default_conf['max_open_trades'] = 5
     default_conf['forcebuy_enable'] = True
@@ -166,6 +169,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
 
     trades = Trade.query.all()
     assert len(trades) == 4
+    assert freqtrade.get_trade_stake_amount('XRP/BTC') == result1
+
     rpc._rpc_forcebuy('TKN/BTC', None)
 
     trades = Trade.query.all()
@@ -184,6 +189,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     trades = Trade.get_open_trades()
     # One trade sold
     assert len(trades) == 4
+    # stake-amount should now be reduced, since one trade was sold at a loss.
+    assert freqtrade.get_trade_stake_amount('XRP/BTC') < result1
     # Validate that balance of sold trade is not in dry-run balances anymore.
     bals2 = freqtrade.wallets.get_all_balances()
     assert bals != bals2

From 6e615998c07809a99f1a82598ec07f2d8925c645 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 13:52:35 +0100
Subject: [PATCH 0909/1495] Fix documentation typo

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 1acd6162c..594b79050 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -148,7 +148,7 @@ To allow the bot to trade all the available `stake_currency` in your account set
 When using `stake_amount="unlimited"`, we recommend to also set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
 This will keep 1% of your account balance "untradable" in your account.
 
-!!! Note:
+!!! Note
     This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available).
 
 In this case a trade amount is calculated as:

From c13c11cfa19050ee430dcd31ba95b951eb32918e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 14:41:28 +0100
Subject: [PATCH 0910/1495] Type does not need to be a list

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index d5ba00cd5..dd3c07e69 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -74,7 +74,7 @@ CONF_SCHEMA = {
             'pattern': UNLIMITED_STAKE_AMOUNT
         },
         'tradable_balance_ratio': {
-            'type': ['number'],
+            'type': 'number',
             'minimum': 0.1,
             'maximum': 1,
             'default': 0.99

From b48bf035f6758bedf5773ec9b1b1ed98ca3477ae Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 14:52:34 +0100
Subject: [PATCH 0911/1495] Add note about MacOS installation

---
 docs/installation.md | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/docs/installation.md b/docs/installation.md
index 27b7a94c5..f7dce8787 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -270,3 +270,19 @@ The easiest way is to download install Microsoft Visual Studio Community [here](
 
 Now you have an environment ready, the next step is
 [Bot Configuration](configuration.md).
+
+
+## Trouble shooting
+
+### MacOS installation error
+
+Newer versions of MacOS may have installation fail with errors like `error: command 'g++' failed with exit status 1`.
+
+This error will require an explicit installation of the SDK Headers, which are not installed by default in this version of MacOS.
+For MacOS 10.14, this can be accomplished with the below command.
+
+``` bash
+open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.14.pkg
+```
+
+If this file is inexistant, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.

From 90744ff5abe262ef4d0731d966c5d8ad74ade076 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 19:36:31 +0100
Subject: [PATCH 0912/1495] show percent instead of ratio (!)

---
 freqtrade/plot/plotting.py | 4 ++--
 tests/test_plotting.py     | 1 +
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index db4637ee5..e1989b249 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -120,8 +120,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
             )
         )
         # Create description for sell summarizing the trade
-        desc = trades.apply(lambda row: f"{round(row['profitperc'], 3)}%, {row['sell_reason']}, "
-                                        f"{row['duration']} min",
+        desc = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
+                                        f"{row['sell_reason']}, {row['duration']} min",
                             axis=1)
         trade_sells = go.Scatter(
             x=trades["close_time"],
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 9934d2493..271246517 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -119,6 +119,7 @@ def test_plot_trades(testdatadir, caplog):
     assert trade_sell.yaxis == 'y'
     assert len(trades) == len(trade_sell.x)
     assert trade_sell.marker.color == 'red'
+    assert trade_sell.text[0] == "4.0%, roi, 15 min"
 
 
 def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):

From 560aea876efa6aaaec65f7def6c58a9c4613d33a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 2 Jan 2020 20:20:29 +0100
Subject: [PATCH 0913/1495] Remove fiat_currency temporary variable

---
 freqtrade/freqtradebot.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c18d9131f..373055165 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -964,9 +964,8 @@ class FreqtradeBot:
         }
 
         if 'fiat_display_currency' in self.config:
-            fiat_currency = self.config['fiat_display_currency']
             msg.update({
-                'fiat_currency': fiat_currency,
+                'fiat_currency': self.config['fiat_display_currency'],
             })
 
         # Send the message

From da1fea6582790e99b3cd69688dd6dfb7c3b57e00 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 06:37:36 +0100
Subject: [PATCH 0914/1495] Minor correction to wording of MacOS Specific
 install doc

---
 docs/installation.md | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/docs/installation.md b/docs/installation.md
index f7dce8787..267d91c8d 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -271,14 +271,13 @@ The easiest way is to download install Microsoft Visual Studio Community [here](
 Now you have an environment ready, the next step is
 [Bot Configuration](configuration.md).
 
-
-## Trouble shooting
+## Troubleshooting
 
 ### MacOS installation error
 
-Newer versions of MacOS may have installation fail with errors like `error: command 'g++' failed with exit status 1`.
+Newer versions of MacOS may have installation failed with errors like `error: command 'g++' failed with exit status 1`.
 
-This error will require an explicit installation of the SDK Headers, which are not installed by default in this version of MacOS.
+This error will require explicit installation of the SDK Headers, which are not installed by default in this version of MacOS.
 For MacOS 10.14, this can be accomplished with the below command.
 
 ``` bash

From 11059e532bf444c42daca77e31405d9e9b44f9a6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 06:39:47 +0100
Subject: [PATCH 0915/1495] Fix missed default minimum in documentation

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 594b79050..2f7ef9f29 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -43,7 +43,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
-| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. Only applies when `stake_amount="unlimited"`. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.0` and `1.0`.*
+| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. Only applies when `stake_amount="unlimited"`. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*

From a8d56b28503f62cae1f729cf27955fc98b7b6f39 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 07:07:59 +0100
Subject: [PATCH 0916/1495] IMplement check for unlimited settings

verifying that either max_open_trades or stake_amount is set for
operations without edge
---
 freqtrade/configuration/config_validation.py | 12 ++++++++++++
 tests/test_configuration.py                  |  8 ++++++++
 2 files changed, 20 insertions(+)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 43eead46a..02dee2afe 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -67,12 +67,24 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     _validate_trailing_stoploss(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
+    _validate_unlimited_amount(conf)
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
     validate_config_schema(conf)
 
 
+def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
+    """
+    If edge is disabled, either max_open_trades or stake_amount need to be set.
+    :raise: OperationalException if config validation failed
+    """
+    if (not conf.get('edge', {}).get('enabled')
+       and conf.get('max_open_trades') == float('inf')
+       and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT):
+        raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
+
+
 def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
 
     if conf.get('stoploss') == 0.0:
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index ee3d23131..6c0035395 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -722,6 +722,14 @@ def test_validate_default_conf(default_conf) -> None:
     validate_config_schema(default_conf)
 
 
+def test_validate_max_open_trades(default_conf):
+    default_conf['max_open_trades'] = float('inf')
+    default_conf['stake_amount'] = 'unlimited'
+    with pytest.raises(OperationalException, match='`max_open_trades` and `stake_amount` '
+                                                   'cannot both be unlimited.'):
+        validate_config_consistency(default_conf)
+
+
 def test_validate_tsl(default_conf):
     default_conf['stoploss'] = 0.0
     with pytest.raises(OperationalException, match='The config stoploss needs to be different '

From 4ac1ac7ef5c227eee989219e420fe46163f95622 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 09:56:06 +0100
Subject: [PATCH 0917/1495] Warn about tradable balance being applied to the
 current amount of the balance

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 2f7ef9f29..4448f4548 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -157,6 +157,9 @@ In this case a trade amount is calculated as:
 currency_balance / (max_open_trades - current_open_trades)
 ```
 
+!!! Warning
+    `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
+
 !!! Note "When using Dry-Run Mode"
     When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
 

From 3c7981160c3407e8a5c0c5a8d02b5ec2d362d61d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 10:14:23 +0100
Subject: [PATCH 0918/1495] Extract `get_available_stake_amount`

---
 freqtrade/freqtradebot.py | 24 +++++++++++++++++-------
 1 file changed, 17 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6a6a14375..bdba74215 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -270,6 +270,22 @@ class FreqtradeBot:
 
         return self._check_available_stake_amount(stake_amount)
 
+    def _get_available_stake_amount(self) -> float:
+        """
+        Return the total currently available balance in stake currency,
+        respecting tradable_balance_ratio.
+        Calculated as
+         + free amount ) * tradable_balance_ratio - 
+        """
+        val_tied_up = Trade.total_open_trades_stakes()
+
+        # Ensure % is used from the overall balance
+        # Otherwise we'd risk lowering stakes with each open trade.
+        # (tied up + current free) * ratio) - tied up
+        available_amount = ((val_tied_up + self.wallets.get_free(self.config['stake_currency'])) *
+                            self.config['tradable_balance_ratio']) - val_tied_up
+        return available_amount
+
     def _calculate_unlimited_stake_amount(self) -> Optional[float]:
         """
         Calculate stake amount for "unlimited" stake amount
@@ -279,13 +295,7 @@ class FreqtradeBot:
         if not free_open_trades:
             return None
 
-        val_tied_up = Trade.total_open_trades_stakes()
-
-        # Ensure 1% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
-        available_amount = ((val_tied_up + self.wallets.get_free(self.config['stake_currency'])) *
-                            self.config['tradable_balance_ratio']) - val_tied_up
+        available_amount = self._get_available_stake_amount()
 
         return available_amount / free_open_trades
 

From 455838648da4dab24c1d5193764c880542faf406 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 10:41:10 +0100
Subject: [PATCH 0919/1495] Apply get_available_balance logic to regular
 trades, too

---
 freqtrade/freqtradebot.py  | 2 +-
 tests/test_freqtradebot.py | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bdba74215..aa47adfd4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -305,7 +305,7 @@ class FreqtradeBot:
         for the stake currency
         :return: float: Stake amount
         """
-        available_amount = self.wallets.get_free(self.config['stake_currency'])
+        available_amount = self._get_available_stake_amount()
 
         if stake_amount is not None and available_amount < stake_amount:
             raise DependencyException(
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9ca54d003..a2e6789ef 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3628,6 +3628,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     # Initialize to 2 times stake amount
     default_conf['dry_run_wallet'] = 0.002
     default_conf['max_open_trades'] = 2
+    default_conf['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -3649,5 +3650,5 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     n = bot.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
-                      r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)",
+                      r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)

From 6d01653bfec14900cd75fb0938a8c196f9ff8e20 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 10:41:34 +0100
Subject: [PATCH 0920/1495] Adapt test to test more cases with reduced
 tradable_balance

---
 tests/test_freqtradebot.py | 15 ++++++++++-----
 1 file changed, 10 insertions(+), 5 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a2e6789ef..c8b627ca4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -641,11 +641,15 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
 
 
 @pytest.mark.parametrize("max_open", range(0, 5))
-def test_create_trades_multiple_trades(default_conf, ticker,
-                                       fee, mocker, max_open) -> None:
+@pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
+def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker,
+                                       max_open, tradable_balance_ratio, modifier) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf['max_open_trades'] = max_open
+    default_conf['tradable_balance_ratio'] = tradable_balance_ratio
+    default_conf['dry_run_wallet'] = 0.001 * max_open
+
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
@@ -656,10 +660,11 @@ def test_create_trades_multiple_trades(default_conf, ticker,
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
-    assert n == max_open
-
     trades = Trade.get_open_trades()
-    assert len(trades) == max_open
+    # Expected trades should be max_open * a modified value
+    # depending on the configured tradable_balance
+    assert n == max(int(max_open * modifier), 0)
+    assert len(trades) == max(int(max_open * modifier), 0)
 
 
 def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:

From f3beaa3374eae8300b5f845cb68dca4e16b1f9a8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 10:58:31 +0100
Subject: [PATCH 0921/1495] Deprecate capital_available_percentage

---
 config.json.example                            |  1 -
 config_binance.json.example                    |  1 -
 config_full.json.example                       |  1 -
 config_kraken.json.example                     |  1 -
 docs/configuration.md                          |  2 +-
 docs/edge.md                                   |  2 +-
 freqtrade/configuration/deprecated_settings.py | 10 ++++++++++
 freqtrade/constants.py                         |  2 +-
 freqtrade/edge/__init__.py                     |  4 +++-
 tests/conftest.py                              |  2 +-
 tests/test_configuration.py                    | 10 ++++++++++
 11 files changed, 27 insertions(+), 9 deletions(-)

diff --git a/config.json.example b/config.json.example
index a2add358f..d46582d2b 100644
--- a/config.json.example
+++ b/config.json.example
@@ -59,7 +59,6 @@
         "enabled": false,
         "process_throttle_secs": 3600,
         "calculate_since_number_of_days": 7,
-        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
diff --git a/config_binance.json.example b/config_binance.json.example
index 8dc6f5c3a..11c309053 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -64,7 +64,6 @@
         "enabled": false,
         "process_throttle_secs": 3600,
         "calculate_since_number_of_days": 7,
-        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
diff --git a/config_full.json.example b/config_full.json.example
index 4e692d371..981fc5209 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -97,7 +97,6 @@
         "enabled": false,
         "process_throttle_secs": 3600,
         "calculate_since_number_of_days": 7,
-        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 401ee7c9f..3cac29cef 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -70,7 +70,6 @@
         "enabled": false,
         "process_throttle_secs": 3600,
         "calculate_since_number_of_days": 7,
-        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
diff --git a/docs/configuration.md b/docs/configuration.md
index 4448f4548..d0450f5c9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -43,7 +43,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
-| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. Only applies when `stake_amount="unlimited"`. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
+| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
diff --git a/docs/edge.md b/docs/edge.md
index e7909594e..95f3de42e 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -148,7 +148,7 @@ Edge module has following configuration options:
 | `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
 | `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       ***Datatype:*** *Integer*
 | `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7`.* 
       ***Datatype:*** *Integer*
-| `capital_available_percentage` | This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
+| `capital_available_percentage` | **DEPRECATED - replaced with `tradable_balance_ratio`** This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
 | `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       ***Datatype:*** *Float*
 | `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       ***Datatype:*** *Float*
 | `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       ***Datatype:*** *Float*
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 260aae419..a104bf6e3 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -80,3 +80,13 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             f"Using precision_filter setting is deprecated and has been replaced by"
             "PrecisionFilter. Please refer to the docs on configuration details")
         config['pairlists'].append({'method': 'PrecisionFilter'})
+
+    if (config.get('edge', {}.get('enabled', False))
+       and config.get('edge', {}).get('capital_available_percentage')):
+        logger.warning(
+            "DEPRECATED: "
+            "Using 'edge.capital_available_percentage' has been deprecated in favor of "
+            "'tradable_balance_ratio'. Please migrate your configuration to "
+            "'tradable_balance_ratio' and remove 'capital_available_percentage' "
+            "from the edge configuration."
+        )
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index dd3c07e69..7dd75c438 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -272,7 +272,7 @@ CONF_SCHEMA = {
                 'max_trade_duration_minute': {'type': 'integer'},
                 'remove_pumps': {'type': 'boolean'}
             },
-            'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
+            'required': ['process_throttle_secs', 'allowed_risk']
         }
     },
     'required': [
diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 19d65d9d7..15883357b 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -57,7 +57,9 @@ class Edge:
         if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT:
             raise OperationalException('Edge works only with unlimited stake amount')
 
-        self._capital_percentage: float = self.edge_config.get('capital_available_percentage')
+        # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
+        self._capital_percentage: float = self.edge_config.get(
+            'capital_available_percentage', self.config['tradable_balance_ratio'])
         self._allowed_risk: float = self.edge_config.get('allowed_risk')
         self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
         self._last_updated: int = 0  # Timestamp of pairs last updated time
diff --git a/tests/conftest.py b/tests/conftest.py
index 501f89fff..7bb4cf4c9 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1317,12 +1317,12 @@ def buy_order_fee():
 def edge_conf(default_conf):
     conf = deepcopy(default_conf)
     conf['max_open_trades'] = -1
+    conf['tradable_balance_ratio'] = 0.5
     conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
     conf['edge'] = {
         "enabled": True,
         "process_throttle_secs": 1800,
         "calculate_since_number_of_days": 14,
-        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 6c0035395..3e7b51c0e 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1036,6 +1036,16 @@ def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog):
     assert log_has_re(r'DEPRECATED.*in pairlist is deprecated and must be moved*', caplog)
 
 
+def test_process_deprecated_setting_edge(mocker, edge_conf, caplog):
+    patched_configuration_load_config_file(mocker, edge_conf)
+    edge_conf.update({'edge': {
+        'capital_available_percentage': 0.5,
+    }})
+
+    process_temporary_deprecated_settings(edge_conf)
+    assert log_has_re(r"DEPRECATED.*Using 'edge.capital_available_percentage'*", caplog)
+
+
 def test_check_conflicting_settings(mocker, default_conf, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
 

From 0dd274917f820e6fc4892503ea7b09a4f5f42b7d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 11:16:59 +0100
Subject: [PATCH 0922/1495] Update documentation regarding configuration of
 stake_amount

---
 docs/configuration.md | 56 +++++++++++++++++++++++++++++--------------
 1 file changed, 38 insertions(+), 18 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index d0450f5c9..e9756e8ac 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,10 +40,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).
       ***Datatype:*** *Positive integer or -1.*
+| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       ***Datatype:*** *Positive integer or -1.*
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
-| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#understand-stake_amount). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
+| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
@@ -130,26 +130,39 @@ Values set in the configuration file always overwrite values set in the strategy
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
 
-### Understand stake_amount
+### Configuring amount per trade
 
-The `stake_amount` configuration parameter is an amount of crypto-currency your bot will use for each trade.
+There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
 
-The minimal configuration value is 0.0001. Please check your exchange's trading minimums to avoid problems.
+#### Available balance
+
+By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
+Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.
+
+You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
+
+For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance.
+
+!!! Warning
+    `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
+
+#### Static Stake amount
+
+The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
+
+The minimal configuration value is 0.0001, however, please check your exchange's trading minimums for the stake currency you're using to avoid problems.
 
 This setting works in combination with `max_open_trades`. The maximum capital engaged in trades is `stake_amount * max_open_trades`.
 For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
 
-To allow the bot to trade all the available `stake_currency` in your account set
-
-```json
-"stake_amount" : "unlimited",
-```
-
-When using `stake_amount="unlimited"`, we recommend to also set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
-This will keep 1% of your account balance "untradable" in your account.
-
 !!! Note
-    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available).
+    This setting respects the [available balance configuration](#available-balance).
+
+#### Dynamic stake amount
+
+Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the amount of allowed trades (`max_open_trades`).
+
+To configure this, set `stake_amount="unlimited"`. We also recommend to set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
 
 In this case a trade amount is calculated as:
 
@@ -157,8 +170,15 @@ In this case a trade amount is calculated as:
 currency_balance / (max_open_trades - current_open_trades)
 ```
 
-!!! Warning
-    `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
+To allow the bot to trade all the available `stake_currency` in your account (minus `tradable_balance_ratio`) set
+
+```json
+"stake_amount" : "unlimited",
+"tradable_balance_ratio": 0.99,
+```
+
+!!! Note
+    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available).
 
 !!! Note "When using Dry-Run Mode"
     When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.

From 55041878ae7da0758a8e58d2c1add3139e54fcbb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 11:20:08 +0100
Subject: [PATCH 0923/1495] Update Backtesting fee documentation

---
 docs/backtesting.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index ac7c8e11a..c2359b370 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -79,12 +79,14 @@ Please also read about the [strategy startup period](strategy-customization.md#s
 
 Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.
 To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting.
-This fee must be a percentage, and will be applied twice (once for trade entry, and once for trade exit).
+This fee must be a ratio, and will be applied twice (once for trade entry, and once for trade exit).
 
 ```bash
 freqtrade backtesting --fee 0.001
 ```
 
+!!! Note
+    Only supply this parameter if you want to experiment with different fee values. By default, Backtesting fetches the exchange's default fee from the exchange.
 
 #### Running backtest with smaller testset by using timerange
 

From 71dd0386640e675771881395e19163ce1131df41 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 11:23:06 +0100
Subject: [PATCH 0924/1495] add tradable_balance_ratio to to all config samples

---
 config.json.example         | 1 +
 config_binance.json.example | 1 +
 config_kraken.json.example  | 1 +
 3 files changed, 3 insertions(+)

diff --git a/config.json.example b/config.json.example
index d46582d2b..8b85e71eb 100644
--- a/config.json.example
+++ b/config.json.example
@@ -2,6 +2,7 @@
     "max_open_trades": 3,
     "stake_currency": "BTC",
     "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "ticker_interval" : "5m",
     "dry_run": false,
diff --git a/config_binance.json.example b/config_binance.json.example
index 11c309053..0521a3a35 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -2,6 +2,7 @@
     "max_open_trades": 3,
     "stake_currency": "BTC",
     "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "ticker_interval" : "5m",
     "dry_run": true,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 3cac29cef..a527b569d 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -2,6 +2,7 @@
     "max_open_trades": 5,
     "stake_currency": "EUR",
     "stake_amount": 10,
+    "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "EUR",
     "ticker_interval" : "5m",
     "dry_run": true,

From 7e7c82cf4a80cd7d70a3a0317cf7158cefd9c6f5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 11:34:17 +0100
Subject: [PATCH 0925/1495] Small adjustments to relative_stake PR

---
 docs/configuration.md                          | 2 +-
 docs/edge.md                                   | 2 +-
 freqtrade/configuration/deprecated_settings.py | 4 ++--
 tests/test_configuration.py                    | 1 +
 4 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e9756e8ac..3b8760366 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -146,7 +146,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 !!! Warning
     `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
 
-#### Static Stake amount
+#### Static stake amount
 
 The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
 
diff --git a/docs/edge.md b/docs/edge.md
index 95f3de42e..dcefe7451 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -148,7 +148,7 @@ Edge module has following configuration options:
 | `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
 | `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       ***Datatype:*** *Integer*
 | `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7`.* 
       ***Datatype:*** *Integer*
-| `capital_available_percentage` | **DEPRECATED - replaced with `tradable_balance_ratio`** This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
+| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
 | `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       ***Datatype:*** *Float*
 | `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       ***Datatype:*** *Float*
 | `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       ***Datatype:*** *Float*
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index a104bf6e3..78d8218d4 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -81,8 +81,8 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             "PrecisionFilter. Please refer to the docs on configuration details")
         config['pairlists'].append({'method': 'PrecisionFilter'})
 
-    if (config.get('edge', {}.get('enabled', False))
-       and config.get('edge', {}).get('capital_available_percentage')):
+    if (config.get('edge', {}).get('enabled', False)
+       and 'capital_available_percentage' in config.get('edge', {})):
         logger.warning(
             "DEPRECATED: "
             "Using 'edge.capital_available_percentage' has been deprecated in favor of "
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 3e7b51c0e..a489875d9 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1039,6 +1039,7 @@ def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog):
 def test_process_deprecated_setting_edge(mocker, edge_conf, caplog):
     patched_configuration_load_config_file(mocker, edge_conf)
     edge_conf.update({'edge': {
+        'enabled': True,
         'capital_available_percentage': 0.5,
     }})
 

From e1f89e3ad34187caf0385a841f13ec1c710fbd17 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 20:11:58 +0100
Subject: [PATCH 0926/1495] Reword Note in backtesting fee docs

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

diff --git a/docs/backtesting.md b/docs/backtesting.md
index c2359b370..45759e2aa 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -86,7 +86,7 @@ freqtrade backtesting --fee 0.001
 ```
 
 !!! Note
-    Only supply this parameter if you want to experiment with different fee values. By default, Backtesting fetches the exchange's default fee from the exchange.
+    Only supply this option (or the corresponding configuration parameter) if you want to experiment with different fee values. By default, Backtesting fetches the default fee from the exchange pair/market info.
 
 #### Running backtest with smaller testset by using timerange
 

From 24aa596e3c956df3e3b8967e0334246574f8e434 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 4 Jan 2020 01:08:37 +0300
Subject: [PATCH 0927/1495] Minor: Refine fee example in the docs

Taken from https://github.com/freqtrade/freqtrade/issues/2738#issuecomment-570687230. slightly reworded.
---
 docs/backtesting.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 45759e2aa..41428085d 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -78,9 +78,11 @@ Please also read about the [strategy startup period](strategy-customization.md#s
 #### Supplying custom fee value
 
 Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.
-To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting.
+To account for this in backtesting, you can use the `--fee` command line option to supply this value to backtesting.
 This fee must be a ratio, and will be applied twice (once for trade entry, and once for trade exit).
 
+For example, if the buying and selling commission fee is 0.1% (i.e., 0.001 written as ratio), then you would run backtesting as the following:
+
 ```bash
 freqtrade backtesting --fee 0.001
 ```

From 84ef588163e95adaa3359200ddaa3a7ef64d0b8c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 13:27:22 +0100
Subject: [PATCH 0928/1495] support dicts as indicators

---
 freqtrade/plot/plotting.py | 66 +++++++++++++++++++++++++++++++++-----
 1 file changed, 58 insertions(+), 8 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index e1989b249..2bf4afcfb 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Union
 
 import pandas as pd
 from freqtrade.configuration import TimeRange
@@ -13,6 +13,8 @@ from freqtrade.resolvers import StrategyResolver
 logger = logging.getLogger(__name__)
 
 
+IndicatorType = Union[List[str], Dict[str, Dict]]
+
 try:
     from plotly.subplots import make_subplots
     from plotly.offline import plot
@@ -54,9 +56,9 @@ def init_plotscript(config):
             }
 
 
-def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
+def _add_indicators_list(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
     """
-    Generator all the indicator selected by the user for a specific row
+    Generate all the indicator selected by the user for a specific row
     :param fig: Plot figure to append to
     :param row: row number for this plot
     :param indicators: List of indicators present in the dataframe
@@ -81,6 +83,51 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_
     return fig
 
 
+def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
+                         data: pd.DataFrame) -> make_subplots:
+    """
+    Generate all the indicators selected by the user for a specific row, based on the configuration
+    :param fig: Plot figure to append to
+    :param row: row number for this plot
+    :param indicators: Dict of Indicators with configuration options.
+                       Dict key must correspond to dataframe column.
+    :param data: candlestick DataFrame
+    """
+    for indicator, conf in indicators.items():
+        print(conf)
+        if indicator in data:
+            scatter = go.Scatter(
+                x=data['date'],
+                y=data[indicator].values,
+                mode='lines',
+                name=indicator
+            )
+            fig.add_trace(scatter, row, 1)
+        else:
+            logger.info(
+                'Indicator "%s" ignored. Reason: This indicator is not found '
+                'in your strategy.',
+                indicator
+            )
+
+    return fig
+
+
+def add_indicators(fig, row, indicators: IndicatorType, data: pd.DataFrame) -> make_subplots:
+    """
+    Generate all the indicator selected by the user for a specific row
+    :param fig: Plot figure to append to
+    :param row: row number for this plot
+    :param indicators: List of indicators present in the dataframe, Or Dict of Indicators
+                       with configuration options. Dict key must correspond to dataframe column.
+    :param data: candlestick DataFrame
+    """
+    if isinstance(indicators, list):
+        _add_indicators_list(fig, row, indicators, data)
+    else:
+        _add_indicators_dict(fig, row, indicators, data)
+
+
 def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
     Add profit-plot
@@ -144,8 +191,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
 
 
 def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
-                               indicators1: List[str] = [],
-                               indicators2: List[str] = [],) -> go.Figure:
+                               indicators1: IndicatorType = [],
+                               indicators2: IndicatorType = [],) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB
     Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
@@ -254,7 +301,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         name='Volume',
         marker_color='DarkSlateGrey',
         marker_line_color='DarkSlateGrey'
-        )
+    )
     fig.add_trace(volume, 2, 1)
 
     # Add indicators to separate row
@@ -355,12 +402,15 @@ def load_and_plot_trades(config: Dict[str, Any]):
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)
 
+        indicators1 = config["indicators1"]
+        indicators2 = config["indicators2"]
+
         fig = generate_candlestick_graph(
             pair=pair,
             data=dataframe,
             trades=trades_pair,
-            indicators1=config["indicators1"],
-            indicators2=config["indicators2"],
+            indicators1=indicators1,
+            indicators2=indicators2,
         )
 
         store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),

From 5d5074ac9c1af08034f283c39244a4e50b8652da Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 3 Jan 2020 20:10:22 +0100
Subject: [PATCH 0929/1495] Implement first working version of plot_config

---
 freqtrade/plot/plotting.py | 30 ++++++++++++++++++++++--------
 1 file changed, 22 insertions(+), 8 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 2bf4afcfb..cb5806f75 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -96,11 +96,15 @@ def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
     for indicator, conf in indicators.items():
         print(conf)
         if indicator in data:
+            kwargs = {'x': data['date'],
+                      'y': data[indicator].values,
+                      'mode': 'lines',
+                      'name': indicator
+                      }
+            if 'color' in conf:
+                kwargs.update({'line': {'color': conf['color']}})
             scatter = go.Scatter(
-                x=data['date'],
-                y=data[indicator].values,
-                mode='lines',
-                name=indicator
+                **kwargs
             )
             fig.add_trace(scatter, row, 1)
         else:
@@ -123,9 +127,9 @@ def add_indicators(fig, row, indicators: IndicatorType, data: pd.DataFrame) -> m
     :param data: candlestick DataFrame
     """
     if isinstance(indicators, list):
-        _add_indicators_list(fig, row, indicators, data)
+        return _add_indicators_list(fig, row, indicators, data)
     else:
-        _add_indicators_dict(fig, row, indicators, data)
+        return _add_indicators_dict(fig, row, indicators, data)
 
 
 def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
@@ -376,6 +380,17 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     logger.info(f"Stored plot as {_filename}")
 
 
+def _get_plot_indicators(config, strategy):
+
+    if hasattr(strategy, 'plot_config'):
+        indicators1 = strategy.plot_config['main_plot']
+        indicators2 = strategy.plot_config['subplots']
+    else:
+        indicators1 = config.get("indicators1")
+        indicators2 = config.get("indicators2")
+    return indicators1, indicators2
+
+
 def load_and_plot_trades(config: Dict[str, Any]):
     """
     From configuration provided
@@ -402,8 +417,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)
 
-        indicators1 = config["indicators1"]
-        indicators2 = config["indicators2"]
+        indicators1, indicators2 = _get_plot_indicators(config, strategy)
 
         fig = generate_candlestick_graph(
             pair=pair,

From 5853b9904c2cefa163d6c6d3b8536b5170b74ad3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 11:13:45 +0100
Subject: [PATCH 0930/1495] make Plot_config the default approach

---
 freqtrade/plot/plotting.py | 128 ++++++++++++++++---------------------
 1 file changed, 56 insertions(+), 72 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index cb5806f75..c11776fab 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -56,35 +56,7 @@ def init_plotscript(config):
             }
 
 
-def _add_indicators_list(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
-    """
-    Generate all the indicator selected by the user for a specific row
-    :param fig: Plot figure to append to
-    :param row: row number for this plot
-    :param indicators: List of indicators present in the dataframe
-    :param data: candlestick DataFrame
-    """
-    for indicator in indicators:
-        if indicator in data:
-            scatter = go.Scatter(
-                x=data['date'],
-                y=data[indicator].values,
-                mode='lines',
-                name=indicator
-            )
-            fig.add_trace(scatter, row, 1)
-        else:
-            logger.info(
-                'Indicator "%s" ignored. Reason: This indicator is not found '
-                'in your strategy.',
-                indicator
-            )
-
-    return fig
-
-
-def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
-                         data: pd.DataFrame) -> make_subplots:
+def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) -> make_subplots:
     """
     Generate all the indicators selected by the user for a specific row, based on the configuration
     :param fig: Plot figure to append to
@@ -94,7 +66,7 @@ def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
     :param data: candlestick DataFrame
     """
     for indicator, conf in indicators.items():
-        print(conf)
+        logger.debug(f"indicator {indicator} with config {conf}")
         if indicator in data:
             kwargs = {'x': data['date'],
                       'y': data[indicator].values,
@@ -117,21 +89,6 @@ def _add_indicators_dict(fig, row, indicators: Dict[str, Dict],
     return fig
 
 
-def add_indicators(fig, row, indicators: IndicatorType, data: pd.DataFrame) -> make_subplots:
-    """
-    Generate all the indicator selected by the user for a specific row
-    :param fig: Plot figure to append to
-    :param row: row number for this plot
-    :param indicators: List of indicators present in the dataframe, Or Dict of Indicators
-                       with configuration options. Dict key must correspond to dataframe column.
-    :param data: candlestick DataFrame
-    """
-    if isinstance(indicators, list):
-        return _add_indicators_list(fig, row, indicators, data)
-    else:
-        return _add_indicators_dict(fig, row, indicators, data)
-
-
 def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
     Add profit-plot
@@ -194,9 +151,39 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     return fig
 
 
-def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
-                               indicators1: IndicatorType = [],
-                               indicators2: IndicatorType = [],) -> go.Figure:
+def create_plotconfig(indicators1: List[str], indicators2: List[str], plot_config: Dict[str, Dict]) -> Dict[str, Dict]:
+    """
+    Combines indicators 1 and indicators 2 into plot_config if necessary
+    :param indicators1: List containing Main plot indicators
+    :param indicators2: List containing Sub plot indicators
+    :param plot_config: Dict of Dicts containing advanced plot configuration
+    :return: plot_config - eventually with indicators 1 and 2
+    """
+
+    if not plot_config:
+        # If no indicators and no plot-config given, use defaults.
+        if not indicators1:
+            indicators1 = ['sma', 'ema3', 'ema5']
+        if not indicators2:
+            indicators1 = ['macd', 'macdsignal']
+
+        # Create subplot configuration if plot_config is not available.
+        plot_config = {
+            'main_plot': {ind: {} for ind in indicators1},
+            'subplots': {'Other': {ind: {} for ind in indicators2}},
+        }
+    if 'main_plot' not in plot_config:
+        plot_config['main_plot'] = {}
+
+    if 'subplots' not in plot_config:
+        plot_config['subplots'] = {}
+
+
+def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
+                               indicators1: List[str] = [],
+                               indicators2: List[str] = [],
+                               plot_config: Dict[str, Dict] = {},
+                               ) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB
     Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
@@ -205,21 +192,26 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     :param trades: All trades created
     :param indicators1: List containing Main plot indicators
     :param indicators2: List containing Sub plot indicators
-    :return: None
+    :param plot_config: Dict of Dicts containing advanced plot configuration
+    :return: Plotly figure
     """
+    plot_config = create_plotconfig(indicators1, indicators2)
 
+    rows = 2 + len(plot_config['subplots'])
+    row_widths = [1 for _ in plot_config['subplots']]
     # Define the graph
     fig = make_subplots(
-        rows=3,
+        rows=rows,
         cols=1,
         shared_xaxes=True,
-        row_width=[1, 1, 4],
+        row_width=row_widths + [1, 4],
         vertical_spacing=0.0001,
     )
     fig['layout'].update(title=pair)
     fig['layout']['yaxis1'].update(title='Price')
     fig['layout']['yaxis2'].update(title='Volume')
-    fig['layout']['yaxis3'].update(title='Other')
+    for i, name in enumerate(plot_config['subplots']):
+        fig['layout'][f'yaxis{3 + i}'].update(title=name)
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
 
     # Common information
@@ -289,12 +281,13 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         )
         fig.add_trace(bb_lower, 1, 1)
         fig.add_trace(bb_upper, 1, 1)
-        if 'bb_upperband' in indicators1 and 'bb_lowerband' in indicators1:
-            indicators1.remove('bb_upperband')
-            indicators1.remove('bb_lowerband')
+        if ('bb_upperband' in plot_config['main_plot']
+           and 'bb_lowerband' in plot_config['main_plot']):
+            del plot_config['main_plot']['bb_upperband']
+            del plot_config['main_plot']['bb_lowerband']
 
     # Add indicators to main plot
-    fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
+    fig = add_indicators(fig=fig, row=1, indicators=plot_config['main_plot'], data=data)
 
     fig = plot_trades(fig, trades)
 
@@ -309,7 +302,10 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     fig.add_trace(volume, 2, 1)
 
     # Add indicators to separate row
-    fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
+    for i, name in enumerate(plot_config['subplots']):
+        fig = add_indicators(fig=fig, row=3 + i,
+                             indicators=plot_config['subplots'][name],
+                             data=data)
 
     return fig
 
@@ -380,17 +376,6 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     logger.info(f"Stored plot as {_filename}")
 
 
-def _get_plot_indicators(config, strategy):
-
-    if hasattr(strategy, 'plot_config'):
-        indicators1 = strategy.plot_config['main_plot']
-        indicators2 = strategy.plot_config['subplots']
-    else:
-        indicators1 = config.get("indicators1")
-        indicators2 = config.get("indicators2")
-    return indicators1, indicators2
-
-
 def load_and_plot_trades(config: Dict[str, Any]):
     """
     From configuration provided
@@ -417,14 +402,13 @@ def load_and_plot_trades(config: Dict[str, Any]):
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)
 
-        indicators1, indicators2 = _get_plot_indicators(config, strategy)
-
         fig = generate_candlestick_graph(
             pair=pair,
             data=dataframe,
             trades=trades_pair,
-            indicators1=indicators1,
-            indicators2=indicators2,
+            indicators1=config["indicators1"],
+            indicators2=config["indicators2"],
+            plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
         )
 
         store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),

From f04873b0b06df81bed51dfd59fb7db1e29422f55 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 11:14:00 +0100
Subject: [PATCH 0931/1495] Add plot_config to interface

---
 freqtrade/configuration/cli_options.py | 6 ++----
 freqtrade/strategy/interface.py        | 2 ++
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index 4b6429f20..1807cd591 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -363,15 +363,13 @@ AVAILABLE_CLI_OPTIONS = {
     "indicators1": Arg(
         '--indicators1',
         help='Set indicators from your strategy you want in the first row of the graph. '
-        'Space-separated list. Example: `ema3 ema5`. Default: `%(default)s`.',
-        default=['sma', 'ema3', 'ema5'],
+        "Space-separated list. Example: `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.",
         nargs='+',
     ),
     "indicators2": Arg(
         '--indicators2',
         help='Set indicators from your strategy you want in the third row of the graph. '
-        'Space-separated list. Example: `fastd fastk`. Default: `%(default)s`.',
-        default=['macd', 'macdsignal'],
+        "Space-separated list. Example: `fastd fastk`. Default: `['macd', 'macdsignal']`.",
         nargs='+',
     ),
     "plot_limit": Arg(
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 4f2e990d2..a2dee7837 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -112,6 +112,8 @@ class IStrategy(ABC):
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
 
+    plot_config: Dict
+
     def __init__(self, config: dict) -> None:
         self.config = config
         # Dict to determine if analysis is necessary

From 4628024de6e9d7c35977b9d2459651560fe75111 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 11:18:51 +0100
Subject: [PATCH 0932/1495] Adapt tests to new add_indicator methodology

---
 freqtrade/plot/plotting.py | 3 ++-
 tests/test_plotting.py     | 7 ++++---
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index c11776fab..a79ec6b87 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -177,6 +177,7 @@ def create_plotconfig(indicators1: List[str], indicators2: List[str], plot_confi
 
     if 'subplots' not in plot_config:
         plot_config['subplots'] = {}
+    return plot_config
 
 
 def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None, *,
@@ -195,7 +196,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     :param plot_config: Dict of Dicts containing advanced plot configuration
     :return: Plotly figure
     """
-    plot_config = create_plotconfig(indicators1, indicators2)
+    plot_config = create_plotconfig(indicators1, indicators2, plot_config)
 
     rows = 2 + len(plot_config['subplots'])
     row_widths = [1 for _ in plot_config['subplots']]
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 271246517..048f9d60c 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -66,8 +66,8 @@ def test_add_indicators(default_conf, testdatadir, caplog):
 
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
-    indicators1 = ["ema10"]
-    indicators2 = ["macd"]
+    indicators1 = {"ema10": {}}
+    indicators2 = {"macd": {"color": "red"}}
 
     # Generate buy/sell signals and indicators
     strat = DefaultStrategy(default_conf)
@@ -86,9 +86,10 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     macd = find_trace_in_fig_data(figure.data, "macd")
     assert isinstance(macd, go.Scatter)
     assert macd.yaxis == "y3"
+    assert macd.line.color == "red"
 
     # No indicator found
-    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
+    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators={'no_indicator': {}}, data=data)
     assert fig == fig3
     assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
 

From b5a806dec766301632dd4ccad169cba598f3bbd1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 11:30:21 +0100
Subject: [PATCH 0933/1495] Fix typo and add tests for create_plotconfig

---
 freqtrade/plot/plotting.py |  2 +-
 tests/test_plotting.py     | 24 ++++++++++++++++++++++++
 2 files changed, 25 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index a79ec6b87..1c8ad552f 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -165,7 +165,7 @@ def create_plotconfig(indicators1: List[str], indicators2: List[str], plot_confi
         if not indicators1:
             indicators1 = ['sma', 'ema3', 'ema5']
         if not indicators2:
-            indicators1 = ['macd', 'macdsignal']
+            indicators2 = ['macd', 'macdsignal']
 
         # Create subplot configuration if plot_config is not available.
         plot_config = {
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 048f9d60c..908c90a0a 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -13,6 +13,7 @@ from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 from freqtrade.plot.plotting import (add_indicators, add_profit,
+                                     create_plotconfig,
                                      generate_candlestick_graph,
                                      generate_plot_filename,
                                      generate_profit_graph, init_plotscript,
@@ -372,3 +373,26 @@ def test_plot_profit(default_conf, mocker, testdatadir, caplog):
 
     assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
     assert store_mock.call_args_list[0][1]['auto_open'] is True
+
+
+@pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
+    ([], [], {},
+     {'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
+      'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
+    (['sma', 'ema3'], ['macd'], {},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
+     ),
+    ([], [], {'main_plot': {'sma': {}}},
+     {'main_plot': {'sma': {}}, 'subplots': {}}),
+    ([], [], {'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
+])
+def test_create_plotconfig(ind1, ind2, plot_conf, exp):
+
+    res = create_plotconfig(ind1, ind2, plot_conf)
+    assert 'main_plot' in res
+    assert 'subplots' in res
+    assert isinstance(res['main_plot'], dict)
+    assert isinstance(res['subplots'], dict)
+
+    assert res == exp

From bdda62039752c967ae51e3717958bb282f825c18 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 12:54:58 +0100
Subject: [PATCH 0934/1495] add plot_config to startegy interface properly

---
 freqtrade/plot/plotting.py      | 7 +++----
 freqtrade/strategy/interface.py | 3 ++-
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 1c8ad552f..39629fe21 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Any, Dict, List, Union
+from typing import Any, Dict, List
 
 import pandas as pd
 from freqtrade.configuration import TimeRange
@@ -13,8 +13,6 @@ from freqtrade.resolvers import StrategyResolver
 logger = logging.getLogger(__name__)
 
 
-IndicatorType = Union[List[str], Dict[str, Dict]]
-
 try:
     from plotly.subplots import make_subplots
     from plotly.offline import plot
@@ -151,7 +149,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     return fig
 
 
-def create_plotconfig(indicators1: List[str], indicators2: List[str], plot_config: Dict[str, Dict]) -> Dict[str, Dict]:
+def create_plotconfig(indicators1: List[str], indicators2: List[str],
+                      plot_config: Dict[str, Dict]) -> Dict[str, Dict]:
     """
     Combines indicators 1 and indicators 2 into plot_config if necessary
     :param indicators1: List containing Main plot indicators
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a2dee7837..7bd6a9ac5 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -112,7 +112,8 @@ class IStrategy(ABC):
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
 
-    plot_config: Dict
+    # Definition of plot_config. See plotting documentation for more details.
+    plot_config: Dict = {}
 
     def __init__(self, config: dict) -> None:
         self.config = config

From 53499e01dec6099a63bf1543f9b202f75d5d5d20 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jan 2020 20:27:27 +0100
Subject: [PATCH 0935/1495] Clearly differentiate trade buys sells (positive
 and negative)

* Swap trade buys to cyan circles
* Show sell-reason description on buy too
* Green positive sells - red negative / 0 sells
---
 freqtrade/plot/plotting.py | 37 +++++++++++++++++++++++++++----------
 tests/test_plotting.py     | 25 ++++++++++++++++++-------
 2 files changed, 45 insertions(+), 17 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 39629fe21..1660371a1 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -113,11 +113,31 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     """
     # Trades can be empty
     if trades is not None and len(trades) > 0:
+        # Create description for sell summarizing the trade
+        trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
+                                                  f"{row['sell_reason']}, {row['duration']} min",
+                                                  axis=1)
         trade_buys = go.Scatter(
             x=trades["open_time"],
             y=trades["open_rate"],
             mode='markers',
-            name='trade_buy',
+            name='Trade buy',
+            text=trades["desc"],
+            marker=dict(
+                symbol='circle-open',
+                size=11,
+                line=dict(width=2),
+                color='cyan'
+
+            )
+        )
+
+        trade_sells = go.Scatter(
+            x=trades.loc[trades['profitperc'] > 0, "close_time"],
+            y=trades.loc[trades['profitperc'] > 0, "close_rate"],
+            text=trades.loc[trades['profitperc'] > 0, "desc"],
+            mode='markers',
+            name='Sell - Profit',
             marker=dict(
                 symbol='square-open',
                 size=11,
@@ -125,16 +145,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
                 color='green'
             )
         )
-        # Create description for sell summarizing the trade
-        desc = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
-                                        f"{row['sell_reason']}, {row['duration']} min",
-                            axis=1)
-        trade_sells = go.Scatter(
-            x=trades["close_time"],
-            y=trades["close_rate"],
-            text=desc,
+        trade_sells_loss = go.Scatter(
+            x=trades.loc[trades['profitperc'] <= 0, "close_time"],
+            y=trades.loc[trades['profitperc'] <= 0, "close_rate"],
+            text=trades.loc[trades['profitperc'] <= 0, "desc"],
             mode='markers',
-            name='trade_sell',
+            name='Sell - Loss',
             marker=dict(
                 symbol='square-open',
                 size=11,
@@ -144,6 +160,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
         fig.add_trace(trade_buys, 1, 1)
         fig.add_trace(trade_sells, 1, 1)
+        fig.add_trace(trade_sells_loss, 1, 1)
     else:
         logger.warning("No trades found.")
     return fig
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 908c90a0a..e5162bb17 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -110,18 +110,29 @@ def test_plot_trades(testdatadir, caplog):
     figure = fig1.layout.figure
 
     # Check buys - color, should be in first graph, ...
-    trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
+    trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
     assert isinstance(trade_buy, go.Scatter)
     assert trade_buy.yaxis == 'y'
     assert len(trades) == len(trade_buy.x)
-    assert trade_buy.marker.color == 'green'
+    assert trade_buy.marker.color == 'cyan'
+    assert trade_buy.marker.symbol == 'circle-open'
+    assert trade_buy.text[0] == '4.0%, roi, 15 min'
 
-    trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
+    trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
     assert trade_sell.yaxis == 'y'
-    assert len(trades) == len(trade_sell.x)
-    assert trade_sell.marker.color == 'red'
-    assert trade_sell.text[0] == "4.0%, roi, 15 min"
+    assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x)
+    assert trade_sell.marker.color == 'green'
+    assert trade_sell.marker.symbol == 'square-open'
+    assert trade_sell.text[0] == '4.0%, roi, 15 min'
+
+    trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
+    assert isinstance(trade_sell_loss, go.Scatter)
+    assert trade_sell_loss.yaxis == 'y'
+    assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x)
+    assert trade_sell_loss.marker.color == 'red'
+    assert trade_sell_loss.marker.symbol == 'square-open'
+    assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'
 
 
 def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
@@ -310,7 +321,7 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
         "freqtrade.plot.plotting",
         generate_candlestick_graph=candle_mock,
         store_plot_file=store_mock
-        )
+    )
     load_and_plot_trades(default_conf)
 
     # Both mocks should be called once per pair

From f82c4346b6ce65c5ded54a63b3931780cd349a98 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 09:55:02 +0100
Subject: [PATCH 0936/1495] data conversion, not data conversation

* we're not talking to the data yet ...
---
 docs/data-download.md                     | 8 ++++----
 freqtrade/configuration/arguments.py      | 8 ++++----
 freqtrade/configuration/cli_options.py    | 4 ++--
 freqtrade/data/history/history_utils.py   | 2 +-
 freqtrade/data/history/idatahandler.py    | 2 +-
 freqtrade/data/history/jsondatahandler.py | 2 +-
 6 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index c5fb744ab..f747123d0 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -78,9 +78,9 @@ optional arguments:
                         Show profits for only these pairs. Pairs are space-
                         separated.
   --format-from {json,jsongz}
-                        Source format for data conversation.
+                        Source format for data conversion.
   --format-to {json,jsongz}
-                        Destination format for data conversation.
+                        Destination format for data conversion.
   --erase               Clean all existing data for the selected
                         exchange/pairs/timeframes.
   -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
@@ -127,9 +127,9 @@ optional arguments:
                         Show profits for only these pairs. Pairs are space-
                         separated.
   --format-from {json,jsongz}
-                        Source format for data conversation.
+                        Source format for data conversion.
   --format-to {json,jsongz}
-                        Destination format for data conversation.
+                        Destination format for data conversion.
   --erase               Clean all existing data for the selected
                         exchange/pairs/timeframes.
 
diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 2b9b362bf..718b6dedc 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -264,14 +264,14 @@ class Arguments:
         convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
         self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd)
 
-        # Add convert-data subcommand
-        convert_data_cmd = subparsers.add_parser(
+        # Add convert-trade-data subcommand
+        convert_trade_data_cmd = subparsers.add_parser(
             'convert-trade-data',
             help='Convert trade-data from one format to another.',
             parents=[_common_parser],
         )
-        convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
-        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_data_cmd)
+        convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
+        self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
         # Add Plotting subcommand
         plot_dataframe_cmd = subparsers.add_parser(
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/configuration/cli_options.py
index c80bea393..0289d3fd0 100644
--- a/freqtrade/configuration/cli_options.py
+++ b/freqtrade/configuration/cli_options.py
@@ -334,13 +334,13 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "format_from": Arg(
         '--format-from',
-        help='Source format for data conversation.',
+        help='Source format for data conversion.',
         choices=constants.AVAILABLE_DATAHANDLERS,
         required=True,
     ),
     "format_to": Arg(
         '--format-to',
-        help='Destination format for data conversation.',
+        help='Destination format for data conversion.',
         choices=constants.AVAILABLE_DATAHANDLERS,
         required=True,
     ),
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 2d11b229b..c0578a32b 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -132,7 +132,7 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     start = None
     if timerange:
         if timerange.starttype == 'date':
-            # TODO: convert to date for conversation
+            # TODO: convert to date for conversion
             start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
 
     # Intentionally don't pass timerange in - since we need to load the full dataset.
diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 20022fc38..df03e7713 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -52,7 +52,7 @@ class IDataHandler(ABC):
                     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
-        Implements the loading and conversation to a Pandas dataframe.
+        Implements the loading and conversion to a Pandas dataframe.
         Timerange trimming and dataframe validation happens outside of this method.
         :param pair: Pair to load data
         :param timeframe: Ticker timeframe (e.g. "5m")
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index dcfc249aa..7f0643862 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -57,7 +57,7 @@ class JsonDataHandler(IDataHandler):
                     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
-        Implements the loading and conversation to a Pandas dataframe.
+        Implements the loading and conversion to a Pandas dataframe.
         Timerange trimming and dataframe validation happens outside of this method.
         :param pair: Pair to load data
         :param timeframe: Ticker timeframe (e.g. "5m")

From bc6a10353bf4c704003a319fd953026896c33533 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 4 Jan 2020 05:07:51 +0300
Subject: [PATCH 0937/1495] Introduce pair_to_filename()

---
 freqtrade/misc.py          |  6 ++++++
 freqtrade/plot/plotting.py | 12 +++++++-----
 2 files changed, 13 insertions(+), 5 deletions(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index ed37ace3a..e6ebc8d65 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -92,6 +92,12 @@ def file_load_json(file):
     return pairdata
 
 
+def pair_to_filename(pair: str) -> str:
+    for ch in ['/', ' ', '.']:
+        pair = pair.replace(ch, '_')
+    return pair
+
+
 def format_ms_time(date: int) -> str:
     """
     convert MS date to readable format.
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 6b2d426e7..7c9c9f985 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -3,12 +3,14 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
+
 from freqtrade.configuration import TimeRange
-from freqtrade.data import history
-from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.btanalysis import (combine_tickers_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
+from freqtrade.data.converter import trim_dataframe
+from freqtrade.data.history import load_data
+from freqtrade.misc import pair_to_filename
 from freqtrade.resolvers import StrategyResolver
 
 logger = logging.getLogger(__name__)
@@ -37,7 +39,7 @@ def init_plotscript(config):
     # Set timerange to use
     timerange = TimeRange.parse_timerange(config.get("timerange"))
 
-    tickers = history.load_data(
+    tickers = load_data(
         datadir=config.get("datadir"),
         pairs=pairs,
         timeframe=config.get('ticker_interval', '5m'),
@@ -306,8 +308,8 @@ def generate_plot_filename(pair, timeframe) -> str:
     """
     Generate filenames per pair/timeframe to be used for storing plots
     """
-    pair_name = pair.replace("/", "_")
-    file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
+    pair_s = pair_to_filename(pair)
+    file_name = 'freqtrade-plot-' + pair_s + '-' + timeframe + '.html'
 
     logger.info('Generate plot file for %s', pair)
 

From 4eaaec9d1a0bee87a6ce2b60b2044b5bd52164b7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 10:36:08 +0100
Subject: [PATCH 0938/1495] Implement pair_to_filename to datahandler

includes tests - taken from #2744 and modified to adapt to new structure
---
 freqtrade/data/history/jsondatahandler.py |  8 ++---
 freqtrade/misc.py                         |  2 +-
 tests/data/test_history.py                | 36 ++++++++++++++++-------
 tests/test_misc.py                        | 25 +++++++++++++++-
 4 files changed, 55 insertions(+), 16 deletions(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 7f0643862..7da1477af 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -30,7 +30,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
                 for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results
-        return [match[0].replace('_', '/') for match in _tmp if match]
+        return [misc.pair_to_filename(match[0]) for match in _tmp if match]
 
     def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
@@ -109,7 +109,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
                 for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results to avoid exceptions.
-        return [match[0].replace('_', '/') for match in _tmp if match]
+        return [misc.pair_to_filename(match[0]) for match in _tmp if match]
 
     def trades_store(self, pair: str, data: List[Dict]) -> None:
         """
@@ -157,7 +157,7 @@ class JsonDataHandler(IDataHandler):
 
     @classmethod
     def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
-        pair_s = pair.replace("/", "_")
+        pair_s = misc.pair_to_filename(pair)
         filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
         return filename
 
@@ -167,7 +167,7 @@ class JsonDataHandler(IDataHandler):
 
     @classmethod
     def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
-        pair_s = pair.replace("/", "_")
+        pair_s = misc.pair_to_filename(pair)
         filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
         return filename
 
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index e6ebc8d65..f012400c4 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -93,7 +93,7 @@ def file_load_json(file):
 
 
 def pair_to_filename(pair: str) -> str:
-    for ch in ['/', ' ', '.']:
+    for ch in ['/', '-', ' ', '.', '@', '$', '+', ':']:
         pair = pair.replace(ch, '_')
     return pair
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 2341673db..39000e508 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -144,23 +144,39 @@ def test_testdata_path(testdatadir) -> None:
     assert str(Path('tests') / 'testdata') in str(testdatadir)
 
 
-def test_json_pair_data_filename():
-    fn = JsonDataHandler._pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
+@pytest.mark.parametrize("pair,expected_result", [
+    ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json'),
+    ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json'),
+    ("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json'),
+    (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json'),
+    ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json'),
+    ("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json'),
+])
+def test_json_pair_data_filename(pair, expected_result):
+    fn = JsonDataHandler._pair_data_filename(Path('freqtrade/hello/world'), pair, '5m')
     assert isinstance(fn, Path)
-    assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json')
-    fn = JsonGzDataHandler._pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
+    assert fn == Path(expected_result)
+    fn = JsonGzDataHandler._pair_data_filename(Path('freqtrade/hello/world'), pair, '5m')
     assert isinstance(fn, Path)
-    assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json.gz')
+    assert fn == Path(expected_result + '.gz')
 
 
-def test_json_pair_trades_filename():
-    fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
+@pytest.mark.parametrize("pair,expected_result", [
+    ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-trades.json'),
+    ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-trades.json'),
+    ("ETHH20", 'freqtrade/hello/world/ETHH20-trades.json'),
+    (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-trades.json'),
+    ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-trades.json'),
+    ("ACC_OLD_BTC", 'freqtrade/hello/world/ACC_OLD_BTC-trades.json'),
+])
+def test_json_pair_trades_filename(pair, expected_result):
+    fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair)
     assert isinstance(fn, Path)
-    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json')
+    assert fn == Path(expected_result)
 
-    fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
+    fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair)
     assert isinstance(fn, Path)
-    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz')
+    assert fn == Path(expected_result + '.gz')
 
 
 def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
diff --git a/tests/test_misc.py b/tests/test_misc.py
index c5bf06311..83e008466 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -4,9 +4,12 @@ import datetime
 from pathlib import Path
 from unittest.mock import MagicMock
 
+import pytest
+
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
-                            file_load_json, format_ms_time, plural, shorten_date)
+                            file_load_json, format_ms_time, pair_to_filename,
+                            plural, shorten_date)
 
 
 def test_shorten_date() -> None:
@@ -57,6 +60,26 @@ def test_file_load_json(mocker, testdatadir) -> None:
     assert ret
 
 
+@pytest.mark.parametrize("pair,expected_result", [
+    ("ETH/BTC", 'ETH_BTC'),
+    ("Fabric Token/ETH", 'Fabric_Token_ETH'),
+    ("ETHH20", 'ETHH20'),
+    (".XBTBON2H", '_XBTBON2H'),
+    ("ETHUSD.d", 'ETHUSD_d'),
+    ("ADA-0327", 'ADA_0327'),
+    ("BTC-USD-200110", 'BTC_USD_200110'),
+    ("F-AKRO/USDT", 'F_AKRO_USDT'),
+    ("LC+/ETH", 'LC__ETH'),
+    ("CMT@18/ETH", 'CMT_18_ETH'),
+    ("LBTC:1022/SAI", 'LBTC_1022_SAI'),
+    ("$PAC/BTC", '_PAC_BTC'),
+    ("ACC_OLD/BTC", 'ACC_OLD_BTC'),
+])
+def test_pair_to_filename(pair, expected_result):
+    pair_s = pair_to_filename(pair)
+    assert pair_s == expected_result
+
+
 def test_format_ms_time() -> None:
     # Date 2018-04-10 18:02:01
     date_in_epoch_ms = 1523383321000

From 7daa5bc33881c1e9919eae61510284739078ced5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 12:50:44 +0100
Subject: [PATCH 0939/1495] Don't return None from unlimited_stake - 0 handles
 this just as well

---
 freqtrade/freqtradebot.py  | 15 ++++++++-------
 tests/test_freqtradebot.py |  6 +++---
 2 files changed, 11 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index aa47adfd4..ed9cb983a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -250,12 +250,13 @@ class FreqtradeBot:
 
         return used_rate
 
-    def get_trade_stake_amount(self, pair) -> Optional[float]:
+    def get_trade_stake_amount(self, pair) -> float:
         """
         Calculate stake amount for the trade
         :return: float: Stake amount
+        :raise: DependencyException if the available stake amount is too low
         """
-        stake_amount: Optional[float]
+        stake_amount: float
         if self.edge:
             stake_amount = self.edge.stake_amount(
                 pair,
@@ -286,20 +287,20 @@ class FreqtradeBot:
                             self.config['tradable_balance_ratio']) - val_tied_up
         return available_amount
 
-    def _calculate_unlimited_stake_amount(self) -> Optional[float]:
+    def _calculate_unlimited_stake_amount(self) -> float:
         """
         Calculate stake amount for "unlimited" stake amount
-        :return: None if max number of trades reached
+        :return: 0 if max number of trades reached, else stake_amount to use.
         """
         free_open_trades = self.get_free_open_trades()
         if not free_open_trades:
-            return None
+            return 0
 
         available_amount = self._get_available_stake_amount()
 
         return available_amount / free_open_trades
 
-    def _check_available_stake_amount(self, stake_amount: Optional[float]) -> Optional[float]:
+    def _check_available_stake_amount(self, stake_amount: float) -> float:
         """
         Check if stake amount can be fulfilled with the available balance
         for the stake currency
@@ -307,7 +308,7 @@ class FreqtradeBot:
         """
         available_amount = self._get_available_stake_amount()
 
-        if stake_amount is not None and available_amount < stake_amount:
+        if available_amount < stake_amount:
             raise DependencyException(
                 f"Available balance ({available_amount} {self.config['stake_currency']}) is "
                 f"lower than stake amount ({stake_amount} {self.config['stake_currency']})"
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c8b627ca4..dc74e507c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -189,13 +189,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     freqtrade.execute_buy('LTC/BTC', result)
 
     result = freqtrade.get_trade_stake_amount('XRP/BTC')
-    assert result is None
+    assert result == 0
 
     # set max_open_trades = None, so do not trade
     conf['max_open_trades'] = 0
     freqtrade = FreqtradeBot(conf)
     result = freqtrade.get_trade_stake_amount('NEO/BTC')
-    assert result is None
+    assert result == 0
 
 
 def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -576,7 +576,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
     patch_get_signal(freqtrade)
 
     assert not freqtrade.create_trade('ETH/BTC')
-    assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
+    assert freqtrade.get_trade_stake_amount('ETH/BTC') == 0
 
 
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order, fee,

From b37f34ff5bc5d2a3399af6c29814031f3bb5f6cf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 13:25:11 +0100
Subject: [PATCH 0940/1495] Implement amend_last_stake_amount

---
 config_full.json.example  |  1 +
 docs/configuration.md     | 17 +++++++++++++++++
 freqtrade/constants.py    |  2 ++
 freqtrade/freqtradebot.py |  3 +++
 4 files changed, 23 insertions(+)

diff --git a/config_full.json.example b/config_full.json.example
index 981fc5209..f39abb00c 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -5,6 +5,7 @@
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "amount_reserve_percent" : 0.05,
+    "amend_last_stake_amount": false,
     "dry_run": false,
     "ticker_interval": "5m",
     "trailing_stop": false,
diff --git a/docs/configuration.md b/docs/configuration.md
index 3b8760366..9a05eea2d 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -44,6 +44,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
+| `amend_last_stake_amount` | **Required.** Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
@@ -146,6 +147,22 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 !!! Warning
     `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
 
+#### Amend last stake amount
+
+Assuming we have a `balance=1000` (USDT), `stake_amount=400`, and `max_open_trades=3`.
+The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
+
+To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
+
+In the example above this would mean:
+
+- Trade1: 400 USDT
+- Trade2: 400 USDT
+- Trade3: 200 USDT
+
+!!! Note
+   This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
+
 #### Static stake amount
 
 The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index ca4f3cf36..a1bd70183 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -79,6 +79,7 @@ CONF_SCHEMA = {
             'maximum': 1,
             'default': 0.99
         },
+        'amend_last_stake_amount': {'type': 'boolean', 'default': False},
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
@@ -282,6 +283,7 @@ SCHEMA_TRADE_REQUIRED = [
     'max_open_trades',
     'stake_currency',
     'stake_amount',
+    'tradable_balance_ratio',
     'dry_run',
     'dry_run_wallet',
     'bid_strategy',
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6c02844f1..5aacdc587 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -308,6 +308,9 @@ class FreqtradeBot:
         """
         available_amount = self._get_available_stake_amount()
 
+        if self.config['amend_last_stake_amount']:
+            stake_amount = min(stake_amount, available_amount)
+
         if available_amount < stake_amount:
             raise DependencyException(
                 f"Available balance ({available_amount} {self.config['stake_currency']}) is "

From ca054799d065af3bf745867bcb20c06fde06aa5a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 13:25:21 +0100
Subject: [PATCH 0941/1495] Add tests for amend_last_stake_amount

---
 tests/test_freqtradebot.py | 34 ++++++++++++++++++++++++++++++++++
 1 file changed, 34 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index dc74e507c..6d794fc05 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -140,11 +140,45 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
     assert result == default_conf['stake_amount']
 
 
+@pytest.mark.parametrize("amend_last,wallet,max_open,expected", [
+                        (False, 0.002, 2, [0.001, None]),
+                        (True, 0.002, 2, [0.001, 0.00098]),
+                        (False, 0.003, 3, [0.001, 0.001, None]),
+                        (True, 0.003, 3, [0.001, 0.001, 0.00097]),
+                        ])
+def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order,
+                                      amend_last, wallet, max_open, expected) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        get_fee=fee
+    )
+    default_conf['dry_run_wallet'] = wallet
+
+    default_conf['amend_last_stake_amount'] = amend_last
+    freqtrade = FreqtradeBot(default_conf)
+
+    for i in range(0, max_open):
+
+        if expected[i] is not None:
+            result = freqtrade.get_trade_stake_amount('ETH/BTC')
+            assert pytest.approx(result) == expected[i]
+            freqtrade.execute_buy('ETH/BTC', result)
+        else:
+            with pytest.raises(DependencyException):
+                freqtrade.get_trade_stake_amount('ETH/BTC')
+
+
 def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
     freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
         freqtrade.get_trade_stake_amount('ETH/BTC')

From 41945138ac569947ed5ae788aeb7d5486bfc2c2b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 13:35:36 +0100
Subject: [PATCH 0942/1495] Converting pairs from filename to pair corrected

---
 freqtrade/data/history/jsondatahandler.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 7da1477af..17b9fd7d7 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -30,7 +30,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
                 for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results
-        return [misc.pair_to_filename(match[0]) for match in _tmp if match]
+        return [match[0].replace('_', '/') for match in _tmp if match]
 
     def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
@@ -109,7 +109,7 @@ class JsonDataHandler(IDataHandler):
         _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
                 for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
         # Check if regex found something and only return these results to avoid exceptions.
-        return [misc.pair_to_filename(match[0]) for match in _tmp if match]
+        return [match[0].replace('_', '/') for match in _tmp if match]
 
     def trades_store(self, pair: str, data: List[Dict]) -> None:
         """

From d0ccfa1925006bf8be1365b69cb5a5efb0ff79f1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 19:50:21 +0100
Subject: [PATCH 0943/1495] Explicitly given indicators should override
 plot_config

---
 freqtrade/plot/plotting.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 1660371a1..dc4766a84 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -176,6 +176,12 @@ def create_plotconfig(indicators1: List[str], indicators2: List[str],
     :return: plot_config - eventually with indicators 1 and 2
     """
 
+    if plot_config:
+        if indicators1:
+            plot_config['main_plot'] = {ind: {} for ind in indicators1}
+        if indicators2:
+            plot_config['subplots'] = {'Other': {ind: {} for ind in indicators2}}
+
     if not plot_config:
         # If no indicators and no plot-config given, use defaults.
         if not indicators1:

From 888ea58df246186c68330de93b66d7c442e2bcee Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 5 Jan 2020 19:50:38 +0100
Subject: [PATCH 0944/1495] Add tests for new behaviour

---
 tests/test_plotting.py | 25 +++++++++++++++++++++++--
 1 file changed, 23 insertions(+), 2 deletions(-)

diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index e5162bb17..78c01eb97 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -387,16 +387,37 @@ def test_plot_profit(default_conf, mocker, testdatadir, caplog):
 
 
 @pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
+    # No indicators, use plot_conf
     ([], [], {},
      {'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
       'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
+    # use indicators
     (['sma', 'ema3'], ['macd'], {},
-     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
-     ),
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}),
+    # only main_plot - adds empty subplots
     ([], [], {'main_plot': {'sma': {}}},
      {'main_plot': {'sma': {}}, 'subplots': {}}),
+    # Main and subplots
+    ([], [], {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
+    # no main_plot, adds empty main_plot
     ([], [], {'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
      {'main_plot': {}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
+    # indicator 1 / 2 should have prevelance
+    (['sma', 'ema3'], ['macd'],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
+     ),
+    # indicator 1 - overrides plot_config main_plot
+    (['sma', 'ema3'], [],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
+     ),
+    # indicator 2 - overrides plot_config subplots
+    ([], ['macd', 'macd_signal'],
+     {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
+     {'main_plot': {'sma': {}}, 'subplots': {'Other': {'macd': {}, 'macd_signal': {}}}}
+     ),
 ])
 def test_create_plotconfig(ind1, ind2, plot_conf, exp):
 

From b614964ba96fdee8b713d4e8ea7c1f6441d23cf8 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 07:41:39 +0000
Subject: [PATCH 0945/1495] Bump pytest-mock from 1.13.0 to 2.0.0

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 1.13.0 to 2.0.0.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v1.13.0...v2.0.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1357bba00..64402bb60 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.761
 pytest==5.3.2
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
-pytest-mock==1.13.0
+pytest-mock==2.0.0
 pytest-random-order==1.0.4
 
 # Convert jupyter notebooks to markdown documents

From aabeece4c096296bd6cfaf1efefdaced24620743 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 07:42:19 +0000
Subject: [PATCH 0946/1495] Bump flake8-tidy-imports from 3.1.0 to 4.0.0

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 3.1.0 to 4.0.0.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/master/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/3.1.0...4.0.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1357bba00..13bb62e48 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==1.9.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==3.1.0
+flake8-tidy-imports==4.0.0
 mypy==0.761
 pytest==5.3.2
 pytest-asyncio==0.10.0

From d846114d3cdbfa845069aa42f995905a74d86f03 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 07:42:44 +0000
Subject: [PATCH 0947/1495] Bump scikit-learn from 0.22 to 0.22.1

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.22 to 0.22.1.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.22...0.22.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9b408dbed..43cad1a0e 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.4.1
-scikit-learn==0.22
+scikit-learn==0.22.1
 scikit-optimize==0.5.2
 filelock==3.0.12
 joblib==0.14.1

From 3c0d184097af10bad14b130af968a327daa92666 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 07:43:06 +0000
Subject: [PATCH 0948/1495] Bump ccxt from 1.21.23 to 1.21.32

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.23 to 1.21.32.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.23...1.21.32)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index add1ea0fd..97161df8c 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.23
+ccxt==1.21.32
 SQLAlchemy==1.3.12
 python-telegram-bot==12.2.0
 arrow==0.15.4

From 6da97fafa8db18e8a58c01db894b67cf9a6e94cc Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 11:45:12 +0000
Subject: [PATCH 0949/1495] Bump coveralls from 1.9.2 to 1.10.0

Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 1.9.2 to 1.10.0.
- [Release notes](https://github.com/coveralls-clients/coveralls-python/releases)
- [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/coveralls-clients/coveralls-python/compare/1.9.2...1.10.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 13bb62e48..5cc2e39f2 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==1.9.2
+coveralls==1.10.0
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0

From 6ac7dcf5e9f52735e20f9ae2b9c82b23523efbdf Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jan 2020 11:45:22 +0000
Subject: [PATCH 0950/1495] Bump arrow from 0.15.4 to 0.15.5

Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.4 to 0.15.5.
- [Release notes](https://github.com/crsmithdev/arrow/releases)
- [Changelog](https://github.com/crsmithdev/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/crsmithdev/arrow/compare/0.15.4...0.15.5)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 97161df8c..c10536603 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -3,7 +3,7 @@
 ccxt==1.21.32
 SQLAlchemy==1.3.12
 python-telegram-bot==12.2.0
-arrow==0.15.4
+arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0
 urllib3==1.25.7

From 2b3f2e5fa817088c04267c5a488aa371812be1c4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 6 Jan 2020 12:55:12 +0100
Subject: [PATCH 0951/1495] Add first version of documentation

---
 docs/plotting.md | 56 ++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 56 insertions(+)

diff --git a/docs/plotting.md b/docs/plotting.md
index ba737562f..5b5199821 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -120,6 +120,62 @@ To plot trades from a backtesting result, use `--export-filename `
 freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
 ```
 
+### Plot dataframe basics
+
+![plot-dataframe](assets/plot-dataframe.png)
+
+plot-dataframe will require backtesting data, a strategy as well as either a backtesting-results file or a Database file, containing trades corresponding to the strategy.
+
+The resulting plot will have the following elements:
+
+* Green triangles: Buy signals from the strategy. (Note: not every Buy-signal also generates a trade)
+* Red triangles: Sell signals from the strategy.
+* Cyan Circles: Trade entry
+* Red Square: Trade exit for loss or 0% profit
+* Green Square: Trade exit for profit
+* Indicators corresponding to the candle scale (e.g. SMA/EMA), as specified with `--indicators1`.
+* Indicators with different scales (e.g. MACD, RSI) below the volume bars, as specified via `--indicators2`.
+* Volume (bar chart at the bottom of the main chart)
+
+#### Advanced Plot configuration
+
+An advanced plot-configuration can be specified in the strategy.
+
+This configuration allows to specify fixed colors (otherwise consecutive plots may produce different colorschemes each time, making comparisons diffiult.).
+It also allows multiple subplots to display both MACD and RSI at the same time.
+
+Additional features when using plot_config:
+
+* Specify colors per indicator
+* Specify additional subplots
+
+Sample configuration with inline comments explaining the process:
+
+``` python
+    plot_config = {
+        'main_plot': {
+            # Configuration for main plot indicators.
+            # Specifies `ema10` to be red, and `ema50` to be a shade of gray
+            'ema10': {'color': 'red'},
+            'ema50': {'color': '#CCCCCC'},
+        },
+        'subplots': {
+            # Create subplot MACD
+            "MACD": {
+                'macd': {'color': 'blue'},
+                'macdsignal': {'color': 'orange'},
+            },
+            # Additional subplot RSI
+            "RSI": {
+                'rsi': {'color': 'red'},
+            }
+        }
+    }
+```
+
+!!! Note
+    The above configuration assumes that `ema10`, `ema50`, `macd`, `macdsignal` and `rsi` are columns in the DataFrame created by the strategy.
+
 ## Plot profit
 
 ![plot-profit](assets/plot-profit.png)

From 3883d18b8acd80fd541ffb2a69b9a1136d7341ec Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 6 Jan 2020 12:59:17 +0100
Subject: [PATCH 0952/1495] Add bollinger note

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

diff --git a/docs/plotting.md b/docs/plotting.md
index 5b5199821..dade97968 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -137,6 +137,9 @@ The resulting plot will have the following elements:
 * Indicators with different scales (e.g. MACD, RSI) below the volume bars, as specified via `--indicators2`.
 * Volume (bar chart at the bottom of the main chart)
 
+!!! Note "Bollinger Bands"
+    Bollinger bands are automatically added to the plot if the columns `bb_lowerband` and `bb_upperband` exist, and are painted as a light blue Area spanning from the lower band to the upper band.
+
 #### Advanced Plot configuration
 
 An advanced plot-configuration can be specified in the strategy.

From c3fd894a6c25c709f284b8d529408408256fb505 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 7 Jan 2020 07:16:31 +0100
Subject: [PATCH 0953/1495] Regenerate plots with new settings

---
 docs/assets/plot-dataframe.png  | Bin 177349 -> 216176 bytes
 docs/assets/plot-dataframe2.png | Bin 0 -> 195009 bytes
 docs/plotting.md                |   2 +-
 freqtrade/plot/plotting.py      |   4 ++--
 4 files changed, 3 insertions(+), 3 deletions(-)
 create mode 100644 docs/assets/plot-dataframe2.png

diff --git a/docs/assets/plot-dataframe.png b/docs/assets/plot-dataframe.png
index eb90a173469bafbd11afd28c31c8e3eccd9b9e5b..6310b23b4b8198734173b011bce7c7d079ac3fec 100644
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Z{Fj}KN`_uxy
Date: Wed, 8 Jan 2020 19:35:00 +0100
Subject: [PATCH 0954/1495] Add plot_config to optional plot

---
 docs/plotting.md                               |  2 ++
 freqtrade/templates/base_strategy.py.j2        |  2 +-
 freqtrade/templates/sample_strategy.py         | 16 ++++++++++++++++
 .../templates/subtemplates/plot_config_full.j2 | 18 ++++++++++++++++++
 .../subtemplates/plot_config_minimal.j2        |  0
 freqtrade/utils.py                             |  2 ++
 6 files changed, 39 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/templates/subtemplates/plot_config_full.j2
 create mode 100644 freqtrade/templates/subtemplates/plot_config_minimal.j2

diff --git a/docs/plotting.md b/docs/plotting.md
index a3d886473..2f084b66a 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -161,6 +161,8 @@ Sample configuration with inline comments explaining the process:
             # Specifies `ema10` to be red, and `ema50` to be a shade of gray
             'ema10': {'color': 'red'},
             'ema50': {'color': '#CCCCCC'},
+            # By omitting color, a random color is selected.
+            'sar': {},
         },
         'subplots': {
             # Create subplot MACD
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 32573ec9e..fbf083387 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -78,7 +78,7 @@ class {{ strategy }}(IStrategy):
         'buy': 'gtc',
         'sell': 'gtc'
     }
-
+    {{ plot_config | indent(4) }}
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 228e56b82..92f6aefba 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -80,6 +80,22 @@ class SampleStrategy(IStrategy):
         'sell': 'gtc'
     }
 
+    plot_config = {
+        'main_plot': {
+            'tema': {},
+            'sar': {'color': 'white'},
+        },
+        'subplots': {
+            "MACD": {
+                'macd': {'color': 'blue'},
+                'macdsignal': {'color': 'orange'},
+            },
+            "RSI": {
+                'rsi': {'color': 'red'},
+            }
+        }
+    }
+
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
diff --git a/freqtrade/templates/subtemplates/plot_config_full.j2 b/freqtrade/templates/subtemplates/plot_config_full.j2
new file mode 100644
index 000000000..ab02c7892
--- /dev/null
+++ b/freqtrade/templates/subtemplates/plot_config_full.j2
@@ -0,0 +1,18 @@
+
+plot_config = {
+    # Main plot indicators (Moving averages, ...)
+    'main_plot': {
+        'tema': {},
+        'sar': {'color': 'white'},
+    },
+    'subplots': {
+        # Subplots - each dict defines one additional plot
+        "MACD": {
+            'macd': {'color': 'blue'},
+            'macdsignal': {'color': 'orange'},
+        },
+        "RSI": {
+            'rsi': {'color': 'red'},
+        }
+    }
+}
diff --git a/freqtrade/templates/subtemplates/plot_config_minimal.j2 b/freqtrade/templates/subtemplates/plot_config_minimal.j2
new file mode 100644
index 000000000..e69de29bb
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
index 9fe15aea6..2f7b2d717 100644
--- a/freqtrade/utils.py
+++ b/freqtrade/utils.py
@@ -102,12 +102,14 @@ def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
     indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
     buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
     sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
+    plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',
                                     arguments={"strategy": strategy_name,
                                                "indicators": indicators,
                                                "buy_trend": buy_trend,
                                                "sell_trend": sell_trend,
+                                               "plot_config": plot_config,
                                                })
 
     logger.info(f"Writing strategy to `{strategy_path}`.")

From db34cb1b75bb64f61bba371e43661dd8f67937b8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 8 Jan 2020 19:41:34 +0100
Subject: [PATCH 0955/1495] Do some adjustments to the wording of the index.md
 section

---
 docs/index.md | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index 5871479d9..3bde10707 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -22,13 +22,13 @@ Freqtrade is a crypto-currency algorithmic trading software develop in python (3
 
 ## Features
 
- 1. Download markets datas : download historical datas of the exchange and the markets your may want to trade with. 
- 2. Select markets : create your list or use an automatic one based on top traded volume (not available during backtesting). You can blacklist markets you don't want to trade.
- 3. Backtest : Test your strategy on past datas (based on [ohcl](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles).
- 4. Optimize : Find the best parameters for your strategy (use machining learning). You can optimize buy, sell, take profit and stop-loss.
- 5. Run : Run the bot on exchange without playing money (dry-run) or with money (live).
- 6. Run using edge (optionnal module) : the concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade (the sizing of the trade is based on a risk of a percentage of your capital)
- 7. Control/Monitor/Analyse : use Telegram or a REST API (start/stop the bot, profit/loss, daily summary, current open trades results...). Futher analysis can be done as trades are saved (SQLite database)
+ 1. Download market data: Download historical data of the exchange and the markets your may want to trade with.
+ 2. Select markets: Create your list or use an automatic one based on top traded volume (not available during backtesting). You can blacklist markets you don't want to trade.
+ 3. Backtest: Test your strategy on past data (based on [ohlcv](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles).
+ 4. Optimize: Find the best parameters for your strategy using machining learning. You can optimize buy, sell, take profit (ROI) and stop-loss.
+ 5. Run: Run the bot on exchange with simulated money (dry-run) or with real money (live).
+ 6. Run using edge (optional module): The concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade (the sizing of the trade is based on a risk of a percentage of your capital).
+ 7. Control/Monitor/Analyse: Use Telegram or a REST API (start/stop the bot, profit/loss, daily summary, current open trades results...). Futher analysis can be done as trades are saved (SQLite database).
 
 ## Requirements
 

From 9559cb988ef49b68374373f6da8c9d1c88cd7d0e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 9 Jan 2020 04:12:43 +0300
Subject: [PATCH 0956/1495] reworked

---
 docs/index.md | 25 ++++++++++++++-----------
 1 file changed, 14 insertions(+), 11 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index 3bde10707..3293999b7 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -11,8 +11,11 @@
 Download
 
 Follow @freqtrade
+
 ## Introduction
-Freqtrade is a crypto-currency algorithmic trading software develop in python (3.6+) supported on windows, macOs and Linux.
+
+Freqtrade is a crypto-currency algorithmic trading software developed in python (3.6+) and supported on Windows, macOS and Linux.
+
 !!! Danger "DISCLAIMER"
     This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
 
@@ -22,13 +25,13 @@ Freqtrade is a crypto-currency algorithmic trading software develop in python (3
 
 ## Features
 
- 1. Download market data: Download historical data of the exchange and the markets your may want to trade with.
- 2. Select markets: Create your list or use an automatic one based on top traded volume (not available during backtesting). You can blacklist markets you don't want to trade.
- 3. Backtest: Test your strategy on past data (based on [ohlcv](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles).
- 4. Optimize: Find the best parameters for your strategy using machining learning. You can optimize buy, sell, take profit (ROI) and stop-loss.
- 5. Run: Run the bot on exchange with simulated money (dry-run) or with real money (live).
- 6. Run using edge (optional module): The concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade (the sizing of the trade is based on a risk of a percentage of your capital).
- 7. Control/Monitor/Analyse: Use Telegram or a REST API (start/stop the bot, profit/loss, daily summary, current open trades results...). Futher analysis can be done as trades are saved (SQLite database).
+- Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
+- Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
+- Backtest: Test your strategy on downloaded historical data.
+- Optimize: Find the best parameters for your strategy using hyperoptimization which employs machining learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
+- Run: Run the bot on exchange with simulated money (Dry-Run mode) or with real money (Live-Trade mode).
+- Run using Edge (optional module): The concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
+- Control/Monitor/Analyse: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.) Further analysis can be done as trades are saved (SQLite persistence database).
 
 ## Requirements
 
@@ -55,10 +58,10 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ## Support
 
-Help / Slack
-For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel.
+### Help / Slack
+For any questions not covered by the documentation or for further information about the bot, we encourage you to join our passionate  Slack community.
 
-Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join Slack channel.
+Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join the Freqtrade Slack channel.
 
 ## Ready to try?
 

From cee8f3349e043b721d2c2b8ae6a6536544609d57 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 9 Jan 2020 04:16:57 +0300
Subject: [PATCH 0957/1495] rearrange features -- move Run to the top

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

diff --git a/docs/index.md b/docs/index.md
index 3293999b7..8c1a8fcc6 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -25,11 +25,11 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 
 ## Features
 
-- Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
+- Run: Run the bot on exchange with simulated money (Dry-Run mode) or with real money (Live-Trade mode).
 - Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
+- Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
 - Backtest: Test your strategy on downloaded historical data.
 - Optimize: Find the best parameters for your strategy using hyperoptimization which employs machining learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
-- Run: Run the bot on exchange with simulated money (Dry-Run mode) or with real money (Live-Trade mode).
 - Run using Edge (optional module): The concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
 - Control/Monitor/Analyse: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.) Further analysis can be done as trades are saved (SQLite persistence database).
 

From 135487b2c98b541bb1ba45c96ddabe975fb77a52 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 06:35:05 +0100
Subject: [PATCH 0958/1495] SPlit control and Analyse feature into 2 seperate
 points

---
 docs/index.md | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index 8c1a8fcc6..1c292b21d 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -30,8 +30,9 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 - Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
 - Backtest: Test your strategy on downloaded historical data.
 - Optimize: Find the best parameters for your strategy using hyperoptimization which employs machining learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
-- Run using Edge (optional module): The concept is to find the best historical [trade expectancy](https://www.freqtrade.io/en/latest/edge/#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
-- Control/Monitor/Analyse: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.) Further analysis can be done as trades are saved (SQLite persistence database).
+- Run using Edge (optional module): The concept is to find the best historical [trade expectancy](edge.md#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
+- Control/Monitor: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
+- Analyse: Further analysis can be possibilities on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
 
 ## Requirements
 

From 7461b5dc02b14b5ce731188e8d0f3215d3da0fd3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 06:37:18 +0100
Subject: [PATCH 0959/1495] Mention custom strategy in features

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

diff --git a/docs/index.md b/docs/index.md
index 1c292b21d..b664552bc 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -28,6 +28,7 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 - Run: Run the bot on exchange with simulated money (Dry-Run mode) or with real money (Live-Trade mode).
 - Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
 - Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
+- Strategy: Write your strategy in python, using [pandas](https://pandas.pydata.org/). Example strategies to inspire you are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
 - Backtest: Test your strategy on downloaded historical data.
 - Optimize: Find the best parameters for your strategy using hyperoptimization which employs machining learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
 - Run using Edge (optional module): The concept is to find the best historical [trade expectancy](edge.md#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.

From 989ab646a9ec1367b3eef17d8740c6bc7c84a4f2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 06:46:39 +0100
Subject: [PATCH 0960/1495] Add profit % to sell_reason table

---
 freqtrade/optimize/backtest_reports.py  | 10 ++++++----
 tests/optimize/test_backtest_reports.py | 12 ++++++------
 2 files changed, 12 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/backtest_reports.py
index 5778747cf..555250760 100644
--- a/freqtrade/optimize/backtest_reports.py
+++ b/freqtrade/optimize/backtest_reports.py
@@ -66,11 +66,13 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
     :return: pretty printed table with tabulate as string
     """
     tabular_data = []
-    headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
+    headers = ['Sell Reason', 'Count', 'Profit', 'Loss', 'Profit %']
     for reason, count in results['sell_reason'].value_counts().iteritems():
-        profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
-        loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
-        tabular_data.append([reason.value, count, profit, loss])
+        result = results.loc[results['sell_reason'] == reason]
+        profit = len(result[result['profit_abs'] >= 0])
+        loss = len(result[results['profit_abs'] < 0])
+        profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
+        tabular_data.append([reason.value, count, profit, loss, profit_mean])
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
 
diff --git a/tests/optimize/test_backtest_reports.py b/tests/optimize/test_backtest_reports.py
index 726202517..107389a42 100644
--- a/tests/optimize/test_backtest_reports.py
+++ b/tests/optimize/test_backtest_reports.py
@@ -39,8 +39,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, -0.3],
-            'profit_abs': [0.2, 0.4, -0.5],
+            'profit_percent': [0.1, 0.2, -0.1],
+            'profit_abs': [0.2, 0.4, -0.2],
             'trade_duration': [10, 30, 10],
             'profit': [2, 0, 0],
             'loss': [0, 0, 1],
@@ -49,10 +49,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Count |   Profit |   Loss |\n'
-        '|:--------------|--------:|---------:|-------:|\n'
-        '| roi           |       2 |        2 |      0 |\n'
-        '| stop_loss     |       1 |        0 |      1 |'
+        '| Sell Reason   |   Count |   Profit |   Loss |   Profit % |\n'
+        '|:--------------|--------:|---------:|-------:|-----------:|\n'
+        '| roi           |       2 |        2 |      0 |         15 |\n'
+        '| stop_loss     |       1 |        0 |      1 |        -10 |'
     )
     assert generate_text_table_sell_reason(
         data={'ETH/BTC': {}}, results=results) == result_str

From c475729c13c22b404c469dec6dbdb9256a312fb8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 06:52:34 +0100
Subject: [PATCH 0961/1495] Extract edge reporting to optimize_reports

---
 freqtrade/optimize/backtesting.py             |  2 +-
 freqtrade/optimize/edge_cli.py                | 32 ++-----------------
 ...acktest_reports.py => optimize_reports.py} | 26 +++++++++++++++
 tests/optimize/test_backtest_reports.py       | 16 ++++++++--
 tests/optimize/test_edge_cli.py               | 14 --------
 5 files changed, 44 insertions(+), 46 deletions(-)
 rename freqtrade/optimize/{backtest_reports.py => optimize_reports.py} (83%)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ae3fbed0a..18cc27ff4 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -18,7 +18,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
-from freqtrade.optimize.backtest_reports import (
+from freqtrade.optimize.optimize_reports import (
     generate_text_table, generate_text_table_sell_reason,
     generate_text_table_strategy)
 from freqtrade.persistence import Trade
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index 4944f1dbb..be19688d8 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -6,13 +6,12 @@ This module contains the edge backtesting interface
 import logging
 from typing import Any, Dict
 
-from tabulate import tabulate
-
 from freqtrade import constants
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.edge import Edge
-from freqtrade.resolvers import StrategyResolver, ExchangeResolver
+from freqtrade.optimize.optimize_reports import generate_edge_table
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 logger = logging.getLogger(__name__)
 
@@ -44,33 +43,8 @@ class EdgeCli:
         self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
-    def _generate_edge_table(self, results: dict) -> str:
-
-        floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
-        tabular_data = []
-        headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
-                   'required risk reward', 'expectancy', 'total number of trades',
-                   'average duration (min)']
-
-        for result in results.items():
-            if result[1].nb_trades > 0:
-                tabular_data.append([
-                    result[0],
-                    result[1].stoploss,
-                    result[1].winrate,
-                    result[1].risk_reward_ratio,
-                    result[1].required_risk_reward,
-                    result[1].expectancy,
-                    result[1].nb_trades,
-                    round(result[1].avg_trade_duration)
-                ])
-
-        # Ignore type as floatfmt does allow tuples but mypy does not know that
-        return tabulate(tabular_data, headers=headers,
-                        floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
-
     def start(self) -> None:
         result = self.edge.calculate()
         if result:
             print('')  # blank line for readability
-            print(self._generate_edge_table(self.edge._cached_pairs))
+            print(generate_edge_table(self.edge._cached_pairs))
diff --git a/freqtrade/optimize/backtest_reports.py b/freqtrade/optimize/optimize_reports.py
similarity index 83%
rename from freqtrade/optimize/backtest_reports.py
rename to freqtrade/optimize/optimize_reports.py
index 555250760..ffc8c53d4 100644
--- a/freqtrade/optimize/backtest_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -107,3 +107,29 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
                     floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+
+
+def generate_edge_table(results: dict) -> str:
+
+    floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
+    tabular_data = []
+    headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
+                'required risk reward', 'expectancy', 'total number of trades',
+                'average duration (min)']
+
+    for result in results.items():
+        if result[1].nb_trades > 0:
+            tabular_data.append([
+                result[0],
+                result[1].stoploss,
+                result[1].winrate,
+                result[1].risk_reward_ratio,
+                result[1].required_risk_reward,
+                result[1].expectancy,
+                result[1].nb_trades,
+                round(result[1].avg_trade_duration)
+            ])
+
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(tabular_data, headers=headers,
+                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
diff --git a/tests/optimize/test_backtest_reports.py b/tests/optimize/test_backtest_reports.py
index 107389a42..518b50d0f 100644
--- a/tests/optimize/test_backtest_reports.py
+++ b/tests/optimize/test_backtest_reports.py
@@ -1,7 +1,8 @@
 import pandas as pd
 
-from freqtrade.optimize.backtest_reports import (
-    generate_text_table, generate_text_table_sell_reason,
+from freqtrade.edge import PairInfo
+from freqtrade.optimize.optimize_reports import (
+    generate_edge_table, generate_text_table, generate_text_table_sell_reason,
     generate_text_table_strategy)
 from freqtrade.strategy.interface import SellType
 
@@ -94,3 +95,14 @@ def test_generate_text_table_strategy(default_conf, mocker):
         '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
     )
     assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
+
+
+def test_generate_edge_table(edge_conf, mocker):
+
+    results = {}
+    results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
+
+    assert generate_edge_table(results).count(':|') == 7
+    assert generate_edge_table(results).count('| ETH/BTC |') == 1
+    assert generate_edge_table(results).count(
+        '|   risk reward ratio |   required risk reward |   expectancy |') == 1
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index ddfa7156e..acc0d2d16 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -3,7 +3,6 @@
 
 from unittest.mock import MagicMock
 
-from freqtrade.edge import PairInfo
 from freqtrade.optimize import setup_configuration, start_edge
 from freqtrade.optimize.edge_cli import EdgeCli
 from freqtrade.state import RunMode
@@ -106,16 +105,3 @@ def test_edge_init_fee(mocker, edge_conf) -> None:
     edge_cli = EdgeCli(edge_conf)
     assert edge_cli.edge.fee == 0.1234
     assert fee_mock.call_count == 0
-
-
-def test_generate_edge_table(edge_conf, mocker):
-    patch_exchange(mocker)
-    edge_cli = EdgeCli(edge_conf)
-
-    results = {}
-    results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
-
-    assert edge_cli._generate_edge_table(results).count(':|') == 7
-    assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
-    assert edge_cli._generate_edge_table(results).count(
-        '|   risk reward ratio |   required risk reward |   expectancy |') == 1

From 785cd2a640bda12ef39a1391e9f07f2b89dc229d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 06:52:56 +0100
Subject: [PATCH 0962/1495] Rename test module

---
 freqtrade/optimize/optimize_reports.py                        | 4 ++--
 .../{test_backtest_reports.py => test_optimize_reports.py}    | 0
 2 files changed, 2 insertions(+), 2 deletions(-)
 rename tests/optimize/{test_backtest_reports.py => test_optimize_reports.py} (100%)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ffc8c53d4..3801546b1 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -114,8 +114,8 @@ def generate_edge_table(results: dict) -> str:
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
     tabular_data = []
     headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
-                'required risk reward', 'expectancy', 'total number of trades',
-                'average duration (min)']
+               'required risk reward', 'expectancy', 'total number of trades',
+               'average duration (min)']
 
     for result in results.items():
         if result[1].nb_trades > 0:
diff --git a/tests/optimize/test_backtest_reports.py b/tests/optimize/test_optimize_reports.py
similarity index 100%
rename from tests/optimize/test_backtest_reports.py
rename to tests/optimize/test_optimize_reports.py

From b748ed34358466e3925f547f23a343a996d2b3c2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 19:59:13 +0100
Subject: [PATCH 0963/1495] UPdate documentaiton wording

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 9a05eea2d..f242a4744 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -149,7 +149,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 
 #### Amend last stake amount
 
-Assuming we have a `balance=1000` (USDT), `stake_amount=400`, and `max_open_trades=3`.
+Assuming we have the tradable balance of 1000 USDT (`balance=1000`), `stake_amount=400`, and `max_open_trades=3` (This example assumes `tradable_balance_ratio=1`).
 The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
 
 To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.

From 9713dc8d94c181d293b6994b2587280dde60e71b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 20:09:21 +0100
Subject: [PATCH 0964/1495] Ensure wallets.update is called before buy

closes #2756
---
 freqtrade/freqtradebot.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5aacdc587..06f435421 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -257,6 +257,9 @@ class FreqtradeBot:
         :raise: DependencyException if the available stake amount is too low
         """
         stake_amount: float
+        # Ensure wallets are uptodate.
+        self.wallets.update()
+
         if self.edge:
             stake_amount = self.edge.stake_amount(
                 pair,

From e94dfdeff24def65c0a52f2fb1690c4a5ca5845e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 9 Jan 2020 20:13:14 +0100
Subject: [PATCH 0965/1495] UPdate documentation to remove inexisting setting

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

diff --git a/docs/configuration.md b/docs/configuration.md
index f242a4744..a0e7610f6 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -149,7 +149,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 
 #### Amend last stake amount
 
-Assuming we have the tradable balance of 1000 USDT (`balance=1000`), `stake_amount=400`, and `max_open_trades=3` (This example assumes `tradable_balance_ratio=1`).
+Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3` (This example assumes `tradable_balance_ratio=1`).
 The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
 
 To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.

From fab19ae3a7e0bf554f102ba292fc7199268aa847 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 10 Jan 2020 06:36:28 +0100
Subject: [PATCH 0966/1495] Implement last_stake_amount_min_ratio

---
 config_full.json.example   |  1 +
 docs/configuration.md      |  6 +++++-
 freqtrade/constants.py     |  4 ++++
 freqtrade/freqtradebot.py  |  7 ++++++-
 tests/test_freqtradebot.py | 18 ++++++++++++------
 5 files changed, 28 insertions(+), 8 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index f39abb00c..82d8bd04a 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -6,6 +6,7 @@
     "fiat_display_currency": "USD",
     "amount_reserve_percent" : 0.05,
     "amend_last_stake_amount": false,
+    "last_stake_amount_min_ratio": 0.5,
     "dry_run": false,
     "ticker_interval": "5m",
     "trailing_stop": false,
diff --git a/docs/configuration.md b/docs/configuration.md
index a0e7610f6..e609f89d9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -45,6 +45,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
 | `amend_last_stake_amount` | **Required.** Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `last_stake_amount_min_ratio` | **Required.** Minimum amount that has to be left. Applies only to "last_stake_amount" if `amend_last_stake_amount=True` [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
@@ -149,7 +150,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 
 #### Amend last stake amount
 
-Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3` (This example assumes `tradable_balance_ratio=1`).
+Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
 The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
 
 To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
@@ -163,6 +164,9 @@ In the example above this would mean:
 !!! Note
    This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
 
+!!! Note
+    The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake-amount that's ever used is `stake_amount * 0.5`. This avoids very low stake-amounts, close to the minimum tradable amount.
+
 #### Static stake amount
 
 The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index a1bd70183..e9c103db9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -80,6 +80,9 @@ CONF_SCHEMA = {
             'default': 0.99
         },
         'amend_last_stake_amount': {'type': 'boolean', 'default': False},
+        'last_stake_amount_min_ratio': {
+            'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
+            },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
@@ -284,6 +287,7 @@ SCHEMA_TRADE_REQUIRED = [
     'stake_currency',
     'stake_amount',
     'tradable_balance_ratio',
+    'last_stake_amount_min_ratio',
     'dry_run',
     'dry_run_wallet',
     'bid_strategy',
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 06f435421..e3f2616a2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -312,7 +312,12 @@ class FreqtradeBot:
         available_amount = self._get_available_stake_amount()
 
         if self.config['amend_last_stake_amount']:
-            stake_amount = min(stake_amount, available_amount)
+            # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
+            # Otherwise the remaining amount is too low to trade.
+            if available_amount > (stake_amount * self.config['last_stake_amount_min_ratio']):
+                stake_amount = min(stake_amount, available_amount)
+            else:
+                stake_amount = 0
 
         if available_amount < stake_amount:
             raise DependencyException(
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6d794fc05..58f88198a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -140,14 +140,18 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
     assert result == default_conf['stake_amount']
 
 
-@pytest.mark.parametrize("amend_last,wallet,max_open,expected", [
-                        (False, 0.002, 2, [0.001, None]),
-                        (True, 0.002, 2, [0.001, 0.00098]),
-                        (False, 0.003, 3, [0.001, 0.001, None]),
-                        (True, 0.003, 3, [0.001, 0.001, 0.00097]),
+@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
+                        (False, 0.002, 2, 0.5, [0.001, None]),
+                        (True, 0.002, 2, 0.5, [0.001, 0.00098]),
+                        (False, 0.003, 3, 0.5, [0.001, 0.001, None]),
+                        (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
+                        (False, 0.0022, 3, 0.5, [0.001, 0.001, None]),
+                        (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
+                        (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
+                        (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
                         ])
 def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order,
-                                      amend_last, wallet, max_open, expected) -> None:
+                                      amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -160,6 +164,8 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     default_conf['dry_run_wallet'] = wallet
 
     default_conf['amend_last_stake_amount'] = amend_last
+    default_conf['last_stake_amount_min_ratio'] = lsamr
+
     freqtrade = FreqtradeBot(default_conf)
 
     for i in range(0, max_open):

From 3faa2d0eb9f579658e7d081fdb31720ad1838a97 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 10 Jan 2020 22:59:02 +0300
Subject: [PATCH 0967/1495] Refine description for last_stake_amount_min_ratio

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

diff --git a/docs/configuration.md b/docs/configuration.md
index e609f89d9..9aa3a7585 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -45,7 +45,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
 | `amend_last_stake_amount` | **Required.** Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `last_stake_amount_min_ratio` | **Required.** Minimum amount that has to be left. Applies only to "last_stake_amount" if `amend_last_stake_amount=True` [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
+| `last_stake_amount_min_ratio` | **Required.** Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*

From 83b88e791642d49b96edf55323f5b11ba4b097e6 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 10 Jan 2020 23:14:17 +0300
Subject: [PATCH 0968/1495] Remove Required marks for new settings

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 9aa3a7585..f83072b03 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -44,8 +44,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
-| `amend_last_stake_amount` | **Required.** Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `last_stake_amount_min_ratio` | **Required.** Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
+| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
 | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*

From d3de3983950fdc7e8dbc0159dfb5c979c2b8c623 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 10 Jan 2020 23:43:09 +0300
Subject: [PATCH 0969/1495] Docs adjusted

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

diff --git a/docs/configuration.md b/docs/configuration.md
index f83072b03..fe692eacb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -143,10 +143,10 @@ Freqtrade will reserve 1% for eventual fees when entering a trade and will there
 
 You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
 
-For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance.
+For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
 
 !!! Warning
-    `tradable_balance_ratio` applies to the current balance (free balance + tied up in trades). Therefore, assuming a starting balance of 1000, a configuration of `tradable_balance_ratio=0.99` will not guarantee that 10 units will always remain available on the exchange. The free amount may reduce to 5 units if the total balance is reduce to 500 (either by a losing streak, or by withdrawing balance).
+    The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
 
 #### Amend last stake amount
 
@@ -162,10 +162,10 @@ In the example above this would mean:
 - Trade3: 200 USDT
 
 !!! Note
-   This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
+    This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
 
 !!! Note
-    The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake-amount that's ever used is `stake_amount * 0.5`. This avoids very low stake-amounts, close to the minimum tradable amount.
+    The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
 
 #### Static stake amount
 

From 5faebad863a59ed6436fc9351efd93df9908e428 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 11:16:05 +0100
Subject: [PATCH 0970/1495] Don't hardcode TimeFrames - they can differ by
 exchange.

---
 freqtrade/constants.py | 8 +-------
 1 file changed, 1 insertion(+), 7 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e9c103db9..598a64337 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -33,12 +33,6 @@ USER_DATA_FILES = {
     'strategy_analysis_example.ipynb': 'notebooks',
 }
 
-TIMEFRAMES = [
-    '1m', '3m', '5m', '15m', '30m',
-    '1h', '2h', '4h', '6h', '8h', '12h',
-    '1d', '3d', '1w',
-]
-
 SUPPORTED_FIAT = [
     "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
     "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
@@ -66,7 +60,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
-        'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
+        'ticker_interval': {'type': 'string'},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {
             'type': ['number', 'string'],

From 235a10ab860d887342635a45d73d3ce1e9b83871 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 11:36:28 +0100
Subject: [PATCH 0971/1495] Don't suppport <1m timeframes

---
 freqtrade/exchange/exchange.py  |  4 ++++
 tests/exchange/test_exchange.py | 15 ++++++++++++---
 2 files changed, 16 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3ef32db62..1ee6c2f1c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -319,6 +319,10 @@ class Exchange:
             raise OperationalException(
                 f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
 
+        if timeframe_to_minutes(timeframe) < 1:
+            raise OperationalException(
+                f"Timeframes < 1m are currently not supported by Freqtrade.")
+
     def validate_ordertypes(self, order_types: Dict) -> None:
         """
         Checks if order-types configured in strategy/config are supported
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index cb40bdbd9..288c10187 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -377,8 +377,11 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
                    f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
-def test_validate_timeframes(default_conf, mocker):
-    default_conf["ticker_interval"] = "5m"
+@pytest.mark.parametrize("timeframe", [
+    ('5m'), ("1m"), ("15m"), ("1h")
+])
+def test_validate_timeframes(default_conf, mocker, timeframe):
+    default_conf["ticker_interval"] = timeframe
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -399,7 +402,8 @@ def test_validate_timeframes_failed(default_conf, mocker):
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
-    timeframes = PropertyMock(return_value={'1m': '1m',
+    timeframes = PropertyMock(return_value={'15s': '15s',
+                                            '1m': '1m',
                                             '5m': '5m',
                                             '15m': '15m',
                                             '1h': '1h'})
@@ -411,6 +415,11 @@ def test_validate_timeframes_failed(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r"Invalid ticker interval '3m'. This exchange supports.*"):
         Exchange(default_conf)
+    default_conf["ticker_interval"] = "15s"
+
+    with pytest.raises(OperationalException,
+                       match=r"Timeframes < 1m are currently not supported by Freqtrade."):
+        Exchange(default_conf)
 
 
 def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):

From 13274964a94a38975e66b8963c1c5622a7cec022 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 11:53:44 +0100
Subject: [PATCH 0972/1495] Implement validation for valid stake currency

---
 freqtrade/constants.py         |  2 +-
 freqtrade/exchange/exchange.py | 25 +++++++++++++++++++++++--
 tests/conftest.py              |  1 +
 3 files changed, 25 insertions(+), 3 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 598a64337..53bc4af53 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -61,7 +61,7 @@ CONF_SCHEMA = {
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
         'ticker_interval': {'type': 'string'},
-        'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
+        'stake_currency': {'type': 'string'},
         'stake_amount': {
             'type': ['number', 'string'],
             'minimum': 0.0001,
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 1ee6c2f1c..e15f6885c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -116,6 +116,7 @@ class Exchange:
             self._load_markets()
 
             # Check if all pairs are available
+            self.validate_stakecurrency(config['stake_currency'])
             self.validate_pairs(config['exchange']['pair_whitelist'])
             self.validate_ordertypes(config.get('order_types', {}))
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
@@ -210,6 +211,14 @@ class Exchange:
             markets = {k: v for k, v in markets.items() if market_is_active(v)}
         return markets
 
+    def get_quote_currencies(self) -> List[str]:
+        """
+        Return a list of supported quote currencies
+        """
+        markets = self.markets
+        currencies = set([x['quote'] for _, x in markets.items()])
+        return list(currencies)
+
     def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
         if pair_interval in self._klines:
             return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@@ -259,11 +268,23 @@ class Exchange:
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
 
+    def validate_stakecurrency(self, stake_currency) -> None:
+        """
+        Checks stake-currency against available currencies on the exchange.
+        :param stake_currency: Stake-currency to validate
+        :raise: OperationalException if stake-currency is not available.
+        """
+        quote_currencies = self.get_quote_currencies()
+        if stake_currency not in quote_currencies:
+            raise OperationalException(
+                    f"{stake_currency} is not available as stake on {self.name}."
+                    f"Available currencies are: {','.join(quote_currencies)}")
+
     def validate_pairs(self, pairs: List[str]) -> None:
         """
         Checks if all given pairs are tradable on the current exchange.
-        Raises OperationalException if one pair is not available.
         :param pairs: list of pairs
+        :raise: OperationalException if one pair is not available
         :return: None
         """
 
@@ -319,7 +340,7 @@ class Exchange:
             raise OperationalException(
                 f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
 
-        if timeframe_to_minutes(timeframe) < 1:
+        if timeframe and timeframe_to_minutes(timeframe) < 1:
             raise OperationalException(
                 f"Timeframes < 1m are currently not supported by Freqtrade.")
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 7bb4cf4c9..ac1b10284 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -60,6 +60,7 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
     if mock_markets:

From ca2880537d6a95bdee468aa4bb0f1463e3ab8d1c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 11:54:11 +0100
Subject: [PATCH 0973/1495] Modify tests to skip stake_currency validations

---
 tests/exchange/test_exchange.py | 66 ++++++++++++++++++++-------------
 1 file changed, 41 insertions(+), 25 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 288c10187..bd73a98de 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -73,6 +73,7 @@ def test_init(default_conf, mocker, caplog):
 
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     caplog.set_level(logging.INFO)
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
@@ -121,9 +122,10 @@ def test_init_exception(default_conf, mocker):
 
 def test_exchange_resolver(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
     assert isinstance(exchange, Exchange)
     assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
@@ -257,9 +259,10 @@ def test__load_markets(default_conf, mocker, caplog):
     api_mock = MagicMock()
     api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
     assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
 
@@ -324,8 +327,9 @@ def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs d
     type(api_mock).id = id_mock
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
 
 
@@ -335,8 +339,9 @@ def test_validate_pairs_not_available(default_conf, mocker):
         'XRP/BTC': {'inactive': True}
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
 
     with pytest.raises(OperationalException, match=r'not available'):
         Exchange(default_conf)
@@ -349,8 +354,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 
     type(api_mock).markets = PropertyMock(return_value={})
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
 
     with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
         Exchange(default_conf)
@@ -368,8 +374,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
         'NEO/BTC': {'info': 'TestString'},  # info can also be a string ...
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     Exchange(default_conf)
     assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
@@ -393,7 +400,8 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
 
 
@@ -433,7 +441,8 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    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 '
@@ -454,6 +463,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._load_markets',
                  MagicMock(return_value={'timeframes': None}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    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 '
@@ -474,7 +484,8 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
 
 
@@ -484,8 +495,9 @@ def test_validate_order_types(default_conf, mocker):
     type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
     default_conf['order_types'] = {
         'buy': 'limit',
@@ -526,8 +538,9 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     conf = copy.deepcopy(default_conf)
     Exchange(conf)
@@ -538,9 +551,10 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     default_conf['startup_candle_count'] = 20
     ex = Exchange(default_conf)
@@ -1674,7 +1688,9 @@ def test_merge_ft_has_dict(default_conf, mocker):
                           _init_ccxt=MagicMock(return_value=MagicMock()),
                           _load_async_markets=MagicMock(),
                           validate_pairs=MagicMock(),
-                          validate_timeframes=MagicMock())
+                          validate_timeframes=MagicMock(),
+                          validate_stakecurrency=MagicMock()
+                          )
     ex = Exchange(default_conf)
     assert ex._ft_has == Exchange._ft_has_default
 

From 60b47b6eeca7ae9267bbdd951bebda9f6235240c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 12:01:34 +0100
Subject: [PATCH 0974/1495] Add tests for get_quote_currencies

---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py | 21 +++++++++++++++++++++
 2 files changed, 22 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e15f6885c..a5c10776c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -216,7 +216,7 @@ class Exchange:
         Return a list of supported quote currencies
         """
         markets = self.markets
-        currencies = set([x['quote'] for _, x in markets.items()])
+        currencies = set([x.get('quote') for _, x in markets.items()])
         return list(currencies)
 
     def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index bd73a98de..5924d4b40 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -318,6 +318,27 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
     assert log_has_re(r"Could not reload markets.*", caplog)
 
 
+@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
+def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
+    default_conf['stake_currency'] = stake_currency
+    api_mock = MagicMock()
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    Exchange(default_conf)
+
+
+def test_get_quote_currencies(default_conf, mocker):
+    ex = get_patched_exchange(mocker, default_conf)
+
+    assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT'])
+
+
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={

From a7246ba1ecfd96f12e1fd2bbe252b569e12ed872 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 12:51:42 +0100
Subject: [PATCH 0975/1495] No need to "fix" stake_currency enum anymore

---
 freqtrade/configuration/config_validation.py | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 54941043d..5183ad0b4 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -48,11 +48,6 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
         conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
     else:
         conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
-        # Dynamically allow empty stake-currency
-        # Since the minimal config specifies this too.
-        # It's not allowed for Dry-run or live modes
-        conf_schema['properties']['stake_currency']['enum'] += ['']  # type: ignore
-
     try:
         FreqtradeValidator(conf_schema).validate(conf)
         return conf

From 3519cebf66e31aa799ae9422ab31e17c20153844 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jan 2020 13:14:19 +0100
Subject: [PATCH 0976/1495] Add test for failing stake_validation

---
 freqtrade/exchange/exchange.py  |  9 +++++----
 tests/exchange/test_exchange.py | 17 +++++++++++++++++
 2 files changed, 22 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a5c10776c..3735dac8a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -216,8 +216,9 @@ class Exchange:
         Return a list of supported quote currencies
         """
         markets = self.markets
-        currencies = set([x.get('quote') for _, x in markets.items()])
-        return list(currencies)
+        currencies = list(set([x.get('quote') for _, x in markets.items()]))
+        currencies.sort()
+        return currencies
 
     def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
         if pair_interval in self._klines:
@@ -277,8 +278,8 @@ class Exchange:
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
-                    f"{stake_currency} is not available as stake on {self.name}."
-                    f"Available currencies are: {','.join(quote_currencies)}")
+                    f"{stake_currency} is not available as stake on {self.name}. "
+                    f"Available currencies are: {', '.join(quote_currencies)}")
 
     def validate_pairs(self, pairs: List[str]) -> None:
         """
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 5924d4b40..150ba3ea7 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -333,6 +333,23 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     Exchange(default_conf)
 
 
+def test_validate_stake_currency_error(default_conf, mocker, caplog):
+    default_conf['stake_currency'] = 'XRP'
+    api_mock = MagicMock()
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    with pytest.raises(OperationalException,
+                       match=r'XRP is not available as stake on .*'
+                       'Available currencies are: BTC, ETH, USDT'):
+        Exchange(default_conf)
+
+
 def test_get_quote_currencies(default_conf, mocker):
     ex = get_patched_exchange(mocker, default_conf)
 

From 53abfdbcbf032de93994fb2965b6d0192660df6a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jan 2020 12:48:29 +0100
Subject: [PATCH 0977/1495] Use sorted on set instead of explicit list
 conversion

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3735dac8a..714bb40e4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -216,9 +216,7 @@ class Exchange:
         Return a list of supported quote currencies
         """
         markets = self.markets
-        currencies = list(set([x.get('quote') for _, x in markets.items()]))
-        currencies.sort()
-        return currencies
+        return sorted(set([x['quote'] for _, x in markets.items()]))
 
     def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
         if pair_interval in self._klines:

From fa1f9bcdbd697274c50489a06c7c42e586db4999 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jan 2020 14:37:45 +0100
Subject: [PATCH 0978/1495] expose precisionMode from exchange class

---
 freqtrade/exchange/exchange.py | 5 +++++
 tests/conftest.py              | 1 +
 2 files changed, 6 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3ef32db62..f29bc3c6f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -188,6 +188,11 @@ class Exchange:
             self._load_markets()
         return self._api.markets
 
+    @property
+    def precisionMode(self) -> str:
+        """exchange ccxt precisionMode"""
+        return self._api.precisionMode
+
     def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
                     pairs_only: bool = False, active_only: bool = False) -> Dict:
         """
diff --git a/tests/conftest.py b/tests/conftest.py
index 7bb4cf4c9..ec53141c1 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -62,6 +62,7 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No
     mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
     if mock_markets:
         mocker.patch('freqtrade.exchange.Exchange.markets',
                      PropertyMock(return_value=get_markets()))

From b60d7ad42fde62614c934abf14931b1103b04962 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jan 2020 14:40:58 +0100
Subject: [PATCH 0979/1495] Use ccxt.decimal_to_precision instead of our own
 calculation

---
 freqtrade/exchange/exchange.py  | 24 ++++++++++++++----------
 tests/exchange/test_exchange.py | 19 +++++++++++++++++++
 2 files changed, 33 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f29bc3c6f..e1b5c411d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -7,14 +7,15 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
-from math import ceil, floor
+from math import ceil
 from random import randint
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
-from ccxt.base.decimal_to_precision import ROUND_DOWN, ROUND_UP
+from ccxt.base.decimal_to_precision import (ROUND, ROUND_DOWN, ROUND_UP,
+                                            TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
 from freqtrade.data.converter import parse_ticker_dataframe
@@ -367,26 +368,29 @@ class Exchange:
         """
         return endpoint in self._api.has and self._api.has[endpoint]
 
-    def symbol_amount_prec(self, pair, amount: float):
+    def symbol_amount_prec(self, pair, amount: float) -> float:
         '''
         Returns the amount to buy or sell to a precision the Exchange accepts
         Rounded down
         '''
         if self.markets[pair]['precision']['amount']:
-            symbol_prec = self.markets[pair]['precision']['amount']
-            big_amount = amount * pow(10, symbol_prec)
-            amount = floor(big_amount) / pow(10, symbol_prec)
+            amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
+                                                precision=self.markets[pair]['precision']['amount'],
+                                                counting_mode=self.precisionMode,
+                                                ))
+
         return amount
 
-    def symbol_price_prec(self, pair, price: float):
+    def symbol_price_prec(self, pair, price: float) -> float:
         '''
         Returns the price buying or selling with to the precision the Exchange accepts
         Rounds up
         '''
         if self.markets[pair]['precision']['price']:
-            symbol_prec = self.markets[pair]['precision']['price']
-            big_price = price * pow(10, symbol_prec)
-            price = ceil(big_price) / pow(10, symbol_prec)
+            price = float(decimal_to_precision(price, rounding_mode=ROUND,
+                                               precision=self.markets[pair]['precision']['price'],
+                                               counting_mode=self.precisionMode,
+                                               ))
         return price
 
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index cb40bdbd9..b90e94547 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -181,6 +181,11 @@ def test_symbol_amount_prec(default_conf, mocker):
     markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    # digits counting mode
+    # DECIMAL_PLACES = 2
+    # SIGNIFICANT_DIGITS = 3
+    # TICK_SIZE = 4
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
 
     amount = 2.34559
@@ -188,6 +193,12 @@ def test_symbol_amount_prec(default_conf, mocker):
     amount = exchange.symbol_amount_prec(pair, amount)
     assert amount == 2.3455
 
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 0.0001}}})
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
+    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+    amount = exchange.symbol_amount_prec(pair, amount)
+    assert amount == 2.3455
+
 
 def test_symbol_price_prec(default_conf, mocker):
     '''
@@ -197,12 +208,20 @@ def test_symbol_price_prec(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
 
     price = 2.34559
     pair = 'ETH/BTC'
     price = exchange.symbol_price_prec(pair, price)
     assert price == 2.3456
 
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
+    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+
+    price = exchange.symbol_price_prec(pair, price)
+    assert price == 2.3456
+
 
 def test_set_sandbox(default_conf, mocker):
     """

From 5fcab1eee8efce5bfa17d43f70542da65dcc4449 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jan 2020 14:55:05 +0100
Subject: [PATCH 0980/1495] Align method names to internal ccxt names

These methods are reimplemented from ccxt so we can test their behaviour.
---
 freqtrade/exchange/binance.py         |  6 ++---
 freqtrade/exchange/exchange.py        | 19 ++++++++--------
 freqtrade/pairlist/PrecisionFilter.py |  4 ++--
 tests/exchange/test_binance.py        |  8 +++----
 tests/exchange/test_exchange.py       | 32 +++++++++++++--------------
 tests/exchange/test_kraken.py         |  8 +++----
 tests/test_freqtradebot.py            |  8 +++----
 tests/test_integration.py             |  8 +++----
 8 files changed, 47 insertions(+), 46 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 96f72fcf5..12326f083 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -41,7 +41,7 @@ class Binance(Exchange):
         """
         ordertype = "stop_loss_limit"
 
-        stop_price = self.symbol_price_prec(pair, stop_price)
+        stop_price = self.price_to_precision(pair, stop_price)
 
         # Ensure rate is less than stop price
         if stop_price <= rate:
@@ -57,9 +57,9 @@ class Binance(Exchange):
             params = self._params.copy()
             params.update({'stopPrice': stop_price})
 
-            amount = self.symbol_amount_prec(pair, amount)
+            amount = self.amount_to_precision(pair, amount)
 
-            rate = self.symbol_price_prec(pair, rate)
+            rate = self.price_to_precision(pair, rate)
 
             order = self._api.create_order(pair, ordertype, 'sell',
                                            amount, rate, params)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e1b5c411d..dd6f257fe 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -7,7 +7,6 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
-from math import ceil
 from random import randint
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -368,10 +367,11 @@ class Exchange:
         """
         return endpoint in self._api.has and self._api.has[endpoint]
 
-    def symbol_amount_prec(self, pair, amount: float) -> float:
+    def amount_to_precision(self, pair, amount: float) -> float:
         '''
         Returns the amount to buy or sell to a precision the Exchange accepts
-        Rounded down
+        Reimplementation of ccxt internal methods - ensuring we can test the result is correct
+        based on our definitions.
         '''
         if self.markets[pair]['precision']['amount']:
             amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
@@ -381,10 +381,11 @@ class Exchange:
 
         return amount
 
-    def symbol_price_prec(self, pair, price: float) -> float:
+    def price_to_precision(self, pair, price: float) -> float:
         '''
         Returns the price buying or selling with to the precision the Exchange accepts
-        Rounds up
+        Reimplementation of ccxt internal methods - ensuring we can test the result is correct
+        based on our definitions.
         '''
         if self.markets[pair]['precision']['price']:
             price = float(decimal_to_precision(price, rounding_mode=ROUND,
@@ -396,7 +397,7 @@ class Exchange:
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{randint(0, 10**6)}'
-        _amount = self.symbol_amount_prec(pair, amount)
+        _amount = self.amount_to_precision(pair, amount)
         dry_order = {
             "id": order_id,
             'pair': pair,
@@ -431,13 +432,13 @@ class Exchange:
                      rate: float, params: Dict = {}) -> Dict:
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
-            amount = self.symbol_amount_prec(pair, amount)
+            amount = self.amount_to_precision(pair, amount)
             needs_price = (ordertype != 'market'
                            or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
-            rate = self.symbol_price_prec(pair, rate) if needs_price else None
+            rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
             return self._api.create_order(pair, ordertype, side,
-                                          amount, rate, params)
+                                          amount, rate_for_order, params)
 
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index aedcc5a88..5d364795d 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -35,8 +35,8 @@ class PrecisionFilter(IPairList):
         """
         stop_price = ticker['ask'] * stoploss
         # Adjust stop-prices to precision
-        sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price)
-        stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99)
+        sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
+        stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
         logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
         if sp <= stop_gap_price:
             logger.info(f"Removed {ticker['symbol']} from whitelist, "
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 0a12c1cb1..4bc918c3d 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -22,8 +22,8 @@ def test_stoploss_limit_order(default_conf, mocker):
     })
 
     default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
@@ -71,8 +71,8 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
     api_mock = MagicMock()
     order_type = 'stop_loss_limit'
     default_conf['dry_run'] = True
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index b90e94547..d666d29ac 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -173,7 +173,7 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
     ex.validate_order_time_in_force(tif2)
 
 
-def test_symbol_amount_prec(default_conf, mocker):
+def test_amount_to_precision(default_conf, mocker):
     '''
     Test rounds down to 4 Decimal places
     '''
@@ -190,17 +190,17 @@ def test_symbol_amount_prec(default_conf, mocker):
 
     amount = 2.34559
     pair = 'ETH/BTC'
-    amount = exchange.symbol_amount_prec(pair, amount)
+    amount = exchange.amount_to_precision(pair, amount)
     assert amount == 2.3455
 
     markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 0.0001}}})
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
-    amount = exchange.symbol_amount_prec(pair, amount)
+    amount = exchange.amount_to_precision(pair, amount)
     assert amount == 2.3455
 
 
-def test_symbol_price_prec(default_conf, mocker):
+def test_sprice_to_precision(default_conf, mocker):
     '''
     Test rounds up to 4 decimal places
     '''
@@ -212,14 +212,14 @@ def test_symbol_price_prec(default_conf, mocker):
 
     price = 2.34559
     pair = 'ETH/BTC'
-    price = exchange.symbol_price_prec(pair, price)
+    price = exchange.price_to_precision(pair, price)
     assert price == 2.3456
 
     markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
 
-    price = exchange.symbol_price_prec(pair, price)
+    price = exchange.price_to_precision(pair, price)
     assert price == 2.3456
 
 
@@ -615,8 +615,8 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
         }
     })
     default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order = exchange.create_order(
@@ -656,8 +656,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
         }
     })
     default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
@@ -730,8 +730,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
         }
     })
     default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order_type = 'limit'
@@ -792,8 +792,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     })
     default_conf['dry_run'] = False
 
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@@ -856,8 +856,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     })
     api_mock.options = {}
     default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order_type = 'limit'
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 3ad62d85a..8490ee1a2 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -21,8 +21,8 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     })
     default_conf['dry_run'] = False
 
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
     order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
@@ -53,8 +53,8 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     })
     default_conf['dry_run'] = False
 
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
     order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 58f88198a..5267a267b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2435,8 +2435,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        symbol_amount_prec=lambda s, x, y: y,
-        symbol_price_prec=lambda s, x, y: y,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
         stoploss_limit=stoploss_limit,
         cancel_order=cancel_order,
     )
@@ -2478,8 +2478,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        symbol_amount_prec=lambda s, x, y: y,
-        symbol_price_prec=lambda s, x, y: y,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
     )
 
     stoploss_limit = MagicMock(return_value={
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 98bf1862b..2b4a1b946 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -58,8 +58,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        symbol_amount_prec=lambda s, x, y: y,
-        symbol_price_prec=lambda s, x, y: y,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
         get_order=stoploss_order_mock,
         cancel_order=cancel_order_mock,
     )
@@ -137,8 +137,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        symbol_amount_prec=lambda s, x, y: y,
-        symbol_price_prec=lambda s, x, y: y,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
     )
 
     mocker.patch.multiple(

From 495728f50215b19bc9ba165b0df10f0a76411898 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 13 Jan 2020 06:31:15 +0300
Subject: [PATCH 0981/1495] Refine docs

---
 docs/plotting.md | 32 ++++++++++++++++----------------
 1 file changed, 16 insertions(+), 16 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index 2f084b66a..bc4ca8ae0 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -124,34 +124,34 @@ freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/
 
 ![plot-dataframe2](assets/plot-dataframe2.png)
 
-plot-dataframe will require backtesting data, a strategy as well as either a backtesting-results file or a Database file, containing trades corresponding to the strategy.
+The plot-dataframe subcommand requires backtesting data, a strategy and either a backtesting-results file or a database, containing trades corresponding to the strategy.
 
 The resulting plot will have the following elements:
 
-* Green triangles: Buy signals from the strategy. (Note: not every Buy-signal also generates a trade)
-* Red triangles: Sell signals from the strategy.
-* Cyan Circles: Trade entry
-* Red Square: Trade exit for loss or 0% profit
-* Green Square: Trade exit for profit
-* Indicators corresponding to the candle scale (e.g. SMA/EMA), as specified with `--indicators1`.
-* Indicators with different scales (e.g. MACD, RSI) below the volume bars, as specified via `--indicators2`.
-* Volume (bar chart at the bottom of the main chart)
+* Green triangles: Buy signals from the strategy. (Note: not every buy signal generates a trade, compare to cyan circles.)
+* Red triangles: Sell signals from the strategy. (Also, not every sell signal terminates a trade, compare to red and green squares.)
+* Cyan circles: Trade entry points.
+* Red squares: Trade exit points for trades with loss or 0% profit.
+* Green squares: Trade exit points for profitable trades.
+* Indicators with values corresponding to the candle scale (e.g. SMA/EMA), as specified with `--indicators1`.
+* Volume (bar chart at the bottom of the main chart).
+* Indicators with values in different scales (e.g. MACD, RSI) below the volume bars, as specified with `--indicators2`.
 
 !!! Note "Bollinger Bands"
-    Bollinger bands are automatically added to the plot if the columns `bb_lowerband` and `bb_upperband` exist, and are painted as a light blue Area spanning from the lower band to the upper band.
+    Bollinger bands are automatically added to the plot if the columns `bb_lowerband` and `bb_upperband` exist, and are painted as a light blue area spanning from the lower band to the upper band.
 
-#### Advanced Plot configuration
+#### Advanced plot configuration
 
-An advanced plot-configuration can be specified in the strategy.
+An advanced plot configuration can be specified in the strategy in the `plot_config` parameter.
 
-This configuration allows to specify fixed colors (otherwise consecutive plots may produce different colorschemes each time, making comparisons diffiult.).
-It also allows multiple subplots to display both MACD and RSI at the same time.
-
-Additional features when using plot_config:
+Additional features when using plot_config include:
 
 * Specify colors per indicator
 * Specify additional subplots
 
+The sample plot configuration below specifies fixed colors for the indicators. Otherwise consecutive plots may produce different colorschemes each time, making comparisons difficult.
+It also allows multiple subplots to display both MACD and RSI at the same time.
+
 Sample configuration with inline comments explaining the process:
 
 ``` python

From af366357698e24742219d7ff2ed18d65fe382be3 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 13 Jan 2020 06:36:05 +0300
Subject: [PATCH 0982/1495] Minor changes in the docs

---
 docs/plotting.md | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index bc4ca8ae0..ecd5e1603 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -124,7 +124,7 @@ freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/
 
 ![plot-dataframe2](assets/plot-dataframe2.png)
 
-The plot-dataframe subcommand requires backtesting data, a strategy and either a backtesting-results file or a database, containing trades corresponding to the strategy.
+The `plot-dataframe` subcommand requires backtesting data, a strategy and either a backtesting-results file or a database, containing trades corresponding to the strategy.
 
 The resulting plot will have the following elements:
 
@@ -185,12 +185,12 @@ Sample configuration with inline comments explaining the process:
 
 ![plot-profit](assets/plot-profit.png)
 
-The `freqtrade plot-profit` subcommand shows an interactive graph with three plots:
+The `plot-profit` subcommand shows an interactive graph with three plots:
 
-1) Average closing price for all pairs
-2) The summarized profit made by backtesting.
-   Note that this is not the real-world profit, but more of an estimate.
-3) Profit for each individual pair
+* Average closing price for all pairs.
+* The summarized profit made by backtesting.
+Note that this is not the real-world profit, but more of an estimate.
+* Profit for each individual pair.
 
 The first graph is good to get a grip of how the overall market progresses.
 

From 2f8ed7ed191b02fca21b138b26d1cda8f02eb44f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jan 2020 07:55:35 +0000
Subject: [PATCH 0983/1495] Bump numpy from 1.18.0 to 1.18.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.18.0 to 1.18.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.18.0...v1.18.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e0e2942b1..c7dd07ee4 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.0
+numpy==1.18.1
 pandas==0.25.3

From b3938a86c3b5961c66c33eb3e1b45e3c22056f62 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jan 2020 07:56:20 +0000
Subject: [PATCH 0984/1495] Bump python-telegram-bot from 12.2.0 to 12.3.0

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.2.0 to 12.3.0.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.2.0...v12.3.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index c10536603..dc693a25f 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -2,7 +2,7 @@
 # mainly used for Raspberry pi installs
 ccxt==1.21.32
 SQLAlchemy==1.3.12
-python-telegram-bot==12.2.0
+python-telegram-bot==12.3.0
 arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0

From c67b2530999cd95c4d3b8155b6fee4ac4d5c0b5c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jan 2020 10:38:34 +0000
Subject: [PATCH 0985/1495] Bump ccxt from 1.21.32 to 1.21.56

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.32 to 1.21.56.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.32...1.21.56)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index dc693a25f..15a9d687f 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.32
+ccxt==1.21.56
 SQLAlchemy==1.3.12
 python-telegram-bot==12.3.0
 arrow==0.15.5

From 797dc8a4dacf526e859af144d501d1732f935ca5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 15:54:53 +0100
Subject: [PATCH 0986/1495] Add more detailed tests for amount_to_precision

---
 tests/exchange/test_exchange.py | 45 ++++++++++++++++++++++++++-------
 1 file changed, 36 insertions(+), 9 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index d666d29ac..379e7d091 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -173,12 +173,19 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
     ex.validate_order_time_in_force(tif2)
 
 
-def test_amount_to_precision(default_conf, mocker):
+@pytest.mark.parametrize("amount,precision,expected", [
+    (2.34559, 4, 2.3455),
+    (2.34559, 5, 2.34559),
+    (2.34559, 3, 2.345),
+    (2.9999, 3, 2.999),
+    (2.9909, 3, 2.990),
+])
+def test_amount_to_precision_decimal_places(default_conf, mocker, amount, precision, expected):
     '''
-    Test rounds down to 4 Decimal places
+    Test rounds down
     '''
 
-    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': precision}}})
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
     # digits counting mode
@@ -188,16 +195,36 @@ def test_amount_to_precision(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
 
-    amount = 2.34559
     pair = 'ETH/BTC'
-    amount = exchange.amount_to_precision(pair, amount)
-    assert amount == 2.3455
+    assert exchange.amount_to_precision(pair, amount) == expected
 
-    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 0.0001}}})
+
+@pytest.mark.parametrize("amount,precision,expected", [
+    (2.34559, 0.0001, 2.3455),
+    (2.34559, 0.00001, 2.34559),
+    (2.34559, 0.001, 2.345),
+    (2.9999, 0.001, 2.999),
+    (2.9909, 0.001, 2.990),
+    (2.9909, 0.005, 2.990),
+    (2.9999, 0.005, 2.995),
+])
+def test_amount_to_precision_tick_size(default_conf, mocker, amount, precision, expected):
+    '''
+    Test rounds down
+    '''
+
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': precision}}})
+
+    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    # digits counting mode
+    # DECIMAL_PLACES = 2
+    # SIGNIFICANT_DIGITS = 3
+    # TICK_SIZE = 4
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
-    amount = exchange.amount_to_precision(pair, amount)
-    assert amount == 2.3455
+
+    pair = 'ETH/BTC'
+    assert exchange.amount_to_precision(pair, amount) == expected
 
 
 def test_sprice_to_precision(default_conf, mocker):

From 425ec53b28ec7d4b463f2f36b6b6c97fa10a99e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 16:01:35 +0100
Subject: [PATCH 0987/1495] Combine amount_to_precision tests into one

---
 tests/exchange/test_exchange.py | 25 +++++++++++++++++--------
 1 file changed, 17 insertions(+), 8 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 379e7d091..a131aaab5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -173,14 +173,22 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
     ex.validate_order_time_in_force(tif2)
 
 
-@pytest.mark.parametrize("amount,precision,expected", [
-    (2.34559, 4, 2.3455),
-    (2.34559, 5, 2.34559),
-    (2.34559, 3, 2.345),
-    (2.9999, 3, 2.999),
-    (2.9909, 3, 2.990),
+@pytest.mark.parametrize("amount,precision_mode,precision,expected", [
+    (2.34559, 2, 4, 2.3455),
+    (2.34559, 2, 5, 2.34559),
+    (2.34559, 2, 3, 2.345),
+    (2.9999, 2, 3, 2.999),
+    (2.9909, 2, 3, 2.990),
+    # Tests for Tick-size
+    (2.34559, 4, 0.0001, 2.3455),
+    (2.34559, 4, 0.00001, 2.34559),
+    (2.34559, 4, 0.001, 2.345),
+    (2.9999, 4, 0.001, 2.999),
+    (2.9909, 4, 0.001, 2.990),
+    (2.9909, 4, 0.005, 2.990),
+    (2.9999, 4, 0.005, 2.995),
 ])
-def test_amount_to_precision_decimal_places(default_conf, mocker, amount, precision, expected):
+def test_amount_to_precision(default_conf, mocker, amount, precision_mode, precision, expected):
     '''
     Test rounds down
     '''
@@ -192,7 +200,8 @@ def test_amount_to_precision_decimal_places(default_conf, mocker, amount, precis
     # DECIMAL_PLACES = 2
     # SIGNIFICANT_DIGITS = 3
     # TICK_SIZE = 4
-    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode',
+                 PropertyMock(return_value=precision_mode))
     mocker.patch('freqtrade.exchange.Exchange.markets', markets)
 
     pair = 'ETH/BTC'

From d7957bd7916b4a72e24c94018f0dd0aede45a9f9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 16:04:39 +0100
Subject: [PATCH 0988/1495] add advanced tests for price_to_precision

---
 tests/exchange/test_exchange.py | 60 ++++++++++++---------------------
 1 file changed, 22 insertions(+), 38 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a131aaab5..04cf2ff22 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -208,55 +208,39 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
     assert exchange.amount_to_precision(pair, amount) == expected
 
 
-@pytest.mark.parametrize("amount,precision,expected", [
-    (2.34559, 0.0001, 2.3455),
-    (2.34559, 0.00001, 2.34559),
-    (2.34559, 0.001, 2.345),
-    (2.9999, 0.001, 2.999),
-    (2.9909, 0.001, 2.990),
-    (2.9909, 0.005, 2.990),
-    (2.9999, 0.005, 2.995),
+@pytest.mark.parametrize("price,precision_mode,precision,expected", [
+    (2.34559, 2, 4, 2.3456),
+    (2.34559, 2, 5, 2.34559),
+    (2.34559, 2, 3, 2.346),
+    (2.9999, 2, 3, 3.000),
+    (2.9909, 2, 3, 2.991),
+    # Tests for Tick_size
+    (2.34559, 4, 0.0001, 2.3456),
+    (2.34559, 4, 0.00001, 2.34559),
+    (2.34559, 4, 0.001, 2.346),
+    (2.9999, 4, 0.001, 3.000),
+    (2.9909, 4, 0.001, 2.991),
+    (2.9909, 4, 0.005, 2.99),
+    (2.9973, 4, 0.005, 2.995),
+    (2.9977, 4, 0.005, 3.0),
 ])
-def test_amount_to_precision_tick_size(default_conf, mocker, amount, precision, expected):
+def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
     '''
-    Test rounds down
+    Test price to precision
     '''
-
-    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': precision}}})
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}})
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
     # digits counting mode
     # DECIMAL_PLACES = 2
     # SIGNIFICANT_DIGITS = 3
     # TICK_SIZE = 4
-    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
-    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+    mocker.patch('freqtrade.exchange.Exchange.precisionMode',
+                 PropertyMock(return_value=precision_mode))
 
     pair = 'ETH/BTC'
-    assert exchange.amount_to_precision(pair, amount) == expected
-
-
-def test_sprice_to_precision(default_conf, mocker):
-    '''
-    Test rounds up to 4 decimal places
-    '''
-    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
-
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
-    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
-    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
-
-    price = 2.34559
-    pair = 'ETH/BTC'
-    price = exchange.price_to_precision(pair, price)
-    assert price == 2.3456
-
-    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
-    mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
-    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
-
-    price = exchange.price_to_precision(pair, price)
-    assert price == 2.3456
+    assert exchange.price_to_precision(pair, price) == expected
 
 
 def test_set_sandbox(default_conf, mocker):

From bea4ad8effa97626de4ae51d7f0e6c06c963a00f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 20:16:20 +0100
Subject: [PATCH 0989/1495] Revert price_to_precision to rounding up

---
 freqtrade/exchange/exchange.py | 29 +++++++++++++++++++++--------
 1 file changed, 21 insertions(+), 8 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index dd6f257fe..a7243d4d2 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -7,6 +7,7 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
+from math import ceil
 from random import randint
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -14,7 +15,7 @@ import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
 from ccxt.base.decimal_to_precision import (ROUND, ROUND_DOWN, ROUND_UP,
-                                            TRUNCATE, decimal_to_precision)
+                                            TRUNCATE, TICK_SIZE, decimal_to_precision)
 from pandas import DataFrame
 
 from freqtrade.data.converter import parse_ticker_dataframe
@@ -383,15 +384,27 @@ class Exchange:
 
     def price_to_precision(self, pair, price: float) -> float:
         '''
-        Returns the price buying or selling with to the precision the Exchange accepts
-        Reimplementation of ccxt internal methods - ensuring we can test the result is correct
-        based on our definitions.
+        Returns the price rounded up to the precision the Exchange accepts.
+        Partial Reimplementation of ccxt internal method decimal_to_precision(),
+        which does not support rounding up
+        TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
+        align with amount_to_precision().
+        Rounds up
         '''
         if self.markets[pair]['precision']['price']:
-            price = float(decimal_to_precision(price, rounding_mode=ROUND,
-                                               precision=self.markets[pair]['precision']['price'],
-                                               counting_mode=self.precisionMode,
-                                               ))
+            # price = float(decimal_to_precision(price, rounding_mode=ROUND,
+            #                                    precision=self.markets[pair]['precision']['price'],
+            #                                    counting_mode=self.precisionMode,
+            #                                    ))
+            if self.precisionMode == TICK_SIZE:
+                precision = self.markets[pair]['precision']['price']
+                missing = price % precision
+                if missing != 0:
+                    price = price - missing + precision
+            else:
+                symbol_prec = self.markets[pair]['precision']['price']
+                big_price = price * pow(10, symbol_prec)
+                price = ceil(big_price) / pow(10, symbol_prec)
         return price
 
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,

From 1e58cd70ad1253784a3f6d76997cf090c54362ab Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 20:16:47 +0100
Subject: [PATCH 0990/1495] Adapt tests to round price up

---
 tests/exchange/test_exchange.py | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 04cf2ff22..c3cf7ae58 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -220,9 +220,13 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
     (2.34559, 4, 0.001, 2.346),
     (2.9999, 4, 0.001, 3.000),
     (2.9909, 4, 0.001, 2.991),
-    (2.9909, 4, 0.005, 2.99),
-    (2.9973, 4, 0.005, 2.995),
+    (2.9909, 4, 0.005, 2.995),
+    (2.9973, 4, 0.005, 3.0),
     (2.9977, 4, 0.005, 3.0),
+    (234.43, 4, 0.5, 234.5),
+    (234.53, 4, 0.5, 235.0),
+    (0.891534, 4, 0.0001, 0.8916),
+
 ])
 def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
     '''
@@ -240,7 +244,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
                  PropertyMock(return_value=precision_mode))
 
     pair = 'ETH/BTC'
-    assert exchange.price_to_precision(pair, price) == expected
+    assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
 
 
 def test_set_sandbox(default_conf, mocker):

From 4c823f12e3d740e274f80cbff4e6f37ef9e676ac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jan 2020 20:25:58 +0100
Subject: [PATCH 0991/1495] Sort imports

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a7243d4d2..4c5c9194c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -14,8 +14,8 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
-from ccxt.base.decimal_to_precision import (ROUND, ROUND_DOWN, ROUND_UP,
-                                            TRUNCATE, TICK_SIZE, decimal_to_precision)
+from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
+                                            TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
 from freqtrade.data.converter import parse_ticker_dataframe

From 4013701bdb42b4d42dd0ea9db2fed733c187e756 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 06:42:53 +0100
Subject: [PATCH 0992/1495] allow wallet update to be skipped if the value is
 fresh enough.

Value is NOT configurable, having this wrong can result in bans on the
exchange.
---
 freqtrade/wallets.py | 28 ++++++++++++++++++++--------
 1 file changed, 20 insertions(+), 8 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 54c3f9138..c52767162 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -2,7 +2,10 @@
 """ Wallet """
 
 import logging
-from typing import Dict, NamedTuple, Any
+from typing import Any, Dict, NamedTuple
+
+import arrow
+
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import Trade
 
@@ -24,7 +27,7 @@ class Wallets:
         self._exchange = exchange
         self._wallets: Dict[str, Wallet] = {}
         self.start_cap = config['dry_run_wallet']
-
+        self._last_wallet_refresh = 0
         self.update()
 
     def get_free(self, currency) -> float:
@@ -95,12 +98,21 @@ class Wallets:
                 balances[currency].get('total', None)
             )
 
-    def update(self) -> None:
-        if self._config['dry_run']:
-            self._update_dry()
-        else:
-            self._update_live()
-        logger.info('Wallets synced.')
+    def update(self, require_update: bool = True) -> None:
+        """
+        Updates wallets from the configured version.
+        By default, updates from the exchange.
+        Update-skipping should only be used for user-invoked /balance calls, since
+        for trading operations, the latest balance is needed.
+        :param require_update: Allow skipping an update if balances were recently refreshed
+        """
+        if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().timestamp)):
+            if self._config['dry_run']:
+                self._update_dry()
+            else:
+                self._update_live()
+            logger.info('Wallets synced.')
+            self._last_wallet_refresh = arrow.utcnow().timestamp
 
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets

From c8806a16a12fad76485f92e2babbe0a9de25c262 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 06:43:41 +0100
Subject: [PATCH 0993/1495] Allow wallet update from /balance

---
 freqtrade/rpc/rpc.py  | 2 ++
 tests/test_wallets.py | 7 ++++++-
 2 files changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c187dae4f..0469d418d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -306,6 +306,8 @@ class RPC:
         except (TemporaryError, DependencyException):
             raise RPCException('Error getting current tickers.')
 
+        self._freqtrade.wallets.update(require_update=False)
+
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
             if not balance.total:
                 continue
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 3177edc05..884470014 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -32,7 +32,7 @@ def test_sync_wallet_at_boot(mocker, default_conf):
     assert freqtrade.wallets._wallets['GAS'].used == 0.0
     assert freqtrade.wallets._wallets['GAS'].total == 0.260739
     assert freqtrade.wallets.get_free('BNT') == 1.0
-
+    assert freqtrade.wallets._last_wallet_refresh > 0
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value={
@@ -61,6 +61,11 @@ def test_sync_wallet_at_boot(mocker, default_conf):
     assert freqtrade.wallets.get_free('GAS') == 0.270739
     assert freqtrade.wallets.get_used('GAS') == 0.1
     assert freqtrade.wallets.get_total('GAS') == 0.260439
+    update_mock = mocker.patch('freqtrade.wallets.Wallets._update_live')
+    freqtrade.wallets.update(False)
+    assert update_mock.call_count == 0
+    freqtrade.wallets.update()
+    assert update_mock.call_count == 1
 
 
 def test_sync_wallet_missing_data(mocker, default_conf):

From f73f0b1653b8914218c326776a4adffa0cf75fa7 Mon Sep 17 00:00:00 2001
From: Tejesh 
Date: Wed, 15 Jan 2020 19:29:00 +0530
Subject: [PATCH 0994/1495] Update comments on backtesting

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

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 18cc27ff4..1070f2481 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -296,7 +296,7 @@ class Backtesting:
         """
         # Arguments are long and noisy, so this is commented out.
         # Uncomment if you need to debug the backtest() method.
-#        logger.debug(f"Start backtest, args: {args}")
+        # logger.debug(f"Start backtest, args: {args}")
         processed = args['processed']
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)

From 6feb68b18da6f1edbdbd9a7cde05e8a262ab5568 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 19:51:33 +0100
Subject: [PATCH 0995/1495] Change feature sorting to tell more of a story

---
 docs/index.md | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index b664552bc..c88c73619 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -25,15 +25,15 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 
 ## Features
 
-- Run: Run the bot on exchange with simulated money (Dry-Run mode) or with real money (Live-Trade mode).
-- Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
-- Download market data: Download historical data of the exchange and the markets your may want to trade with. The historical data can be based on [OHLCV](https://en.wikipedia.org/wiki/Open-high-low-close_chart) candles or be trade ticks (for exchanges that support this).
-- Strategy: Write your strategy in python, using [pandas](https://pandas.pydata.org/). Example strategies to inspire you are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
+- Develop your Strategy: Write your strategy in python, using [pandas](https://pandas.pydata.org/). Example strategies to inspire you are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
+- Download market data: Download historical data of the exchange and the markets your may want to trade with.
 - Backtest: Test your strategy on downloaded historical data.
 - Optimize: Find the best parameters for your strategy using hyperoptimization which employs machining learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
+- Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
+- Run: Test your strategy with simulated money (Dry-Run mode) or deploy it with real money (Live-Trade mode).
 - Run using Edge (optional module): The concept is to find the best historical [trade expectancy](edge.md#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
 - Control/Monitor: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
-- Analyse: Further analysis can be possibilities on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
+- Analyse: Further analysis can be performed on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
 
 ## Requirements
 

From d1bf388b0edfdf2cab6d9800cdddf50c9b771654 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 19:56:14 +0100
Subject: [PATCH 0996/1495] Wallet amount must be compared with >=

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e3f2616a2..a5d980504 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -904,7 +904,7 @@ class FreqtradeBot:
         """
         wallet_amount = self.wallets.get_free(pair.split('/')[0])
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
-        if wallet_amount > amount:
+        if wallet_amount >= amount:
             return amount
         elif wallet_amount > amount * 0.98:
             logger.info(f"{pair} - Falling back to wallet-amount.")

From 90ed4c665bf21f3388f7bd90a16f5f02d5062621 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 19:59:08 +0100
Subject: [PATCH 0997/1495] Cover equal case via test

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 58f88198a..eedf79553 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2764,6 +2764,9 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
 
     assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+    caplog.clear()
+    assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
+    assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):

From 8bcfe4a6aaa370a1dc2f0554c4309d1a713ce152 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 21:01:36 +0100
Subject: [PATCH 0998/1495] Up log level of safe_sell_amount message

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a5d980504..4db5f08b1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -903,7 +903,7 @@ class FreqtradeBot:
         :raise: DependencyException: if available balance is not within 2% of the available amount.
         """
         wallet_amount = self.wallets.get_free(pair.split('/')[0])
-        logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
+        logger.info(f"Selling {pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount >= amount:
             return amount
         elif wallet_amount > amount * 0.98:

From 29a5e4fba15a8f269cacd04ff53937fa78fad01a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 21:52:10 +0100
Subject: [PATCH 0999/1495] Update wallets before getting amount

---
 freqtrade/freqtradebot.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4db5f08b1..e712892f1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -902,15 +902,19 @@ class FreqtradeBot:
         :return: amount to sell
         :raise: DependencyException: if available balance is not within 2% of the available amount.
         """
+        # Update wallets to ensure amounts tied up in a stoploss is now free!
+        self.wallets.update()
+
         wallet_amount = self.wallets.get_free(pair.split('/')[0])
-        logger.info(f"Selling {pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
+        logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount >= amount:
             return amount
         elif wallet_amount > amount * 0.98:
             logger.info(f"{pair} - Falling back to wallet-amount.")
             return wallet_amount
         else:
-            raise DependencyException("Not enough amount to sell.")
+            raise DependencyException(
+                f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
     def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None:
         """

From fa1e9dd70d1e48298ddc0c2603ae4ef351e93e85 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jan 2020 21:53:04 +0100
Subject: [PATCH 1000/1495] Adjust tests to allow updating within
 safe_sell_amount

---
 tests/rpc/test_rpc.py      | 1 +
 tests/test_freqtradebot.py | 5 +++++
 tests/test_integration.py  | 4 ++--
 3 files changed, 8 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index ac959cb0e..36fce1797 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -513,6 +513,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
         ),
         get_fee=fee,
     )
+    mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtradebot, (True, False))
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eedf79553..1cba39c58 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2750,6 +2750,7 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     amount = 95.33
     amount_wallet = 95.29
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
+    wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
     trade = Trade(
         pair='LTC/ETH',
         amount=amount,
@@ -2762,11 +2763,15 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
+    wallet_update.reset_mock()
     assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+    assert wallet_update.call_count == 1
     caplog.clear()
+    wallet_update.reset_mock()
     assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
+    assert wallet_update.call_count == 1
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 98bf1862b..ad3e897f8 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -97,8 +97,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
 
     # Only order for 3rd trade needs to be cancelled
     assert cancel_order_mock.call_count == 1
-    # Wallets should only be called once per sell cycle
-    assert wallets_mock.call_count == 1
+    # Wallets must be updated between stoploss cancellation and selling.
+    assert wallets_mock.call_count == 2
 
     trade = trades[0]
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value

From 8d2e0bfd628c13ff51e5962107b7c0fed5db78b3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 13:12:28 +0100
Subject: [PATCH 1001/1495] Move rate-calcuation for stoploss-limit order to
 exchange

---
 freqtrade/exchange/binance.py  | 8 ++++++--
 freqtrade/exchange/exchange.py | 3 ++-
 freqtrade/freqtradebot.py      | 5 +----
 3 files changed, 9 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 12326f083..15796bdcb 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,13 +32,17 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
         It may work with a limited number of other exchanges, but this has not been tested yet.
-
         """
+        # Limit price threshold: As limit price should always be below stop-price
+        LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * LIMIT_PRICE_PCT
+
         ordertype = "stop_loss_limit"
 
         stop_price = self.price_to_precision(pair, stop_price)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 87c189457..4c5ef823b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -519,7 +519,8 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e712892f1..1a3097c25 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -636,13 +636,10 @@ class FreqtradeBot:
         Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
         :return: True if the order succeeded, and False in case of problems.
         """
-        # Limit price threshold: As limit price should always be below stop-price
-        LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-
         try:
             stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
                                                           stop_price=stop_price,
-                                                          rate=rate * LIMIT_PRICE_PCT)
+                                                          order_types=self.strategy.order_types)
             trade.stoploss_order_id = str(stoploss_order['id'])
             return True
         except InvalidOrderException as e:

From da0af489a2cd8cc437752e308cab9e44ffc38c7a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 13:25:41 +0100
Subject: [PATCH 1002/1495] Adjust tests to pass in order_types instead of rate

---
 tests/exchange/test_binance.py  | 19 ++++++++++---------
 tests/exchange/test_exchange.py |  2 +-
 tests/test_freqtradebot.py      |  4 ++--
 3 files changed, 13 insertions(+), 12 deletions(-)

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 4bc918c3d..bda4946b4 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -28,11 +28,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
+                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
@@ -41,30 +42,29 @@ def test_stoploss_limit_order(default_conf, mocker):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] == 200
     assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
 
     # test exception handling
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_limit_order_dry_run(default_conf, mocker):
@@ -77,11 +77,12 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
+                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 7064d76e1..be40f2192 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1761,7 +1761,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
     with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_merge_ft_has_dict(default_conf, mocker):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5a4820f2f..2aa1548f8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1315,7 +1315,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
                                                 pair='ETH/BTC',
-                                                rate=0.00002344 * 0.95 * 0.99,
+                                                order_types=freqtrade.strategy.order_types,
                                                 stop_price=0.00002344 * 0.95)
 
 
@@ -1492,7 +1492,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
     stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
                                                 pair='NEO/BTC',
-                                                rate=0.00002344 * 0.99 * 0.99,
+                                                order_types=freqtrade.strategy.order_types,
                                                 stop_price=0.00002344 * 0.99)
 
 

From 256fc2e78cc532714b6a8f91d0783b809349bb0c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 13:30:56 +0100
Subject: [PATCH 1003/1495] Rename stoploss_limit to stoploss

---
 freqtrade/exchange/binance.py   |  3 +--
 freqtrade/exchange/exchange.py  |  6 +++---
 freqtrade/freqtradebot.py       |  6 +++---
 tests/exchange/test_binance.py  | 20 ++++++++++----------
 tests/exchange/test_exchange.py |  2 +-
 5 files changed, 18 insertions(+), 19 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 15796bdcb..d08726cf0 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,8 +32,7 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
-                       order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 4c5ef823b..121a8c636 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -519,10 +519,10 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
-                       order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
-        creates a stoploss limit order.
+        creates a stoploss order.
+        The precise ordertype is determined by the order_types dict or exchange default.
         Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
         exchange's subclass.
         The exception below should never raise, since we disallow
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1a3097c25..a4b0ab806 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -637,9 +637,9 @@ class FreqtradeBot:
         :return: True if the order succeeded, and False in case of problems.
         """
         try:
-            stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
-                                                          stop_price=stop_price,
-                                                          order_types=self.strategy.order_types)
+            stoploss_order = self.exchange.stoploss(pair=trade.pair, amount=trade.amount,
+                                                    stop_price=stop_price,
+                                                    order_types=self.strategy.order_types)
             trade.stoploss_order_id = str(stoploss_order['id'])
             return True
         except InvalidOrderException as e:
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index bda4946b4..fdf3d7435 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -28,12 +28,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
-                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
@@ -48,23 +48,23 @@ def test_stoploss_limit_order(default_conf, mocker):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_limit_order_dry_run(default_conf, mocker):
@@ -77,12 +77,12 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
-                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index be40f2192..7c0c72491 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1761,7 +1761,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
     with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_merge_ft_has_dict(default_conf, mocker):

From 16b34e11cad56216d7a8afde5a4ad73e98cc513b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 14:39:51 +0100
Subject: [PATCH 1004/1495] Complete rename of stoploss_limit to stoploss

---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py |  4 +--
 tests/test_freqtradebot.py      | 60 ++++++++++++++++-----------------
 tests/test_integration.py       |  4 +--
 4 files changed, 35 insertions(+), 35 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 121a8c636..bef92750c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -530,7 +530,7 @@ class Exchange:
         Note: Changes to this interface need to be applied to all sub-classes too.
         """
 
-        raise OperationalException(f"stoploss_limit is not implemented for {self.name}.")
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
     @retrier
     def get_balance(self, currency: str) -> float:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 7c0c72491..680e69764 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1758,9 +1758,9 @@ def test_get_fee(default_conf, mocker, exchange_name):
                            'get_fee', 'calculate_fee', symbol="ETH/BTC")
 
 
-def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
+def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
-    with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
+    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2aa1548f8..a33d47f34 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1031,8 +1031,8 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
 
-    stoploss_limit = MagicMock(return_value={'id': 13434334})
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    stoploss = MagicMock(return_value={'id': 13434334})
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
 
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1045,13 +1045,13 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
 
     freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id == '13434334'
-    assert stoploss_limit.call_count == 1
+    assert stoploss.call_count == 1
     assert trade.is_open is True
 
 
 def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
                                      limit_buy_order, limit_sell_order) -> None:
-    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -1064,7 +1064,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss_limit=stoploss_limit
+        stoploss=stoploss
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1078,7 +1078,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = None
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert stoploss_limit.call_count == 1
+    assert stoploss.call_count == 1
     assert trade.stoploss_order_id == "13434334"
 
     # Second case: when stoploss is set but it is not yet hit
@@ -1102,10 +1102,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
     mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order)
-    stoploss_limit.reset_mock()
+    stoploss.reset_mock()
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert stoploss_limit.call_count == 1
+    assert stoploss.call_count == 1
     assert trade.stoploss_order_id == "13434334"
 
     # Fourth case: when stoploss is set and it is hit
@@ -1132,7 +1132,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert trade.is_open is False
 
     mocker.patch(
-        'freqtrade.exchange.Exchange.stoploss_limit',
+        'freqtrade.exchange.Exchange.stoploss',
         side_effect=DependencyException()
     )
     freqtrade.handle_stoploss_on_exchange(trade)
@@ -1142,11 +1142,11 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # Fifth case: get_order returns InvalidOrder
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
-    stoploss_limit.reset_mock()
+    stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
-    assert stoploss_limit.call_count == 1
+    assert stoploss.call_count == 1
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1165,7 +1165,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
         get_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss_limit=MagicMock(side_effect=DependencyException()),
+        stoploss=MagicMock(side_effect=DependencyException()),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1199,7 +1199,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
         sell=sell_mock,
         get_fee=fee,
         get_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss_limit=MagicMock(side_effect=InvalidOrderException()),
+        stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1229,7 +1229,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
                                               limit_buy_order, limit_sell_order) -> None:
     # When trailing stoploss is set
-    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1241,7 +1241,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss_limit=stoploss_limit
+        stoploss=stoploss
     )
 
     # enabling TSL
@@ -1296,7 +1296,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1322,7 +1322,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
                                                     limit_buy_order, limit_sell_order) -> None:
     # When trailing stoploss is set
-    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
 
     mocker.patch.multiple(
@@ -1335,7 +1335,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss_limit=stoploss_limit
+        stoploss=stoploss
     )
 
     # enabling TSL
@@ -1375,12 +1375,12 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
     # Still try to create order
-    assert stoploss_limit.call_count == 1
+    assert stoploss.call_count == 1
 
     # Fail creating stoploss order
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
+    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@@ -1390,7 +1390,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
                                               limit_buy_order, limit_sell_order) -> None:
 
     # When trailing stoploss is set
-    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
@@ -1406,7 +1406,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss_limit=stoploss_limit
+        stoploss=stoploss
     )
 
     # enabling TSL
@@ -1459,7 +1459,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -2423,7 +2423,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
-    stoploss_limit = MagicMock(return_value={
+    stoploss = MagicMock(return_value={
         'id': 123,
         'info': {
             'foo': 'bar'
@@ -2437,7 +2437,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        stoploss_limit=stoploss_limit,
+        stoploss=stoploss,
         cancel_order=cancel_order,
     )
 
@@ -2482,14 +2482,14 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         price_to_precision=lambda s, x, y: y,
     )
 
-    stoploss_limit = MagicMock(return_value={
+    stoploss = MagicMock(return_value={
         'id': 123,
         'info': {
             'foo': 'bar'
         }
     })
 
-    mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -2507,7 +2507,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     # Assuming stoploss on exchnage is hit
     # stoploss_order_id should become None
     # and trade should be sold at the price of stoploss
-    stoploss_limit_executed = MagicMock(return_value={
+    stoploss_executed = MagicMock(return_value={
         "id": "123",
         "timestamp": 1542707426845,
         "datetime": "2018-11-20T09:50:26.845Z",
@@ -2525,7 +2525,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         "fee": None,
         "trades": None
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
+    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_executed)
 
     freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id is None
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 9cb071bb8..c40da7e9d 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -20,7 +20,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     default_conf['max_open_trades'] = 3
     default_conf['exchange']['name'] = 'binance'
 
-    stoploss_limit = {
+    stoploss = {
         'id': 123,
         'info': {}
     }
@@ -53,7 +53,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
     )
     cancel_order_mock = MagicMock()
-    mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,

From e6f1912443fa4a1229ac53ee2f1af3f5be3804ec Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 14:07:59 +0100
Subject: [PATCH 1005/1495] Use named arguments for stoploss create_order call

---
 freqtrade/exchange/binance.py  |  4 ++--
 tests/exchange/test_binance.py | 15 ++++++++-------
 2 files changed, 10 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index d08726cf0..8a3e28379 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -64,8 +64,8 @@ class Binance(Exchange):
 
             rate = self.price_to_precision(pair, rate)
 
-            order = self._api.create_order(pair, ordertype, 'sell',
-                                           amount, rate, params)
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index fdf3d7435..a1b24913e 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -9,7 +9,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 
 
-def test_stoploss_limit_order(default_conf, mocker):
+def test_stoploss_order_binance(default_conf, mocker):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -38,11 +38,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
-    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
-    assert api_mock.create_order.call_args[0][1] == order_type
-    assert api_mock.create_order.call_args[0][2] == 'sell'
-    assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling
     with pytest.raises(DependencyException):
@@ -67,7 +68,7 @@ def test_stoploss_limit_order(default_conf, mocker):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
-def test_stoploss_limit_order_dry_run(default_conf, mocker):
+def test_stoploss_order_dry_run_binance(default_conf, mocker):
     api_mock = MagicMock()
     order_type = 'stop_loss_limit'
     default_conf['dry_run'] = True

From f1629c907a3ea88d08c2976223d25c2ce82e56f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 14:08:47 +0100
Subject: [PATCH 1006/1495] Implement stoploss for kraken

---
 freqtrade/exchange/kraken.py  | 45 +++++++++++++++++-
 tests/exchange/test_kraken.py | 87 +++++++++++++++++++++++++++++++++++
 2 files changed, 131 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 9bcd9cc1f..88c414772 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -4,7 +4,8 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import OperationalException, TemporaryError
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.exchange import retrier
 
@@ -15,6 +16,7 @@ class Kraken(Exchange):
 
     _params: Dict = {"trading_agreement": "agree"}
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
     }
@@ -48,3 +50,44 @@ class Kraken(Exchange):
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+        """
+        Creates a stoploss market order.
+        Stoploss market orders is the only stoploss type supported by kraken.
+        """
+
+        ordertype = "stop-loss"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+
+            amount = self.amount_to_precision(pair, amount)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise DependencyException(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 8490ee1a2..241d15772 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -3,6 +3,11 @@
 from random import randint
 from unittest.mock import MagicMock
 
+import ccxt
+import pytest
+
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -149,3 +154,85 @@ def test_get_balances_prod(default_conf, mocker):
     assert balances['4ST']['used'] == 0.0
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
                            "get_balances", "fetch_balance")
+
+
+def test_stoploss_order_kraken(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop-loss'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+
+    # stoploss_on_exchange_limit_ratio is irrelevant for kraken market orders
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                              order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+    assert api_mock.create_order.call_count == 1
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert api_mock.create_order.call_args_list[0][1]['params'] == {'trading_agreement': 'agree'}
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.create_order = MagicMock(
+            side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(TemporaryError):
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+
+def test_stoploss_order_dry_run_kraken(default_conf, mocker):
+    api_mock = MagicMock()
+    order_type = 'stop-loss'
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == order_type
+    assert order['price'] == 220
+    assert order['amount'] == 1

From 7a22aaa11144dc95cb1f855642fdac555d866537 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 14:30:09 +0100
Subject: [PATCH 1007/1495] UPdate documentation to reflect that
 stoploss-on-exchange is also available for kraken

---
 docs/configuration.md | 2 +-
 docs/exchanges.md     | 5 ++++-
 docs/stoploss.md      | 2 +-
 3 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index fe692eacb..f2d0fa5f2 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -278,7 +278,7 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
 The below is the default which is used if this is not configured in either strategy or configuration file.
 
 Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
-`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
+`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
 Calculation example: we bought the asset at 100$.
 Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
 
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 76fa81f4a..18a9f1cba 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -5,7 +5,7 @@ This page combines common gotchas and informations which are exchange-specific a
 ## Binance
 
 !!! Tip "Stoploss on Exchange"
-    Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
+    Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
 ### Blacklists
 
@@ -22,6 +22,9 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 
 ## Kraken
 
+!!! Tip "Stoploss on Exchange"
+    Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+
 ### Historic Kraken data
 
 The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
diff --git a/docs/stoploss.md b/docs/stoploss.md
index 105488296..f6d56fd41 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
 !!! Note
-    Stoploss on exchange is only supported for Binance as of now.
+    Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
 
 ## Static Stop Loss
 

From cf9331919fdf658ee86a0b21642c8c717cf0d1b3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 19:54:30 +0100
Subject: [PATCH 1008/1495] move exchange-specific order-parsing to exchange
 class

Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".
---
 freqtrade/exchange/binance.py   |  7 +++++++
 freqtrade/exchange/exchange.py  | 13 ++++++++++---
 freqtrade/exchange/kraken.py    |  7 +++++++
 freqtrade/freqtradebot.py       |  3 +--
 tests/exchange/test_binance.py  | 14 ++++++++++++++
 tests/exchange/test_exchange.py |  3 +++
 tests/exchange/test_kraken.py   | 13 +++++++++++++
 7 files changed, 55 insertions(+), 5 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 8a3e28379..45102359d 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,6 +32,13 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bef92750c..a8df4c1bb 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -282,8 +282,8 @@ class Exchange:
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
-                    f"{stake_currency} is not available as stake on {self.name}. "
-                    f"Available currencies are: {', '.join(quote_currencies)}")
+                f"{stake_currency} is not available as stake on {self.name}. "
+                f"Available currencies are: {', '.join(quote_currencies)}")
 
     def validate_pairs(self, pairs: List[str]) -> None:
         """
@@ -460,7 +460,7 @@ class Exchange:
                 "status": "closed",
                 "filled": closed_order["amount"],
                 "remaining": 0
-                })
+            })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
         self._dry_run_open_orders[closed_order["id"]] = closed_order
@@ -519,6 +519,13 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss order.
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 88c414772..243f1a6d6 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -51,6 +51,13 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a4b0ab806..fa9a8424a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -718,8 +718,7 @@ class FreqtradeBot:
         :param order: Current on exchange stoploss order
         :return: None
         """
-
-        if trade.stop_loss > float(order['info']['stopPrice']):
+        if self.exchange.stoploss_adjust(trade.stop_loss, order):
             # we check if the update is neccesary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index a1b24913e..e4599dcd7 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -92,3 +92,17 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     assert order['type'] == order_type
     assert order['price'] == 220
     assert order['amount'] == 1
+
+
+def test_stoploss_adjust_binance(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    order = {
+        'type': 'stop_loss_limit',
+        'price': 1500,
+        'info': {'stopPrice': 1500},
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case
+    order['type'] = 'stop_loss'
+    assert not exchange.stoploss_adjust(1501, order)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 680e69764..3a664a9ec 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1763,6 +1763,9 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
+    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
+        exchange.stoploss_adjust(1, {})
+
 
 def test_merge_ft_has_dict(default_conf, mocker):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 241d15772..d63dd66cc 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -236,3 +236,16 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     assert order['type'] == order_type
     assert order['price'] == 220
     assert order['amount'] == 1
+
+
+def test_stoploss_adjust_kraken(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='kraken')
+    order = {
+        'type': 'stop-loss',
+        'price': 1500,
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case ...
+    order['type'] = 'stop_loss_limit'
+    assert not exchange.stoploss_adjust(1501, order)

From 10d9db72a851769c1996f132e170588b4f708ee2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jan 2020 20:06:04 +0100
Subject: [PATCH 1009/1495] Adjust tests slightly

---
 tests/test_freqtradebot.py | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a33d47f34..48bd2deb5 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1241,7 +1241,8 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss=stoploss
+        stoploss=stoploss,
+        stoploss_adjust=MagicMock(return_value=True),
     )
 
     # enabling TSL
@@ -1335,7 +1336,8 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss=stoploss
+        stoploss=stoploss,
+        stoploss_adjust=MagicMock(return_value=True),
     )
 
     # enabling TSL
@@ -1396,6 +1398,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     patch_edge(mocker)
     edge_conf['max_open_trades'] = float('inf')
     edge_conf['dry_run_wallet'] = 999.9
+    edge_conf['exchange']['name'] = 'binance'
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -1406,7 +1409,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        stoploss=stoploss
+        stoploss=stoploss,
     )
 
     # enabling TSL
@@ -1459,7 +1462,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={

From 9474cb17922ac4b6a0969bf1617a42c1caa210d0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 20 Jan 2020 07:48:46 +0000
Subject: [PATCH 1010/1495] Bump ccxt from 1.21.56 to 1.21.76

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.56 to 1.21.76.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.56...1.21.76)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 15a9d687f..daf4984c0 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.56
+ccxt==1.21.76
 SQLAlchemy==1.3.12
 python-telegram-bot==12.3.0
 arrow==0.15.5

From 8d4515935ae9ac849798a7111b4aa3bff0a39802 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 20 Jan 2020 07:49:18 +0000
Subject: [PATCH 1011/1495] Bump pytest from 5.3.2 to 5.3.3

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.2 to 5.3.3.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.2...5.3.3)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 16f9baf95..e602bf184 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
 mypy==0.761
-pytest==5.3.2
+pytest==5.3.3
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==2.0.0

From 6e3336cb30aee9a279d9fda3659695e916d36560 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jan 2020 20:10:06 +0100
Subject: [PATCH 1012/1495] Adapt test to verify behaviour of
 stoploss_on_exchange in dry-run

---
 tests/test_freqtradebot.py | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5a4820f2f..6c6bd1753 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1318,6 +1318,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
                                                 rate=0.00002344 * 0.95 * 0.99,
                                                 stop_price=0.00002344 * 0.95)
 
+    # price fell below stoploss, so dry-run sells trade.
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
+        'bid': 0.00002144,
+        'ask': 0.00002146,
+        'last': 0.00002144
+    }))
+    assert freqtrade.handle_trade(trade) is True
+
 
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
                                                     limit_buy_order, limit_sell_order) -> None:

From 099bbc5c7f56df2ce193c42c60c99c7c45ea7b85 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jan 2020 20:14:40 +0100
Subject: [PATCH 1013/1495] Fix bug when stoploss_on_exchange in combination
 with dry-run

does not sell orders
---
 freqtrade/strategy/interface.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7bd6a9ac5..27bc8280e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -389,9 +389,11 @@ class IStrategy(ABC):
                 trade.adjust_stop_loss(high or current_rate, stop_loss_value)
 
         # evaluate if the stoploss was hit if stoploss is not on exchange
+        # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
+        # regular stoploss handling.
         if ((self.stoploss is not None) and
             (trade.stop_loss >= current_rate) and
-                (not self.order_types.get('stoploss_on_exchange'))):
+                (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
 

From 1bf475fa1a1f5281f01b1b6a8ab3104f7553c1e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jan 2020 20:24:40 +0100
Subject: [PATCH 1014/1495] Remove .get calls for dry_run - it's a mandatory
 property

---
 freqtrade/freqtradebot.py    | 5 ++---
 freqtrade/rpc/rpc.py         | 6 +++---
 freqtrade/rpc/rpc_manager.py | 2 +-
 tests/test_configuration.py  | 2 +-
 4 files changed, 7 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e712892f1..acff2b2ad 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -63,8 +63,7 @@ class FreqtradeBot:
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        persistence.init(self.config.get('db_url', None),
-                         clean_open_orders=self.config.get('dry_run', False))
+        persistence.init(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
 
         self.wallets = Wallets(self.config, self.exchange)
 
@@ -930,7 +929,7 @@ class FreqtradeBot:
 
         # if stoploss is on exchange and we are on dry_run mode,
         # we consider the sell price stop price
-        if self.config.get('dry_run', False) and sell_type == 'stoploss' \
+        if self.config['dry_run'] and sell_type == 'stoploss' \
            and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0469d418d..d58b99f39 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -88,7 +88,7 @@ class RPC:
         """
         config = self._freqtrade.config
         val = {
-            'dry_run': config.get('dry_run', False),
+            'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
             'stake_amount': config['stake_amount'],
             'minimal_roi': config['minimal_roi'].copy(),
@@ -337,7 +337,7 @@ class RPC:
                 'stake': stake_currency,
             })
         if total == 0.0:
-            if self._freqtrade.config.get('dry_run', False):
+            if self._freqtrade.config['dry_run']:
                 raise RPCException('Running in Dry Run, balances are not available.')
             else:
                 raise RPCException('All balances are zero.')
@@ -351,7 +351,7 @@ class RPC:
             'symbol': symbol,
             'value': value,
             'stake': stake_currency,
-            'note': 'Simulated balances' if self._freqtrade.config.get('dry_run', False) else ''
+            'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
     def _rpc_start(self) -> Dict[str, str]:
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index cb9e697e9..f687fe4d1 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -62,7 +62,7 @@ class RPCManager:
                 logger.error(f"Message type {msg['type']} not implemented by handler {mod.name}.")
 
     def startup_messages(self, config, pairlist) -> None:
-        if config.get('dry_run', False):
+        if config['dry_run']:
             self.send_msg({
                 'type': RPCMessageType.WARNING_NOTIFICATION,
                 'status': 'Dry run is enabled. All trades are simulated.'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index a4d4c4abc..cbcd6416a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -323,7 +323,7 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
     configuration = Configuration(Arguments(arglist).get_parsed_arg())
     validated_conf = configuration.load_config()
 
-    assert validated_conf.get('dry_run') is expected
+    assert validated_conf['dry_run'] is expected
 
 
 def test_load_custom_strategy(default_conf, mocker) -> None:

From c1c2717bc9a9216c042a7bec2efe94c15bfc4f18 Mon Sep 17 00:00:00 2001
From: Daniel Goller 
Date: Tue, 21 Jan 2020 15:49:24 +0000
Subject: [PATCH 1015/1495] added missing word in hyperopt loss example

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

diff --git a/freqtrade/templates/sample_hyperopt_loss.py b/freqtrade/templates/sample_hyperopt_loss.py
index 5a2fb72b6..ee2c28bc9 100644
--- a/freqtrade/templates/sample_hyperopt_loss.py
+++ b/freqtrade/templates/sample_hyperopt_loss.py
@@ -27,7 +27,7 @@ class SampleHyperOptLoss(IHyperOptLoss):
     Defines the default loss function for hyperopt
     This is intended to give you some inspiration for your own loss function.
 
-    The Function needs to return a number (float) - which becomes for better backtest results.
+    The Function needs to return a number (float) - which becomes smaller for better backtest results.
     """
 
     @staticmethod

From bff0a0953794c1de68c582c8ba50a6f25845086f Mon Sep 17 00:00:00 2001
From: Daniel Goller 
Date: Tue, 21 Jan 2020 16:14:19 +0000
Subject: [PATCH 1016/1495] line was too long

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

diff --git a/freqtrade/templates/sample_hyperopt_loss.py b/freqtrade/templates/sample_hyperopt_loss.py
index ee2c28bc9..4173d97f5 100644
--- a/freqtrade/templates/sample_hyperopt_loss.py
+++ b/freqtrade/templates/sample_hyperopt_loss.py
@@ -27,7 +27,8 @@ class SampleHyperOptLoss(IHyperOptLoss):
     Defines the default loss function for hyperopt
     This is intended to give you some inspiration for your own loss function.
 
-    The Function needs to return a number (float) - which becomes smaller for better backtest results.
+    The Function needs to return a number (float) - which becomes smaller for better backtest
+    results.
     """
 
     @staticmethod

From 7d2d0235a0407b564038f02b4834ab365cc72f8a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 06:08:34 +0100
Subject: [PATCH 1017/1495] Fix typo in sell-reason table generation

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

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 3801546b1..67056eaa9 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -70,7 +70,7 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
         profit = len(result[result['profit_abs'] >= 0])
-        loss = len(result[results['profit_abs'] < 0])
+        loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
         tabular_data.append([reason.value, count, profit, loss, profit_mean])
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")

From e13045b599f921e749e494dd49b13cc00d1d9e57 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 06:17:13 +0100
Subject: [PATCH 1018/1495] upgrade pip in windows environment

---
 build_helpers/install_windows.ps1 | 1 +
 1 file changed, 1 insertion(+)

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index 30427c3cc..138fba208 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -2,6 +2,7 @@
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
 # Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
 
+python -m pip install --upgrade pip
 pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
 
 pip install -r requirements-dev.txt

From 8a940eb0c1d7cc15bb7cc559875259f819dc2ad2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 14:46:28 +0100
Subject: [PATCH 1019/1495] Align price finding function name on buy side with
 get_sell_rate

---
 freqtrade/freqtradebot.py  |  4 ++--
 tests/test_freqtradebot.py | 24 ++++++++++++------------
 2 files changed, 14 insertions(+), 14 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index acff2b2ad..387ddb063 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -218,7 +218,7 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_target_bid(self, pair: str, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
         :return: float: Price
@@ -435,7 +435,7 @@ class FreqtradeBot:
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.get_target_bid(pair)
+            buy_limit_requested = self.get_buy_rate(pair)
 
         min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
         if min_stake_amount is not None and min_stake_amount > stake_amount:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6c6bd1753..d00fab9c7 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -912,7 +912,7 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
-    assert freqtrade.get_target_bid('ETH/BTC') == 20
+    assert freqtrade.get_buy_rate('ETH/BTC') == 20
 
 
 def test_balance_fully_last_side(mocker, default_conf) -> None:
@@ -921,7 +921,7 @@ def test_balance_fully_last_side(mocker, default_conf) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
-    assert freqtrade.get_target_bid('ETH/BTC') == 10
+    assert freqtrade.get_buy_rate('ETH/BTC') == 10
 
 
 def test_balance_bigger_last_ask(mocker, default_conf) -> None:
@@ -929,7 +929,7 @@ def test_balance_bigger_last_ask(mocker, default_conf) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 5, 'last': 10}))
-    assert freqtrade.get_target_bid('ETH/BTC') == 5
+    assert freqtrade.get_buy_rate('ETH/BTC') == 5
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
@@ -938,10 +938,10 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = FreqtradeBot(default_conf)
     stake_amount = 2
     bid = 0.11
-    get_bid = MagicMock(return_value=bid)
+    buy_rate_mock = MagicMock(return_value=bid)
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
-        get_target_bid=get_bid,
+        get_buy_rate=buy_rate_mock,
         _get_min_pair_stake_amount=MagicMock(return_value=1)
     )
     buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -958,7 +958,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     pair = 'ETH/BTC'
 
     assert freqtrade.execute_buy(pair, stake_amount)
-    assert get_bid.call_count == 1
+    assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
     call_args = buy_mm.call_args_list[0][1]
     assert call_args['pair'] == pair
@@ -975,8 +975,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     # Test calling with price
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
-    # Make sure get_target_bid wasn't called again
-    assert get_bid.call_count == 1
+    # Make sure get_buy_rate wasn't called again
+    assert buy_rate_mock.call_count == 1
 
     assert buy_mm.call_count == 2
     call_args = buy_mm.call_args_list[1][1]
@@ -3500,7 +3500,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
 
 def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_target_bid will return the order book price
+    test if function get_buy_rate will return the order book price
     instead of the ask rate
     """
     patch_exchange(mocker)
@@ -3518,13 +3518,13 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.get_target_bid('ETH/BTC') == 0.043935
+    assert freqtrade.get_buy_rate('ETH/BTC') == 0.043935
     assert ticker_mock.call_count == 0
 
 
 def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_target_bid will return the ask rate (since its value is lower)
+    test if function get_buy_rate will return the ask rate (since its value is lower)
     instead of the order book rate (even if enabled)
     """
     patch_exchange(mocker)
@@ -3543,7 +3543,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
     # orderbook shall be used even if tickers would be lower.
-    assert freqtrade.get_target_bid('ETH/BTC') != 0.042
+    assert freqtrade.get_buy_rate('ETH/BTC') != 0.042
     assert ticker_mock.call_count == 0
 
 

From f36bc80ad12a9784e2d20a9b9b9a7d10e2d62208 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 19:43:02 +0100
Subject: [PATCH 1020/1495] Add parametrized tests for get_buy_rate

---
 tests/test_freqtradebot.py | 34 +++++++++++++---------------------
 1 file changed, 13 insertions(+), 21 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d00fab9c7..e0f2ecd3a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -906,30 +906,22 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
 
 
-def test_balance_fully_ask_side(mocker, default_conf) -> None:
-    default_conf['bid_strategy']['ask_last_balance'] = 0.0
+@pytest.mark.parametrize("ask,last,last_ab,expected", [
+    (20, 10, 0.0, 20),  # Full ask side
+    (20, 10, 1.0, 10),  # Full last side
+    (20, 10, 0.5, 15),  # Between ask and last
+    (20, 10, 0.7, 13),  # Between ask and last
+    (20, 10, 0.3, 17),  # Between ask and last
+    (5, 10, 1.0, 5),  # last bigger than ask
+    (5, 10, 0.5, 5),  # last bigger than ask
+])
+def test_get_buy_rate(mocker, default_conf, ask, last, last_ab, expected) -> None:
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 20, 'last': 10}))
+                 MagicMock(return_value={'ask': ask, 'last': last}))
 
-    assert freqtrade.get_buy_rate('ETH/BTC') == 20
-
-
-def test_balance_fully_last_side(mocker, default_conf) -> None:
-    default_conf['bid_strategy']['ask_last_balance'] = 1.0
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 20, 'last': 10}))
-
-    assert freqtrade.get_buy_rate('ETH/BTC') == 10
-
-
-def test_balance_bigger_last_ask(mocker, default_conf) -> None:
-    default_conf['bid_strategy']['ask_last_balance'] = 1.0
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 5, 'last': 10}))
-    assert freqtrade.get_buy_rate('ETH/BTC') == 5
+    assert freqtrade.get_buy_rate('ETH/BTC') == expected
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:

From 58ceda4b903172d153d34337c9bb4f72a2dda4dc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 19:54:55 +0100
Subject: [PATCH 1021/1495] update wallets after forcesell

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d58b99f39..c38f36c1d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -425,6 +425,7 @@ class RPC:
             for trade in Trade.get_open_trades():
                 _exec_forcesell(trade)
             Trade.session.flush()
+            self._freqtrade.wallets.update()
             return {'result': 'Created sell orders for all open trades.'}
 
         # Query for trade
@@ -437,6 +438,7 @@ class RPC:
 
         _exec_forcesell(trade)
         Trade.session.flush()
+        self._freqtrade.wallets.update()
         return {'result': f'Created sell order for trade {trade_id}.'}
 
     def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:

From aad10ceee35303370c4a01a1b88e92691b01b615 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jan 2020 20:50:09 +0100
Subject: [PATCH 1022/1495] Add threading lock object for /forcesell

Protects against stoploss_on_exchange order recreation
in case of /forcesell (it's a timing issue, so may or may not happen).
---
 freqtrade/freqtradebot.py | 16 +++++++++++-----
 freqtrade/rpc/rpc.py      | 37 +++++++++++++++++++------------------
 2 files changed, 30 insertions(+), 23 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 387ddb063..e3856e200 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -7,6 +7,7 @@ import traceback
 from datetime import datetime
 from math import isclose
 from os import getpid
+from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
@@ -27,7 +28,6 @@ from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -92,6 +92,8 @@ class FreqtradeBot:
         # the initial state of the bot.
         # Keep this at the end of this initialization method.
         self.rpc: RPCManager = RPCManager(self)
+        # Protect sell-logic from forcesell and viceversa
+        self._sell_lock = Lock()
 
     def cleanup(self) -> None:
         """
@@ -132,8 +134,12 @@ class FreqtradeBot:
         self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
-        # First process current opened trades (positions)
-        self.exit_positions(trades)
+        # Protect from collisions with forcesell.
+        # Without this, freqtrade my try to recreate stoploss_on_exchange orders
+        # while selling is in process, since telegram messages arrive in an different thread.
+        with self._sell_lock:
+            # First process current opened trades (positions)
+            self.exit_positions(trades)
 
         # Then looking for buy opportunities
         if self.get_free_open_trades():
@@ -748,8 +754,8 @@ class FreqtradeBot:
         Check and execute sell
         """
         should_sell = self.strategy.should_sell(
-                trade, sell_rate, datetime.utcnow(), buy, sell,
-                force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+            trade, sell_rate, datetime.utcnow(), buy, sell,
+            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c38f36c1d..41097c211 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -420,26 +420,27 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        if trade_id == 'all':
-            # Execute sell for all open orders
-            for trade in Trade.get_open_trades():
-                _exec_forcesell(trade)
+        with self._freqtrade._sell_lock:
+            if trade_id == 'all':
+                # Execute sell for all open orders
+                for trade in Trade.get_open_trades():
+                    _exec_forcesell(trade)
+                Trade.session.flush()
+                self._freqtrade.wallets.update()
+                return {'result': 'Created sell orders for all open trades.'}
+
+            # Query for trade
+            trade = Trade.get_trades(
+                trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
+            ).first()
+            if not trade:
+                logger.warning('forcesell: Invalid argument received')
+                raise RPCException('invalid argument')
+
+            _exec_forcesell(trade)
             Trade.session.flush()
             self._freqtrade.wallets.update()
-            return {'result': 'Created sell orders for all open trades.'}
-
-        # Query for trade
-        trade = Trade.get_trades(
-            trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
-        ).first()
-        if not trade:
-            logger.warning('forcesell: Invalid argument received')
-            raise RPCException('invalid argument')
-
-        _exec_forcesell(trade)
-        Trade.session.flush()
-        self._freqtrade.wallets.update()
-        return {'result': f'Created sell order for trade {trade_id}.'}
+            return {'result': f'Created sell order for trade {trade_id}.'}
 
     def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
         """

From f5a44e4fc440ff4bedeb07617d33928d3017d858 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jan 2020 19:38:35 +0100
Subject: [PATCH 1023/1495] open_order_id should be None when handling stoploss
 orders

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index e0f2ecd3a..a80bb7452 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1165,7 +1165,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     freqtrade.enter_positions()
     trade = Trade.query.first()
     trade.is_open = True
-    trade.open_order_id = '12345'
+    trade.open_order_id = None
     trade.stoploss_order_id = 100
     assert trade
 

From a83de241e41155dbef49ffd858e994033c5a1cfa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jan 2020 19:40:31 +0100
Subject: [PATCH 1024/1495] Check for closed stoploss-orders first

---
 freqtrade/freqtradebot.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e3856e200..5505005ff 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -679,6 +679,16 @@ class FreqtradeBot:
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
+        # We check if stoploss order is fulfilled
+        if stoploss_order and stoploss_order['status'] == 'closed':
+            trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
+            trade.update(stoploss_order)
+            # Lock pair for one candle to prevent immediate rebuys
+            self.strategy.lock_pair(trade.pair,
+                                    timeframe_to_next_date(self.config['ticker_interval']))
+            self._notify_sell(trade, "stoploss")
+            return True
+
         # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
         if (not trade.open_order_id and not stoploss_order):
 
@@ -699,16 +709,6 @@ class FreqtradeBot:
                 trade.stoploss_order_id = None
                 logger.warning('Stoploss order was cancelled, but unable to recreate one.')
 
-        # We check if stoploss order is fulfilled
-        if stoploss_order and stoploss_order['status'] == 'closed':
-            trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
-            trade.update(stoploss_order)
-            # Lock pair for one candle to prevent immediate rebuys
-            self.strategy.lock_pair(trade.pair,
-                                    timeframe_to_next_date(self.config['ticker_interval']))
-            self._notify_sell(trade, "stoploss")
-            return True
-
         # Finally we check if stoploss on exchange should be moved up because of trailing.
         if stoploss_order and self.config.get('trailing_stop', False):
             # if trailing stoploss is enabled we check if stoploss value has changed

From ea5ac1efb531058cf4ed67ba4fccd4306cad8af5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jan 2020 20:24:23 +0100
Subject: [PATCH 1025/1495] Don't handle stoploss if there is an open regular
 order

---
 freqtrade/freqtradebot.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5505005ff..c150d1aa9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -689,8 +689,13 @@ class FreqtradeBot:
             self._notify_sell(trade, "stoploss")
             return True
 
+        if trade.open_order_id:
+            # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
+            # as the Amount on the exchange is tied up in another trade.
+            return False
+
         # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if (not trade.open_order_id and not stoploss_order):
+        if (not stoploss_order):
 
             stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
 

From 70b9bd9c0e7d2b37a4386f0809af7237a9dada6a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jan 2020 20:36:48 +0100
Subject: [PATCH 1026/1495] Verify if trade is closed before acting on
 Stoploss_on_exchange

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c150d1aa9..9f06cbb67 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -689,9 +689,10 @@ class FreqtradeBot:
             self._notify_sell(trade, "stoploss")
             return True
 
-        if trade.open_order_id:
+        if trade.open_order_id or not trade.is_open:
             # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
             # as the Amount on the exchange is tied up in another trade.
+            # The trade can be closed already (sell-order fill confirmation came in this iteration)
             return False
 
         # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a80bb7452..65b5adda5 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1127,6 +1127,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'freqtrade.exchange.Exchange.stoploss_limit',
         side_effect=DependencyException()
     )
+    trade.is_open = True
     freqtrade.handle_stoploss_on_exchange(trade)
     assert log_has('Unable to place a stoploss order on exchange.', caplog)
     assert trade.stoploss_order_id is None

From 72c273aaedc237e70e049a67db4d469faf116c03 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jan 2020 21:07:11 +0100
Subject: [PATCH 1027/1495] Add test for closed trade case

---
 tests/test_freqtradebot.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 65b5adda5..147ad9d7c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1141,6 +1141,16 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     freqtrade.handle_stoploss_on_exchange(trade)
     assert stoploss_limit.call_count == 1
 
+    # Sixth case: Closed Trade
+    # Should not create new order
+    trade.stoploss_order_id = None
+    trade.is_open = False
+    stoploss_limit.reset_mock()
+    mocker.patch('freqtrade.exchange.Exchange.get_order')
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert stoploss_limit.call_count == 0
+
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
                                          limit_buy_order, limit_sell_order) -> None:

From f8db7f170981898fcc7509b59acdb25b1f01550b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 25 Jan 2020 04:17:41 +0100
Subject: [PATCH 1028/1495] added ask price, bid price, immediate ask quantity,
 and immediate bid quantity to check_depth_of_market_buy. also added a line
 that mentions if delta condition was satisfied or not.

---
 freqtrade/freqtradebot.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e3856e200..f1584c731 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -423,11 +423,14 @@ class FreqtradeBot:
         order_book_bids = order_book_data_frame['b_size'].sum()
         order_book_asks = order_book_data_frame['a_size'].sum()
         bids_ask_delta = order_book_bids / order_book_asks
-        logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
-                    order_book_asks, bids_ask_delta)
+        logger.info('bids: %s, asks: %s, delta: %s, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s',
+                    order_book_bids, order_book_asks, bids_ask_delta, order_book['asks'][0][0], order_book['bids'][0][0], order_book['asks'][0][1], order_book['bids'][0][1])
         if bids_ask_delta >= conf_bids_to_ask_delta:
+            logger.info('bids to ask delta DOES satisfy condition.')
             return True
-        return False
+        else:
+            logger.info('bids to ask delta DOES NOT satisfy condition.')
+            return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
         """

From f4c7edf551442f369c5f451d5cd66000f196d728 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 14 Dec 2019 02:12:16 +0300
Subject: [PATCH 1029/1495] No args for backtest(), use arguments

---
 freqtrade/optimize/backtesting.py | 53 +++++++++++++++----------------
 freqtrade/optimize/hyperopt.py    | 14 ++++----
 2 files changed, 32 insertions(+), 35 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 1070f2481..92129b324 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -279,30 +279,28 @@ class Backtesting:
             return bt_res
         return None
 
-    def backtest(self, args: Dict) -> DataFrame:
+    def backtest(self, processed: Dict, stake_amount: int,
+                 start_date, end_date,
+                 max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
         """
-        Implements backtesting functionality
+        Implement backtesting functionality
 
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
         Of course try to not have ugly code. By some accessor are sometime slower than functions.
-        Avoid, logging on this method
+        Avoid extensive logging in this method and functions it calls.
 
-        :param args: a dict containing:
-            stake_amount: btc amount to use for each trade
-            processed: a processed dictionary with format {pair, data}
-            max_open_trades: maximum number of concurrent trades (default: 0, disabled)
-            position_stacking: do we allow position stacking? (default: False)
-        :return: DataFrame
+        :param processed: a processed dictionary with format {pair, data}
+        :param stake_amount: amount to use for each trade
+        :param start_date: backtesting timerange start datetime
+        :param end_date: backtesting timerange end datetime
+        :param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited
+        :param position_stacking: do we allow position stacking?
+        :return: DataFrame with trades (results of backtesting)
         """
-        # Arguments are long and noisy, so this is commented out.
-        # Uncomment if you need to debug the backtest() method.
-        # logger.debug(f"Start backtest, args: {args}")
-        processed = args['processed']
-        stake_amount = args['stake_amount']
-        max_open_trades = args.get('max_open_trades', 0)
-        position_stacking = args.get('position_stacking', False)
-        start_date = args['start_date']
-        end_date = args['end_date']
+        logger.debug(f"Run backtest, stake_amount: {stake_amount}, "
+                     f"start_date: {start_date}, end_date: {end_date}, "
+                     f"max_open_trades: {max_open_trades}, position_stacking: {position_stacking}"
+        )
         trades = []
         trade_count_lock: Dict = {}
 
@@ -369,18 +367,21 @@ class Backtesting:
 
     def start(self) -> None:
         """
-        Run a backtesting end-to-end
+        Run backtesting end-to-end
         :return: None
         """
         data: Dict[str, Any] = {}
+
         logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
         logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
+
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             max_open_trades = self.config['max_open_trades']
         else:
             logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             max_open_trades = 0
+        position_stacking = self.config.get('position_stacking', False)
 
         data, timerange = self.load_bt_data()
 
@@ -403,14 +404,12 @@ class Backtesting:
             )
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
-                {
-                    'stake_amount': self.config.get('stake_amount'),
-                    'processed': preprocessed,
-                    'max_open_trades': max_open_trades,
-                    'position_stacking': self.config.get('position_stacking', False),
-                    'start_date': min_date,
-                    'end_date': max_date,
-                }
+                    processed=preprocessed,
+                    stake_amount=self.config.get('stake_amount'),
+                    start_date=min_date,
+                    end_date=max_date,
+                    max_open_trades=max_open_trades,
+                    position_stacking=position_stacking,
             )
 
         for strategy, results in all_results.items():
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a8f1a71ef..525f491f3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -372,14 +372,12 @@ class Hyperopt:
         min_date, max_date = get_timerange(processed)
 
         backtesting_results = self.backtesting.backtest(
-            {
-                'stake_amount': self.config['stake_amount'],
-                'processed': processed,
-                'max_open_trades': self.max_open_trades,
-                'position_stacking': self.position_stacking,
-                'start_date': min_date,
-                'end_date': max_date,
-            }
+                processed=processed,
+                stake_amount=self.config['stake_amount'],
+                start_date=min_date,
+                end_date=max_date,
+                max_open_trades=self.max_open_trades,
+                position_stacking=self.position_stacking,
         )
         return self._get_results_dict(backtesting_results, min_date, max_date,
                                       params_dict, params_details)

From 52f0ed53109e1a4aa8429510321b4a6fe1f08660 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 14 Dec 2019 02:12:44 +0300
Subject: [PATCH 1030/1495] Adjust tests

---
 tests/optimize/test_backtest_detail.py | 12 ++---
 tests/optimize/test_backtesting.py     | 73 ++++++++++++--------------
 2 files changed, 38 insertions(+), 47 deletions(-)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 47cb9f353..bd2765430 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -382,13 +382,11 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     data_processed = {pair: frame.copy()}
     min_date, max_date = get_timerange({pair: frame})
     results = backtesting.backtest(
-        {
-            'stake_amount': default_conf['stake_amount'],
-            'processed': data_processed,
-            'max_open_trades': 10,
-            'start_date': min_date,
-            'end_date': max_date,
-        }
+        processed=data_processed,
+        stake_amount=default_conf['stake_amount'],
+        start_date=min_date,
+        end_date=max_date,
+        max_open_trades=10,
     )
 
     assert len(results) == len(data.trades)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 83d212e3d..acbc44e21 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -103,14 +103,12 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
-        {
-            'stake_amount': config['stake_amount'],
-            'processed': processed,
-            'max_open_trades': 1,
-            'position_stacking': False,
-            'start_date': min_date,
-            'end_date': max_date,
-        }
+        processed=processed,
+        stake_amount=config['stake_amount'],
+        start_date=min_date,
+        end_date=max_date,
+        max_open_trades=1,
+        position_stacking=False,
     )
     # results :: 
     assert len(results) == num_results
@@ -132,7 +130,7 @@ def _load_pair_as_ticks(pair, tickfreq):
 
 
 # FIX: fixturize this?
-def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
+def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
@@ -140,13 +138,12 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     return {
-        'stake_amount': conf['stake_amount'],
         'processed': processed,
-        'max_open_trades': 10,
-        'position_stacking': False,
-        'record': record,
+        'stake_amount': conf['stake_amount'],
         'start_date': min_date,
         'end_date': max_date,
+        'max_open_trades': 10,
+        'position_stacking': False,
     }
 
 
@@ -422,14 +419,12 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timerange(data_processed)
     results = backtesting.backtest(
-        {
-            'stake_amount': default_conf['stake_amount'],
-            'processed': data_processed,
-            'max_open_trades': 10,
-            'position_stacking': False,
-            'start_date': min_date,
-            'end_date': max_date,
-        }
+        processed=data_processed,
+        stake_amount=default_conf['stake_amount'],
+        start_date=min_date,
+        end_date=max_date,
+        max_open_trades=10,
+        position_stacking=False,
     )
     assert not results.empty
     assert len(results) == 2
@@ -478,14 +473,12 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
-        {
-            'stake_amount': default_conf['stake_amount'],
-            'processed': processed,
-            'max_open_trades': 1,
-            'position_stacking': False,
-            'start_date': min_date,
-            'end_date': max_date,
-        }
+        processed=processed,
+        stake_amount=default_conf['stake_amount'],
+        start_date=min_date,
+        end_date=max_date,
+        max_open_trades=1,
+        position_stacking=False,
     )
     assert not results.empty
     assert len(results) == 1
@@ -525,7 +518,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
-    results = backtesting.backtest(backtest_conf)
+    results = backtesting.backtest(**backtest_conf)
     assert results.empty
 
 
@@ -540,7 +533,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
-    results = backtesting.backtest(backtest_conf)
+    results = backtesting.backtest(**backtest_conf)
     assert results.empty
 
 
@@ -553,7 +546,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override
-    results = backtesting.backtest(backtest_conf)
+    results = backtesting.backtest(**backtest_conf)
     backtesting._store_backtest_result("test_.json", results)
     # 200 candles in backtest data
     # won't buy on first (shifted by 1)
@@ -598,15 +591,15 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timerange(data_processed)
     backtest_conf = {
-        'stake_amount': default_conf['stake_amount'],
         'processed': data_processed,
-        'max_open_trades': 3,
-        'position_stacking': False,
+        'stake_amount': default_conf['stake_amount'],
         'start_date': min_date,
         'end_date': max_date,
+        'max_open_trades': 3,
+        'position_stacking': False,
     }
 
-    results = backtesting.backtest(backtest_conf)
+    results = backtesting.backtest(**backtest_conf)
 
     # Make sure we have parallel trades
     assert len(evaluate_result_multi(results, '5m', 2)) > 0
@@ -614,14 +607,14 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results, '5m', 3)) == 0
 
     backtest_conf = {
-        'stake_amount': default_conf['stake_amount'],
         'processed': data_processed,
-        'max_open_trades': 1,
-        'position_stacking': False,
+        'stake_amount': default_conf['stake_amount'],
         'start_date': min_date,
         'end_date': max_date,
+        'max_open_trades': 1,
+        'position_stacking': False,
     }
-    results = backtesting.backtest(backtest_conf)
+    results = backtesting.backtest(**backtest_conf)
     assert len(evaluate_result_multi(results, '5m', 1)) == 0
 
 

From bd4dd8403b0b6223bff4ef494f28c15c506caf75 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 25 Jan 2020 12:48:13 +0100
Subject: [PATCH 1031/1495] Fix type-errors with stake_amount

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

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 92129b324..cdf74f65f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -279,7 +279,7 @@ class Backtesting:
             return bt_res
         return None
 
-    def backtest(self, processed: Dict, stake_amount: int,
+    def backtest(self, processed: Dict, stake_amount: float,
                  start_date, end_date,
                  max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
         """
@@ -300,7 +300,7 @@ class Backtesting:
         logger.debug(f"Run backtest, stake_amount: {stake_amount}, "
                      f"start_date: {start_date}, end_date: {end_date}, "
                      f"max_open_trades: {max_open_trades}, position_stacking: {position_stacking}"
-        )
+                     )
         trades = []
         trade_count_lock: Dict = {}
 
@@ -405,7 +405,7 @@ class Backtesting:
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
                     processed=preprocessed,
-                    stake_amount=self.config.get('stake_amount'),
+                    stake_amount=self.config['stake_amount'],
                     start_date=min_date,
                     end_date=max_date,
                     max_open_trades=max_open_trades,

From a3ac05cc16f3b9fd684fd0330f9b5e3191a34d4a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 25 Jan 2020 13:38:13 +0100
Subject: [PATCH 1032/1495] Fix missed mock

---
 tests/test_utils.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index e145a8470..7ca2cac5a 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -665,11 +665,11 @@ def test_start_list_strategies(mocker, caplog, capsys):
     assert "DefaultStrategy" in captured.out
 
 
-def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, capsys):
+def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
+    patch_exchange(mocker, mock_markets=True)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=markets),
                           exchange_has=MagicMock(return_value=True),
-                          get_tickers=tickers
+                          get_tickers=tickers,
                           )
 
     default_conf['pairlists'] = [

From 3f2542fcbcf185ac61668f1394c781da5c7ef421 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 10:44:42 +0100
Subject: [PATCH 1033/1495] Move edge-module out of __init__.py

---
 freqtrade/edge/__init__.py         | 465 +----------------------------
 freqtrade/edge/edge_positioning.py | 464 ++++++++++++++++++++++++++++
 2 files changed, 465 insertions(+), 464 deletions(-)
 create mode 100644 freqtrade/edge/edge_positioning.py

diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 15883357b..d275a80e3 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -1,464 +1 @@
-# pragma pylint: disable=W0603
-""" Edge positioning package """
-import logging
-from typing import Any, Dict, NamedTuple
-
-import arrow
-import numpy as np
-import utils_find_1st as utf1st
-from pandas import DataFrame
-
-from freqtrade import constants
-from freqtrade.configuration import TimeRange
-from freqtrade.data import history
-from freqtrade.exceptions import OperationalException
-from freqtrade.strategy.interface import SellType
-
-logger = logging.getLogger(__name__)
-
-
-class PairInfo(NamedTuple):
-    stoploss: float
-    winrate: float
-    risk_reward_ratio: float
-    required_risk_reward: float
-    expectancy: float
-    nb_trades: int
-    avg_trade_duration: float
-
-
-class Edge:
-    """
-    Calculates Win Rate, Risk Reward Ratio, Expectancy
-    against historical data for a give set of markets and a strategy
-    it then adjusts stoploss and position size accordingly
-    and force it into the strategy
-    Author: https://github.com/mishaker
-    """
-
-    config: Dict = {}
-    _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
-
-    def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
-
-        self.config = config
-        self.exchange = exchange
-        self.strategy = strategy
-
-        self.edge_config = self.config.get('edge', {})
-        self._cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
-        self._final_pairs: list = []
-
-        # checking max_open_trades. it should be -1 as with Edge
-        # the number of trades is determined by position size
-        if self.config['max_open_trades'] != float('inf'):
-            logger.critical('max_open_trades should be -1 in config !')
-
-        if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT:
-            raise OperationalException('Edge works only with unlimited stake amount')
-
-        # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
-        self._capital_percentage: float = self.edge_config.get(
-            'capital_available_percentage', self.config['tradable_balance_ratio'])
-        self._allowed_risk: float = self.edge_config.get('allowed_risk')
-        self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
-        self._last_updated: int = 0  # Timestamp of pairs last updated time
-        self._refresh_pairs = True
-
-        self._stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01))
-        self._stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05))
-        self._stoploss_range_step = float(self.edge_config.get('stoploss_range_step', -0.001))
-
-        # calculating stoploss range
-        self._stoploss_range = np.arange(
-            self._stoploss_range_min,
-            self._stoploss_range_max,
-            self._stoploss_range_step
-        )
-
-        self._timerange: TimeRange = TimeRange.parse_timerange("%s-" % arrow.now().shift(
-            days=-1 * self._since_number_of_days).format('YYYYMMDD'))
-        if config.get('fee'):
-            self.fee = config['fee']
-        else:
-            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
-
-    def calculate(self) -> bool:
-        pairs = self.config['exchange']['pair_whitelist']
-        heartbeat = self.edge_config.get('process_throttle_secs')
-
-        if (self._last_updated > 0) and (
-                self._last_updated + heartbeat > arrow.utcnow().timestamp):
-            return False
-
-        data: Dict[str, Any] = {}
-        logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
-        logger.info('Using local backtesting data (using whitelist in given config) ...')
-
-        if self._refresh_pairs:
-            history.refresh_data(
-                datadir=self.config['datadir'],
-                pairs=pairs,
-                exchange=self.exchange,
-                timeframe=self.strategy.ticker_interval,
-                timerange=self._timerange,
-            )
-
-        data = history.load_data(
-            datadir=self.config['datadir'],
-            pairs=pairs,
-            timeframe=self.strategy.ticker_interval,
-            timerange=self._timerange,
-            startup_candles=self.strategy.startup_candle_count,
-        )
-
-        if not data:
-            # Reinitializing cached pairs
-            self._cached_pairs = {}
-            logger.critical("No data found. Edge is stopped ...")
-            return False
-
-        preprocessed = self.strategy.tickerdata_to_dataframe(data)
-
-        # Print timeframe
-        min_date, max_date = history.get_timerange(preprocessed)
-        logger.info(
-            'Measuring data from %s up to %s (%s days) ...',
-            min_date.isoformat(),
-            max_date.isoformat(),
-            (max_date - min_date).days
-        )
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low']
-
-        trades: list = []
-        for pair, pair_data in preprocessed.items():
-            # Sorting dataframe by date and reset index
-            pair_data = pair_data.sort_values(by=['date'])
-            pair_data = pair_data.reset_index(drop=True)
-
-            ticker_data = self.strategy.advise_sell(
-                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
-
-            trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range)
-
-        # If no trade found then exit
-        if len(trades) == 0:
-            logger.info("No trades found.")
-            return False
-
-        # Fill missing, calculable columns, profit, duration , abs etc.
-        trades_df = self._fill_calculable_fields(DataFrame(trades))
-        self._cached_pairs = self._process_expectancy(trades_df)
-        self._last_updated = arrow.utcnow().timestamp
-
-        return True
-
-    def stake_amount(self, pair: str, free_capital: float,
-                     total_capital: float, capital_in_trade: float) -> float:
-        stoploss = self.stoploss(pair)
-        available_capital = (total_capital + capital_in_trade) * self._capital_percentage
-        allowed_capital_at_risk = available_capital * self._allowed_risk
-        max_position_size = abs(allowed_capital_at_risk / stoploss)
-        position_size = min(max_position_size, free_capital)
-        if pair in self._cached_pairs:
-            logger.info(
-                'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
-                ' capital in trade: %s, free capital: %s, total capital: %s,'
-                ' stoploss: %s, available capital: %s.',
-                self._cached_pairs[pair].winrate,
-                self._cached_pairs[pair].expectancy,
-                position_size, pair,
-                capital_in_trade, free_capital, total_capital,
-                stoploss, available_capital
-            )
-        return round(position_size, 15)
-
-    def stoploss(self, pair: str) -> float:
-        if pair in self._cached_pairs:
-            return self._cached_pairs[pair].stoploss
-        else:
-            logger.warning('tried to access stoploss of a non-existing pair, '
-                           'strategy stoploss is returned instead.')
-            return self.strategy.stoploss
-
-    def adjust(self, pairs) -> list:
-        """
-        Filters out and sorts "pairs" according to Edge calculated pairs
-        """
-        final = []
-        for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
-                    pair in pairs:
-                final.append(pair)
-
-        if self._final_pairs != final:
-            self._final_pairs = final
-            if self._final_pairs:
-                logger.info(
-                    'Minimum expectancy and minimum winrate are met only for %s,'
-                    ' so other pairs are filtered out.',
-                    self._final_pairs
-                    )
-            else:
-                logger.info(
-                    'Edge removed all pairs as no pair with minimum expectancy '
-                    'and minimum winrate was found !'
-                    )
-
-        return self._final_pairs
-
-    def accepted_pairs(self) -> list:
-        """
-        return a list of accepted pairs along with their winrate, expectancy and stoploss
-        """
-        final = []
-        for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                 info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
-                final.append({
-                    'Pair': pair,
-                    'Winrate': info.winrate,
-                    'Expectancy': info.expectancy,
-                    'Stoploss': info.stoploss,
-                })
-        return final
-
-    def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
-        """
-        The result frame contains a number of columns that are calculable
-        from other columns. These are left blank till all rows are added,
-        to be populated in single vector calls.
-
-        Columns to be populated are:
-        - Profit
-        - trade duration
-        - profit abs
-        :param result Dataframe
-        :return: result Dataframe
-        """
-
-        # stake and fees
-        # stake = 0.015
-        # 0.05% is 0.0005
-        # fee = 0.001
-
-        # we set stake amount to an arbitrary amount.
-        # as it doesn't change the calculation.
-        # all returned values are relative. they are percentages.
-        stake = 0.015
-        fee = self.fee
-        open_fee = fee / 2
-        close_fee = fee / 2
-
-        result['trade_duration'] = result['close_time'] - result['open_time']
-
-        result['trade_duration'] = result['trade_duration'].map(
-            lambda x: int(x.total_seconds() / 60))
-
-        # Spends, Takes, Profit, Absolute Profit
-
-        # Buy Price
-        result['buy_vol'] = stake / result['open_rate']  # How many target are we buying
-        result['buy_fee'] = stake * open_fee
-        result['buy_spend'] = stake + result['buy_fee']  # How much we're spending
-
-        # Sell price
-        result['sell_sum'] = result['buy_vol'] * result['close_rate']
-        result['sell_fee'] = result['sell_sum'] * close_fee
-        result['sell_take'] = result['sell_sum'] - result['sell_fee']
-
-        # profit_percent
-        result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
-
-        # Absolute profit
-        result['profit_abs'] = result['sell_take'] - result['buy_spend']
-
-        return result
-
-    def _process_expectancy(self, results: DataFrame) -> Dict[str, Any]:
-        """
-        This calculates WinRate, Required Risk Reward, Risk Reward and Expectancy of all pairs
-        The calulation will be done per pair and per strategy.
-        """
-        # Removing pairs having less than min_trades_number
-        min_trades_number = self.edge_config.get('min_trade_number', 10)
-        results = results.groupby(['pair', 'stoploss']).filter(lambda x: len(x) > min_trades_number)
-        ###################################
-
-        # Removing outliers (Only Pumps) from the dataset
-        # The method to detect outliers is to calculate standard deviation
-        # Then every value more than (standard deviation + 2*average) is out (pump)
-        #
-        # Removing Pumps
-        if self.edge_config.get('remove_pumps', False):
-            results = results.groupby(['pair', 'stoploss']).apply(
-                lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
-        ##########################################################################
-
-        # Removing trades having a duration more than X minutes (set in config)
-        max_trade_duration = self.edge_config.get('max_trade_duration_minute', 1440)
-        results = results[results.trade_duration < max_trade_duration]
-        #######################################################################
-
-        if results.empty:
-            return {}
-
-        groupby_aggregator = {
-            'profit_abs': [
-                ('nb_trades', 'count'),  # number of all trades
-                ('profit_sum', lambda x: x[x > 0].sum()),  # cumulative profit of all winning trades
-                ('loss_sum', lambda x: abs(x[x < 0].sum())),  # cumulative loss of all losing trades
-                ('nb_win_trades', lambda x: x[x > 0].count())  # number of winning trades
-            ],
-            'trade_duration': [('avg_trade_duration', 'mean')]
-        }
-
-        # Group by (pair and stoploss) by applying above aggregator
-        df = results.groupby(['pair', 'stoploss'])['profit_abs', 'trade_duration'].agg(
-            groupby_aggregator).reset_index(col_level=1)
-
-        # Dropping level 0 as we don't need it
-        df.columns = df.columns.droplevel(0)
-
-        # Calculating number of losing trades, average win and average loss
-        df['nb_loss_trades'] = df['nb_trades'] - df['nb_win_trades']
-        df['average_win'] = df['profit_sum'] / df['nb_win_trades']
-        df['average_loss'] = df['loss_sum'] / df['nb_loss_trades']
-
-        # Win rate = number of profitable trades / number of trades
-        df['winrate'] = df['nb_win_trades'] / df['nb_trades']
-
-        # risk_reward_ratio = average win / average loss
-        df['risk_reward_ratio'] = df['average_win'] / df['average_loss']
-
-        # required_risk_reward = (1 / winrate) - 1
-        df['required_risk_reward'] = (1 / df['winrate']) - 1
-
-        # expectancy = (risk_reward_ratio * winrate) - (lossrate)
-        df['expectancy'] = (df['risk_reward_ratio'] * df['winrate']) - (1 - df['winrate'])
-
-        # sort by expectancy and stoploss
-        df = df.sort_values(by=['expectancy', 'stoploss'], ascending=False).groupby(
-            'pair').first().sort_values(by=['expectancy'], ascending=False).reset_index()
-
-        final = {}
-        for x in df.itertuples():
-            final[x.pair] = PairInfo(
-                x.stoploss,
-                x.winrate,
-                x.risk_reward_ratio,
-                x.required_risk_reward,
-                x.expectancy,
-                x.nb_trades,
-                x.avg_trade_duration
-            )
-
-        # Returning a list of pairs in order of "expectancy"
-        return final
-
-    def _find_trades_for_stoploss_range(self, ticker_data, pair, stoploss_range):
-        buy_column = ticker_data['buy'].values
-        sell_column = ticker_data['sell'].values
-        date_column = ticker_data['date'].values
-        ohlc_columns = ticker_data[['open', 'high', 'low', 'close']].values
-
-        result: list = []
-        for stoploss in stoploss_range:
-            result += self._detect_next_stop_or_sell_point(
-                buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair
-            )
-
-        return result
-
-    def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
-                                        ohlc_columns, stoploss, pair):
-        """
-        Iterate through ohlc_columns in order to find the next trade
-        Next trade opens from the first buy signal noticed to
-        The sell or stoploss signal after it.
-        It then cuts OHLC, buy_column, sell_column and date_column.
-        Cut from (the exit trade index) + 1.
-
-        Author: https://github.com/mishaker
-        """
-
-        result: list = []
-        start_point = 0
-
-        while True:
-            open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
-
-            # Return empty if we don't find trade entry (i.e. buy==1) or
-            # we find a buy but at the end of array
-            if open_trade_index == -1 or open_trade_index == len(buy_column) - 1:
-                break
-            else:
-                # When a buy signal is seen,
-                # trade opens in reality on the next candle
-                open_trade_index += 1
-
-            stop_price_percentage = stoploss + 1
-            open_price = ohlc_columns[open_trade_index, 0]
-            stop_price = (open_price * stop_price_percentage)
-
-            # Searching for the index where stoploss is hit
-            stop_index = utf1st.find_1st(
-                ohlc_columns[open_trade_index:, 2], stop_price, utf1st.cmp_smaller)
-
-            # If we don't find it then we assume stop_index will be far in future (infinite number)
-            if stop_index == -1:
-                stop_index = float('inf')
-
-            # Searching for the index where sell is hit
-            sell_index = utf1st.find_1st(sell_column[open_trade_index:], 1, utf1st.cmp_equal)
-
-            # If we don't find it then we assume sell_index will be far in future (infinite number)
-            if sell_index == -1:
-                sell_index = float('inf')
-
-            # Check if we don't find any stop or sell point (in that case trade remains open)
-            # It is not interesting for Edge to consider it so we simply ignore the trade
-            # And stop iterating there is no more entry
-            if stop_index == sell_index == float('inf'):
-                break
-
-            if stop_index <= sell_index:
-                exit_index = open_trade_index + stop_index
-                exit_type = SellType.STOP_LOSS
-                exit_price = stop_price
-            elif stop_index > sell_index:
-                # If exit is SELL then we exit at the next candle
-                exit_index = open_trade_index + sell_index + 1
-
-                # Check if we have the next candle
-                if len(ohlc_columns) - 1 < exit_index:
-                    break
-
-                exit_type = SellType.SELL_SIGNAL
-                exit_price = ohlc_columns[exit_index, 0]
-
-            trade = {'pair': pair,
-                     'stoploss': stoploss,
-                     'profit_percent': '',
-                     'profit_abs': '',
-                     'open_time': date_column[open_trade_index],
-                     'close_time': date_column[exit_index],
-                     'open_index': start_point + open_trade_index,
-                     'close_index': start_point + exit_index,
-                     'trade_duration': '',
-                     'open_rate': round(open_price, 15),
-                     'close_rate': round(exit_price, 15),
-                     'exit_type': exit_type
-                     }
-
-            result.append(trade)
-
-            # Giving a view of exit_index till the end of array
-            buy_column = buy_column[exit_index:]
-            sell_column = sell_column[exit_index:]
-            date_column = date_column[exit_index:]
-            ohlc_columns = ohlc_columns[exit_index:]
-            start_point += exit_index
-
-        return result
+from .edge_positioning import Edge, PairInfo  # noqa: F401
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
new file mode 100644
index 000000000..15883357b
--- /dev/null
+++ b/freqtrade/edge/edge_positioning.py
@@ -0,0 +1,464 @@
+# pragma pylint: disable=W0603
+""" Edge positioning package """
+import logging
+from typing import Any, Dict, NamedTuple
+
+import arrow
+import numpy as np
+import utils_find_1st as utf1st
+from pandas import DataFrame
+
+from freqtrade import constants
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.exceptions import OperationalException
+from freqtrade.strategy.interface import SellType
+
+logger = logging.getLogger(__name__)
+
+
+class PairInfo(NamedTuple):
+    stoploss: float
+    winrate: float
+    risk_reward_ratio: float
+    required_risk_reward: float
+    expectancy: float
+    nb_trades: int
+    avg_trade_duration: float
+
+
+class Edge:
+    """
+    Calculates Win Rate, Risk Reward Ratio, Expectancy
+    against historical data for a give set of markets and a strategy
+    it then adjusts stoploss and position size accordingly
+    and force it into the strategy
+    Author: https://github.com/mishaker
+    """
+
+    config: Dict = {}
+    _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
+
+    def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
+
+        self.config = config
+        self.exchange = exchange
+        self.strategy = strategy
+
+        self.edge_config = self.config.get('edge', {})
+        self._cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
+        self._final_pairs: list = []
+
+        # checking max_open_trades. it should be -1 as with Edge
+        # the number of trades is determined by position size
+        if self.config['max_open_trades'] != float('inf'):
+            logger.critical('max_open_trades should be -1 in config !')
+
+        if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT:
+            raise OperationalException('Edge works only with unlimited stake amount')
+
+        # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
+        self._capital_percentage: float = self.edge_config.get(
+            'capital_available_percentage', self.config['tradable_balance_ratio'])
+        self._allowed_risk: float = self.edge_config.get('allowed_risk')
+        self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
+        self._last_updated: int = 0  # Timestamp of pairs last updated time
+        self._refresh_pairs = True
+
+        self._stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01))
+        self._stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05))
+        self._stoploss_range_step = float(self.edge_config.get('stoploss_range_step', -0.001))
+
+        # calculating stoploss range
+        self._stoploss_range = np.arange(
+            self._stoploss_range_min,
+            self._stoploss_range_max,
+            self._stoploss_range_step
+        )
+
+        self._timerange: TimeRange = TimeRange.parse_timerange("%s-" % arrow.now().shift(
+            days=-1 * self._since_number_of_days).format('YYYYMMDD'))
+        if config.get('fee'):
+            self.fee = config['fee']
+        else:
+            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
+
+    def calculate(self) -> bool:
+        pairs = self.config['exchange']['pair_whitelist']
+        heartbeat = self.edge_config.get('process_throttle_secs')
+
+        if (self._last_updated > 0) and (
+                self._last_updated + heartbeat > arrow.utcnow().timestamp):
+            return False
+
+        data: Dict[str, Any] = {}
+        logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
+        logger.info('Using local backtesting data (using whitelist in given config) ...')
+
+        if self._refresh_pairs:
+            history.refresh_data(
+                datadir=self.config['datadir'],
+                pairs=pairs,
+                exchange=self.exchange,
+                timeframe=self.strategy.ticker_interval,
+                timerange=self._timerange,
+            )
+
+        data = history.load_data(
+            datadir=self.config['datadir'],
+            pairs=pairs,
+            timeframe=self.strategy.ticker_interval,
+            timerange=self._timerange,
+            startup_candles=self.strategy.startup_candle_count,
+        )
+
+        if not data:
+            # Reinitializing cached pairs
+            self._cached_pairs = {}
+            logger.critical("No data found. Edge is stopped ...")
+            return False
+
+        preprocessed = self.strategy.tickerdata_to_dataframe(data)
+
+        # Print timeframe
+        min_date, max_date = history.get_timerange(preprocessed)
+        logger.info(
+            'Measuring data from %s up to %s (%s days) ...',
+            min_date.isoformat(),
+            max_date.isoformat(),
+            (max_date - min_date).days
+        )
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low']
+
+        trades: list = []
+        for pair, pair_data in preprocessed.items():
+            # Sorting dataframe by date and reset index
+            pair_data = pair_data.sort_values(by=['date'])
+            pair_data = pair_data.reset_index(drop=True)
+
+            ticker_data = self.strategy.advise_sell(
+                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+
+            trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range)
+
+        # If no trade found then exit
+        if len(trades) == 0:
+            logger.info("No trades found.")
+            return False
+
+        # Fill missing, calculable columns, profit, duration , abs etc.
+        trades_df = self._fill_calculable_fields(DataFrame(trades))
+        self._cached_pairs = self._process_expectancy(trades_df)
+        self._last_updated = arrow.utcnow().timestamp
+
+        return True
+
+    def stake_amount(self, pair: str, free_capital: float,
+                     total_capital: float, capital_in_trade: float) -> float:
+        stoploss = self.stoploss(pair)
+        available_capital = (total_capital + capital_in_trade) * self._capital_percentage
+        allowed_capital_at_risk = available_capital * self._allowed_risk
+        max_position_size = abs(allowed_capital_at_risk / stoploss)
+        position_size = min(max_position_size, free_capital)
+        if pair in self._cached_pairs:
+            logger.info(
+                'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
+                ' capital in trade: %s, free capital: %s, total capital: %s,'
+                ' stoploss: %s, available capital: %s.',
+                self._cached_pairs[pair].winrate,
+                self._cached_pairs[pair].expectancy,
+                position_size, pair,
+                capital_in_trade, free_capital, total_capital,
+                stoploss, available_capital
+            )
+        return round(position_size, 15)
+
+    def stoploss(self, pair: str) -> float:
+        if pair in self._cached_pairs:
+            return self._cached_pairs[pair].stoploss
+        else:
+            logger.warning('tried to access stoploss of a non-existing pair, '
+                           'strategy stoploss is returned instead.')
+            return self.strategy.stoploss
+
+    def adjust(self, pairs) -> list:
+        """
+        Filters out and sorts "pairs" according to Edge calculated pairs
+        """
+        final = []
+        for pair, info in self._cached_pairs.items():
+            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
+                    pair in pairs:
+                final.append(pair)
+
+        if self._final_pairs != final:
+            self._final_pairs = final
+            if self._final_pairs:
+                logger.info(
+                    'Minimum expectancy and minimum winrate are met only for %s,'
+                    ' so other pairs are filtered out.',
+                    self._final_pairs
+                    )
+            else:
+                logger.info(
+                    'Edge removed all pairs as no pair with minimum expectancy '
+                    'and minimum winrate was found !'
+                    )
+
+        return self._final_pairs
+
+    def accepted_pairs(self) -> list:
+        """
+        return a list of accepted pairs along with their winrate, expectancy and stoploss
+        """
+        final = []
+        for pair, info in self._cached_pairs.items():
+            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+                 info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+                final.append({
+                    'Pair': pair,
+                    'Winrate': info.winrate,
+                    'Expectancy': info.expectancy,
+                    'Stoploss': info.stoploss,
+                })
+        return final
+
+    def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
+        """
+        The result frame contains a number of columns that are calculable
+        from other columns. These are left blank till all rows are added,
+        to be populated in single vector calls.
+
+        Columns to be populated are:
+        - Profit
+        - trade duration
+        - profit abs
+        :param result Dataframe
+        :return: result Dataframe
+        """
+
+        # stake and fees
+        # stake = 0.015
+        # 0.05% is 0.0005
+        # fee = 0.001
+
+        # we set stake amount to an arbitrary amount.
+        # as it doesn't change the calculation.
+        # all returned values are relative. they are percentages.
+        stake = 0.015
+        fee = self.fee
+        open_fee = fee / 2
+        close_fee = fee / 2
+
+        result['trade_duration'] = result['close_time'] - result['open_time']
+
+        result['trade_duration'] = result['trade_duration'].map(
+            lambda x: int(x.total_seconds() / 60))
+
+        # Spends, Takes, Profit, Absolute Profit
+
+        # Buy Price
+        result['buy_vol'] = stake / result['open_rate']  # How many target are we buying
+        result['buy_fee'] = stake * open_fee
+        result['buy_spend'] = stake + result['buy_fee']  # How much we're spending
+
+        # Sell price
+        result['sell_sum'] = result['buy_vol'] * result['close_rate']
+        result['sell_fee'] = result['sell_sum'] * close_fee
+        result['sell_take'] = result['sell_sum'] - result['sell_fee']
+
+        # profit_percent
+        result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
+
+        # Absolute profit
+        result['profit_abs'] = result['sell_take'] - result['buy_spend']
+
+        return result
+
+    def _process_expectancy(self, results: DataFrame) -> Dict[str, Any]:
+        """
+        This calculates WinRate, Required Risk Reward, Risk Reward and Expectancy of all pairs
+        The calulation will be done per pair and per strategy.
+        """
+        # Removing pairs having less than min_trades_number
+        min_trades_number = self.edge_config.get('min_trade_number', 10)
+        results = results.groupby(['pair', 'stoploss']).filter(lambda x: len(x) > min_trades_number)
+        ###################################
+
+        # Removing outliers (Only Pumps) from the dataset
+        # The method to detect outliers is to calculate standard deviation
+        # Then every value more than (standard deviation + 2*average) is out (pump)
+        #
+        # Removing Pumps
+        if self.edge_config.get('remove_pumps', False):
+            results = results.groupby(['pair', 'stoploss']).apply(
+                lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
+        ##########################################################################
+
+        # Removing trades having a duration more than X minutes (set in config)
+        max_trade_duration = self.edge_config.get('max_trade_duration_minute', 1440)
+        results = results[results.trade_duration < max_trade_duration]
+        #######################################################################
+
+        if results.empty:
+            return {}
+
+        groupby_aggregator = {
+            'profit_abs': [
+                ('nb_trades', 'count'),  # number of all trades
+                ('profit_sum', lambda x: x[x > 0].sum()),  # cumulative profit of all winning trades
+                ('loss_sum', lambda x: abs(x[x < 0].sum())),  # cumulative loss of all losing trades
+                ('nb_win_trades', lambda x: x[x > 0].count())  # number of winning trades
+            ],
+            'trade_duration': [('avg_trade_duration', 'mean')]
+        }
+
+        # Group by (pair and stoploss) by applying above aggregator
+        df = results.groupby(['pair', 'stoploss'])['profit_abs', 'trade_duration'].agg(
+            groupby_aggregator).reset_index(col_level=1)
+
+        # Dropping level 0 as we don't need it
+        df.columns = df.columns.droplevel(0)
+
+        # Calculating number of losing trades, average win and average loss
+        df['nb_loss_trades'] = df['nb_trades'] - df['nb_win_trades']
+        df['average_win'] = df['profit_sum'] / df['nb_win_trades']
+        df['average_loss'] = df['loss_sum'] / df['nb_loss_trades']
+
+        # Win rate = number of profitable trades / number of trades
+        df['winrate'] = df['nb_win_trades'] / df['nb_trades']
+
+        # risk_reward_ratio = average win / average loss
+        df['risk_reward_ratio'] = df['average_win'] / df['average_loss']
+
+        # required_risk_reward = (1 / winrate) - 1
+        df['required_risk_reward'] = (1 / df['winrate']) - 1
+
+        # expectancy = (risk_reward_ratio * winrate) - (lossrate)
+        df['expectancy'] = (df['risk_reward_ratio'] * df['winrate']) - (1 - df['winrate'])
+
+        # sort by expectancy and stoploss
+        df = df.sort_values(by=['expectancy', 'stoploss'], ascending=False).groupby(
+            'pair').first().sort_values(by=['expectancy'], ascending=False).reset_index()
+
+        final = {}
+        for x in df.itertuples():
+            final[x.pair] = PairInfo(
+                x.stoploss,
+                x.winrate,
+                x.risk_reward_ratio,
+                x.required_risk_reward,
+                x.expectancy,
+                x.nb_trades,
+                x.avg_trade_duration
+            )
+
+        # Returning a list of pairs in order of "expectancy"
+        return final
+
+    def _find_trades_for_stoploss_range(self, ticker_data, pair, stoploss_range):
+        buy_column = ticker_data['buy'].values
+        sell_column = ticker_data['sell'].values
+        date_column = ticker_data['date'].values
+        ohlc_columns = ticker_data[['open', 'high', 'low', 'close']].values
+
+        result: list = []
+        for stoploss in stoploss_range:
+            result += self._detect_next_stop_or_sell_point(
+                buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair
+            )
+
+        return result
+
+    def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
+                                        ohlc_columns, stoploss, pair):
+        """
+        Iterate through ohlc_columns in order to find the next trade
+        Next trade opens from the first buy signal noticed to
+        The sell or stoploss signal after it.
+        It then cuts OHLC, buy_column, sell_column and date_column.
+        Cut from (the exit trade index) + 1.
+
+        Author: https://github.com/mishaker
+        """
+
+        result: list = []
+        start_point = 0
+
+        while True:
+            open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
+
+            # Return empty if we don't find trade entry (i.e. buy==1) or
+            # we find a buy but at the end of array
+            if open_trade_index == -1 or open_trade_index == len(buy_column) - 1:
+                break
+            else:
+                # When a buy signal is seen,
+                # trade opens in reality on the next candle
+                open_trade_index += 1
+
+            stop_price_percentage = stoploss + 1
+            open_price = ohlc_columns[open_trade_index, 0]
+            stop_price = (open_price * stop_price_percentage)
+
+            # Searching for the index where stoploss is hit
+            stop_index = utf1st.find_1st(
+                ohlc_columns[open_trade_index:, 2], stop_price, utf1st.cmp_smaller)
+
+            # If we don't find it then we assume stop_index will be far in future (infinite number)
+            if stop_index == -1:
+                stop_index = float('inf')
+
+            # Searching for the index where sell is hit
+            sell_index = utf1st.find_1st(sell_column[open_trade_index:], 1, utf1st.cmp_equal)
+
+            # If we don't find it then we assume sell_index will be far in future (infinite number)
+            if sell_index == -1:
+                sell_index = float('inf')
+
+            # Check if we don't find any stop or sell point (in that case trade remains open)
+            # It is not interesting for Edge to consider it so we simply ignore the trade
+            # And stop iterating there is no more entry
+            if stop_index == sell_index == float('inf'):
+                break
+
+            if stop_index <= sell_index:
+                exit_index = open_trade_index + stop_index
+                exit_type = SellType.STOP_LOSS
+                exit_price = stop_price
+            elif stop_index > sell_index:
+                # If exit is SELL then we exit at the next candle
+                exit_index = open_trade_index + sell_index + 1
+
+                # Check if we have the next candle
+                if len(ohlc_columns) - 1 < exit_index:
+                    break
+
+                exit_type = SellType.SELL_SIGNAL
+                exit_price = ohlc_columns[exit_index, 0]
+
+            trade = {'pair': pair,
+                     'stoploss': stoploss,
+                     'profit_percent': '',
+                     'profit_abs': '',
+                     'open_time': date_column[open_trade_index],
+                     'close_time': date_column[exit_index],
+                     'open_index': start_point + open_trade_index,
+                     'close_index': start_point + exit_index,
+                     'trade_duration': '',
+                     'open_rate': round(open_price, 15),
+                     'close_rate': round(exit_price, 15),
+                     'exit_type': exit_type
+                     }
+
+            result.append(trade)
+
+            # Giving a view of exit_index till the end of array
+            buy_column = buy_column[exit_index:]
+            sell_column = sell_column[exit_index:]
+            date_column = date_column[exit_index:]
+            ohlc_columns = ohlc_columns[exit_index:]
+            start_point += exit_index
+
+        return result

From 80ed1c3e146da9c3f36f978ceae0df250acc4131 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 10:51:09 +0100
Subject: [PATCH 1034/1495] Move utils to commands

---
 freqtrade/commands/__init__.py    | 0
 freqtrade/{ => commands}/utils.py | 0
 2 files changed, 0 insertions(+), 0 deletions(-)
 create mode 100644 freqtrade/commands/__init__.py
 rename freqtrade/{ => commands}/utils.py (100%)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/freqtrade/utils.py b/freqtrade/commands/utils.py
similarity index 100%
rename from freqtrade/utils.py
rename to freqtrade/commands/utils.py

From 6e852804671efa0546341b5db5f35b79bc9e9278 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 10:55:39 +0100
Subject: [PATCH 1035/1495] Adjust imports

---
 freqtrade/commands/__init__.py       |  6 ++++++
 freqtrade/configuration/arguments.py | 12 +++++------
 freqtrade/optimize/__init__.py       |  2 +-
 freqtrade/plot/plot_utils.py         |  2 +-
 tests/test_utils.py                  | 30 ++++++++++++++--------------
 5 files changed, 29 insertions(+), 23 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index e69de29bb..0c31048f2 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -0,0 +1,6 @@
+from .utils import (setup_utils_configuration, start_create_userdir,  # noqa: F401
+                    start_download_data, start_hyperopt_list,
+                    start_hyperopt_show, start_list_exchanges,
+                    start_list_markets, start_list_strategies,
+                    start_list_timeframes, start_new_hyperopt,
+                    start_new_strategy, start_test_pairlist, start_trading)
diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index b2197619d..3c71fa548 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -131,12 +131,12 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
-        from freqtrade.utils import (start_create_userdir, start_download_data,
-                                     start_hyperopt_list, start_hyperopt_show,
-                                     start_list_exchanges, start_list_markets,
-                                     start_list_strategies, start_new_hyperopt,
-                                     start_new_strategy, start_list_timeframes,
-                                     start_test_pairlist, start_trading)
+        from freqtrade.commands import (start_create_userdir, start_download_data,
+                                        start_hyperopt_list, start_hyperopt_show,
+                                        start_list_exchanges, start_list_markets,
+                                        start_list_strategies, start_new_hyperopt,
+                                        start_new_strategy, start_list_timeframes,
+                                        start_test_pairlist, start_trading)
         from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
         subparsers = self.parser.add_subparsers(dest='command',
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 34760372f..98b521d4e 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -4,7 +4,7 @@ from typing import Any, Dict
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
-from freqtrade.utils import setup_utils_configuration
+from freqtrade.commands import setup_utils_configuration
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/plot/plot_utils.py b/freqtrade/plot/plot_utils.py
index 9eff08396..b2f16dff0 100644
--- a/freqtrade/plot/plot_utils.py
+++ b/freqtrade/plot/plot_utils.py
@@ -2,7 +2,7 @@ from typing import Any, Dict
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from freqtrade.utils import setup_utils_configuration
+from freqtrade.commands import setup_utils_configuration
 
 
 def validate_plot_args(args: Dict[str, Any]):
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 7ca2cac5a..91009ec42 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -4,15 +4,15 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
+from freqtrade.commands import (setup_utils_configuration,
+                                start_create_userdir, start_download_data,
+                                start_hyperopt_list, start_hyperopt_show,
+                                start_list_exchanges, start_list_markets,
+                                start_list_strategies, start_list_timeframes,
+                                start_new_hyperopt, start_new_strategy,
+                                start_test_pairlist, start_trading)
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
-                             start_download_data, start_hyperopt_list,
-                             start_hyperopt_show, start_list_exchanges,
-                             start_list_markets, start_list_strategies,
-                             start_list_timeframes, start_new_hyperopt,
-                             start_new_strategy, start_test_pairlist,
-                             start_trading)
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -451,8 +451,8 @@ def test_create_datadir(caplog, mocker):
     # Added assert here to analyze random test-failures ...
     assert len(caplog.record_tuples) == 0
 
-    cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
-    csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
+    cud = mocker.patch("freqtrade.commands.create_userdata_dir", MagicMock())
+    csf = mocker.patch("freqtrade.commands.copy_sample_files", MagicMock())
     args = [
         "create-userdir",
         "--userdir",
@@ -538,7 +538,7 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
-    dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))
     patch_exchange(mocker)
     mocker.patch(
@@ -556,7 +556,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
 
 
 def test_download_data_no_markets(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
                            MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker, id='binance')
     mocker.patch(
@@ -574,7 +574,7 @@ def test_download_data_no_markets(mocker, caplog):
 
 
 def test_download_data_no_exchange(mocker, caplog):
-    mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -594,7 +594,7 @@ def test_download_data_no_pairs(mocker, caplog):
 
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
 
-    mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -613,9 +613,9 @@ def test_download_data_no_pairs(mocker, caplog):
 
 
 def test_download_data_trades(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_trades_data',
+    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_trades_data',
                            MagicMock(return_value=[]))
-    convert_mock = mocker.patch('freqtrade.utils.convert_trades_to_ohlcv',
+    convert_mock = mocker.patch('freqtrade.commands.convert_trades_to_ohlcv',
                                 MagicMock(return_value=[]))
     patch_exchange(mocker)
     mocker.patch(

From 926bf07df1420c2e08dadbb53e8359a1ffa20900 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:08:58 +0100
Subject: [PATCH 1036/1495] Seperate a few commands into specific files

---
 freqtrade/commands/__init__.py          |  16 +-
 freqtrade/commands/deploy_commands.py   | 113 ++++++++
 freqtrade/commands/hyperopt_commands.py | 114 ++++++++
 freqtrade/commands/list_commands.py     | 157 +++++++++++
 freqtrade/commands/trade_commands.py    |  25 ++
 freqtrade/commands/utils.py             | 356 ------------------------
 6 files changed, 419 insertions(+), 362 deletions(-)
 create mode 100644 freqtrade/commands/deploy_commands.py
 create mode 100644 freqtrade/commands/hyperopt_commands.py
 create mode 100644 freqtrade/commands/list_commands.py
 create mode 100644 freqtrade/commands/trade_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 0c31048f2..4c57efeae 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -1,6 +1,10 @@
-from .utils import (setup_utils_configuration, start_create_userdir,  # noqa: F401
-                    start_download_data, start_hyperopt_list,
-                    start_hyperopt_show, start_list_exchanges,
-                    start_list_markets, start_list_strategies,
-                    start_list_timeframes, start_new_hyperopt,
-                    start_new_strategy, start_test_pairlist, start_trading)
+from .hyperopt_commands import (start_hyperopt_list, start_hyperopt_show)  # noqa: 401
+
+from .list_commands import (start_list_exchanges,  # noqa: F401
+                            start_list_markets, start_list_strategies,
+                            start_list_timeframes)
+from .utils import setup_utils_configuration  # noqa: F401
+from .utils import (start_download_data,  # noqa: F401
+                    start_test_pairlist)
+from .deploy_commands import (start_new_hyperopt, start_new_strategy, start_create_userdir)  # noqa: F401
+from .trade_commands import start_trading  # noqa: F401
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
new file mode 100644
index 000000000..892e15db1
--- /dev/null
+++ b/freqtrade/commands/deploy_commands.py
@@ -0,0 +1,113 @@
+import logging
+import sys
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration.directory_operations import (copy_sample_files,
+                                                          create_userdata_dir)
+from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import render_template
+from freqtrade.state import RunMode
+
+from .utils import setup_utils_configuration
+
+logger = logging.getLogger(__name__)
+
+
+def start_create_userdir(args: Dict[str, Any]) -> None:
+    """
+    Create "user_data" directory to contain user data strategies, hyperopt, ...)
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    if "user_data_dir" in args and args["user_data_dir"]:
+        userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
+        copy_sample_files(userdir, overwrite=args["reset"])
+    else:
+        logger.warning("`create-userdir` requires --userdir to be set.")
+        sys.exit(1)
+
+
+def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
+    """
+    Deploy new strategy from template to strategy_path
+    """
+    indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
+    buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
+    sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
+    plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
+
+    strategy_text = render_template(templatefile='base_strategy.py.j2',
+                                    arguments={"strategy": strategy_name,
+                                               "indicators": indicators,
+                                               "buy_trend": buy_trend,
+                                               "sell_trend": sell_trend,
+                                               "plot_config": plot_config,
+                                               })
+
+    logger.info(f"Writing strategy to `{strategy_path}`.")
+    strategy_path.write_text(strategy_text)
+
+
+def start_new_strategy(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if "strategy" in args and args["strategy"]:
+        if args["strategy"] == "DefaultStrategy":
+            raise OperationalException("DefaultStrategy is not allowed as name.")
+
+        new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
+
+        if new_path.exists():
+            raise OperationalException(f"`{new_path}` already exists. "
+                                       "Please choose another Strategy Name.")
+
+        deploy_new_strategy(args['strategy'], new_path, args['template'])
+
+    else:
+        raise OperationalException("`new-strategy` requires --strategy to be set.")
+
+
+def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
+    """
+    Deploys a new hyperopt template to hyperopt_path
+    """
+    buy_guards = render_template(
+        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
+    sell_guards = render_template(
+        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
+    buy_space = render_template(
+        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
+    sell_space = render_template(
+        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
+
+    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
+                                    arguments={"hyperopt": hyperopt_name,
+                                               "buy_guards": buy_guards,
+                                               "sell_guards": sell_guards,
+                                               "buy_space": buy_space,
+                                               "sell_space": sell_space,
+                                               })
+
+    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
+    hyperopt_path.write_text(strategy_text)
+
+
+def start_new_hyperopt(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if "hyperopt" in args and args["hyperopt"]:
+        if args["hyperopt"] == "DefaultHyperopt":
+            raise OperationalException("DefaultHyperopt is not allowed as name.")
+
+        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
+
+        if new_path.exists():
+            raise OperationalException(f"`{new_path}` already exists. "
+                                       "Please choose another Strategy Name.")
+        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
+    else:
+        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
new file mode 100644
index 000000000..db3f69050
--- /dev/null
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -0,0 +1,114 @@
+import logging
+from operator import itemgetter
+from typing import Any, Dict, List
+
+from colorama import init as colorama_init
+
+from .utils import setup_utils_configuration
+from freqtrade.exceptions import OperationalException
+from freqtrade.state import RunMode
+
+logger = logging.getLogger(__name__)
+
+
+def start_hyperopt_list(args: Dict[str, Any]) -> None:
+    """
+    List hyperopt epochs previously evaluated
+    """
+    from freqtrade.optimize.hyperopt import Hyperopt
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    only_best = config.get('hyperopt_list_best', False)
+    only_profitable = config.get('hyperopt_list_profitable', False)
+    print_colorized = config.get('print_colorized', False)
+    print_json = config.get('print_json', False)
+    no_details = config.get('hyperopt_list_no_details', False)
+    no_header = False
+
+    trials_file = (config['user_data_dir'] /
+                   'hyperopt_results' / 'hyperopt_results.pickle')
+
+    # Previous evaluations
+    trials = Hyperopt.load_previous_results(trials_file)
+    total_epochs = len(trials)
+
+    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+
+    # TODO: fetch the interval for epochs to print from the cli option
+    epoch_start, epoch_stop = 0, None
+
+    if print_colorized:
+        colorama_init(autoreset=True)
+
+    try:
+        # Human-friendly indexes used here (starting from 1)
+        for val in trials[epoch_start:epoch_stop]:
+            Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
+
+    except KeyboardInterrupt:
+        print('User interrupted..')
+
+    if trials and not no_details:
+        sorted_trials = sorted(trials, key=itemgetter('loss'))
+        results = sorted_trials[0]
+        Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+
+
+def start_hyperopt_show(args: Dict[str, Any]) -> None:
+    """
+    Show details of a hyperopt epoch previously evaluated
+    """
+    from freqtrade.optimize.hyperopt import Hyperopt
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    only_best = config.get('hyperopt_list_best', False)
+    only_profitable = config.get('hyperopt_list_profitable', False)
+    no_header = config.get('hyperopt_show_no_header', False)
+
+    trials_file = (config['user_data_dir'] /
+                   'hyperopt_results' / 'hyperopt_results.pickle')
+
+    # Previous evaluations
+    trials = Hyperopt.load_previous_results(trials_file)
+    total_epochs = len(trials)
+
+    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials_epochs = len(trials)
+
+    n = config.get('hyperopt_show_index', -1)
+    if n > trials_epochs:
+        raise OperationalException(
+                f"The index of the epoch to show should be less than {trials_epochs + 1}.")
+    if n < -trials_epochs:
+        raise OperationalException(
+                f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
+
+    # Translate epoch index from human-readable format to pythonic
+    if n > 0:
+        n -= 1
+
+    print_json = config.get('print_json', False)
+
+    if trials:
+        val = trials[n]
+        Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
+                                     header_str="Epoch details")
+
+
+def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
+    """
+    Filter our items from the list of hyperopt results
+    """
+    if only_best:
+        trials = [x for x in trials if x['is_best']]
+    if only_profitable:
+        trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+
+    logger.info(f"{len(trials)} " +
+                ("best " if only_best else "") +
+                ("profitable " if only_profitable else "") +
+                "epochs found.")
+
+    return trials
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
new file mode 100644
index 000000000..90efaf66f
--- /dev/null
+++ b/freqtrade/commands/list_commands.py
@@ -0,0 +1,157 @@
+import csv
+import logging
+import sys
+from collections import OrderedDict
+from pathlib import Path
+from typing import Any, Dict
+
+import rapidjson
+from tabulate import tabulate
+
+from freqtrade.constants import USERPATH_STRATEGY
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
+                                market_is_active, symbol_is_pair)
+from freqtrade.misc import plural
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+from freqtrade.state import RunMode
+
+from .utils import setup_utils_configuration
+
+logger = logging.getLogger(__name__)
+
+
+def start_list_exchanges(args: Dict[str, Any]) -> None:
+    """
+    Print available exchanges
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
+    if args['print_one_column']:
+        print('\n'.join(exchanges))
+    else:
+        if args['list_exchanges_all']:
+            print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
+        else:
+            print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
+
+
+def start_list_strategies(args: Dict[str, Any]) -> None:
+    """
+    Print Strategies available in a directory
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
+    strategies = StrategyResolver.search_all_objects(directory)
+    # Sort alphabetically
+    strategies = sorted(strategies, key=lambda x: x['name'])
+    strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
+
+    if args['print_one_column']:
+        print('\n'.join([s['name'] for s in strategies]))
+    else:
+        print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
+
+
+def start_list_timeframes(args: Dict[str, Any]) -> None:
+    """
+    Print ticker intervals (timeframes) available on Exchange
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+    # Do not use ticker_interval set in the config
+    config['ticker_interval'] = None
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+
+    if args['print_one_column']:
+        print('\n'.join(exchange.timeframes))
+    else:
+        print(f"Timeframes available for the exchange `{exchange.name}`: "
+              f"{', '.join(exchange.timeframes)}")
+
+
+def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
+    """
+    Print pairs/markets on the exchange
+    :param args: Cli args from Arguments()
+    :param pairs_only: if True print only pairs, otherwise print all instruments (markets)
+    :return: None
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+
+    # By default only active pairs/markets are to be shown
+    active_only = not args.get('list_pairs_all', False)
+
+    base_currencies = args.get('base_currencies', [])
+    quote_currencies = args.get('quote_currencies', [])
+
+    try:
+        pairs = exchange.get_markets(base_currencies=base_currencies,
+                                     quote_currencies=quote_currencies,
+                                     pairs_only=pairs_only,
+                                     active_only=active_only)
+        # Sort the pairs/markets by symbol
+        pairs = OrderedDict(sorted(pairs.items()))
+    except Exception as e:
+        raise OperationalException(f"Cannot get markets. Reason: {e}") from e
+
+    else:
+        summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
+                       ("active " if active_only else "") +
+                       (plural(len(pairs), "pair" if pairs_only else "market")) +
+                       (f" with {', '.join(base_currencies)} as base "
+                        f"{plural(len(base_currencies), 'currency', 'currencies')}"
+                        if base_currencies else "") +
+                       (" and" if base_currencies and quote_currencies else "") +
+                       (f" with {', '.join(quote_currencies)} as quote "
+                        f"{plural(len(quote_currencies), 'currency', 'currencies')}"
+                        if quote_currencies else ""))
+
+        headers = ["Id", "Symbol", "Base", "Quote", "Active",
+                   *(['Is pair'] if not pairs_only else [])]
+
+        tabular_data = []
+        for _, v in pairs.items():
+            tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
+                                 'Base': v['base'], 'Quote': v['quote'],
+                                 'Active': market_is_active(v),
+                                 **({'Is pair': symbol_is_pair(v['symbol'])}
+                                    if not pairs_only else {})})
+
+        if (args.get('print_one_column', False) or
+                args.get('list_pairs_print_json', False) or
+                args.get('print_csv', False)):
+            # Print summary string in the log in case of machine-readable
+            # regular formats.
+            logger.info(f"{summary_str}.")
+        else:
+            # Print empty string separating leading logs and output in case of
+            # human-readable formats.
+            print()
+
+        if len(pairs):
+            if args.get('print_list', False):
+                # print data as a list, with human-readable summary
+                print(f"{summary_str}: {', '.join(pairs.keys())}.")
+            elif args.get('print_one_column', False):
+                print('\n'.join(pairs.keys()))
+            elif args.get('list_pairs_print_json', False):
+                print(rapidjson.dumps(list(pairs.keys()), default=str))
+            elif args.get('print_csv', False):
+                writer = csv.DictWriter(sys.stdout, fieldnames=headers)
+                writer.writeheader()
+                writer.writerows(tabular_data)
+            else:
+                # print data as a table, with the human-readable summary
+                print(f"{summary_str}:")
+                print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
+        elif not (args.get('print_one_column', False) or
+                  args.get('list_pairs_print_json', False) or
+                  args.get('print_csv', False)):
+            print(f"{summary_str}.")
diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
new file mode 100644
index 000000000..2c0c4c9c1
--- /dev/null
+++ b/freqtrade/commands/trade_commands.py
@@ -0,0 +1,25 @@
+import logging
+
+from typing import Any, Dict
+
+
+logger = logging.getLogger(__name__)
+
+
+def start_trading(args: Dict[str, Any]) -> int:
+    """
+    Main entry point for trading mode
+    """
+    from freqtrade.worker import Worker
+    # Load and run worker
+    worker = None
+    try:
+        worker = Worker(args)
+        worker.run()
+    except KeyboardInterrupt:
+        logger.info('SIGINT received, aborting ...')
+    finally:
+        if worker:
+            logger.info("worker found ... calling exit")
+            worker.exit()
+    return 0
diff --git a/freqtrade/commands/utils.py b/freqtrade/commands/utils.py
index 2f7b2d717..ba9173cf2 100644
--- a/freqtrade/commands/utils.py
+++ b/freqtrade/commands/utils.py
@@ -46,139 +46,6 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     return config
 
 
-def start_trading(args: Dict[str, Any]) -> int:
-    """
-    Main entry point for trading mode
-    """
-    from freqtrade.worker import Worker
-    # Load and run worker
-    worker = None
-    try:
-        worker = Worker(args)
-        worker.run()
-    except KeyboardInterrupt:
-        logger.info('SIGINT received, aborting ...')
-    finally:
-        if worker:
-            logger.info("worker found ... calling exit")
-            worker.exit()
-    return 0
-
-
-def start_list_exchanges(args: Dict[str, Any]) -> None:
-    """
-    Print available exchanges
-    :param args: Cli args from Arguments()
-    :return: None
-    """
-    exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
-    if args['print_one_column']:
-        print('\n'.join(exchanges))
-    else:
-        if args['list_exchanges_all']:
-            print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
-        else:
-            print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
-
-
-def start_create_userdir(args: Dict[str, Any]) -> None:
-    """
-    Create "user_data" directory to contain user data strategies, hyperopt, ...)
-    :param args: Cli args from Arguments()
-    :return: None
-    """
-    if "user_data_dir" in args and args["user_data_dir"]:
-        userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
-        copy_sample_files(userdir, overwrite=args["reset"])
-    else:
-        logger.warning("`create-userdir` requires --userdir to be set.")
-        sys.exit(1)
-
-
-def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
-    """
-    Deploy new strategy from template to strategy_path
-    """
-    indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
-    buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
-    sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
-    plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
-
-    strategy_text = render_template(templatefile='base_strategy.py.j2',
-                                    arguments={"strategy": strategy_name,
-                                               "indicators": indicators,
-                                               "buy_trend": buy_trend,
-                                               "sell_trend": sell_trend,
-                                               "plot_config": plot_config,
-                                               })
-
-    logger.info(f"Writing strategy to `{strategy_path}`.")
-    strategy_path.write_text(strategy_text)
-
-
-def start_new_strategy(args: Dict[str, Any]) -> None:
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    if "strategy" in args and args["strategy"]:
-        if args["strategy"] == "DefaultStrategy":
-            raise OperationalException("DefaultStrategy is not allowed as name.")
-
-        new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
-
-        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
-                                       "Please choose another Strategy Name.")
-
-        deploy_new_strategy(args['strategy'], new_path, args['template'])
-
-    else:
-        raise OperationalException("`new-strategy` requires --strategy to be set.")
-
-
-def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
-    """
-    Deploys a new hyperopt template to hyperopt_path
-    """
-    buy_guards = render_template(
-        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
-    sell_guards = render_template(
-        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
-    buy_space = render_template(
-        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
-    sell_space = render_template(
-        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
-
-    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                    arguments={"hyperopt": hyperopt_name,
-                                               "buy_guards": buy_guards,
-                                               "sell_guards": sell_guards,
-                                               "buy_space": buy_space,
-                                               "sell_space": sell_space,
-                                               })
-
-    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
-    hyperopt_path.write_text(strategy_text)
-
-
-def start_new_hyperopt(args: Dict[str, Any]) -> None:
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    if "hyperopt" in args and args["hyperopt"]:
-        if args["hyperopt"] == "DefaultHyperopt":
-            raise OperationalException("DefaultHyperopt is not allowed as name.")
-
-        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
-
-        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
-                                       "Please choose another Strategy Name.")
-        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
-    else:
-        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
-
-
 def start_download_data(args: Dict[str, Any]) -> None:
     """
     Download data (former download_backtest_data.py script)
@@ -227,126 +94,6 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
-def start_list_strategies(args: Dict[str, Any]) -> None:
-    """
-    Print Strategies available in a directory
-    """
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
-    strategies = StrategyResolver.search_all_objects(directory)
-    # Sort alphabetically
-    strategies = sorted(strategies, key=lambda x: x['name'])
-    strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
-
-    if args['print_one_column']:
-        print('\n'.join([s['name'] for s in strategies]))
-    else:
-        print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
-
-
-def start_list_timeframes(args: Dict[str, Any]) -> None:
-    """
-    Print ticker intervals (timeframes) available on Exchange
-    """
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-    # Do not use ticker_interval set in the config
-    config['ticker_interval'] = None
-
-    # Init exchange
-    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
-
-    if args['print_one_column']:
-        print('\n'.join(exchange.timeframes))
-    else:
-        print(f"Timeframes available for the exchange `{exchange.name}`: "
-              f"{', '.join(exchange.timeframes)}")
-
-
-def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
-    """
-    Print pairs/markets on the exchange
-    :param args: Cli args from Arguments()
-    :param pairs_only: if True print only pairs, otherwise print all instruments (markets)
-    :return: None
-    """
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-
-    # Init exchange
-    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
-
-    # By default only active pairs/markets are to be shown
-    active_only = not args.get('list_pairs_all', False)
-
-    base_currencies = args.get('base_currencies', [])
-    quote_currencies = args.get('quote_currencies', [])
-
-    try:
-        pairs = exchange.get_markets(base_currencies=base_currencies,
-                                     quote_currencies=quote_currencies,
-                                     pairs_only=pairs_only,
-                                     active_only=active_only)
-        # Sort the pairs/markets by symbol
-        pairs = OrderedDict(sorted(pairs.items()))
-    except Exception as e:
-        raise OperationalException(f"Cannot get markets. Reason: {e}") from e
-
-    else:
-        summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
-                       ("active " if active_only else "") +
-                       (plural(len(pairs), "pair" if pairs_only else "market")) +
-                       (f" with {', '.join(base_currencies)} as base "
-                        f"{plural(len(base_currencies), 'currency', 'currencies')}"
-                        if base_currencies else "") +
-                       (" and" if base_currencies and quote_currencies else "") +
-                       (f" with {', '.join(quote_currencies)} as quote "
-                        f"{plural(len(quote_currencies), 'currency', 'currencies')}"
-                        if quote_currencies else ""))
-
-        headers = ["Id", "Symbol", "Base", "Quote", "Active",
-                   *(['Is pair'] if not pairs_only else [])]
-
-        tabular_data = []
-        for _, v in pairs.items():
-            tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
-                                 'Base': v['base'], 'Quote': v['quote'],
-                                 'Active': market_is_active(v),
-                                 **({'Is pair': symbol_is_pair(v['symbol'])}
-                                    if not pairs_only else {})})
-
-        if (args.get('print_one_column', False) or
-                args.get('list_pairs_print_json', False) or
-                args.get('print_csv', False)):
-            # Print summary string in the log in case of machine-readable
-            # regular formats.
-            logger.info(f"{summary_str}.")
-        else:
-            # Print empty string separating leading logs and output in case of
-            # human-readable formats.
-            print()
-
-        if len(pairs):
-            if args.get('print_list', False):
-                # print data as a list, with human-readable summary
-                print(f"{summary_str}: {', '.join(pairs.keys())}.")
-            elif args.get('print_one_column', False):
-                print('\n'.join(pairs.keys()))
-            elif args.get('list_pairs_print_json', False):
-                print(rapidjson.dumps(list(pairs.keys()), default=str))
-            elif args.get('print_csv', False):
-                writer = csv.DictWriter(sys.stdout, fieldnames=headers)
-                writer.writeheader()
-                writer.writerows(tabular_data)
-            else:
-                # print data as a table, with the human-readable summary
-                print(f"{summary_str}:")
-                print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
-        elif not (args.get('print_one_column', False) or
-                  args.get('list_pairs_print_json', False) or
-                  args.get('print_csv', False)):
-            print(f"{summary_str}.")
-
-
 def start_test_pairlist(args: Dict[str, Any]) -> None:
     """
     Test Pairlist configuration
@@ -377,106 +124,3 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
             print(rapidjson.dumps(list(pairlist), default=str))
         else:
             print(pairlist)
-
-
-def start_hyperopt_list(args: Dict[str, Any]) -> None:
-    """
-    List hyperopt epochs previously evaluated
-    """
-    from freqtrade.optimize.hyperopt import Hyperopt
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    only_best = config.get('hyperopt_list_best', False)
-    only_profitable = config.get('hyperopt_list_profitable', False)
-    print_colorized = config.get('print_colorized', False)
-    print_json = config.get('print_json', False)
-    no_details = config.get('hyperopt_list_no_details', False)
-    no_header = False
-
-    trials_file = (config['user_data_dir'] /
-                   'hyperopt_results' / 'hyperopt_results.pickle')
-
-    # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
-    total_epochs = len(trials)
-
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
-
-    # TODO: fetch the interval for epochs to print from the cli option
-    epoch_start, epoch_stop = 0, None
-
-    if print_colorized:
-        colorama_init(autoreset=True)
-
-    try:
-        # Human-friendly indexes used here (starting from 1)
-        for val in trials[epoch_start:epoch_stop]:
-            Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
-
-    except KeyboardInterrupt:
-        print('User interrupted..')
-
-    if trials and not no_details:
-        sorted_trials = sorted(trials, key=itemgetter('loss'))
-        results = sorted_trials[0]
-        Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
-
-
-def start_hyperopt_show(args: Dict[str, Any]) -> None:
-    """
-    Show details of a hyperopt epoch previously evaluated
-    """
-    from freqtrade.optimize.hyperopt import Hyperopt
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    only_best = config.get('hyperopt_list_best', False)
-    only_profitable = config.get('hyperopt_list_profitable', False)
-    no_header = config.get('hyperopt_show_no_header', False)
-
-    trials_file = (config['user_data_dir'] /
-                   'hyperopt_results' / 'hyperopt_results.pickle')
-
-    # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
-    total_epochs = len(trials)
-
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
-    trials_epochs = len(trials)
-
-    n = config.get('hyperopt_show_index', -1)
-    if n > trials_epochs:
-        raise OperationalException(
-                f"The index of the epoch to show should be less than {trials_epochs + 1}.")
-    if n < -trials_epochs:
-        raise OperationalException(
-                f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
-
-    # Translate epoch index from human-readable format to pythonic
-    if n > 0:
-        n -= 1
-
-    print_json = config.get('print_json', False)
-
-    if trials:
-        val = trials[n]
-        Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
-                                     header_str="Epoch details")
-
-
-def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
-    """
-    Filter our items from the list of hyperopt results
-    """
-    if only_best:
-        trials = [x for x in trials if x['is_best']]
-    if only_profitable:
-        trials = [x for x in trials if x['results_metrics']['profit'] > 0]
-
-    logger.info(f"{len(trials)} " +
-                ("best " if only_best else "") +
-                ("profitable " if only_profitable else "") +
-                "epochs found.")
-
-    return trials

From 7e233041877d7c4976735e10269a2f3421c530f1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:09:13 +0100
Subject: [PATCH 1037/1495] Adjust tests to new paths

---
 tests/test_utils.py | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

diff --git a/tests/test_utils.py b/tests/test_utils.py
index 91009ec42..c686d2117 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -451,8 +451,8 @@ def test_create_datadir(caplog, mocker):
     # Added assert here to analyze random test-failures ...
     assert len(caplog.record_tuples) == 0
 
-    cud = mocker.patch("freqtrade.commands.create_userdata_dir", MagicMock())
-    csf = mocker.patch("freqtrade.commands.copy_sample_files", MagicMock())
+    cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
+    csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
     args = [
         "create-userdir",
         "--userdir",
@@ -538,7 +538,7 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
-    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))
     patch_exchange(mocker)
     mocker.patch(
@@ -556,7 +556,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
 
 
 def test_download_data_no_markets(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
                            MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker, id='binance')
     mocker.patch(
@@ -574,7 +574,7 @@ def test_download_data_no_markets(mocker, caplog):
 
 
 def test_download_data_no_exchange(mocker, caplog):
-    mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -594,7 +594,7 @@ def test_download_data_no_pairs(mocker, caplog):
 
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
 
-    mocker.patch('freqtrade.commands.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -613,9 +613,9 @@ def test_download_data_no_pairs(mocker, caplog):
 
 
 def test_download_data_trades(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.commands.refresh_backtest_trades_data',
+    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_trades_data',
                            MagicMock(return_value=[]))
-    convert_mock = mocker.patch('freqtrade.commands.convert_trades_to_ohlcv',
+    convert_mock = mocker.patch('freqtrade.commands.utils.convert_trades_to_ohlcv',
                                 MagicMock(return_value=[]))
     patch_exchange(mocker)
     mocker.patch(

From 70a0346b0a2b781dda480dc1a00da9215ac80eea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:17:26 +0100
Subject: [PATCH 1038/1495] Move data-stuff to data-commands

---
 freqtrade/commands/__init__.py      | 16 +++----
 freqtrade/commands/data_commands.py | 64 +++++++++++++++++++++++++
 freqtrade/commands/utils.py         | 73 ++---------------------------
 tests/test_utils.py                 | 12 ++---
 4 files changed, 81 insertions(+), 84 deletions(-)
 create mode 100644 freqtrade/commands/data_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 4c57efeae..5fa667ccc 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -1,10 +1,10 @@
-from .hyperopt_commands import (start_hyperopt_list, start_hyperopt_show)  # noqa: 401
-
-from .list_commands import (start_list_exchanges,  # noqa: F401
+from freqtrade.commands.data_commands import start_download_data  # noqa: F401
+from freqtrade.commands.deploy_commands import (start_create_userdir,  # noqa: F401
+                              start_new_hyperopt, start_new_strategy)
+from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,  # noqa: F401
+                                start_hyperopt_show)
+from freqtrade.commands.list_commands import (start_list_exchanges,  # noqa: F401
                             start_list_markets, start_list_strategies,
                             start_list_timeframes)
-from .utils import setup_utils_configuration  # noqa: F401
-from .utils import (start_download_data,  # noqa: F401
-                    start_test_pairlist)
-from .deploy_commands import (start_new_hyperopt, start_new_strategy, start_create_userdir)  # noqa: F401
-from .trade_commands import start_trading  # noqa: F401
+from freqtrade.commands.trade_commands import start_trading  # noqa: F401
+from freqtrade.commands.utils import setup_utils_configuration, start_test_pairlist  # noqa: F401
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
new file mode 100644
index 000000000..b1c847d1d
--- /dev/null
+++ b/freqtrade/commands/data_commands.py
@@ -0,0 +1,64 @@
+import logging
+import sys
+from typing import Any, Dict, List
+
+import arrow
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.history import (convert_trades_to_ohlcv,
+                                    refresh_backtest_ohlcv_data,
+                                    refresh_backtest_trades_data)
+from freqtrade.exceptions import OperationalException
+from freqtrade.resolvers import ExchangeResolver
+from freqtrade.state import RunMode
+from .utils import setup_utils_configuration
+
+logger = logging.getLogger(__name__)
+
+
+def start_download_data(args: Dict[str, Any]) -> None:
+    """
+    Download data (former download_backtest_data.py script)
+    """
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    timerange = TimeRange()
+    if 'days' in config:
+        time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
+        timerange = TimeRange.parse_timerange(f'{time_since}-')
+
+    if 'pairs' not in config:
+        raise OperationalException(
+            "Downloading data requires a list of pairs. "
+            "Please check the documentation on how to configure this.")
+
+    logger.info(f'About to download pairs: {config["pairs"]}, '
+                f'intervals: {config["timeframes"]} to {config["datadir"]}')
+
+    pairs_not_available: List[str] = []
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
+    try:
+
+        if config.get('download_trades'):
+            pairs_not_available = refresh_backtest_trades_data(
+                exchange, pairs=config["pairs"], datadir=config['datadir'],
+                timerange=timerange, erase=config.get("erase"))
+
+            # Convert downloaded trade data to different timeframes
+            convert_trades_to_ohlcv(
+                pairs=config["pairs"], timeframes=config["timeframes"],
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+        else:
+            pairs_not_available = refresh_backtest_ohlcv_data(
+                exchange, pairs=config["pairs"], timeframes=config["timeframes"],
+                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+
+    except KeyboardInterrupt:
+        sys.exit("SIGINT received, aborting ...")
+
+    finally:
+        if pairs_not_available:
+            logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
+                        f"on exchange {exchange.name}.")
diff --git a/freqtrade/commands/utils.py b/freqtrade/commands/utils.py
index ba9173cf2..a597d5335 100644
--- a/freqtrade/commands/utils.py
+++ b/freqtrade/commands/utils.py
@@ -1,30 +1,11 @@
-import csv
 import logging
-import sys
-from collections import OrderedDict
-from operator import itemgetter
-from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict
 
-import arrow
 import rapidjson
-from colorama import init as colorama_init
-from tabulate import tabulate
 
-from freqtrade.configuration import (Configuration, TimeRange,
-                                     remove_credentials,
+from freqtrade.configuration import (Configuration, remove_credentials,
                                      validate_config_consistency)
-from freqtrade.configuration.directory_operations import (copy_sample_files,
-                                                          create_userdata_dir)
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
-from freqtrade.data.history import (convert_trades_to_ohlcv,
-                                    refresh_backtest_ohlcv_data,
-                                    refresh_backtest_trades_data)
-from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
-                                market_is_active, symbol_is_pair)
-from freqtrade.misc import plural, render_template
-from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
@@ -46,54 +27,6 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     return config
 
 
-def start_download_data(args: Dict[str, Any]) -> None:
-    """
-    Download data (former download_backtest_data.py script)
-    """
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-
-    timerange = TimeRange()
-    if 'days' in config:
-        time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
-        timerange = TimeRange.parse_timerange(f'{time_since}-')
-
-    if 'pairs' not in config:
-        raise OperationalException(
-            "Downloading data requires a list of pairs. "
-            "Please check the documentation on how to configure this.")
-
-    logger.info(f'About to download pairs: {config["pairs"]}, '
-                f'intervals: {config["timeframes"]} to {config["datadir"]}')
-
-    pairs_not_available: List[str] = []
-
-    # Init exchange
-    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
-    try:
-
-        if config.get('download_trades'):
-            pairs_not_available = refresh_backtest_trades_data(
-                exchange, pairs=config["pairs"], datadir=config['datadir'],
-                timerange=timerange, erase=config.get("erase"))
-
-            # Convert downloaded trade data to different timeframes
-            convert_trades_to_ohlcv(
-                pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
-        else:
-            pairs_not_available = refresh_backtest_ohlcv_data(
-                exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
-
-    except KeyboardInterrupt:
-        sys.exit("SIGINT received, aborting ...")
-
-    finally:
-        if pairs_not_available:
-            logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
-                        f"on exchange {exchange.name}.")
-
-
 def start_test_pairlist(args: Dict[str, Any]) -> None:
     """
     Test Pairlist configuration
diff --git a/tests/test_utils.py b/tests/test_utils.py
index c686d2117..1328e3981 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -538,7 +538,7 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
-    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))
     patch_exchange(mocker)
     mocker.patch(
@@ -556,7 +556,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
 
 
 def test_download_data_no_markets(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
+    dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                            MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker, id='binance')
     mocker.patch(
@@ -574,7 +574,7 @@ def test_download_data_no_markets(mocker, caplog):
 
 
 def test_download_data_no_exchange(mocker, caplog):
-    mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -594,7 +594,7 @@ def test_download_data_no_pairs(mocker, caplog):
 
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
 
-    mocker.patch('freqtrade.commands.utils.refresh_backtest_ohlcv_data',
+    mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                  MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
     patch_exchange(mocker)
     mocker.patch(
@@ -613,9 +613,9 @@ def test_download_data_no_pairs(mocker, caplog):
 
 
 def test_download_data_trades(mocker, caplog):
-    dl_mock = mocker.patch('freqtrade.commands.utils.refresh_backtest_trades_data',
+    dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_trades_data',
                            MagicMock(return_value=[]))
-    convert_mock = mocker.patch('freqtrade.commands.utils.convert_trades_to_ohlcv',
+    convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
                                 MagicMock(return_value=[]))
     patch_exchange(mocker)
     mocker.patch(

From b254bdfea31c95b237b2642c6b55050d1e727b45 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:20:34 +0100
Subject: [PATCH 1039/1495] Move plot_utils to plot_commands

---
 freqtrade/commands/__init__.py                              | 1 +
 freqtrade/{plot/plot_utils.py => commands/plot_commands.py} | 2 +-
 freqtrade/configuration/arguments.py                        | 2 +-
 tests/test_plotting.py                                      | 2 +-
 4 files changed, 4 insertions(+), 3 deletions(-)
 rename freqtrade/{plot/plot_utils.py => commands/plot_commands.py} (94%)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 5fa667ccc..45088e8a3 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -6,5 +6,6 @@ from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,  # noqa:
 from freqtrade.commands.list_commands import (start_list_exchanges,  # noqa: F401
                             start_list_markets, start_list_strategies,
                             start_list_timeframes)
+from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit  # noqa: F401
 from freqtrade.commands.trade_commands import start_trading  # noqa: F401
 from freqtrade.commands.utils import setup_utils_configuration, start_test_pairlist  # noqa: F401
diff --git a/freqtrade/plot/plot_utils.py b/freqtrade/commands/plot_commands.py
similarity index 94%
rename from freqtrade/plot/plot_utils.py
rename to freqtrade/commands/plot_commands.py
index b2f16dff0..4c68cc3c5 100644
--- a/freqtrade/plot/plot_utils.py
+++ b/freqtrade/commands/plot_commands.py
@@ -2,7 +2,7 @@ from typing import Any, Dict
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from freqtrade.commands import setup_utils_configuration
+from freqtrade.commands.utils import setup_utils_configuration
 
 
 def validate_plot_args(args: Dict[str, Any]):
diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index 3c71fa548..c61e4ec13 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -136,8 +136,8 @@ class Arguments:
                                         start_list_exchanges, start_list_markets,
                                         start_list_strategies, start_new_hyperopt,
                                         start_new_strategy, start_list_timeframes,
+                                        start_plot_dataframe, start_plot_profit,
                                         start_test_pairlist, start_trading)
-        from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 78c01eb97..e7ec4ce46 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -11,7 +11,7 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
 from freqtrade.exceptions import OperationalException
-from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
+from freqtrade.commands import start_plot_dataframe, start_plot_profit
 from freqtrade.plot.plotting import (add_indicators, add_profit,
                                      create_plotconfig,
                                      generate_candlestick_graph,

From e033df6a2fce1d50333e70e599cd7dfde187b162 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:32:52 +0100
Subject: [PATCH 1040/1495] Move optimize_commands to commands module

---
 .../__init__.py => commands/optimize_commands.py}      | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)
 rename freqtrade/{optimize/__init__.py => commands/optimize_commands.py} (89%)

diff --git a/freqtrade/optimize/__init__.py b/freqtrade/commands/optimize_commands.py
similarity index 89%
rename from freqtrade/optimize/__init__.py
rename to freqtrade/commands/optimize_commands.py
index 98b521d4e..e635e61fd 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -2,14 +2,14 @@ import logging
 from typing import Any, Dict
 
 from freqtrade import constants
+from freqtrade.commands.utils import setup_utils_configuration
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
-from freqtrade.commands import setup_utils_configuration
 
 logger = logging.getLogger(__name__)
 
 
-def setup_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
     """
     Prepare the configuration for the Hyperopt module
     :param args: Cli args from Arguments()
@@ -35,7 +35,7 @@ def start_backtesting(args: Dict[str, Any]) -> None:
     from freqtrade.optimize.backtesting import Backtesting
 
     # Initialize configuration
-    config = setup_configuration(args, RunMode.BACKTEST)
+    config = setup_optimize_configuration(args, RunMode.BACKTEST)
 
     logger.info('Starting freqtrade in Backtesting mode')
 
@@ -58,7 +58,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
         raise OperationalException(
             f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
     # Initialize configuration
-    config = setup_configuration(args, RunMode.HYPEROPT)
+    config = setup_optimize_configuration(args, RunMode.HYPEROPT)
 
     logger.info('Starting freqtrade in Hyperopt mode')
 
@@ -94,7 +94,7 @@ def start_edge(args: Dict[str, Any]) -> None:
     """
     from freqtrade.optimize.edge_cli import EdgeCli
     # Initialize configuration
-    config = setup_configuration(args, RunMode.EDGE)
+    config = setup_optimize_configuration(args, RunMode.EDGE)
     logger.info('Starting freqtrade in Edge mode')
 
     # Initialize Edge object

From f347e5934a6be5d515c983daac4755ee3a8ec9ca Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:33:13 +0100
Subject: [PATCH 1041/1495] Small adjustments for moved commands

---
 freqtrade/commands/__init__.py       | 30 ++++++++++++++++++----------
 freqtrade/configuration/arguments.py |  2 +-
 freqtrade/optimize/__init__.py       |  0
 tests/optimize/test_backtesting.py   | 12 +++++------
 tests/optimize/test_edge_cli.py      |  8 ++++----
 tests/optimize/test_hyperopt.py      |  8 ++++----
 tests/test_main.py                   |  4 ++--
 7 files changed, 36 insertions(+), 28 deletions(-)
 create mode 100644 freqtrade/optimize/__init__.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 45088e8a3..8339486fb 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -1,11 +1,19 @@
-from freqtrade.commands.data_commands import start_download_data  # noqa: F401
-from freqtrade.commands.deploy_commands import (start_create_userdir,  # noqa: F401
-                              start_new_hyperopt, start_new_strategy)
-from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,  # noqa: F401
-                                start_hyperopt_show)
-from freqtrade.commands.list_commands import (start_list_exchanges,  # noqa: F401
-                            start_list_markets, start_list_strategies,
-                            start_list_timeframes)
-from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit  # noqa: F401
-from freqtrade.commands.trade_commands import start_trading  # noqa: F401
-from freqtrade.commands.utils import setup_utils_configuration, start_test_pairlist  # noqa: F401
+# flake8: noqa: F401
+
+from freqtrade.commands.data_commands import start_download_data
+from freqtrade.commands.deploy_commands import (start_create_userdir,
+                                                start_new_hyperopt,
+                                                start_new_strategy)
+from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
+                                                  start_hyperopt_show)
+from freqtrade.commands.list_commands import (start_list_exchanges,
+                                              start_list_markets,
+                                              start_list_strategies,
+                                              start_list_timeframes)
+from freqtrade.commands.optimize_commands import (start_backtesting,
+                                                  start_edge, start_hyperopt)
+from freqtrade.commands.plot_commands import (start_plot_dataframe,
+                                              start_plot_profit)
+from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.utils import (setup_utils_configuration,
+                                      start_test_pairlist)
diff --git a/freqtrade/configuration/arguments.py b/freqtrade/configuration/arguments.py
index c61e4ec13..21800e821 100644
--- a/freqtrade/configuration/arguments.py
+++ b/freqtrade/configuration/arguments.py
@@ -130,13 +130,13 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
         from freqtrade.commands import (start_create_userdir, start_download_data,
                                         start_hyperopt_list, start_hyperopt_show,
                                         start_list_exchanges, start_list_markets,
                                         start_list_strategies, start_new_hyperopt,
                                         start_new_strategy, start_list_timeframes,
                                         start_plot_dataframe, start_plot_profit,
+                                        start_backtesting, start_hyperopt, start_edge,
                                         start_test_pairlist, start_trading)
 
         subparsers = self.parser.add_subparsers(dest='command',
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index acbc44e21..07872da57 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -12,13 +12,13 @@ from arrow import Arrow
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange
+from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.optimize import setup_configuration, start_backtesting
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -177,7 +177,7 @@ def _trend_alternate(dataframe=None, metadata=None):
 
 
 # Unit tests
-def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -186,7 +186,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
         '--strategy', 'DefaultStrategy',
     ]
 
-    config = setup_configuration(get_args(args), RunMode.BACKTEST)
+    config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
     assert 'max_open_trades' in config
     assert 'stake_currency' in config
     assert 'stake_amount' in config
@@ -227,7 +227,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--fee', '0',
     ]
 
-    config = setup_configuration(get_args(args), RunMode.BACKTEST)
+    config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
     assert 'max_open_trades' in config
     assert 'stake_currency' in config
     assert 'stake_amount' in config
@@ -260,7 +260,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
 
 
-def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
     default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
     patched_configuration_load_config_file(mocker, default_conf)
@@ -272,7 +272,7 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
     ]
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        setup_configuration(get_args(args), RunMode.BACKTEST)
+        setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
 
 
 def test_start(mocker, fee, default_conf, caplog) -> None:
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index acc0d2d16..96dd0899d 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -3,14 +3,14 @@
 
 from unittest.mock import MagicMock
 
-from freqtrade.optimize import setup_configuration, start_edge
+from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
 from freqtrade.optimize.edge_cli import EdgeCli
 from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
-def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -19,7 +19,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
         '--strategy', 'DefaultStrategy',
     ]
 
-    config = setup_configuration(get_args(args), RunMode.EDGE)
+    config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
     assert config['runmode'] == RunMode.EDGE
 
     assert 'max_open_trades' in config
@@ -53,7 +53,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
         '--stoplosses=-0.01,-0.10,-0.001'
     ]
 
-    config = setup_configuration(get_args(args), RunMode.EDGE)
+    config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
     assert 'max_open_trades' in config
     assert 'stake_currency' in config
     assert 'stake_amount' in config
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 473d760ac..69d110649 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -9,10 +9,10 @@ import pytest
 from arrow import Arrow
 from filelock import Timeout
 
-from freqtrade.exceptions import OperationalException
+from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
-from freqtrade.optimize import setup_configuration, start_hyperopt
+from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
 from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
 from freqtrade.optimize.hyperopt import Hyperopt
@@ -77,7 +77,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
         '--hyperopt', 'DefaultHyperOpt',
     ]
 
-    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
+    config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
     assert 'max_open_trades' in config
     assert 'stake_currency' in config
     assert 'stake_amount' in config
@@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
         '--print-all'
     ]
 
-    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
+    config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
     assert 'max_open_trades' in config
     assert 'stake_currency' in config
     assert 'stake_amount' in config
diff --git a/tests/test_main.py b/tests/test_main.py
index 76b1bf658..462ac6427 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -26,7 +26,7 @@ def test_parse_args_backtesting(mocker) -> None:
     Test that main() can start backtesting and also ensure we can pass some specific arguments
     further argument parsing is done in test_arguments.py
     """
-    backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
+    backtesting_mock = mocker.patch('freqtrade.commands.start_backtesting')
     backtesting_mock.__name__ = PropertyMock("start_backtesting")
     # it's sys.exit(0) at the end of backtesting
     with pytest.raises(SystemExit):
@@ -42,7 +42,7 @@ def test_parse_args_backtesting(mocker) -> None:
 
 
 def test_main_start_hyperopt(mocker) -> None:
-    hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
+    hyperopt_mock = mocker.patch('freqtrade.commands.start_hyperopt', MagicMock())
     hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
     # it's sys.exit(0) at the end of hyperopt
     with pytest.raises(SystemExit):

From a1c684f67ca3dcf0c6293d71511c72a0dcbd2cb3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:36:33 +0100
Subject: [PATCH 1042/1495] Simplify noqa setup for module imports

---
 freqtrade/configuration/__init__.py | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 63c38d8c5..a631609d7 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,5 +1,7 @@
-from freqtrade.configuration.arguments import Arguments  # noqa: F401
-from freqtrade.configuration.check_exchange import check_exchange, remove_credentials  # noqa: F401
-from freqtrade.configuration.timerange import TimeRange  # noqa: F401
-from freqtrade.configuration.configuration import Configuration  # noqa: F401
-from freqtrade.configuration.config_validation import validate_config_consistency  # noqa: F401
+# flake8: noqa: F401
+
+from freqtrade.configuration.arguments import Arguments
+from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
+from freqtrade.configuration.timerange import TimeRange
+from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.config_validation import validate_config_consistency

From 7f851ad8d950d5c26da08f76ad239610136af51c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:38:56 +0100
Subject: [PATCH 1043/1495] Move arguments and cli_options to commands module

---
 freqtrade/{configuration => commands}/arguments.py   | 0
 freqtrade/{configuration => commands}/cli_options.py | 0
 2 files changed, 0 insertions(+), 0 deletions(-)
 rename freqtrade/{configuration => commands}/arguments.py (100%)
 rename freqtrade/{configuration => commands}/cli_options.py (100%)

diff --git a/freqtrade/configuration/arguments.py b/freqtrade/commands/arguments.py
similarity index 100%
rename from freqtrade/configuration/arguments.py
rename to freqtrade/commands/arguments.py
diff --git a/freqtrade/configuration/cli_options.py b/freqtrade/commands/cli_options.py
similarity index 100%
rename from freqtrade/configuration/cli_options.py
rename to freqtrade/commands/cli_options.py

From a3e9d04383bdc37aea465561306334042adc801a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:41:04 +0100
Subject: [PATCH 1044/1495] Adjust imports to new place for arguments

---
 freqtrade/commands/__init__.py      | 1 +
 freqtrade/commands/arguments.py     | 2 +-
 freqtrade/commands/cli_options.py   | 6 +++---
 freqtrade/configuration/__init__.py | 1 -
 freqtrade/main.py                   | 2 +-
 tests/conftest.py                   | 2 +-
 tests/test_arguments.py             | 4 ++--
 tests/test_configuration.py         | 3 ++-
 tests/test_main.py                  | 2 +-
 9 files changed, 12 insertions(+), 11 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 8339486fb..dcb814c50 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 
+from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.data_commands import start_download_data
 from freqtrade.commands.deploy_commands import (start_create_userdir,
                                                 start_new_hyperopt,
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 21800e821..724814554 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -7,7 +7,7 @@ from pathlib import Path
 from typing import Any, Dict, List, Optional
 
 from freqtrade import constants
-from freqtrade.configuration.cli_options import AVAILABLE_CLI_OPTIONS
+from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
 
 ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 1807cd591..490f26cfa 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -1,7 +1,7 @@
 """
 Definition of cli arguments used in arguments.py
 """
-import argparse
+from argparse import ArgumentTypeError
 
 from freqtrade import __version__, constants
 
@@ -12,7 +12,7 @@ def check_int_positive(value: str) -> int:
         if uint <= 0:
             raise ValueError
     except ValueError:
-        raise argparse.ArgumentTypeError(
+        raise ArgumentTypeError(
             f"{value} is invalid for this parameter, should be a positive integer value"
         )
     return uint
@@ -24,7 +24,7 @@ def check_int_nonzero(value: str) -> int:
         if uint == 0:
             raise ValueError
     except ValueError:
-        raise argparse.ArgumentTypeError(
+        raise ArgumentTypeError(
             f"{value} is invalid for this parameter, should be a non-zero integer value"
         )
     return uint
diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index a631609d7..54fc4e427 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,6 +1,5 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.arguments import Arguments
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.configuration.configuration import Configuration
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 811e29864..a75eeebed 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -14,7 +14,7 @@ if sys.version_info < (3, 6):
 import logging
 from typing import Any, List
 
-from freqtrade.configuration import Arguments
+from freqtrade.commands import Arguments
 
 
 logger = logging.getLogger('freqtrade')
diff --git a/tests/conftest.py b/tests/conftest.py
index 295c91f56..395388f73 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -14,7 +14,7 @@ import pytest
 from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
-from freqtrade.configuration import Arguments
+from freqtrade.commands import Arguments
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index d8fbace0f..60da0082a 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -5,8 +5,8 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.configuration import Arguments
-from freqtrade.configuration.cli_options import check_int_positive
+from freqtrade.commands import Arguments
+from freqtrade.commands.cli_options import check_int_positive
 
 
 # Parse common command-line-arguments. Used for all tools
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index cbcd6416a..74de166c1 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -10,7 +10,8 @@ from unittest.mock import MagicMock
 import pytest
 from jsonschema import ValidationError
 
-from freqtrade.configuration import (Arguments, Configuration, check_exchange,
+from freqtrade.commands import Arguments
+from freqtrade.configuration import (Configuration, check_exchange,
                                      remove_credentials,
                                      validate_config_consistency)
 from freqtrade.configuration.config_validation import validate_config_schema
diff --git a/tests/test_main.py b/tests/test_main.py
index 462ac6427..1229f748a 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.configuration import Arguments
+from freqtrade.commands import Arguments
 from freqtrade.exceptions import OperationalException, FreqtradeException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main

From 2d02c3f2a4097aa56182ff9d56bf4f631ac06696 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:43:30 +0100
Subject: [PATCH 1045/1495] Split out pairlist_commands

---
 freqtrade/commands/__init__.py          |  4 +--
 freqtrade/commands/pairlist_commands.py | 43 +++++++++++++++++++++++++
 freqtrade/commands/utils.py             | 35 --------------------
 3 files changed, 45 insertions(+), 37 deletions(-)
 create mode 100644 freqtrade/commands/pairlist_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index dcb814c50..e16a6f203 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -13,8 +13,8 @@ from freqtrade.commands.list_commands import (start_list_exchanges,
                                               start_list_timeframes)
 from freqtrade.commands.optimize_commands import (start_backtesting,
                                                   start_edge, start_hyperopt)
+from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import (start_plot_dataframe,
                                               start_plot_profit)
 from freqtrade.commands.trade_commands import start_trading
-from freqtrade.commands.utils import (setup_utils_configuration,
-                                      start_test_pairlist)
+from freqtrade.commands.utils import setup_utils_configuration
diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
new file mode 100644
index 000000000..06ba2e680
--- /dev/null
+++ b/freqtrade/commands/pairlist_commands.py
@@ -0,0 +1,43 @@
+import logging
+from typing import Any, Dict
+
+import rapidjson
+
+from freqtrade.resolvers import ExchangeResolver
+from freqtrade.state import RunMode
+
+from .utils import setup_utils_configuration
+
+logger = logging.getLogger(__name__)
+
+
+def start_test_pairlist(args: Dict[str, Any]) -> None:
+    """
+    Test Pairlist configuration
+    """
+    from freqtrade.pairlist.pairlistmanager import PairListManager
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+
+    quote_currencies = args.get('quote_currencies')
+    if not quote_currencies:
+        quote_currencies = [config.get('stake_currency')]
+    results = {}
+    for curr in quote_currencies:
+        config['stake_currency'] = curr
+        # Do not use ticker_interval set in the config
+        pairlists = PairListManager(exchange, config)
+        pairlists.refresh_pairlist()
+        results[curr] = pairlists.whitelist
+
+    for curr, pairlist in results.items():
+        if not args.get('print_one_column', False):
+            print(f"Pairs for {curr}: ")
+
+        if args.get('print_one_column', False):
+            print('\n'.join(pairlist))
+        elif args.get('list_pairs_print_json', False):
+            print(rapidjson.dumps(list(pairlist), default=str))
+        else:
+            print(pairlist)
diff --git a/freqtrade/commands/utils.py b/freqtrade/commands/utils.py
index a597d5335..f77a35383 100644
--- a/freqtrade/commands/utils.py
+++ b/freqtrade/commands/utils.py
@@ -1,11 +1,8 @@
 import logging
 from typing import Any, Dict
 
-import rapidjson
-
 from freqtrade.configuration import (Configuration, remove_credentials,
                                      validate_config_consistency)
-from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
@@ -25,35 +22,3 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     validate_config_consistency(config)
 
     return config
-
-
-def start_test_pairlist(args: Dict[str, Any]) -> None:
-    """
-    Test Pairlist configuration
-    """
-    from freqtrade.pairlist.pairlistmanager import PairListManager
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-
-    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
-
-    quote_currencies = args.get('quote_currencies')
-    if not quote_currencies:
-        quote_currencies = [config.get('stake_currency')]
-    results = {}
-    for curr in quote_currencies:
-        config['stake_currency'] = curr
-        # Do not use ticker_interval set in the config
-        pairlists = PairListManager(exchange, config)
-        pairlists.refresh_pairlist()
-        results[curr] = pairlists.whitelist
-
-    for curr, pairlist in results.items():
-        if not args.get('print_one_column', False):
-            print(f"Pairs for {curr}: ")
-
-        if args.get('print_one_column', False):
-            print('\n'.join(pairlist))
-        elif args.get('list_pairs_print_json', False):
-            print(rapidjson.dumps(list(pairlist), default=str))
-        else:
-            print(pairlist)

From 8c9119b4710e467d4833638d582aba5914d61d2b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:45:37 +0100
Subject: [PATCH 1046/1495] Add docustring to commands module

---
 freqtrade/commands/__init__.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index e16a6f203..1dadbec1e 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -1,5 +1,11 @@
 # flake8: noqa: F401
+"""
+Commands module.
+Contains all start-commands, subcommands and CLI Interface creation.
 
+Note: Be careful with file-scoped imports in these subfiles.
+    as they are parsed on startup, nothing containing optional modules should be loaded.
+"""
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.data_commands import start_download_data
 from freqtrade.commands.deploy_commands import (start_create_userdir,

From 02563019fc84d559584ae007c6c9d5f4055da911 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jan 2020 13:55:48 +0100
Subject: [PATCH 1047/1495] move setup_utils_config to configuration module

---
 freqtrade/commands/__init__.py                            | 1 -
 freqtrade/commands/data_commands.py                       | 3 +--
 freqtrade/commands/deploy_commands.py                     | 3 +--
 freqtrade/commands/hyperopt_commands.py                   | 2 +-
 freqtrade/commands/list_commands.py                       | 3 +--
 freqtrade/commands/optimize_commands.py                   | 2 +-
 freqtrade/commands/pairlist_commands.py                   | 3 +--
 freqtrade/commands/plot_commands.py                       | 2 +-
 freqtrade/configuration/__init__.py                       | 1 +
 .../{commands/utils.py => configuration/config_setup.py}  | 5 +++--
 tests/commands/__init__.py                                | 0
 tests/{test_utils.py => commands/test_commands.py}        | 8 ++++----
 12 files changed, 15 insertions(+), 18 deletions(-)
 rename freqtrade/{commands/utils.py => configuration/config_setup.py} (79%)
 create mode 100644 tests/commands/__init__.py
 rename tests/{test_utils.py => commands/test_commands.py} (99%)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 1dadbec1e..990c1107a 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -23,4 +23,3 @@ from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import (start_plot_dataframe,
                                               start_plot_profit)
 from freqtrade.commands.trade_commands import start_trading
-from freqtrade.commands.utils import setup_utils_configuration
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index b1c847d1d..c01772023 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -4,14 +4,13 @@ from typing import Any, Dict, List
 
 import arrow
 
-from freqtrade.configuration import TimeRange
+from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
-from .utils import setup_utils_configuration
 
 logger = logging.getLogger(__name__)
 
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 892e15db1..99ae63244 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -3,6 +3,7 @@ import sys
 from pathlib import Path
 from typing import Any, Dict
 
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
@@ -10,8 +11,6 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template
 from freqtrade.state import RunMode
 
-from .utils import setup_utils_configuration
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index db3f69050..5c6f25848 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -4,7 +4,7 @@ from typing import Any, Dict, List
 
 from colorama import init as colorama_init
 
-from .utils import setup_utils_configuration
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 90efaf66f..022822782 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -8,6 +8,7 @@ from typing import Any, Dict
 import rapidjson
 from tabulate import tabulate
 
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.constants import USERPATH_STRATEGY
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
@@ -16,8 +17,6 @@ from freqtrade.misc import plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
 
-from .utils import setup_utils_configuration
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index e635e61fd..a2d1b4601 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -2,7 +2,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade import constants
-from freqtrade.commands.utils import setup_utils_configuration
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 
diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index 06ba2e680..bf0b217a5 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -3,11 +3,10 @@ from typing import Any, Dict
 
 import rapidjson
 
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
-from .utils import setup_utils_configuration
-
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/commands/plot_commands.py b/freqtrade/commands/plot_commands.py
index 4c68cc3c5..028933ba7 100644
--- a/freqtrade/commands/plot_commands.py
+++ b/freqtrade/commands/plot_commands.py
@@ -1,8 +1,8 @@
 from typing import Any, Dict
 
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from freqtrade.commands.utils import setup_utils_configuration
 
 
 def validate_plot_args(args: Dict[str, Any]):
diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 54fc4e427..d41ac97ec 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 
+from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.configuration.configuration import Configuration
diff --git a/freqtrade/commands/utils.py b/freqtrade/configuration/config_setup.py
similarity index 79%
rename from freqtrade/commands/utils.py
rename to freqtrade/configuration/config_setup.py
index f77a35383..64f283e42 100644
--- a/freqtrade/commands/utils.py
+++ b/freqtrade/configuration/config_setup.py
@@ -1,8 +1,9 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade.configuration import (Configuration, remove_credentials,
-                                     validate_config_consistency)
+from .config_validation import validate_config_consistency
+from .configuration import Configuration
+from .check_exchange import remove_credentials
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
diff --git a/tests/commands/__init__.py b/tests/commands/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/tests/test_utils.py b/tests/commands/test_commands.py
similarity index 99%
rename from tests/test_utils.py
rename to tests/commands/test_commands.py
index 1328e3981..65d7f6eaf 100644
--- a/tests/test_utils.py
+++ b/tests/commands/test_commands.py
@@ -4,13 +4,13 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.commands import (setup_utils_configuration,
-                                start_create_userdir, start_download_data,
+from freqtrade.commands import (start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show,
                                 start_list_exchanges, start_list_markets,
                                 start_list_strategies, start_list_timeframes,
                                 start_new_hyperopt, start_new_strategy,
                                 start_test_pairlist, start_trading)
+from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
@@ -639,7 +639,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     args = [
         "list-strategies",
         "--strategy-path",
-        str(Path(__file__).parent / "strategy"),
+        str(Path(__file__).parent.parent / "strategy"),
         "-1"
     ]
     pargs = get_args(args)
@@ -654,7 +654,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     args = [
         "list-strategies",
         "--strategy-path",
-        str(Path(__file__).parent / "strategy"),
+        str(Path(__file__).parent.parent / "strategy"),
     ]
     pargs = get_args(args)
     # pargs['config'] = None

From 33645e45fd3902a673ead1fbaf4f1a521134eaae Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 27 Jan 2020 02:49:25 +0300
Subject: [PATCH 1048/1495] Minor cosmetics in start_trading

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

diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 2c0c4c9c1..352fac26d 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -10,8 +10,10 @@ def start_trading(args: Dict[str, Any]) -> int:
     """
     Main entry point for trading mode
     """
+    # Import here to avoid loading worker module when it's not used
     from freqtrade.worker import Worker
-    # Load and run worker
+
+    # Create and run worker
     worker = None
     try:
         worker = Worker(args)

From 30e3e434abc76e6c0af40b256540cc32479c410c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 27 Jan 2020 03:34:53 +0300
Subject: [PATCH 1049/1495] Add notify_status() to FreqtradeBot

---
 freqtrade/freqtradebot.py | 10 ++++++++++
 freqtrade/worker.py       | 24 +++++++-----------------
 2 files changed, 17 insertions(+), 17 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e3856e200..6c519280d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -95,6 +95,16 @@ class FreqtradeBot:
         # Protect sell-logic from forcesell and viceversa
         self._sell_lock = Lock()
 
+    def notify_status(self, msg: str) -> None:
+        """
+        Public method for users of this class (worker, etc.) to send notifications
+        via RPC about changes in the bot status.
+        """
+        self.rpc.send_msg({
+            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'status': msg
+        })
+
     def cleanup(self) -> None:
         """
         Cleanup pending resources on an already stopped bot
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 22651d269..972ff0d61 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -12,7 +12,6 @@ from freqtrade import __version__, constants
 from freqtrade.configuration import Configuration
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.rpc import RPCMessageType
 from freqtrade.state import State
 
 logger = logging.getLogger(__name__)
@@ -84,10 +83,8 @@ class Worker:
 
         # Log state transition
         if state != old_state:
-            self.freqtrade.rpc.send_msg({
-                'type': RPCMessageType.STATUS_NOTIFICATION,
-                'status': f'{state.name.lower()}'
-            })
+            self.freqtrade.notify_status(f'{state.name.lower()}')
+
             logger.info('Changing state to: %s', state.name)
             if state == State.RUNNING:
                 self.freqtrade.startup()
@@ -136,10 +133,9 @@ class Worker:
         except OperationalException:
             tb = traceback.format_exc()
             hint = 'Issue `/start` if you think it is safe to restart.'
-            self.freqtrade.rpc.send_msg({
-                'type': RPCMessageType.STATUS_NOTIFICATION,
-                'status': f'OperationalException:\n```\n{tb}```{hint}'
-            })
+
+            self.freqtrade.notify_status(f'OperationalException:\n```\n{tb}```{hint}')
+
             logger.exception('OperationalException. Stopping trader ...')
             self.freqtrade.state = State.STOPPED
 
@@ -159,10 +155,7 @@ class Worker:
         # Load and validate config and create new instance of the bot
         self._init(True)
 
-        self.freqtrade.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
-            'status': 'config reloaded'
-        })
+        self.freqtrade.notify_status('config reloaded')
 
         # Tell systemd that we completed reconfiguration
         if self._sd_notify:
@@ -176,8 +169,5 @@ class Worker:
             self._sd_notify.notify("STOPPING=1")
 
         if self.freqtrade:
-            self.freqtrade.rpc.send_msg({
-                'type': RPCMessageType.STATUS_NOTIFICATION,
-                'status': 'process died'
-            })
+            self.freqtrade.notify_status('process died')
             self.freqtrade.cleanup()

From 161c06fd4ef5afdd3deec036f1d1be94bc4621ab Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 27 Jan 2020 07:42:52 +0000
Subject: [PATCH 1050/1495] Bump plotly from 4.4.1 to 4.5.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.4.1 to 4.5.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.4.1...v4.5.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 415d4b888..26467d90b 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.4.1
+plotly==4.5.0
 

From 184a6005a6db67918a62b84896813302451880ed Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 27 Jan 2020 07:43:11 +0000
Subject: [PATCH 1051/1495] Bump urllib3 from 1.25.7 to 1.25.8

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.7 to 1.25.8.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/master/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.25.7...1.25.8)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index daf4984c0..e358c8445 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -6,7 +6,7 @@ python-telegram-bot==12.3.0
 arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0
-urllib3==1.25.7
+urllib3==1.25.8
 wrapt==1.11.2
 jsonschema==3.2.0
 TA-Lib==0.4.17

From 66939bdcf636204c963aae75df9ccb5cc919fdb5 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 27 Jan 2020 07:43:41 +0000
Subject: [PATCH 1052/1495] Bump ccxt from 1.21.76 to 1.21.91

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.76 to 1.21.91.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.76...1.21.91)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index daf4984c0..c826541a6 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.76
+ccxt==1.21.91
 SQLAlchemy==1.3.12
 python-telegram-bot==12.3.0
 arrow==0.15.5

From a3b0f752896f6f88efdf33099787f56cde32a26a Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 27 Jan 2020 07:44:27 +0000
Subject: [PATCH 1053/1495] Bump pytest from 5.3.3 to 5.3.4

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.3 to 5.3.4.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.3...5.3.4)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e602bf184..6330d93e5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
 mypy==0.761
-pytest==5.3.3
+pytest==5.3.4
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==2.0.0

From c9ee678a52fcdc0cf2a08ea88baa4263d8b40576 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 27 Jan 2020 08:36:41 +0000
Subject: [PATCH 1054/1495] Bump sqlalchemy from 1.3.12 to 1.3.13

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.12 to 1.3.13.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index c826541a6..14fee6e80 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
 ccxt==1.21.91
-SQLAlchemy==1.3.12
+SQLAlchemy==1.3.13
 python-telegram-bot==12.3.0
 arrow==0.15.5
 cachetools==4.0.0

From 4c0e586354f3f4cd87138c51ee695136d45f8caf Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 27 Jan 2020 22:39:04 +0300
Subject: [PATCH 1055/1495] Advise to use https method for git clone i.o ssh

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

diff --git a/docs/installation.md b/docs/installation.md
index 267d91c8d..cbe000da4 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -42,7 +42,7 @@ The easiest way to install and run Freqtrade is to clone the bot GitHub reposito
 This can be achieved with the following commands:
 
 ```bash
-git clone git@github.com:freqtrade/freqtrade.git
+git clone https://github.com/freqtrade/freqtrade.git
 cd freqtrade
 git checkout master  # Optional, see (1)
 ./setup.sh --install

From 328a9ffafdad4953c71fb20f4bd8b18251f3f737 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 25 Jan 2020 20:53:02 +0100
Subject: [PATCH 1056/1495] fixed typo in false statement

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f1584c731..323d4d14c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -429,7 +429,7 @@ class FreqtradeBot:
             logger.info('bids to ask delta DOES satisfy condition.')
             return True
         else:
-            logger.info('bids to ask delta DOES NOT satisfy condition.')
+            logger.info(f"bids to ask delta for {pair} does not satisfy condition.")
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:

From a0b92fe0b12f26514e3b623eb91f44022604e67f Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 28 Jan 2020 17:09:44 +0100
Subject: [PATCH 1057/1495] removed typo

---
 freqtrade/freqtradebot.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 323d4d14c..9df2acaf0 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -423,8 +423,12 @@ class FreqtradeBot:
         order_book_bids = order_book_data_frame['b_size'].sum()
         order_book_asks = order_book_data_frame['a_size'].sum()
         bids_ask_delta = order_book_bids / order_book_asks
-        logger.info('bids: %s, asks: %s, delta: %s, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s',
-                    order_book_bids, order_book_asks, bids_ask_delta, order_book['asks'][0][0], order_book['bids'][0][0], order_book['asks'][0][1], order_book['bids'][0][1])
+        logger.info(
+            f"bids: {order_book_bids}, asks: {order_book_asks}, delta: {bids_ask_delta}, "
+            f"askprice: {order_book['asks'][0][0]}, bidprice: {order_book['bids'][0][0]}, "
+            f"immediate ask quantity: {order_book['asks'][0][1]}, "
+            f"immediate bid quantity: {order_book['bids'][0][1]}",
+        )
         if bids_ask_delta >= conf_bids_to_ask_delta:
             logger.info('bids to ask delta DOES satisfy condition.')
             return True

From b384ca8fd28bfc41226718451f9dfcc58a0ce70b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 28 Jan 2020 20:30:03 +0100
Subject: [PATCH 1058/1495] Create new-config command

---
 freqtrade/commands/__init__.py        |  1 +
 freqtrade/commands/arguments.py       | 13 +++++++++++--
 freqtrade/commands/deploy_commands.py |  8 ++++++++
 3 files changed, 20 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 990c1107a..81467cf61 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -9,6 +9,7 @@ Note: Be careful with file-scoped imports in these subfiles.
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.data_commands import start_download_data
 from freqtrade.commands.deploy_commands import (start_create_userdir,
+                                                start_new_config,
                                                 start_new_hyperopt,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 724814554..504c6b0b5 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -43,6 +43,8 @@ ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pa
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
+ARGS_BUILD_CONFIG = ["config"]
+
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
@@ -133,8 +135,9 @@ class Arguments:
         from freqtrade.commands import (start_create_userdir, start_download_data,
                                         start_hyperopt_list, start_hyperopt_show,
                                         start_list_exchanges, start_list_markets,
-                                        start_list_strategies, start_new_hyperopt,
-                                        start_new_strategy, start_list_timeframes,
+                                        start_list_strategies, start_list_timeframes,
+                                        start_new_config,
+                                        start_new_hyperopt, start_new_strategy,
                                         start_plot_dataframe, start_plot_profit,
                                         start_backtesting, start_hyperopt, start_edge,
                                         start_test_pairlist, start_trading)
@@ -177,6 +180,12 @@ class Arguments:
         create_userdir_cmd.set_defaults(func=start_create_userdir)
         self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
 
+        # add new-config subcommand
+        build_config_cmd = subparsers.add_parser('new-config',
+                                                   help="Create new config")
+        build_config_cmd.set_defaults(func=start_new_config)
+        self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
+
         # add new-strategy subcommand
         build_strategy_cmd = subparsers.add_parser('new-strategy',
                                                    help="Create new strategy")
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 99ae63244..34755932c 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -110,3 +110,11 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
     else:
         raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
+
+
+def start_new_config(args: Dict[str, Any]) -> None:
+    """
+    Create a new strategy from a template
+    Asking the user questions to fill out the templateaccordingly.
+    """
+    pass

From 9f291282056fde93c3cab74470764a9cdf80f89b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 07:01:17 +0100
Subject: [PATCH 1059/1495] Fix small json formatting issue

---
 config.json.example         | 2 +-
 config_binance.json.example | 2 +-
 config_full.json.example    | 2 +-
 config_kraken.json.example  | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/config.json.example b/config.json.example
index 8b85e71eb..a03ab6c2a 100644
--- a/config.json.example
+++ b/config.json.example
@@ -4,7 +4,7 @@
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
-    "ticker_interval" : "5m",
+    "ticker_interval": "5m",
     "dry_run": false,
     "trailing_stop": false,
     "unfilledtimeout": {
diff --git a/config_binance.json.example b/config_binance.json.example
index 0521a3a35..e2c9879b0 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -4,7 +4,7 @@
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
-    "ticker_interval" : "5m",
+    "ticker_interval": "5m",
     "dry_run": true,
     "trailing_stop": false,
     "unfilledtimeout": {
diff --git a/config_full.json.example b/config_full.json.example
index 82d8bd04a..f543604e7 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -4,7 +4,7 @@
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
-    "amount_reserve_percent" : 0.05,
+    "amount_reserve_percent": 0.05,
     "amend_last_stake_amount": false,
     "last_stake_amount_min_ratio": 0.5,
     "dry_run": false,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index a527b569d..4f74d0b7d 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -4,7 +4,7 @@
     "stake_amount": 10,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "EUR",
-    "ticker_interval" : "5m",
+    "ticker_interval": "5m",
     "dry_run": true,
     "trailing_stop": false,
     "unfilledtimeout": {

From 122c9163566acfbbf2d2a18e86dfcfac3a772dab Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 07:01:32 +0100
Subject: [PATCH 1060/1495] Add first version of config_deploy

---
 freqtrade/commands/deploy_commands.py   | 28 ++++++++-
 freqtrade/templates/base_config.json.j2 | 82 +++++++++++++++++++++++++
 2 files changed, 109 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/templates/base_config.json.j2

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 34755932c..4e114a6d8 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -112,9 +112,35 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
 
 
+def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
+    """
+    Applies selections to the template and writes the result to config_path
+    :param config_path: Path object for new config file. Should not exist yet
+    :param selecions: Dict containing selections taken by the user.
+    """
+    config_text = render_template(templatefile='base_config.json.j2',
+                                  arguments=selections)
+
+    config_path.write_text(config_text)
+
+
 def start_new_config(args: Dict[str, Any]) -> None:
     """
     Create a new strategy from a template
     Asking the user questions to fill out the templateaccordingly.
     """
-    pass
+    sample_selections = {
+        'stake_currency': 'USDT',
+        'stake_amount': 100,
+        'fiat_display_currency': 'EUR',
+        'ticker_interval': '15m',
+        'dry_run': True,
+        'exchange': 'binance',
+        'exchange_key': 'sampleKey',
+        'exchange_secret': 'Samplesecret',
+        'telegram': True,
+        'telegram_token': 'asdf1244',
+        'telegram_chat_id': '1144444',
+    }
+    config_path = Path(args['config'][0])
+    deploy_new_config(config_path, sample_selections)
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
new file mode 100644
index 000000000..ad8a762ec
--- /dev/null
+++ b/freqtrade/templates/base_config.json.j2
@@ -0,0 +1,82 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "{{ stake_currency }}",
+    "stake_amount": {{ stake_amount }},
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "{{ fiat_display_currency }}",
+    "ticker_interval": "{{ ticker_interval }}",
+    "dry_run": {{ dry_run | lower }},
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "exchange": {
+        "name": "bittrex",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": true,
+            "rateLimit": 500
+        },
+        "pair_whitelist": [
+            "ETH/BTC",
+            "LTC/BTC",
+            "ETC/BTC",
+            "DASH/BTC",
+            "ZEC/BTC",
+            "XLM/BTC",
+            "NXT/BTC",
+            "TRX/BTC",
+            "ADA/BTC",
+            "XMR/BTC"
+        ],
+        "pair_blacklist": [
+            "DOGE/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": {{ telegram | lower }},
+        "token": "{{ telegram_token }}",
+        "chat_id": "{{ telegram_chat_id }}"
+    },
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

From c80d8f432acc07665353947acae84a4d09cd3ced Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 07:13:38 +0100
Subject: [PATCH 1061/1495] Add exchange templates

---
 freqtrade/commands/deploy_commands.py         | 19 +++++++++--
 freqtrade/misc.py                             |  1 -
 freqtrade/templates/base_config.json.j2       | 24 +-------------
 .../subtemplates/exchange_binance.j2          | 28 ++++++++++++++++
 .../subtemplates/exchange_generic.j2          | 13 ++++++++
 .../templates/subtemplates/exchange_kraken.j2 | 33 +++++++++++++++++++
 6 files changed, 92 insertions(+), 26 deletions(-)
 create mode 100644 freqtrade/templates/subtemplates/exchange_binance.j2
 create mode 100644 freqtrade/templates/subtemplates/exchange_generic.j2
 create mode 100644 freqtrade/templates/subtemplates/exchange_kraken.j2

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 4e114a6d8..065703faa 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -118,9 +118,22 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     :param config_path: Path object for new config file. Should not exist yet
     :param selecions: Dict containing selections taken by the user.
     """
+    from jinja2.exceptions import TemplateNotFound
+    try:
+        selections['exchange'] = render_template(
+            templatefile=f"subtemplates/exchange_{selections['exchange_name']}.j2",
+            arguments=selections
+            )
+    except TemplateNotFound:
+        selections['exchange'] = render_template(
+            templatefile=f"subtemplates/exchange_generic.j2",
+            arguments=selections
+        )
+
     config_text = render_template(templatefile='base_config.json.j2',
                                   arguments=selections)
 
+    logger.info(f"Writing config to `{config_path}`.")
     config_path.write_text(config_text)
 
 
@@ -135,12 +148,14 @@ def start_new_config(args: Dict[str, Any]) -> None:
         'fiat_display_currency': 'EUR',
         'ticker_interval': '15m',
         'dry_run': True,
-        'exchange': 'binance',
+        'exchange_name': 'binance',
         'exchange_key': 'sampleKey',
         'exchange_secret': 'Samplesecret',
-        'telegram': True,
+        'telegram': False,
         'telegram_token': 'asdf1244',
         'telegram_chat_id': '1144444',
     }
     config_path = Path(args['config'][0])
     deploy_new_config(config_path, sample_selections)
+
+
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index bcba78cf0..40e1fdf17 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -138,5 +138,4 @@ def render_template(templatefile: str, arguments: dict = {}):
         autoescape=select_autoescape(['html', 'xml'])
     )
     template = env.get_template(templatefile)
-
     return template.render(**arguments)
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index ad8a762ec..f2f919e1f 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -28,29 +28,7 @@
         "ignore_roi_if_buy_signal": false
     },
     "exchange": {
-        "name": "bittrex",
-        "key": "your_exchange_key",
-        "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 500
-        },
-        "pair_whitelist": [
-            "ETH/BTC",
-            "LTC/BTC",
-            "ETC/BTC",
-            "DASH/BTC",
-            "ZEC/BTC",
-            "XLM/BTC",
-            "NXT/BTC",
-            "TRX/BTC",
-            "ADA/BTC",
-            "XMR/BTC"
-        ],
-        "pair_blacklist": [
-            "DOGE/BTC"
-        ]
+        {{ exchange | indent(8) }}
     },
     "pairlists": [
         {"method": "StaticPairList"}
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
new file mode 100644
index 000000000..082af45c4
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -0,0 +1,28 @@
+"name": "{{ exchange_name | lower }}",
+"key": "{{ exchange_key }}",
+"secret": "{{ exchange_secret }}",
+"ccxt_config": {"enableRateLimit": true},
+"ccxt_async_config": {
+    "enableRateLimit": true,
+    "rateLimit": 200
+},
+"pair_whitelist": [
+    "ALGO/BTC",
+    "ATOM/BTC",
+    "BAT/BTC",
+    "BCH/BTC",
+    "BRD/BTC",
+    "EOS/BTC",
+    "ETH/BTC",
+    "IOTA/BTC",
+    "LINK/BTC",
+    "LTC/BTC",
+    "NEO/BTC",
+    "NXS/BTC",
+    "XMR/BTC",
+    "XRP/BTC",
+    "XTZ/BTC"
+],
+"pair_blacklist": [
+    "BNB/BTC"
+]
diff --git a/freqtrade/templates/subtemplates/exchange_generic.j2 b/freqtrade/templates/subtemplates/exchange_generic.j2
new file mode 100644
index 000000000..5d5bee2b2
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_generic.j2
@@ -0,0 +1,13 @@
+"name": "{{ exchange_name | lower }}",
+"key": "{{ exchange_key }}",
+"secret": "{{ exchange_secret }}",
+"ccxt_config": {"enableRateLimit": true},
+"ccxt_async_config": {
+    "enableRateLimit": true,
+},
+"pair_whitelist": [
+
+],
+"pair_blacklist": [
+
+]
diff --git a/freqtrade/templates/subtemplates/exchange_kraken.j2 b/freqtrade/templates/subtemplates/exchange_kraken.j2
new file mode 100644
index 000000000..690828887
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_kraken.j2
@@ -0,0 +1,33 @@
+"name": "kraken",
+"key": "{{ exchange_key }}",
+"secret": "{{ exchange_secret }}",
+"ccxt_config": {"enableRateLimit": true},
+"ccxt_async_config": {
+    "enableRateLimit": true,
+    "rateLimit": 1000
+},
+"pair_whitelist": [
+    "ADA/EUR",
+    "ATOM/EUR",
+    "BAT/EUR",
+    "BCH/EUR",
+    "BTC/EUR",
+    "DAI/EUR",
+    "DASH/EUR",
+    "EOS/EUR",
+    "ETC/EUR",
+    "ETH/EUR",
+    "LINK/EUR",
+    "LTC/EUR",
+    "QTUM/EUR",
+    "REP/EUR",
+    "WAVES/EUR",
+    "XLM/EUR",
+    "XMR/EUR",
+    "XRP/EUR",
+    "XTZ/EUR",
+    "ZEC/EUR"
+],
+"pair_blacklist": [
+
+]

From 68771a78617b6ff4af6baca08df1f54d76ba9338 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 29 Jan 2020 17:08:36 +0300
Subject: [PATCH 1062/1495] Remove state attr from Worker

---
 freqtrade/worker.py        | 8 --------
 tests/test_freqtradebot.py | 6 +++---
 tests/test_worker.py       | 6 +++---
 3 files changed, 6 insertions(+), 14 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 972ff0d61..6da04b4a2 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -56,14 +56,6 @@ class Worker:
         self._sd_notify = sdnotify.SystemdNotifier() if \
             self._config.get('internals', {}).get('sd_notify', False) else None
 
-    @property
-    def state(self) -> State:
-        return self.freqtrade.state
-
-    @state.setter
-    def state(self, value: State) -> None:
-        self.freqtrade.state = value
-
     def run(self) -> None:
         state = None
         while True:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index e0f2ecd3a..128d9c9ee 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -797,10 +797,10 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     worker = Worker(args=None, config=default_conf)
     patch_get_signal(worker.freqtrade)
 
-    assert worker.state == State.RUNNING
+    assert worker.freqtrade.state == State.RUNNING
 
     worker._process()
-    assert worker.state == State.STOPPED
+    assert worker.freqtrade.state == State.STOPPED
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
@@ -3631,7 +3631,7 @@ def test_startup_state(default_conf, mocker):
                                 }
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     worker = get_patched_worker(mocker, default_conf)
-    assert worker.state is State.RUNNING
+    assert worker.freqtrade.state is State.RUNNING
 
 
 def test_startup_trade_reinit(default_conf, edge_conf, mocker):
diff --git a/tests/test_worker.py b/tests/test_worker.py
index 72e215210..2fb42d47e 100644
--- a/tests/test_worker.py
+++ b/tests/test_worker.py
@@ -11,11 +11,11 @@ from tests.conftest import get_patched_worker, log_has
 def test_worker_state(mocker, default_conf, markets) -> None:
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
     worker = get_patched_worker(mocker, default_conf)
-    assert worker.state is State.RUNNING
+    assert worker.freqtrade.state is State.RUNNING
 
     default_conf.pop('initial_state')
     worker = Worker(args=None, config=default_conf)
-    assert worker.state is State.STOPPED
+    assert worker.freqtrade.state is State.STOPPED
 
 
 def test_worker_running(mocker, default_conf, caplog) -> None:
@@ -41,7 +41,7 @@ def test_worker_stopped(mocker, default_conf, caplog) -> None:
     mock_sleep = mocker.patch('time.sleep', return_value=None)
 
     worker = get_patched_worker(mocker, default_conf)
-    worker.state = State.STOPPED
+    worker.freqtrade.state = State.STOPPED
     state = worker._worker(old_state=State.RUNNING)
     assert state is State.STOPPED
     assert log_has('Changing state to: STOPPED', caplog)

From dd83cb1b95fb2a0f3790d7c83a377ed72b659fd3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 20:27:38 +0100
Subject: [PATCH 1063/1495] Extract selection generation to a seperate method

---
 freqtrade/commands/deploy_commands.py   | 38 ++++++++++++++++---------
 freqtrade/templates/base_config.json.j2 |  2 +-
 tests/commands/test_commands.py         | 21 ++++++++++++--
 3 files changed, 44 insertions(+), 17 deletions(-)

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 065703faa..87aea7492 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -112,6 +112,28 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
 
 
+def ask_user_config() -> Dict[str, Any]:
+    """
+    Ask user a few questions to build the configuration.
+    :returns: Dict with keys to put into template
+    """
+    sample_selections = {
+        'max_open_trades': 3,
+        'stake_currency': 'USDT',
+        'stake_amount': 100,
+        'fiat_display_currency': 'EUR',
+        'ticker_interval': '15m',
+        'dry_run': True,
+        'exchange_name': 'binance',
+        'exchange_key': 'sampleKey',
+        'exchange_secret': 'Samplesecret',
+        'telegram': False,
+        'telegram_token': 'asdf1244',
+        'telegram_chat_id': '1144444',
+    }
+    return sample_selections
+
+
 def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     """
     Applies selections to the template and writes the result to config_path
@@ -142,20 +164,8 @@ def start_new_config(args: Dict[str, Any]) -> None:
     Create a new strategy from a template
     Asking the user questions to fill out the templateaccordingly.
     """
-    sample_selections = {
-        'stake_currency': 'USDT',
-        'stake_amount': 100,
-        'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
-        'dry_run': True,
-        'exchange_name': 'binance',
-        'exchange_key': 'sampleKey',
-        'exchange_secret': 'Samplesecret',
-        'telegram': False,
-        'telegram_token': 'asdf1244',
-        'telegram_chat_id': '1144444',
-    }
+    selections = ask_user_config()
     config_path = Path(args['config'][0])
-    deploy_new_config(config_path, sample_selections)
+    deploy_new_config(config_path, selections)
 
 
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index f2f919e1f..1370bfa80 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -1,5 +1,5 @@
 {
-    "max_open_trades": 3,
+    "max_open_trades": {{ max_open_trades }},
     "stake_currency": "{{ stake_currency }}",
     "stake_amount": {{ stake_amount }},
     "tradable_balance_ratio": 0.99,
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 65d7f6eaf..f8efdfd3c 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -8,8 +8,9 @@ from freqtrade.commands import (start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show,
                                 start_list_exchanges, start_list_markets,
                                 start_list_strategies, start_list_timeframes,
-                                start_new_hyperopt, start_new_strategy,
-                                start_test_pairlist, start_trading)
+                                start_new_config, start_new_hyperopt,
+                                start_new_strategy, start_test_pairlist,
+                                start_trading)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
@@ -537,6 +538,22 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
+def test_start_new_config(mocker, caplog):
+    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    args = [
+        "new-config",
+        "--config",
+        "coolconfig.json"
+    ]
+    start_new_config(get_args(args))
+
+    assert wt_mock.call_count == 1
+    assert "binance" in wt_mock.call_args_list[0][0][0]
+    assert log_has_re("Writing config to .*", caplog)
+
+
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
     dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))

From 49c9258a088e42db46656b24fc90d1227d604dc1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 20:32:27 +0100
Subject: [PATCH 1064/1495] enhance test

---
 tests/commands/test_commands.py | 27 +++++++++++++++++++++++----
 1 file changed, 23 insertions(+), 4 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index f8efdfd3c..19999f319 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1,3 +1,4 @@
+import json
 import re
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
@@ -538,10 +539,26 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
-def test_start_new_config(mocker, caplog):
+@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
+def test_start_new_config(mocker, caplog, exchange):
     wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-
+    sample_selections = {
+        'max_open_trades': 3,
+        'stake_currency': 'USDT',
+        'stake_amount': 100,
+        'fiat_display_currency': 'EUR',
+        'ticker_interval': '15m',
+        'dry_run': True,
+        'exchange_name': exchange,
+        'exchange_key': 'sampleKey',
+        'exchange_secret': 'Samplesecret',
+        'telegram': False,
+        'telegram_token': 'asdf1244',
+        'telegram_chat_id': '1144444',
+    }
+    mocker.patch('freqtrade.commands.deploy_commands.ask_user_config',
+                 return_value=sample_selections)
     args = [
         "new-config",
         "--config",
@@ -549,9 +566,11 @@ def test_start_new_config(mocker, caplog):
     ]
     start_new_config(get_args(args))
 
-    assert wt_mock.call_count == 1
-    assert "binance" in wt_mock.call_args_list[0][0][0]
     assert log_has_re("Writing config to .*", caplog)
+    assert wt_mock.call_count == 1
+    result = json.loads(wt_mock.call_args_list[0][0][0])
+    assert result['exchange']['name'] == exchange
+    assert result['ticker_interval'] == '15m'
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):

From e250c56829e74445e6177d4b61c17e57a0af21e0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 21:21:38 +0100
Subject: [PATCH 1065/1495] Add Questionaire workflow

---
 freqtrade/commands/deploy_commands.py | 98 ++++++++++++++++++++++++++-
 requirements-common.txt               |  3 +
 setup.py                              |  2 +
 3 files changed, 101 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 87aea7492..670f272ce 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -3,11 +3,14 @@ import sys
 from pathlib import Path
 from typing import Any, Dict
 
+from questionary import Separator, prompt
+
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import available_exchanges
 from freqtrade.misc import render_template
 from freqtrade.state import RunMode
 
@@ -117,6 +120,99 @@ def ask_user_config() -> Dict[str, Any]:
     Ask user a few questions to build the configuration.
     :returns: Dict with keys to put into template
     """
+    questions = [
+        {
+            "type": "confirm",
+            "name": "dry_run",
+            "message": "Do you want to enable Dry-run (simulated trades)?",
+            "default": True,
+        },
+        {
+            "type": "text",
+            "name": "stake_currency",
+            "message": "Please insert your stake currency:",
+            "default": 'BTC',
+        },
+        {
+            "type": "text",
+            "name": "stake_amount",
+            "message": "Please insert your stake amount:",
+            "default": "0.01",
+        },
+        {
+            "type": "text",
+            "name": "max_open_trades",
+            "message": "Please insert max_open_trades:",
+            "default": "3",
+        },
+        {
+            "type": "text",
+            "name": "ticker_interval",
+            "message": "Please insert your ticker interval:",
+            "default": "5m",
+        },
+        {
+            "type": "text",
+            "name": "fiat_display_currency",
+            "message": "Please insert your display Currency (for reporting):",
+            "default": 'USD',
+        },
+        {
+            "type": "select",
+            "name": "exchange_name",
+            "message": "Select exchange",
+            "choices": [
+                "bittrex",
+                "binance",
+                "binanceje",
+                "binanceus",
+                "kraken",
+                Separator(),
+                "other",
+            ],
+        },
+        {
+            "type": "autocomplete",
+            "name": "exchange_name",
+            "message": "Type your exchange name (Must be supported by ccxt)",
+            "choices": available_exchanges(),
+            "when": lambda x: x["exchange_name"] == 'other'
+        },
+        {
+            "type": "password",
+            "name": "exchange_key",
+            "message": "Insert Exchange Key",
+            "when": lambda x: not x['dry_run']
+        },
+        {
+            "type": "password",
+            "name": "exchange_secret",
+            "message": "Insert Exchange Secret",
+            "when": lambda x: not x['dry_run']
+        },
+        {
+            "type": "confirm",
+            "name": "telegram",
+            "message": "Do you want to enable Telegram?",
+            "default": False,
+        },
+        {
+            "type": "password",
+            "name": "telegram_token",
+            "message": "Insert Telegram token",
+            "when": lambda x: x['telegram']
+        },
+        {
+            "type": "text",
+            "name": "telegram_chat_id",
+            "message": "Insert Telegram chat id",
+            "when": lambda x: x['telegram']
+        },
+    ]
+    answers = prompt(questions)
+
+    print(answers)
+
     sample_selections = {
         'max_open_trades': 3,
         'stake_currency': 'USDT',
@@ -167,5 +263,3 @@ def start_new_config(args: Dict[str, Any]) -> None:
     selections = ask_user_config()
     config_path = Path(args['config'][0])
     deploy_new_config(config_path, selections)
-
-
diff --git a/requirements-common.txt b/requirements-common.txt
index e4fe54721..80f18892b 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -28,3 +28,6 @@ flask==1.1.1
 
 # Support for colorized terminal output
 colorama==0.4.3
+# Building config files interactively
+questionary==1.5.1
+prompt-toolkit==3.0.3
diff --git a/setup.py b/setup.py
index 7d8d7b68d..63a595f32 100644
--- a/setup.py
+++ b/setup.py
@@ -79,6 +79,8 @@ setup(name='freqtrade',
           'sdnotify',
           'colorama',
           'jinja2',
+          'questionary',
+          'prompt-toolkit',
           # from requirements.txt
           'numpy',
           'pandas',

From 940bfbee96eef00e56d7f5097f1c59099b34bb37 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 21:28:01 +0100
Subject: [PATCH 1066/1495] Move start_config out of build_commands file

---
 freqtrade/commands/__init__.py                |   2 +-
 freqtrade/commands/build_config_commands.py   | 160 ++++++++++++++++++
 freqtrade/commands/deploy_commands.py         | 153 -----------------
 .../subtemplates/exchange_generic.j2          |   2 +-
 tests/commands/test_commands.py               |   2 +-
 5 files changed, 163 insertions(+), 156 deletions(-)
 create mode 100644 freqtrade/commands/build_config_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 81467cf61..6ea325e63 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -7,9 +7,9 @@ Note: Be careful with file-scoped imports in these subfiles.
     as they are parsed on startup, nothing containing optional modules should be loaded.
 """
 from freqtrade.commands.arguments import Arguments
+from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import start_download_data
 from freqtrade.commands.deploy_commands import (start_create_userdir,
-                                                start_new_config,
                                                 start_new_hyperopt,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
new file mode 100644
index 000000000..393416f53
--- /dev/null
+++ b/freqtrade/commands/build_config_commands.py
@@ -0,0 +1,160 @@
+import logging
+from pathlib import Path
+from typing import Any, Dict
+
+from questionary import Separator, prompt
+
+from freqtrade.exchange import available_exchanges
+from freqtrade.misc import render_template
+
+logger = logging.getLogger(__name__)
+
+
+def ask_user_config() -> Dict[str, Any]:
+    """
+    Ask user a few questions to build the configuration.
+    :returns: Dict with keys to put into template
+    """
+    questions = [
+        {
+            "type": "confirm",
+            "name": "dry_run",
+            "message": "Do you want to enable Dry-run (simulated trades)?",
+            "default": True,
+        },
+        {
+            "type": "text",
+            "name": "stake_currency",
+            "message": "Please insert your stake currency:",
+            "default": 'BTC',
+        },
+        {
+            "type": "text",
+            "name": "stake_amount",
+            "message": "Please insert your stake amount:",
+            "default": "0.01",
+        },
+        {
+            "type": "text",
+            "name": "max_open_trades",
+            "message": "Please insert max_open_trades:",
+            "default": "3",
+        },
+        {
+            "type": "text",
+            "name": "ticker_interval",
+            "message": "Please insert your ticker interval:",
+            "default": "5m",
+        },
+        {
+            "type": "text",
+            "name": "fiat_display_currency",
+            "message": "Please insert your display Currency (for reporting):",
+            "default": 'USD',
+        },
+        {
+            "type": "select",
+            "name": "exchange_name",
+            "message": "Select exchange",
+            "choices": [
+                "bittrex",
+                "binance",
+                "binanceje",
+                "binanceus",
+                "kraken",
+                Separator(),
+                "other",
+            ],
+        },
+        {
+            "type": "autocomplete",
+            "name": "exchange_name",
+            "message": "Type your exchange name (Must be supported by ccxt)",
+            "choices": available_exchanges(),
+            "when": lambda x: x["exchange_name"] == 'other'
+        },
+        {
+            "type": "password",
+            "name": "exchange_key",
+            "message": "Insert Exchange Key",
+            "when": lambda x: not x['dry_run']
+        },
+        {
+            "type": "password",
+            "name": "exchange_secret",
+            "message": "Insert Exchange Secret",
+            "when": lambda x: not x['dry_run']
+        },
+        {
+            "type": "confirm",
+            "name": "telegram",
+            "message": "Do you want to enable Telegram?",
+            "default": False,
+        },
+        {
+            "type": "password",
+            "name": "telegram_token",
+            "message": "Insert Telegram token",
+            "when": lambda x: x['telegram']
+        },
+        {
+            "type": "text",
+            "name": "telegram_chat_id",
+            "message": "Insert Telegram chat id",
+            "when": lambda x: x['telegram']
+        },
+    ]
+    answers = prompt(questions)
+
+    print(answers)
+
+    sample_selections = {
+        'max_open_trades': 3,
+        'stake_currency': 'USDT',
+        'stake_amount': 100,
+        'fiat_display_currency': 'EUR',
+        'ticker_interval': '15m',
+        'dry_run': True,
+        'exchange_name': 'binance',
+        'exchange_key': 'sampleKey',
+        'exchange_secret': 'Samplesecret',
+        'telegram': False,
+        'telegram_token': 'asdf1244',
+        'telegram_chat_id': '1144444',
+    }
+    return sample_selections
+
+
+def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
+    """
+    Applies selections to the template and writes the result to config_path
+    :param config_path: Path object for new config file. Should not exist yet
+    :param selecions: Dict containing selections taken by the user.
+    """
+    from jinja2.exceptions import TemplateNotFound
+    try:
+        selections['exchange'] = render_template(
+            templatefile=f"subtemplates/exchange_{selections['exchange_name']}.j2",
+            arguments=selections
+            )
+    except TemplateNotFound:
+        selections['exchange'] = render_template(
+            templatefile=f"subtemplates/exchange_generic.j2",
+            arguments=selections
+        )
+
+    config_text = render_template(templatefile='base_config.json.j2',
+                                  arguments=selections)
+
+    logger.info(f"Writing config to `{config_path}`.")
+    config_path.write_text(config_text)
+
+
+def start_new_config(args: Dict[str, Any]) -> None:
+    """
+    Create a new strategy from a template
+    Asking the user questions to fill out the templateaccordingly.
+    """
+    selections = ask_user_config()
+    config_path = Path(args['config'][0])
+    deploy_new_config(config_path, selections)
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 670f272ce..99ae63244 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -3,14 +3,11 @@ import sys
 from pathlib import Path
 from typing import Any, Dict
 
-from questionary import Separator, prompt
-
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import available_exchanges
 from freqtrade.misc import render_template
 from freqtrade.state import RunMode
 
@@ -113,153 +110,3 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
         deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
     else:
         raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
-
-
-def ask_user_config() -> Dict[str, Any]:
-    """
-    Ask user a few questions to build the configuration.
-    :returns: Dict with keys to put into template
-    """
-    questions = [
-        {
-            "type": "confirm",
-            "name": "dry_run",
-            "message": "Do you want to enable Dry-run (simulated trades)?",
-            "default": True,
-        },
-        {
-            "type": "text",
-            "name": "stake_currency",
-            "message": "Please insert your stake currency:",
-            "default": 'BTC',
-        },
-        {
-            "type": "text",
-            "name": "stake_amount",
-            "message": "Please insert your stake amount:",
-            "default": "0.01",
-        },
-        {
-            "type": "text",
-            "name": "max_open_trades",
-            "message": "Please insert max_open_trades:",
-            "default": "3",
-        },
-        {
-            "type": "text",
-            "name": "ticker_interval",
-            "message": "Please insert your ticker interval:",
-            "default": "5m",
-        },
-        {
-            "type": "text",
-            "name": "fiat_display_currency",
-            "message": "Please insert your display Currency (for reporting):",
-            "default": 'USD',
-        },
-        {
-            "type": "select",
-            "name": "exchange_name",
-            "message": "Select exchange",
-            "choices": [
-                "bittrex",
-                "binance",
-                "binanceje",
-                "binanceus",
-                "kraken",
-                Separator(),
-                "other",
-            ],
-        },
-        {
-            "type": "autocomplete",
-            "name": "exchange_name",
-            "message": "Type your exchange name (Must be supported by ccxt)",
-            "choices": available_exchanges(),
-            "when": lambda x: x["exchange_name"] == 'other'
-        },
-        {
-            "type": "password",
-            "name": "exchange_key",
-            "message": "Insert Exchange Key",
-            "when": lambda x: not x['dry_run']
-        },
-        {
-            "type": "password",
-            "name": "exchange_secret",
-            "message": "Insert Exchange Secret",
-            "when": lambda x: not x['dry_run']
-        },
-        {
-            "type": "confirm",
-            "name": "telegram",
-            "message": "Do you want to enable Telegram?",
-            "default": False,
-        },
-        {
-            "type": "password",
-            "name": "telegram_token",
-            "message": "Insert Telegram token",
-            "when": lambda x: x['telegram']
-        },
-        {
-            "type": "text",
-            "name": "telegram_chat_id",
-            "message": "Insert Telegram chat id",
-            "when": lambda x: x['telegram']
-        },
-    ]
-    answers = prompt(questions)
-
-    print(answers)
-
-    sample_selections = {
-        'max_open_trades': 3,
-        'stake_currency': 'USDT',
-        'stake_amount': 100,
-        'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
-        'dry_run': True,
-        'exchange_name': 'binance',
-        'exchange_key': 'sampleKey',
-        'exchange_secret': 'Samplesecret',
-        'telegram': False,
-        'telegram_token': 'asdf1244',
-        'telegram_chat_id': '1144444',
-    }
-    return sample_selections
-
-
-def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
-    """
-    Applies selections to the template and writes the result to config_path
-    :param config_path: Path object for new config file. Should not exist yet
-    :param selecions: Dict containing selections taken by the user.
-    """
-    from jinja2.exceptions import TemplateNotFound
-    try:
-        selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_{selections['exchange_name']}.j2",
-            arguments=selections
-            )
-    except TemplateNotFound:
-        selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_generic.j2",
-            arguments=selections
-        )
-
-    config_text = render_template(templatefile='base_config.json.j2',
-                                  arguments=selections)
-
-    logger.info(f"Writing config to `{config_path}`.")
-    config_path.write_text(config_text)
-
-
-def start_new_config(args: Dict[str, Any]) -> None:
-    """
-    Create a new strategy from a template
-    Asking the user questions to fill out the templateaccordingly.
-    """
-    selections = ask_user_config()
-    config_path = Path(args['config'][0])
-    deploy_new_config(config_path, selections)
diff --git a/freqtrade/templates/subtemplates/exchange_generic.j2 b/freqtrade/templates/subtemplates/exchange_generic.j2
index 5d5bee2b2..33309de3b 100644
--- a/freqtrade/templates/subtemplates/exchange_generic.j2
+++ b/freqtrade/templates/subtemplates/exchange_generic.j2
@@ -3,7 +3,7 @@
 "secret": "{{ exchange_secret }}",
 "ccxt_config": {"enableRateLimit": true},
 "ccxt_async_config": {
-    "enableRateLimit": true,
+    "enableRateLimit": true
 },
 "pair_whitelist": [
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 19999f319..51b69449d 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -557,7 +557,7 @@ def test_start_new_config(mocker, caplog, exchange):
         'telegram_token': 'asdf1244',
         'telegram_chat_id': '1144444',
     }
-    mocker.patch('freqtrade.commands.deploy_commands.ask_user_config',
+    mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
                  return_value=sample_selections)
     args = [
         "new-config",

From 2f0775fa1b6381b163ecd55ba1a0b684a9bbfea8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 21:30:29 +0100
Subject: [PATCH 1067/1495] Extract build-config tests to new file

---
 tests/commands/test_build_config.py | 42 +++++++++++++++++++++++++++++
 tests/commands/test_commands.py     | 40 ++-------------------------
 2 files changed, 44 insertions(+), 38 deletions(-)
 create mode 100644 tests/commands/test_build_config.py

diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
new file mode 100644
index 000000000..4114ff489
--- /dev/null
+++ b/tests/commands/test_build_config.py
@@ -0,0 +1,42 @@
+import json
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade.commands import start_new_config
+from tests.conftest import get_args, log_has_re
+
+
+@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
+def test_start_new_config(mocker, caplog, exchange):
+    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    sample_selections = {
+        'max_open_trades': 3,
+        'stake_currency': 'USDT',
+        'stake_amount': 100,
+        'fiat_display_currency': 'EUR',
+        'ticker_interval': '15m',
+        'dry_run': True,
+        'exchange_name': exchange,
+        'exchange_key': 'sampleKey',
+        'exchange_secret': 'Samplesecret',
+        'telegram': False,
+        'telegram_token': 'asdf1244',
+        'telegram_chat_id': '1144444',
+    }
+    mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
+                 return_value=sample_selections)
+    args = [
+        "new-config",
+        "--config",
+        "coolconfig.json"
+    ]
+    start_new_config(get_args(args))
+
+    assert log_has_re("Writing config to .*", caplog)
+    assert wt_mock.call_count == 1
+    result = json.loads(wt_mock.call_args_list[0][0][0])
+    assert result['exchange']['name'] == exchange
+    assert result['ticker_interval'] == '15m'
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 51b69449d..65d7f6eaf 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1,4 +1,3 @@
-import json
 import re
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
@@ -9,9 +8,8 @@ from freqtrade.commands import (start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show,
                                 start_list_exchanges, start_list_markets,
                                 start_list_strategies, start_list_timeframes,
-                                start_new_config, start_new_hyperopt,
-                                start_new_strategy, start_test_pairlist,
-                                start_trading)
+                                start_new_hyperopt, start_new_strategy,
+                                start_test_pairlist, start_trading)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
@@ -539,40 +537,6 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
-@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
-def test_start_new_config(mocker, caplog, exchange):
-    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-    sample_selections = {
-        'max_open_trades': 3,
-        'stake_currency': 'USDT',
-        'stake_amount': 100,
-        'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
-        'dry_run': True,
-        'exchange_name': exchange,
-        'exchange_key': 'sampleKey',
-        'exchange_secret': 'Samplesecret',
-        'telegram': False,
-        'telegram_token': 'asdf1244',
-        'telegram_chat_id': '1144444',
-    }
-    mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
-                 return_value=sample_selections)
-    args = [
-        "new-config",
-        "--config",
-        "coolconfig.json"
-    ]
-    start_new_config(get_args(args))
-
-    assert log_has_re("Writing config to .*", caplog)
-    assert wt_mock.call_count == 1
-    result = json.loads(wt_mock.call_args_list[0][0][0])
-    assert result['exchange']['name'] == exchange
-    assert result['ticker_interval'] == '15m'
-
-
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):
     dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
                            MagicMock(side_effect=KeyboardInterrupt))

From acbf13e648425987d19654123d7e9d2ae83e8da7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 21:47:05 +0100
Subject: [PATCH 1068/1495] Fail gracefully if user interrupted question
 session

---
 freqtrade/commands/build_config_commands.py | 24 ++++++---------------
 1 file changed, 7 insertions(+), 17 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 393416f53..a6623c3cd 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -6,13 +6,14 @@ from questionary import Separator, prompt
 
 from freqtrade.exchange import available_exchanges
 from freqtrade.misc import render_template
-
+from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
 def ask_user_config() -> Dict[str, Any]:
     """
     Ask user a few questions to build the configuration.
+    Interactive questions built using https://github.com/tmbo/questionary
     :returns: Dict with keys to put into template
     """
     questions = [
@@ -106,23 +107,11 @@ def ask_user_config() -> Dict[str, Any]:
     ]
     answers = prompt(questions)
 
-    print(answers)
+    if not answers:
+        # Interrupted questionary sessions return an empty dict.
+        raise OperationalException("User interrupted interactive questions.")
 
-    sample_selections = {
-        'max_open_trades': 3,
-        'stake_currency': 'USDT',
-        'stake_amount': 100,
-        'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
-        'dry_run': True,
-        'exchange_name': 'binance',
-        'exchange_key': 'sampleKey',
-        'exchange_secret': 'Samplesecret',
-        'telegram': False,
-        'telegram_token': 'asdf1244',
-        'telegram_chat_id': '1144444',
-    }
-    return sample_selections
+    return answers
 
 
 def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
@@ -156,5 +145,6 @@ def start_new_config(args: Dict[str, Any]) -> None:
     Asking the user questions to fill out the templateaccordingly.
     """
     selections = ask_user_config()
+
     config_path = Path(args['config'][0])
     deploy_new_config(config_path, selections)

From cebf99b5d890cd2979d5e68816b43d4c999bda7e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 21:59:24 +0100
Subject: [PATCH 1069/1495] Implement validation

---
 freqtrade/commands/build_config_commands.py | 21 ++++++++++++++++++++-
 1 file changed, 20 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index a6623c3cd..6abacd826 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -4,12 +4,29 @@ from typing import Any, Dict
 
 from questionary import Separator, prompt
 
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exchange import available_exchanges
 from freqtrade.misc import render_template
 from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
+def validate_is_int(val):
+    try:
+        _ = int(val)
+        return True
+    except Exception:
+        return False
+
+
+def validate_is_float(val):
+    try:
+        _ = float(val)
+        return True
+    except Exception:
+        return False
+
+
 def ask_user_config() -> Dict[str, Any]:
     """
     Ask user a few questions to build the configuration.
@@ -34,12 +51,14 @@ def ask_user_config() -> Dict[str, Any]:
             "name": "stake_amount",
             "message": "Please insert your stake amount:",
             "default": "0.01",
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
         },
         {
             "type": "text",
             "name": "max_open_trades",
-            "message": "Please insert max_open_trades:",
+            "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "3",
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
         },
         {
             "type": "text",

From 83baa6ee2e2c59a4b97ecf76d091cca2c7389154 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 29 Jan 2020 22:47:15 +0100
Subject: [PATCH 1070/1495] Add test stub

---
 tests/commands/test_build_config.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index 4114ff489..46e79b357 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -4,7 +4,8 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.commands import start_new_config
+from freqtrade.commands.build_config_commands import (ask_user_config,
+                                                      start_new_config)
 from tests.conftest import get_args, log_has_re
 
 
@@ -40,3 +41,9 @@ def test_start_new_config(mocker, caplog, exchange):
     result = json.loads(wt_mock.call_args_list[0][0][0])
     assert result['exchange']['name'] == exchange
     assert result['ticker_interval'] == '15m'
+
+
+def test_ask_user_config():
+    # TODO: Implement me
+    pass
+    # assert ask_user_config()

From 4be3f053ca38fc5534a445ac08ff0766708f17df Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 30 Jan 2020 21:42:48 +0100
Subject: [PATCH 1071/1495] Exclude trading against BNB bases on binance

---
 .../templates/subtemplates/exchange_binance.j2      | 13 ++++++++++++-
 1 file changed, 12 insertions(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 082af45c4..c527d296b 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -24,5 +24,16 @@
     "XTZ/BTC"
 ],
 "pair_blacklist": [
-    "BNB/BTC"
+    "BNB/BTC",
+    "BNB/BUSD",
+    "BNB/ETH",
+    "BNB/EUR",
+    "BNB/NGN",
+    "BNB/PAX",
+    "BNB/RUB",
+    "BNB/TRY",
+    "BNB/TUSD",
+    "BNB/USDC",
+    "BNB/USDS",
+    "BNB/USDT",
 ]

From e2b3907df58737dd0a28854b8ce3d51452e032b0 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 31 Jan 2020 04:39:18 +0100
Subject: [PATCH 1072/1495] more consistent backtesting tables and labels

---
 freqtrade/optimize/backtesting.py       | 17 ++++++----
 freqtrade/optimize/optimize_reports.py  | 45 +++++++++++++++++++++----
 tests/optimize/test_optimize_reports.py | 32 +++++++++++-------
 3 files changed, 68 insertions(+), 26 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cdf74f65f..e2ad0f090 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -404,12 +404,12 @@ class Backtesting:
             )
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
-                    processed=preprocessed,
-                    stake_amount=self.config['stake_amount'],
-                    start_date=min_date,
-                    end_date=max_date,
-                    max_open_trades=max_open_trades,
-                    position_stacking=position_stacking,
+                processed=preprocessed,
+                stake_amount=self.config['stake_amount'],
+                start_date=min_date,
+                end_date=max_date,
+                max_open_trades=max_open_trades,
+                position_stacking=position_stacking,
             )
 
         for strategy, results in all_results.items():
@@ -426,7 +426,10 @@ class Backtesting:
                                       results=results))
 
             print(' SELL REASON STATS '.center(133, '='))
-            print(generate_text_table_sell_reason(data, results))
+            print(generate_text_table_sell_reason(data,
+                                                  stake_currency=self.config['stake_currency'],
+                                                  max_open_trades=self.config['max_open_trades'],
+                                                  results=results))
 
             print(' LEFT OPEN TRADES REPORT '.center(133, '='))
             print(generate_text_table(data,
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 67056eaa9..6af04d4f2 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -19,9 +19,17 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
     tabular_data = []
-    headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
-               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
-               'profit', 'loss']
+    headers = [
+        'Pair',
+        'Buy Count',
+        'Avg Profit %',
+        'Cum Profit %',
+        f'Tot Profit {stake_currency}',
+        'Tot Profit %',
+        'Avg Duration',
+        'Wins',
+        'Losses'
+    ]
     for pair in data:
         result = results[results.pair == pair]
         if skip_nan and result.profit_abs.isnull().all():
@@ -58,7 +66,9 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
                     floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
 
 
-def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -> str:
+def generate_text_table_sell_reason(
+    data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame
+) -> str:
     """
     Generate small table outlining Backtest results
     :param data: Dict of  containing data that was used during backtesting.
@@ -66,13 +76,36 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
     :return: pretty printed table with tabulate as string
     """
     tabular_data = []
-    headers = ['Sell Reason', 'Count', 'Profit', 'Loss', 'Profit %']
+    headers = [
+        "Sell Reason",
+        "Sell Count",
+        "Wins",
+        "Losses",
+        "Avg Profit %",
+        "Cum Profit %",
+        f"Tot Profit {stake_currency}",
+        "Tot Profit %",
+    ]
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
         profit = len(result[result['profit_abs'] >= 0])
         loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
-        tabular_data.append([reason.value, count, profit, loss, profit_mean])
+        profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
+        profit_tot = result["profit_abs"].sum()
+        profit_percent_tot = result["profit_percent"].sum() * 100.0 / max_open_trades
+        tabular_data.append(
+            [
+                reason.value,
+                count,
+                profit,
+                loss,
+                profit_mean,
+                profit_sum,
+                profit_tot,
+                profit_percent_tot,
+            ]
+        )
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 518b50d0f..8c1a3619d 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -21,14 +21,14 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        '| pair    |   buy count |   avg profit % |   cum profit % |   '
-        'tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
-        '|:--------|------------:|---------------:|---------------:|'
-        '-----------------:|---------------:|:---------------|---------:|-------:|\n'
-        '| ETH/BTC |           2 |          15.00 |          30.00 |       '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |\n'
-        '| TOTAL   |           2 |          15.00 |          30.00 |       '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
+        '| Pair    |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
+        '|   Tot Profit % | Avg Duration   |   Wins |   Losses |\n'
+        '|:--------|------------:|---------------:|---------------:|-----------------:'
+        '|---------------:|:---------------|-------:|---------:|\n'
+        '| ETH/BTC |           2 |          15.00 |          30.00 |       0.60000000 '
+        '|          15.00 | 0:20:00        |      2 |        0 |\n'
+        '| TOTAL   |           2 |          15.00 |          30.00 |       0.60000000 '
+        '|          15.00 | 0:20:00        |      2 |        0 |'
     )
     assert generate_text_table(data={'ETH/BTC': {}},
                                stake_currency='BTC', max_open_trades=2,
@@ -50,13 +50,19 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Count |   Profit |   Loss |   Profit % |\n'
-        '|:--------------|--------:|---------:|-------:|-----------:|\n'
-        '| roi           |       2 |        2 |      0 |         15 |\n'
-        '| stop_loss     |       1 |        0 |      1 |        -10 |'
+        '| Sell Reason   |   Sell Count |   Wins |   Losses |   Avg Profit % |'
+        '   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
+        '|:--------------|-------------:|-------:|---------:|---------------:|'
+        '---------------:|-----------------:|---------------:|\n'
+        '| roi           |            2 |      2 |        0 |             15 |'
+        '             30 |              0.6 |             15 |\n'
+        '| stop_loss     |            1 |      0 |        1 |            -10 |'
+        '            -10 |             -0.2 |             -5 |'
     )
     assert generate_text_table_sell_reason(
-        data={'ETH/BTC': {}}, results=results) == result_str
+        data={'ETH/BTC': {}},
+        stake_currency='BTC', max_open_trades=2,
+        results=results) == result_str
 
 
 def test_generate_text_table_strategy(default_conf, mocker):

From 907a61152c7be4c1c25c250a7c70bd19e7dae286 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 31 Jan 2020 04:53:37 +0100
Subject: [PATCH 1073/1495] added rounding to Tot Profit % on Sell Reasosn
 table to be consistent with other percentiles on table.

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

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 6af04d4f2..1c558a77c 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -93,7 +93,7 @@ def generate_text_table_sell_reason(
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
         profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
         profit_tot = result["profit_abs"].sum()
-        profit_percent_tot = result["profit_percent"].sum() * 100.0 / max_open_trades
+        profit_percent_tot = round(result["profit_percent"].sum() * 100.0 / max_open_trades, 2)
         tabular_data.append(
             [
                 reason.value,

From c396ad4daa5c582141a3088a3d472e083ec9d094 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 31 Jan 2020 20:41:51 +0100
Subject: [PATCH 1074/1495] Align quotes in same area

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

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 1c558a77c..c5cd944a1 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -92,8 +92,8 @@ def generate_text_table_sell_reason(
         loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
         profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
-        profit_tot = result["profit_abs"].sum()
-        profit_percent_tot = round(result["profit_percent"].sum() * 100.0 / max_open_trades, 2)
+        profit_tot = result['profit_abs'].sum()
+        profit_percent_tot = round(result['profit_percent'].sum() * 100.0 / max_open_trades, 2)
         tabular_data.append(
             [
                 reason.value,

From d038bcedb0bd8dee7ae84936a9ff6993d86b4b5b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 31 Jan 2020 22:37:05 +0100
Subject: [PATCH 1075/1495] fixed some more line alignments

---
 freqtrade/optimize/backtesting.py | 12 ++++++------
 freqtrade/optimize/hyperopt.py    | 29 +++++++++++++++--------------
 2 files changed, 21 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cdf74f65f..7684c5c90 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -404,12 +404,12 @@ class Backtesting:
             )
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
-                    processed=preprocessed,
-                    stake_amount=self.config['stake_amount'],
-                    start_date=min_date,
-                    end_date=max_date,
-                    max_open_trades=max_open_trades,
-                    position_stacking=position_stacking,
+                processed=preprocessed,
+                stake_amount=self.config['stake_amount'],
+                start_date=min_date,
+                end_date=max_date,
+                max_open_trades=max_open_trades,
+                position_stacking=position_stacking,
             )
 
         for strategy, results in all_results.items():
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 525f491f3..ad8b4f2c8 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -59,6 +59,7 @@ class Hyperopt:
     hyperopt = Hyperopt(config)
     hyperopt.start()
     """
+
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
 
@@ -90,13 +91,13 @@ class Hyperopt:
         # Populate functions here (hasattr is slow so should not be run during "regular" operations)
         if hasattr(self.custom_hyperopt, 'populate_indicators'):
             self.backtesting.strategy.advise_indicators = \
-                    self.custom_hyperopt.populate_indicators  # type: ignore
+                self.custom_hyperopt.populate_indicators  # type: ignore
         if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
             self.backtesting.strategy.advise_buy = \
-                    self.custom_hyperopt.populate_buy_trend  # type: ignore
+                self.custom_hyperopt.populate_buy_trend  # type: ignore
         if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
             self.backtesting.strategy.advise_sell = \
-                    self.custom_hyperopt.populate_sell_trend  # type: ignore
+                self.custom_hyperopt.populate_sell_trend  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
@@ -345,15 +346,15 @@ class Hyperopt:
 
         if self.has_space('roi'):
             self.backtesting.strategy.minimal_roi = \
-                    self.custom_hyperopt.generate_roi_table(params_dict)
+                self.custom_hyperopt.generate_roi_table(params_dict)
 
         if self.has_space('buy'):
             self.backtesting.strategy.advise_buy = \
-                    self.custom_hyperopt.buy_strategy_generator(params_dict)
+                self.custom_hyperopt.buy_strategy_generator(params_dict)
 
         if self.has_space('sell'):
             self.backtesting.strategy.advise_sell = \
-                    self.custom_hyperopt.sell_strategy_generator(params_dict)
+                self.custom_hyperopt.sell_strategy_generator(params_dict)
 
         if self.has_space('stoploss'):
             self.backtesting.strategy.stoploss = params_dict['stoploss']
@@ -372,12 +373,12 @@ class Hyperopt:
         min_date, max_date = get_timerange(processed)
 
         backtesting_results = self.backtesting.backtest(
-                processed=processed,
-                stake_amount=self.config['stake_amount'],
-                start_date=min_date,
-                end_date=max_date,
-                max_open_trades=self.max_open_trades,
-                position_stacking=self.position_stacking,
+            processed=processed,
+            stake_amount=self.config['stake_amount'],
+            start_date=min_date,
+            end_date=max_date,
+            max_open_trades=self.max_open_trades,
+            position_stacking=self.position_stacking,
         )
         return self._get_results_dict(backtesting_results, min_date, max_date,
                                       params_dict, params_details)
@@ -469,8 +470,8 @@ class Hyperopt:
             trials = Hyperopt._read_trials(trials_file)
             if trials[0].get('is_best') is None:
                 raise OperationalException(
-                        "The file with Hyperopt results is incompatible with this version "
-                        "of Freqtrade and cannot be loaded.")
+                    "The file with Hyperopt results is incompatible with this version "
+                    "of Freqtrade and cannot be loaded.")
             logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
         return trials
 

From d69ef4380b273468b20c652fb5e6f3d489fc4dd6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 13:44:04 +0100
Subject: [PATCH 1076/1495] Add basic documentation for new-config option

---
 docs/utils.md | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index 18deeac54..df2a1c3c3 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -36,6 +36,24 @@ optional arguments:
     └── sample_strategy.py
 ```
 
+## Create new config
+
+Creates a new configuration file, asking some questions which are important selections for a configuration.
+
+
+```
+usage: freqtrade new-config [-h] [-c PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+```
+
+!!! Warning
+    Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
+
 ## Create new strategy
 
 Creates a new strategy from a template similar to SampleStrategy.

From c40a4d77f8972c80be8be311a9dfd183a1222a64 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 13:46:58 +0100
Subject: [PATCH 1077/1495] Use exchange_mapping to determine correct
 exchange-template

---
 freqtrade/commands/build_config_commands.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 6abacd826..e0910e5b7 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -5,7 +5,7 @@ from typing import Any, Dict
 from questionary import Separator, prompt
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
-from freqtrade.exchange import available_exchanges
+from freqtrade.exchange import available_exchanges, MAP_EXCHANGE_CHILDCLASS
 from freqtrade.misc import render_template
 from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
@@ -141,8 +141,11 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     """
     from jinja2.exceptions import TemplateNotFound
     try:
+        exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
+            selections['exchange_name'], selections['exchange_name'])
+
         selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_{selections['exchange_name']}.j2",
+            templatefile=f"subtemplates/exchange_{exchange_template}.j2",
             arguments=selections
             )
     except TemplateNotFound:

From 54512a66ef187aedcddc048968f822b515fa510d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 13:52:25 +0100
Subject: [PATCH 1078/1495] Update help-strings for list-utils

---
 docs/utils.md | 51 ++++++++++++++++++++++++++++++++++++++++-----------
 1 file changed, 40 insertions(+), 11 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index df2a1c3c3..44cbc35d6 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -197,20 +197,31 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
 
 ```
-usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1]
+usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
 
 optional arguments:
-  -h, --help           show this help message and exit
-  --exchange EXCHANGE  Exchange name (default: `bittrex`). Only valid if no
-                       config is provided.
-  -1, --one-column     Print output in one column.
+  -h, --help            show this help message and exit
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
+  -1, --one-column      Print output in one column.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
 
 ```
 
 * Example: see the timeframes for the 'binance' exchange, set in the configuration file:
 
 ```
-$ freqtrade -c config_binance.json list-timeframes
+$ freqtrade list-timeframes -c config_binance.json
 ...
 Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
 ```
@@ -234,14 +245,16 @@ You can print info about any pair/market with these subcommands - and you can fi
 These subcommands have same usage and same set of available options:
 
 ```
-usage: freqtrade list-markets [-h] [--exchange EXCHANGE] [--print-list]
-                              [--print-json] [-1] [--print-csv]
+usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                              [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
+                              [--print-list] [--print-json] [-1] [--print-csv]
                               [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                               [-a]
 
-usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list]
-                            [--print-json] [-1] [--print-csv]
+usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                            [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
+                            [--print-list] [--print-json] [-1] [--print-csv]
                             [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                             [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
 
@@ -260,6 +273,22 @@ optional arguments:
                         Specify quote currency(-ies). Space-separated list.
   -a, --all             Print all pairs or market symbols. By default only
                         active ones are shown.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
 ```
 
 By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded
@@ -281,7 +310,7 @@ $ freqtrade list-pairs --quote USD --print-json
 human-readable list with summary:
 
 ```
-$ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT USD --print-list
+$ freqtrade list-pairs -c config_binance.json --all --base BTC ETH --quote USDT USD --print-list
 ```
 
 * Print all markets on exchange "Kraken", in the tabular format:

From 8796ecb2a9565e04c336c6e84ac606413c9c8c4c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 13:54:17 +0100
Subject: [PATCH 1079/1495] Ad example for new-config with answered questions

---
 docs/installation.md |  3 ++-
 docs/utils.md        | 15 +++++++++++++++
 2 files changed, 17 insertions(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index cbe000da4..8d3d2c464 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -31,7 +31,7 @@ Freqtrade provides the Linux/MacOS Easy Installation script to install all depen
 !!! Note
     Windows installation is explained [here](#windows).
 
-The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform.
+The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the Easy Installation script, if it's available for your platform.
 
 !!! Note "Version considerations"
     When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
@@ -47,6 +47,7 @@ cd freqtrade
 git checkout master  # Optional, see (1)
 ./setup.sh --install
 ```
+
 (1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
 
 ## Easy Installation Script (Linux/MacOS)
diff --git a/docs/utils.md b/docs/utils.md
index 44cbc35d6..f77d2c428 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -54,6 +54,21 @@ optional arguments:
 !!! Warning
     Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
 
+### Create config examples
+
+```
+$ freqtrade new-config --config config_binance.json
+
+? Do you want to enable Dry-run (simulated trades)?  Yes
+? Please insert your stake currency: BTC
+? Please insert your stake amount: 0.05
+? Please insert max_open_trades (Integer or 'unlimited'): 5
+? Please insert your ticker interval: 15m
+? Please insert your display Currency (for reporting): USD
+? Select exchange  binance
+? Do you want to enable Telegram?  No
+```
+
 ## Create new strategy
 
 Creates a new strategy from a template similar to SampleStrategy.

From 929bbe3058e5682793126781956095207d04e3c0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:01:19 +0100
Subject: [PATCH 1080/1495] Link to docker installation from index.md

---
 docs/index.md | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/index.md b/docs/index.md
index c88c73619..f0ee831e3 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -51,12 +51,15 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
+- Docker (Recommended)
+
+Alternatively
+
 - Python 3.6.x
 - pip (pip3)
 - git
 - TA-Lib
 - virtualenv (Recommended)
-- Docker (Recommended)
 
 ## Support
 
@@ -67,4 +70,4 @@ Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODc
 
 ## Ready to try?
 
-Begin by reading our installation guide [here](installation).
+Begin by reading our installation guide [for docker](docker.md), or for [installation without docker](installation.md).

From c224c669784cdf0383fab61380e3b65d8189f95a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:06:31 +0100
Subject: [PATCH 1081/1495] Small edits to install.md

---
 docs/installation.md | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index 8d3d2c464..054cafe9b 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -130,6 +130,17 @@ bash setup.sh -i
 
 #### 1. Install TA-Lib
 
+Use the provided ta-lib installation script
+
+```bash
+sudo ./build_helpers/install_ta-lib.sh
+```
+
+!!! Note
+    This will use the ta-lib tar.gz included in this repository.
+
+##### TA-Lib manual installation
+
 Official webpage: https://mrjbq7.github.io/ta-lib/install.html
 
 ```bash
@@ -185,7 +196,8 @@ python3 -m pip install -e .
 # Initialize the user_directory
 freqtrade create-userdir --userdir user_data/
 
-cp config.json.example config.json
+# Create a new configuration file
+freqtrade new-config --config config.json
 ```
 
 > *To edit the config please refer to [Bot Configuration](configuration.md).*

From cfa6a3e3d32d5575299bb346367ec394ff8a1a7c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:12:21 +0100
Subject: [PATCH 1082/1495] Don't overwrite files

---
 freqtrade/commands/build_config_commands.py |  6 +++++-
 tests/commands/test_build_config.py         | 12 ++++++++++++
 2 files changed, 17 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index e0910e5b7..6ba9cf0ac 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -166,7 +166,11 @@ def start_new_config(args: Dict[str, Any]) -> None:
     Create a new strategy from a template
     Asking the user questions to fill out the templateaccordingly.
     """
-    selections = ask_user_config()
 
     config_path = Path(args['config'][0])
+    if config_path.exists():
+        raise OperationalException(
+            f"Configuration `{config_path}` already exists. "
+            "Please use another configuration name or delete the existing configuration.")
+    selections = ask_user_config()
     deploy_new_config(config_path, selections)
diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index 46e79b357..b0a048c15 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -6,6 +6,7 @@ import pytest
 
 from freqtrade.commands.build_config_commands import (ask_user_config,
                                                       start_new_config)
+from freqtrade.exceptions import OperationalException
 from tests.conftest import get_args, log_has_re
 
 
@@ -43,6 +44,17 @@ def test_start_new_config(mocker, caplog, exchange):
     assert result['ticker_interval'] == '15m'
 
 
+def test_start_new_config_exists(mocker, caplog):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    args = [
+        "new-config",
+        "--config",
+        "coolconfig.json"
+    ]
+    with pytest.raises(OperationalException, match=r"Configuration .* already exists\."):
+        start_new_config(get_args(args))
+
+
 def test_ask_user_config():
     # TODO: Implement me
     pass

From d1a3a2d000f1a2e5600265cc4fcf84287fd0122a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:22:40 +0100
Subject: [PATCH 1083/1495] Add tests for build_config

---
 freqtrade/commands/build_config_commands.py | 23 ++++++++++++++++++---
 tests/commands/test_build_config.py         | 12 ++++++++---
 2 files changed, 29 insertions(+), 6 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 6ba9cf0ac..838fd510a 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -27,6 +27,19 @@ def validate_is_float(val):
         return False
 
 
+def ask_user_overwrite(config_path: Path) -> bool:
+    questions = [
+        {
+            "type": "confirm",
+            "name": "overwrite",
+            "message": f"File {config_path} already exists. Overwrite?",
+            "default": False,
+        },
+    ]
+    answers = prompt(questions)
+    return answers['overwrite']
+
+
 def ask_user_config() -> Dict[str, Any]:
     """
     Ask user a few questions to build the configuration.
@@ -169,8 +182,12 @@ def start_new_config(args: Dict[str, Any]) -> None:
 
     config_path = Path(args['config'][0])
     if config_path.exists():
-        raise OperationalException(
-            f"Configuration `{config_path}` already exists. "
-            "Please use another configuration name or delete the existing configuration.")
+        overwrite = ask_user_overwrite(config_path)
+        if overwrite:
+            config_path.unlink()
+        else:
+            raise OperationalException(
+                f"Configuration `{config_path}` already exists. "
+                "Please use another configuration name or delete the existing configuration.")
     selections = ask_user_config()
     deploy_new_config(config_path, selections)
diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index b0a048c15..8f71c2098 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -1,8 +1,8 @@
-import json
 from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
+import rapidjson
 
 from freqtrade.commands.build_config_commands import (ask_user_config,
                                                       start_new_config)
@@ -13,7 +13,10 @@ from tests.conftest import get_args, log_has_re
 @pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
 def test_start_new_config(mocker, caplog, exchange):
     wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    unlink_mock = mocker.patch.object(Path, "unlink", MagicMock())
+    mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=True)
+
     sample_selections = {
         'max_open_trades': 3,
         'stake_currency': 'USDT',
@@ -39,13 +42,16 @@ def test_start_new_config(mocker, caplog, exchange):
 
     assert log_has_re("Writing config to .*", caplog)
     assert wt_mock.call_count == 1
-    result = json.loads(wt_mock.call_args_list[0][0][0])
+    assert unlink_mock.call_count == 1
+    result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
+                             parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
     assert result['exchange']['name'] == exchange
     assert result['ticker_interval'] == '15m'
 
 
 def test_start_new_config_exists(mocker, caplog):
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=False)
     args = [
         "new-config",
         "--config",

From 12317b1c535a4ca6b82441896000527c4f69d8cb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:46:43 +0100
Subject: [PATCH 1084/1495] Add some rudimentary tests for questions

---
 tests/commands/test_build_config.py | 59 ++++++++++++++++++++++++++---
 1 file changed, 54 insertions(+), 5 deletions(-)

diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index 8f71c2098..d4ebe1de2 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -5,11 +5,33 @@ import pytest
 import rapidjson
 
 from freqtrade.commands.build_config_commands import (ask_user_config,
-                                                      start_new_config)
+                                                      ask_user_overwrite,
+                                                      start_new_config,
+                                                      validate_is_float,
+                                                      validate_is_int)
 from freqtrade.exceptions import OperationalException
 from tests.conftest import get_args, log_has_re
 
 
+def test_validate_is_float():
+    assert validate_is_float('2.0')
+    assert validate_is_float('2.1')
+    assert validate_is_float('0.1')
+    assert validate_is_float('-0.5')
+    assert not validate_is_float('-0.5e')
+
+
+def test_validate_is_int():
+    assert validate_is_int('2')
+    assert validate_is_int('6')
+    assert validate_is_int('-1')
+    assert validate_is_int('500')
+    assert not validate_is_int('2.0')
+    assert not validate_is_int('2.1')
+    assert not validate_is_int('-2.1')
+    assert not validate_is_int('-ee')
+
+
 @pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
 def test_start_new_config(mocker, caplog, exchange):
     wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
@@ -61,7 +83,34 @@ def test_start_new_config_exists(mocker, caplog):
         start_new_config(get_args(args))
 
 
-def test_ask_user_config():
-    # TODO: Implement me
-    pass
-    # assert ask_user_config()
+def test_ask_user_overwrite(mocker):
+    """
+    Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
+    """
+    prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
+                               return_value={'overwrite': False})
+    assert not ask_user_overwrite(Path('test.json'))
+    assert prompt_mock.call_count == 1
+
+    prompt_mock.reset_mock()
+    prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
+                               return_value={'overwrite': True})
+    assert ask_user_overwrite(Path('test.json'))
+    assert prompt_mock.call_count == 1
+
+
+def test_ask_user_config(mocker):
+    """
+    Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
+    """
+    prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
+                               return_value={'overwrite': False})
+    answers = ask_user_config()
+    assert isinstance(answers, dict)
+    assert prompt_mock.call_count == 1
+
+    prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
+                               return_value={})
+
+    with pytest.raises(OperationalException, match=r"User interrupted interactive questions\."):
+        ask_user_config()

From 628b06927c08b043338faa11254305bbce948287 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 14:59:14 +0100
Subject: [PATCH 1085/1495] Support python3.8 virtualenvs and remove config
 generation via SED

---
 setup.sh | 29 +++++++++--------------------
 1 file changed, 9 insertions(+), 20 deletions(-)

diff --git a/setup.sh b/setup.sh
index fb5102e12..bce2e56cf 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,6 +17,14 @@ function check_installed_python() {
         exit 2
     fi
 
+    which python3.8
+    if [ $? -eq 0 ]; then
+        echo "using Python 3.8"
+        PYTHON=python3.8
+        check_installed_pip
+        return
+    fi
+
     which python3.7
     if [ $? -eq 0 ]; then
         echo "using Python 3.7"
@@ -215,27 +223,8 @@ function config_generator() {
 function config() {
 
     echo "-------------------------"
-    echo "Generating config file"
+    echo "Please use freqtrade new-config -c config.json to generate a new configuration file."
     echo "-------------------------"
-    if [ -f config.json ]
-    then
-    read -p "A config file already exist, do you want to override it [y/N]? "
-    if [[ $REPLY =~ ^[Yy]$ ]]
-    then
-        config_generator
-    else
-        echo "Configuration of config.json ignored."
-    fi
-    else
-        config_generator
-    fi
-
-    echo
-    echo "-------------------------"
-    echo "Config file generated"
-    echo "-------------------------"
-    echo "Edit ./config.json to modify Pair and other configurations."
-    echo
 }
 
 function install() {

From 4459679c6404ac1d6aa58c4543eda7e6f4819a19 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 15:14:44 +0100
Subject: [PATCH 1086/1495] Update dockerfile to 3.8.1

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

diff --git a/Dockerfile b/Dockerfile
index f631d891d..923285f39 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.7.6-slim-stretch
+FROM python:3.8.1-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

From 321bc336ea7b63064c41a2f3807fe8838331f56f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 15:14:55 +0100
Subject: [PATCH 1087/1495] Run tests against 3.8

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 53b2e5440..c838baced 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -18,7 +18,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-18.04, macos-latest ]
-        python-version: [3.7]
+        python-version: [3.7, 3.8]
 
     steps:
     - uses: actions/checkout@v1

From cbd2b265bbb2eea78ad6ffc6b727e1b733729ce5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Feb 2020 15:16:44 +0100
Subject: [PATCH 1088/1495] Fix small error

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

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 504c6b0b5..c8a038328 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -182,7 +182,7 @@ class Arguments:
 
         # add new-config subcommand
         build_config_cmd = subparsers.add_parser('new-config',
-                                                   help="Create new config")
+                                                 help="Create new config")
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 

From f3d500085c0fec96a8ae59bc164e06a55a0beacb Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 07:00:40 +0300
Subject: [PATCH 1089/1495] Add some type hints

---
 freqtrade/commands/data_commands.py           | 10 +++--
 freqtrade/commands/deploy_commands.py         |  4 +-
 freqtrade/commands/plot_commands.py           |  2 +-
 freqtrade/configuration/check_exchange.py     |  2 +-
 .../configuration/deprecated_settings.py      |  4 +-
 .../configuration/directory_operations.py     |  2 +-
 freqtrade/configuration/timerange.py          |  5 ++-
 freqtrade/data/btanalysis.py                  |  7 +--
 freqtrade/data/history.py                     | 12 ++---
 freqtrade/edge/edge_positioning.py            |  4 +-
 freqtrade/exchange/exchange.py                | 45 +++++++++++--------
 freqtrade/freqtradebot.py                     | 16 +++----
 freqtrade/misc.py                             |  9 ++--
 freqtrade/optimize/backtesting.py             | 10 +++--
 freqtrade/optimize/hyperopt.py                | 18 ++++----
 freqtrade/pairlist/IPairList.py               |  5 ++-
 freqtrade/pairlist/PrecisionFilter.py         |  6 +--
 freqtrade/pairlist/PriceFilter.py             |  5 ++-
 freqtrade/pairlist/VolumePairList.py          |  7 +--
 freqtrade/persistence.py                      |  9 ++--
 freqtrade/plot/plotting.py                    |  2 +-
 freqtrade/resolvers/iresolver.py              |  2 +-
 freqtrade/resolvers/strategy_resolver.py      |  7 +--
 freqtrade/rpc/rpc.py                          |  5 ++-
 freqtrade/rpc/rpc_manager.py                  |  2 +-
 freqtrade/strategy/interface.py               |  2 +-
 freqtrade/wallets.py                          | 10 ++---
 freqtrade/worker.py                           |  2 +-
 28 files changed, 114 insertions(+), 100 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index c01772023..aeb598009 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -1,6 +1,6 @@
 import logging
 import sys
-from typing import Any, Dict, List
+from typing import Any, Dict, List, cast
 
 import arrow
 
@@ -43,16 +43,18 @@ def start_download_data(args: Dict[str, Any]) -> None:
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
                 exchange, pairs=config["pairs"], datadir=config['datadir'],
-                timerange=timerange, erase=config.get("erase"))
+                timerange=timerange, erase=cast(bool, config.get("erase")))
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
                 pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange,
+                erase=cast(bool, config.get("erase")))
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
+                datadir=config['datadir'], timerange=timerange,
+                erase=cast(bool, config.get("erase")))
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 99ae63244..809740661 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -28,7 +28,7 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
         sys.exit(1)
 
 
-def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
+def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: str) -> None:
     """
     Deploy new strategy from template to strategy_path
     """
@@ -69,7 +69,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
-def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
+def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
     """
     Deploys a new hyperopt template to hyperopt_path
     """
diff --git a/freqtrade/commands/plot_commands.py b/freqtrade/commands/plot_commands.py
index 028933ba7..5e547acb0 100644
--- a/freqtrade/commands/plot_commands.py
+++ b/freqtrade/commands/plot_commands.py
@@ -5,7 +5,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 
 
-def validate_plot_args(args: Dict[str, Any]):
+def validate_plot_args(args: Dict[str, Any]) -> None:
     if not args.get('datadir') and not args.get('config'):
         raise OperationalException(
             "You need to specify either `--datadir` or `--config` "
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index 0076b1c5d..92daaf251 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -10,7 +10,7 @@ from freqtrade.state import RunMode
 logger = logging.getLogger(__name__)
 
 
-def remove_credentials(config: Dict[str, Any]):
+def remove_credentials(config: Dict[str, Any]) -> None:
     """
     Removes exchange keys from the configuration and specifies dry-run
     Used for backtesting / hyperopt / edge and utils.
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 78d8218d4..55497d4f5 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 
 def check_conflicting_settings(config: Dict[str, Any],
                                section1: str, name1: str,
-                               section2: str, name2: str):
+                               section2: str, name2: str) -> None:
     section1_config = config.get(section1, {})
     section2_config = config.get(section2, {})
     if name1 in section1_config and name2 in section2_config:
@@ -28,7 +28,7 @@ def check_conflicting_settings(config: Dict[str, Any],
 
 def process_deprecated_setting(config: Dict[str, Any],
                                section1: str, name1: str,
-                               section2: str, name2: str):
+                               section2: str, name2: str) -> None:
     section2_config = config.get(section2, {})
 
     if name2 in section2_config:
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 43a209483..5f8eb76b0 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -23,7 +23,7 @@ def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Pat
     return folder
 
 
-def create_userdata_dir(directory: str, create_dir=False) -> Path:
+def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     """
     Create userdata directory structure.
     if create_dir is True, then the parent-directory will be created if it does not exist.
diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index a8be873df..3db5f6217 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -7,6 +7,7 @@ from typing import Optional
 
 import arrow
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -30,7 +31,7 @@ class TimeRange:
         return (self.starttype == other.starttype and self.stoptype == other.stoptype
                 and self.startts == other.startts and self.stopts == other.stopts)
 
-    def subtract_start(self, seconds) -> None:
+    def subtract_start(self, seconds: int) -> None:
         """
         Subtracts  from startts if startts is set.
         :param seconds: Seconds to subtract from starttime
@@ -59,7 +60,7 @@ class TimeRange:
             self.starttype = 'date'
 
     @staticmethod
-    def parse_timerange(text: Optional[str]):
+    def parse_timerange(text: Optional[str]) -> 'TimeRange':
         """
         Parse the value of the argument --timerange to determine what is the range desired
         :param text: value from --timerange
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 04b2ca980..c28e462ba 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -3,7 +3,7 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
-from typing import Dict
+from typing import Dict, Union
 
 import numpy as np
 import pandas as pd
@@ -20,7 +20,7 @@ BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "du
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
-def load_backtest_data(filename) -> pd.DataFrame:
+def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame:
     """
     Load backtest data file.
     :param filename: pathlib.Path object, or string pointing to the file.
@@ -151,7 +151,8 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
     return trades
 
 
-def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], column: str = "close"):
+def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame],
+                              column: str = "close") -> pd.DataFrame:
     """
     Combine multiple dataframes "column"
     :param tickers: Dict of Dataframes, dict key should be pair.
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 30d168f78..d891aa5b0 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -86,7 +86,7 @@ def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
 
 
 def store_tickerdata_file(datadir: Path, pair: str,
-                          timeframe: str, data: list, is_zip: bool = False):
+                          timeframe: str, data: list, is_zip: bool = False) -> None:
     """
     Stores tickerdata to file
     """
@@ -109,7 +109,7 @@ def load_trades_file(datadir: Path, pair: str,
 
 
 def store_trades_file(datadir: Path, pair: str,
-                      data: list, is_zip: bool = True):
+                      data: list, is_zip: bool = True) -> None:
     """
     Stores tickerdata to file
     """
@@ -117,7 +117,7 @@ def store_trades_file(datadir: Path, pair: str,
     misc.file_dump_json(filename, data, is_zip=is_zip)
 
 
-def _validate_pairdata(pair, pairdata, timerange: TimeRange):
+def _validate_pairdata(pair: str, pairdata: List[Dict], timerange: TimeRange) -> None:
     if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
         logger.warning('Missing data at start for pair %s, data starts at %s',
                        pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
@@ -331,7 +331,7 @@ def _download_pair_history(datadir: Path,
 
 def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
                                 datadir: Path, timerange: Optional[TimeRange] = None,
-                                erase=False) -> List[str]:
+                                erase: bool = False) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -401,7 +401,7 @@ def _download_trades_history(datadir: Path,
 
 
 def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
-                                 timerange: TimeRange, erase=False) -> List[str]:
+                                 timerange: TimeRange, erase: bool = False) -> List[str]:
     """
     Refresh stored trades data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -428,7 +428,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
 
 
 def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
-                            datadir: Path, timerange: TimeRange, erase=False) -> None:
+                            datadir: Path, timerange: TimeRange, erase: bool = False) -> None:
     """
     Convert stored trades data to ohlcv data
     """
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 15883357b..1506b4ed5 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -1,7 +1,7 @@
 # pragma pylint: disable=W0603
 """ Edge positioning package """
 import logging
-from typing import Any, Dict, NamedTuple
+from typing import Any, Dict, List, NamedTuple
 
 import arrow
 import numpy as np
@@ -181,7 +181,7 @@ class Edge:
                            'strategy stoploss is returned instead.')
             return self.strategy.stoploss
 
-    def adjust(self, pairs) -> list:
+    def adjust(self, pairs: List[str]) -> list:
         """
         Filters out and sorts "pairs" according to Edge calculated pairs
         """
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 87c189457..f7bfb0ee1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -24,6 +24,12 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts
 
+
+# Should probably use typing.Literal when we switch to python 3.8+
+# CcxtModuleType = Literal[ccxt, ccxt_async]
+CcxtModuleType = Any
+
+
 logger = logging.getLogger(__name__)
 
 
@@ -51,7 +57,7 @@ class Exchange:
     }
     _ft_has: Dict = {}
 
-    def __init__(self, config: dict, validate: bool = True) -> None:
+    def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
         """
         Initializes this module with the given config,
         it does basic validation whether the specified exchange and pairs are valid.
@@ -135,7 +141,7 @@ class Exchange:
         if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
-    def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt,
+    def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
                    ccxt_kwargs: dict = None) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
@@ -224,13 +230,13 @@ class Exchange:
         markets = self.markets
         return sorted(set([x['quote'] for _, x in markets.items()]))
 
-    def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
+    def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
             return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
         else:
             return DataFrame()
 
-    def set_sandbox(self, api, exchange_config: dict, name: str):
+    def set_sandbox(self, api: ccxt.Exchange, exchange_config: dict, name: str) -> None:
         if exchange_config.get('sandbox'):
             if api.urls.get('test'):
                 api.urls['api'] = api.urls['test']
@@ -240,7 +246,7 @@ class Exchange:
                                      "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
-    def _load_async_markets(self, reload=False) -> None:
+    def _load_async_markets(self, reload: bool = False) -> None:
         try:
             if self._api_async:
                 asyncio.get_event_loop().run_until_complete(
@@ -273,7 +279,7 @@ class Exchange:
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
 
-    def validate_stakecurrency(self, stake_currency) -> None:
+    def validate_stakecurrency(self, stake_currency: str) -> None:
         """
         Checks stake-currency against available currencies on the exchange.
         :param stake_currency: Stake-currency to validate
@@ -319,7 +325,7 @@ class Exchange:
                                f"Please check if you are impacted by this restriction "
                                f"on the exchange and eventually remove {pair} from your whitelist.")
 
-    def get_valid_pair_combination(self, curr_1, curr_2) -> str:
+    def get_valid_pair_combination(self, curr_1: str, curr_2: str) -> str:
         """
         Get valid pair combination of curr_1 and curr_2 by trying both combinations.
         """
@@ -373,7 +379,7 @@ class Exchange:
             raise OperationalException(
                 f'Time in force policies are not supported for {self.name} yet.')
 
-    def validate_required_startup_candles(self, startup_candles) -> None:
+    def validate_required_startup_candles(self, startup_candles: int) -> None:
         """
         Checks if required startup_candles is more than ohlcv_candle_limit.
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
@@ -392,7 +398,7 @@ class Exchange:
         """
         return endpoint in self._api.has and self._api.has[endpoint]
 
-    def amount_to_precision(self, pair, amount: float) -> float:
+    def amount_to_precision(self, pair: str, amount: float) -> float:
         '''
         Returns the amount to buy or sell to a precision the Exchange accepts
         Reimplementation of ccxt internal methods - ensuring we can test the result is correct
@@ -406,7 +412,7 @@ class Exchange:
 
         return amount
 
-    def price_to_precision(self, pair, price: float) -> float:
+    def price_to_precision(self, pair: str, price: float) -> float:
         '''
         Returns the price rounded up to the precision the Exchange accepts.
         Partial Reimplementation of ccxt internal method decimal_to_precision(),
@@ -494,7 +500,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     def buy(self, pair: str, ordertype: str, amount: float,
-            rate: float, time_in_force) -> Dict:
+            rate: float, time_in_force: str) -> Dict:
 
         if self._config['dry_run']:
             dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
@@ -507,7 +513,7 @@ class Exchange:
         return self.create_order(pair, ordertype, 'buy', amount, rate, params)
 
     def sell(self, pair: str, ordertype: str, amount: float,
-             rate: float, time_in_force='gtc') -> Dict:
+             rate: float, time_in_force: str = 'gtc') -> Dict:
 
         if self._config['dry_run']:
             dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
@@ -976,8 +982,8 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_fee(self, symbol, type='', side='', amount=1,
-                price=1, taker_or_maker='maker') -> float:
+    def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
+                price: float = 1, taker_or_maker: str = 'maker') -> float:
         try:
             # validate that markets are loaded before trying to get fee
             if self._api.markets is None or len(self._api.markets) == 0:
@@ -1000,7 +1006,7 @@ def get_exchange_bad_reason(exchange_name: str) -> str:
     return BAD_EXCHANGES.get(exchange_name, "")
 
 
-def is_exchange_known_ccxt(exchange_name: str, ccxt_module=None) -> bool:
+def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)
 
 
@@ -1008,14 +1014,14 @@ def is_exchange_officially_supported(exchange_name: str) -> bool:
     return exchange_name in ['bittrex', 'binance']
 
 
-def ccxt_exchanges(ccxt_module=None) -> List[str]:
+def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
     """
     Return the list of all exchanges known to ccxt
     """
     return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
 
 
-def available_exchanges(ccxt_module=None) -> List[str]:
+def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
     """
     Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
     """
@@ -1075,7 +1081,8 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
 
 
-def symbol_is_pair(market_symbol: str, base_currency: str = None, quote_currency: str = None):
+def symbol_is_pair(market_symbol: str, base_currency: str = None,
+                   quote_currency: str = None) -> bool:
     """
     Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the
     quote currency separated by '/' character. If base_currency and/or quote_currency is passed,
@@ -1088,7 +1095,7 @@ def symbol_is_pair(market_symbol: str, base_currency: str = None, quote_currency
             (symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0))
 
 
-def market_is_active(market):
+def market_is_active(market: Dict) -> bool:
     """
     Return True if the market is active.
     """
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index aac501054..34dbca38e 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -265,7 +265,7 @@ class FreqtradeBot:
 
         return used_rate
 
-    def get_trade_stake_amount(self, pair) -> float:
+    def get_trade_stake_amount(self, pair: str) -> float:
         """
         Calculate stake amount for the trade
         :return: float: Stake amount
@@ -539,7 +539,7 @@ class FreqtradeBot:
 
         return True
 
-    def _notify_buy(self, trade: Trade, order_type: str):
+    def _notify_buy(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a buy occured.
         """
@@ -735,7 +735,7 @@ class FreqtradeBot:
 
         return False
 
-    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order):
+    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
         """
         Check to see if stoploss on exchange should be updated
         in case of trailing stoploss on exchange
@@ -758,10 +758,8 @@ class FreqtradeBot:
                                      f"for pair {trade.pair}")
 
                 # Create new stoploss order
-                if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
-                                              rate=trade.stop_loss):
-                    return False
-                else:
+                if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
+                                                  rate=trade.stop_loss):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
@@ -990,7 +988,7 @@ class FreqtradeBot:
 
         self._notify_sell(trade, order_type)
 
-    def _notify_sell(self, trade: Trade, order_type: str):
+    def _notify_sell(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a sell occured.
         """
@@ -1031,7 +1029,7 @@ class FreqtradeBot:
 # Common update trade state methods
 #
 
-    def update_trade_state(self, trade, action_order: dict = None):
+    def update_trade_state(self, trade: Trade, action_order: dict = None) -> None:
         """
         Checks trades with open orders and updates the amount if necessary
         """
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index bcba78cf0..2a981c249 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -6,6 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
+from typing import Any
 from typing.io import IO
 
 import numpy as np
@@ -40,7 +41,7 @@ def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray:
     return dates.dt.to_pydatetime()
 
 
-def file_dump_json(filename: Path, data, is_zip=False) -> None:
+def file_dump_json(filename: Path, data: Any, is_zip: bool = False) -> None:
     """
     Dump JSON data into a file
     :param filename: file to create
@@ -61,7 +62,7 @@ def file_dump_json(filename: Path, data, is_zip=False) -> None:
     logger.debug(f'done json to "{filename}"')
 
 
-def json_load(datafile: IO):
+def json_load(datafile: IO) -> Any:
     """
     load data with rapidjson
     Use this to have a consistent experience,
@@ -125,11 +126,11 @@ def round_dict(d, n):
     return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
 
 
-def plural(num, singular: str, plural: str = None) -> str:
+def plural(num: float, singular: str, plural: str = None) -> str:
     return singular if (num == 1 or num == -1) else plural or singular + 's'
 
 
-def render_template(templatefile: str, arguments: dict = {}):
+def render_template(templatefile: str, arguments: dict = {}) -> str:
 
     from jinja2 import Environment, PackageLoader, select_autoescape
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cdf74f65f..ef493e240 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -9,6 +9,7 @@ from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional
 
+import arrow
 from pandas import DataFrame
 
 from freqtrade.configuration import (TimeRange, remove_credentials,
@@ -24,7 +25,7 @@ from freqtrade.optimize.optimize_reports import (
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 
 logger = logging.getLogger(__name__)
 
@@ -148,7 +149,7 @@ class Backtesting:
             logger.info(f'Dumping backtest results to {recordfilename}')
             file_dump_json(recordfilename, records)
 
-    def _get_ticker_list(self, processed) -> Dict[str, DataFrame]:
+    def _get_ticker_list(self, processed: Dict) -> Dict[str, DataFrame]:
         """
         Helper function to convert a processed tickerlist into a list for performance reasons.
 
@@ -175,7 +176,8 @@ class Backtesting:
             ticker[pair] = [x for x in ticker_data.itertuples()]
         return ticker
 
-    def _get_close_rate(self, sell_row, trade: Trade, sell, trade_dur) -> float:
+    def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple,
+                        trade_dur: int) -> float:
         """
         Get close rate for backtesting result
         """
@@ -280,7 +282,7 @@ class Backtesting:
         return None
 
     def backtest(self, processed: Dict, stake_amount: float,
-                 start_date, end_date,
+                 start_date: arrow.Arrow, end_date: arrow.Arrow,
                  max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
         """
         Implement backtesting functionality
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 525f491f3..841f8b6db 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -117,11 +117,11 @@ class Hyperopt:
         self.print_json = self.config.get('print_json', False)
 
     @staticmethod
-    def get_lock_filename(config) -> str:
+    def get_lock_filename(config: Dict[str, Any]) -> str:
 
         return str(config['user_data_dir'] / 'hyperopt.lock')
 
-    def clean_hyperopt(self):
+    def clean_hyperopt(self) -> None:
         """
         Remove hyperopt pickle files to restart hyperopt.
         """
@@ -158,7 +158,7 @@ class Hyperopt:
                         f"saved to '{self.trials_file}'.")
 
     @staticmethod
-    def _read_trials(trials_file) -> List:
+    def _read_trials(trials_file: Path) -> List:
         """
         Read hyperopt trials file
         """
@@ -189,7 +189,7 @@ class Hyperopt:
         return result
 
     @staticmethod
-    def print_epoch_details(results, total_epochs, print_json: bool,
+    def print_epoch_details(results, total_epochs: int, print_json: bool,
                             no_header: bool = False, header_str: str = None) -> None:
         """
         Display details of the hyperopt result
@@ -218,7 +218,7 @@ class Hyperopt:
             Hyperopt._params_pretty_print(params, 'trailing', "Trailing stop:")
 
     @staticmethod
-    def _params_update_for_json(result_dict, params, space: str):
+    def _params_update_for_json(result_dict, params, space: str) -> None:
         if space in params:
             space_params = Hyperopt._space_params(params, space)
             if space in ['buy', 'sell']:
@@ -235,7 +235,7 @@ class Hyperopt:
                 result_dict.update(space_params)
 
     @staticmethod
-    def _params_pretty_print(params, space: str, header: str):
+    def _params_pretty_print(params, space: str, header: str) -> None:
         if space in params:
             space_params = Hyperopt._space_params(params, space, 5)
             if space == 'stoploss':
@@ -251,7 +251,7 @@ class Hyperopt:
         return round_dict(d, r) if r else d
 
     @staticmethod
-    def is_best_loss(results, current_best_loss) -> bool:
+    def is_best_loss(results, current_best_loss: float) -> bool:
         return results['loss'] < current_best_loss
 
     def print_results(self, results) -> None:
@@ -438,7 +438,7 @@ class Hyperopt:
             random_state=self.random_state,
         )
 
-    def fix_optimizer_models_list(self):
+    def fix_optimizer_models_list(self) -> None:
         """
         WORKAROUND: Since skopt is not actively supported, this resolves problems with skopt
         memory usage, see also: https://github.com/scikit-optimize/scikit-optimize/pull/746
@@ -460,7 +460,7 @@ class Hyperopt:
                         wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
 
     @staticmethod
-    def load_previous_results(trials_file) -> List:
+    def load_previous_results(trials_file: Path) -> List:
         """
         Load data for epochs from the file if we have one
         """
diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index d722e70f5..1ad4da523 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -7,7 +7,7 @@ Provides lists as configured in config.json
 import logging
 from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.exchange import market_is_active
 
@@ -16,7 +16,8 @@ logger = logging.getLogger(__name__)
 
 class IPairList(ABC):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         """
         :param exchange: Exchange instance
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 5d364795d..f16458ca5 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -48,10 +48,10 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        stoploss = None
-        if self._config.get('stoploss') is not None:
+        stoploss = self._config.get('stoploss')
+        if stoploss is not None:
             # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            stoploss = 1 - abs(self._config.get('stoploss'))
+            stoploss = 1 - abs(stoploss)
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
             ticker = tickers.get(p)
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index b3546ebd9..dc02ae251 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -1,6 +1,6 @@
 import logging
 from copy import deepcopy
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -9,7 +9,8 @@ logger = logging.getLogger(__name__)
 
 class PriceFilter(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 4ac9935ba..3b28cb7d1 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -6,7 +6,7 @@ Provides lists as configured in config.json
  """
 import logging
 from datetime import datetime
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
@@ -18,7 +18,7 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 class VolumePairList(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+    def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], pairlistconfig: dict,
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
@@ -77,7 +77,8 @@ class VolumePairList(IPairList):
         else:
             return pairlist
 
-    def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
+    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
+                            base_currency: str, key: str) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
         :param base_currency: base currency as str
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 75116f1e3..5b0046091 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -64,11 +64,11 @@ def init(db_url: str, clean_open_orders: bool = False) -> None:
         clean_dry_run_db()
 
 
-def has_column(columns, searchname: str) -> bool:
+def has_column(columns: List, searchname: str) -> bool:
     return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1
 
 
-def get_column_def(columns, column: str, default: str) -> str:
+def get_column_def(columns: List, column: str, default: str) -> str:
     return default if not has_column(columns, column) else column
 
 
@@ -246,14 +246,15 @@ class Trade(_DECL_BASE):
                                       if self.initial_stop_loss_pct else None),
         }
 
-    def adjust_min_max_rates(self, current_price: float):
+    def adjust_min_max_rates(self, current_price: float) -> None:
         """
         Adjust the max_rate and min_rate.
         """
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
         self.min_rate = min(current_price, self.min_rate or self.open_rate)
 
-    def adjust_stop_loss(self, current_price: float, stoploss: float, initial: bool = False):
+    def adjust_stop_loss(self, current_price: float, stoploss: float,
+                         initial: bool = False) -> None:
         """
         This adjusts the stop loss to it's most recently observed setting
         :param current_price: Current rate the asset is traded
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 5301d762d..943133ed0 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -370,7 +370,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
     return fig
 
 
-def generate_plot_filename(pair, timeframe) -> str:
+def generate_plot_filename(pair: str, timeframe: str) -> str:
     """
     Generate filenames per pair/timeframe to be used for storing plots
     """
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5a844097c..3aec5f9e9 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -25,7 +25,7 @@ class IResolver:
     initial_search_path: Path
 
     @classmethod
-    def build_search_paths(cls, config, user_subdir: Optional[str] = None,
+    def build_search_paths(cls, config: Dict[str, Any], user_subdir: Optional[str] = None,
                            extra_dir: Optional[str] = None) -> List[Path]:
 
         abs_paths: List[Path] = [cls.initial_search_path]
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 9e64f38df..015ba24d9 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -9,7 +9,7 @@ from base64 import urlsafe_b64decode
 from collections import OrderedDict
 from inspect import getfullargspec
 from pathlib import Path
-from typing import Dict, Optional
+from typing import Any, Dict, Optional
 
 from freqtrade.constants import (REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES,
                                  USERPATH_STRATEGY)
@@ -30,7 +30,7 @@ class StrategyResolver(IResolver):
     initial_search_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
     @staticmethod
-    def load_strategy(config: Optional[Dict] = None) -> IStrategy:
+    def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary or None
@@ -96,7 +96,8 @@ class StrategyResolver(IResolver):
         return strategy
 
     @staticmethod
-    def _override_attribute_helper(strategy, config, attribute: str, default):
+    def _override_attribute_helper(strategy, config: Dict[str, Any],
+                                   attribute: str, default: Any):
         """
         Override attributes in the strategy.
         Prevalence:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 41097c211..7f5cfc101 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -139,7 +139,8 @@ class RPC:
                 results.append(trade_dict)
             return results
 
-    def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
+    def _rpc_status_table(self, stake_currency: str,
+                          fiat_display_currency: str) -> Tuple[List, List]:
         trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active trade')
@@ -385,7 +386,7 @@ class RPC:
 
         return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
 
-    def _rpc_forcesell(self, trade_id) -> Dict[str, str]:
+    def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
         """
         Handler for forcesell .
         Sells the given trade at current price
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index f687fe4d1..670275991 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -61,7 +61,7 @@ class RPCManager:
             except NotImplementedError:
                 logger.error(f"Message type {msg['type']} not implemented by handler {mod.name}.")
 
-    def startup_messages(self, config, pairlist) -> None:
+    def startup_messages(self, config: Dict[str, Any], pairlist) -> None:
         if config['dry_run']:
             self.send_msg({
                 'type': RPCMessageType.WARNING_NOTIFICATION,
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 27bc8280e..6e15c5183 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -180,7 +180,7 @@ class IStrategy(ABC):
         if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
             self._pair_locked_until[pair] = until
 
-    def unlock_pair(self, pair) -> None:
+    def unlock_pair(self, pair: str) -> None:
         """
         Unlocks a pair previously locked using lock_pair.
         Not used by freqtrade itself, but intended to be used if users lock pairs
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index c52767162..dd5e34fe6 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -30,24 +30,21 @@ class Wallets:
         self._last_wallet_refresh = 0
         self.update()
 
-    def get_free(self, currency) -> float:
-
+    def get_free(self, currency: str) -> float:
         balance = self._wallets.get(currency)
         if balance and balance.free:
             return balance.free
         else:
             return 0
 
-    def get_used(self, currency) -> float:
-
+    def get_used(self, currency: str) -> float:
         balance = self._wallets.get(currency)
         if balance and balance.used:
             return balance.used
         else:
             return 0
 
-    def get_total(self, currency) -> float:
-
+    def get_total(self, currency: str) -> float:
         balance = self._wallets.get(currency)
         if balance and balance.total:
             return balance.total
@@ -87,7 +84,6 @@ class Wallets:
         self._wallets = _wallets
 
     def _update_live(self) -> None:
-
         balances = self._exchange.get_balances()
 
         for currency in balances:
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 6da04b4a2..64cc97026 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -22,7 +22,7 @@ class Worker:
     Freqtradebot worker class
     """
 
-    def __init__(self, args: Dict[str, Any], config=None) -> None:
+    def __init__(self, args: Dict[str, Any], config: Dict[str, Any] = None) -> None:
         """
         Init all variables and objects the bot needs to work
         """

From 3499f1b85c883a4ff0298d8d83de158a43d158ec Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sun, 2 Feb 2020 08:47:33 +0100
Subject: [PATCH 1090/1495] better readability and more consistent with daily
 sharpe loss method

---
 freqtrade/optimize/hyperopt_loss_sharpe.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_sharpe.py b/freqtrade/optimize/hyperopt_loss_sharpe.py
index 5631a75de..a4ec6f90a 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe.py
@@ -28,18 +28,19 @@ class SharpeHyperOptLoss(IHyperOptLoss):
 
         Uses Sharpe Ratio calculation.
         """
-        total_profit = results.profit_percent
+        total_profit = results["profit_percent"]
         days_period = (max_date - min_date).days
 
         # adding slippage of 0.1% per trade
         total_profit = total_profit - 0.0005
-        expected_yearly_return = total_profit.sum() / days_period
+        expected_returns_mean = total_profit.sum() / days_period
+        up_stdev = np.std(total_profit)
 
         if (np.std(total_profit) != 0.):
-            sharp_ratio = expected_yearly_return / np.std(total_profit) * np.sqrt(365)
+            sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
             sharp_ratio = -20.
 
-        # print(expected_yearly_return, np.std(total_profit), sharp_ratio)
+        # print(expected_returns_mean, up_stdev, sharp_ratio)
         return -sharp_ratio

From d64751687b50e97d3b31d1262f7aeef49fc7aab7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Feb 2020 10:47:44 +0100
Subject: [PATCH 1091/1495] Fix link and lowercase variable

---
 docs/exchanges.md             | 2 +-
 freqtrade/exchange/binance.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 18a9f1cba..3c861ce44 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -23,7 +23,7 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 ## Kraken
 
 !!! Tip "Stoploss on Exchange"
-    Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+    Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
 
 ### Historic Kraken data
 
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 45102359d..875628af9 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -46,8 +46,8 @@ class Binance(Exchange):
         It may work with a limited number of other exchanges, but this has not been tested yet.
         """
         # Limit price threshold: As limit price should always be below stop-price
-        LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        rate = stop_price * LIMIT_PRICE_PCT
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * limit_price_pct
 
         ordertype = "stop_loss_limit"
 

From aeabe1800bd2dbe924f454a0a5121bfb81987b9b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sun, 2 Feb 2020 10:49:00 +0100
Subject: [PATCH 1092/1495] modified two lines from logger.info to logger.debug
 cause they're too spammy

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index aac501054..7d13eacd6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -627,7 +627,7 @@ class FreqtradeBot:
                 self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
 
         if config_ask_strategy.get('use_order_book', False):
-            logger.info('Using order book for selling...')
+            logger.debug(f'Using order book for selling {trade.pair}...')
             # logger.debug('Order book %s',orderBook)
             order_book_min = config_ask_strategy.get('order_book_min', 1)
             order_book_max = config_ask_strategy.get('order_book_max', 1)
@@ -636,7 +636,7 @@ class FreqtradeBot:
 
             for i in range(order_book_min, order_book_max + 1):
                 order_book_rate = order_book['asks'][i - 1][0]
-                logger.info('  order book asks top %s: %0.8f', i, order_book_rate)
+                logger.debug('  order book asks top %s: %0.8f', i, order_book_rate)
                 sell_rate = order_book_rate
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):

From a5e670b4023c2ae50a3441714d607f84ce8b0010 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 18:07:21 +0300
Subject: [PATCH 1093/1495] Add USERPATH_NOTEBOOKS

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 53bc4af53..23a60ed0e 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -23,6 +23,7 @@ MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGY = 'strategies'
+USERPATH_NOTEBOOKS = 'notebooks'
 
 # Soure files with destination directories within user-directory
 USER_DATA_FILES = {
@@ -30,7 +31,7 @@ USER_DATA_FILES = {
     'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
     'sample_hyperopt.py': USERPATH_HYPEROPTS,
-    'strategy_analysis_example.ipynb': 'notebooks',
+    'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
 }
 
 SUPPORTED_FIAT = [

From 3fe39a3e1b3e494cd8ebaff1718e809845a324de Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 18:12:23 +0300
Subject: [PATCH 1094/1495] Rename constant

---
 freqtrade/commands/deploy_commands.py    | 4 ++--
 freqtrade/commands/list_commands.py      | 4 ++--
 freqtrade/constants.py                   | 4 ++--
 freqtrade/resolvers/strategy_resolver.py | 6 +++---
 4 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 99ae63244..e0935f0e5 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -6,7 +6,7 @@ from typing import Any, Dict
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import (copy_sample_files,
                                                           create_userdata_dir)
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
+from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template
 from freqtrade.state import RunMode
@@ -57,7 +57,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         if args["strategy"] == "DefaultStrategy":
             raise OperationalException("DefaultStrategy is not allowed as name.")
 
-        new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
+        new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args["strategy"] + ".py")
 
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 022822782..9fe66783d 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -9,7 +9,7 @@ import rapidjson
 from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import USERPATH_STRATEGY
+from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
                                 market_is_active, symbol_is_pair)
@@ -42,7 +42,7 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
+    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
     strategies = StrategyResolver.search_all_objects(directory)
     # Sort alphabetically
     strategies = sorted(strategies, key=lambda x: x['name'])
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 23a60ed0e..efdd6cc0e 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -22,12 +22,12 @@ DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
 USERPATH_HYPEROPTS = 'hyperopts'
-USERPATH_STRATEGY = 'strategies'
+USERPATH_STRATEGIES = 'strategies'
 USERPATH_NOTEBOOKS = 'notebooks'
 
 # Soure files with destination directories within user-directory
 USER_DATA_FILES = {
-    'sample_strategy.py': USERPATH_STRATEGY,
+    'sample_strategy.py': USERPATH_STRATEGIES,
     'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
     'sample_hyperopt.py': USERPATH_HYPEROPTS,
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 9e64f38df..7f28bd2e6 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -12,7 +12,7 @@ from pathlib import Path
 from typing import Dict, Optional
 
 from freqtrade.constants import (REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES,
-                                 USERPATH_STRATEGY)
+                                 USERPATH_STRATEGIES)
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy.interface import IStrategy
@@ -26,7 +26,7 @@ class StrategyResolver(IResolver):
     """
     object_type = IStrategy
     object_type_str = "Strategy"
-    user_subdir = USERPATH_STRATEGY
+    user_subdir = USERPATH_STRATEGIES
     initial_search_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
     @staticmethod
@@ -140,7 +140,7 @@ class StrategyResolver(IResolver):
         """
 
         abs_paths = StrategyResolver.build_search_paths(config,
-                                                        user_subdir=USERPATH_STRATEGY,
+                                                        user_subdir=USERPATH_STRATEGIES,
                                                         extra_dir=extra_dir)
 
         if ":" in strategy_name:

From 857eb5ff6994cd3a5c8765cf6d43b5b01be1dc3c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 18:48:29 +0300
Subject: [PATCH 1095/1495] Add list-hyperopts command

---
 freqtrade/commands/__init__.py      |  1 +
 freqtrade/commands/arguments.py     | 18 +++++++++++++++---
 freqtrade/commands/list_commands.py | 22 +++++++++++++++++++++-
 3 files changed, 37 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 990c1107a..17723715e 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -14,6 +14,7 @@ from freqtrade.commands.deploy_commands import (start_create_userdir,
 from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
                                                   start_hyperopt_show)
 from freqtrade.commands.list_commands import (start_list_exchanges,
+                                              start_list_hyperopts,
                                               start_list_markets,
                                               start_list_strategies,
                                               start_list_timeframes)
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 724814554..0995c89c4 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -32,6 +32,8 @@ ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
 ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
 
+ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column"]
+
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 
 ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
@@ -132,9 +134,10 @@ class Arguments:
 
         from freqtrade.commands import (start_create_userdir, start_download_data,
                                         start_hyperopt_list, start_hyperopt_show,
-                                        start_list_exchanges, start_list_markets,
-                                        start_list_strategies, start_new_hyperopt,
-                                        start_new_strategy, start_list_timeframes,
+                                        start_list_exchanges, start_list_hyperopts,
+                                        start_list_markets, start_list_strategies,
+                                        start_list_timeframes,
+                                        start_new_hyperopt, start_new_strategy,
                                         start_plot_dataframe, start_plot_profit,
                                         start_backtesting, start_hyperopt, start_edge,
                                         start_test_pairlist, start_trading)
@@ -198,6 +201,15 @@ class Arguments:
         list_strategies_cmd.set_defaults(func=start_list_strategies)
         self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
 
+        # Add list-hyperopts subcommand
+        list_hyperopts_cmd = subparsers.add_parser(
+            'list-hyperopts',
+            help='Print available hyperopt classes.',
+            parents=[_common_parser],
+        )
+        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
+        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
+
         # Add list-exchanges subcommand
         list_exchanges_cmd = subparsers.add_parser(
             'list-exchanges',
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 9fe66783d..f2b6bf995 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -38,7 +38,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
     """
-    Print Strategies available in a directory
+    Print files with Strategy custom classes available in the directory
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -54,6 +54,26 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
 
 
+def start_list_hyperopts(args: Dict[str, Any]) -> None:
+    """
+    Print files with HyperOpt custom classes available in the directory
+    """
+    from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
+    hyperopts = HyperOptResolver.search_all_objects(directory)
+    # Sort alphabetically
+    hyperopts = sorted(hyperopts, key=lambda x: x['name'])
+    hyperopts_to_print = [{'name': s['name'], 'location': s['location'].name} for s in hyperopts]
+
+    if args['print_one_column']:
+        print('\n'.join([s['name'] for s in hyperopts]))
+    else:
+        print(tabulate(hyperopts_to_print, headers='keys', tablefmt='pipe'))
+
+
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
     Print ticker intervals (timeframes) available on Exchange

From 505648fb661ea792d555ece1355e241079e9af82 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 18:56:54 +0300
Subject: [PATCH 1096/1495] Adjust docs

---
 docs/utils.md | 51 ++++++++++++++++++++++++++++++++++++++++++++++-----
 1 file changed, 46 insertions(+), 5 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 18deeac54..b0559f9cc 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -108,9 +108,9 @@ With custom user directory
 freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
 ```
 
-## List Strategies
+## List Strategies and List Hyperopts
 
-Use the `list-strategies` subcommand to see all strategies in one particular directory.
+Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
 
 ```
 freqtrade list-strategies --help
@@ -133,22 +133,63 @@ Common arguments:
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 ```
+```
+freqtrade list-hyperopts --help
+usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                [-d PATH] [--userdir PATH]
+                                [--hyperopt-path PATH] [-1]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
+                        Hyperopt Loss functions.
+  -1, --one-column      Print output in one column.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
 
 !!! Warning
-    Using this command will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
+    Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
 
-Example: search default strategy directory within userdir
+Example: Search default strategies and hyperopts directories (within the default userdir).
+
+``` bash
+freqtrade list-strategies
+freqtrade list-hyperopts
+```
+
+Example: Search strategies and hyperopts directory within the userdir.
 
 ``` bash
 freqtrade list-strategies --userdir ~/.freqtrade/
+freqtrade list-hyperopts --userdir ~/.freqtrade/
 ```
 
-Example: search dedicated strategy path
+Example: Search dedicated strategy path.
 
 ``` bash
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```
 
+Example: Search dedicated hyperopt path.
+
+``` bash
+freqtrade list-hyperopt --hyperopt-path ~/.freqtrade/hyperopts/
+```
+
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.

From cd0534efcc1a0fa7d748508d22fff7972b643be2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 19:13:17 +0300
Subject: [PATCH 1097/1495] Add test

---
 tests/commands/test_commands.py | 36 ++++++++++++++++++++++++++++++++-
 1 file changed, 35 insertions(+), 1 deletion(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 65d7f6eaf..c59799190 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -7,7 +7,8 @@ import pytest
 from freqtrade.commands import (start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show,
                                 start_list_exchanges, start_list_markets,
-                                start_list_strategies, start_list_timeframes,
+                                start_list_hyperopts, start_list_strategies,
+                                start_list_timeframes,
                                 start_new_hyperopt, start_new_strategy,
                                 start_test_pairlist, start_trading)
 from freqtrade.configuration import setup_utils_configuration
@@ -665,6 +666,39 @@ def test_start_list_strategies(mocker, caplog, capsys):
     assert "DefaultStrategy" in captured.out
 
 
+def test_start_list_hyperopts(mocker, caplog, capsys):
+
+    args = [
+        "list-hyperopts",
+        "--hyperopt-path",
+        str(Path(__file__).parent.parent / "optimize"),
+        "-1"
+    ]
+    pargs = get_args(args)
+    # pargs['config'] = None
+    start_list_hyperopts(pargs)
+    captured = capsys.readouterr()
+    assert "TestHyperoptLegacy" not in captured.out
+    assert "legacy_hyperopt.py" not in captured.out
+    assert "DefaultHyperOpt" in captured.out
+    assert "test_hyperopt.py" not in captured.out
+
+    # Test regular output
+    args = [
+        "list-hyperopts",
+        "--hyperopt-path",
+        str(Path(__file__).parent.parent / "optimize"),
+    ]
+    pargs = get_args(args)
+    # pargs['config'] = None
+    start_list_hyperopts(pargs)
+    captured = capsys.readouterr()
+    assert "TestHyperoptLegacy" not in captured.out
+    assert "legacy_hyperopt.py" not in captured.out
+    assert "DefaultHyperOpt" in captured.out
+    assert "test_hyperopt.py" in captured.out
+
+
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     patch_exchange(mocker, mock_markets=True)
     mocker.patch.multiple('freqtrade.exchange.Exchange',

From d12e03e50d30c13f57e5fa661ebf78d388051310 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 20:01:25 +0300
Subject: [PATCH 1098/1495] Fix test inconsistency in test_freqtradebot.py

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5f16894ab..f334e4eb0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1145,11 +1145,11 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # Should not create new order
     trade.stoploss_order_id = None
     trade.is_open = False
-    stoploss_limit.reset_mock()
+    stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.get_order')
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert stoploss_limit.call_count == 0
+    assert stoploss.call_count == 0
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,

From 84156879f6e96e18e6e60589bc2f45d2bb989261 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 2 Feb 2020 20:11:42 +0300
Subject: [PATCH 1099/1495] Fix NO_CONF_REQUIRED for list-hyperopts

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

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 0995c89c4..1931a51be 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -66,8 +66,8 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["download-data", "list-timeframes", "list-markets", "list-pairs",
-                    "list-strategies", "hyperopt-list", "hyperopt-show", "plot-dataframe",
-                    "plot-profit"]
+                    "list-strategies", "list-hyperopts", "hyperopt-list", "hyperopt-show",
+                    "plot-dataframe", "plot-profit"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 

From 2b69e7830d89d9b8ae164511c5b14923ce99080a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Feb 2020 20:02:38 +0100
Subject: [PATCH 1100/1495] Fix failing CI test

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5f16894ab..f334e4eb0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1145,11 +1145,11 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # Should not create new order
     trade.stoploss_order_id = None
     trade.is_open = False
-    stoploss_limit.reset_mock()
+    stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.get_order')
-    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert stoploss_limit.call_count == 0
+    assert stoploss.call_count == 0
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,

From 537596001e5c4ff030855327095992c48d205724 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 3 Feb 2020 06:20:01 +0300
Subject: [PATCH 1101/1495] Allow derived strategies

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

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5a844097c..53d08d387 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -61,7 +61,8 @@ class IResolver:
 
         valid_objects_gen = (
             obj for name, obj in inspect.getmembers(module, inspect.isclass)
-            if (object_name is None or object_name == name) and cls.object_type in obj.__bases__
+            if ((object_name is None or object_name == name) and
+                issubclass(obj, cls.object_type) and obj is not cls.object_type)
         )
         return valid_objects_gen
 

From c8960ab62893dfcbc15ab6d5cab82ac179908c3d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Feb 2020 06:50:07 +0100
Subject: [PATCH 1102/1495] Only run coveralls once

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index c838baced..8dd61a602 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -68,7 +68,7 @@ jobs:
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
 
     - name: Coveralls
-      if: startsWith(matrix.os, 'ubuntu')
+      if: (startsWith(matrix.os, 'ubuntu') && matrix.os == '3.8')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu

From d0506a643571e74a99a309028403c27bfdf426a3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Feb 2020 07:01:07 +0100
Subject: [PATCH 1103/1495] Use correct matrix variable

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 8dd61a602..05d151a88 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -68,7 +68,7 @@ jobs:
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
 
     - name: Coveralls
-      if: (startsWith(matrix.os, 'ubuntu') && matrix.os == '3.8')
+      if: (startsWith(matrix.os, 'ubuntu') && matrix.python-version == '3.8')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu

From df249c7c03051ff499e8688e6044990d1100d11c Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 3 Feb 2020 09:37:50 +0300
Subject: [PATCH 1104/1495] Remove unclear comment

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f7bfb0ee1..ede7156a1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -25,8 +25,6 @@ from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts
 
 
-# Should probably use typing.Literal when we switch to python 3.8+
-# CcxtModuleType = Literal[ccxt, ccxt_async]
 CcxtModuleType = Any
 
 

From 7b8e6653235d7607bef3e5fb71f08a57bded9571 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 3 Feb 2020 08:01:28 +0000
Subject: [PATCH 1105/1495] Bump jinja2 from 2.10.3 to 2.11.1

Bumps [jinja2](https://github.com/pallets/jinja) from 2.10.3 to 2.11.1.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/master/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/2.10.3...2.11.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e4fe54721..48ba794cb 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -12,7 +12,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.17
 tabulate==0.8.6
 coinmarketcap==5.0.3
-jinja2==2.10.3
+jinja2==2.11.1
 
 # find first, C search in arrays
 py_find_1st==1.1.4

From bc2ae3e88de22634a3c66b9d9f41349d1ef826c0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 3 Feb 2020 08:02:21 +0000
Subject: [PATCH 1106/1495] Bump pytest from 5.3.4 to 5.3.5

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.4 to 5.3.5.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.4...5.3.5)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 6330d93e5..268c5f777 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
 mypy==0.761
-pytest==5.3.4
+pytest==5.3.5
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==2.0.0

From 401748e9a73757bdf6c04c382b656d901474dfc5 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 3 Feb 2020 08:02:54 +0000
Subject: [PATCH 1107/1495] Bump ccxt from 1.21.91 to 1.22.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.91 to 1.22.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.91...1.22.30)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e4fe54721..5f6557161 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.91
+ccxt==1.22.30
 SQLAlchemy==1.3.13
 python-telegram-bot==12.3.0
 arrow==0.15.5

From 3938418ad51a7c8dd794b5467a4c61b2e8086c99 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 3 Feb 2020 08:03:21 +0000
Subject: [PATCH 1108/1495] Bump scikit-optimize from 0.5.2 to 0.7.1

Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.5.2 to 0.7.1.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.5.2...v0.7.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 43cad1a0e..202806cef 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.4.1
 scikit-learn==0.22.1
-scikit-optimize==0.5.2
+scikit-optimize==0.7.1
 filelock==3.0.12
 joblib==0.14.1

From d5f704009ffd7fd428201f6432110c344014fd4e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 3 Feb 2020 08:03:45 +0000
Subject: [PATCH 1109/1495] Bump pandas from 0.25.3 to 1.0.0

Bumps [pandas](https://github.com/pandas-dev/pandas) from 0.25.3 to 1.0.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v0.25.3...v1.0.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index c7dd07ee4..21be02a87 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.1
-pandas==0.25.3
+pandas==1.0.0

From f6c09160ab1afda16e0c22acbac7c8b7b608744f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Feb 2020 15:17:36 +0100
Subject: [PATCH 1110/1495] make sure asyncio_loop is not initialized within
 ccxt code

---
 tests/exchange/test_exchange.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 7064d76e1..1121bb035 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -76,9 +76,11 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     caplog.set_level(logging.INFO)
     conf = copy.deepcopy(default_conf)
-    conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
+    conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True, 'asyncio_loop': True}
     ex = Exchange(conf)
-    assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog)
+    assert log_has(
+        "Applying additional ccxt config: {'aiohttp_trust_env': True, 'asyncio_loop': True}",
+        caplog)
     assert ex._api_async.aiohttp_trust_env
     assert not ex._api.aiohttp_trust_env
 
@@ -86,6 +88,8 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     caplog.clear()
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
+    conf['exchange']['ccxt_async_config'] = {'asyncio_loop': True}
+
     ex = Exchange(conf)
     assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog)
     assert not ex._api_async.aiohttp_trust_env

From 684cb54992777d9c7e105033ee1d4d5d918590ee Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 3 Feb 2020 17:17:46 +0300
Subject: [PATCH 1111/1495] Add pair to exception msg

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a8df4c1bb..c1999b6fa 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -736,10 +736,11 @@ class Exchange:
                 f'Exchange {self._api.name} does not support fetching historical candlestick data.'
                 f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(f'Could not load ticker history due to {e.__class__.__name__}. '
-                                 f'Message: {e}') from e
+            raise TemporaryError(f'Could not load ticker history for pair {pair} due to '
+                                 f'{e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(f'Could not fetch ticker data. Msg: {e}') from e
+            raise OperationalException(f'Could not fetch ticker data for pair {pair}. '
+                                       f'Msg: {e}') from e
 
     @retrier_async
     async def _async_fetch_trades(self, pair: str,

From cbabc295c7c82bb70f7544337f27e9041e982b8b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Feb 2020 20:25:43 +0100
Subject: [PATCH 1112/1495] Don't convert to datetime - but convert to
 datetime64 instead

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

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index ef1280fa4..6b86d9c1f 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -163,8 +163,8 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.exit_type == trade.sell_reason
-        assert arrow.get(res.open_time) == _get_frame_time_from_offset(trade.open_tick)
-        assert arrow.get(res.close_time) == _get_frame_time_from_offset(trade.close_tick)
+        assert res.open_time == np.datetime64(_get_frame_time_from_offset(trade.open_tick))
+        assert res.close_time == np.datetime64(_get_frame_time_from_offset(trade.close_tick))
 
 
 def test_adjust(mocker, edge_conf):

From ffb53a6df5201326fdc65b1b4d15b21ecea2b3ce Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 3 Feb 2020 23:08:35 +0300
Subject: [PATCH 1113/1495] get rid of typing.cast()

---
 freqtrade/commands/data_commands.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index aeb598009..ddc2ca25b 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -1,6 +1,6 @@
 import logging
 import sys
-from typing import Any, Dict, List, cast
+from typing import Any, Dict, List
 
 import arrow
 
@@ -43,18 +43,18 @@ def start_download_data(args: Dict[str, Any]) -> None:
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
                 exchange, pairs=config["pairs"], datadir=config['datadir'],
-                timerange=timerange, erase=cast(bool, config.get("erase")))
+                timerange=timerange, erase=bool(config.get("erase")))
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
                 pairs=config["pairs"], timeframes=config["timeframes"],
                 datadir=config['datadir'], timerange=timerange,
-                erase=cast(bool, config.get("erase")))
+                erase=bool(config.get("erase")))
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=config["pairs"], timeframes=config["timeframes"],
                 datadir=config['datadir'], timerange=timerange,
-                erase=cast(bool, config.get("erase")))
+                erase=bool(config.get("erase")))
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")

From 91b4c9668cb019892c79bf47b30d9850a2a32f73 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 4 Feb 2020 01:57:24 +0100
Subject: [PATCH 1114/1495] More consistency changes...

---
 freqtrade/freqtradebot.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1a9cbfa64..e51b3d550 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -427,23 +427,23 @@ class FreqtradeBot:
         Checks depth of market before executing a buy
         """
         conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
-        logger.info('checking depth of market for %s', pair)
+        logger.info(f"Checking depth of market for {pair} ...")
         order_book = self.exchange.get_order_book(pair, 1000)
         order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
         order_book_bids = order_book_data_frame['b_size'].sum()
         order_book_asks = order_book_data_frame['a_size'].sum()
         bids_ask_delta = order_book_bids / order_book_asks
         logger.info(
-            f"bids: {order_book_bids}, asks: {order_book_asks}, delta: {bids_ask_delta}, "
-            f"askprice: {order_book['asks'][0][0]}, bidprice: {order_book['bids'][0][0]}, "
-            f"immediate ask quantity: {order_book['asks'][0][1]}, "
-            f"immediate bid quantity: {order_book['bids'][0][1]}",
+            f"Bids: {order_book_bids}, Asks: {order_book_asks}, Delta: {bids_ask_delta}, "
+            f"Bid Price: {order_book['bids'][0][0]}, Ask Price: {order_book['asks'][0][0]}, "
+            f"Immediate Bid Quantity: {order_book['bids'][0][1]}, "
+            f"Immediate Ask Quantity: {order_book['asks'][0][1]}."
         )
         if bids_ask_delta >= conf_bids_to_ask_delta:
-            logger.info('bids to ask delta DOES satisfy condition.')
+            logger.info(f"Bids to asks delta for {pair} DOES satisfy condition.")
             return True
         else:
-            logger.info(f"bids to ask delta for {pair} does not satisfy condition.")
+            logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:

From a707aeb3d01b223340ff8ebce02716bfe6777b3d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Feb 2020 07:00:53 +0100
Subject: [PATCH 1115/1495] Fix implementation of rolling_max

---
 freqtrade/vendor/qtpylib/indicators.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py
index b3b2ac533..bef140396 100644
--- a/freqtrade/vendor/qtpylib/indicators.py
+++ b/freqtrade/vendor/qtpylib/indicators.py
@@ -288,9 +288,9 @@ def rolling_min(series, window=14, min_periods=None):
 def rolling_max(series, window=14, min_periods=None):
     min_periods = window if min_periods is None else min_periods
     try:
-        return series.rolling(window=window, min_periods=min_periods).min()
+        return series.rolling(window=window, min_periods=min_periods).max()
     except Exception as e:  # noqa: F841
-        return pd.Series(series).rolling(window=window, min_periods=min_periods).min()
+        return pd.Series(series).rolling(window=window, min_periods=min_periods).max()
 
 
 # ---------------------------------------------

From aa54fd2251f6144a6c76df33585fa59b4b4886c4 Mon Sep 17 00:00:00 2001
From: untoreh 
Date: Mon, 3 Feb 2020 07:44:17 +0100
Subject: [PATCH 1116/1495] - added spread filter - minimum value to volume
 pairlist

---
 config_full.json.example             |  4 +-
 docs/configuration.md                |  6 +++
 freqtrade/constants.py               |  3 +-
 freqtrade/pairlist/SpreadFilter.py   | 59 ++++++++++++++++++++++++++++
 freqtrade/pairlist/VolumePairList.py |  8 +++-
 tests/conftest.py                    | 47 ++++++++++++++++++++++
 tests/pairlist/test_pairlist.py      | 10 ++++-
 7 files changed, 132 insertions(+), 5 deletions(-)
 create mode 100644 freqtrade/pairlist/SpreadFilter.py

diff --git a/config_full.json.example b/config_full.json.example
index 82d8bd04a..9f09d2247 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -62,8 +62,8 @@
             "refresh_period": 1800
         },
         {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01
-        }
+        {"method": "PriceFilter", "low_price_ratio": 0.01},
+        {"method": "SpreadFilter", "max_spread_ratio": 0.005}
     ],
     "exchange": {
         "name": "bittrex",
diff --git a/docs/configuration.md b/docs/configuration.md
index fe692eacb..17b9a82c5 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -503,6 +503,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
 * [`VolumePairList`](#volume-pair-list)
 * [`PrecisionFilter`](#precision-filter)
 * [`PriceFilter`](#price-pair-filter)
+* [`SpreadFilter`](#spread-filter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
@@ -551,6 +552,11 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.
 
 These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
 
+#### Spread Filter
+Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+Example:
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` 
+
 ### Full Pairlist example
 
 The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 53bc4af53..56876e2c9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -17,7 +17,8 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
+                       'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
new file mode 100644
index 000000000..9361837cc
--- /dev/null
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -0,0 +1,59 @@
+import logging
+from copy import deepcopy
+from typing import Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+logger = logging.getLogger(__name__)
+
+
+class SpreadFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with ask/bid diff above "
+                f"{self._max_spread_ratio * 100}%.")
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        # Copy list since we're modifying this list
+
+        spread = None
+        for p in deepcopy(pairlist):
+            ticker = tickers.get(p)
+            assert ticker is not None
+            if 'bid' in ticker and 'ask' in ticker:
+                spread = 1 - ticker['bid'] / ticker['ask']
+                if not ticker or spread > self._max_spread_ratio:
+                    logger.info(f"Removed {ticker['symbol']} from whitelist, "
+                                f"because spread {spread * 100:.3f}% >"
+                                f"{self._max_spread_ratio * 100}%")
+                    pairlist.remove(p)
+            else:
+                pairlist.remove(p)
+
+        return pairlist
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 4ac9935ba..3f31f5523 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -28,6 +28,7 @@ class VolumePairList(IPairList):
                 'for "pairlist.config.number_assets"')
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
+        self._min_value = self._pairlistconfig.get('min_value', 0)
         self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
 
         if not self._exchange.exchange_has('fetchTickers'):
@@ -73,11 +74,13 @@ class VolumePairList(IPairList):
                                             tickers,
                                             self._config['stake_currency'],
                                             self._sort_key,
+                                            self._min_value
                                             )
         else:
             return pairlist
 
-    def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
+    def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str,
+                            key: str, min_val: int) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
         :param base_currency: base currency as str
@@ -96,6 +99,9 @@ class VolumePairList(IPairList):
             # If other pairlist is in front, use the incomming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        if min_val > 0:
+            filtered_tickers = list(filter(lambda t: t[key] > min_val, filtered_tickers))
+
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
 
         # Validate whitelist to only have active market pairs
diff --git a/tests/conftest.py b/tests/conftest.py
index 395388f73..e897dbccd 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -640,6 +640,31 @@ def shitcoinmarkets(markets):
             },
             'info': {},
         },
+        'NANO/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "NANOUSDT",
+            "symbol": "NANO/USDT",
+            "base": "NANO",
+            "quote": "USDT",
+            "baseId": "NANO",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+        },
         })
     return shitmarkets
 
@@ -1114,6 +1139,28 @@ def tickers():
             'quoteVolume': 1154.19266394,
             'info': {}
         },
+        "NANO/USDT": {
+            "symbol": "NANO/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": 0.7519,
+            "low": 0.7154,
+            "bid": 0.7305,
+            "bidVolume": 300.3,
+            "ask": 0.7342,
+            "askVolume": 15.14,
+            "vwap": 0.73645591,
+            "open": 0.7154,
+            "close": 0.7342,
+            "last": 0.7342,
+            "previousClose": 0.7189,
+            "change": 0.0188,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 439472.44,
+            "quoteVolume": 323652.075405,
+            "info": {}
+        },
     })
 
 
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index ac4cbc813..b8a4be037 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -141,7 +141,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
         "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "USDT", ['ETH/USDT']),
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
     # No pair for ETH ...
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
@@ -160,6 +160,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}
       ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+    # HOT and XRP are removed because below 1250 quoteVolume
+    ([{"method": "VolumePairList", "number_assets": 5,
+       "sort_key": "quoteVolume", "min_value": 1250}],
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
     # StaticPairlist Only
     ([{"method": "StaticPairList"},
       ], "BTC", ['ETH/BTC', 'TKN/BTC']),
@@ -167,6 +171,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       ], "BTC", ['TKN/BTC', 'ETH/BTC']),
+    # SpreadFilter
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "SpreadFilter", "max_spread": 0.005}
+      ], "USDT", ['ETH/USDT']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,

From 6866f6389d45bccf7a261a0f4b3e6362cadb7a0a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Feb 2020 20:41:13 +0100
Subject: [PATCH 1117/1495] Fix merge-error

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

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index af6760197..e50dafb63 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -80,7 +80,7 @@ class VolumePairList(IPairList):
             return pairlist
 
     def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
-                            base_currency: str, key: str) -> List[str]:
+                            base_currency: str, key: str, min_val: int) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
         :param base_currency: base currency as str

From 586cbc750c711ccf8b9bcaa6836be5f8b89d91f3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Feb 2020 06:45:11 +0100
Subject: [PATCH 1118/1495] Add considerations for dry-run

---
 docs/configuration.md | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index 4ed8bbd0c..72e12f066 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -608,6 +608,14 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 !!! Note
     A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
 
+### Considerations for dry-run
+
+* API-Keys may or may not be provided. Only Read-Only operations on the exchange are performed in dry-run mode.
+* Wallets (`/balance`) will be simulated.
+* Orders will be simulated, and will not be posted to the exchange
+* In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
+* Open orders (not Trades!) are reset on bot restart.
+
 ## Switch to production mode
 
 In production mode, the bot will engage your money. Be careful, since a wrong

From 9639ffb14052f72dd3dc37820c79a8fdf6212bb1 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Thu, 6 Feb 2020 06:49:08 +0100
Subject: [PATCH 1119/1495] added daily sharpe ratio hyperopt loss method, ty
 @djacky (#2826)

* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias 
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/bot-usage.md                             |  4 +-
 docs/hyperopt.md                              | 38 ++++++------
 freqtrade/commands/cli_options.py             |  2 +-
 .../optimize/hyperopt_loss_sharpe_daily.py    | 61 +++++++++++++++++++
 tests/optimize/test_hyperopt.py               | 26 +++++++-
 5 files changed, 110 insertions(+), 21 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_loss_sharpe_daily.py

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index e856755d2..56e6008a1 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -337,8 +337,8 @@ optional arguments:
                         generate completely different results, since the
                         target for optimization is different. Built-in
                         Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
-                        `DefaultHyperOptLoss`).
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
+                        SharpeHyperOptLossDaily (default: `DefaultHyperOptLoss`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index f399fe816..3e10f66da 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -57,12 +57,12 @@ Rarely you may also need to override:
 !!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
     You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything (i.e. without creation of a "complete" Hyperopt class with dimensions, parameters, triggers and guards, as described in this document) from the default hyperopt template by relying on your strategy to do most of the calculations.
 
-    ``` python
+    ```python
     # Have a working strategy at hand.
     freqtrade new-hyperopt --hyperopt EmptyHyperopt
 
     freqtrade hyperopt --hyperopt EmptyHyperopt --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
-    ``` 
+    ```
 
 ### 1. Install a Custom Hyperopt File
 
@@ -75,8 +75,8 @@ Copy the file `user_data/hyperopts/sample_hyperopt.py` into `user_data/hyperopts
 
 There are two places you need to change in your hyperopt file to add a new buy hyperopt for testing:
 
-- Inside `indicator_space()` - the parameters hyperopt shall be optimizing.
-- Inside `populate_buy_trend()` - applying the parameters.
+* Inside `indicator_space()` - the parameters hyperopt shall be optimizing.
+* Inside `populate_buy_trend()` - applying the parameters.
 
 There you have two different types of indicators: 1. `guards` and 2. `triggers`.
 
@@ -141,7 +141,7 @@ one we call `trigger` and use it to decide which buy trigger we want to use.
 
 So let's write the buy strategy using these values:
 
-``` python
+```python
         def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
             conditions = []
             # GUARDS AND TRENDS
@@ -192,6 +192,7 @@ Currently, the following loss functions are builtin:
 * `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function)
 * `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
 * `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns)
+* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on daily trade returns)
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
@@ -206,7 +207,7 @@ We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 freqtrade hyperopt --config config.json --hyperopt  -e 5000 --spaces all
 ```
 
-Use  `` as the name of the custom hyperopt used.
+Use `` as the name of the custom hyperopt used.
 
 The `-e` option will set how many evaluations hyperopt will do. We recommend
 running at least several thousand evaluations.
@@ -265,23 +266,23 @@ The default Hyperopt Search Space, used when no `--space` command line option is
 
 ### Position stacking and disabling max market positions
 
-In some situations, you may need to run Hyperopt (and Backtesting) with the 
+In some situations, you may need to run Hyperopt (and Backtesting) with the
 `--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
 
 By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
-open trade is allowed for every traded pair. The total number of trades open for all pairs 
+open trade is allowed for every traded pair. The total number of trades open for all pairs
 is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
 some potential trades to be hidden (or masked) by previosly open trades.
 
 The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
-while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades` 
+while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
 during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
 number).
 
 !!! Note
     Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
 
-You can also enable position stacking in the configuration file by explicitly setting 
+You can also enable position stacking in the configuration file by explicitly setting
 `"position_stacking"=true`.
 
 ### Reproducible results
@@ -323,7 +324,7 @@ method, what those values match to.
 
 So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
 
-``` python
+```python
 (dataframe['rsi'] < 29.0)
 ```
 
@@ -372,18 +373,19 @@ In order to use this best ROI table found by Hyperopt in backtesting and for liv
         118: 0
     }
 ```
+
 As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file.
 
 #### Default ROI Search Space
 
 If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
 
-| # step | 1m |  | 5m |  | 1h |  | 1d |  |
-|---|---|---|---|---|---|---|---|---|
-| 1 | 0 | 0.01161...0.11992 | 0 | 0.03...0.31 | 0 | 0.06883...0.71124 | 0 | 0.12178...1.25835 |
-| 2 | 2...8 | 0.00774...0.04255 | 10...40 | 0.02...0.11 | 120...480 | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
-| 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
-| 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 |
+| # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
+| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
+| 1      | 0      | 0.01161...0.11992 | 0        | 0.03...0.31 | 0          | 0.06883...0.71124 | 0            | 0.12178...1.25835 |
+| 2      | 2...8  | 0.00774...0.04255 | 10...40  | 0.02...0.11 | 120...480  | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
+| 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
+| 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the ticker interval used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the ticker interval used.
 
@@ -416,6 +418,7 @@ In order to use this best stoploss value found by Hyperopt in backtesting and fo
     # This attribute will be overridden if the config file contains "stoploss"
     stoploss = -0.27996
 ```
+
 As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file.
 
 #### Default Stoploss Search Space
@@ -452,6 +455,7 @@ In order to use these best trailing stop parameters found by Hyperopt in backtes
     trailing_stop_positive_offset = 0.06038
     trailing_only_offset_is_reached = True
 ```
+
 As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
 
 #### Default Trailing Stop Search Space
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 490f26cfa..6d8d13129 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -256,7 +256,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
         '(default: `%(default)s`).',
         metavar='NAME',
         default=constants.DEFAULT_HYPEROPT_LOSS,
diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
new file mode 100644
index 000000000..d8ea3c5fe
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -0,0 +1,61 @@
+"""
+SharpeHyperOptLossDaily
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+import math
+from datetime import datetime
+
+from pandas import DataFrame, date_range
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class SharpeHyperOptLossDaily(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sharpe Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sharpe Ratio calculation.
+        """
+        resample_freq = '1D'
+        slippage_per_trade_ratio = 0.0005
+        days_in_year = 365
+        annual_risk_free_rate = 0.0
+        risk_free_rate = annual_risk_free_rate / days_in_year
+
+        # apply slippage per trade to profit_percent
+        results.loc[:, 'profit_percent_after_slippage'] = \
+            results['profit_percent'] - slippage_per_trade_ratio
+
+        # create the index within the min_date and end max_date
+        t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
+
+        sum_daily = (
+            results.resample(resample_freq, on='close_time').agg(
+                {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
+        )
+
+        total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        expected_returns_mean = total_profit.mean()
+        up_stdev = total_profit.std()
+
+        if (up_stdev != 0.):
+            sharp_ratio = expected_returns_mean / up_stdev * math.sqrt(days_in_year)
+        else:
+            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            sharp_ratio = -20.
+
+        # print(t_index, sum_daily, total_profit)
+        # print(risk_free_rate, expected_returns_mean, up_stdev, sharp_ratio)
+        return -sharp_ratio
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 69d110649..b3356bd6d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -42,7 +42,13 @@ def hyperopt_results():
             'profit_percent': [-0.1, 0.2, 0.3],
             'profit_abs': [-0.2, 0.4, 0.6],
             'trade_duration': [10, 30, 10],
-            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI]
+            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
+            'close_time':
+            [
+                datetime(2019, 1, 1, 9, 26, 3, 478039),
+                datetime(2019, 2, 1, 9, 26, 3, 478039),
+                datetime(2019, 3, 1, 9, 26, 3, 478039)
+            ]
         }
     )
 
@@ -336,6 +342,24 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
     assert under > correct
 
 
+def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
 def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
     results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2

From 5b00eaa42df93ccd583699b98f7d44e43596423c Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Thu, 6 Feb 2020 06:58:58 +0100
Subject: [PATCH 1120/1495] Updated Strategy Summary table to match other
 backtesting tables (#2864)

---
 docs/backtesting.md                     |  4 ++--
 freqtrade/optimize/backtesting.py       |  2 +-
 freqtrade/optimize/optimize_reports.py  |  6 +++---
 tests/optimize/test_optimize_reports.py | 12 ++++++------
 4 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 41428085d..2abb32ca0 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -237,8 +237,8 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
 
 ```
-=========================================================== Strategy Summary ===========================================================
-| Strategy    |   buy count |   avg profit % |   cum profit % |   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |
+=========================================================== STRATEGY SUMMARY ===========================================================
+| Strategy    |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |     Wins | Losses |
 |:------------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
 | Strategy1   |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
 | Strategy2   |        1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |      662 |    825 |
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 96978d407..13c8990a5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -441,7 +441,7 @@ class Backtesting:
             print()
         if len(all_results) > 1:
             # Print Strategy summary table
-            print(' Strategy Summary '.center(133, '='))
+            print(' STRATEGY SUMMARY '.center(133, '='))
             print(generate_text_table_strategy(self.config['stake_currency'],
                                                self.config['max_open_trades'],
                                                all_results=all_results))
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c5cd944a1..8ad063056 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -121,9 +121,9 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
     tabular_data = []
-    headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
-               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
-               'profit', 'loss']
+    headers = ['Strategy', 'Buy Count', 'Avg Profit %', 'Cum Profit %',
+               f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
+               'Wins', 'Losses']
     for strategy, results in all_results.items():
         tabular_data.append([
             strategy,
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 8c1a3619d..3ea13be47 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -91,14 +91,14 @@ def test_generate_text_table_strategy(default_conf, mocker):
     )
 
     result_str = (
-        '| Strategy   |   buy count |   avg profit % |   cum profit % '
-        '|   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
-        '|:-----------|------------:|---------------:|---------------:'
-        '|-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '| Strategy   |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
+        '|   Tot Profit % | Avg Duration   |   Wins |   Losses |\n'
+        '|:-----------|------------:|---------------:|---------------:|-----------------:'
+        '|---------------:|:---------------|-------:|---------:|\n'
         '| ETH/BTC    |           3 |          20.00 |          60.00 '
-        '|       1.10000000 |          30.00 | 0:17:00        |        3 |      0 |\n'
+        '|       1.10000000 |          30.00 | 0:17:00        |      3 |        0 |\n'
         '| LTC/BTC    |           3 |          30.00 |          90.00 '
-        '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
+        '|       1.30000000 |          45.00 | 0:20:00        |      3 |        0 |'
     )
     assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 

From 739acaa47502d63dbe24cd89b7dfd7b1babdcbd9 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 13:54:51 +0300
Subject: [PATCH 1121/1495] Wordings improved

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 72e12f066..c0404d647 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -610,11 +610,11 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 
 ### Considerations for dry-run
 
-* API-Keys may or may not be provided. Only Read-Only operations on the exchange are performed in dry-run mode.
-* Wallets (`/balance`) will be simulated.
-* Orders will be simulated, and will not be posted to the exchange
+* API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in the dry-run mode.
+* Wallets (`/balance`) are simulated.
+* Orders are simulated, and will not be posted to the exchange.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
-* Open orders (not Trades!) are reset on bot restart.
+* Open orders (not trades, which are stored in the database) are reset on bot restart.
 
 ## Switch to production mode
 

From 2846f9454fdf48cf90493f91d19f790ddf51cb61 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 17:02:11 +0300
Subject: [PATCH 1122/1495] Add description in the docs

---
 docs/strategy-customization.md | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index d59b097d7..cc3f8ee33 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -532,6 +532,27 @@ If you want to use a strategy from a different directory you can pass `--strateg
 freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
+### Derived strategies
+
+The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
+
+```
+class MyAwesomeStrategy(IStrategy):
+    ...
+    stoploss = 0.13
+    trailing_stop = False
+    # All other attributes and methods are here as they
+    # should be in any custom strategy...
+    ...
+
+class MyAwesomeStrategy2(MyAwesomeStrategy):
+    # Override something
+    stoploss = 0.08
+    trailing_stop = True
+```
+
+Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need. The strategy classes may be located in the same module (python file with the source code of your strategy) or in different modules (different python files). In the latter case you need to properly import the strategy class you derive the new one from.
+
 ### Common mistakes when developing strategies
 
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.

From 412f5d68de2eeefa9b306e5b2604cb695dfc317a Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 17:42:26 +0300
Subject: [PATCH 1123/1495] Add description to hyperopt advanced doc chapter

---
 docs/advanced-hyperopt.md | 28 ++++++++++++++++++++++++++++
 1 file changed, 28 insertions(+)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 20af0aaab..f47c33880 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -4,6 +4,34 @@ This page explains some advanced Hyperopt topics that may require higher
 coding skills and Python knowledge than creation of an ordinal hyperoptimization
 class.
 
+## Derived hyperopt classes
+
+Custom hyperop classes can be derived in the same way [it can be done for strategies](strategy-customization.md#derived-strategies).
+
+Applying to hyperoptimization, as an example, you may override how dimensions are defined in your optimization hyperspace:
+
+```
+class MyAwesomeHyperOpt(IHyperOpt):
+    ...
+    # Uses default stoploss dimension
+
+class MyAwesomeHyperOpt2(MyAwesomeHyperOpt):
+    @staticmethod
+    def stoploss_space() -> List[Dimension]:
+        # Override boundaries for stoploss
+        return [
+            Real(-0.33, -0.01, name='stoploss'),
+        ]
+```
+
+and then quickly switch between hyperopt classes, running optimization process with hyperopt class you need in each particular case:
+
+```
+$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt ...
+or
+$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 ...
+```
+
 ## Creating and using a custom loss function
 
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.

From 2034527faa4c96d518f9a0506799fac89f1f0f56 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 17:45:15 +0300
Subject: [PATCH 1124/1495] Update docs/strategy-customization.md

Co-Authored-By: Matthias 
---
 docs/strategy-customization.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index cc3f8ee33..717baf4db 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -536,7 +536,7 @@ freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
 
 The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
 
-```
+``` python
 class MyAwesomeStrategy(IStrategy):
     ...
     stoploss = 0.13

From 418e7adac159d30e48a21cb09c4547c432fbf67e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 17:49:10 +0300
Subject: [PATCH 1125/1495] Highlight syntax in advanced-hyperopt as well

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

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index f47c33880..25b4bd900 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -10,7 +10,7 @@ Custom hyperop classes can be derived in the same way [it can be done for strate
 
 Applying to hyperoptimization, as an example, you may override how dimensions are defined in your optimization hyperspace:
 
-```
+```python
 class MyAwesomeHyperOpt(IHyperOpt):
     ...
     # Uses default stoploss dimension

From f57bd6b616872904c68dee27fcd3c5814e67d486 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 6 Feb 2020 21:53:03 +0300
Subject: [PATCH 1126/1495] Keep the docs clean for unexperienced users

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

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 717baf4db..688647c2b 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -551,7 +551,7 @@ class MyAwesomeStrategy2(MyAwesomeStrategy):
     trailing_stop = True
 ```
 
-Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need. The strategy classes may be located in the same module (python file with the source code of your strategy) or in different modules (different python files). In the latter case you need to properly import the strategy class you derive the new one from.
+Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.
 
 ### Common mistakes when developing strategies
 

From ff819386e1ce2f03f63acb9601486fcf0280053e Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 03:51:50 +0100
Subject: [PATCH 1127/1495] added draws to backtesting tables, reduced len of
 some labels to help fit this without increasing total width

---
 docs/backtesting.md                     | 72 ++++++++++++-------------
 freqtrade/optimize/optimize_reports.py  | 25 +++++----
 tests/optimize/test_optimize_reports.py | 62 ++++++++++-----------
 3 files changed, 79 insertions(+), 80 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 2abb32ca0..79bfa2350 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -119,40 +119,40 @@ A backtesting result will look like that:
 
 ```
 ========================================================= BACKTESTING REPORT ========================================================
-| pair     |   buy count |   avg profit % |   cum profit % |   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |
-|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
-| ADA/BTC  |          35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00        |       14 |     21 |
-| ARK/BTC  |          11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00        |        3 |      8 |
-| BTS/BTC  |          32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00        |       18 |     14 |
-| DASH/BTC |          13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00        |        6 |      7 |
-| ENG/BTC  |          18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00        |        8 |     10 |
-| EOS/BTC  |          36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00        |       16 |     20 |
-| ETC/BTC  |          26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00        |       11 |     15 |
-| ETH/BTC  |          33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00        |       16 |     17 |
-| IOTA/BTC |          32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00        |       14 |     18 |
-| LSK/BTC  |          15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00        |        6 |      9 |
-| LTC/BTC  |          32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00        |       11 |     21 |
-| NANO/BTC |          17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00        |       10 |      7 |
-| NEO/BTC  |          23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00        |       10 |     13 |
-| REQ/BTC  |           9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00        |        4 |      5 |
-| XLM/BTC  |          16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00        |        7 |      9 |
-| XMR/BTC  |          23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00        |       12 |     11 |
-| XRP/BTC  |          35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00        |       12 |     23 |
-| ZEC/BTC  |          22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00        |        7 |     15 |
-| TOTAL    |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
+| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00        |    14 |      0 |      21 |
+| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00        |     3 |      0 |       8 |
+| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00        |    18 |      0 |      14 |
+| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00        |     6 |      0 |       7 |
+| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00        |     8 |      0 |      10 |
+| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00        |    16 |      0 |      20 |
+| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00        |    11 |      0 |      15 |
+| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00        |    16 |      0 |      17 |
+| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00        |    14 |      0 |      18 |
+| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00        |     6 |      0 |       9 |
+| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00        |    11 |      0 |      21 |
+| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00        |    10 |      0 |       7 |
+| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00        |    10 |      0 |      13 |
+| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00        |     4 |      0 |       5 |
+| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00        |     7 |      0 |       9 |
+| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00        |    12 |      0 |      11 |
+| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00        |    12 |      0 |      23 |
+| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00        |     7 |      0 |      15 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |     243 |
 ========================================================= SELL REASON STATS =========================================================
-| Sell Reason        |   Count |   Profit |   Loss |
-|:-------------------|--------:|---------:|-------:|
-| trailing_stop_loss |     205 |      150 |     55 |
-| stop_loss          |     166 |        0 |    166 |
-| sell_signal        |      56 |       36 |     20 |
-| force_sell         |       2 |        0 |      2 |
+| Sell Reason        |   Sells |  Wins |  Draws |  Losses |
+|:-------------------|--------:|------:|-------:|--------:|
+| trailing_stop_loss |     205 |   150 |      0 |      55 |
+| stop_loss          |     166 |     0 |      0 |     166 |
+| sell_signal        |      56 |    36 |      0 |      20 |
+| force_sell         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
-| pair     |   buy count |   avg profit % |   cum profit % |   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |
-|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
-| ADA/BTC  |           1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |        1 |      0 |
-| LTC/BTC  |           1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |        1 |      0 |
-| TOTAL    |           2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |        2 |      0 |
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
+| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |     1 |      0 |       0 |
+| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |     1 |      0 |       0 |
+| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |     2 |      0 |       0 |
 ```
 
 The 1st table contains all trades the bot made, including "left open trades".
@@ -238,10 +238,10 @@ Detailed output for all strategies one after the other will be available, so mak
 
 ```
 =========================================================== STRATEGY SUMMARY ===========================================================
-| Strategy    |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |     Wins | Losses |
-|:------------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
-| Strategy1   |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
-| Strategy2   |        1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |      662 |    825 |
+| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses |
+|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|
+| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |
+| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |
 ```
 
 ## Next step
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 8ad063056..b00adbd48 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -21,13 +21,14 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
     tabular_data = []
     headers = [
         'Pair',
-        'Buy Count',
+        'Buys',
         'Avg Profit %',
         'Cum Profit %',
         f'Tot Profit {stake_currency}',
         'Tot Profit %',
         'Avg Duration',
         'Wins',
+        'Draws',
         'Losses'
     ]
     for pair in data:
@@ -45,6 +46,7 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
             str(timedelta(
                 minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
             len(result[result.profit_abs > 0]),
+            len(result[result.profit_abs == 0]),
             len(result[result.profit_abs < 0])
         ])
 
@@ -59,6 +61,7 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
         str(timedelta(
             minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
         len(results[results.profit_abs > 0]),
+        len(results[results.profit_abs == 0]),
         len(results[results.profit_abs < 0])
     ])
     # Ignore type as floatfmt does allow tuples but mypy does not know that
@@ -78,8 +81,9 @@ def generate_text_table_sell_reason(
     tabular_data = []
     headers = [
         "Sell Reason",
-        "Sell Count",
+        "Sells",
         "Wins",
+        "Draws",
         "Losses",
         "Avg Profit %",
         "Cum Profit %",
@@ -88,7 +92,8 @@ def generate_text_table_sell_reason(
     ]
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
-        profit = len(result[result['profit_abs'] >= 0])
+        wins = len(result[result['profit_abs'] > 0])
+        draws = len(result[result['profit_abs'] == 0])
         loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
         profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
@@ -98,7 +103,8 @@ def generate_text_table_sell_reason(
             [
                 reason.value,
                 count,
-                profit,
+                wins,
+                draws,
                 loss,
                 profit_mean,
                 profit_sum,
@@ -121,9 +127,9 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
     tabular_data = []
-    headers = ['Strategy', 'Buy Count', 'Avg Profit %', 'Cum Profit %',
+    headers = ['Strategy', 'Buys', 'Avg Profit %', 'Cum Profit %',
                f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
-               'Wins', 'Losses']
+               'Wins', 'Draws', 'Losses']
     for strategy, results in all_results.items():
         tabular_data.append([
             strategy,
@@ -135,6 +141,7 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
             str(timedelta(
                 minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
             len(results[results.profit_abs > 0]),
+            len(results[results.profit_abs == 0]),
             len(results[results.profit_abs < 0])
         ])
     # Ignore type as floatfmt does allow tuples but mypy does not know that
@@ -146,9 +153,9 @@ def generate_edge_table(results: dict) -> str:
 
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
     tabular_data = []
-    headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
-               'required risk reward', 'expectancy', 'total number of trades',
-               'average duration (min)']
+    headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
+               'Required Risk Reward', 'Expectancy', 'Total Number of Trades',
+               'Average Duration (min)']
 
     for result in results.items():
         if result[1].nb_trades > 0:
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 3ea13be47..c31b10290 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -15,20 +15,17 @@ def test_generate_text_table(default_conf, mocker):
             'profit_percent': [0.1, 0.2],
             'profit_abs': [0.2, 0.4],
             'trade_duration': [10, 30],
-            'profit': [2, 0],
-            'loss': [0, 0]
+            'wins': [2, 0],
+            'draws': [0, 0],
+            'losses': [0, 0]
         }
     )
 
     result_str = (
-        '| Pair    |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
-        '|   Tot Profit % | Avg Duration   |   Wins |   Losses |\n'
-        '|:--------|------------:|---------------:|---------------:|-----------------:'
-        '|---------------:|:---------------|-------:|---------:|\n'
-        '| ETH/BTC |           2 |          15.00 |          30.00 |       0.60000000 '
-        '|          15.00 | 0:20:00        |      2 |        0 |\n'
-        '| TOTAL   |           2 |          15.00 |          30.00 |       0.60000000 '
-        '|          15.00 | 0:20:00        |      2 |        0 |'
+        '| Pair    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
+        '|:--------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
+        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 | 0:20:00        |      2 |       0 |        0 |\n'
+        '| TOTAL   |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 | 0:20:00        |      2 |       0 |        0 |'
     )
     assert generate_text_table(data={'ETH/BTC': {}},
                                stake_currency='BTC', max_open_trades=2,
@@ -43,21 +40,18 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
             'profit_percent': [0.1, 0.2, -0.1],
             'profit_abs': [0.2, 0.4, -0.2],
             'trade_duration': [10, 30, 10],
-            'profit': [2, 0, 0],
-            'loss': [0, 0, 1],
+            'wins': [2, 0, 0],
+            'draws': [0, 0, 0],
+            'losses': [0, 0, 1],
             'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
         }
     )
 
     result_str = (
-        '| Sell Reason   |   Sell Count |   Wins |   Losses |   Avg Profit % |'
-        '   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
-        '|:--------------|-------------:|-------:|---------:|---------------:|'
-        '---------------:|-----------------:|---------------:|\n'
-        '| roi           |            2 |      2 |        0 |             15 |'
-        '             30 |              0.6 |             15 |\n'
-        '| stop_loss     |            1 |      0 |        1 |            -10 |'
-        '            -10 |             -0.2 |             -5 |'
+        '| Sell Reason   |   Sells |   Wins |   Draws |   Losses |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
+        '|:--------------|--------:|-------:|--------:|---------:|---------------:|---------------:|-----------------:|---------------:|\n'
+        '| roi           |       2 |      2 |       0 |        0 |             15 |             30 |              0.6 |             15 |\n'
+        '| stop_loss     |       1 |      0 |       0 |        1 |            -10 |            -10 |             -0.2 |             -5 |'
     )
     assert generate_text_table_sell_reason(
         data={'ETH/BTC': {}},
@@ -67,38 +61,36 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
 
 def test_generate_text_table_strategy(default_conf, mocker):
     results = {}
-    results['ETH/BTC'] = pd.DataFrame(
+    results['TestStrategy1'] = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
             'profit_percent': [0.1, 0.2, 0.3],
             'profit_abs': [0.2, 0.4, 0.5],
             'trade_duration': [10, 30, 10],
-            'profit': [2, 0, 0],
-            'loss': [0, 0, 1],
+            'wins': [2, 0, 0],
+            'draws': [0, 0, 0],
+            'losses': [0, 0, 1],
             'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
         }
     )
-    results['LTC/BTC'] = pd.DataFrame(
+    results['TestStrategy2'] = pd.DataFrame(
         {
             'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
             'profit_percent': [0.4, 0.2, 0.3],
             'profit_abs': [0.4, 0.4, 0.5],
             'trade_duration': [15, 30, 15],
-            'profit': [4, 1, 0],
-            'loss': [0, 0, 1],
+            'wins': [4, 1, 0],
+            'draws': [0, 0, 0],
+            'losses': [0, 0, 1],
             'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
         }
     )
 
     result_str = (
-        '| Strategy   |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
-        '|   Tot Profit % | Avg Duration   |   Wins |   Losses |\n'
-        '|:-----------|------------:|---------------:|---------------:|-----------------:'
-        '|---------------:|:---------------|-------:|---------:|\n'
-        '| ETH/BTC    |           3 |          20.00 |          60.00 '
-        '|       1.10000000 |          30.00 | 0:17:00        |      3 |        0 |\n'
-        '| LTC/BTC    |           3 |          30.00 |          90.00 '
-        '|       1.30000000 |          45.00 | 0:20:00        |      3 |        0 |'
+        '| Strategy      |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
+        '|:--------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
+        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 |          30.00 | 0:17:00        |      3 |       0 |        0 |\n'
+        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |          45.00 | 0:20:00        |      3 |       0 |        0 |'
     )
     assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 
@@ -111,4 +103,4 @@ def test_generate_edge_table(edge_conf, mocker):
     assert generate_edge_table(results).count(':|') == 7
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
-        '|   risk reward ratio |   required risk reward |   expectancy |') == 1
+        '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1

From aa2cb937b145f7a87b8044fe17e4d945c617ba2c Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 03:54:47 +0100
Subject: [PATCH 1128/1495] flake8 :)

---
 tests/optimize/test_optimize_reports.py | 36 ++++++++++++++++---------
 1 file changed, 24 insertions(+), 12 deletions(-)

diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index c31b10290..57e928cca 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -22,10 +22,14 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        '| Pair    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
-        '|:--------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
-        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 | 0:20:00        |      2 |       0 |        0 |\n'
-        '| TOTAL   |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 | 0:20:00        |      2 |       0 |        0 |'
+        '| Pair    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
+        '   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
+        '|:--------|-------:|---------------:|---------------:|-----------------:|'
+        '---------------:|:---------------|-------:|--------:|---------:|\n'
+        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |'
+        '          15.00 | 0:20:00        |      2 |       0 |        0 |\n'
+        '| TOTAL   |      2 |          15.00 |          30.00 |       0.60000000 |'
+        '          15.00 | 0:20:00        |      2 |       0 |        0 |'
     )
     assert generate_text_table(data={'ETH/BTC': {}},
                                stake_currency='BTC', max_open_trades=2,
@@ -48,10 +52,14 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Sells |   Wins |   Draws |   Losses |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
-        '|:--------------|--------:|-------:|--------:|---------:|---------------:|---------------:|-----------------:|---------------:|\n'
-        '| roi           |       2 |      2 |       0 |        0 |             15 |             30 |              0.6 |             15 |\n'
-        '| stop_loss     |       1 |      0 |       0 |        1 |            -10 |            -10 |             -0.2 |             -5 |'
+        '| Sell Reason   |   Sells |   Wins |   Draws |   Losses |'
+        '   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
+        '|:--------------|--------:|-------:|--------:|---------:|'
+        '---------------:|---------------:|-----------------:|---------------:|\n'
+        '| roi           |       2 |      2 |       0 |        0 |'
+        '             15 |             30 |              0.6 |             15 |\n'
+        '| stop_loss     |       1 |      0 |       0 |        1 |'
+        '            -10 |            -10 |             -0.2 |             -5 |'
     )
     assert generate_text_table_sell_reason(
         data={'ETH/BTC': {}},
@@ -87,10 +95,14 @@ def test_generate_text_table_strategy(default_conf, mocker):
     )
 
     result_str = (
-        '| Strategy      |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
-        '|:--------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
-        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 |          30.00 | 0:17:00        |      3 |       0 |        0 |\n'
-        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |          45.00 | 0:20:00        |      3 |       0 |        0 |'
+        '| Strategy      |   Buys |   Avg Profit % |   Cum Profit % |   Tot'
+        ' Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
+        '|:--------------|-------:|---------------:|---------------:|------'
+        '-----------:|---------------:|:---------------|-------:|--------:|---------:|\n'
+        '| TestStrategy1 |      3 |          20.00 |          60.00 |      '
+        ' 1.10000000 |          30.00 | 0:17:00        |      3 |       0 |        0 |\n'
+        '| TestStrategy2 |      3 |          30.00 |          90.00 |      '
+        ' 1.30000000 |          45.00 | 0:20:00        |      3 |       0 |        0 |'
     )
     assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 

From 44d67389d2b88133c8ca745c4574b6c9fb4c3e10 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 4 Feb 2020 02:02:57 +0100
Subject: [PATCH 1129/1495] initial push of sortino, work not done, still  need
 own tests

---
 freqtrade/optimize/hyperopt_loss_sortino.py | 49 +++++++++++++++++++++
 1 file changed, 49 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_sortino.py

diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
new file mode 100644
index 000000000..e84ecb402
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -0,0 +1,49 @@
+"""
+SortinoHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+
+from pandas import DataFrame
+import numpy as np
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class SortinoHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sharpe Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sharpe Ratio calculation.
+        """
+        total_profit = results["profit_percent"]
+        days_period = (max_date - min_date).days
+
+        # adding slippage of 0.1% per trade
+        total_profit = total_profit - 0.0005
+        expected_returns_mean = total_profit.sum() / days_period
+
+        results['downside_returns'] = 0
+        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
+        down_stdev = np.std(results['downside_returns'])
+
+        if np.std(total_profit) != 0.0:
+            sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
+        else:
+            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            sortino_ratio = -20.
+
+        # print(expected_returns_mean, down_stdev, sortino_ratio)
+        return -sortino_ratio

From deb0b7ad675b16cdbbde41d289fbe45840689c9b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 01:18:15 +0100
Subject: [PATCH 1130/1495] Added both SortinoHyperOptLoss and
 SortinoHyperOptLossDaily

---
 freqtrade/optimize/hyperopt_loss_sortino.py   |  6 +-
 .../optimize/hyperopt_loss_sortino_daily.py   | 64 +++++++++++++++++++
 2 files changed, 67 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_loss_sortino_daily.py

diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
index e84ecb402..83f644a43 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -16,7 +16,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
     """
     Defines the loss function for hyperopt.
 
-    This implementation uses the Sharpe Ratio calculation.
+    This implementation uses the Sortino Ratio calculation.
     """
 
     @staticmethod
@@ -26,7 +26,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for more optimal results.
 
-        Uses Sharpe Ratio calculation.
+        Uses Sortino Ratio calculation.
         """
         total_profit = results["profit_percent"]
         days_period = (max_date - min_date).days
@@ -42,7 +42,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         if np.std(total_profit) != 0.0:
             sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
         else:
-            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            # Define high (negative) sortino ratio to be clear that this is NOT optimal.
             sortino_ratio = -20.
 
         # print(expected_returns_mean, down_stdev, sortino_ratio)
diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
new file mode 100644
index 000000000..b59baabcb
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -0,0 +1,64 @@
+"""
+SortinoHyperOptLossDaily
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+import math
+from datetime import datetime
+
+from pandas import DataFrame, date_range
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class SortinoHyperOptLossDaily(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sortino Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sortino Ratio calculation.
+        """
+        resample_freq = '1D'
+        slippage_per_trade_ratio = 0.0005
+        days_in_year = 365
+        annual_risk_free_rate = 0.0
+        risk_free_rate = annual_risk_free_rate / days_in_year
+
+        # apply slippage per trade to profit_percent
+        results.loc[:, 'profit_percent_after_slippage'] = \
+            results['profit_percent'] - slippage_per_trade_ratio
+
+        # create the index within the min_date and end max_date
+        t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
+
+        sum_daily = (
+            results.resample(resample_freq, on='close_time').agg(
+                {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
+        )
+
+        total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        expected_returns_mean = total_profit.mean()
+
+        results['downside_returns'] = 0
+        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
+        down_stdev = results['downside_returns'].std()
+
+        if (down_stdev != 0.):
+            sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)
+        else:
+            # Define high (negative) sortino ratio to be clear that this is NOT optimal.
+            sortino_ratio = -20.
+
+        # print(t_index, sum_daily, total_profit)
+        # print(risk_free_rate, expected_returns_mean, down_stdev, sortino_ratio)
+        return -sortino_ratio

From b56a1f060318c22fa414aa0060eeb9c7c0754ac9 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 4 Feb 2020 02:02:57 +0100
Subject: [PATCH 1131/1495] initial push of sortino, work not done, still  need
 own tests

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
index 83f644a43..e84ecb402 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -16,7 +16,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
     """
     Defines the loss function for hyperopt.
 
-    This implementation uses the Sortino Ratio calculation.
+    This implementation uses the Sharpe Ratio calculation.
     """
 
     @staticmethod
@@ -26,7 +26,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for more optimal results.
 
-        Uses Sortino Ratio calculation.
+        Uses Sharpe Ratio calculation.
         """
         total_profit = results["profit_percent"]
         days_period = (max_date - min_date).days
@@ -42,7 +42,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         if np.std(total_profit) != 0.0:
             sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
         else:
-            # Define high (negative) sortino ratio to be clear that this is NOT optimal.
+            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
             sortino_ratio = -20.
 
         # print(expected_returns_mean, down_stdev, sortino_ratio)

From 728ab0ff2115dac6affd80c5b6b5f6bfb4e85a71 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 01:18:15 +0100
Subject: [PATCH 1132/1495] Added both SortinoHyperOptLoss and
 SortinoHyperOptLossDaily

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
index e84ecb402..83f644a43 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -16,7 +16,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
     """
     Defines the loss function for hyperopt.
 
-    This implementation uses the Sharpe Ratio calculation.
+    This implementation uses the Sortino Ratio calculation.
     """
 
     @staticmethod
@@ -26,7 +26,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for more optimal results.
 
-        Uses Sharpe Ratio calculation.
+        Uses Sortino Ratio calculation.
         """
         total_profit = results["profit_percent"]
         days_period = (max_date - min_date).days
@@ -42,7 +42,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         if np.std(total_profit) != 0.0:
             sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
         else:
-            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            # Define high (negative) sortino ratio to be clear that this is NOT optimal.
             sortino_ratio = -20.
 
         # print(expected_returns_mean, down_stdev, sortino_ratio)

From 9bcc5d2eedb07417a0a468b3b6fa6514bc3fe2fd Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 01:24:03 +0100
Subject: [PATCH 1133/1495] fixed downside_returns to read from
 profit_percent_after_slippage

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index b59baabcb..0739379f6 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -50,7 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         expected_returns_mean = total_profit.mean()
 
         results['downside_returns'] = 0
-        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
+        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage']
         down_stdev = results['downside_returns'].std()
 
         if (down_stdev != 0.):

From be34dc463b31e4698638d72dc2c295f2c3ec91f5 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 01:30:03 +0100
Subject: [PATCH 1134/1495] fixed bad commit


From 951a19fb00f7e7203a430a254b583eca654cfd08 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 01:50:51 +0100
Subject: [PATCH 1135/1495] added tests for both sortino methods

---
 tests/optimize/test_hyperopt.py | 36 +++++++++++++++++++++++++++++++++
 1 file changed, 36 insertions(+)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index b3356bd6d..5cdbe7b5a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -360,6 +360,42 @@ def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results
     assert under > correct
 
 
+def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'})
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
+def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
+    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
 def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
     results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2

From a46b7bcd6d7705bb4d2c6adc4c85ddbf8d2ad18e Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 02:12:24 +0100
Subject: [PATCH 1136/1495] more fixes...

---
 freqtrade/optimize/hyperopt_loss_sortino_daily.py | 8 +++++---
 tests/optimize/test_hyperopt.py                   | 4 ++--
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 0739379f6..31482b981 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -47,11 +47,13 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         )
 
         total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        total_downside = sum_daily['downside_returns'] - risk_free_rate
         expected_returns_mean = total_profit.mean()
 
-        results['downside_returns'] = 0
-        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage']
-        down_stdev = results['downside_returns'].std()
+        sum_daily['downside_returns'] = 0
+        sum_daily.loc[total_profit < 0,
+                      'downside_returns'] = sum_daily['profit_percent_after_slippage']
+        down_stdev = total_downside.std()
 
         if (down_stdev != 0.):
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5cdbe7b5a..a2a98b0fb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -380,9 +380,9 @@ def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) ->
 
 def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] / 2
 
     default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)

From e8b9d88eb68cdda26b666dd42b8be39dccfc9940 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 02:14:12 +0100
Subject: [PATCH 1137/1495] moved line for total_downside

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 31482b981..891e2bf1c 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -47,12 +47,12 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         )
 
         total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
-        total_downside = sum_daily['downside_returns'] - risk_free_rate
         expected_returns_mean = total_profit.mean()
 
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0,
                       'downside_returns'] = sum_daily['profit_percent_after_slippage']
+        total_downside = sum_daily['downside_returns'] - risk_free_rate
         down_stdev = total_downside.std()
 
         if (down_stdev != 0.):

From 6b279f297c1eb0e8f75957f7562fc2b6784677fe Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 7 Feb 2020 02:22:05 +0100
Subject: [PATCH 1138/1495] fixed test

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

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index a2a98b0fb..5cdbe7b5a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -380,9 +380,9 @@ def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) ->
 
 def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] * 2
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] / 2
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
 
     default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)

From a893f70e49188ad7711d0b9db4b24780baeb20c9 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 8 Feb 2020 02:21:39 +0300
Subject: [PATCH 1139/1495] Replace NXT with XRP in config.json.example

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

diff --git a/config.json.example b/config.json.example
index 8b85e71eb..c62b8240c 100644
--- a/config.json.example
+++ b/config.json.example
@@ -44,7 +44,7 @@
             "DASH/BTC",
             "ZEC/BTC",
             "XLM/BTC",
-            "NXT/BTC",
+            "XRP/BTC",
             "TRX/BTC",
             "ADA/BTC",
             "XMR/BTC"

From 28184201e471385d29a48629ce6a6bac7bbb39ec Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 8 Feb 2020 02:47:50 +0300
Subject: [PATCH 1140/1495] Align sample_hyperopt_advanced.py to
 hyperopt_interface.py

---
 freqtrade/templates/sample_hyperopt_advanced.py | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index b4bbee3fb..e66ef948b 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -230,7 +230,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
         'stoploss' optimization hyperspace.
         """
         return [
-            Real(-0.5, -0.02, name='stoploss'),
+            Real(-0.35, -0.02, name='stoploss'),
         ]
 
     @staticmethod
@@ -249,8 +249,15 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             # other 'trailing' hyperspace parameters.
             Categorical([True], name='trailing_stop'),
 
-            Real(0.02, 0.35, name='trailing_stop_positive'),
-            Real(0.01, 0.1, name='trailing_stop_positive_offset'),
+            Real(0.01, 0.35, name='trailing_stop_positive'),
+
+            # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
+            # so this intermediate parameter is used as the value of the difference between
+            # them. The value of the 'trailing_stop_positive_offset' is constructed in the
+            # generate_trailing_params() method.
+            # This is similar to the hyperspace dimensions used for constructing the ROI tables.
+            Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
+
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]
 

From 61ced5e926db56740550192db1cba34883a81374 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 8 Feb 2020 02:49:06 +0300
Subject: [PATCH 1141/1495] Fix typo

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

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index d7d917c19..b3cedef2c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -207,7 +207,7 @@ class IHyperOpt(ABC):
             # so this intermediate parameter is used as the value of the difference between
             # them. The value of the 'trailing_stop_positive_offset' is constructed in the
             # generate_trailing_params() method.
-            # # This is similar to the hyperspace dimensions used for constructing the ROI tables.
+            # This is similar to the hyperspace dimensions used for constructing the ROI tables.
             Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
 
             Categorical([True, False], name='trailing_only_offset_is_reached'),

From a1fe3850e29d6cd04bbb4e2df182885dcca601c7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 13:34:04 +0100
Subject: [PATCH 1142/1495] Improve docker-compose file to be ready to use

---
 docker-compose.yml | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/docker-compose.yml b/docker-compose.yml
index cae98c3ee..3a4c4c2db 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -3,6 +3,18 @@ version: '3'
 services:
   freqtrade:
     image: freqtradeorg/freqtrade:master
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./Dockerfile.technical"
+    restart: unless-stopped
+    container_name: freqtrade
     volumes:
       - "./user_data:/freqtrade/user_data"
-      - "./config.json:/freqtrade/config.json"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/freqtrade.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
+      --config /freqtrade/user_data/config.json
+      --strategy SampleStrategy

From f508324fc82641f5ccddc46940bff9baeda4f8ac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 13:38:45 +0100
Subject: [PATCH 1143/1495] Update docker documentation to be easier to use

---
 docs/docker.md | 127 +++++++++++++++++++++++++++++++++++++++++++++++--
 1 file changed, 124 insertions(+), 3 deletions(-)

diff --git a/docs/docker.md b/docs/docker.md
index d1684abc5..b1eb0b298 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -1,4 +1,4 @@
-# Using FreqTrade with Docker
+# Using Freqtrade with Docker
 
 ## Install Docker
 
@@ -8,13 +8,134 @@ Start by downloading and installing Docker CE for your platform:
 * [Windows](https://docs.docker.com/docker-for-windows/install/)
 * [Linux](https://docs.docker.com/install/)
 
+Optionally, [docker-compose](https://docs.docker.com/compose/install/) should be installed and available to follow the docker quick start guide.
+
 Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
 
-## Download the official FreqTrade docker image
+## Freqtrade with docker-compose
+
+Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
+
+!!! Note
+    The following section assumes that docker and docker-compose is installed and available to the logged in user.
+
+!!! Note
+    All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
+
+### Docker quick start
+
+Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
+
+``` bash
+mkdir freqtrade
+cd freqtrade/
+# Download the docker-compose file from the repository
+curl https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docker-compose.yml -o docker-compose.yml
+
+# Pull the freqtrade image
+docker-compose pull
+
+# Create user directory structure
+docker-compose run --rm freqtrade create-userdir --userdir user_data
+
+# Create configuration - Requires answering interactive questions
+docker-compose run --rm freqtrade new-config --config user_data/config.json
+```
+
+The above snippet will create a directory called "freqtrade" - download the latest compose file and pull the freqtrade image.
+The last 2 steps will create the user-directory, as well as a default configuration based on your selections.
+
+#### Adding your strategy
+
+The configuration is now available as `user_data/config.json`.
+You should now copy your strategy to `user_data/strategies/` - and add the Strategy class name to the `docker-compose.yml` file, replacing `SampleStrategy`.
+
+Once this is done, you're ready to launch the bot in trading mode.
+
+``` bash
+docker-compose up -d
+```
+
+#### Docker-compose logs
+
+Logs will be written to `user_data/freqtrade.log`. 
+Alternatively, you can check the latest logs using `docker-compose logs -f`.
+
+#### Database
+
+The database will be in the user_data directory as well, and will be called `user_data/tradesv3.sqlite`.
+
+#### Updating freqtrade with docker-compose
+
+To update freqtrade when using docker-compose is as simple as running the following 2 commands:
+
+``` bash
+# Download the latest image
+docker-compose pull
+# Restart the image
+docker-compose up -d
+```
+
+This will first pull the latest image, and will then restart the container with the just pulled version.
+
+!!! Note
+    You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
+
+#### Going from here
+
+Advanced users may edit the docker-compose file further to include all possible options or arguments.
+
+All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade  `.
+
+!!! Note "`docker-compose run --rm`"
+    Inluding `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (`freqtrade trade`).
+
+##### Example: Download data with docker-compose
+
+Downloading backtest data for one pair from binance. The data will be stored in the host directory `user_data/data/`.
+
+``` bash
+docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
+```
+
+Head over to the [Data Downloading Documentation](data-download.md) for more details on downloading data.
+
+##### Example: Backtest with docker-compose
+
+Backtesting in docker-containers:
+
+``` bash
+docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
+```
+
+Head over to the [Backtesting Documentation](backtesting.md) to learn more.
+
+#### Additional dependencies with docker-compose
+
+If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) for an example).
+
+You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
+
+``` yaml
+    image: freqtrade_custom
+    build:
+      context: .
+      dockerfile: "./Dockerfile."
+```
+
+You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+
+## Docker - without docker compose
+
+!!! Warning
+    The below documentation is provided for completeness and assumes that you are somewhat familiar with running docker containers. If you're just starting out with docker, we recommend to follow the [Freqtrade with docker-compose](#freqtrade-with-docker-compose) instructions.
+
+### Download the official Freqtrade docker image
 
 Pull the image from docker hub.
 
-Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
+Branches / tags available can be checked out on [Dockerhub tags page](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
 
 ```bash
 docker pull freqtradeorg/freqtrade:develop

From 52f4187129566deeed3121752d34e5131410a87e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 13:51:55 +0100
Subject: [PATCH 1144/1495] Allow exchange templates to configure
 outside-options too

---
 freqtrade/commands/build_config_commands.py   |  2 +-
 freqtrade/templates/base_config.json.j2       |  4 +-
 .../subtemplates/exchange_binance.j2          | 80 ++++++++++---------
 .../subtemplates/exchange_generic.j2          | 24 +++---
 .../templates/subtemplates/exchange_kraken.j2 | 67 ++++++++--------
 5 files changed, 91 insertions(+), 86 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 838fd510a..7dd1be607 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -90,10 +90,10 @@ def ask_user_config() -> Dict[str, Any]:
             "name": "exchange_name",
             "message": "Select exchange",
             "choices": [
-                "bittrex",
                 "binance",
                 "binanceje",
                 "binanceus",
+                "bittrex",
                 "kraken",
                 Separator(),
                 "other",
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 1370bfa80..0a4f92c4b 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -27,9 +27,7 @@
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
     },
-    "exchange": {
-        {{ exchange | indent(8) }}
-    },
+    {{ exchange | indent(4) }},
     "pairlists": [
         {"method": "StaticPairList"}
     ],
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index c527d296b..03aa0560c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -1,39 +1,41 @@
-"name": "{{ exchange_name | lower }}",
-"key": "{{ exchange_key }}",
-"secret": "{{ exchange_secret }}",
-"ccxt_config": {"enableRateLimit": true},
-"ccxt_async_config": {
-    "enableRateLimit": true,
-    "rateLimit": 200
-},
-"pair_whitelist": [
-    "ALGO/BTC",
-    "ATOM/BTC",
-    "BAT/BTC",
-    "BCH/BTC",
-    "BRD/BTC",
-    "EOS/BTC",
-    "ETH/BTC",
-    "IOTA/BTC",
-    "LINK/BTC",
-    "LTC/BTC",
-    "NEO/BTC",
-    "NXS/BTC",
-    "XMR/BTC",
-    "XRP/BTC",
-    "XTZ/BTC"
-],
-"pair_blacklist": [
-    "BNB/BTC",
-    "BNB/BUSD",
-    "BNB/ETH",
-    "BNB/EUR",
-    "BNB/NGN",
-    "BNB/PAX",
-    "BNB/RUB",
-    "BNB/TRY",
-    "BNB/TUSD",
-    "BNB/USDC",
-    "BNB/USDS",
-    "BNB/USDT",
-]
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 200
+    },
+    "pair_whitelist": [
+        "ALGO/BTC",
+        "ATOM/BTC",
+        "BAT/BTC",
+        "BCH/BTC",
+        "BRD/BTC",
+        "EOS/BTC",
+        "ETH/BTC",
+        "IOTA/BTC",
+        "LINK/BTC",
+        "LTC/BTC",
+        "NEO/BTC",
+        "NXS/BTC",
+        "XMR/BTC",
+        "XRP/BTC",
+        "XTZ/BTC"
+    ],
+    "pair_blacklist": [
+        "BNB/BTC",
+        "BNB/BUSD",
+        "BNB/ETH",
+        "BNB/EUR",
+        "BNB/NGN",
+        "BNB/PAX",
+        "BNB/RUB",
+        "BNB/TRY",
+        "BNB/TUSD",
+        "BNB/USDC",
+        "BNB/USDS",
+        "BNB/USDT",
+    ]
+}
diff --git a/freqtrade/templates/subtemplates/exchange_generic.j2 b/freqtrade/templates/subtemplates/exchange_generic.j2
index 33309de3b..ade9c2f28 100644
--- a/freqtrade/templates/subtemplates/exchange_generic.j2
+++ b/freqtrade/templates/subtemplates/exchange_generic.j2
@@ -1,13 +1,15 @@
-"name": "{{ exchange_name | lower }}",
-"key": "{{ exchange_key }}",
-"secret": "{{ exchange_secret }}",
-"ccxt_config": {"enableRateLimit": true},
-"ccxt_async_config": {
-    "enableRateLimit": true
-},
-"pair_whitelist": [
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true
+    },
+    "pair_whitelist": [
 
-],
-"pair_blacklist": [
+    ],
+    "pair_blacklist": [
 
-]
+    ]
+}
diff --git a/freqtrade/templates/subtemplates/exchange_kraken.j2 b/freqtrade/templates/subtemplates/exchange_kraken.j2
index 690828887..7139a0830 100644
--- a/freqtrade/templates/subtemplates/exchange_kraken.j2
+++ b/freqtrade/templates/subtemplates/exchange_kraken.j2
@@ -1,33 +1,36 @@
-"name": "kraken",
-"key": "{{ exchange_key }}",
-"secret": "{{ exchange_secret }}",
-"ccxt_config": {"enableRateLimit": true},
-"ccxt_async_config": {
-    "enableRateLimit": true,
-    "rateLimit": 1000
-},
-"pair_whitelist": [
-    "ADA/EUR",
-    "ATOM/EUR",
-    "BAT/EUR",
-    "BCH/EUR",
-    "BTC/EUR",
-    "DAI/EUR",
-    "DASH/EUR",
-    "EOS/EUR",
-    "ETC/EUR",
-    "ETH/EUR",
-    "LINK/EUR",
-    "LTC/EUR",
-    "QTUM/EUR",
-    "REP/EUR",
-    "WAVES/EUR",
-    "XLM/EUR",
-    "XMR/EUR",
-    "XRP/EUR",
-    "XTZ/EUR",
-    "ZEC/EUR"
-],
-"pair_blacklist": [
+"download_trades": true,
+"exchange": {
+    "name": "kraken",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 1000
+    },
+    "pair_whitelist": [
+        "ADA/EUR",
+        "ATOM/EUR",
+        "BAT/EUR",
+        "BCH/EUR",
+        "BTC/EUR",
+        "DAI/EUR",
+        "DASH/EUR",
+        "EOS/EUR",
+        "ETC/EUR",
+        "ETH/EUR",
+        "LINK/EUR",
+        "LTC/EUR",
+        "QTUM/EUR",
+        "REP/EUR",
+        "WAVES/EUR",
+        "XLM/EUR",
+        "XMR/EUR",
+        "XRP/EUR",
+        "XTZ/EUR",
+        "ZEC/EUR"
+    ],
+    "pair_blacklist": [
 
-]
+    ]
+}

From 34f04668c19f719f712b34bd556f13c5fb3af1bc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 14:02:51 +0100
Subject: [PATCH 1145/1495] Add template for bittrex

---
 docs/utils.md                                 |  1 -
 .../subtemplates/exchange_bittrex.j2          | 24 +++++++++++++++++++
 2 files changed, 24 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/templates/subtemplates/exchange_bittrex.j2

diff --git a/docs/utils.md b/docs/utils.md
index 66101d9bc..a986f040b 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -40,7 +40,6 @@ optional arguments:
 
 Creates a new configuration file, asking some questions which are important selections for a configuration.
 
-
 ```
 usage: freqtrade new-config [-h] [-c PATH]
 
diff --git a/freqtrade/templates/subtemplates/exchange_bittrex.j2 b/freqtrade/templates/subtemplates/exchange_bittrex.j2
new file mode 100644
index 000000000..7a7e8e291
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_bittrex.j2
@@ -0,0 +1,24 @@
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 500
+    },
+    "pair_whitelist": [
+        "ETH/BTC",
+        "LTC/BTC",
+        "ETC/BTC",
+        "DASH/BTC",
+        "ZEC/BTC",
+        "XLM/BTC",
+        "XRP/BTC",
+        "TRX/BTC",
+        "ADA/BTC",
+        "XMR/BTC"
+    ],
+    "pair_blacklist": [
+    ]
+}

From c4031761fec25cb1193557cc09733451fa028612 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 09:53:20 +0100
Subject: [PATCH 1146/1495] Don't validate exchange for data-download
 subcommand

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

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index ddc2ca25b..aee144505 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -37,7 +37,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
     pairs_not_available: List[str] = []
 
     # Init exchange
-    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
     try:
 
         if config.get('download_trades'):

From f3b1161640507d91e7694f03e80095304bfdaf0a Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 8 Feb 2020 21:02:52 +0100
Subject: [PATCH 1147/1495] wide notifications fixes

---
 docs/configuration.md          |   2 +
 docs/telegram-usage.md         |   2 +-
 docs/webhook-config.md         |  51 ++++++++++++
 freqtrade/constants.py         |   4 +-
 freqtrade/freqtradebot.py      | 137 ++++++++++++++++++++++++---------
 freqtrade/rpc/rpc.py           |  14 ++--
 freqtrade/rpc/telegram.py      |  20 +++--
 freqtrade/rpc/webhook.py       |   4 +
 tests/rpc/test_rpc.py          |   6 +-
 tests/rpc/test_rpc_telegram.py |  81 ++++++++++++++++---
 tests/rpc/test_rpc_webhook.py  |  46 ++++++-----
 tests/test_freqtradebot.py     |   6 +-
 12 files changed, 288 insertions(+), 85 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index c0404d647..53e554709 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -92,7 +92,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhookbuycancel` | Payload to send on buy order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
+| `webhook.webhooksellcancel` | Payload to send on sell order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Boolean*
 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *IPv4*
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index ed0c21a6e..ac9cea3d6 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -55,7 +55,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/reload_conf` | | Reloads the configuration file
 | `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
-| `/status table` | | List all open trades in a table format
+| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk(*)
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 9e0a34eae..878b18e8a 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -15,11 +15,21 @@ Sample configuration (tested using IFTTT).
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
+        "webhookbuycancel": {
+            "value1": "Cancelling Buy {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "{stake_amount:8f} {stake_currency}"
+        },
         "webhooksell": {
             "value1": "Selling {pair}",
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency}"
         },
+        "webhooksellcancel": {
+            "value1": "Cancelling Sell {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "profit: {profit_amount:8f} {stake_currency}"
+        },
         "webhookstatus": {
             "value1": "Status: {status}",
             "value2": "",
@@ -40,10 +50,29 @@ Possible parameters are:
 * `exchange`
 * `pair`
 * `limit`
+* `amount`
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
 * `order_type`
+* `open_rate`
+* `current_rate`
+
+### Webhookbuycancel
+
+The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
+Possible parameters are:
+
+* `exchange`
+* `pair`
+* `limit`
+* `amount`
+* `stake_amount`
+* `stake_currency`
+* `fiat_currency`
+* `order_type`
+* `open_rate`
+* `current_rate`
 
 ### Webhooksell
 
@@ -57,6 +86,7 @@ Possible parameters are:
 * `amount`
 * `open_rate`
 * `current_rate`
+* `close_rate`
 * `profit_amount`
 * `profit_percent`
 * `stake_currency`
@@ -66,6 +96,27 @@ Possible parameters are:
 * `open_date`
 * `close_date`
 
+### Webhooksellcancel
+
+The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
+Possible parameters are:
+
+* `exchange`
+* `pair`
+* `gain`
+* `limit`
+* `amount`
+* `open_rate`
+* `current_rate`
+* `close_rate`
+* `profit_amount`
+* `profit_percent`
+* `stake_currency`
+* `fiat_currency`
+* `sell_reason`
+* `order_type`
+* `open_date`
+
 ### Webhookstatus
 
 The fields in `webhook.webhookstatus` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e68e741af..b34805e94 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -78,7 +78,7 @@ CONF_SCHEMA = {
         'amend_last_stake_amount': {'type': 'boolean', 'default': False},
         'last_stake_amount_min_ratio': {
             'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
-            },
+        },
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
@@ -191,7 +191,9 @@ CONF_SCHEMA = {
             'properties': {
                 'enabled': {'type': 'boolean'},
                 'webhookbuy': {'type': 'object'},
+                'webhookbuycancel': {'type': 'object'},
                 'webhooksell': {'type': 'object'},
+                'webhooksellcancel': {'type': 'object'},
                 'webhookstatus': {'type': 'object'},
             },
         },
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e51b3d550..2f57ca41b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -234,7 +234,7 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, refresh: bool = False, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
         :return: float: Price
@@ -253,7 +253,7 @@ class FreqtradeBot:
         else:
             if not tick:
                 logger.info('Using Last Ask / Last Price')
-                ticker = self.exchange.fetch_ticker(pair)
+                ticker = self.exchange.fetch_ticker(pair, refresh)
             else:
                 ticker = tick
             if ticker['ask'] < ticker['last']:
@@ -404,7 +404,7 @@ class FreqtradeBot:
 
             stake_amount = self.get_trade_stake_amount(pair)
             if not stake_amount:
-                logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
+                logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
                 return False
 
             logger.info(f"Buy signal found: about create a new trade with stake_amount: "
@@ -414,10 +414,12 @@ class FreqtradeBot:
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
+                    logger.info(f'Executed Buy for {pair}.')
                     return self.execute_buy(pair, stake_amount)
                 else:
                     return False
 
+            logger.info(f'Executed Buy for {pair}')
             return self.execute_buy(pair, stake_amount)
         else:
             return False
@@ -450,7 +452,7 @@ class FreqtradeBot:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
-        :return: None
+        :return: bool
         """
         time_in_force = self.strategy.order_time_in_force['buy']
 
@@ -458,7 +460,7 @@ class FreqtradeBot:
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.get_buy_rate(pair)
+            buy_limit_requested = self.get_buy_rate(pair, True)
 
         min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
         if min_stake_amount is not None and min_stake_amount > stake_amount:
@@ -547,11 +549,37 @@ class FreqtradeBot:
             'type': RPCMessageType.BUY_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
-            'limit': trade.open_rate,
+            'limit': trade.open_rate_requested,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
+            'amount': trade.amount,
+            'open_date': trade.open_date or datetime.utcnow(),
+            'current_rate': trade.open_rate_requested,
+        }
+
+        # Send the message
+        self.rpc.send_msg(msg)
+
+    def _notify_buy_cancel(self, trade: Trade, order_type: str) -> None:
+        """
+        Sends rpc notification when a buy cancel occured.
+        """
+        current_rate = self.get_buy_rate(trade.pair, False)
+
+        msg = {
+            'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+            'exchange': self.exchange.name.capitalize(),
+            'pair': trade.pair,
+            'limit': trade.open_rate_requested,
+            'order_type': order_type,
+            'stake_amount': trade.stake_amount,
+            'stake_currency': self.config['stake_currency'],
+            'fiat_currency': self.config.get('fiat_display_currency', None),
+            'amount': trade.amount,
+            'open_date': trade.open_date,
+            'current_rate': current_rate,
         }
 
         # Send the message
@@ -587,7 +615,7 @@ class FreqtradeBot:
 
         return trades_closed
 
-    def get_sell_rate(self, pair: str, refresh: bool) -> float:
+    def get_sell_rate(self, pair: str, refresh: bool = False) -> float:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
         The orderbook portion is only used for rpc messaging, which would otherwise fail
@@ -751,7 +779,7 @@ class FreqtradeBot:
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
                 # cancelling the current stoploss on exchange first
-                logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s})'
+                logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) '
                             'in order to add another one ...', order['id'])
                 try:
                     self.exchange.cancel_order(order['id'], trade.pair)
@@ -777,7 +805,7 @@ class FreqtradeBot:
 
         if should_sell.sell_flag:
             self.execute_sell(trade, sell_rate, should_sell.sell_type)
-            logger.info('executed sell, reason: %s', should_sell.sell_type)
+            logger.info(f'Executed Sell for {trade.pair}. Reason: {should_sell.sell_type}')
             return True
         return False
 
@@ -820,41 +848,41 @@ class FreqtradeBot:
 
             if ((order['side'] == 'buy' and order['status'] == 'canceled')
                     or (self._check_timed_out('buy', order))):
-
                 self.handle_timedout_limit_buy(trade, order)
                 self.wallets.update()
+                order_type = self.strategy.order_types['buy']
+                self._notify_buy_cancel(trade, order_type)
 
             elif ((order['side'] == 'sell' and order['status'] == 'canceled')
                   or (self._check_timed_out('sell', order))):
                 self.handle_timedout_limit_sell(trade, order)
                 self.wallets.update()
+                order_type = self.strategy.order_types['sell']
+                self._notify_sell_cancel(trade, order_type)
 
-    def handle_buy_order_full_cancel(self, trade: Trade, reason: str) -> None:
-        """Close trade in database and send message"""
+    def delete_trade(self, trade: Trade) -> None:
+        """Delete trade in database"""
         Trade.session.delete(trade)
         Trade.session.flush()
-        logger.info('Buy order %s for %s.', reason, trade)
-        self.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
-            'status': f'Unfilled buy order for {trade.pair} {reason}'
-        })
 
     def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
         """
         Buy timeout - cancel order
         :return: True if order was fully cancelled
         """
-        reason = "cancelled due to timeout"
         if order['status'] != 'canceled':
+            reason = "cancelled due to timeout"
             corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
+            logger.info('Buy order %s for %s.', reason, trade)
         else:
             # Order was cancelled already, so we can reuse the existing dict
             corder = order
-            reason = "canceled on Exchange"
+            reason = "cancelled on exchange"
+            logger.info('Buy order %s for %s.', reason, trade)
 
         if corder.get('remaining', order['remaining']) == order['amount']:
             # if trade is not partially completed, just delete the trade
-            self.handle_buy_order_full_cancel(trade, reason)
+            self.delete_trade(trade)
             return True
 
         # if trade is partially complete, edit the stake details for the trade
@@ -878,10 +906,6 @@ class FreqtradeBot:
 
         trade.open_order_id = None
         logger.info('Partial buy order timeout for %s.', trade)
-        self.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
-            'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
-        })
         return False
 
     def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
@@ -889,24 +913,22 @@ class FreqtradeBot:
         Sell timeout - cancel order and update trade
         :return: True if order was fully cancelled
         """
+        # if trade is not partially completed, just cancel the trade
         if order['remaining'] == order['amount']:
-            # if trade is not partially completed, just cancel the trade
             if order["status"] != "canceled":
-                reason = "due to timeout"
+                reason = "cancelled due to timeout"
+                # if trade is not partially completed, just delete the trade
                 self.exchange.cancel_order(trade.open_order_id, trade.pair)
-                logger.info('Sell order timeout for %s.', trade)
+                logger.info('Sell order %s for %s.', reason, trade)
             else:
-                reason = "on exchange"
-                logger.info('Sell order canceled on exchange for %s.', trade)
+                reason = "cancelled on exchange"
+                logger.info('Sell order %s for %s.', reason, trade)
+
             trade.close_rate = None
             trade.close_profit = None
             trade.close_date = None
             trade.is_open = True
             trade.open_order_id = None
-            self.rpc.send_msg({
-                'type': RPCMessageType.STATUS_NOTIFICATION,
-                'status': f'Unfilled sell order for {trade.pair} cancelled {reason}'
-            })
 
             return True
 
@@ -938,13 +960,13 @@ class FreqtradeBot:
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None:
+    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> bool:
         """
         Executes a limit sell for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sellreason: Reason the sell was triggered
-        :return: None
+        :return: bool
         """
         sell_type = 'sell'
         if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
@@ -965,7 +987,7 @@ class FreqtradeBot:
 
         order_type = self.strategy.order_types[sell_type]
         if sell_reason == SellType.EMERGENCY_SELL:
-            # Emergencysells (default to market!)
+            # Emergency sells (default to market!)
             order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_sell_amount(trade.pair, trade.amount)
@@ -990,6 +1012,8 @@ class FreqtradeBot:
 
         self._notify_sell(trade, order_type)
 
+        return True
+
     def _notify_sell(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a sell occured.
@@ -1006,7 +1030,7 @@ class FreqtradeBot:
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
-            'limit': trade.close_rate_requested,
+            'limit': profit_rate,
             'order_type': order_type,
             'amount': trade.amount,
             'open_rate': trade.open_rate,
@@ -1017,6 +1041,45 @@ class FreqtradeBot:
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_currency': self.config['stake_currency'],
+            'fiat_currency': self.config.get('fiat_display_currency', None),
+        }
+
+        if 'fiat_display_currency' in self.config:
+            msg.update({
+                'fiat_currency': self.config['fiat_display_currency'],
+            })
+
+        # Send the message
+        self.rpc.send_msg(msg)
+
+    def _notify_sell_cancel(self, trade: Trade, order_type: str) -> None:
+        """
+        Sends rpc notification when a sell cancel occured.
+        """
+        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+        profit_trade = trade.calc_profit(rate=profit_rate)
+        # Use cached ticker here - it was updated seconds ago.
+        current_rate = self.get_sell_rate(trade.pair, False)
+        profit_percent = trade.calc_profit_ratio(profit_rate)
+        gain = "profit" if profit_percent > 0 else "loss"
+
+        msg = {
+            'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+            'exchange': trade.exchange.capitalize(),
+            'pair': trade.pair,
+            'gain': gain,
+            'limit': profit_rate,
+            'order_type': order_type,
+            'amount': trade.amount,
+            'open_rate': trade.open_rate,
+            'current_rate': current_rate,
+            'profit_amount': profit_trade,
+            'profit_percent': profit_percent,
+            'sell_reason': trade.sell_reason,
+            'open_date': trade.open_date,
+            'close_date': trade.close_date,
+            'stake_currency': self.config['stake_currency'],
+            'fiat_currency': self.config.get('fiat_display_currency', None),
         }
 
         if 'fiat_display_currency' in self.config:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 7f5cfc101..c1efea79e 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -26,7 +26,9 @@ class RPCMessageType(Enum):
     WARNING_NOTIFICATION = 'warning'
     CUSTOM_NOTIFICATION = 'custom'
     BUY_NOTIFICATION = 'buy'
+    BUY_CANCEL_NOTIFICATION = 'buy_cancel'
     SELL_NOTIFICATION = 'sell'
+    SELL_CANCEL_NOTIFICATION = 'sell_cancel'
 
     def __repr__(self):
         return self.value
@@ -39,6 +41,7 @@ class RPCException(Exception):
 
     raise RPCException('*Status:* `no active trade`')
     """
+
     def __init__(self, message: str) -> None:
         super().__init__(self)
         self.message = message
@@ -157,15 +160,16 @@ class RPC:
                 profit_str = f'{trade_perc:.2f}%'
                 if self._fiat_converter:
                     fiat_profit = self._fiat_converter.convert_amount(
-                            trade_profit,
-                            stake_currency,
-                            fiat_display_currency
-                        )
+                        trade_profit,
+                        stake_currency,
+                        fiat_display_currency
+                    )
                     if fiat_profit and not isnan(fiat_profit):
                         profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
-                    trade.pair,
+                    trade.pair + ['', '*'][trade.open_order_id is not None
+                                           and trade.close_rate_requested is None],
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
                 ])
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e9ecdcff6..0dd7a8ffd 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -134,13 +134,18 @@ class Telegram(RPC):
                 msg['stake_amount_fiat'] = 0
 
             message = ("*{exchange}:* Buying {pair}\n"
-                       "at rate `{limit:.8f}\n"
-                       "({stake_amount:.6f} {stake_currency}").format(**msg)
+                       "*Amount:* `{amount:.8f}`\n"
+                       "*Open Rate:* `{limit:.8f}`\n"
+                       "*Current Rate:* `{current_rate:.8f}`\n"
+                       "*Total:* `({stake_amount:.6f} {stake_currency}").format(**msg)
 
             if msg.get('fiat_currency', None):
-                message += ",{stake_amount_fiat:.3f} {fiat_currency}".format(**msg)
+                message += ", {stake_amount_fiat:.3f} {fiat_currency}".format(**msg)
             message += ")`"
 
+        elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
+            message = "*{exchange}:* Cancelling Buy {pair}".format(**msg)
+
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
             msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
@@ -149,10 +154,10 @@ class Telegram(RPC):
             msg['duration_min'] = msg['duration'].total_seconds() / 60
 
             message = ("*{exchange}:* Selling {pair}\n"
-                       "*Rate:* `{limit:.8f}`\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
+                       "*Close Rate:* `{limit:.8f}`\n"
                        "*Sell Reason:* `{sell_reason}`\n"
                        "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
                        "*Profit:* `{profit_percent:.2f}%`").format(**msg)
@@ -163,8 +168,11 @@ class Telegram(RPC):
                and self._fiat_converter):
                 msg['profit_fiat'] = self._fiat_converter.convert_amount(
                     msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
-                message += ('` ({gain}: {profit_amount:.8f} {stake_currency}`'
-                            '` / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
+                message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
+                            ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
+
+        elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
+            message = "*{exchange}:* Cancelling Sell {pair}".format(**msg)
 
         elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 37ca466de..1309663d4 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -41,8 +41,12 @@ class Webhook(RPC):
 
             if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhookbuy', None)
+            elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
+                valuedict = self._config['webhook'].get('webhookbuycancel', None)
             elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhooksell', None)
+            elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
+                valuedict = self._config['webhook'].get('webhooksellcancel', None)
             elif msg['type'] in(RPCMessageType.STATUS_NOTIFICATION,
                                 RPCMessageType.CUSTOM_NOTIFICATION,
                                 RPCMessageType.WARNING_NOTIFICATION):
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 36fce1797..a35bfa0d6 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -122,7 +122,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert "Since" in headers
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
-    assert 'ETH/BTC' == result[0][1]
+    assert 'ETH/BTC' in result[0][1]
     assert '-0.59%' == result[0][3]
     # Test with fiatconvert
 
@@ -131,7 +131,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert "Since" in headers
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
-    assert 'ETH/BTC' == result[0][1]
+    assert 'ETH/BTC' in result[0][1]
     assert '-0.59% (-0.09)' == result[0][3]
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -140,7 +140,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     rpc._freqtrade.exchange._cached_ticker = {}
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
-    assert 'ETH/BTC' == result[0][1]
+    assert 'ETH/BTC' in result[0][1]
     assert 'nan%' == result[0][3]
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ffc29ee12..ae9c0c4dc 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -284,7 +284,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
 
     assert int(fields[0]) == 1
-    assert fields[1] == 'ETH/BTC'
+    assert 'ETH/BTC' in fields[1]
     assert msg_mock.call_count == 1
 
 
@@ -1200,12 +1200,35 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
         'stake_amount': 0.001,
         'stake_amount_fiat': 0.0,
         'stake_currency': 'BTC',
-        'fiat_currency': 'USD'
+        'fiat_currency': 'USD',
+        'current_rate': 1.099e-05,
+        'amount': 1333.3333333333335,
+        'open_date': arrow.utcnow().shift(hours=-1)
     })
     assert msg_mock.call_args[0][0] \
         == '*Bittrex:* Buying ETH/BTC\n' \
-           'at rate `0.00001099\n' \
-           '(0.001000 BTC,0.000 USD)`'
+           '*Amount:* `1333.33333333`\n' \
+           '*Open Rate:* `0.00001099`\n' \
+           '*Current Rate:* `0.00001099`\n' \
+           '*Total:* `(0.001000 BTC, 0.000 USD)`'
+
+
+def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+    telegram.send_msg({
+        'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+    })
+    assert msg_mock.call_args[0][0] \
+        == ('*Bittrex:* Cancelling Buy ETH/BTC')
 
 
 def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1239,13 +1262,13 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
-            '*Rate:* `0.00003201`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
+            '*Close Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
             '*Duration:* `1:00:00 (60.0 min)`\n'
-            '*Profit:* `-57.41%`` (loss: -0.05746268 ETH`` / -24.812 USD)`')
+            '*Profit:* `-57.41%` `(loss: -0.05746268 ETH / -24.812 USD)`')
 
     msg_mock.reset_mock()
     telegram.send_msg({
@@ -1267,10 +1290,10 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
-            '*Rate:* `0.00003201`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
+            '*Close Rate:* `0.00003201`\n'
             '*Sell Reason:* `stop_loss`\n'
             '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
             '*Profit:* `-57.41%`')
@@ -1278,6 +1301,37 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     telegram._fiat_converter.convert_amount = old_convamount
 
 
+def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+    old_convamount = telegram._fiat_converter.convert_amount
+    telegram._fiat_converter.convert_amount = lambda a, b, c: -24.812
+    telegram.send_msg({
+        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'exchange': 'Binance',
+        'pair': 'KEY/ETH',
+    })
+    assert msg_mock.call_args[0][0] \
+        == ('*Binance:* Cancelling Sell KEY/ETH')
+
+    msg_mock.reset_mock()
+    telegram.send_msg({
+        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'exchange': 'Binance',
+        'pair': 'KEY/ETH',
+    })
+    assert msg_mock.call_args[0][0] \
+        == ('*Binance:* Cancelling Sell KEY/ETH')
+    # Reset singleton function to avoid random breaks
+    telegram._fiat_converter.convert_amount = old_convamount
+
+
 def test_send_msg_status_notification(default_conf, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(
@@ -1360,12 +1414,17 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'stake_amount': 0.001,
         'stake_amount_fiat': 0.0,
         'stake_currency': 'BTC',
-        'fiat_currency': None
+        'fiat_currency': None,
+        'current_rate': 1.099e-05,
+        'amount': 1333.3333333333335,
+        'open_date': arrow.utcnow().shift(hours=-1)
     })
     assert msg_mock.call_args[0][0] \
         == '*Bittrex:* Buying ETH/BTC\n' \
-           'at rate `0.00001099\n' \
-           '(0.001000 BTC)`'
+           '*Amount:* `1333.33333333`\n' \
+           '*Open Rate:* `0.00001099`\n' \
+           '*Current Rate:* `0.00001099`\n' \
+           '*Total:* `(0.001000 BTC)`'
 
 
 def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
@@ -1398,10 +1457,10 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == '*Binance:* Selling KEY/ETH\n' \
-           '*Rate:* `0.00003201`\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \
+           '*Close Rate:* `0.00003201`\n' \
            '*Sell Reason:* `stop_loss`\n' \
            '*Duration:* `2:35:03 (155.1 min)`\n' \
            '*Profit:* `-57.41%`'
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index c066aa8e7..3b9ce3f0d 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -13,24 +13,34 @@ from tests.conftest import get_patched_freqtradebot, log_has
 
 def get_webhook_dict() -> dict:
     return {
-          "enabled": True,
-          "url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/",
-          "webhookbuy": {
-              "value1": "Buying {pair}",
-              "value2": "limit {limit:8f}",
-              "value3": "{stake_amount:8f} {stake_currency}"
-          },
-          "webhooksell": {
-              "value1": "Selling {pair}",
-              "value2": "limit {limit:8f}",
-              "value3": "profit: {profit_amount:8f} {stake_currency}"
-          },
-          "webhookstatus": {
-              "value1": "Status: {status}",
-              "value2": "",
-              "value3": ""
-          }
-      }
+        "enabled": True,
+        "url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/",
+        "webhookbuy": {
+            "value1": "Buying {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "{stake_amount:8f} {stake_currency}"
+        },
+        "webhookbuycancel": {
+            "value1": "Cancelling Buy {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "{stake_amount:8f} {stake_currency}"
+        },
+        "webhooksell": {
+            "value1": "Selling {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "profit: {profit_amount:8f} {stake_currency}"
+        },
+        "webhooksellcancel": {
+            "value1": "Cancelling Sell {pair}",
+            "value2": "limit {limit:8f}",
+            "value3": "profit: {profit_amount:8f} {stake_currency}"
+        },
+        "webhookstatus": {
+            "value1": "Status: {status}",
+            "value2": "",
+            "value3": ""
+        }
+    }
 
 
 def test__init__(mocker, default_conf):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f334e4eb0..429d3599d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -300,7 +300,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
 
     # stoploss shoud be hit
     assert freqtrade.handle_trade(trade) is True
-    assert log_has('executed sell, reason: SellType.STOP_LOSS', caplog)
+    assert log_has('Executed Sell for NEO/BTC. Reason: SellType.STOP_LOSS', caplog)
     assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
@@ -1964,7 +1964,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 0
-    assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog)
+    assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
 def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2045,7 +2045,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
-    assert log_has_re("Sell order canceled on exchange for Trade.*", caplog)
+    assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,

From 4fad7a462cc067c6c91aaa5b970de881025a9f07 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 8 Feb 2020 21:19:07 +0100
Subject: [PATCH 1148/1495] fixes in webhook-config docs

---
 docs/webhook-config.md | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 878b18e8a..b287fa71e 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -51,11 +51,11 @@ Possible parameters are:
 * `pair`
 * `limit`
 * `amount`
+* `open_date`
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
 * `order_type`
-* `open_rate`
 * `current_rate`
 
 ### Webhookbuycancel
@@ -67,11 +67,11 @@ Possible parameters are:
 * `pair`
 * `limit`
 * `amount`
+* `open_date`
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
 * `order_type`
-* `open_rate`
 * `current_rate`
 
 ### Webhooksell
@@ -86,7 +86,6 @@ Possible parameters are:
 * `amount`
 * `open_rate`
 * `current_rate`
-* `close_rate`
 * `profit_amount`
 * `profit_percent`
 * `stake_currency`
@@ -108,7 +107,6 @@ Possible parameters are:
 * `amount`
 * `open_rate`
 * `current_rate`
-* `close_rate`
 * `profit_amount`
 * `profit_percent`
 * `stake_currency`
@@ -116,6 +114,7 @@ Possible parameters are:
 * `sell_reason`
 * `order_type`
 * `open_date`
+* `close_date`
 
 ### Webhookstatus
 

From 879b5138228cc2052ab6bff3fd913080686828e6 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 8 Feb 2020 21:31:36 +0100
Subject: [PATCH 1149/1495] enhanced method description

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2f57ca41b..5f1024f8c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -452,7 +452,7 @@ class FreqtradeBot:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
-        :return: bool
+        :return: True if a buy order is created, false if it fails.
         """
         time_in_force = self.strategy.order_time_in_force['buy']
 
@@ -966,7 +966,7 @@ class FreqtradeBot:
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sellreason: Reason the sell was triggered
-        :return: bool
+        :return: True if it succeeds (supported) False (not supported)
         """
         sell_type = 'sell'
         if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):

From 1a9787ac76d6df1f337c1889ccf3135ae8cdaa13 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Feb 2020 21:53:34 +0100
Subject: [PATCH 1150/1495] Add validation for data-download relevant settings

---
 freqtrade/commands/data_commands.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index aee144505..e8e0f06d2 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -38,6 +38,11 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    # Manual validations of relevant settings
+    exchange.validate_pairs(config['pairs'])
+    for timeframe in config['timeframes']:
+        exchange.validate_timeframes(timeframe)
+
     try:
 
         if config.get('download_trades'):

From 636bd5acb5e8b66dab60879c50343a26dc8e15c6 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Sat, 8 Feb 2020 23:21:42 +0100
Subject: [PATCH 1151/1495] Added filter options to "hyperopt-list" in order to
 easier find epochs.

  --profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
---
 docs/utils.md                            | 24 +++++++++---
 freqtrade/commands/arguments.py          |  3 +-
 freqtrade/commands/cli_options.py        | 24 ++++++++++++
 freqtrade/commands/hyperopt_commands.py  | 47 ++++++++++++++++++------
 freqtrade/configuration/configuration.py | 12 ++++++
 5 files changed, 91 insertions(+), 19 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index b0559f9cc..71039f174 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -135,15 +135,27 @@ Common arguments:
 ```
 ```
 freqtrade list-hyperopts --help
-usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [-d PATH] [--userdir PATH]
-                                [--hyperopt-path PATH] [-1]
+usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                               [-d PATH] [--userdir PATH] [--best]
+                               [--profitable] [--min-avg-time INT]
+                               [--max-avg-time INT] [--min-avg-profit FLOAT]
+                               [--min-total-profit FLOAT] [--no-color]
+                               [--print-json] [--no-details]
 
 optional arguments:
   -h, --help            show this help message and exit
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  -1, --one-column      Print output in one column.
+  --best                Select only best epochs.
+  --profitable          Select only profitable epochs.
+  --min-avg-time INT    Select epochs on above average time.
+  --max-avg-time INT    Select epochs on under average time.
+  --min-avg-profit FLOAT
+                        Select epochs on above average profit.
+  --min-total-profit FLOAT
+                        Select epochs on above total profit.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
+  --print-json          Print best result detailization in JSON format.
+  --no-details          Do not print best epoch details.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1931a51be..2d02058f1 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -59,7 +59,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
-ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
+ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_list_min_avg_time",
+                     "hyperopt_list_max_avg_time", "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit", "print_colorized",
                       "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 6d8d13129..0c6d64691 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -398,6 +398,30 @@ AVAILABLE_CLI_OPTIONS = {
         help='Select only best epochs.',
         action='store_true',
     ),
+    "hyperopt_list_min_avg_time": Arg(
+        '--min-avg-time',
+        help='Select epochs on above average time.',
+        type=check_int_nonzero,
+        metavar='INT',
+    ),
+    "hyperopt_list_max_avg_time": Arg(
+        '--max-avg-time',
+        help='Select epochs on under average time.',
+        type=check_int_nonzero,
+        metavar='INT',
+    ),
+    "hyperopt_list_min_avg_profit": Arg(
+        '--min-avg-profit',
+        help='Select epochs on above average profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_min_total_profit": Arg(
+        '--min-total-profit',
+        help='Select epochs on above total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_no_details": Arg(
         '--no-details',
         help='Do not print best epoch details.',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 5c6f25848..8472fcfe1 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -19,13 +19,20 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    only_best = config.get('hyperopt_list_best', False)
-    only_profitable = config.get('hyperopt_list_profitable', False)
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
+    filteroptions = {
+        'only_best': config.get('hyperopt_list_best', False),
+        'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0.0),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0.0)
+    }
+    
     trials_file = (config['user_data_dir'] /
                    'hyperopt_results' / 'hyperopt_results.pickle')
 
@@ -33,7 +40,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     trials = Hyperopt.load_previous_results(trials_file)
     total_epochs = len(trials)
 
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials = _hyperopt_filter_trials(trials, filteroptions)
 
     # TODO: fetch the interval for epochs to print from the cli option
     epoch_start, epoch_stop = 0, None
@@ -44,7 +51,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     try:
         # Human-friendly indexes used here (starting from 1)
         for val in trials[epoch_start:epoch_stop]:
-            Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
+            Hyperopt.print_results_explanation(val, total_epochs, not filteroptions['only_best'], print_colorized)
 
     except KeyboardInterrupt:
         print('User interrupted..')
@@ -63,8 +70,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    only_best = config.get('hyperopt_list_best', False)
-    only_profitable = config.get('hyperopt_list_profitable', False)
+    filteroptions = {
+        'only_best': config.get('hyperopt_list_best', False),
+        'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0)
+    }
     no_header = config.get('hyperopt_show_no_header', False)
 
     trials_file = (config['user_data_dir'] /
@@ -74,7 +87,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     trials = Hyperopt.load_previous_results(trials_file)
     total_epochs = len(trials)
 
-    trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
+    trials = _hyperopt_filter_trials(trials, filteroptions)
     trials_epochs = len(trials)
 
     n = config.get('hyperopt_show_index', -1)
@@ -97,18 +110,28 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
+def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
-    if only_best:
+    if filteroptions['only_best']:
         trials = [x for x in trials if x['is_best']]
-    if only_profitable:
+    if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
 
+    if not filteroptions['only_best']:
+        if filteroptions['filter_min_avg_time'] > 0:
+            trials = [x for x in trials if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']]
+        if filteroptions['filter_max_avg_time'] > 0:
+            trials = [x for x in trials if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']]
+        if filteroptions['filter_min_avg_profit'] > 0:
+            trials = [x for x in trials if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']]
+        if filteroptions['filter_min_total_profit'] > 0:
+            trials = [x for x in trials if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']]
+    
     logger.info(f"{len(trials)} " +
-                ("best " if only_best else "") +
-                ("profitable " if only_profitable else "") +
+                ("best " if filteroptions['only_best'] else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
                 "epochs found.")
 
     return trials
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index a8b7638c8..f7e87f3a1 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -310,6 +310,18 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_profitable',
                              logstring='Parameter --profitable detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_avg_time',
+                             logstring='Parameter --min-avg-time detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_avg_time',
+                             logstring='Parameter --max-avg-time detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
+                             logstring='Parameter --min-avg-profit detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_min_total_profit',
+                             logstring='Parameter --min-total-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 

From 2796d3d8a0c1af2c297170f030cc5cfbb4b9c924 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sun, 9 Feb 2020 00:11:58 +0100
Subject: [PATCH 1152/1495] added missing tests to increase coverage

---
 tests/rpc/test_rpc_webhook.py | 53 +++++++++++++++++++++++++++++++++--
 1 file changed, 50 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 3b9ce3f0d..ab40047c0 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -54,6 +54,9 @@ def test_send_msg(default_conf, mocker):
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    # Test buy
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
         'type': RPCMessageType.BUY_NOTIFICATION,
         'exchange': 'Bittrex',
@@ -64,8 +67,6 @@ def test_send_msg(default_conf, mocker):
         'stake_currency': 'BTC',
         'fiat_currency': 'EUR'
     }
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     webhook.send_msg(msg=msg)
     assert msg_mock.call_count == 1
     assert (msg_mock.call_args[0][0]["value1"] ==
@@ -74,6 +75,27 @@ def test_send_msg(default_conf, mocker):
             default_conf["webhook"]["webhookbuy"]["value2"].format(**msg))
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhookbuy"]["value3"].format(**msg))
+    # Test buy cancel
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg = {
+        'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'limit': 0.005,
+        'stake_amount': 0.8,
+        'stake_amount_fiat': 500,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'EUR'
+    }
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhookbuycancel"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg))
     # Test sell
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
@@ -100,7 +122,32 @@ def test_send_msg(default_conf, mocker):
             default_conf["webhook"]["webhooksell"]["value2"].format(**msg))
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhooksell"]["value3"].format(**msg))
-
+    # Test sell cancel
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg = {
+        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'gain': "profit",
+        'limit': 0.005,
+        'amount': 0.8,
+        'order_type': 'limit',
+        'open_rate': 0.004,
+        'current_rate': 0.005,
+        'profit_amount': 0.001,
+        'profit_percent': 0.20,
+        'stake_currency': 'BTC',
+        'sell_reason': SellType.STOP_LOSS.value
+    }
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhooksellcancel"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhooksellcancel"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhooksellcancel"]["value3"].format(**msg))
     for msgtype in [RPCMessageType.STATUS_NOTIFICATION,
                     RPCMessageType.WARNING_NOTIFICATION,
                     RPCMessageType.CUSTOM_NOTIFICATION]:

From c96acd6ca02b6e0dc5cd1e28c78ad0b3be648fe1 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Sun, 9 Feb 2020 00:16:11 +0100
Subject: [PATCH 1153/1495] Fixed to pass PEP8

---
 freqtrade/commands/arguments.py         |  7 ++++---
 freqtrade/commands/hyperopt_commands.py | 28 ++++++++++++++++++-------
 2 files changed, 25 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 2d02058f1..6d0c16d88 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -59,9 +59,10 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
-ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_list_min_avg_time",
-                     "hyperopt_list_max_avg_time", "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit", "print_colorized",
-                      "print_json", "hyperopt_list_no_details"]
+ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
+                      "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
+                      "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
+                      "print_colorized", "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 8472fcfe1..f5fcc971f 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -32,7 +32,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0.0),
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0.0)
     }
-    
+
     trials_file = (config['user_data_dir'] /
                    'hyperopt_results' / 'hyperopt_results.pickle')
 
@@ -51,7 +51,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     try:
         # Human-friendly indexes used here (starting from 1)
         for val in trials[epoch_start:epoch_stop]:
-            Hyperopt.print_results_explanation(val, total_epochs, not filteroptions['only_best'], print_colorized)
+            Hyperopt.print_results_explanation(val, total_epochs,
+                                               not filteroptions['only_best'], print_colorized)
 
     except KeyboardInterrupt:
         print('User interrupted..')
@@ -121,14 +122,27 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
 
     if not filteroptions['only_best']:
         if filteroptions['filter_min_avg_time'] > 0:
-            trials = [x for x in trials if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']]
+            trials = [
+                        x for x in trials
+                        if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+                     ]
         if filteroptions['filter_max_avg_time'] > 0:
-            trials = [x for x in trials if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']]
+            trials = [
+                        x for x in trials
+                        if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+                     ]
         if filteroptions['filter_min_avg_profit'] > 0:
-            trials = [x for x in trials if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']]
+            trials = [
+                        x for x in trials
+                        if x['results_metrics']['avg_profit']
+                        > filteroptions['filter_min_avg_profit']
+                     ]
         if filteroptions['filter_min_total_profit'] > 0:
-            trials = [x for x in trials if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']]
-    
+            trials = [
+                        x for x in trials
+                        if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+                     ]
+
     logger.info(f"{len(trials)} " +
                 ("best " if filteroptions['only_best'] else "") +
                 ("profitable " if filteroptions['only_profitable'] else "") +

From b536d501945c502ecc6003f7fea8ffc781f45f02 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 9 Feb 2020 11:41:29 +0100
Subject: [PATCH 1154/1495] Address PR Review

---
 freqtrade/commands/build_config_commands.py | 4 ++--
 freqtrade/templates/base_config.json.j2     | 2 +-
 setup.sh                                    | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 7dd1be607..1598fa2ae 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -187,7 +187,7 @@ def start_new_config(args: Dict[str, Any]) -> None:
             config_path.unlink()
         else:
             raise OperationalException(
-                f"Configuration `{config_path}` already exists. "
-                "Please use another configuration name or delete the existing configuration.")
+                f"Configuration file `{config_path}` already exists. "
+                "Please delete it or use a different configuration file name.")
     selections = ask_user_config()
     deploy_new_config(config_path, selections)
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 0a4f92c4b..88edeb1e8 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -19,7 +19,7 @@
             "bids_to_ask_delta": 1
         }
     },
-    "ask_strategy":{
+    "ask_strategy": {
         "use_order_book": false,
         "order_book_min": 1,
         "order_book_max": 9,
diff --git a/setup.sh b/setup.sh
index bce2e56cf..e120190ce 100755
--- a/setup.sh
+++ b/setup.sh
@@ -223,7 +223,7 @@ function config_generator() {
 function config() {
 
     echo "-------------------------"
-    echo "Please use freqtrade new-config -c config.json to generate a new configuration file."
+    echo "Please use 'freqtrade new-config -c config.json' to generate a new configuration file."
     echo "-------------------------"
 }
 

From c7ba85c2e6c244f861a9e914782d5d5d14f30837 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 14:19:13 +0300
Subject: [PATCH 1155/1495] Add tip on running order types for Bittrex

---
 docs/faq.md | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/docs/faq.md b/docs/faq.md
index 2416beae4..390b35b9b 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -45,12 +45,24 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c
 
 You can use the `/forcesell all` command from Telegram.
 
-### I get the message "RESTRICTED_MARKET"
+### I'm getting the "RESTRICTED_MARKET" message in the log
 
 Currently known to happen for US Bittrex users.  
 
 Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
 
+### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
+
+As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written for another exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of other exchanges.
+
+To fix it for Bittrex, redefine order types in the configuration file (do this for all order types that are defined as "market" in your strategy):
+
+```
+"order_types": {
+    "stoploss": "limit",
+}
+```
+
 ### How do I search the bot logs for something?
 
 By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.

From c648ec7c0c76e09d57bee0e52bf820bb0d9adf01 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Sun, 9 Feb 2020 14:18:56 +0100
Subject: [PATCH 1156/1495] Added test cases and fixed a minor bug

---
 freqtrade/commands/hyperopt_commands.py |  6 +++
 tests/commands/test_commands.py         | 59 ++++++++++++++++++++++++-
 2 files changed, 64 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index f5fcc971f..38e1fa429 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -120,24 +120,30 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
     if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
 
+    print(trials[0])
+
     if not filteroptions['only_best']:
         if filteroptions['filter_min_avg_time'] > 0:
+            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
             trials = [
                         x for x in trials
                         if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
                      ]
         if filteroptions['filter_max_avg_time'] > 0:
+            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
             trials = [
                         x for x in trials
                         if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
                      ]
         if filteroptions['filter_min_avg_profit'] > 0:
+            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
             trials = [
                         x for x in trials
                         if x['results_metrics']['avg_profit']
                         > filteroptions['filter_min_avg_profit']
                      ]
         if filteroptions['filter_min_total_profit'] > 0:
+            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
             trials = [
                         x for x in trials
                         if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index c59799190..fb15c3d7f 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -778,7 +778,64 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 11/12", " 12/12"])
-
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--min-avg-profit", "0.11"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--min-total-profit", "0.4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--min-avg-time", "2000"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+                         " 8/12", " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-avg-time", "1500"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 6/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+                         " 9/12", " 10/12", " 11/12", " 12/12"])
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):
     mocker.patch(

From eb3783dc0095740ccf973cbec351a67951cfcda5 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Sun, 9 Feb 2020 14:30:29 +0100
Subject: [PATCH 1157/1495] Fixed a blank line issue :-(

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

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index fb15c3d7f..db8a9289a 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -837,6 +837,7 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
                          " 9/12", " 10/12", " 11/12", " 12/12"])
 
+
 def test_hyperopt_show(mocker, capsys, hyperopt_results):
     mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',

From c89a32224c2f77fa14aa2244dfcd23ab9f7ea56d Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 18:40:19 +0300
Subject: [PATCH 1158/1495] Fix SharpeHyperOptLossDaily

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

diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
index d8ea3c5fe..5a8ebaa11 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -39,7 +39,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
             results['profit_percent'] - slippage_per_trade_ratio
 
         # create the index within the min_date and end max_date
-        t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
+        t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
+                             normalize=True)
 
         sum_daily = (
             results.resample(resample_freq, on='close_time').agg(

From 40abdd26083f20e6fb05a1facae694b91724ba85 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 18:54:04 +0300
Subject: [PATCH 1159/1495] Suggest changing strategy

---
 docs/faq.md | 12 ++++++++----
 1 file changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index 390b35b9b..81fd47561 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -55,14 +55,18 @@ Read [the Bittrex section about restricted markets](exchanges.md#restricted-mark
 
 As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written for another exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of other exchanges.
 
-To fix it for Bittrex, redefine order types in the configuration file (do this for all order types that are defined as "market" in your strategy):
+To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
 
 ```
-"order_types": {
-    "stoploss": "limit",
-}
+    order_types = {
+        ...
+        'stoploss': 'limit',
+        ...
+    }
 ```
 
+Same fix should be done in the configuration file, if order types are defined in your custom config rather than in the strategy.
+
 ### How do I search the bot logs for something?
 
 By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.

From c83da7cadb4db3c0c7d59d4e787d80e7c876e79c Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 19:11:06 +0300
Subject: [PATCH 1160/1495] Add section about order types into Bittrex
 Exchange-specific chapter

---
 docs/exchanges.md | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 3c861ce44..06d33d562 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -32,6 +32,10 @@ To download data for the Kraken exchange, using `--dl-trades` is mandatory, othe
 
 ## Bittrex
 
+### Order types
+
+Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faw.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.

From cc3f65d069ddaa08ffa81e76a155f471adc37f9b Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 19:45:04 +0300
Subject: [PATCH 1161/1495] Fix typo

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

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 06d33d562..f615bc61a 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -34,7 +34,7 @@ To download data for the Kraken exchange, using `--dl-trades` is mandatory, othe
 
 ### Order types
 
-Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faw.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
+Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
 
 ### Restricted markets
 

From 9ec9a7b124a05c4f25905e8b391d06b2ec17cc26 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 21:20:15 +0300
Subject: [PATCH 1162/1495] Fix t_index to be normalized

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 891e2bf1c..c02f88434 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -39,7 +39,8 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
             results['profit_percent'] - slippage_per_trade_ratio
 
         # create the index within the min_date and end max_date
-        t_index = date_range(start=min_date, end=max_date, freq=resample_freq)
+        t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
+                             normalize=True)
 
         sum_daily = (
             results.resample(resample_freq, on='close_time').agg(

From 5bf4c5869b81c39176efc7fe6705cebb02a7f489 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 9 Feb 2020 19:32:09 +0100
Subject: [PATCH 1163/1495] Update hyperopt_commands.py

Missed a debug print
---
 freqtrade/commands/hyperopt_commands.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 38e1fa429..cdfdb5ca6 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -120,8 +120,6 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
     if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
 
-    print(trials[0])
-
     if not filteroptions['only_best']:
         if filteroptions['filter_min_avg_time'] > 0:
             trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]

From f7c74e551fa4ff0674576de73a7892fdd32d1bfb Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 9 Feb 2020 21:56:59 +0300
Subject: [PATCH 1164/1495] Fix wording

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

diff --git a/docs/faq.md b/docs/faq.md
index 81fd47561..94818964b 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -53,7 +53,7 @@ Read [the Bittrex section about restricted markets](exchanges.md#restricted-mark
 
 ### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
 
-As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written for another exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of other exchanges.
+As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
 
 To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
 

From 4af25ec315c95a9335285d9375b544f0f23b1a46 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 10 Feb 2020 05:52:07 +0300
Subject: [PATCH 1165/1495] Adjust mypy and flake commands

---
 CONTRIBUTING.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index a087103c6..a4a1a29f8 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -48,7 +48,7 @@ pytest tests/test_.py::test_
 #### Run Flake8
 
 ```bash
-flake8 freqtrade
+flake8 freqtrade tests
 ```
 
 We receive a lot of code that fails the `flake8` checks.
@@ -61,7 +61,7 @@ Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using
 #### Run mypy
 
 ``` bash
-mypy freqtrade
+mypy freqtrade tests
 ```
 
 ## (Core)-Committer Guide

From 90ee82ac437cbe1711d70d3663e986a8acce2fe8 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 10 Feb 2020 08:01:42 +0000
Subject: [PATCH 1166/1495] Bump ccxt from 1.22.30 to 1.22.39

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.22.30 to 1.22.39.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.22.30...1.22.39)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 466880950..e1ae4a5bd 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.22.30
+ccxt==1.22.39
 SQLAlchemy==1.3.13
 python-telegram-bot==12.3.0
 arrow==0.15.5

From 88f2ad1eae978f9e95e4b20c5c262dc5f97fb298 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 10 Feb 2020 08:02:07 +0000
Subject: [PATCH 1167/1495] Bump pandas from 1.0.0 to 1.0.1

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.0 to 1.0.1.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.0...v1.0.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 21be02a87..68024f587 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.1
-pandas==1.0.0
+pandas==1.0.1

From 6b4094fd92866065ca0717f330e64dc29c5305b1 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 10 Feb 2020 08:02:45 +0000
Subject: [PATCH 1168/1495] Bump mkdocs-material from 4.6.0 to 4.6.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.6.0 to 4.6.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/4.6.0...4.6.2)

Signed-off-by: dependabot-preview[bot] 
---
 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 3e53c15e3..3980ecd64 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==4.6.0
+mkdocs-material==4.6.2
 mdx_truly_sane_lists==1.2

From 550f9fc8915841eef544bb51302d4c10553e2794 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 10 Feb 2020 08:45:27 +0000
Subject: [PATCH 1169/1495] Bump python-telegram-bot from 12.3.0 to 12.4.1

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.3.0 to 12.4.1.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.3.0...v12.4.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e1ae4a5bd..f641dd2ad 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -2,7 +2,7 @@
 # mainly used for Raspberry pi installs
 ccxt==1.22.39
 SQLAlchemy==1.3.13
-python-telegram-bot==12.3.0
+python-telegram-bot==12.4.1
 arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0

From 83644ce5d8502ddc99c5d24a46a33750cf7745bf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 10 Feb 2020 10:35:48 +0100
Subject: [PATCH 1170/1495] Fix mypy type errors in tests

---
 tests/data/test_history.py         |  6 +++---
 tests/optimize/__init__.py         |  2 +-
 tests/optimize/test_backtesting.py |  4 ++--
 tests/optimize/test_edge_cli.py    |  4 ++--
 tests/optimize/test_hyperopt.py    | 22 ++++++++++++----------
 5 files changed, 20 insertions(+), 18 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 7b3143db9..da4c90191 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -370,7 +370,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
 
 def test_init(default_conf, mocker) -> None:
     assert {} == load_data(
-        datadir='',
+        datadir=Path(''),
         pairs=[],
         timeframe=default_conf['ticker_interval']
     )
@@ -379,13 +379,13 @@ def test_init(default_conf, mocker) -> None:
 def test_init_with_refresh(default_conf, mocker) -> None:
     exchange = get_patched_exchange(mocker, default_conf)
     refresh_data(
-        datadir='',
+        datadir=Path(''),
         pairs=[],
         timeframe=default_conf['ticker_interval'],
         exchange=exchange
     )
     assert {} == load_data(
-        datadir='',
+        datadir=Path(''),
         pairs=[],
         timeframe=default_conf['ticker_interval']
     )
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 8756143a0..524db093e 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -23,7 +23,7 @@ class BTContainer(NamedTuple):
     """
     Minimal BacktestContainer defining Backtest inputs and results.
     """
-    data: List[float]
+    data: List[List[float]]
     stop_loss: float
     roi: Dict[str, float]
     trades: List[BTrade]
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 07872da57..ec85c8030 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -287,8 +287,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
     ]
-    args = get_args(args)
-    start_backtesting(args)
+    pargs = get_args(args)
+    start_backtesting(pargs)
     assert log_has('Starting freqtrade in Backtesting mode', caplog)
     assert start_mock.call_count == 1
 
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index 96dd0899d..a5e468542 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -82,8 +82,8 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
     ]
-    args = get_args(args)
-    start_edge(args)
+    pargs = get_args(args)
+    start_edge(pargs)
     assert log_has('Starting freqtrade in Edge mode', caplog)
     assert start_mock.call_count == 1
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index b3356bd6d..1780b5155 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -2,6 +2,7 @@
 import locale
 from datetime import datetime
 from pathlib import Path
+from typing import Dict, List
 from unittest.mock import MagicMock, PropertyMock
 
 import pandas as pd
@@ -9,7 +10,8 @@ import pytest
 from arrow import Arrow
 from filelock import Timeout
 
-from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
+from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
+                                                  start_hyperopt)
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.exceptions import OperationalException
@@ -54,7 +56,7 @@ def hyperopt_results():
 
 
 # Functions for recurrent object patching
-def create_trials(mocker, hyperopt, testdatadir) -> None:
+def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]:
     """
     When creating trials, mock the hyperopt Trials so that *by default*
       - we don't create any pickle'd files in the filesystem
@@ -228,10 +230,10 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
         '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
-    args = get_args(args)
+    pargs = get_args(args)
 
     with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"):
-        start_hyperopt(args)
+        start_hyperopt(pargs)
 
 
 def test_start(mocker, default_conf, caplog) -> None:
@@ -246,8 +248,8 @@ def test_start(mocker, default_conf, caplog) -> None:
         '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
-    args = get_args(args)
-    start_hyperopt(args)
+    pargs = get_args(args)
+    start_hyperopt(pargs)
 
     assert log_has('Starting freqtrade in Hyperopt mode', caplog)
     assert start_mock.call_count == 1
@@ -269,9 +271,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
         '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
-    args = get_args(args)
+    pargs = get_args(args)
     with pytest.raises(OperationalException, match='No data found. Terminating.'):
-        start_hyperopt(args)
+        start_hyperopt(pargs)
 
 
 def test_start_filelock(mocker, default_conf, caplog) -> None:
@@ -286,8 +288,8 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
         '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
-    args = get_args(args)
-    start_hyperopt(args)
+    pargs = get_args(args)
+    start_hyperopt(pargs)
     assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
 
 

From 7bb02d0cc60074fd668a8e498c81f167fa74198e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 10 Feb 2020 11:01:33 +0100
Subject: [PATCH 1171/1495] Update docker-docs wording

---
 docs/docker.md | 27 +++++++++++++++++----------
 1 file changed, 17 insertions(+), 10 deletions(-)

diff --git a/docs/docker.md b/docs/docker.md
index b1eb0b298..6267c0cf2 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -27,8 +27,8 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
 
 ``` bash
-mkdir freqtrade
-cd freqtrade/
+mkdir ft_userdata
+cd ft_userdata/
 # Download the docker-compose file from the repository
 curl https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docker-compose.yml -o docker-compose.yml
 
@@ -42,15 +42,22 @@ docker-compose run --rm freqtrade create-userdir --userdir user_data
 docker-compose run --rm freqtrade new-config --config user_data/config.json
 ```
 
-The above snippet will create a directory called "freqtrade" - download the latest compose file and pull the freqtrade image.
-The last 2 steps will create the user-directory, as well as a default configuration based on your selections.
+The above snippet creates a new directory called "ft_userdata", downloads the latest compose file and pulls the freqtrade image.
+The last 2 steps in the snippet create the directory with user-data, as well as (interactively) the default configuration based on your selections.
+
+!!! Note
+    You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
 
 #### Adding your strategy
 
 The configuration is now available as `user_data/config.json`.
-You should now copy your strategy to `user_data/strategies/` - and add the Strategy class name to the `docker-compose.yml` file, replacing `SampleStrategy`.
+You should now copy your strategy to `user_data/strategies/` - and add the Strategy class name to the `docker-compose.yml` file, replacing `SampleStrategy`. If you wish to run the bot with the SampleStrategy, just leave it as it is.
 
-Once this is done, you're ready to launch the bot in trading mode.
+!!! Warning
+    The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
+    Please always backtest the strategy and use dry-run for some time before risking real money!
+
+Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
 
 ``` bash
 docker-compose up -d
@@ -88,11 +95,11 @@ Advanced users may edit the docker-compose file further to include all possible
 All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade  `.
 
 !!! Note "`docker-compose run --rm`"
-    Inluding `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (`freqtrade trade`).
+    Including `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
 ##### Example: Download data with docker-compose
 
-Downloading backtest data for one pair from binance. The data will be stored in the host directory `user_data/data/`.
+Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.
 
 ``` bash
 docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
@@ -102,7 +109,7 @@ Head over to the [Data Downloading Documentation](data-download.md) for more det
 
 ##### Example: Backtest with docker-compose
 
-Backtesting in docker-containers:
+Run backtesting in docker-containers for SampleStrategy and specified timerange of historical data, on 5m timeframe:
 
 ``` bash
 docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
@@ -126,7 +133,7 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
 
 You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
 
-## Docker - without docker compose
+## Freqtrade with docker without docker-compose
 
 !!! Warning
     The below documentation is provided for completeness and assumes that you are somewhat familiar with running docker containers. If you're just starting out with docker, we recommend to follow the [Freqtrade with docker-compose](#freqtrade-with-docker-compose) instructions.

From d69ddd2ac37b18251b55f6f6e40995b1fac04402 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Mon, 10 Feb 2020 11:54:12 +0100
Subject: [PATCH 1172/1495] Apply suggestions from code review

Committed 1 code suggestion in code review.

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/telegram-usage.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index ac9cea3d6..c8ded4af5 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -55,7 +55,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/reload_conf` | | Reloads the configuration file
 | `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
-| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk(*)
+| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*)
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).

From 0ac0ca74b5fe5db2e23d35bef0ad39174aaaabfd Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 10 Feb 2020 15:41:09 +0300
Subject: [PATCH 1173/1495] return back hint for running mypy

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

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index a4a1a29f8..d84c743c9 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -61,7 +61,7 @@ Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using
 #### Run mypy
 
 ``` bash
-mypy freqtrade tests
+mypy freqtrade
 ```
 
 ## (Core)-Committer Guide

From d07c69809da128471d664f2e19cc7cb28504ca5b Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 10 Feb 2020 18:32:41 +0300
Subject: [PATCH 1174/1495] Fix tests for hyperopt_loss

---
 tests/optimize/test_hyperopt.py | 24 ++++++++++++++++--------
 1 file changed, 16 insertions(+), 8 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 1780b5155..a4704b793 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -295,9 +295,12 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
 
 def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
-    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
-    under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600,
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100,
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert over > correct
     assert under > correct
 
@@ -307,8 +310,10 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
     resultsb.loc[1, 'trade_duration'] = 20
 
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
-    shorter = hl.hyperopt_loss_function(resultsb, 100)
+    longer = hl.hyperopt_loss_function(hyperopt_results, 100,
+                                       datetime(2019, 1, 1), datetime(2019, 5, 1))
+    shorter = hl.hyperopt_loss_function(resultsb, 100,
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert shorter < longer
 
 
@@ -319,9 +324,12 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
     results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
 
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
-    over = hl.hyperopt_loss_function(results_over, 600)
-    under = hl.hyperopt_loss_function(results_under, 600)
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600,
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, 600,
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, 600,
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert over < correct
     assert under > correct
 

From faf19eda86e3728905cf94644d47275af5cabbc5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 10 Feb 2020 17:27:47 +0100
Subject: [PATCH 1175/1495] Break the old binary file so users are forced to
 reinstall

Note:
This should not be relevant anymore - this binary has been deprecated
and is not being used by new installations since July 2019.
---
 bin/freqtrade | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/bin/freqtrade b/bin/freqtrade
index 25c94fe98..eee7cbef4 100755
--- a/bin/freqtrade
+++ b/bin/freqtrade
@@ -1,11 +1,11 @@
 #!/usr/bin/env python3
 
 import sys
-import warnings
+import logging
 
-from freqtrade.main import main
+logger = logging.getLogger(__name__)
 
-warnings.warn(
-    "Deprecated - To continue to run the bot like this, please run `pip install -e .` again.",
-    DeprecationWarning)
-main(sys.argv[1:])
+
+logger.error("DEPRECATED installation detected, please run `pip install -e .` again.")
+
+sys.exit(2)

From 05128d21a8be65a71d1a8a30e973b3bb26bf3884 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 10 Feb 2020 20:48:49 +0300
Subject: [PATCH 1176/1495] Suggest to run flake for scripts

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

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index d84c743c9..1c83437f6 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -48,7 +48,7 @@ pytest tests/test_.py::test_
 #### Run Flake8
 
 ```bash
-flake8 freqtrade tests
+flake8 freqtrade tests scripts
 ```
 
 We receive a lot of code that fails the `flake8` checks.

From c924e4d519253a400218d95b7f17a64da27e5da6 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Mon, 10 Feb 2020 20:54:31 +0100
Subject: [PATCH 1177/1495] Updated based on feedback: - Profit commands now
 use float - Compatible with --best - Corrected wrong information in docs

---
 docs/utils.md                           | 134 ++++++++++++++++++------
 freqtrade/commands/cli_options.py       |   8 +-
 freqtrade/commands/hyperopt_commands.py |  68 ++++++------
 3 files changed, 140 insertions(+), 70 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 71039f174..5bb3a0e53 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -36,6 +36,38 @@ optional arguments:
     └── sample_strategy.py
 ```
 
+## Create new config
+
+Creates a new configuration file, asking some questions which are important selections for a configuration.
+
+```
+usage: freqtrade new-config [-h] [-c PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+```
+
+!!! Warning
+    Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
+
+### Create config examples
+
+```
+$ freqtrade new-config --config config_binance.json
+
+? Do you want to enable Dry-run (simulated trades)?  Yes
+? Please insert your stake currency: BTC
+? Please insert your stake amount: 0.05
+? Please insert max_open_trades (Integer or 'unlimited'): 5
+? Please insert your ticker interval: 15m
+? Please insert your display Currency (for reporting): USD
+? Select exchange  binance
+? Do you want to enable Telegram?  No
+```
+
 ## Create new strategy
 
 Creates a new strategy from a template similar to SampleStrategy.
@@ -135,27 +167,15 @@ Common arguments:
 ```
 ```
 freqtrade list-hyperopts --help
-usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                               [-d PATH] [--userdir PATH] [--best]
-                               [--profitable] [--min-avg-time INT]
-                               [--max-avg-time INT] [--min-avg-profit FLOAT]
-                               [--min-total-profit FLOAT] [--no-color]
-                               [--print-json] [--no-details]
+usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                [-d PATH] [--userdir PATH]
+                                [--hyperopt-path PATH] [-1]
 
 optional arguments:
   -h, --help            show this help message and exit
-  --best                Select only best epochs.
-  --profitable          Select only profitable epochs.
-  --min-avg-time INT    Select epochs on above average time.
-  --max-avg-time INT    Select epochs on under average time.
-  --min-avg-profit FLOAT
-                        Select epochs on above average profit.
-  --min-total-profit FLOAT
-                        Select epochs on above total profit.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-  --print-json          Print best result detailization in JSON format.
-  --no-details          Do not print best epoch details.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
+                        Hyperopt Loss functions.
+  -1, --one-column      Print output in one column.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -232,20 +252,31 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
 
 ```
-usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1]
+usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
 
 optional arguments:
-  -h, --help           show this help message and exit
-  --exchange EXCHANGE  Exchange name (default: `bittrex`). Only valid if no
-                       config is provided.
-  -1, --one-column     Print output in one column.
+  -h, --help            show this help message and exit
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
+  -1, --one-column      Print output in one column.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
 
 ```
 
 * Example: see the timeframes for the 'binance' exchange, set in the configuration file:
 
 ```
-$ freqtrade -c config_binance.json list-timeframes
+$ freqtrade list-timeframes -c config_binance.json
 ...
 Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
 ```
@@ -269,14 +300,16 @@ You can print info about any pair/market with these subcommands - and you can fi
 These subcommands have same usage and same set of available options:
 
 ```
-usage: freqtrade list-markets [-h] [--exchange EXCHANGE] [--print-list]
-                              [--print-json] [-1] [--print-csv]
+usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                              [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
+                              [--print-list] [--print-json] [-1] [--print-csv]
                               [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                               [-a]
 
-usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list]
-                            [--print-json] [-1] [--print-csv]
+usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                            [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
+                            [--print-list] [--print-json] [-1] [--print-csv]
                             [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                             [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
 
@@ -295,6 +328,22 @@ optional arguments:
                         Specify quote currency(-ies). Space-separated list.
   -a, --all             Print all pairs or market symbols. By default only
                         active ones are shown.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
 ```
 
 By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded
@@ -316,7 +365,7 @@ $ freqtrade list-pairs --quote USD --print-json
 human-readable list with summary:
 
 ```
-$ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT USD --print-list
+$ freqtrade list-pairs -c config_binance.json --all --base BTC ETH --quote USDT USD --print-list
 ```
 
 * Print all markets on exchange "Kraken", in the tabular format:
@@ -364,17 +413,40 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
 ```
 usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
-                               [--profitable] [--no-color] [--print-json]
-                               [--no-details]
+                               [--profitable] [--min-avg-time FLOAT]
+                               [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
+                               [--min-total-profit FLOAT] [--no-color]
+                               [--print-json] [--no-details]
 
 optional arguments:
   -h, --help            show this help message and exit
   --best                Select only best epochs.
   --profitable          Select only profitable epochs.
+  --min-avg-time FLOAT  Select epochs on above average time.
+  --max-avg-time FLOAT  Select epochs on under average time.
+  --min-avg-profit FLOAT
+                        Select epochs on above average profit.
+  --min-total-profit FLOAT
+                        Select epochs on above total profit.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
   --no-details          Do not print best epoch details.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
 ```
  
 ### Examples
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 0c6d64691..154404821 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -401,14 +401,14 @@ AVAILABLE_CLI_OPTIONS = {
     "hyperopt_list_min_avg_time": Arg(
         '--min-avg-time',
         help='Select epochs on above average time.',
-        type=check_int_nonzero,
-        metavar='INT',
+        type=float,
+        metavar='FLOAT',
     ),
     "hyperopt_list_max_avg_time": Arg(
         '--max-avg-time',
         help='Select epochs on under average time.',
-        type=check_int_nonzero,
-        metavar='INT',
+        type=float,
+        metavar='FLOAT',
     ),
     "hyperopt_list_min_avg_profit": Arg(
         '--min-avg-profit',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index cdfdb5ca6..ed0728bf6 100644
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -27,10 +27,10 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0.0),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0.0)
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
     }
 
     trials_file = (config['user_data_dir'] /
@@ -74,10 +74,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', 0),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', 0),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', 0),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', 0)
+        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
     }
     no_header = config.get('hyperopt_show_no_header', False)
 
@@ -119,33 +119,31 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
         trials = [x for x in trials if x['is_best']]
     if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
-
-    if not filteroptions['only_best']:
-        if filteroptions['filter_min_avg_time'] > 0:
-            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-            trials = [
-                        x for x in trials
-                        if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
-                     ]
-        if filteroptions['filter_max_avg_time'] > 0:
-            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-            trials = [
-                        x for x in trials
-                        if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
-                     ]
-        if filteroptions['filter_min_avg_profit'] > 0:
-            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-            trials = [
-                        x for x in trials
-                        if x['results_metrics']['avg_profit']
-                        > filteroptions['filter_min_avg_profit']
-                     ]
-        if filteroptions['filter_min_total_profit'] > 0:
-            trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-            trials = [
-                        x for x in trials
-                        if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
-                     ]
+    if filteroptions['filter_min_avg_time'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+                 ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+                 ]
+    if filteroptions['filter_min_avg_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['avg_profit']
+                    > filteroptions['filter_min_avg_profit']
+                 ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+                 ]
 
     logger.info(f"{len(trials)} " +
                 ("best " if filteroptions['only_best'] else "") +

From f2520c11e70c3f0717bdd842f7b7cdeb5482ab0a Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Mon, 10 Feb 2020 21:19:25 +0100
Subject: [PATCH 1178/1495] Used wrong utils.md as base

---
 docs/utils.md | 83 +++++++--------------------------------------------
 1 file changed, 11 insertions(+), 72 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 5bb3a0e53..4bb2fdafb 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -36,38 +36,6 @@ optional arguments:
     └── sample_strategy.py
 ```
 
-## Create new config
-
-Creates a new configuration file, asking some questions which are important selections for a configuration.
-
-```
-usage: freqtrade new-config [-h] [-c PATH]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
-                        to read config from stdin.
-```
-
-!!! Warning
-    Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
-
-### Create config examples
-
-```
-$ freqtrade new-config --config config_binance.json
-
-? Do you want to enable Dry-run (simulated trades)?  Yes
-? Please insert your stake currency: BTC
-? Please insert your stake amount: 0.05
-? Please insert max_open_trades (Integer or 'unlimited'): 5
-? Please insert your ticker interval: 15m
-? Please insert your display Currency (for reporting): USD
-? Select exchange  binance
-? Do you want to enable Telegram?  No
-```
-
 ## Create new strategy
 
 Creates a new strategy from a template similar to SampleStrategy.
@@ -252,31 +220,20 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
 
 ```
-usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
+usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1]
 
 optional arguments:
-  -h, --help            show this help message and exit
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
-  -1, --one-column      Print output in one column.
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
-                        to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
+  -h, --help           show this help message and exit
+  --exchange EXCHANGE  Exchange name (default: `bittrex`). Only valid if no
+                       config is provided.
+  -1, --one-column     Print output in one column.
 
 ```
 
 * Example: see the timeframes for the 'binance' exchange, set in the configuration file:
 
 ```
-$ freqtrade list-timeframes -c config_binance.json
+$ freqtrade -c config_binance.json list-timeframes
 ...
 Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
 ```
@@ -300,16 +257,14 @@ You can print info about any pair/market with these subcommands - and you can fi
 These subcommands have same usage and same set of available options:
 
 ```
-usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                              [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
-                              [--print-list] [--print-json] [-1] [--print-csv]
+usage: freqtrade list-markets [-h] [--exchange EXCHANGE] [--print-list]
+                              [--print-json] [-1] [--print-csv]
                               [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                               [-a]
 
-usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                            [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
-                            [--print-list] [--print-json] [-1] [--print-csv]
+usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list]
+                            [--print-json] [-1] [--print-csv]
                             [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                             [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
 
@@ -328,22 +283,6 @@ optional arguments:
                         Specify quote currency(-ies). Space-separated list.
   -a, --all             Print all pairs or market symbols. By default only
                         active ones are shown.
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-
 ```
 
 By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded
@@ -365,7 +304,7 @@ $ freqtrade list-pairs --quote USD --print-json
 human-readable list with summary:
 
 ```
-$ freqtrade list-pairs -c config_binance.json --all --base BTC ETH --quote USDT USD --print-list
+$ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT USD --print-list
 ```
 
 * Print all markets on exchange "Kraken", in the tabular format:

From 62bcb3d7660ad60f0b9c3f7374878df16117c253 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 11 Feb 2020 03:43:20 +0300
Subject: [PATCH 1179/1495] Fix tests in test_history.py

---
 tests/data/test_history.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index da4c90191..15f507b90 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -420,7 +420,7 @@ def test_trim_tickerlist(testdatadir) -> None:
 
     # Test the pattern ^(\d{8})-$
     # This pattern extracts elements from the date to now
-    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
+    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, 0)
     ticker = trim_tickerlist(ticker_list, timerange)
     ticker_len = len(ticker)
 
@@ -430,14 +430,14 @@ def test_trim_tickerlist(testdatadir) -> None:
 
     # Test a wrong pattern
     # This pattern must return the list unchanged
-    timerange = TimeRange(None, None, None, 5)
+    timerange = TimeRange(None, None, 0, 5)
     ticker = trim_tickerlist(ticker_list, timerange)
     ticker_len = len(ticker)
 
     assert ticker_list_len == ticker_len
 
     # passing empty list
-    timerange = TimeRange(None, None, None, 5)
+    timerange = TimeRange(None, None, 0, 5)
     ticker = trim_tickerlist([], timerange)
     assert 0 == len(ticker)
     assert not ticker

From 29f7c5071b2c99536f1499ba420f7c09a7eadcf2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 11 Feb 2020 04:17:10 +0300
Subject: [PATCH 1180/1495] Fix usage of an item from BTContainer in tests

---
 tests/optimize/__init__.py             | 4 ++--
 tests/optimize/test_backtest_detail.py | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 524db093e..13605a38c 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -1,4 +1,4 @@
-from typing import Dict, List, NamedTuple
+from typing import Dict, List, NamedTuple, Optional
 
 import arrow
 from pandas import DataFrame
@@ -30,7 +30,7 @@ class BTContainer(NamedTuple):
     profit_perc: float
     trailing_stop: bool = False
     trailing_only_offset_is_reached: bool = False
-    trailing_stop_positive: float = None
+    trailing_stop_positive: Optional[float] = None
     trailing_stop_positive_offset: float = 0.0
     use_sell_signal: bool = False
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index bd2765430..e7bc76c1d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -364,7 +364,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     default_conf["trailing_stop"] = data.trailing_stop
     default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
     # Only add this to configuration If it's necessary
-    if data.trailing_stop_positive:
+    if data.trailing_stop_positive is not None:
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
     default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
     default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}

From f99d1c38298b717a3e1d1299477338e41746c756 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 15:44:47 +0100
Subject: [PATCH 1181/1495] fixed open_rate instead of open_rate_requested

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5f1024f8c..aa617a386 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -549,7 +549,7 @@ class FreqtradeBot:
             'type': RPCMessageType.BUY_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
-            'limit': trade.open_rate_requested,
+            'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],

From 7f4b90c68f9fd1a116ba3179b335add64c66c3cd Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 15:45:35 +0100
Subject: [PATCH 1182/1495] fixed actual open_rate in notify_buy_cancel

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index aa617a386..6d1122aa1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -572,7 +572,7 @@ class FreqtradeBot:
             'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
-            'limit': trade.open_rate_requested,
+            'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],

From 867b736b8477507f933ce8b9768a433de5721615 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 15:49:57 +0100
Subject: [PATCH 1183/1495] Fixed to Executing Buys & Sells

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6d1122aa1..85ddb0da1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -414,7 +414,7 @@ class FreqtradeBot:
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    logger.info(f'Executed Buy for {pair}.')
+                    logger.info(f'Executing Buy for {pair}.')
                     return self.execute_buy(pair, stake_amount)
                 else:
                     return False
@@ -804,8 +804,8 @@ class FreqtradeBot:
         )
 
         if should_sell.sell_flag:
+            logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
             self.execute_sell(trade, sell_rate, should_sell.sell_type)
-            logger.info(f'Executed Sell for {trade.pair}. Reason: {should_sell.sell_type}')
             return True
         return False
 

From fc29564974d77e54599bf759dd1d1ed4d2df884a Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 15:58:40 +0100
Subject: [PATCH 1184/1495] Fixed messages and readability

---
 docs/webhook-config.md         | 4 ++--
 freqtrade/rpc/rpc.py           | 4 ++--
 freqtrade/rpc/telegram.py      | 4 ++--
 tests/rpc/test_rpc_telegram.py | 6 +++---
 tests/rpc/test_rpc_webhook.py  | 4 ++--
 5 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index b287fa71e..e53aa8af5 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -16,7 +16,7 @@ Sample configuration (tested using IFTTT).
             "value3": "{stake_amount:8f} {stake_currency}"
         },
         "webhookbuycancel": {
-            "value1": "Cancelling Buy {pair}",
+            "value1": "Cancelling Open Buy Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
@@ -26,7 +26,7 @@ Sample configuration (tested using IFTTT).
             "value3": "profit: {profit_amount:8f} {stake_currency}"
         },
         "webhooksellcancel": {
-            "value1": "Cancelling Sell {pair}",
+            "value1": "Cancelling Open Sell Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency}"
         },
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c1efea79e..07631f258 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -168,8 +168,8 @@ class RPC:
                         profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
-                    trade.pair + ['', '*'][trade.open_order_id is not None
-                                           and trade.close_rate_requested is None],
+                    trade.pair + '*' if (trade.open_order_id is not None
+                                         and trade.close_rate_requested is None) else '',
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
                 ])
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0dd7a8ffd..e3d4f54e7 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -144,7 +144,7 @@ class Telegram(RPC):
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
-            message = "*{exchange}:* Cancelling Buy {pair}".format(**msg)
+            message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
@@ -172,7 +172,7 @@ class Telegram(RPC):
                             ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
 
         elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
-            message = "*{exchange}:* Cancelling Sell {pair}".format(**msg)
+            message = "*{exchange}:* Cancelling Open Sell Order for {pair}".format(**msg)
 
         elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ae9c0c4dc..a8b8e0c5a 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1228,7 +1228,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
         'pair': 'ETH/BTC',
     })
     assert msg_mock.call_args[0][0] \
-        == ('*Bittrex:* Cancelling Buy ETH/BTC')
+        == ('*Bittrex:* Cancelling Open Buy Order for ETH/BTC')
 
 
 def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1318,7 +1318,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'pair': 'KEY/ETH',
     })
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Cancelling Sell KEY/ETH')
+        == ('*Binance:* Cancelling Open Sell Order for KEY/ETH')
 
     msg_mock.reset_mock()
     telegram.send_msg({
@@ -1327,7 +1327,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'pair': 'KEY/ETH',
     })
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Cancelling Sell KEY/ETH')
+        == ('*Binance:* Cancelling Open Sell Order for KEY/ETH')
     # Reset singleton function to avoid random breaks
     telegram._fiat_converter.convert_amount = old_convamount
 
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index ab40047c0..3f3f36766 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -21,7 +21,7 @@ def get_webhook_dict() -> dict:
             "value3": "{stake_amount:8f} {stake_currency}"
         },
         "webhookbuycancel": {
-            "value1": "Cancelling Buy {pair}",
+            "value1": "Cancelling Open Buy Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
@@ -31,7 +31,7 @@ def get_webhook_dict() -> dict:
             "value3": "profit: {profit_amount:8f} {stake_currency}"
         },
         "webhooksellcancel": {
-            "value1": "Cancelling Sell {pair}",
+            "value1": "Cancelling Open Sell Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency}"
         },

From 5b4d8d69ef567ca074351186eebe97e3c9e2fe52 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Tue, 11 Feb 2020 16:02:08 +0100
Subject: [PATCH 1185/1495] Adding --min-trades and --max-trades for
 hyperopt-list

---
 docs/utils.md                            |  5 +++-
 freqtrade/commands/arguments.py          |  1 +
 freqtrade/commands/cli_options.py        | 12 ++++++++++
 freqtrade/commands/hyperopt_commands.py  | 14 ++++++++++++
 freqtrade/configuration/configuration.py |  6 +++++
 tests/commands/test_commands.py          | 29 ++++++++++++++++++++++++
 6 files changed, 66 insertions(+), 1 deletion(-)
 mode change 100644 => 100755 freqtrade/commands/hyperopt_commands.py

diff --git a/docs/utils.md b/docs/utils.md
index 5bb3a0e53..91dd6eae0 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -413,7 +413,8 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
 ```
 usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
-                               [--profitable] [--min-avg-time FLOAT]
+                               [--profitable] [--min-trades INT]
+                               [--max-trades INT] [--min-avg-time FLOAT]
                                [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
                                [--min-total-profit FLOAT] [--no-color]
                                [--print-json] [--no-details]
@@ -422,6 +423,8 @@ optional arguments:
   -h, --help            show this help message and exit
   --best                Select only best epochs.
   --profitable          Select only profitable epochs.
+  --min-trades INT      Select epochs with more than INT trades.
+  --max-trades INT      Select epochs with less than INT trades.
   --min-avg-time FLOAT  Select epochs on above average time.
   --max-avg-time FLOAT  Select epochs on under average time.
   --min-avg-profit FLOAT
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index e5a68389b..1b2c4482e 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -62,6 +62,7 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
 ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
+                      "hyperopt_list_min_trades", "hyperopt_list_max_trades",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
                       "print_colorized", "print_json", "hyperopt_list_no_details"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 154404821..f9351c207 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -398,6 +398,18 @@ AVAILABLE_CLI_OPTIONS = {
         help='Select only best epochs.',
         action='store_true',
     ),
+    "hyperopt_list_min_trades": Arg(
+        '--min-trades',
+        help='Select epochs with more than INT trades.',
+        type=check_int_nonzero,
+        metavar='INT',
+    ),
+    "hyperopt_list_max_trades": Arg(
+        '--max-trades',
+        help='Select epochs with less than INT trades.',
+        type=check_int_nonzero,
+        metavar='INT',
+    ),
     "hyperopt_list_min_avg_time": Arg(
         '--min-avg-time',
         help='Select epochs on above average time.',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
old mode 100644
new mode 100755
index ed0728bf6..c3baf2406
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -27,6 +27,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
@@ -74,6 +76,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
+        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
@@ -119,6 +123,16 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
         trials = [x for x in trials if x['is_best']]
     if filteroptions['only_profitable']:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+    if filteroptions['filter_min_trades'] > 0:
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
+                 ]
+    if filteroptions['filter_max_trades'] > 0:
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
+                 ]
     if filteroptions['filter_min_avg_time'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index f7e87f3a1..41f24e55c 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -310,6 +310,12 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_profitable',
                              logstring='Parameter --profitable detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_trades',
+                             logstring='Parameter --min-trades detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_trades',
+                             logstring='Parameter --max-trades detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_min_avg_time',
                              logstring='Parameter --min-avg-time detected: {}')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index db8a9289a..e02a721a4 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -773,6 +773,35 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     pargs['config'] = None
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-trades", "20"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--max-trades", "20"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
     assert all(x in captured.out
                for x in [" 2/12", " 10/12"])
     assert all(x not in captured.out

From 4fedf1e564212b43b359a1bc533f0d571b9ce926 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 16:05:44 +0100
Subject: [PATCH 1186/1495] default refresh TRUE on get_buy_rate and
 get_sell_Rate

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 85ddb0da1..c04e3077e 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -234,7 +234,7 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, refresh: bool = False, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, refresh: bool = True, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
         :return: float: Price
@@ -615,7 +615,7 @@ class FreqtradeBot:
 
         return trades_closed
 
-    def get_sell_rate(self, pair: str, refresh: bool = False) -> float:
+    def get_sell_rate(self, pair: str, refresh: bool = True) -> float:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
         The orderbook portion is only used for rpc messaging, which would otherwise fail

From 5f4c209fca844f6ea66f7302c22a64d7375812db Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 16:14:49 +0100
Subject: [PATCH 1187/1495] fixed one more occurence of executed buy, and test

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c04e3077e..0d1105b2f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -419,7 +419,7 @@ class FreqtradeBot:
                 else:
                     return False
 
-            logger.info(f'Executed Buy for {pair}')
+            logger.info(f'Executing Buy for {pair}')
             return self.execute_buy(pair, stake_amount)
         else:
             return False
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 429d3599d..18cd81aed 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -300,7 +300,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
 
     # stoploss shoud be hit
     assert freqtrade.handle_trade(trade) is True
-    assert log_has('Executed Sell for NEO/BTC. Reason: SellType.STOP_LOSS', caplog)
+    assert log_has('Executing Sell for NEO/BTC. Reason: SellType.STOP_LOSS', caplog)
     assert trade.sell_reason == SellType.STOP_LOSS.value
 
 

From cde1b2b56c7fa6285af72ec3d1758968f4d9b88d Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 16:28:48 +0100
Subject: [PATCH 1188/1495] readded rpc status message for partial buys

---
 freqtrade/freqtradebot.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0d1105b2f..ffd951ee2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -906,6 +906,10 @@ class FreqtradeBot:
 
         trade.open_order_id = None
         logger.info('Partial buy order timeout for %s.', trade)
+        self.rpc.send_msg({
+            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
+        })
         return False
 
     def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:

From 899de8b27c3f35273f090534b0bb2a9d131270f6 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Tue, 11 Feb 2020 16:50:18 +0100
Subject: [PATCH 1189/1495] modified tests for double partial call

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 18cd81aed..c0af1f015 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2067,7 +2067,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     # note this is for a partially-complete buy order
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     assert trades[0].amount == 23.0
@@ -2101,7 +2101,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog)
 
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     # Verify that tradehas been updated
@@ -2140,7 +2140,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert log_has_re(r"Could not update trade amount: .*", caplog)
 
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     # Verify that tradehas been updated

From d1c3eabb870fe5a5f2357086459b1a2ca06faaa9 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Tue, 11 Feb 2020 18:08:30 +0100
Subject: [PATCH 1190/1495] Changed commands to use "check_int_positive"

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

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index f9351c207..c3b79ae3a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -401,13 +401,13 @@ AVAILABLE_CLI_OPTIONS = {
     "hyperopt_list_min_trades": Arg(
         '--min-trades',
         help='Select epochs with more than INT trades.',
-        type=check_int_nonzero,
+        type=check_int_positive,
         metavar='INT',
     ),
     "hyperopt_list_max_trades": Arg(
         '--max-trades',
         help='Select epochs with less than INT trades.',
-        type=check_int_nonzero,
+        type=check_int_positive,
         metavar='INT',
     ),
     "hyperopt_list_min_avg_time": Arg(

From c35fe2c386ae84a128e817be79c901a5345538c9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Feb 2020 19:29:43 +0100
Subject: [PATCH 1191/1495] Add link to quick-start-guide

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

diff --git a/docs/docker.md b/docs/docker.md
index 6267c0cf2..cd24994bc 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -8,7 +8,7 @@ Start by downloading and installing Docker CE for your platform:
 * [Windows](https://docs.docker.com/docker-for-windows/install/)
 * [Linux](https://docs.docker.com/install/)
 
-Optionally, [docker-compose](https://docs.docker.com/compose/install/) should be installed and available to follow the docker quick start guide.
+Optionally, [docker-compose](https://docs.docker.com/compose/install/) should be installed and available to follow the [docker quick start guide](#docker-quick-start).
 
 Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
 

From 7be9f0067e63f7a889e10c096b1f3fd36cbedf81 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Feb 2020 20:45:53 +0100
Subject: [PATCH 1192/1495] Update data-analysis documentation to properly
 initialize configuration

---
 docs/strategy_analysis_example.md             | 27 +++++++++----------
 .../templates/strategy_analysis_example.ipynb | 27 +++++++++----------
 2 files changed, 26 insertions(+), 28 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index cc6b9805f..2d77edaed 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -7,18 +7,19 @@ Debugging a strategy can be time-consuming. FreqTrade offers helper functions to
 
 ```python
 from pathlib import Path
+from freqtrade.configuration import Configuration
+
 # Customize these according to your needs.
 
+# Initialize empty configuration object
+config = Configuration.from_files([])
+# Optionally, Use existing configuration file
+# config = Configuration.from_files(["config.json"])
+
 # Define some constants
-timeframe = "5m"
+config["ticker_interval"] = "5m"
 # Name of the strategy class
-strategy_name = 'SampleStrategy'
-# Path to user data
-user_data_dir = Path('user_data')
-# Location of the strategy
-strategy_location = user_data_dir / 'strategies'
-# Location of the data
-data_location = Path(user_data_dir, 'data', 'binance')
+config["strategy"] = "SampleStrategy"
 # Pair to analyze - Only use one pair here
 pair = "BTC_USDT"
 ```
@@ -28,8 +29,8 @@ pair = "BTC_USDT"
 # Load data using values set above
 from freqtrade.data.history import load_pair_history
 
-candles = load_pair_history(datadir=data_location,
-                            timeframe=timeframe,
+candles = load_pair_history(datadir=config["data_dir"],
+                            timeframe=config["ticker_interval"],
                             pair=pair)
 
 # Confirm success
@@ -44,9 +45,7 @@ candles.head()
 ```python
 # Load strategy using values set above
 from freqtrade.resolvers import StrategyResolver
-strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
-                                          'user_data_dir': user_data_dir,
-                                          'strategy_path': strategy_location})
+strategy = StrategyResolver.load_strategy(config)
 
 # Generate buy/sell signals using strategy
 df = strategy.analyze_ticker(candles, {'pair': pair})
@@ -86,7 +85,7 @@ Analyze a trades dataframe (also used below for plotting)
 from freqtrade.data.btanalysis import load_backtest_data
 
 # Load backtest results
-trades = load_backtest_data(user_data_dir / "backtest_results/backtest-result.json")
+trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
 
 # Show value-counts per pair
 trades.groupby("pair")["sell_reason"].value_counts()
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index eea8fb85f..06fc3f557 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -23,18 +23,19 @@
    "outputs": [],
    "source": [
     "from pathlib import Path\n",
+    "from freqtrade.configuration import Configuration\n",
+    "\n",
     "# Customize these according to your needs.\n",
     "\n",
+    "# Initialize empty configuration object\n",
+    "config = Configuration.from_files([])\n",
+    "# Optionally, Use existing configuration file\n",
+    "# config = Configuration.from_files([\"config.json\"])\n",
+    "\n",
     "# Define some constants\n",
-    "timeframe = \"5m\"\n",
+    "config[\"ticker_interval\"] = \"5m\"\n",
     "# Name of the strategy class\n",
-    "strategy_name = 'SampleStrategy'\n",
-    "# Path to user data\n",
-    "user_data_dir = Path('user_data')\n",
-    "# Location of the strategy\n",
-    "strategy_location = user_data_dir / 'strategies'\n",
-    "# Location of the data\n",
-    "data_location = Path(user_data_dir, 'data', 'binance')\n",
+    "config[\"strategy\"] = \"SampleStrategy\"\n",
     "# Pair to analyze - Only use one pair here\n",
     "pair = \"BTC_USDT\""
    ]
@@ -48,8 +49,8 @@
     "# Load data using values set above\n",
     "from freqtrade.data.history import load_pair_history\n",
     "\n",
-    "candles = load_pair_history(datadir=data_location,\n",
-    "                            timeframe=timeframe,\n",
+    "candles = load_pair_history(datadir=config[\"data_dir\"],\n",
+    "                            timeframe=config[\"ticker_interval\"],\n",
     "                            pair=pair)\n",
     "\n",
     "# Confirm success\n",
@@ -73,9 +74,7 @@
    "source": [
     "# Load strategy using values set above\n",
     "from freqtrade.resolvers import StrategyResolver\n",
-    "strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
-    "                                          'user_data_dir': user_data_dir,\n",
-    "                                          'strategy_path': strategy_location})\n",
+    "strategy = StrategyResolver.load_strategy(config)\n",
     "\n",
     "# Generate buy/sell signals using strategy\n",
     "df = strategy.analyze_ticker(candles, {'pair': pair})\n",
@@ -137,7 +136,7 @@
     "from freqtrade.data.btanalysis import load_backtest_data\n",
     "\n",
     "# Load backtest results\n",
-    "trades = load_backtest_data(user_data_dir / \"backtest_results/backtest-result.json\")\n",
+    "trades = load_backtest_data(config[\"user_data_dir\"] / \"backtest_results/backtest-result.json\")\n",
     "\n",
     "# Show value-counts per pair\n",
     "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"

From 539343b20d7304e3f746c3ac7868bb584f3e1539 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Tue, 11 Feb 2020 21:29:55 +0100
Subject: [PATCH 1193/1495] Adding 2 more filter options for completeness

---
 docs/utils.md                            |  8 ++++++-
 freqtrade/commands/arguments.py          |  3 ++-
 freqtrade/commands/cli_options.py        | 12 ++++++++++
 freqtrade/commands/hyperopt_commands.py  | 21 ++++++++++++++++--
 freqtrade/configuration/configuration.py |  6 +++++
 tests/commands/test_commands.py          | 28 ++++++++++++++++++++++++
 6 files changed, 74 insertions(+), 4 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 91dd6eae0..abb7fd0db 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -416,7 +416,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--profitable] [--min-trades INT]
                                [--max-trades INT] [--min-avg-time FLOAT]
                                [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
-                               [--min-total-profit FLOAT] [--no-color]
+                               [--max-avg-profit FLOAT]
+                               [--min-total-profit FLOAT]
+                               [--max-total-profit FLOAT] [--no-color]
                                [--print-json] [--no-details]
 
 optional arguments:
@@ -429,8 +431,12 @@ optional arguments:
   --max-avg-time FLOAT  Select epochs on under average time.
   --min-avg-profit FLOAT
                         Select epochs on above average profit.
+  --max-avg-profit FLOAT
+                        Select epochs on below average profit.
   --min-total-profit FLOAT
                         Select epochs on above total profit.
+  --max-total-profit FLOAT
+                        Select epochs on below total profit.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1b2c4482e..fe6f49039 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -64,7 +64,8 @@ ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
 ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_trades", "hyperopt_list_max_trades",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
-                      "hyperopt_list_min_avg_profit", "hyperopt_list_min_total_profit",
+                      "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
+                      "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
                       "print_colorized", "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index c3b79ae3a..1776955b1 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -428,12 +428,24 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
+    "hyperopt_list_max_avg_profit": Arg(
+        '--max-avg-profit',
+        help='Select epochs on below average profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_min_total_profit": Arg(
         '--min-total-profit',
         help='Select epochs on above total profit.',
         type=float,
         metavar='FLOAT',
     ),
+    "hyperopt_list_max_total_profit": Arg(
+        '--max-total-profit',
+        help='Select epochs on below total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
     "hyperopt_list_no_details": Arg(
         '--no-details',
         help='Do not print best epoch details.',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index c3baf2406..8c1c80d98 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -32,7 +32,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
 
     trials_file = (config['user_data_dir'] /
@@ -81,7 +83,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
         'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None)
+        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
     no_header = config.get('hyperopt_show_no_header', False)
 
@@ -152,12 +156,25 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
                     if x['results_metrics']['avg_profit']
                     > filteroptions['filter_min_avg_profit']
                  ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['avg_profit']
+                    < filteroptions['filter_max_avg_profit']
+                 ]
     if filteroptions['filter_min_total_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
                     x for x in trials
                     if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
                  ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        trials = [
+                    x for x in trials
+                    if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
+                 ]
 
     logger.info(f"{len(trials)} " +
                 ("best " if filteroptions['only_best'] else "") +
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 41f24e55c..c2613ba99 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -325,9 +325,15 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
                              logstring='Parameter --min-avg-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
+                             logstring='Parameter --max-avg-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_min_total_profit',
                              logstring='Parameter --min-total-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_max_total_profit',
+                             logstring='Parameter --max-total-profit detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index e02a721a4..ee1db5db5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -822,6 +822,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-avg-profit", "0.10"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
     args = [
         "hyperopt-list",
         "--no-details",
@@ -836,6 +850,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
                          " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-total-profit", "0.4"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
     args = [
         "hyperopt-list",
         "--profitable",

From 4f3376e2a189618f649e8f5d91d3ae753b1ae730 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 12 Feb 2020 01:39:15 +0300
Subject: [PATCH 1194/1495] Do not instantiate directly DefaultStrategy in
 tests

---
 tests/data/test_history.py         | 14 ++++++++++----
 tests/optimize/test_backtesting.py |  6 ++++--
 tests/strategy/test_interface.py   | 18 ++++++++++++------
 tests/test_plotting.py             | 14 +++++++++-----
 4 files changed, 35 insertions(+), 17 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 15f507b90..cf0901587 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -24,7 +24,7 @@ from freqtrade.data.history import (_download_pair_history,
                                     validate_backtest_data)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.resolvers import StrategyResolver
 from tests.conftest import (get_patched_exchange, log_has, log_has_re,
                             patch_exchange)
 
@@ -509,7 +509,9 @@ def test_file_dump_json_tofile(testdatadir) -> None:
 
 def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
-    strategy = DefaultStrategy(default_conf)
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
         load_data(
@@ -525,7 +527,9 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
 
 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
-    strategy = DefaultStrategy(default_conf)
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
         load_data(
@@ -547,7 +551,9 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
 
 def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
-    strategy = DefaultStrategy(default_conf)
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
     data = strategy.tickerdata_to_dataframe(
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ec85c8030..bba15c156 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -20,8 +20,8 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
-from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
@@ -350,7 +350,9 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert len(data['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
-    strategy = DefaultStrategy(default_conf)
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+
     data2 = strategy.tickerdata_to_dataframe(tickerlist)
     assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 89c38bda1..a28519383 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -10,8 +10,9 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
-from tests.conftest import get_patched_exchange, log_has
+from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.default_strategy import DefaultStrategy
+from tests.conftest import get_patched_exchange, log_has
 
 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
@@ -104,7 +105,8 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
 
 
 def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
-    strategy = DefaultStrategy(default_conf)
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
@@ -120,7 +122,8 @@ def test_min_roi_reached(default_conf, fee) -> None:
     min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
                     {0: 0.1, 20: 0.05, 55: 0.01}]
     for roi in min_roi_list:
-        strategy = DefaultStrategy(default_conf)
+        default_conf.update({'strategy': 'DefaultStrategy'})
+        strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
             pair='ETH/BTC',
@@ -158,7 +161,8 @@ def test_min_roi_reached2(default_conf, fee) -> None:
                      },
                     ]
     for roi in min_roi_list:
-        strategy = DefaultStrategy(default_conf)
+        default_conf.update({'strategy': 'DefaultStrategy'})
+        strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
             pair='ETH/BTC',
@@ -192,7 +196,8 @@ def test_min_roi_reached3(default_conf, fee) -> None:
                30: 0.05,
                55: 0.30,
                }
-    strategy = DefaultStrategy(default_conf)
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
     strategy.minimal_roi = min_roi
     trade = Trade(
             pair='ETH/BTC',
@@ -292,7 +297,8 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
 
 
 def test_is_pair_locked(default_conf):
-    strategy = DefaultStrategy(default_conf)
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
     # dict should be empty
     assert not strategy._pair_locked_until
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index e7ec4ce46..34d1f2b0c 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -19,7 +19,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
                                      generate_profit_graph, init_plotscript,
                                      load_and_plot_trades, plot_profit,
                                      plot_trades, store_plot_file)
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.resolvers import StrategyResolver
 from tests.conftest import get_args, log_has, log_has_re
 
 
@@ -70,9 +70,11 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     indicators1 = {"ema10": {}}
     indicators2 = {"macd": {"color": "red"}}
 
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+
     # Generate buy/sell signals and indicators
-    strat = DefaultStrategy(default_conf)
-    data = strat.analyze_ticker(data, {'pair': pair})
+    data = strategy.analyze_ticker(data, {'pair': pair})
     fig = generate_empty_figure()
 
     # Row 1
@@ -181,9 +183,11 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
 
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+
     # Generate buy/sell signals and indicators
-    strat = DefaultStrategy(default_conf)
-    data = strat.analyze_ticker(data, {'pair': pair})
+    data = strategy.analyze_ticker(data, {'pair': pair})
 
     indicators1 = []
     indicators2 = []

From d6b9397579c2d4542bf5742a9ac7aa7f68a56f08 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Feb 2020 06:40:13 +0100
Subject: [PATCH 1195/1495] Fix typo in datadir key

---
 docs/strategy_analysis_example.md                   | 4 ++--
 freqtrade/templates/strategy_analysis_example.ipynb | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 2d77edaed..10ae73450 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -13,7 +13,7 @@ from freqtrade.configuration import Configuration
 
 # Initialize empty configuration object
 config = Configuration.from_files([])
-# Optionally, Use existing configuration file
+# Optionally, use existing configuration file
 # config = Configuration.from_files(["config.json"])
 
 # Define some constants
@@ -29,7 +29,7 @@ pair = "BTC_USDT"
 # Load data using values set above
 from freqtrade.data.history import load_pair_history
 
-candles = load_pair_history(datadir=config["data_dir"],
+candles = load_pair_history(datadir=config["datadir"],
                             timeframe=config["ticker_interval"],
                             pair=pair)
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 06fc3f557..4541f5ed5 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -29,7 +29,7 @@
     "\n",
     "# Initialize empty configuration object\n",
     "config = Configuration.from_files([])\n",
-    "# Optionally, Use existing configuration file\n",
+    "# Optionally, use existing configuration file\n",
     "# config = Configuration.from_files([\"config.json\"])\n",
     "\n",
     "# Define some constants\n",
@@ -49,7 +49,7 @@
     "# Load data using values set above\n",
     "from freqtrade.data.history import load_pair_history\n",
     "\n",
-    "candles = load_pair_history(datadir=config[\"data_dir\"],\n",
+    "candles = load_pair_history(datadir=config[\"datadir\"],\n",
     "                            timeframe=config[\"ticker_interval\"],\n",
     "                            pair=pair)\n",
     "\n",

From 483cba453a3f9961ed6905b780de1a72881bdd20 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Feb 2020 19:58:23 +0100
Subject: [PATCH 1196/1495] Fix last occurence of data_location

---
 docs/strategy_analysis_example.md                   | 2 +-
 freqtrade/templates/strategy_analysis_example.ipynb | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 10ae73450..97a555e9e 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -34,7 +34,7 @@ candles = load_pair_history(datadir=config["datadir"],
                             pair=pair)
 
 # Confirm success
-print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
+print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {config['datadir']}")
 candles.head()
 ```
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 4541f5ed5..4b904e100 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -54,7 +54,7 @@
     "                            pair=pair)\n",
     "\n",
     "# Confirm success\n",
-    "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n",
+    "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {config['datadir']}\")\n",
     "candles.head()"
    ]
   },

From 2efa1c164fa4c1b0f5bab1775fba7b0c496ef299 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Feb 2020 21:43:43 +0100
Subject: [PATCH 1197/1495] Revert data-location section

---
 docs/strategy_analysis_example.md                   | 6 ++++--
 freqtrade/templates/strategy_analysis_example.ipynb | 6 ++++--
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 97a555e9e..93e84122b 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -20,6 +20,8 @@ config = Configuration.from_files([])
 config["ticker_interval"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
+# Location of the data
+data_location = Path(config['user_data_dir'], 'data', 'binance')
 # Pair to analyze - Only use one pair here
 pair = "BTC_USDT"
 ```
@@ -29,12 +31,12 @@ pair = "BTC_USDT"
 # Load data using values set above
 from freqtrade.data.history import load_pair_history
 
-candles = load_pair_history(datadir=config["datadir"],
+candles = load_pair_history(datadir=data_location,
                             timeframe=config["ticker_interval"],
                             pair=pair)
 
 # Confirm success
-print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {config['datadir']}")
+print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
 candles.head()
 ```
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 4b904e100..91e132380 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -36,6 +36,8 @@
     "config[\"ticker_interval\"] = \"5m\"\n",
     "# Name of the strategy class\n",
     "config[\"strategy\"] = \"SampleStrategy\"\n",
+    "# Location of the data\n",
+    "data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
     "# Pair to analyze - Only use one pair here\n",
     "pair = \"BTC_USDT\""
    ]
@@ -49,12 +51,12 @@
     "# Load data using values set above\n",
     "from freqtrade.data.history import load_pair_history\n",
     "\n",
-    "candles = load_pair_history(datadir=config[\"datadir\"],\n",
+    "candles = load_pair_history(datadir=data_location,\n",
     "                            timeframe=config[\"ticker_interval\"],\n",
     "                            pair=pair)\n",
     "\n",
     "# Confirm success\n",
-    "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {config['datadir']}\")\n",
+    "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n",
     "candles.head()"
    ]
   },

From 47874a452787360b610ab0f3d038de6e53cc5d53 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 12 Feb 2020 21:45:55 +0100
Subject: [PATCH 1198/1495] added logic to differentiate sell orders with
 double asterisk

---
 docs/telegram-usage.md    | 2 +-
 freqtrade/rpc/rpc.py      | 3 ++-
 freqtrade/rpc/telegram.py | 2 ++
 3 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index c8ded4af5..f683ae8da 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -55,7 +55,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/reload_conf` | | Reloads the configuration file
 | `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
-| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*)
+| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 07631f258..c182aad2b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -169,7 +169,8 @@ class RPC:
                 trades_list.append([
                     trade.id,
                     trade.pair + '*' if (trade.open_order_id is not None
-                                         and trade.close_rate_requested is None) else '',
+                                         and trade.close_rate_requested is None) else ''
+                               + '**' if (trade.close_rate_requested is not None) else '',
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
                 ])
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e3d4f54e7..d4ed5b189 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -561,6 +561,8 @@ class Telegram(RPC):
                   "*/stop:* `Stops the trader`\n" \
                   "*/status [table]:* `Lists all open trades`\n" \
                   "         *table :* `will display trades in a table`\n" \
+                  "                   pending buy orders are marked with an asterisk (*)\n"
+                  "                   pending sell orders are marked with a double asterisk (**)\n" \
                   "*/profit:* `Lists cumulative profit from all finished trades`\n" \
                   "*/forcesell |all:* `Instantly sells the given trade or all trades, " \
                   "regardless of profit`\n" \

From f6db784a859b9a70a320e2c2da12dc47afce678e Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 12 Feb 2020 21:50:33 +0100
Subject: [PATCH 1199/1495] removed default to refresh argument in get_buy_rate
 and get_sell_rate

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ffd951ee2..455396352 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -234,7 +234,7 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, refresh: bool = True, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, refresh: bool, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
         :return: float: Price
@@ -615,7 +615,7 @@ class FreqtradeBot:
 
         return trades_closed
 
-    def get_sell_rate(self, pair: str, refresh: bool = True) -> float:
+    def get_sell_rate(self, pair: str, refresh: bool) -> float:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
         The orderbook portion is only used for rpc messaging, which would otherwise fail

From 2e3b8cdba758a33abef2ce5f349335ff8194aa8a Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 12 Feb 2020 21:51:58 +0100
Subject: [PATCH 1200/1495] fixed flake8 issues on /help output

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d4ed5b189..5603ab03c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -561,8 +561,8 @@ class Telegram(RPC):
                   "*/stop:* `Stops the trader`\n" \
                   "*/status [table]:* `Lists all open trades`\n" \
                   "         *table :* `will display trades in a table`\n" \
-                  "                   pending buy orders are marked with an asterisk (*)\n"
-                  "                   pending sell orders are marked with a double asterisk (**)\n" \
+                  "                  pending buy orders are marked with an asterisk (*)\n" \
+                  "                  pending sell orders are marked with a double asterisk (**)\n" \
                   "*/profit:* `Lists cumulative profit from all finished trades`\n" \
                   "*/forcesell |all:* `Instantly sells the given trade or all trades, " \
                   "regardless of profit`\n" \

From f09af888b153794ff135de9acedf493666124e9c Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 12 Feb 2020 21:55:38 +0100
Subject: [PATCH 1201/1495] modified get_buy/sell_rate refresh to true on
 notify_sell_cancel and notify_buy_cancel

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 455396352..158b631c1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -566,7 +566,7 @@ class FreqtradeBot:
         """
         Sends rpc notification when a buy cancel occured.
         """
-        current_rate = self.get_buy_rate(trade.pair, False)
+        current_rate = self.get_buy_rate(trade.pair, True)
 
         msg = {
             'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
@@ -1062,8 +1062,7 @@ class FreqtradeBot:
         """
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        # Use cached ticker here - it was updated seconds ago.
-        current_rate = self.get_sell_rate(trade.pair, False)
+        current_rate = self.get_sell_rate(trade.pair, True)
         profit_percent = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_percent > 0 else "loss"
 

From 007cc94474c5f4bc0970f61b4716b00d8a8b8c92 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 12 Feb 2020 22:03:56 +0100
Subject: [PATCH 1202/1495] fixed tests to send refresh, since its no longer
 defaulted

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c0af1f015..5ed4d296c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -921,7 +921,7 @@ def test_get_buy_rate(mocker, default_conf, ask, last, last_ab, expected) -> Non
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': ask, 'last': last}))
 
-    assert freqtrade.get_buy_rate('ETH/BTC') == expected
+    assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
@@ -3524,7 +3524,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.get_buy_rate('ETH/BTC') == 0.043935
+    assert freqtrade.get_buy_rate('ETH/BTC', True) == 0.043935
     assert ticker_mock.call_count == 0
 
 
@@ -3549,7 +3549,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
     # orderbook shall be used even if tickers would be lower.
-    assert freqtrade.get_buy_rate('ETH/BTC') != 0.042
+    assert freqtrade.get_buy_rate('ETH/BTC', True) != 0.042
     assert ticker_mock.call_count == 0
 
 

From 634bf2b15cf5078a1dba2fbd1ce0915346b30be5 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 13 Feb 2020 01:44:46 +0300
Subject: [PATCH 1203/1495] Docs: Fix checking of runmode

---
 docs/strategy-customization.md | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 688647c2b..07833da34 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -346,7 +346,7 @@ if self.dp:
 
 ``` python
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
+    if self.dp.runmode.value in ('live', 'dry_run'):
         ob = self.dp.orderbook(metadata['pair'], 1)
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]
@@ -422,7 +422,7 @@ from freqtrade.persistence import Trade
 The following example queries for the current pair and trades from today, however other filters can easily be added.
 
 ``` python
-if self.config['runmode'] in ('live', 'dry_run'):
+if self.config['runmode'].value in ('live', 'dry_run'):
     trades = Trade.get_trades([Trade.pair == metadata['pair'],
                                Trade.open_date > datetime.utcnow() - timedelta(days=1),
                                Trade.is_open == False,
@@ -434,7 +434,7 @@ if self.config['runmode'] in ('live', 'dry_run'):
 Get amount of stake_currency currently invested in Trades:
 
 ``` python
-if self.config['runmode'] in ('live', 'dry_run'):
+if self.config['runmode'].value in ('live', 'dry_run'):
     total_stakes = Trade.total_open_trades_stakes()
 ```
 
@@ -442,7 +442,7 @@ Retrieve performance per pair.
 Returns a List of dicts per pair.
 
 ``` python
-if self.config['runmode'] in ('live', 'dry_run'):
+if self.config['runmode'].value in ('live', 'dry_run'):
     performance = Trade.get_overall_performance()
 ```
 
@@ -487,7 +487,7 @@ from datetime import timedelta, datetime, timezone
 # --------
 
 # Within populate indicators (or populate_buy):
-if self.config['runmode'] in ('live', 'dry_run'):
+if self.config['runmode'].value in ('live', 'dry_run'):
    # fetch closed trades for the last 2 days
     trades = Trade.get_trades([Trade.pair == metadata['pair'],
                                Trade.open_date > datetime.utcnow() - timedelta(days=2),

From b2328cdf4fdf45c1e2f3842ec08f855fa04f1552 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 13 Feb 2020 07:07:35 +0300
Subject: [PATCH 1204/1495] Do not subtract risk_free_ratio twice

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index c02f88434..d869a4e4e 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -53,7 +53,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0,
                       'downside_returns'] = sum_daily['profit_percent_after_slippage']
-        total_downside = sum_daily['downside_returns'] - risk_free_rate
+        total_downside = sum_daily['downside_returns']
         down_stdev = total_downside.std()
 
         if (down_stdev != 0.):

From 81f849811fdcf4a2273f56ba2d7851aec66990a6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Feb 2020 06:30:59 +0100
Subject: [PATCH 1205/1495] Initcap Freqtrade

---
 docs/strategy_analysis_example.md                   | 2 +-
 freqtrade/templates/strategy_analysis_example.ipynb | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 93e84122b..f3f9b46c3 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -1,6 +1,6 @@
 # Strategy analysis example
 
-Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data.
+Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
 
 ## Setup
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 91e132380..021056df2 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -6,7 +6,7 @@
    "source": [
     "# Strategy analysis example\n",
     "\n",
-    "Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data."
+    "Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data."
    ]
   },
   {

From 86592c3ba1c0f4b626d7d4edb471a320d120dd13 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Feb 2020 06:51:52 +0100
Subject: [PATCH 1206/1495] Fix /help from telegram

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 5603ab03c..abd322293 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -561,8 +561,8 @@ class Telegram(RPC):
                   "*/stop:* `Stops the trader`\n" \
                   "*/status [table]:* `Lists all open trades`\n" \
                   "         *table :* `will display trades in a table`\n" \
-                  "                  pending buy orders are marked with an asterisk (*)\n" \
-                  "                  pending sell orders are marked with a double asterisk (**)\n" \
+                  "                  `pending buy orders are marked with an asterisk (*)`\n" \
+                  "                  `pending sell orders are marked with a double asterisk (**)`\n" \
                   "*/profit:* `Lists cumulative profit from all finished trades`\n" \
                   "*/forcesell |all:* `Instantly sells the given trade or all trades, " \
                   "regardless of profit`\n" \

From ccc923975138e47440e5ce48fd6fb38c1f0691c1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Feb 2020 07:02:12 +0100
Subject: [PATCH 1207/1495] Reduce indentation of help

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index abd322293..e3958b31a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -561,8 +561,8 @@ class Telegram(RPC):
                   "*/stop:* `Stops the trader`\n" \
                   "*/status [table]:* `Lists all open trades`\n" \
                   "         *table :* `will display trades in a table`\n" \
-                  "                  `pending buy orders are marked with an asterisk (*)`\n" \
-                  "                  `pending sell orders are marked with a double asterisk (**)`\n" \
+                  "                `pending buy orders are marked with an asterisk (*)`\n" \
+                  "                `pending sell orders are marked with a double asterisk (**)`\n" \
                   "*/profit:* `Lists cumulative profit from all finished trades`\n" \
                   "*/forcesell |all:* `Instantly sells the given trade or all trades, " \
                   "regardless of profit`\n" \

From a93bc74eff01cebaed7e1e9838a53b526178913d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Feb 2020 07:04:37 +0100
Subject: [PATCH 1208/1495] Update documentation ...

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

diff --git a/docs/configuration.md b/docs/configuration.md
index c0404d647..98300c5fa 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       ***Datatype:*** *Positive integer or -1.*
+| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*

From 02148a1df203d8512dc6987ce7ac4ad5111211a2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Feb 2020 15:09:09 +0100
Subject: [PATCH 1209/1495] Fix datatype styling issues

---
 docs/configuration.md | 132 +++++++++++++++++++++---------------------
 1 file changed, 66 insertions(+), 66 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 98300c5fa..fd686834f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -41,74 +41,74 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 |  Parameter | Description |
 |------------|-------------|
 | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
-| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Positive float or `"unlimited"`.*
-| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       ***Datatype:*** *Positive float between `0.1` and `1.0`.*
-| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float (as ratio)*
-| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       ***Datatype:*** *Positive Float as ratio.*
-| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *String*
-| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       ***Datatype:*** *String*
-| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
-| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.* 
       ***Datatype:*** *Float*
-| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
-| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
-| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
       ***Datatype:*** *Float (as ratio)*
-| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Boolean*
-| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Float*
-| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).* 
       ***Datatype:*** *Float*
-| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       ***Datatype:*** *Boolean*
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Integer*
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Integer*
+| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Positive float or `"unlimited"`.
+| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       **Datatype:** Positive float between `0.1` and `1.0`.
+| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
+| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       **Datatype:** Float (as ratio)
+| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       **Datatype:** Positive Float as ratio.
+| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
+| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       **Datatype:** String
+| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       **Datatype:** Boolean
+| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.* 
       **Datatype:** Float
+| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       **Datatype:** Boolean
+| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Dict
+| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
       **Datatype:** Float (as ratio)
+| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Boolean
+| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Float
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `0.0` (no offset).* 
       **Datatype:** Float
+| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       **Datatype:** Boolean
+| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       **Datatype:** Integer
+| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       **Datatype:** Integer
 | `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook). 
-| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). 
       ***Datatype:*** *Boolean*
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). 
      *Defaults to `1`.*  
       ***Datatype:*** *Positive Integer*
-| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) 
       *Defaults to `0`.*  
       ***Datatype:*** *Float (as ratio)*
-| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). 
       ***Datatype:*** *Boolean*
-| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
-| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       ***Datatype:*** *Positive Integer*
-| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
-| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
       ***Datatype:*** *Dict*
-| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). 
       ***Datatype:*** *Dict*
-| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). 
       ***Datatype:*** *String*
-| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
       ***Datatype:*** *Boolean*
-| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
       ***Datatype:*** *List*
-| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
-| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       ***Datatype:*** *Dict*
-| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.* 
       ***Datatype:*** *Positive Integer*
+| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). 
       **Datatype:** Boolean
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). 
      *Defaults to `1`.*  
       **Datatype:** Positive Integer
+| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
+| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) 
       *Defaults to `0`.*  
       **Datatype:** Float (as ratio)
+| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). 
       **Datatype:** Boolean
+| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       **Datatype:** Positive Integer
+| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       **Datatype:** Positive Integer
+| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `true`.* 
       **Datatype:** Boolean
+| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
+| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
+| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
       **Datatype:** Dict
+| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Dict
+| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). 
       **Datatype:** String
+| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
       **Datatype:** Boolean
+| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       **Datatype:** String
+| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
      **Keep it in secret, do not disclose publicly.** 
       **Datatype:** String
+| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
      **Keep it in secret, do not disclose publicly.** 
       **Datatype:** String
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). 
       **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
       **Datatype:** List
+| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       **Datatype:** Dict
+| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
       **Datatype:** Dict
+| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
      *Defaults to `60` minutes.* 
       **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
-| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
       ***Datatype:*** *Boolean*
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.*  
       ***Datatype:*** *List of Dicts*
-| `telegram.enabled` | Enable the usage of Telegram. 
       ***Datatype:*** *Boolean*
-| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       ***Datatype:*** *String*
-| `webhook.enabled` | Enable usage of Webhook notifications 
       ***Datatype:*** *Boolean*
-| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       ***Datatype:*** *String*
-| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *Boolean*
-| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       ***Datatype:*** *IPv4*
-| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
      ***Datatype:*** *Integer between 1024 and 65535*
-| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
-| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       ***Datatype:*** *String*
-| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       ***Datatype:*** *String, SQLAlchemy connect string*
-| `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.* 
       ***Datatype:*** *Enum, either `stopped` or `running`*
-| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       ***Datatype:*** *Boolean*
-| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
       ***Datatype:*** *ClassName*
-| `strategy_path` | Adds an additional strategy lookup path (must be a directory). 
       ***Datatype:*** *String*
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.* 
       ***Datatype:*** *Positive Integer*
-| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.* 
       ***Datatype:*** *Positive Integer or 0*
-| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       ***Datatype:*** *Boolean*
-| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       ***Datatype:*** *String*
-| `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       ***Datatype:*** *String*
+| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
      *Defaults to `true`.* 
       **Datatype:** Boolean
+| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
      *Defaults to `StaticPairList`.*  
       **Datatype:** List of Dicts
+| `telegram.enabled` | Enable the usage of Telegram. 
       **Datatype:** Boolean
+| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       **Datatype:** String
+| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. 
      **Keep it in secret, do not disclose publicly.** 
       **Datatype:** String
+| `webhook.enabled` | Enable usage of Webhook notifications 
       **Datatype:** Boolean
+| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       **Datatype:** String
+| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       **Datatype:** String
+| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       **Datatype:** String
+| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. 
       **Datatype:** String
+| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. 
       **Datatype:** Boolean
+| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. 
       **Datatype:** IPv4
+| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. 
      **Datatype:** Integer between 1024 and 65535
+| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       **Datatype:** String
+| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. 
      **Keep it in secret, do not disclose publicly.**
       **Datatype:** String
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. 
       **Datatype:** String, SQLAlchemy connect string
+| `initial_state` | Defines the initial application state. More information below. 
      *Defaults to `stopped`.* 
       **Datatype:** Enum, either `stopped` or `running`
+| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
       **Datatype:** Boolean
+| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
       **Datatype:** ClassName
+| `strategy_path` | Adds an additional strategy lookup path (must be a directory). 
       **Datatype:** String
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
      *Defaults to `5` seconds.* 
       **Datatype:** Positive Intege
+| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
      *Defaults to `60` seconds.* 
       **Datatype:** Positive Integer or 0
+| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       **Datatype:** Boolean
+| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       **Datatype:** String
+| `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       **Datatype:** String
 
 ### Parameters in the strategy
 

From a0a14a107820df972d1e02b42267093f58748f1e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 01:08:17 +0300
Subject: [PATCH 1210/1495] 
 freqtrade/templates/subtemplates/exchange_bittrex.j2

---
 freqtrade/templates/subtemplates/exchange_bittrex.j2 | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/freqtrade/templates/subtemplates/exchange_bittrex.j2 b/freqtrade/templates/subtemplates/exchange_bittrex.j2
index 7a7e8e291..7b27318ca 100644
--- a/freqtrade/templates/subtemplates/exchange_bittrex.j2
+++ b/freqtrade/templates/subtemplates/exchange_bittrex.j2
@@ -1,3 +1,10 @@
+"order_types": {
+    "buy": "limit",
+    "sell": "limit",
+    "emergencysell": "limit",
+    "stoploss": "limit",
+    "stoploss_on_exchange": false
+},
 "exchange": {
     "name": "{{ exchange_name | lower }}",
     "key": "{{ exchange_key }}",

From 749463e4b7e9f9b1c475725a54b71d181b3a7a76 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 03:05:07 +0300
Subject: [PATCH 1211/1495] Adjust message in main.py

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

diff --git a/freqtrade/main.py b/freqtrade/main.py
index a75eeebed..08bdc5e32 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -38,8 +38,8 @@ def main(sysargv: List[str] = None) -> None:
             # No subcommand was issued.
             raise OperationalException(
                 "Usage of Freqtrade requires a subcommand to be specified.\n"
-                "To have the previous behavior (bot executing trades in live/dry-run modes, "
-                "depending on the value of the `dry_run` setting in the config), run freqtrade "
+                "To have the bot executing trades in live/dry-run modes, "
+                "depending on the value of the `dry_run` setting in the config, run Freqtrade "
                 "as `freqtrade trade [options...]`.\n"
                 "To see the full list of options available, please use "
                 "`freqtrade --help` or `freqtrade  --help`."

From 36ef5c6bdff2562e158bbd659db7bc6c67c00560 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 04:05:17 +0300
Subject: [PATCH 1212/1495] Get rid of delete_trades method in Freqtradebot

---
 freqtrade/freqtradebot.py | 8 ++------
 1 file changed, 2 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 158b631c1..bf2697efa 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -860,11 +860,6 @@ class FreqtradeBot:
                 order_type = self.strategy.order_types['sell']
                 self._notify_sell_cancel(trade, order_type)
 
-    def delete_trade(self, trade: Trade) -> None:
-        """Delete trade in database"""
-        Trade.session.delete(trade)
-        Trade.session.flush()
-
     def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
         """
         Buy timeout - cancel order
@@ -882,7 +877,8 @@ class FreqtradeBot:
 
         if corder.get('remaining', order['remaining']) == order['amount']:
             # if trade is not partially completed, just delete the trade
-            self.delete_trade(trade)
+            Trade.session.delete(trade)
+            Trade.session.flush()
             return True
 
         # if trade is partially complete, edit the stake details for the trade

From 20c21b42d50ce08fe4157c151c340a6be771b7f2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 06:23:03 +0300
Subject: [PATCH 1213/1495] Move rpc send to be after db session add/flash

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 158b631c1..1284b2e9b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -527,8 +527,6 @@ class FreqtradeBot:
             ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
         )
 
-        self._notify_buy(trade, order_type)
-
         # Update fees if order is closed
         if order_status == 'closed':
             self.update_trade_state(trade, order)
@@ -539,6 +537,8 @@ class FreqtradeBot:
         # Updating wallets
         self.wallets.update()
 
+        self._notify_buy(trade, order_type)
+
         return True
 
     def _notify_buy(self, trade: Trade, order_type: str) -> None:

From 9cbf8c5f008520b99016a7a63fe299b4b0dcb821 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 21:15:36 +0300
Subject: [PATCH 1214/1495] Add status for listed strategies

---
 freqtrade/commands/list_commands.py | 11 +++++++++--
 freqtrade/resolvers/iresolver.py    | 20 +++++++++++++++-----
 2 files changed, 24 insertions(+), 7 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index f2b6bf995..b6ff682e6 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -43,10 +43,17 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
-    strategies = StrategyResolver.search_all_objects(directory)
+    strategies = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
     strategies = sorted(strategies, key=lambda x: x['name'])
-    strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
+    names = [s['name'] for s in strategies]
+    strats_to_print = [{
+        'name': s['name'] if s['name'] else "--",
+        'location': s['location'].name,
+        'status': ("LOAD FAILED" if s['class'] is None
+                   else "OK" if names.count(s['name']) == 1
+                   else "DUPLICATED NAME")
+    } for s in strategies]
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategies]))
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index a75c45933..8b5aa1dff 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -41,11 +41,15 @@ class IResolver:
 
     @classmethod
     def _get_valid_object(cls, module_path: Path,
-                          object_name: Optional[str]) -> Generator[Any, None, None]:
+                          object_name: Optional[str],
+                          enum_failed: bool = False) -> Union[Generator[Any, None, None],
+                                                              Tuple[None]]:
         """
         Generator returning objects with matching object_type and object_name in the path given.
         :param module_path: absolute path to the module
         :param object_name: Class name of the object
+        :param enum_failed: If True, will return None for modules which fail.
+            Otherwise, failing modules are skipped.
         :return: generator containing matching objects
         """
 
@@ -58,6 +62,8 @@ class IResolver:
         except (ModuleNotFoundError, SyntaxError) as err:
             # Catch errors in case a specific module is not installed
             logger.warning(f"Could not import {module_path} due to '{err}'")
+            if enum_failed:
+                return (None, )
 
         valid_objects_gen = (
             obj for name, obj in inspect.getmembers(module, inspect.isclass)
@@ -136,10 +142,13 @@ class IResolver:
         )
 
     @classmethod
-    def search_all_objects(cls, directory: Path) -> List[Dict[str, Any]]:
+    def search_all_objects(cls, directory: Path,
+                           enum_failed: bool) -> List[Dict[str, Any]]:
         """
         Searches a directory for valid objects
         :param directory: Path to search
+        :param enum_failed: If True, will return None for modules which fail.
+            Otherwise, failing modules are skipped.
         :return: List of dicts containing 'name', 'class' and 'location' entires
         """
         logger.debug(f"Searching for {cls.object_type.__name__} '{directory}'")
@@ -151,10 +160,11 @@ class IResolver:
                 continue
             module_path = entry.resolve()
             logger.debug(f"Path {module_path}")
-            for obj in cls._get_valid_object(module_path, object_name=None):
+            for obj in cls._get_valid_object(module_path, object_name=None,
+                                             enum_failed=enum_failed):
                 objects.append(
-                    {'name': obj.__name__,
-                     'class': obj,
+                    {'name': obj.__name__ if obj is not None else '',
+                     'class': obj if obj is not None else None,
                      'location': entry,
                      })
         return objects

From a2d7f8a70dc8e907c83ab4e958783708174ab07f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 21:24:30 +0300
Subject: [PATCH 1215/1495] Split tabular printing into sep. helper function

---
 freqtrade/commands/list_commands.py | 25 +++++++++++++++----------
 1 file changed, 15 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index b6ff682e6..782cd074e 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -3,7 +3,7 @@ import logging
 import sys
 from collections import OrderedDict
 from pathlib import Path
-from typing import Any, Dict
+from typing import Any, Dict, List
 
 import rapidjson
 from tabulate import tabulate
@@ -36,6 +36,19 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
             print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
 
 
+def _print_objs_tabular(objs: List) -> None:
+    names = [s['name'] for s in objs]
+    strats_to_print = [{
+        'name': s['name'] if s['name'] else "--",
+        'location': s['location'].name,
+        'status': ("LOAD FAILED" if s['class'] is None
+                   else "OK" if names.count(s['name']) == 1
+                   else "DUPLICATED NAME")
+    } for s in objs]
+
+    print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
+
+
 def start_list_strategies(args: Dict[str, Any]) -> None:
     """
     Print files with Strategy custom classes available in the directory
@@ -46,19 +59,11 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     strategies = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
     strategies = sorted(strategies, key=lambda x: x['name'])
-    names = [s['name'] for s in strategies]
-    strats_to_print = [{
-        'name': s['name'] if s['name'] else "--",
-        'location': s['location'].name,
-        'status': ("LOAD FAILED" if s['class'] is None
-                   else "OK" if names.count(s['name']) == 1
-                   else "DUPLICATED NAME")
-    } for s in strategies]
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategies]))
     else:
-        print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
+        _print_objs_tabular(strategies)
 
 
 def start_list_hyperopts(args: Dict[str, Any]) -> None:

From 9dafc2f3c84819cf95bda82ddb0cc8ec380ede3d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Feb 2020 20:38:29 +0100
Subject: [PATCH 1216/1495] Load config.json from user_data first

---
 freqtrade/commands/arguments.py | 19 ++++++++++++++-----
 1 file changed, 14 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index fe6f49039..d37870ea0 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -6,8 +6,8 @@ from functools import partial
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
-from freqtrade import constants
 from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
+from freqtrade.constants import DEFAULT_CONFIG
 
 ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
 
@@ -107,10 +107,19 @@ class Arguments:
         # Workaround issue in argparse with action='append' and default value
         # (see https://bugs.python.org/issue16399)
         # Allow no-config for certain commands (like downloading / plotting)
-        if ('config' in parsed_arg and parsed_arg.config is None and
-            ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
-             not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
-            parsed_arg.config = [constants.DEFAULT_CONFIG]
+        if ('config' in parsed_arg and parsed_arg.config is None):
+            conf_required = ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED)
+
+            if 'user_data_dir' in parsed_arg and parsed_arg.user_data_dir is not None:
+                # Try loading from "user_data/config.json"
+                cfgfile = Path(parsed_arg.user_data_dir) / DEFAULT_CONFIG
+                if cfgfile.is_file() or not conf_required:
+                    parsed_arg.config = [str(cfgfile)]
+            else:
+                # Else use "config.json".
+                cfgfile = Path.cwd() / DEFAULT_CONFIG
+                if cfgfile.is_file() or not conf_required:
+                    parsed_arg.config = [DEFAULT_CONFIG]
 
         return parsed_arg
 

From be4a9b5f4b0f9c4026ed043876bbcfb516a83a0d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Feb 2020 19:37:20 +0100
Subject: [PATCH 1217/1495] Lowercase freqtrade

---
 CONTRIBUTING.md                   | 4 ++--
 docs/configuration.md             | 2 +-
 docs/developer.md                 | 4 ++--
 docs/hyperopt.md                  | 2 +-
 docs/rest-api.md                  | 2 +-
 freqtrade/commands/cli_options.py | 3 ++-
 6 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index 1c83437f6..90594866a 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -109,11 +109,11 @@ Exceptions:
 
 Contributors may be given commit privileges. Preference will be given to those with:
 
-1. Past contributions to FreqTrade and other related open-source projects. Contributions to FreqTrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Quantity and quality are considered.
+1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Quantity and quality are considered.
 1. A coding style that the other core committers find simple, minimal, and clean.
 1. Access to resources for cross-platform development and testing.
 1. Time to devote to the project regularly.
 
-Being a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust FreqTrade with their Exchange API keys).
+Being a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust Freqtrade with their Exchange API keys).
 
 After being Committer for some time, a Committer may be named Core Committer and given full repository access.
diff --git a/docs/configuration.md b/docs/configuration.md
index 211f7a04c..0f0279eb9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -672,7 +672,7 @@ freqtrade
 
 ## Embedding Strategies
 
-FreqTrade provides you with with an easy way to embed the strategy into your configuration file.
+Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
 This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
 in your chosen config file.
 
diff --git a/docs/developer.md b/docs/developer.md
index c679b8a49..b128ffd2b 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -1,6 +1,6 @@
 # Development Help
 
-This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running.
+This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
 All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) where you can ask questions.
 
@@ -153,7 +153,7 @@ In VolumePairList, this implements different methods of sorting, does early vali
 ## Implement a new Exchange (WIP)
 
 !!! Note
-    This section is a Work in Progress and is not a complete guide on how to test a new exchange with FreqTrade.
+    This section is a Work in Progress and is not a complete guide on how to test a new exchange with Freqtrade.
 
 Most exchanges supported by CCXT should work out of the box.
 
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 3e10f66da..401811a1b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -182,7 +182,7 @@ add it to the `populate_indicators()` method in your custom hyperopt file.
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
 
-By default, FreqTrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
+By default, Freqtrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
 
 A different loss function can be specified by using the `--hyperopt-loss ` argument.
 This class should be in its own file within the `user_data/hyperopts/` directory.
diff --git a/docs/rest-api.md b/docs/rest-api.md
index 187a71c97..b68364f39 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -74,7 +74,7 @@ docker run -d \
 ## Consuming the API
 
 You can consume the API by using the script `scripts/rest_client.py`.
-The client script only requires the `requests` module, so FreqTrade does not need to be installed on the system.
+The client script only requires the `requests` module, so Freqtrade does not need to be installed on the system.
 
 ``` bash
 python3 scripts/rest_client.py  [optional parameters]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 1776955b1..cdc8cb8f1 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -59,7 +59,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "config": Arg(
         '-c', '--config',
-        help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
+        help=f'Specify configuration file (default: `userdir/{constants.DEFAULT_CONFIG}` '
+        f'or `config.json` whichever exists). '
         f'Multiple --config options may be used. '
         f'Can be set to `-` to read config from stdin.',
         action='append',

From 1bc26fd07a11bf064098e544e4a42063d3294b90 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 21:46:22 +0300
Subject: [PATCH 1218/1495] Add printing statuses for list-hyperopts

---
 freqtrade/commands/list_commands.py | 21 ++++++++++-----------
 1 file changed, 10 insertions(+), 11 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 782cd074e..a2ac388b0 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -38,7 +38,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 
 def _print_objs_tabular(objs: List) -> None:
     names = [s['name'] for s in objs]
-    strats_to_print = [{
+    objss_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
         'status': ("LOAD FAILED" if s['class'] is None
@@ -46,7 +46,7 @@ def _print_objs_tabular(objs: List) -> None:
                    else "DUPLICATED NAME")
     } for s in objs]
 
-    print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
+    print(tabulate(objss_to_print, headers='keys', tablefmt='pipe'))
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -56,14 +56,14 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
-    strategies = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
+    strategy_objs = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
-    strategies = sorted(strategies, key=lambda x: x['name'])
+    strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
 
     if args['print_one_column']:
-        print('\n'.join([s['name'] for s in strategies]))
+        print('\n'.join([s['name'] for s in strategy_objs]))
     else:
-        _print_objs_tabular(strategies)
+        _print_objs_tabular(strategy_objs)
 
 
 def start_list_hyperopts(args: Dict[str, Any]) -> None:
@@ -75,15 +75,14 @@ def start_list_hyperopts(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
-    hyperopts = HyperOptResolver.search_all_objects(directory)
+    hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
-    hyperopts = sorted(hyperopts, key=lambda x: x['name'])
-    hyperopts_to_print = [{'name': s['name'], 'location': s['location'].name} for s in hyperopts]
+    hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
 
     if args['print_one_column']:
-        print('\n'.join([s['name'] for s in hyperopts]))
+        print('\n'.join([s['name'] for s in hyperopt_objs]))
     else:
-        print(tabulate(hyperopts_to_print, headers='keys', tablefmt='pipe'))
+        _print_objs_tabular(hyperopt_objs)
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:

From c92e1d97d65b796a061d19081f701cac6aa59ce3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 21:52:02 +0300
Subject: [PATCH 1219/1495] Attempt to make mypy happy

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

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 8b5aa1dff..d674daa9a 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -89,7 +89,7 @@ class IResolver:
                 continue
             module_path = entry.resolve()
 
-            obj = next(cls._get_valid_object(module_path, object_name), None)
+            obj = next(cls._get_valid_object(module_path, object_name), None)  # noqa
 
             if obj:
                 return (obj, module_path)

From 5efbdd25a7776c55eb8fbfb43a0e4b09213b4c41 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Feb 2020 20:04:05 +0100
Subject: [PATCH 1220/1495] Properly default to user_data/config.json if it
 exists

---
 docs/bot-usage.md               | 52 +++++++++++++++++++++------------
 freqtrade/commands/arguments.py | 10 +++++--
 tests/test_arguments.py         | 24 +++++++++++++--
 tests/test_main.py              |  5 +++-
 4 files changed, 66 insertions(+), 25 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 56e6008a1..dbc111d44 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -58,9 +58,10 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -71,6 +72,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+.
 
 ```
 
@@ -242,12 +244,15 @@ optional arguments:
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -280,7 +285,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                           [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
                           [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
+                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
                           [--dmmp] [--print-all] [--no-color] [--print-json]
                           [-j JOBS] [--random-state INT] [--min-trades INT]
                           [--continue] [--hyperopt-loss NAME]
@@ -308,9 +313,9 @@ optional arguments:
                         Allow buying the same pair multiple times (position
                         stacking).
   -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
+  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
                         Specify which parameters to hyperopt. Space-separated
-                        list. Default: `all`.
+                        list.
   --dmmp, --disable-max-market-positions
                         Disable applying `max_open_trades` during backtest
                         (same as setting `max_open_trades` to a very high
@@ -338,16 +343,20 @@ optional arguments:
                         target for optimization is different. Built-in
                         Hyperopt-loss-functions are: DefaultHyperOptLoss,
                         OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
-                        SharpeHyperOptLossDaily (default: `DefaultHyperOptLoss`).
+                        SharpeHyperOptLossDaily.(default:
+                        `DefaultHyperOptLoss`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -358,6 +367,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 ## Edge commands
@@ -394,12 +404,15 @@ optional arguments:
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -410,6 +423,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 To understand edge and how to read the results, please read the [edge documentation](edge.md).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index d37870ea0..580c9e298 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -111,10 +111,14 @@ class Arguments:
             conf_required = ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED)
 
             if 'user_data_dir' in parsed_arg and parsed_arg.user_data_dir is not None:
+                user_dir = parsed_arg.user_data_dir
+            else:
+                # Default case
+                user_dir = 'user_data'
                 # Try loading from "user_data/config.json"
-                cfgfile = Path(parsed_arg.user_data_dir) / DEFAULT_CONFIG
-                if cfgfile.is_file() or not conf_required:
-                    parsed_arg.config = [str(cfgfile)]
+            cfgfile = Path(user_dir) / DEFAULT_CONFIG
+            if cfgfile.is_file():
+                parsed_arg.config = [str(cfgfile)]
             else:
                 # Else use "config.json".
                 cfgfile = Path.cwd() / DEFAULT_CONFIG
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 60da0082a..61bca04a4 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -18,7 +18,8 @@ def test_parse_args_none() -> None:
     assert isinstance(arguments.parser, argparse.ArgumentParser)
 
 
-def test_parse_args_defaults() -> None:
+def test_parse_args_defaults(mocker) -> None:
+    mocker.patch.object(Path, "is_file", MagicMock(side_effect=[False, True]))
     args = Arguments(['trade']).get_parsed_arg()
     assert args["config"] == ['config.json']
     assert args["strategy_path"] is None
@@ -26,6 +27,25 @@ def test_parse_args_defaults() -> None:
     assert args["verbosity"] == 0
 
 
+def test_parse_args_default_userdatadir(mocker) -> None:
+    mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
+    args = Arguments(['trade']).get_parsed_arg()
+    # configuration defaults to user_data if that is available.
+    assert args["config"] == ['user_data/config.json']
+    assert args["strategy_path"] is None
+    assert args["datadir"] is None
+    assert args["verbosity"] == 0
+
+
+def test_parse_args_userdatadir(mocker) -> None:
+    mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
+    args = Arguments(['trade', '--user-data-dir', 'user_data']).get_parsed_arg()
+    # configuration defaults to user_data if that is available.
+    assert args["config"] == ['user_data/config.json']
+    assert args["strategy_path"] is None
+    assert args["datadir"] is None
+    assert args["verbosity"] == 0
+
 def test_parse_args_config() -> None:
     args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg()
     assert args["config"] == ['/dev/null']
@@ -208,7 +228,7 @@ def test_config_notrequired(mocker) -> None:
     assert pargs["config"] is None
 
     # When file exists:
-    mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
+    mocker.patch.object(Path, "is_file", MagicMock(side_effect=[False, True]))
     args = [
         'download-data',
     ]
diff --git a/tests/test_main.py b/tests/test_main.py
index 1229f748a..70b784002 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -5,8 +5,9 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
+from pathlib import Path
 from freqtrade.commands import Arguments
-from freqtrade.exceptions import OperationalException, FreqtradeException
+from freqtrade.exceptions import FreqtradeException, OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
@@ -26,6 +27,7 @@ def test_parse_args_backtesting(mocker) -> None:
     Test that main() can start backtesting and also ensure we can pass some specific arguments
     further argument parsing is done in test_arguments.py
     """
+    mocker.patch.object(Path, "is_file", MagicMock(side_effect=[False, True]))
     backtesting_mock = mocker.patch('freqtrade.commands.start_backtesting')
     backtesting_mock.__name__ = PropertyMock("start_backtesting")
     # it's sys.exit(0) at the end of backtesting
@@ -42,6 +44,7 @@ def test_parse_args_backtesting(mocker) -> None:
 
 
 def test_main_start_hyperopt(mocker) -> None:
+    mocker.patch.object(Path, "is_file", MagicMock(side_effect=[False, True]))
     hyperopt_mock = mocker.patch('freqtrade.commands.start_hyperopt', MagicMock())
     hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
     # it's sys.exit(0) at the end of hyperopt

From d5a298bbb7dd3db6be8f16c7ec1376fc7c677901 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Feb 2020 20:12:26 +0100
Subject: [PATCH 1221/1495] Add sentence from suggestion

---
 docs/strategy_analysis_example.md                   | 1 +
 freqtrade/templates/strategy_analysis_example.ipynb | 3 ++-
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index f3f9b46c3..53b35ca09 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -1,6 +1,7 @@
 # Strategy analysis example
 
 Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
+The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.
 
 ## Setup
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 021056df2..399235cfe 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -6,7 +6,8 @@
    "source": [
     "# Strategy analysis example\n",
     "\n",
-    "Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data."
+    "Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.\n",
+    "The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location."
    ]
   },
   {

From ecca7164d91a41ee252c93c2533e6e7737d0db71 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Feb 2020 20:13:36 +0100
Subject: [PATCH 1222/1495] Fix small issue

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

diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 61bca04a4..22383661b 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -46,6 +46,7 @@ def test_parse_args_userdatadir(mocker) -> None:
     assert args["datadir"] is None
     assert args["verbosity"] == 0
 
+
 def test_parse_args_config() -> None:
     args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg()
     assert args["config"] == ['/dev/null']

From f024cc40d3808bfd75d55e75f8a8370b86cae57e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Feb 2020 20:21:09 +0100
Subject: [PATCH 1223/1495] Fix windows test failure

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

diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 22383661b..0052a61d0 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -31,7 +31,7 @@ def test_parse_args_default_userdatadir(mocker) -> None:
     mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
     args = Arguments(['trade']).get_parsed_arg()
     # configuration defaults to user_data if that is available.
-    assert args["config"] == ['user_data/config.json']
+    assert args["config"] == [str(Path('user_data/config.json'))]
     assert args["strategy_path"] is None
     assert args["datadir"] is None
     assert args["verbosity"] == 0
@@ -41,7 +41,7 @@ def test_parse_args_userdatadir(mocker) -> None:
     mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
     args = Arguments(['trade', '--user-data-dir', 'user_data']).get_parsed_arg()
     # configuration defaults to user_data if that is available.
-    assert args["config"] == ['user_data/config.json']
+    assert args["config"] == [str(Path('user_data/config.json'))]
     assert args["strategy_path"] is None
     assert args["datadir"] is None
     assert args["verbosity"] == 0

From e598c769d448db0a03c7c7df5d470d3a389d8cee Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 22:28:49 +0300
Subject: [PATCH 1224/1495] Add colorization

---
 freqtrade/commands/arguments.py     |  4 ++--
 freqtrade/commands/list_commands.py | 23 +++++++++++++++++------
 2 files changed, 19 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index fe6f49039..063a152fe 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -30,9 +30,9 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
-ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
+ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
 
-ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column"]
+ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
 
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index a2ac388b0..6a2ccbfcf 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -5,6 +5,8 @@ from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
+from colorama import init as colorama_init
+from colorama import Fore, Style
 import rapidjson
 from tabulate import tabulate
 
@@ -36,14 +38,23 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
             print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
 
 
-def _print_objs_tabular(objs: List) -> None:
+def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
+    if print_colorized:
+        colorama_init(autoreset=True)
+
     names = [s['name'] for s in objs]
     objss_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
-        'status': ("LOAD FAILED" if s['class'] is None
-                   else "OK" if names.count(s['name']) == 1
-                   else "DUPLICATED NAME")
+        'status': (((Fore.RED if print_colorized else '') +
+                    "LOAD FAILED" + (Style.RESET_ALL if print_colorized else ''))
+                   if s['class'] is None
+                   else ((Fore.GREEN if print_colorized else '') +
+                         "OK" + (Style.RESET_ALL if print_colorized else ''))
+                   if names.count(s['name']) == 1
+                   else ((Fore.YELLOW if print_colorized else '') +
+                         "DUPLICATED NAME" +
+                         (Style.RESET_ALL if print_colorized else '')))
     } for s in objs]
 
     print(tabulate(objss_to_print, headers='keys', tablefmt='pipe'))
@@ -63,7 +74,7 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategy_objs]))
     else:
-        _print_objs_tabular(strategy_objs)
+        _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
 
 
 def start_list_hyperopts(args: Dict[str, Any]) -> None:
@@ -82,7 +93,7 @@ def start_list_hyperopts(args: Dict[str, Any]) -> None:
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in hyperopt_objs]))
     else:
-        _print_objs_tabular(hyperopt_objs)
+        _print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:

From 47a91c9d8ec0706add136b3b1713c586fadf4b5e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 22:32:46 +0300
Subject: [PATCH 1225/1495] Remove green color

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

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 6a2ccbfcf..67ee59375 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -49,9 +49,7 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
         'status': (((Fore.RED if print_colorized else '') +
                     "LOAD FAILED" + (Style.RESET_ALL if print_colorized else ''))
                    if s['class'] is None
-                   else ((Fore.GREEN if print_colorized else '') +
-                         "OK" + (Style.RESET_ALL if print_colorized else ''))
-                   if names.count(s['name']) == 1
+                   else "OK" if names.count(s['name']) == 1
                    else ((Fore.YELLOW if print_colorized else '') +
                          "DUPLICATED NAME" +
                          (Style.RESET_ALL if print_colorized else '')))

From 06b84b4086d6807bb6ac861973028e799dcaea91 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 14 Feb 2020 23:13:49 +0300
Subject: [PATCH 1226/1495] Remove redundant code

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

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index d674daa9a..84dee85cd 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -164,7 +164,7 @@ class IResolver:
                                              enum_failed=enum_failed):
                 objects.append(
                     {'name': obj.__name__ if obj is not None else '',
-                     'class': obj if obj is not None else None,
+                     'class': obj,
                      'location': entry,
                      })
         return objects

From 93f9ff1b636724ad729a88b0dc4cb35fa6612e35 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 04:22:21 +0300
Subject: [PATCH 1227/1495] Fix existing test

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

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index d3977ae44..1b4b64f89 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -32,7 +32,7 @@ def test_search_strategy():
 
 def test_search_all_strategies():
     directory = Path(__file__).parent
-    strategies = StrategyResolver.search_all_objects(directory)
+    strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
     assert len(strategies) == 3
     assert isinstance(strategies[0], dict)

From 29d9b6a46a94ed222a97bb1e14081c1948f2cca1 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 04:32:10 +0300
Subject: [PATCH 1228/1495] Add test for enum failed

---
 tests/strategy/test_strategy.py | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 1b4b64f89..3d3f0f424 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -30,7 +30,7 @@ def test_search_strategy():
     assert s is None
 
 
-def test_search_all_strategies():
+def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
@@ -38,6 +38,15 @@ def test_search_all_strategies():
     assert isinstance(strategies[0], dict)
 
 
+def test_search_all_strategies_with_failed():
+    directory = Path(__file__).parent
+    strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
+    assert isinstance(strategies, list)
+    assert len(strategies) == 4
+    assert isinstance(strategies[0], dict)
+    assert strategies[0]['class'] is None
+
+
 def test_load_strategy(default_conf, result):
     default_conf.update({'strategy': 'SampleStrategy',
                          'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')

From 1cf19133f47237fa42e693e96bbdc42f072740ca Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 05:17:34 +0300
Subject: [PATCH 1229/1495] Added missing failing strategy

---
 tests/strategy/failing_strategy.py | 87 ++++++++++++++++++++++++++++++
 1 file changed, 87 insertions(+)
 create mode 100644 tests/strategy/failing_strategy.py

diff --git a/tests/strategy/failing_strategy.py b/tests/strategy/failing_strategy.py
new file mode 100644
index 000000000..57a8cc1ae
--- /dev/null
+++ b/tests/strategy/failing_strategy.py
@@ -0,0 +1,87 @@
+
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from pandas import DataFrame
+# --------------------------------
+
+# Add your lib to import here
+import talib.abstract as ta
+
+import nonexiting_module  # noqa
+
+
+# This class is a sample. Feel free to customize it.
+class TestStrategyLegacy(IStrategy):
+    """
+    This is a test strategy using the legacy function headers, which will be
+    removed in a future update.
+    Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
+    for a uptodate version of this template.
+    """
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi"
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    # This attribute will be overridden if the config file contains "stoploss"
+    stoploss = -0.10
+
+    # Optimal ticker interval for the strategy
+    ticker_interval = '5m'
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        """
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 30) &
+                (dataframe['tema'] > dataframe['tema'].shift(1)) &
+                (dataframe['volume'] > 0)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &
+                (dataframe['volume'] > 0)
+            ),
+            'sell'] = 1
+        return dataframe

From e8c0a0bcd3b242e49f02a620d489cf352b548aa3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 06:18:00 +0300
Subject: [PATCH 1230/1495] Make mypy happy

---
 freqtrade/resolvers/iresolver.py | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 84dee85cd..34f3934b6 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -7,7 +7,7 @@ import importlib.util
 import inspect
 import logging
 from pathlib import Path
-from typing import Any, Dict, Generator, List, Optional, Tuple, Type, Union
+from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
 
 from freqtrade.exceptions import OperationalException
 
@@ -40,10 +40,8 @@ class IResolver:
         return abs_paths
 
     @classmethod
-    def _get_valid_object(cls, module_path: Path,
-                          object_name: Optional[str],
-                          enum_failed: bool = False) -> Union[Generator[Any, None, None],
-                                                              Tuple[None]]:
+    def _get_valid_object(cls, module_path: Path, object_name: Optional[str],
+                          enum_failed: bool = False) -> Iterator[Any]:
         """
         Generator returning objects with matching object_type and object_name in the path given.
         :param module_path: absolute path to the module
@@ -63,7 +61,7 @@ class IResolver:
             # Catch errors in case a specific module is not installed
             logger.warning(f"Could not import {module_path} due to '{err}'")
             if enum_failed:
-                return (None, )
+                return iter([None])
 
         valid_objects_gen = (
             obj for name, obj in inspect.getmembers(module, inspect.isclass)

From ddea4b9300f12fcd099f0e4f5724bf290ec17881 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 06:54:18 +0300
Subject: [PATCH 1231/1495] Fix test

---
 tests/strategy/test_strategy.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 3d3f0f424..379260599 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -43,8 +43,10 @@ def test_search_all_strategies_with_failed():
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
     assert len(strategies) == 4
-    assert isinstance(strategies[0], dict)
-    assert strategies[0]['class'] is None
+    # with enum_failed=True search_all_objects() shall find 3 good strategies
+    # and 1 which fails to load
+    assert len([x for x in strategies if x['class'] is not None]) == 3
+    assert len([x for x in strategies if x['class'] is None]) == 1
 
 
 def test_load_strategy(default_conf, result):

From 42a5d78e607f226e4e65cf5157f65bdf28ec54f5 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 07:19:24 +0300
Subject: [PATCH 1232/1495] Wording (duplicate, not duplicated)

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

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 67ee59375..0cfc78596 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -51,7 +51,7 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
                    if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
                    else ((Fore.YELLOW if print_colorized else '') +
-                         "DUPLICATED NAME" +
+                         "DUPLICATE NAME" +
                          (Style.RESET_ALL if print_colorized else '')))
     } for s in objs]
 

From fdd362299f5c7018f500b626f884f7dd27c17e62 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 07:34:39 +0300
Subject: [PATCH 1233/1495] Docs adjusted

---
 docs/utils.md | 23 ++++++++++++++++-------
 1 file changed, 16 insertions(+), 7 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index abb7fd0db..cdf0c31af 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -144,38 +144,47 @@ freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
 
 Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
 
+These subcommands are useful for finding problems in your environment with loading strategies or hyperopt classes: modules with strategies or hyperopt classes that contain errors and failed to load are printed in red (LOAD FAILED), while strategies or hyperopt classes with duplicate names are printed in yellow (DUPLICATE NAME).
+
 ```
-freqtrade list-strategies --help
-usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--strategy-path PATH] [-1]
+usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                 [-d PATH] [--userdir PATH]
+                                 [--strategy-path PATH] [-1] [--no-color]
 
 optional arguments:
   -h, --help            show this help message and exit
   --strategy-path PATH  Specify additional strategy lookup path.
   -1, --one-column      Print output in one column.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
-                        to read config from stdin.
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 ```
 ```
-freqtrade list-hyperopts --help
 usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [-d PATH] [--userdir PATH]
-                                [--hyperopt-path PATH] [-1]
+                                [--hyperopt-path PATH] [-1] [--no-color]
 
 optional arguments:
   -h, --help            show this help message and exit
   --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
                         Hyperopt Loss functions.
   -1, --one-column      Print output in one column.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

From 87b506972f5b99f11e4f5c97a54f69c716283558 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 15 Feb 2020 13:12:29 +0100
Subject: [PATCH 1234/1495] Fix edge documentation rendering

---
 docs/edge.md | 26 +++++++++++++-------------
 1 file changed, 13 insertions(+), 13 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index dcefe7451..6a301b044 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -145,19 +145,19 @@ Edge module has following configuration options:
 
 |  Parameter | Description |
 |------------|-------------|
-| `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
-| `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       ***Datatype:*** *Integer*
-| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7`.* 
       ***Datatype:*** *Integer*
-| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       ***Datatype:*** *Float*
-| `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       ***Datatype:*** *Float*
-| `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       ***Datatype:*** *Float*
-| `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       ***Datatype:*** *Float*
-| `stoploss_range_step` | As an example if this is set to -0.01 then Edge will test the strategy for `[-0.01, -0,02, -0,03 ..., -0.09, -0.10]` ranges. 
       **Note** than having a smaller step means having a bigger range which could lead to slow calculation. 
       If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. 
      *Defaults to `-0.001`.* 
       ***Datatype:*** *Float*
-| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. 
      This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. 
      *Defaults to `0.60`.* 
       ***Datatype:*** *Float*
-| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. 
      Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. 
      *Defaults to `0.20`.* 
       ***Datatype:*** *Float*
-| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. 
      Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. 
      *Defaults to `10` (it is highly recommended not to decrease this number).* 
       ***Datatype:*** *Integer*
-| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
      **NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
      *Defaults to `1440` (one day).* 
       ***Datatype:*** *Integer*
-| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
      *Defaults to `false`.* 
       ***Datatype:*** *Boolean*
+| `enabled` | If true, then Edge will run periodically. 
      *Defaults to `false`.* 
       **Datatype:** Boolean
+| `process_throttle_secs` | How often should Edge run in seconds. 
      *Defaults to `3600` (once per hour).* 
       **Datatype:** Integer
+| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. 
       **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. 
      *Defaults to `7`.* 
       **Datatype:** Integer
+| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. 
      As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. 
      *Defaults to `0.5`.* 
       **Datatype:** Float
+| `allowed_risk` | Ratio of allowed risk per trade. 
      *Defaults to `0.01` (1%)).* 
       **Datatype:** Float
+| `stoploss_range_min` | Minimum stoploss. 
      *Defaults to `-0.01`.* 
       **Datatype:** Float
+| `stoploss_range_max` | Maximum stoploss. 
      *Defaults to `-0.10`.* 
       **Datatype:** Float
+| `stoploss_range_step` | As an example if this is set to -0.01 then Edge will test the strategy for `[-0.01, -0,02, -0,03 ..., -0.09, -0.10]` ranges. 
       **Note** than having a smaller step means having a bigger range which could lead to slow calculation. 
       If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. 
      *Defaults to `-0.001`.* 
       **Datatype:** Float
+| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. 
      This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. 
      *Defaults to `0.60`.* 
       **Datatype:** Float
+| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. 
      Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. 
      *Defaults to `0.20`.* 
       **Datatype:** Float
+| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. 
      Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. 
      *Defaults to `10` (it is highly recommended not to decrease this number).* 
       **Datatype:** Integer
+| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
      **NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
      *Defaults to `1440` (one day).* 
       **Datatype:** Integer
+| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
      *Defaults to `false`.* 
       **Datatype:** Boolean
 
 ## Running Edge independently
 

From 6139239b863b36522a7d96efdb859e830403bad9 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 15 Feb 2020 20:43:11 +0300
Subject: [PATCH 1235/1495] Address points stated in comments

---
 freqtrade/commands/list_commands.py | 15 +++--
 freqtrade/resolvers/iresolver.py    |  2 +-
 tests/strategy/failing_strategy.py  | 86 ++---------------------------
 3 files changed, 14 insertions(+), 89 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 0cfc78596..49674b81a 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -41,18 +41,21 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
     if print_colorized:
         colorama_init(autoreset=True)
+        red = Fore.RED
+        yellow = Fore.YELLOW
+        reset = Style.RESET_ALL
+    else:
+        red = ''
+        yellow = ''
+        reset = ''
 
     names = [s['name'] for s in objs]
     objss_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
-        'status': (((Fore.RED if print_colorized else '') +
-                    "LOAD FAILED" + (Style.RESET_ALL if print_colorized else ''))
-                   if s['class'] is None
+        'status': (red + "LOAD FAILED" + reset if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
-                   else ((Fore.YELLOW if print_colorized else '') +
-                         "DUPLICATE NAME" +
-                         (Style.RESET_ALL if print_colorized else '')))
+                   else yellow + "DUPLICATE NAME" + reset)
     } for s in objs]
 
     print(tabulate(objss_to_print, headers='keys', tablefmt='pipe'))
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 34f3934b6..922a2700a 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -87,7 +87,7 @@ class IResolver:
                 continue
             module_path = entry.resolve()
 
-            obj = next(cls._get_valid_object(module_path, object_name), None)  # noqa
+            obj = next(cls._get_valid_object(module_path, object_name), None)
 
             if obj:
                 return (obj, module_path)
diff --git a/tests/strategy/failing_strategy.py b/tests/strategy/failing_strategy.py
index 57a8cc1ae..f8eaac3c3 100644
--- a/tests/strategy/failing_strategy.py
+++ b/tests/strategy/failing_strategy.py
@@ -1,87 +1,9 @@
-
-# --- Do not remove these libs ---
-from freqtrade.strategy.interface import IStrategy
-from pandas import DataFrame
-# --------------------------------
-
-# Add your lib to import here
-import talib.abstract as ta
+# The strategy which fails to load due to non-existent dependency
 
 import nonexiting_module  # noqa
 
+from freqtrade.strategy.interface import IStrategy
+
 
-# This class is a sample. Feel free to customize it.
 class TestStrategyLegacy(IStrategy):
-    """
-    This is a test strategy using the legacy function headers, which will be
-    removed in a future update.
-    Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
-    for a uptodate version of this template.
-    """
-
-    # Minimal ROI designed for the strategy.
-    # This attribute will be overridden if the config file contains "minimal_roi"
-    minimal_roi = {
-        "40": 0.0,
-        "30": 0.01,
-        "20": 0.02,
-        "0": 0.04
-    }
-
-    # Optimal stoploss designed for the strategy
-    # This attribute will be overridden if the config file contains "stoploss"
-    stoploss = -0.10
-
-    # Optimal ticker interval for the strategy
-    ticker_interval = '5m'
-
-    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
-        """
-        Adds several different TA indicators to the given DataFrame
-
-        Performance Note: For the best performance be frugal on the number of indicators
-        you are using. Let uncomment only the indicator you are using in your strategies
-        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        """
-
-        # Momentum Indicator
-        # ------------------------------------
-
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-
-        # TEMA - Triple Exponential Moving Average
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-        return dataframe
-
-    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
-        """
-        Based on TA indicators, populates the buy signal for the given dataframe
-        :param dataframe: DataFrame
-        :return: DataFrame with buy column
-        """
-        dataframe.loc[
-            (
-                (dataframe['adx'] > 30) &
-                (dataframe['tema'] > dataframe['tema'].shift(1)) &
-                (dataframe['volume'] > 0)
-            ),
-            'buy'] = 1
-
-        return dataframe
-
-    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
-        """
-        Based on TA indicators, populates the sell signal for the given dataframe
-        :param dataframe: DataFrame
-        :return: DataFrame with buy column
-        """
-        dataframe.loc[
-            (
-                (dataframe['adx'] > 70) &
-                (dataframe['tema'] < dataframe['tema'].shift(1)) &
-                (dataframe['volume'] > 0)
-            ),
-            'sell'] = 1
-        return dataframe
+    pass

From 6e71f2f1662246b848d8137223c8449068f2348e Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 15 Feb 2020 20:55:12 +0100
Subject: [PATCH 1236/1495] my fix

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c182aad2b..f6ac999f7 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -168,9 +168,9 @@ class RPC:
                         profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
-                    trade.pair + '*' if (trade.open_order_id is not None
-                                         and trade.close_rate_requested is None) else ''
-                               + '**' if (trade.close_rate_requested is not None) else '',
+                    trade.pair + ['', '*'][trade.open_order_id is not None
+                                           and trade.close_rate_requested is None]
+                               + ['', '**'][trade.close_rate_requested is not None],
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
                 ])

From 180939a962e1214b744999c449753be26024edad Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 15 Feb 2020 21:01:45 +0100
Subject: [PATCH 1237/1495] winner, readability, with brackets as fix

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6ac999f7..3411318bb 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -168,9 +168,9 @@ class RPC:
                         profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
-                    trade.pair + ['', '*'][trade.open_order_id is not None
-                                           and trade.close_rate_requested is None]
-                               + ['', '**'][trade.close_rate_requested is not None],
+                    trade.pair + ('*' if (trade.open_order_id is not None
+                                          and trade.close_rate_requested is None) else '')
+                               + ('**' if (trade.close_rate_requested is not None) else ''),
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
                 ])

From 161dd1a3e60e70928d7bab25f1a8913a079420f9 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 16 Feb 2020 03:55:16 +0300
Subject: [PATCH 1238/1495] Rename risk_free_return to minumum_accepted_return

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index d869a4e4e..72f70e3f9 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -31,8 +31,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         resample_freq = '1D'
         slippage_per_trade_ratio = 0.0005
         days_in_year = 365
-        annual_risk_free_rate = 0.0
-        risk_free_rate = annual_risk_free_rate / days_in_year
+        minimum_acceptable_return = 0.0
 
         # apply slippage per trade to profit_percent
         results.loc[:, 'profit_percent_after_slippage'] = \
@@ -47,7 +46,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
                 {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
         )
 
-        total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        total_profit = sum_daily["profit_percent_after_slippage"] - minimum_acceptable_return
         expected_returns_mean = total_profit.mean()
 
         sum_daily['downside_returns'] = 0

From 1e84b2770cfa2e0e5e8177615dfee178ac136c1f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 16 Feb 2020 04:10:53 +0300
Subject: [PATCH 1239/1495] Fix values of downside_returns

---
 freqtrade/optimize/hyperopt_loss_sortino_daily.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 72f70e3f9..26eb54c25 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -50,8 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         expected_returns_mean = total_profit.mean()
 
         sum_daily['downside_returns'] = 0
-        sum_daily.loc[total_profit < 0,
-                      'downside_returns'] = sum_daily['profit_percent_after_slippage']
+        sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
         down_stdev = total_downside.std()
 

From fbe5cc44da260d50db28dedf5acd12aad06913ce Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 16 Feb 2020 13:43:23 +0300
Subject: [PATCH 1240/1495] Use statistics.pstdev

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 26eb54c25..09042cb48 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -5,6 +5,7 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 import math
+import statistics
 from datetime import datetime
 
 from pandas import DataFrame, date_range
@@ -52,7 +53,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
-        down_stdev = total_downside.std()
+        down_stdev = statistics.pstdev(total_downside, 0)
 
         if (down_stdev != 0.):
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)

From 42dfda92316b4678107eac65359d56d5e8b6ee0a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 16 Feb 2020 13:46:07 +0300
Subject: [PATCH 1241/1495] Adjust docstring

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 09042cb48..22cd93984 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -28,6 +28,9 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         Objective function, returns smaller number for more optimal results.
 
         Uses Sortino Ratio calculation.
+
+        Sortino Ratio calculated as described in
+        http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf
         """
         resample_freq = '1D'
         slippage_per_trade_ratio = 0.0005

From 3787ac7b980e16d615cebe5a942a8d45490ba72c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 16 Feb 2020 13:20:11 +0100
Subject: [PATCH 1242/1495] increment limit to adjust to FTX defaults (1500
 candles)

---
 freqtrade/exchange/__init__.py | 18 ++++++++++--------
 freqtrade/exchange/ftx.py      | 14 ++++++++++++++
 2 files changed, 24 insertions(+), 8 deletions(-)
 create mode 100644 freqtrade/exchange/ftx.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index df18bca02..a39f8f5df 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -1,18 +1,20 @@
-from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS  # noqa: F401
-from freqtrade.exchange.exchange import Exchange  # noqa: F401
-from freqtrade.exchange.exchange import (get_exchange_bad_reason,  # noqa: F401
+# flake8: noqa: F401
+from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS
+from freqtrade.exchange.exchange import Exchange
+from freqtrade.exchange.exchange import (get_exchange_bad_reason,
                                          is_exchange_bad,
                                          is_exchange_known_ccxt,
                                          is_exchange_officially_supported,
                                          ccxt_exchanges,
                                          available_exchanges)
-from freqtrade.exchange.exchange import (timeframe_to_seconds,  # noqa: F401
+from freqtrade.exchange.exchange import (timeframe_to_seconds,
                                          timeframe_to_minutes,
                                          timeframe_to_msecs,
                                          timeframe_to_next_date,
                                          timeframe_to_prev_date)
-from freqtrade.exchange.exchange import (market_is_active,  # noqa: F401
+from freqtrade.exchange.exchange import (market_is_active,
                                          symbol_is_pair)
-from freqtrade.exchange.kraken import Kraken  # noqa: F401
-from freqtrade.exchange.binance import Binance  # noqa: F401
-from freqtrade.exchange.bibox import Bibox  # noqa: F401
+from freqtrade.exchange.kraken import Kraken
+from freqtrade.exchange.binance import Binance
+from freqtrade.exchange.bibox import Bibox
+from freqtrade.exchange.ftx import Ftx
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
new file mode 100644
index 000000000..75915122b
--- /dev/null
+++ b/freqtrade/exchange/ftx.py
@@ -0,0 +1,14 @@
+""" FTX exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+logger = logging.getLogger(__name__)
+
+
+class Ftx(Exchange):
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1500,
+    }

From 674898bd32eede682dad5a688ee1428b89a8805c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 16 Feb 2020 15:26:40 +0300
Subject: [PATCH 1243/1495] Fix usage of vars in the commented out line

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 22cd93984..0f81ffca5 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -65,5 +65,5 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
             sortino_ratio = -20.
 
         # print(t_index, sum_daily, total_profit)
-        # print(risk_free_rate, expected_returns_mean, down_stdev, sortino_ratio)
+        # print(minimum_acceptable_return, expected_returns_mean, down_stdev, sortino_ratio)
         return -sortino_ratio

From bec86b13258f97dba75b7b5b8cc39f773490d7fa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 16 Feb 2020 15:42:41 +0100
Subject: [PATCH 1244/1495] Add github actions badge

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

diff --git a/README.md b/README.md
index a1feeab67..59799da84 100644
--- a/README.md
+++ b/README.md
@@ -1,6 +1,6 @@
 # Freqtrade
 
-[![Build Status](https://travis-ci.org/freqtrade/freqtrade.svg?branch=develop)](https://travis-ci.org/freqtrade/freqtrade)
+[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
diff --git a/docs/index.md b/docs/index.md
index f0ee831e3..adc661300 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -1,5 +1,5 @@
 # Freqtrade
-[![Build Status](https://travis-ci.org/freqtrade/freqtrade.svg?branch=develop)](https://travis-ci.org/freqtrade/freqtrade)
+[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
 

From 212d20ed087161cc4abefdbe47a0c4c345e955e7 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:03:37 +0000
Subject: [PATCH 1245/1495] Bump ccxt from 1.22.39 to 1.22.61

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.22.39 to 1.22.61.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.22.39...1.22.61)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index f641dd2ad..e89afceed 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.22.39
+ccxt==1.22.61
 SQLAlchemy==1.3.13
 python-telegram-bot==12.4.1
 arrow==0.15.5

From c6a3038f5274fe974fd34e51b313689ce5112c52 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:03:57 +0000
Subject: [PATCH 1246/1495] Bump coveralls from 1.10.0 to 1.11.1

Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 1.10.0 to 1.11.1.
- [Release notes](https://github.com/coveralls-clients/coveralls-python/releases)
- [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/coveralls-clients/coveralls-python/compare/1.10.0...1.11.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 268c5f777..1e58ae6e0 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==1.10.0
+coveralls==1.11.1
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0

From 500e1c77de3912c989612fd2a823c5c72a3a8415 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:04:21 +0000
Subject: [PATCH 1247/1495] Bump wrapt from 1.11.2 to 1.12.0

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.11.2 to 1.12.0.
- [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/1.11.2...1.12.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index f641dd2ad..df67c1691 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -7,7 +7,7 @@ arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0
 urllib3==1.25.8
-wrapt==1.11.2
+wrapt==1.12.0
 jsonschema==3.2.0
 TA-Lib==0.4.17
 tabulate==0.8.6

From 9435950fc968899d697263244096872cded9951c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:04:40 +0000
Subject: [PATCH 1248/1495] Bump mkdocs-material from 4.6.2 to 4.6.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.6.2 to 4.6.3.
- [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/4.6.2...4.6.3)

Signed-off-by: dependabot-preview[bot] 
---
 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 3980ecd64..48ade026e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==4.6.2
+mkdocs-material==4.6.3
 mdx_truly_sane_lists==1.2

From 0fd3d74fc4ab745833b682cc69a6eb3581de30da Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:05:00 +0000
Subject: [PATCH 1249/1495] Bump scikit-optimize from 0.7.1 to 0.7.2

Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.7.1 to 0.7.2.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.7.1...v0.7.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 202806cef..e97e7f6be 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.4.1
 scikit-learn==0.22.1
-scikit-optimize==0.7.1
+scikit-optimize==0.7.2
 filelock==3.0.12
 joblib==0.14.1

From 582b59044c3d6388ca1847643c8816b9613156e3 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 17 Feb 2020 08:47:39 +0000
Subject: [PATCH 1250/1495] Bump python-telegram-bot from 12.4.1 to 12.4.2

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.4.1 to 12.4.2.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.4.1...v12.4.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e89afceed..6cc8e3809 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -2,7 +2,7 @@
 # mainly used for Raspberry pi installs
 ccxt==1.22.61
 SQLAlchemy==1.3.13
-python-telegram-bot==12.4.1
+python-telegram-bot==12.4.2
 arrow==0.15.5
 cachetools==4.0.0
 requests==2.22.0

From 0b33b798e4a9d5e6f13df7a3d3a0e90dbe34643e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 17 Feb 2020 20:16:24 +0100
Subject: [PATCH 1251/1495] Add pypi build step

---
 .github/workflows/ci.yml | 29 ++++++++++++++++++++++++++++-
 freqtrade/__init__.py    |  2 +-
 2 files changed, 29 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 05d151a88..cc8906af5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -7,6 +7,8 @@ on:
       - develop
       - github_actions_tests
     tags:
+    release:
+      types: [published]
   pull_request:
   schedule:
     - cron:  '0 5 * * 4'
@@ -191,15 +193,40 @@ jobs:
   deploy:
     needs: [ build, build_windows, docs_check ]
     runs-on: ubuntu-18.04
-    if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
+    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
     steps:
     - uses: actions/checkout@v1
 
+    - name: Set up Python
+      uses: actions/setup-python@v1
+      with:
+        python-version: 3.8
+
     - name: Extract branch name
       shell: bash
       run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
       id: extract_branch
 
+    - name: Build distribution
+      run: |
+        pip install -U setuptools wheel
+        python setup.py sdist bdist_wheel
+
+    - name: Publish to PyPI (Test)
+      uses: pypa/gh-action-pypi-publish@master
+      if: (steps.extract_branch.outputs.branch == 'master' || github.event_name == 'release')
+      with:
+        user: __token__
+        password: ${{ secrets.pypi_test_password }}
+        repository_url: https://test.pypi.org/legacy/
+
+    - name: Publish to PyPI
+      uses: pypa/gh-action-pypi-publish@master
+      if: (steps.extract_branch.outputs.branch == 'master' || github.event_name == 'release')
+      with:
+        user: __token__
+        password: ${{ secrets.pypi_password }}
+
     - name: Build and test and push docker image
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e1f65d4fe..f2ae5dc63 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,4 +1,4 @@
-""" FreqTrade bot """
+""" Freqtrade bot """
 __version__ = 'develop'
 
 if __version__ == 'develop':

From 1172c958174424e138d9391dfcd90db6e6856705 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 17 Feb 2020 20:17:08 +0100
Subject: [PATCH 1252/1495] Use different versioning scheme

---
 freqtrade/__init__.py | 20 +++++++++++++++++---
 1 file changed, 17 insertions(+), 3 deletions(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index f2ae5dc63..23ab945b4 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -5,9 +5,23 @@ if __version__ == 'develop':
 
     try:
         import subprocess
-        __version__ = 'develop-' + subprocess.check_output(
-            ['git', 'log', '--format="%h"', '-n 1'],
-            stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
+
+        # __version__ = 'develop-' + subprocess.check_output(
+        #     ['git', 'log', '--format="%h"', '-n 1'],
+        # stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
+
+        from datetime import datetime
+        last_release = subprocess.check_output(
+            ['git', 'tag']
+        ).decode('utf-8').split()[-1].split(".")
+        # Releases are in the format "2020.1" - we increment the latest version for dev.
+        prefix = f"{last_release[0]}.{int(last_release[1]) + 1}"
+        dev_version = int(datetime.now().timestamp() // 1000)
+        __version__ = f"{prefix}.dev{dev_version}"
+
+        #  subprocess.check_output(
+        #     ['git', 'log', '--format="%h"', '-n 1'],
+        #     stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
     except Exception:
         # git not available, ignore
         pass

From e6dd463ca3ad7803e1e6df391d3917d32142368e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 17 Feb 2020 20:17:36 +0100
Subject: [PATCH 1253/1495] Revert versioning

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

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 23ab945b4..ad432a20b 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -6,18 +6,18 @@ if __version__ == 'develop':
     try:
         import subprocess
 
-        # __version__ = 'develop-' + subprocess.check_output(
-        #     ['git', 'log', '--format="%h"', '-n 1'],
-        # stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
+        __version__ = 'develop-' + subprocess.check_output(
+            ['git', 'log', '--format="%h"', '-n 1'],
+            stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
 
-        from datetime import datetime
-        last_release = subprocess.check_output(
-            ['git', 'tag']
-        ).decode('utf-8').split()[-1].split(".")
-        # Releases are in the format "2020.1" - we increment the latest version for dev.
-        prefix = f"{last_release[0]}.{int(last_release[1]) + 1}"
-        dev_version = int(datetime.now().timestamp() // 1000)
-        __version__ = f"{prefix}.dev{dev_version}"
+        # from datetime import datetime
+        # last_release = subprocess.check_output(
+        #     ['git', 'tag']
+        # ).decode('utf-8').split()[-1].split(".")
+        # # Releases are in the format "2020.1" - we increment the latest version for dev.
+        # prefix = f"{last_release[0]}.{int(last_release[1]) + 1}"
+        # dev_version = int(datetime.now().timestamp() // 1000)
+        # __version__ = f"{prefix}.dev{dev_version}"
 
         #  subprocess.check_output(
         #     ['git', 'log', '--format="%h"', '-n 1'],

From 1634297685489bd1dd47802801bef7daae1a7238 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Feb 2020 20:12:10 +0100
Subject: [PATCH 1254/1495] Move strategies to test subfolder

---
 tests/commands/test_commands.py                    |  4 ++--
 tests/conftest.py                                  |  1 +
 .../strategy/strats}/default_strategy.py           |  0
 tests/strategy/{ => strats}/failing_strategy.py    |  0
 tests/strategy/{ => strats}/legacy_strategy.py     |  0
 tests/strategy/test_default_strategy.py            |  2 +-
 tests/strategy/test_interface.py                   |  2 +-
 tests/strategy/test_strategy.py                    | 14 +++++++-------
 8 files changed, 12 insertions(+), 11 deletions(-)
 rename {freqtrade/strategy => tests/strategy/strats}/default_strategy.py (100%)
 rename tests/strategy/{ => strats}/failing_strategy.py (100%)
 rename tests/strategy/{ => strats}/legacy_strategy.py (100%)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index ee1db5db5..55bd7306d 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -640,7 +640,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     args = [
         "list-strategies",
         "--strategy-path",
-        str(Path(__file__).parent.parent / "strategy"),
+        str(Path(__file__).parent.parent / "strategy" / "strats"),
         "-1"
     ]
     pargs = get_args(args)
@@ -655,7 +655,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     args = [
         "list-strategies",
         "--strategy-path",
-        str(Path(__file__).parent.parent / "strategy"),
+        str(Path(__file__).parent.parent / "strategy" / "strats"),
     ]
     pargs = get_args(args)
     # pargs['config'] = None
diff --git a/tests/conftest.py b/tests/conftest.py
index e897dbccd..acb730330 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -257,6 +257,7 @@ def default_conf(testdatadir):
         "db_url": "sqlite://",
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
+        "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy"
     }
     return configuration
diff --git a/freqtrade/strategy/default_strategy.py b/tests/strategy/strats/default_strategy.py
similarity index 100%
rename from freqtrade/strategy/default_strategy.py
rename to tests/strategy/strats/default_strategy.py
diff --git a/tests/strategy/failing_strategy.py b/tests/strategy/strats/failing_strategy.py
similarity index 100%
rename from tests/strategy/failing_strategy.py
rename to tests/strategy/strats/failing_strategy.py
diff --git a/tests/strategy/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
similarity index 100%
rename from tests/strategy/legacy_strategy.py
rename to tests/strategy/strats/legacy_strategy.py
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 17d6b8ee0..0b8ea9f85 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -1,6 +1,6 @@
 from pandas import DataFrame
 
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from .strats.default_strategy import DefaultStrategy
 
 
 def test_default_strategy_structure():
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index a28519383..def64425e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -11,7 +11,7 @@ from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from .strats.default_strategy import DefaultStrategy
 from tests.conftest import get_patched_exchange, log_has
 
 # Avoid to reinit the same object again and again
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 379260599..5c6de8260 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -31,21 +31,21 @@ def test_search_strategy():
 
 
 def test_search_all_strategies_no_failed():
-    directory = Path(__file__).parent
+    directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 3
+    assert len(strategies) == 2
     assert isinstance(strategies[0], dict)
 
 
 def test_search_all_strategies_with_failed():
-    directory = Path(__file__).parent
+    directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 4
+    assert len(strategies) == 3
     # with enum_failed=True search_all_objects() shall find 3 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 3
+    assert len([x for x in strategies if x['class'] is not None]) == 2
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 
@@ -326,7 +326,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_deprecate_populate_indicators(result, default_conf):
-    default_location = path.join(path.dirname(path.realpath(__file__)))
+    default_location = Path(__file__).parent / "strats"
     default_conf.update({'strategy': 'TestStrategyLegacy',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -360,7 +360,7 @@ def test_deprecate_populate_indicators(result, default_conf):
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_call_deprecated_function(result, monkeypatch, default_conf):
-    default_location = path.join(path.dirname(path.realpath(__file__)))
+    default_location = Path(__file__).parent / "strats"
     default_conf.update({'strategy': 'TestStrategyLegacy',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)

From d91b9d125314c62119b75142fb833ffd0a829bc1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Feb 2020 20:26:20 +0100
Subject: [PATCH 1255/1495] Fix some tests, don't default to freqtrade/strategy
 for imports

---
 freqtrade/resolvers/iresolver.py         |  4 +++-
 freqtrade/resolvers/strategy_resolver.py |  2 +-
 tests/strategy/test_strategy.py          | 10 ++++------
 tests/test_configuration.py              |  1 +
 4 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 922a2700a..764759289 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -28,7 +28,9 @@ class IResolver:
     def build_search_paths(cls, config: Dict[str, Any], user_subdir: Optional[str] = None,
                            extra_dir: Optional[str] = None) -> List[Path]:
 
-        abs_paths: List[Path] = [cls.initial_search_path]
+        abs_paths: List[Path] = []
+        if cls.initial_search_path:
+            abs_paths.append(cls.initial_search_path)
 
         if user_subdir:
             abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir))
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index bb8ff870e..cddc7c9cd 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -27,7 +27,7 @@ class StrategyResolver(IResolver):
     object_type = IStrategy
     object_type_str = "Strategy"
     user_subdir = USERPATH_STRATEGIES
-    initial_search_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
+    initial_search_path = None
 
     @staticmethod
     def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 5c6de8260..27bbb2d3b 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -2,7 +2,6 @@
 import logging
 import warnings
 from base64 import urlsafe_b64encode
-from os import path
 from pathlib import Path
 
 import pytest
@@ -15,7 +14,7 @@ from tests.conftest import log_has, log_has_re
 
 
 def test_search_strategy():
-    default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
+    default_location = Path(__file__).parent / 'strats'
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
@@ -72,13 +71,12 @@ def test_load_strategy_base64(result, caplog, default_conf):
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
     default_conf['strategy'] = 'DefaultStrategy'
     extra_dir = Path.cwd() / 'some/path'
-    strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
-                                               extra_dir=extra_dir)
+    with pytest.raises(OperationalException):
+        StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+                                        extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 
-    assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
-
 
 def test_load_not_found_strategy(default_conf):
     default_conf['strategy'] = 'NotFoundStrategy'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 74de166c1..d810305db 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -212,6 +212,7 @@ def test_load_config_file_exception(mocker) -> None:
 
 
 def test_load_config(default_conf, mocker) -> None:
+    del default_conf['strategy_path']
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments(['trade']).get_parsed_arg()

From 2058b492eb2b668616f06d0d001e01ffca17e38f Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Tue, 18 Feb 2020 22:46:53 +0100
Subject: [PATCH 1256/1495] Added function to print hyperopt-list as table
 using tabulate

---
 docs/utils.md                            |  1 +
 freqtrade/commands/arguments.py          |  3 +-
 freqtrade/commands/cli_options.py        |  6 +++
 freqtrade/commands/hyperopt_commands.py  | 36 ++++++++++--------
 freqtrade/configuration/configuration.py |  3 ++
 freqtrade/optimize/hyperopt.py           | 47 +++++++++++++++++++++++-
 tests/commands/test_commands.py          | 16 ++++++++
 7 files changed, 95 insertions(+), 17 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index abb7fd0db..6ca0b7920 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -440,6 +440,7 @@ optional arguments:
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
+  --print-table         Print results in table format.
   --no-details          Do not print best epoch details.
 
 Common arguments:
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index fe6f49039..0f6478a60 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -66,7 +66,8 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
-                      "print_colorized", "print_json", "hyperopt_list_no_details"]
+                      "print_colorized", "print_json", "print_table",
+                      "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 1776955b1..9efc1151a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -220,6 +220,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
+    "print_table": Arg(
+        '--print-table',
+        help='Print results in table format.',
+        action='store_true',
+        default=False,
+    ),
     "hyperopt_jobs": Arg(
         '-j', '--job-workers',
         help='The number of concurrently running jobs for hyperoptimization '
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 8c1c80d98..88cd79468 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -21,6 +21,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
+    print_table = config.get('print_table', False)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
@@ -52,14 +53,20 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if print_colorized:
         colorama_init(autoreset=True)
 
-    try:
-        # Human-friendly indexes used here (starting from 1)
-        for val in trials[epoch_start:epoch_stop]:
-            Hyperopt.print_results_explanation(val, total_epochs,
-                                               not filteroptions['only_best'], print_colorized)
-
-    except KeyboardInterrupt:
-        print('User interrupted..')
+    if print_table:
+        try:
+            Hyperopt.print_result_table(config, trials, total_epochs,
+                                        not filteroptions['only_best'], print_colorized)
+        except KeyboardInterrupt:
+            print('User interrupted..')
+    else:
+        try:
+            # Human-friendly indexes used here (starting from 1)
+            for val in trials[epoch_start:epoch_stop]:
+                Hyperopt.print_results_explanation(val, total_epochs,
+                                                   not filteroptions['only_best'], print_colorized)
+        except KeyboardInterrupt:
+            print('User interrupted..')
 
     if trials and not no_details:
         sorted_trials = sorted(trials, key=itemgetter('loss'))
@@ -75,6 +82,12 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
+    print_json = config.get('print_json', False)
+    no_header = config.get('hyperopt_show_no_header', False)
+    trials_file = (config['user_data_dir'] /
+                   'hyperopt_results' / 'hyperopt_results.pickle')
+    n = config.get('hyperopt_show_index', -1)
+
     filteroptions = {
         'only_best': config.get('hyperopt_list_best', False),
         'only_profitable': config.get('hyperopt_list_profitable', False),
@@ -87,10 +100,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
         'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
-    no_header = config.get('hyperopt_show_no_header', False)
-
-    trials_file = (config['user_data_dir'] /
-                   'hyperopt_results' / 'hyperopt_results.pickle')
 
     # Previous evaluations
     trials = Hyperopt.load_previous_results(trials_file)
@@ -99,7 +108,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     trials = _hyperopt_filter_trials(trials, filteroptions)
     trials_epochs = len(trials)
 
-    n = config.get('hyperopt_show_index', -1)
     if n > trials_epochs:
         raise OperationalException(
                 f"The index of the epoch to show should be less than {trials_epochs + 1}.")
@@ -111,8 +119,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     if n > 0:
         n -= 1
 
-    print_json = config.get('print_json', False)
-
     if trials:
         val = trials[n]
         Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index c2613ba99..0adfe03e7 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -286,6 +286,9 @@ class Configuration:
         self._args_to_config(config, argname='print_json',
                              logstring='Parameter --print-json detected ...')
 
+        self._args_to_config(config, argname='print_table',
+                             logstring='Parameter --print-table detected: {}')
+
         self._args_to_config(config, argname='hyperopt_jobs',
                              logstring='Parameter -j/--job-workers detected: {}')
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ff6e7f3bc..72b3516c7 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -20,7 +20,8 @@ from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
-from pandas import DataFrame
+from pandas import DataFrame, json_normalize, isna
+from tabulate import tabulate
 
 from freqtrade.data.history import get_timerange, trim_dataframe
 from freqtrade.exceptions import OperationalException
@@ -295,6 +296,50 @@ class Hyperopt:
                 f"{results['results_explanation']} " +
                 f"Objective: {results['loss']:.5f}")
 
+    @staticmethod
+    def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                           print_colorized: bool) -> None:
+        """
+        Log result table
+        """
+        if not results:
+            return
+
+        trials = json_normalize(results, max_level=1)
+        trials = trials[['is_best', 'current_epoch',
+                         'results_metrics.trade_count', 'results_metrics.avg_profit',
+                         'results_metrics.total_profit', 'results_metrics.profit',
+                         'results_metrics.duration', 'loss']]
+        trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
+                          'Profit', 'Avg duration', 'Objective']
+
+        trials['Best'] = trials['Best'].apply(lambda x: '*' if x else '')
+        trials['Objective'] = trials['Objective'].astype(str)
+
+        if print_colorized:
+            for i in range(len(trials)):
+                if trials.loc[i]['Total profit'] > 0:
+                    trials.at[i, 'Best'] = Fore.GREEN + trials.loc[i]['Best']
+                    trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
+                                                              Fore.RESET)
+                    if '*' in trials.loc[i]['Best'] and highlight_best:
+                        trials.at[i, 'Best'] = Style.BRIGHT + trials.loc[i]['Best']
+                        trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
+                                                                  Style.RESET_ALL)
+
+        trials['Epoch'] = trials['Epoch'].apply(
+            lambda x: "{}/{}".format(x, total_epochs))
+        trials['Avg profit'] = trials['Avg profit'].apply(
+            lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
+        trials['Profit'] = trials['Profit'].apply(
+            lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
+        trials['Total profit'] = trials['Total profit'].apply(
+            lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
+        trials['Avg duration'] = trials['Avg duration'].apply(
+            lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
+
+        print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql'))
+
     def has_space(self, space: str) -> bool:
         """
         Tell if the space value is contained in the configuration
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index ee1db5db5..9ecd990ec 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -893,6 +893,22 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
                          " 9/12", " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--print-table",
+        "--max-trades", "20"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
 
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):

From 585545405dea4d34bc1ce6d8296ceb38861a7b85 Mon Sep 17 00:00:00 2001
From: Fredrik Rydin 
Date: Wed, 19 Feb 2020 00:51:44 +0100
Subject: [PATCH 1257/1495] Changed tests

---
 tests/commands/test_commands.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9ecd990ec..9c233019c 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -895,20 +895,20 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
                          " 9/12", " 10/12", " 11/12", " 12/12"])
     args = [
         "hyperopt-list",
-        "--profitable",
         "--no-details",
         "--print-table",
-        "--max-trades", "20"
+        "--min-trades", "100",
+        "--print-json"
     ]
     pargs = get_args(args)
     pargs['config'] = None
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
     assert all(x in captured.out
-               for x in [" 2/12", " 10/12"])
+               for x in [" 3/12", " 7/12", " 9/12", " 11/12"])
     assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12", " 12/12"])
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 6/12", " 8/12", " 10/12"
+                         " 12/12"])
 
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):

From df26c357d293f69e57cffc4de60284776d183026 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 19 Feb 2020 01:31:25 +0100
Subject: [PATCH 1258/1495] doc updates

---
 docs/bot-usage.md                 | 12 +++++++-----
 docs/hyperopt.md                  | 14 ++++++++------
 freqtrade/commands/cli_options.py |  3 ++-
 3 files changed, 17 insertions(+), 12 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 56e6008a1..e0d96a8c2 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -270,7 +270,7 @@ Check the corresponding [Data Downloading](data-download.md) section for more de
 ## Hyperopt commands
 
 To optimize your strategy, you can use hyperopt parameter hyperoptimization
-to find optimal parameter values for your stategy.
+to find optimal parameter values for your strategy.
 
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
@@ -318,7 +318,7 @@ optional arguments:
   --print-all           Print all results, not only the best ones.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
-  --print-json          Print best result detailization in JSON format.
+  --print-json          Print best results in JSON format.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
                         hyperoptimization (hyperopt worker processes). If -1
@@ -336,9 +336,11 @@ optional arguments:
                         class (IHyperOptLoss). Different functions can
                         generate completely different results, since the
                         target for optimization is different. Built-in
-                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
-                        SharpeHyperOptLossDaily (default: `DefaultHyperOptLoss`).
+                        Hyperopt-loss-functions are:
+                        DefaultHyperOptLoss, OnlyProfitHyperOptLoss,
+                        SharpeHyperOptLoss, SharpeHyperOptLossDaily,
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily.
+                        (default: `DefaultHyperOptLoss`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 3e10f66da..3fb7ce7ba 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -81,11 +81,11 @@ There are two places you need to change in your hyperopt file to add a new buy h
 There you have two different types of indicators: 1. `guards` and 2. `triggers`.
 
 1. Guards are conditions like "never buy if ADX < 10", or never buy if current price is over EMA10.
-2. Triggers are ones that actually trigger buy in specific moment, like "buy when EMA5 crosses over EMA10" or "buy when close price touches lower bollinger band".
+2. Triggers are ones that actually trigger buy in specific moment, like "buy when EMA5 crosses over EMA10" or "buy when close price touches lower Bollinger band".
 
 Hyperoptimization will, for each eval round, pick one trigger and possibly
 multiple guards. The constructed strategy will be something like
-"*buy exactly when close price touches lower bollinger band, BUT only if
+"*buy exactly when close price touches lower Bollinger band, BUT only if
 ADX > 10*".
 
 If you have updated the buy strategy, i.e. changed the contents of
@@ -172,7 +172,7 @@ So let's write the buy strategy using these values:
 Hyperopting will now call this `populate_buy_trend` as many times you ask it (`epochs`)
 with different value combinations. It will then use the given historical data and make
 buys based on the buy signals generated with the above function and based on the results
-it will end with telling you which paramter combination produced the best profits.
+it will end with telling you which parameter combination produced the best profits.
 
 The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
 When you want to test an indicator that isn't used by the bot currently, remember to
@@ -191,8 +191,10 @@ Currently, the following loss functions are builtin:
 
 * `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function)
 * `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on daily trade returns)
+* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to **upside** standard deviation)
+* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to **upside** standard deviation)
+* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
+* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
@@ -272,7 +274,7 @@ In some situations, you may need to run Hyperopt (and Backtesting) with the
 By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
 open trade is allowed for every traded pair. The total number of trades open for all pairs
 is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
-some potential trades to be hidden (or masked) by previosly open trades.
+some potential trades to be hidden (or masked) by previously open trades.
 
 The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
 while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 6d8d13129..5faff1a97 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -256,7 +256,8 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
-        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily, '
+        'SortinoHyperOptLoss, SortinoHyperOptLossDaily.'
         '(default: `%(default)s`).',
         metavar='NAME',
         default=constants.DEFAULT_HYPEROPT_LOSS,

From 41b4fa3b7f93018a5c01042b8aa8734108e57407 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 19 Feb 2020 02:59:51 +0100
Subject: [PATCH 1259/1495] fixed two more typos

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b471f849e..1f9907b83 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -31,9 +31,9 @@ This will create a new hyperopt file from a template, which will be located unde
 Depending on the space you want to optimize, only some of the below are required:
 
 * fill `buy_strategy_generator` - for buy signal optimization
-* fill `indicator_space` - for buy signal optimzation
+* fill `indicator_space` - for buy signal optimization
 * fill `sell_strategy_generator` - for sell signal optimization
-* fill `sell_indicator_space` - for sell signal optimzation
+* fill `sell_indicator_space` - for sell signal optimization
 
 !!! Note
     `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.

From 09d89fbfb39b5aa5f75a589b82bdba11800656b0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 07:15:55 +0100
Subject: [PATCH 1260/1495] Fix last test

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

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index bba15c156..9cfd662c1 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -759,7 +759,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'backtesting',
         '--config', 'config.json',
         '--datadir', str(testdatadir),
-        '--strategy-path', str(Path(__file__).parents[2] / 'freqtrade/templates'),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
         '--ticker-interval', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',

From 882d0a59330d81c65ca79bc93270247d9cd439ae Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 12:54:59 +0100
Subject: [PATCH 1261/1495] implement documentation feedback after review

---
 docs/data-download.md | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index f747123d0..a01aaf4f6 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -52,8 +52,8 @@ Common arguments:
 
 ### Data format
 
-Freqtrade currently supports 2 dataformats, `json` and `jsongz`, a zipped version of json files.
-By default, OHLCV data is stored as json data, while trades data is stored as `jsongz` data.
+Freqtrade currently supports 2 dataformats, `json` (plain "text" json files) and `jsongz` (a gzipped version of json files).
+By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
 
 This can be changed via the `--data-format` and `--data-format-trades` parameters respectivly.
 
@@ -105,8 +105,8 @@ Common arguments:
 
 ##### Example converting data
 
-The following command will convert all Candle data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process.
-It'll also remove source files (`--erase` parameter).
+The following command will convert all ohlcv (candle) data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process.
+It'll also remove original json data files (`--erase` parameter).
 
 ``` bash
 freqtrade convert-data --format-from json --format-to jsongz --data-dir ~/.freqtrade/data/binance -t 5m 15m --erase
@@ -151,8 +151,8 @@ Common arguments:
 
 ##### Example converting trades
 
-The following command will convert all available trade-data in `~/.freqtrade/data/kraken` from json to jsongz, saving diskspace in the process.
-It'll also remove source files (`--erase` parameter).
+The following command will convert all available trade-data in `~/.freqtrade/data/kraken` from jsongz to json.
+It'll also remove original jsongz data files (`--erase` parameter).
 
 ``` bash
 freqtrade convert-trade-data --format-from jsongz --format-to json --data-dir ~/.freqtrade/data/kraken --erase

From 29b369c65ed034f8dadbf6e237a0cefbeb11b7f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 14:53:54 +0100
Subject: [PATCH 1262/1495] Rename cli argument

---
 docs/data-download.md             | 6 +++---
 freqtrade/commands/cli_options.py | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index a01aaf4f6..76e22f4ea 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -18,7 +18,7 @@ Otherwise `--exchange` becomes mandatory.
 usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
                                [--pairs-file FILE] [--days INT] [--dl-trades] [--exchange EXCHANGE]
                                [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
-                               [--erase] [--data-format {json,jsongz}] [--data-format-trades {json,jsongz}]
+                               [--erase] [--data-format-ohlcv {json,jsongz}] [--data-format-trades {json,jsongz}]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -32,7 +32,7 @@ optional arguments:
   -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
                         Specify which tickers to download. Space-separated list. Default: `1m 5m`.
   --erase               Clean all existing data for the selected exchange/pairs/timeframes.
-  --data-format {json,jsongz}
+  --data-format-ohlcv {json,jsongz}
                         Storage format for downloaded ohlcv data. (default: `json`).
   --data-format-trades {json,jsongz}
                         Storage format for downloaded trades data. (default: `jsongz`).
@@ -55,7 +55,7 @@ Common arguments:
 Freqtrade currently supports 2 dataformats, `json` (plain "text" json files) and `jsongz` (a gzipped version of json files).
 By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
 
-This can be changed via the `--data-format` and `--data-format-trades` parameters respectivly.
+This can be changed via the `--data-format-ohlcv` and `--data-format-trades` parameters respectivly.
 
 If the default dataformat has been changed during download, then the keys `dataformat_ohlcv` and `dataformat_trades` in the configuration file need to be adjusted to the selected dataformat as well.
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 58cb1e83b..a8d4bc198 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -346,7 +346,7 @@ AVAILABLE_CLI_OPTIONS = {
         required=True,
     ),
     "dataformat_ohlcv": Arg(
-        '--data-format',
+        '--data-format-ohlcv',
         help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
         default='json'

From d22384c7fba439a5cbe01099dd95844c59934474 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 19:21:48 +0100
Subject: [PATCH 1263/1495] Full support for kraken stoploss

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 5b0046091..fa041abc3 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -318,10 +318,10 @@ class Trade(_DECL_BASE):
         elif order_type in ('market', 'limit') and order['side'] == 'sell':
             self.close(order['price'])
             logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
-        elif order_type == 'stop_loss_limit':
+        elif order_type in ('stop_loss_limit', 'stop-loss'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
-            logger.info('STOP_LOSS_LIMIT is hit for %s.', self)
+            logger.info('%s is hit for %s.', order_type.upper(), self)
             self.close(order['average'])
         else:
             raise ValueError(f'Unknown order type: {order_type}')

From a7342bd9106ac1028fc12b3391c2ab633b9b3919 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 19:42:04 +0100
Subject: [PATCH 1264/1495] Fix non-existing strategy loading

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

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 9cfd662c1..337194ab1 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -766,7 +766,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'SampleStrategy',
+        'TestStrategyLegacy',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -789,7 +789,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy SampleStrategy',
+        'Running backtesting for Strategy TestStrategyLegacy',
     ]
 
     for line in exists:

From 5adbe3c2d3ac75eb20b08b93d8902cf3ab25a643 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 19 Feb 2020 19:50:01 +0100
Subject: [PATCH 1265/1495] initial search path is optional ...

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

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 764759289..52d944f2c 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -22,7 +22,7 @@ class IResolver:
     object_type: Type[Any]
     object_type_str: str
     user_subdir: Optional[str] = None
-    initial_search_path: Path
+    initial_search_path: Optional[Path]
 
     @classmethod
     def build_search_paths(cls, config: Dict[str, Any], user_subdir: Optional[str] = None,

From 09a1c9eed6b629fe9f4502cbcf805b8e78b8da13 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Wed, 19 Feb 2020 22:25:34 +0100
Subject: [PATCH 1266/1495] fixed docs description of hyperopts

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 1f9907b83..9bc5888ce 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -191,8 +191,8 @@ Currently, the following loss functions are builtin:
 
 * `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function)
 * `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to **upside** standard deviation)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to **upside** standard deviation)
+* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
+* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
 * `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
 * `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
 

From bca5f804a87d2b2e1556711a1f96d35161d279a2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 20 Feb 2020 08:17:24 +0300
Subject: [PATCH 1267/1495] Move divider log message

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

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 64cc97026..509ba018e 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -109,14 +109,14 @@ class Worker:
         """
         start = time.time()
         result = func(*args, **kwargs)
+        logger.debug("========================================")
         end = time.time()
         duration = max(min_secs - (end - start), 0.0)
-        logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
+        logger.debug(f"Throttling {func.__name__} for {duration:.2f} seconds")
         time.sleep(duration)
         return result
 
     def _process(self) -> None:
-        logger.debug("========================================")
         try:
             self.freqtrade.process()
         except TemporaryError as error:

From 56a06cbd331daa07216b77094d6b98ce0a651439 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 20 Feb 2020 08:19:22 +0300
Subject: [PATCH 1268/1495] Update strings to f-strings

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

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 509ba018e..b3b3b712a 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -26,7 +26,7 @@ class Worker:
         """
         Init all variables and objects the bot needs to work
         """
-        logger.info('Starting worker %s', __version__)
+        logger.info(f"Starting worker {__version__}")
 
         self._args = args
         self._config = config
@@ -77,7 +77,7 @@ class Worker:
         if state != old_state:
             self.freqtrade.notify_status(f'{state.name.lower()}')
 
-            logger.info('Changing state to: %s', state.name)
+            logger.info(f"Changing state to: {state.name}")
             if state == State.RUNNING:
                 self.freqtrade.startup()
 

From 10668bb2490c2ed56f47f5536fdf0892c2173648 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 20 Feb 2020 06:22:36 +0100
Subject: [PATCH 1269/1495] Update tests/strategy/test_strategy.py

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 tests/strategy/test_strategy.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 27bbb2d3b..13ca68bf0 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -42,7 +42,7 @@ def test_search_all_strategies_with_failed():
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
     assert len(strategies) == 3
-    # with enum_failed=True search_all_objects() shall find 3 good strategies
+    # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
     assert len([x for x in strategies if x['class'] is not None]) == 2
     assert len([x for x in strategies if x['class'] is None]) == 1

From 78ee36a8c6e8d17289059be945324c8166d514dd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 20 Feb 2020 15:18:26 +0300
Subject: [PATCH 1270/1495] Use _throttle() in stopped state instead of sleep()

---
 freqtrade/worker.py | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index b3b3b712a..c397beaab 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -87,7 +87,7 @@ class Worker:
                 logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
                 self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
 
-            time.sleep(throttle_secs)
+            self._throttle(func=self._process_stopped, min_secs=throttle_secs)
 
         elif state == State.RUNNING:
             # Ping systemd watchdog before throttling
@@ -95,7 +95,7 @@ class Worker:
                 logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
                 self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
-            self._throttle(func=self._process, min_secs=throttle_secs)
+            self._throttle(func=self._process_running, min_secs=throttle_secs)
 
         return state
 
@@ -116,7 +116,11 @@ class Worker:
         time.sleep(duration)
         return result
 
-    def _process(self) -> None:
+    def _process_stopped(self) -> None:
+        # Maybe do here something in the future...
+        pass
+
+    def _process_running(self) -> None:
         try:
             self.freqtrade.process()
         except TemporaryError as error:

From 945ff09e27c31d5953231f6ecfa661434d6fb4fb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 20 Feb 2020 14:19:24 +0100
Subject: [PATCH 1271/1495] Use correct strategy path for docker testing

---
 build_helpers/publish_docker.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index 17d5230c9..013644563 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then
 fi
 
 # Run backtest
-docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

From e7b12704dec4c8265e5adf51dfb3d7f36367adae Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 20 Feb 2020 19:12:55 +0100
Subject: [PATCH 1272/1495] Added test for details

---
 tests/commands/test_commands.py | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9c233019c..dfaa936ed 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -778,6 +778,19 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params", "Sell hyperspace params", "ROI table", "Stoploss"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
     args = [
         "hyperopt-list",
         "--no-details",

From 09226fd5d5e378e9f7ee11382528ec6c06ac7571 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 20 Feb 2020 19:18:42 +0100
Subject: [PATCH 1273/1495] PEP8 correction

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

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index dfaa936ed..ceae6f372 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -787,7 +787,8 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
     assert all(x in captured.out
-               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params", "Sell hyperspace params", "ROI table", "Stoploss"])
+               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
+                         "Sell hyperspace params", "ROI table", "Stoploss"])
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
                          " 11/12", " 12/12"])

From 04aa74e5add9425f73e2485a98a319c32b3ca2ad Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 03:37:38 +0300
Subject: [PATCH 1274/1495] Better throttling

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

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index c397beaab..40bfb54d8 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -108,12 +108,13 @@ class Worker:
         :return: Any
         """
         start = time.time()
-        result = func(*args, **kwargs)
         logger.debug("========================================")
-        end = time.time()
-        duration = max(min_secs - (end - start), 0.0)
-        logger.debug(f"Throttling {func.__name__} for {duration:.2f} seconds")
-        time.sleep(duration)
+        result = func(*args, **kwargs)
+        time_passed = time.time() - start
+        sleep_duration = max(min_secs - time_passed, 0.0)
+        logger.debug(f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
+                     f"last iteration took {time_passed:.2f} s.")
+        time.sleep(sleep_duration)
         return result
 
     def _process_stopped(self) -> None:

From e0800b7c29fb0fe3b53afe2fa6732da7f37e06c1 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 03:52:14 +0300
Subject: [PATCH 1275/1495] Make throttle start time an worker object attribute

---
 freqtrade/worker.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 40bfb54d8..dc8f9109f 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -32,6 +32,8 @@ class Worker:
         self._config = config
         self._init(False)
 
+        self.last_throttle_start_time: float = None
+
         # Tell systemd that we completed initialization phase
         if self._sd_notify:
             logger.debug("sd_notify: READY=1")
@@ -107,10 +109,10 @@ class Worker:
         :param min_secs: minimum execution time in seconds
         :return: Any
         """
-        start = time.time()
+        self.last_throttle_start_time = time.time()
         logger.debug("========================================")
         result = func(*args, **kwargs)
-        time_passed = time.time() - start
+        time_passed = time.time() - self.last_throttle_start_time
         sleep_duration = max(min_secs - time_passed, 0.0)
         logger.debug(f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
                      f"last iteration took {time_passed:.2f} s.")

From 881f602f91b6afa5607f44eed8ad06165951ebe6 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 04:00:23 +0300
Subject: [PATCH 1276/1495] Adjust methods params

---
 freqtrade/worker.py | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index dc8f9109f..088526d85 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -32,7 +32,7 @@ class Worker:
         self._config = config
         self._init(False)
 
-        self.last_throttle_start_time: float = None
+        self.last_throttle_start_time: Optional[float] = None
 
         # Tell systemd that we completed initialization phase
         if self._sd_notify:
@@ -65,15 +65,13 @@ class Worker:
             if state == State.RELOAD_CONF:
                 self._reconfigure()
 
-    def _worker(self, old_state: Optional[State], throttle_secs: Optional[float] = None) -> State:
+    def _worker(self, old_state: Optional[State]) -> State:
         """
         Trading routine that must be run at each loop
         :param old_state: the previous service state from the previous call
         :return: current service state
         """
         state = self.freqtrade.state
-        if throttle_secs is None:
-            throttle_secs = self._throttle_secs
 
         # Log state transition
         if state != old_state:
@@ -89,7 +87,7 @@ class Worker:
                 logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
                 self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
 
-            self._throttle(func=self._process_stopped, min_secs=throttle_secs)
+            self._throttle(func=self._process_stopped, throttle_secs=self._throttle_secs)
 
         elif state == State.RUNNING:
             # Ping systemd watchdog before throttling
@@ -97,23 +95,23 @@ class Worker:
                 logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
                 self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
-            self._throttle(func=self._process_running, min_secs=throttle_secs)
+            self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
         return state
 
-    def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
+    def _throttle(self, func: Callable[..., Any], throttle_secs: float, *args, **kwargs) -> Any:
         """
         Throttles the given callable that it
         takes at least `min_secs` to finish execution.
         :param func: Any callable
-        :param min_secs: minimum execution time in seconds
-        :return: Any
+        :param throttle_secs: throttling interation execution time limit in seconds
+        :return: Any (result of execution of func)
         """
         self.last_throttle_start_time = time.time()
         logger.debug("========================================")
         result = func(*args, **kwargs)
         time_passed = time.time() - self.last_throttle_start_time
-        sleep_duration = max(min_secs - time_passed, 0.0)
+        sleep_duration = max(throttle_secs - time_passed, 0.0)
         logger.debug(f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
                      f"last iteration took {time_passed:.2f} s.")
         time.sleep(sleep_duration)

From 269a669af82b586e69d061ed5866b8c56af173d0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 05:07:31 +0300
Subject: [PATCH 1277/1495] Move heartbeat to worker

---
 freqtrade/freqtradebot.py | 10 ----------
 freqtrade/worker.py       | 16 ++++++++++++----
 2 files changed, 12 insertions(+), 14 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 127586437..00d5c369a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -6,7 +6,6 @@ import logging
 import traceback
 from datetime import datetime
 from math import isclose
-from os import getpid
 from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -52,10 +51,6 @@ class FreqtradeBot:
         # Init objects
         self.config = config
 
-        self._heartbeat_msg = 0
-
-        self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
-
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
         # Check config consistency here since strategies can set certain options
@@ -159,11 +154,6 @@ class FreqtradeBot:
         self.check_handle_timedout()
         Trade.session.flush()
 
-        if (self.heartbeat_interval
-                and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)):
-            logger.info(f"Bot heartbeat. PID={getpid()}")
-            self._heartbeat_msg = arrow.utcnow().timestamp
-
     def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
         Refresh whitelist from pairlist or edge and extend it with trades.
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 088526d85..adce7ddda 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -4,8 +4,10 @@ Main Freqtrade worker class.
 import logging
 import time
 import traceback
+from os import getpid
 from typing import Any, Callable, Dict, Optional
 
+import arrow
 import sdnotify
 
 from freqtrade import __version__, constants
@@ -33,6 +35,7 @@ class Worker:
         self._init(False)
 
         self.last_throttle_start_time: Optional[float] = None
+        self._heartbeat_msg = 0
 
         # Tell systemd that we completed initialization phase
         if self._sd_notify:
@@ -50,10 +53,10 @@ class Worker:
         # Init the instance of the bot
         self.freqtrade = FreqtradeBot(self._config)
 
-        self._throttle_secs = self._config.get('internals', {}).get(
-            'process_throttle_secs',
-            constants.PROCESS_THROTTLE_SECS
-        )
+        internals_config = self._config.get('internals', {})
+        self._throttle_secs = internals_config.get('process_throttle_secs',
+                                                   constants.PROCESS_THROTTLE_SECS)
+        self._heartbeat_interval = internals_config.get('heartbeat_interval', 60)
 
         self._sd_notify = sdnotify.SystemdNotifier() if \
             self._config.get('internals', {}).get('sd_notify', False) else None
@@ -97,6 +100,11 @@ class Worker:
 
             self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
+        if (self._heartbeat_interval
+                and (arrow.utcnow().timestamp - self._heartbeat_msg > self._heartbeat_interval)):
+            logger.info(f"Bot heartbeat. PID={getpid()}")
+            self._heartbeat_msg = arrow.utcnow().timestamp
+
         return state
 
     def _throttle(self, func: Callable[..., Any], throttle_secs: float, *args, **kwargs) -> Any:

From d2e20d86bb8808ac11427b08b9d2c3b1d27723bd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 05:31:21 +0300
Subject: [PATCH 1278/1495] Align heartbeat to throttling logging

---
 freqtrade/worker.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index adce7ddda..523b9038f 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -7,7 +7,6 @@ import traceback
 from os import getpid
 from typing import Any, Callable, Dict, Optional
 
-import arrow
 import sdnotify
 
 from freqtrade import __version__, constants
@@ -34,8 +33,8 @@ class Worker:
         self._config = config
         self._init(False)
 
-        self.last_throttle_start_time: Optional[float] = None
-        self._heartbeat_msg = 0
+        self.last_throttle_start_time: float = 0
+        self._heartbeat_msg: float = 0
 
         # Tell systemd that we completed initialization phase
         if self._sd_notify:
@@ -100,10 +99,11 @@ class Worker:
 
             self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
-        if (self._heartbeat_interval
-                and (arrow.utcnow().timestamp - self._heartbeat_msg > self._heartbeat_interval)):
-            logger.info(f"Bot heartbeat. PID={getpid()}")
-            self._heartbeat_msg = arrow.utcnow().timestamp
+        if self._heartbeat_interval:
+            now = time.time()
+            if (now - self._heartbeat_msg) > self._heartbeat_interval:
+                logger.info(f"Bot heartbeat. PID={getpid()}")
+                self._heartbeat_msg = now
 
         return state
 

From d9ecf3e4bfbdf2969c772ffb06e88ddecba4cf56 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 21 Feb 2020 12:26:32 +0300
Subject: [PATCH 1279/1495] Add version and state to heartbeat message

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

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 523b9038f..f4b9f275b 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -102,7 +102,8 @@ class Worker:
         if self._heartbeat_interval:
             now = time.time()
             if (now - self._heartbeat_msg) > self._heartbeat_interval:
-                logger.info(f"Bot heartbeat. PID={getpid()}")
+                logger.info(f"Bot heartbeat. PID={getpid()}, "
+                            f"version='{__version__}', state='{state.name}'")
                 self._heartbeat_msg = now
 
         return state

From f5b4a6d3d72fea870d912e6a1b28c47ccd3247dc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 11:03:25 +0100
Subject: [PATCH 1280/1495] Remove fetch_ticker caching

---
 freqtrade/exchange/exchange.py  | 35 +++++++++++----------------------
 freqtrade/freqtradebot.py       |  4 ++--
 tests/exchange/test_exchange.py | 15 +++-----------
 tests/rpc/test_rpc.py           |  6 ------
 4 files changed, 16 insertions(+), 44 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b3b347016..e45238b07 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -66,8 +66,6 @@ class Exchange:
 
         self._config.update(config)
 
-        self._cached_ticker: Dict[str, Any] = {}
-
         # Holds last candle refreshed time of each pair
         self._pairs_last_refresh_time: Dict[Tuple[str, str], int] = {}
         # Timestamp of last markets refresh
@@ -591,28 +589,17 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
-        if refresh or pair not in self._cached_ticker.keys():
-            try:
-                if pair not in self._api.markets or not self._api.markets[pair].get('active'):
-                    raise DependencyException(f"Pair {pair} not available")
-                data = self._api.fetch_ticker(pair)
-                try:
-                    self._cached_ticker[pair] = {
-                        'bid': float(data['bid']),
-                        'ask': float(data['ask']),
-                    }
-                except KeyError:
-                    logger.debug("Could not cache ticker data for %s", pair)
-                return data
-            except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-                raise TemporaryError(
-                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
-            except ccxt.BaseError as e:
-                raise OperationalException(e) from e
-        else:
-            logger.info("returning cached ticker-data for %s", pair)
-            return self._cached_ticker[pair]
+    def fetch_ticker(self, pair: str) -> dict:
+        try:
+            if pair not in self._api.markets or not self._api.markets[pair].get('active'):
+                raise DependencyException(f"Pair {pair} not available")
+            data = self._api.fetch_ticker(pair)
+            return data
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 127586437..032e3e8f7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -253,7 +253,7 @@ class FreqtradeBot:
         else:
             if not tick:
                 logger.info('Using Last Ask / Last Price')
-                ticker = self.exchange.fetch_ticker(pair, refresh)
+                ticker = self.exchange.fetch_ticker(pair)
             else:
                 ticker = tick
             if ticker['ask'] < ticker['last']:
@@ -631,7 +631,7 @@ class FreqtradeBot:
             rate = order_book['bids'][0][0]
 
         else:
-            rate = self.exchange.fetch_ticker(pair, refresh)['bid']
+            rate = self.exchange.fetch_ticker(pair)['bid']
         return rate
 
     def handle_trade(self, trade: Trade) -> bool:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8b2e439c3..3830d0acb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1121,25 +1121,16 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
     assert ticker['bid'] == 0.5
     assert ticker['ask'] == 1
 
-    assert 'ETH/BTC' in exchange._cached_ticker
-    assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
-    assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
-
-    # Test caching
-    api_mock.fetch_ticker = MagicMock()
-    exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
-    assert api_mock.fetch_ticker.call_count == 0
-
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            "fetch_ticker", "fetch_ticker",
-                           pair='ETH/BTC', refresh=True)
+                           pair='ETH/BTC')
 
     api_mock.fetch_ticker = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
+    exchange.fetch_ticker(pair='ETH/BTC')
 
     with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
-        exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
+        exchange.fetch_ticker(pair='XRP/ETH')
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a35bfa0d6..2d1fa5b2d 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -67,8 +67,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
-    # invalidate ticker cache
-    rpc._freqtrade.exchange._cached_ticker = {}
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -136,8 +134,6 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
-    # invalidate ticker cache
-    rpc._freqtrade.exchange._cached_ticker = {}
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -262,8 +258,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     # Test non-available pair
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
-    # invalidate ticker cache
-    rpc._freqtrade.exchange._cached_ticker = {}
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'

From 97e6e5e9766c87bb728fe396f4f5119616eeda1a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 11:12:33 +0100
Subject: [PATCH 1281/1495] Implement caching in the correct place

---
 freqtrade/freqtradebot.py | 32 ++++++++++++++++++++++++++------
 tests/rpc/test_rpc.py     |  6 +++---
 2 files changed, 29 insertions(+), 9 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 032e3e8f7..d9126370b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -11,6 +11,7 @@ from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
+from cachetools import TTLCache
 from requests.exceptions import RequestException
 
 from freqtrade import __version__, constants, persistence
@@ -54,6 +55,9 @@ class FreqtradeBot:
 
         self._heartbeat_msg = 0
 
+        self._sell_rate_cache = TTLCache(maxsize=100, ttl=5)
+        self._buy_rate_cache = TTLCache(maxsize=100, ttl=5)
+
         self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
 
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
@@ -234,11 +238,19 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, refresh: bool, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, refresh: bool) -> float:
         """
         Calculates bid target between current ask price and last price
+        :param pair: Pair to get rate for
+        :param refresh: allow cached data
         :return: float: Price
         """
+        if not refresh:
+            rate = self._sell_rate_cache.get(pair)
+            # Check if cache has been invalidated
+            if rate:
+                return rate
+
         config_bid_strategy = self.config.get('bid_strategy', {})
         if 'use_order_book' in config_bid_strategy and\
                 config_bid_strategy.get('use_order_book', False):
@@ -251,11 +263,8 @@ class FreqtradeBot:
             logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
             used_rate = order_book_rate
         else:
-            if not tick:
-                logger.info('Using Last Ask / Last Price')
-                ticker = self.exchange.fetch_ticker(pair)
-            else:
-                ticker = tick
+            logger.info('Using Last Ask / Last Price')
+            ticker = self.exchange.fetch_ticker(pair)
             if ticker['ask'] < ticker['last']:
                 ticker_rate = ticker['ask']
             else:
@@ -263,6 +272,8 @@ class FreqtradeBot:
                 ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
             used_rate = ticker_rate
 
+        self._buy_rate_cache[pair] = used_rate
+
         return used_rate
 
     def get_trade_stake_amount(self, pair: str) -> float:
@@ -621,8 +632,16 @@ class FreqtradeBot:
         The orderbook portion is only used for rpc messaging, which would otherwise fail
         for BitMex (has no bid/ask in fetch_ticker)
         or remain static in any other case since it's not updating.
+        :param pair: Pair to get rate for
+        :param refresh: allow cached data
         :return: Bid rate
         """
+        if not refresh:
+            rate = self._sell_rate_cache.get(pair)
+            # Check if cache has been invalidated
+            if rate:
+                return rate
+
         config_ask_strategy = self.config.get('ask_strategy', {})
         if config_ask_strategy.get('use_order_book', False):
             logger.debug('Using order book to get sell rate')
@@ -632,6 +651,7 @@ class FreqtradeBot:
 
         else:
             rate = self.exchange.fetch_ticker(pair)['bid']
+        self._sell_rate_cache[pair] = rate
         return rate
 
     def handle_trade(self, trade: Trade) -> bool:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 2d1fa5b2d..40b2d6627 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -65,7 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order': '(limit buy rem=0.00000000)'
     } == results[0]
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
@@ -132,7 +132,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert 'ETH/BTC' in result[0][1]
     assert '-0.59% (-0.09)' == result[0][3]
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
@@ -256,7 +256,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
     # Test non-available pair
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2

From 77ef3240cd17b932f499a19e7820e39818cf1aa9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 11:16:20 +0100
Subject: [PATCH 1282/1495] Implement log messages

---
 freqtrade/freqtradebot.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d9126370b..4b54b79e1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -246,9 +246,10 @@ class FreqtradeBot:
         :return: float: Price
         """
         if not refresh:
-            rate = self._sell_rate_cache.get(pair)
+            rate = self._buy_rate_cache.get(pair)
             # Check if cache has been invalidated
             if rate:
+                logger.info(f"Using cached buy rate for {pair}.")
                 return rate
 
         config_bid_strategy = self.config.get('bid_strategy', {})
@@ -577,7 +578,7 @@ class FreqtradeBot:
         """
         Sends rpc notification when a buy cancel occured.
         """
-        current_rate = self.get_buy_rate(trade.pair, True)
+        current_rate = self.get_buy_rate(trade.pair, False)
 
         msg = {
             'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
@@ -640,6 +641,7 @@ class FreqtradeBot:
             rate = self._sell_rate_cache.get(pair)
             # Check if cache has been invalidated
             if rate:
+                logger.info(f"Using cached sell rate for {pair}.")
                 return rate
 
         config_ask_strategy = self.config.get('ask_strategy', {})
@@ -1078,7 +1080,7 @@ class FreqtradeBot:
         """
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        current_rate = self.get_sell_rate(trade.pair, True)
+        current_rate = self.get_sell_rate(trade.pair, False)
         profit_percent = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_percent > 0 else "loss"
 

From 2fe7b683cb3a11b4c629b7a796b30ff5838a5682 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 11:23:13 +0100
Subject: [PATCH 1283/1495] Add tests for cached rates

---
 tests/test_freqtradebot.py | 23 +++++++++++++++++++++--
 1 file changed, 21 insertions(+), 2 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5ed4d296c..c7a70be8c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -915,13 +915,21 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     (5, 10, 1.0, 5),  # last bigger than ask
     (5, 10, 0.5, 5),  # last bigger than ask
 ])
-def test_get_buy_rate(mocker, default_conf, ask, last, last_ab, expected) -> None:
+def test_get_buy_rate(mocker, default_conf, caplog, ask, last, last_ab, expected) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = last_ab
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': ask, 'last': last}))
 
     assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+    assert freqtrade.get_buy_rate('ETH/BTC', False) == expected
+    assert log_has("Using cached buy rate for ETH/BTC.", caplog)
+    # Running a 2nd time with Refresh on!
+    caplog.clear()
+    assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
@@ -3614,7 +3622,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
+def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> None:
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -3626,8 +3634,15 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
     # Test regular mode
     ft = get_patched_freqtradebot(mocker, default_conf)
     rate = ft.get_sell_rate(pair, True)
+    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == 0.00001098
+    # Use caching
+    rate = ft.get_sell_rate(pair, False)
+    assert rate == 0.00001098
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+    caplog.clear()
 
     # Test orderbook mode
     default_conf['ask_strategy']['use_order_book'] = True
@@ -3635,8 +3650,12 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
     default_conf['ask_strategy']['order_book_max'] = 2
     ft = get_patched_freqtradebot(mocker, default_conf)
     rate = ft.get_sell_rate(pair, True)
+    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == 0.043936
+    rate = ft.get_sell_rate(pair, False)
+    assert rate == 0.043936
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
 
 def test_startup_state(default_conf, mocker):

From 7ecc56fa44d56d3ceaf70cc81b205cbcaff90795 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 13:10:41 +0100
Subject: [PATCH 1284/1495] Load ohlcv data as float

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

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 17b9fd7d7..7219d8c01 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -69,7 +69,7 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         if not filename.exists():
             return DataFrame(columns=self._columns)
-        pairdata = read_json(filename, orient='values')
+        pairdata = read_json(filename, orient='values', dtype='float64')
         pairdata.columns = self._columns
         pairdata['date'] = to_datetime(pairdata['date'],
                                        unit='ms',

From 3186add87b82837018e8e9e46a0fb5c5d71a2b23 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Feb 2020 14:46:54 +0100
Subject: [PATCH 1285/1495] Use explicit column list for float parsing

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

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 7219d8c01..606018f34 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -69,7 +69,9 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         if not filename.exists():
             return DataFrame(columns=self._columns)
-        pairdata = read_json(filename, orient='values', dtype='float64')
+        pairdata = read_json(filename, orient='values',
+                             dtype={'open': 'float', 'high': 'float',
+                                    'low': 'float', 'close': 'float', 'volume': 'float'})
         pairdata.columns = self._columns
         pairdata['date'] = to_datetime(pairdata['date'],
                                        unit='ms',

From c651e0ac8278c854dc5901189d598b247e8d64ea Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 22 Feb 2020 19:46:40 +0300
Subject: [PATCH 1286/1495] Fix #2948

---
 freqtrade/data/history/jsondatahandler.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 606018f34..ee653d937 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -69,10 +69,11 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         if not filename.exists():
             return DataFrame(columns=self._columns)
-        pairdata = read_json(filename, orient='values',
-                             dtype={'open': 'float', 'high': 'float',
-                                    'low': 'float', 'close': 'float', 'volume': 'float'})
+        pairdata = read_json(filename, orient='values')
         pairdata.columns = self._columns
+        pairdata = pairdata.astype(copy=False,
+                                   dtype={'open': 'float', 'high': 'float',
+                                          'low': 'float', 'close': 'float', 'volume': 'float'})
         pairdata['date'] = to_datetime(pairdata['date'],
                                        unit='ms',
                                        utc=True,

From e2e6b940a3252985a7167ab49625e03131af0090 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 22 Feb 2020 19:54:19 +0300
Subject: [PATCH 1287/1495] copy=False does not make the changes inline anyway,
 so not needed

---
 freqtrade/data/history/jsondatahandler.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index ee653d937..2b738a94a 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -71,8 +71,7 @@ class JsonDataHandler(IDataHandler):
             return DataFrame(columns=self._columns)
         pairdata = read_json(filename, orient='values')
         pairdata.columns = self._columns
-        pairdata = pairdata.astype(copy=False,
-                                   dtype={'open': 'float', 'high': 'float',
+        pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                           'low': 'float', 'close': 'float', 'volume': 'float'})
         pairdata['date'] = to_datetime(pairdata['date'],
                                        unit='ms',

From ca8e52dc2cd61a80822cb158e1221d3d24ba62e7 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 23 Feb 2020 00:21:19 +0300
Subject: [PATCH 1288/1495] Show heartbeat message earlier after changing the
 state

---
 freqtrade/worker.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index f4b9f275b..e17f61f2f 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -83,6 +83,10 @@ class Worker:
             if state == State.RUNNING:
                 self.freqtrade.startup()
 
+            # Reset heartbeat timestamp to log the heartbeat message at
+            # first throttling iteration when the state changes
+            self._heartbeat_msg = 0
+
         if state == State.STOPPED:
             # Ping systemd watchdog before sleeping in the stopped state
             if self._sd_notify:

From 259dc75a3083b76980bf12d6575764eac96dd202 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 22 Feb 2020 23:10:46 +0100
Subject: [PATCH 1289/1495] some order and added weighted BB indicator to list

---
 .../templates/subtemplates/indicators_full.j2 | 103 +++++++++++-------
 1 file changed, 65 insertions(+), 38 deletions(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 879a2daa0..87b385dd0 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -2,12 +2,17 @@
 # Momentum Indicators
 # ------------------------------------
 
-# RSI
-dataframe['rsi'] = ta.RSI(dataframe)
-
 # ADX
 dataframe['adx'] = ta.ADX(dataframe)
 
+# # Plus Directional Indicator / Movement
+# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+# # Minus Directional Indicator / Movement
+# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
 # # Aroon, Aroon Oscillator
 # aroon = ta.AROON(dataframe)
 # dataframe['aroonup'] = aroon['aroonup']
@@ -20,6 +25,31 @@ dataframe['adx'] = ta.ADX(dataframe)
 # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
 # dataframe['cci'] = ta.CCI(dataframe)
 
+# RSI
+dataframe['rsi'] = ta.RSI(dataframe)
+
+# # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+# rsi = 0.1 * (dataframe['rsi'] - 50)
+# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+# # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
+# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+# # Stochastic Slow
+# stoch = ta.STOCH(dataframe)
+# dataframe['slowd'] = stoch['slowd']
+# dataframe['slowk'] = stoch['slowk']
+
+# Stochastic Fast
+stoch_fast = ta.STOCHF(dataframe)
+dataframe['fastd'] = stoch_fast['fastd']
+dataframe['fastk'] = stoch_fast['fastk']
+
+# # Stochastic RSI
+# stoch_rsi = ta.STOCHRSI(dataframe)
+# dataframe['fastd_rsi'] = stoch_rsi['fastd']
+# dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
 # MACD
 macd = ta.MACD(dataframe)
 dataframe['macd'] = macd['macd']
@@ -29,60 +59,57 @@ dataframe['macdhist'] = macd['macdhist']
 # MFI
 dataframe['mfi'] = ta.MFI(dataframe)
 
-# # Minus Directional Indicator / Movement
-# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-# # Plus Directional Indicator / Movement
-# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
 # # ROC
 # dataframe['roc'] = ta.ROC(dataframe)
 
-# # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-# rsi = 0.1 * (dataframe['rsi'] - 50)
-# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
-
-# # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-# # Stoch
-# stoch = ta.STOCH(dataframe)
-# dataframe['slowd'] = stoch['slowd']
-# dataframe['slowk'] = stoch['slowk']
-
-# Stoch fast
-stoch_fast = ta.STOCHF(dataframe)
-dataframe['fastd'] = stoch_fast['fastd']
-dataframe['fastk'] = stoch_fast['fastk']
-
-# # Stoch RSI
-# stoch_rsi = ta.STOCHRSI(dataframe)
-# dataframe['fastd_rsi'] = stoch_rsi['fastd']
-# dataframe['fastk_rsi'] = stoch_rsi['fastk']
-
 # Overlap Studies
 # ------------------------------------
 
-# Bollinger bands
+# Bollinger Bands
 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
 dataframe['bb_lowerband'] = bollinger['lower']
 dataframe['bb_middleband'] = bollinger['mid']
 dataframe['bb_upperband'] = bollinger['upper']
+dataframe["bb_percent"] = (
+    (dataframe["close"] - dataframe["bb_lowerband"]) /
+    (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+)
+dataframe["bb_width"] = (
+    (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+)
+
+# Bollinger Bands - Weighted (EMA based instead of SMA)
+# weighted_bollinger = qtpylib.weighted_bollinger_bands(
+#     qtpylib.typical_price(dataframe), window=20, stds=2
+# )
+# dataframe["wbb_upperband"] = weighted_bollinger["upper"]
+# dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
+# dataframe["wbb_middleband"] = weighted_bollinger["mid"]
+# dataframe["wbb_percent"] = (
+#     (dataframe["close"] - dataframe["wbb_lowerband"]) /
+#     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
+# )
+# dataframe["wbb_width"] = (
+#     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
+# )
 
 # # EMA - Exponential Moving Average
 # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
 # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
 # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+# dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
 # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
 # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
 
 # # SMA - Simple Moving Average
-# dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+# dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
+# dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+# dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
+# dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
+# dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
+# dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
 
-# SAR Parabol
+# Parabolic SAR
 dataframe['sar'] = ta.SAR(dataframe)
 
 # TEMA - Triple Exponential Moving Average
@@ -142,7 +169,7 @@ dataframe['htleadsine'] = hilbert['leadsine']
 
 # # Chart type
 # # ------------------------------------
-# # Heikinashi stategy
+# # Heikin Ashi Strategy
 # heikinashi = qtpylib.heikinashi(dataframe)
 # dataframe['ha_open'] = heikinashi['open']
 # dataframe['ha_close'] = heikinashi['close']

From b49b9b515ed14d1c501e9350fe727f0f16a7722d Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 22 Feb 2020 23:37:15 +0100
Subject: [PATCH 1290/1495] final touches

---
 freqtrade/templates/subtemplates/indicators_full.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 87b385dd0..cd106451e 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -19,7 +19,7 @@ dataframe['adx'] = ta.ADX(dataframe)
 # dataframe['aroondown'] = aroon['aroondown']
 # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
 
-# # Awesome oscillator
+# # Awesome Oscillator
 # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
 # # Commodity Channel Index: values Oversold:<-100, Overbought:>100

From 2957756275367bcd35734989cfe61558356a4a09 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 22 Feb 2020 23:39:01 +0100
Subject: [PATCH 1291/1495] final touches plus

---
 freqtrade/templates/subtemplates/indicators_full.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index cd106451e..903aebb73 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -22,7 +22,7 @@ dataframe['adx'] = ta.ADX(dataframe)
 # # Awesome Oscillator
 # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
-# # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+# # Commodity Channel Index: values Oversold:-100, Overbought:100
 # dataframe['cci'] = ta.CCI(dataframe)
 
 # RSI

From 5ac624446587f95af22b322b53caddd87692f021 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 22 Feb 2020 23:50:26 +0100
Subject: [PATCH 1292/1495] added keltner channel and uo

---
 .../templates/subtemplates/indicators_full.j2  | 18 +++++++++++++++++-
 1 file changed, 17 insertions(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 903aebb73..af472faef 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -22,7 +22,23 @@ dataframe['adx'] = ta.ADX(dataframe)
 # # Awesome Oscillator
 # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
-# # Commodity Channel Index: values Oversold:-100, Overbought:100
+# # Keltner Channel
+# keltner = qtpylib.keltner_channel(dataframe)
+# dataframe["kc_upperband"] = keltner["upper"]
+# dataframe["kc_lowerband"] = keltner["lower"]
+# dataframe["kc_middleband"] = keltner["mid"]
+# dataframe["kc_percent"] = (
+#     (dataframe["close"] - dataframe["kc_lowerband"]) /
+#     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
+# )
+# dataframe["kc_width"] = (
+#     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
+# )
+
+# # Ultimate Oscillator
+# dataframe['ao'] = ta.ULTOSC(dataframe)
+
+# # Commodity Channel Index: values [Oversold:-100, Overbought:100]
 # dataframe['cci'] = ta.CCI(dataframe)
 
 # RSI

From d2181bdd9492d16be409d82cd2fa5f0782c15838 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 23 Feb 2020 01:45:15 +0300
Subject: [PATCH 1293/1495] Adjust tests

---
 tests/test_freqtradebot.py | 28 ++---------------
 tests/test_worker.py       | 62 ++++++++++++++++++++++++++++++++------
 2 files changed, 55 insertions(+), 35 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5ed4d296c..20db46fac 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -782,7 +782,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
     worker = Worker(args=None, config=default_conf)
     patch_get_signal(worker.freqtrade)
 
-    worker._process()
+    worker._process_running()
     assert sleep_mock.has_calls()
 
 
@@ -799,7 +799,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
 
     assert worker.freqtrade.state == State.RUNNING
 
-    worker._process()
+    worker._process_running()
     assert worker.freqtrade.state == State.STOPPED
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
@@ -3665,30 +3665,6 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
     assert reinit_mock.call_count == 0
 
 
-def test_process_i_am_alive(default_conf, mocker, caplog):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    message = r"Bot heartbeat\. PID=.*"
-    ftbot.process()
-    assert log_has_re(message, caplog)
-    assert ftbot._heartbeat_msg != 0
-
-    caplog.clear()
-    # Message is not shown before interval is up
-    ftbot.process()
-    assert not log_has_re(message, caplog)
-
-    caplog.clear()
-    # Set clock - 70 seconds
-    ftbot._heartbeat_msg -= 70
-
-    ftbot.process()
-    assert log_has_re(message, caplog)
-
-
 @pytest.mark.usefixtures("init_persistence")
 def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order, caplog):
     default_conf['dry_run'] = True
diff --git a/tests/test_worker.py b/tests/test_worker.py
index 2fb42d47e..7b446ac6a 100644
--- a/tests/test_worker.py
+++ b/tests/test_worker.py
@@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.state import State
 from freqtrade.worker import Worker
-from tests.conftest import get_patched_worker, log_has
+from tests.conftest import get_patched_worker, log_has, log_has_re
 
 
 def test_worker_state(mocker, default_conf, markets) -> None:
@@ -38,15 +38,13 @@ def test_worker_running(mocker, default_conf, caplog) -> None:
 def test_worker_stopped(mocker, default_conf, caplog) -> None:
     mock_throttle = MagicMock()
     mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
-    mock_sleep = mocker.patch('time.sleep', return_value=None)
 
     worker = get_patched_worker(mocker, default_conf)
     worker.freqtrade.state = State.STOPPED
     state = worker._worker(old_state=State.RUNNING)
     assert state is State.STOPPED
     assert log_has('Changing state to: STOPPED', caplog)
-    assert mock_throttle.call_count == 0
-    assert mock_sleep.call_count == 1
+    assert mock_throttle.call_count == 1
 
 
 def test_throttle(mocker, default_conf, caplog) -> None:
@@ -57,14 +55,14 @@ def test_throttle(mocker, default_conf, caplog) -> None:
     worker = get_patched_worker(mocker, default_conf)
 
     start = time.time()
-    result = worker._throttle(throttled_func, min_secs=0.1)
+    result = worker._throttle(throttled_func, throttle_secs=0.1)
     end = time.time()
 
     assert result == 42
     assert end - start > 0.1
-    assert log_has('Throttling throttled_func for 0.10 seconds', caplog)
+    assert log_has_re(r"Throttling with 'throttled_func\(\)': sleep for 0\.10 s.*", caplog)
 
-    result = worker._throttle(throttled_func, min_secs=-1)
+    result = worker._throttle(throttled_func, throttle_secs=-1)
     assert result == 42
 
 
@@ -74,8 +72,54 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
 
     worker = get_patched_worker(mocker, default_conf)
 
-    result = worker._throttle(throttled_func, min_secs=0.1, nb_assets=666)
+    result = worker._throttle(throttled_func, throttle_secs=0.1, nb_assets=666)
     assert result == 666
 
-    result = worker._throttle(throttled_func, min_secs=0.1)
+    result = worker._throttle(throttled_func, throttle_secs=0.1)
     assert result == -1
+
+
+def test_worker_heartbeat_running(default_conf, mocker, caplog):
+    message = r"Bot heartbeat\. PID=.*state='RUNNING'"
+
+    mock_throttle = MagicMock()
+    mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
+    worker = get_patched_worker(mocker, default_conf)
+
+    worker.freqtrade.state = State.RUNNING
+    worker._worker(old_state=State.STOPPED)
+    assert log_has_re(message, caplog)
+
+    caplog.clear()
+    # Message is not shown before interval is up
+    worker._worker(old_state=State.RUNNING)
+    assert not log_has_re(message, caplog)
+
+    caplog.clear()
+    # Set clock - 70 seconds
+    worker._heartbeat_msg -= 70
+    worker._worker(old_state=State.RUNNING)
+    assert log_has_re(message, caplog)
+
+
+def test_worker_heartbeat_stopped(default_conf, mocker, caplog):
+    message = r"Bot heartbeat\. PID=.*state='STOPPED'"
+
+    mock_throttle = MagicMock()
+    mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
+    worker = get_patched_worker(mocker, default_conf)
+
+    worker.freqtrade.state = State.STOPPED
+    worker._worker(old_state=State.RUNNING)
+    assert log_has_re(message, caplog)
+
+    caplog.clear()
+    # Message is not shown before interval is up
+    worker._worker(old_state=State.STOPPED)
+    assert not log_has_re(message, caplog)
+
+    caplog.clear()
+    # Set clock - 70 seconds
+    worker._heartbeat_msg -= 70
+    worker._worker(old_state=State.STOPPED)
+    assert log_has_re(message, caplog)

From e04c2dda2cfd3c18690be04dd3b22f98731b0b04 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sat, 22 Feb 2020 23:58:31 +0100
Subject: [PATCH 1294/1495] fixed typo

---
 freqtrade/templates/subtemplates/indicators_full.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index af472faef..60a358bec 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -36,7 +36,7 @@ dataframe['adx'] = ta.ADX(dataframe)
 # )
 
 # # Ultimate Oscillator
-# dataframe['ao'] = ta.ULTOSC(dataframe)
+# dataframe['uo'] = ta.ULTOSC(dataframe)
 
 # # Commodity Channel Index: values [Oversold:-100, Overbought:100]
 # dataframe['cci'] = ta.CCI(dataframe)

From f25d6224ddeab8a3889daa69c1fac8eb375d169b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sun, 23 Feb 2020 16:22:19 +0100
Subject: [PATCH 1295/1495] modified sample_strategy

---
 freqtrade/templates/sample_strategy.py | 136 ++++++++++++++++---------
 1 file changed, 90 insertions(+), 46 deletions(-)

diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 92f6aefba..8a4b27c72 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -124,11 +124,16 @@ class SampleStrategy(IStrategy):
         # Momentum Indicators
         # ------------------------------------
 
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-
         # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
+        # dataframe['adx'] = ta.ADX(dataframe)
+
+        # # Plus Directional Indicator / Movement
+        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # # Minus Directional Indicator / Movement
+        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
 
         # # Aroon, Aroon Oscillator
         # aroon = ta.AROON(dataframe)
@@ -136,12 +141,53 @@ class SampleStrategy(IStrategy):
         # dataframe['aroondown'] = aroon['aroondown']
         # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
 
-        # # Awesome oscillator
+        # # Awesome Oscillator
         # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
 
-        # # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+        # # Keltner Channel
+        # keltner = qtpylib.keltner_channel(dataframe)
+        # dataframe["kc_upperband"] = keltner["upper"]
+        # dataframe["kc_lowerband"] = keltner["lower"]
+        # dataframe["kc_middleband"] = keltner["mid"]
+        # dataframe["kc_percent"] = (
+        #     (dataframe["close"] - dataframe["kc_lowerband"]) /
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
+        # )
+        # dataframe["kc_width"] = (
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
+        # )
+
+        # # Ultimate Oscillator
+        # dataframe['uo'] = ta.ULTOSC(dataframe)
+
+        # # Commodity Channel Index: values [Oversold:-100, Overbought:100]
         # dataframe['cci'] = ta.CCI(dataframe)
 
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        # rsi = 0.1 * (dataframe['rsi'] - 50)
+        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+        # # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
+        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # # Stochastic Slow
+        # stoch = ta.STOCH(dataframe)
+        # dataframe['slowd'] = stoch['slowd']
+        # dataframe['slowk'] = stoch['slowk']
+
+        # Stochastic Fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # # Stochastic RSI
+        # stoch_rsi = ta.STOCHRSI(dataframe)
+        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
         # MACD
         macd = ta.MACD(dataframe)
         dataframe['macd'] = macd['macd']
@@ -151,71 +197,69 @@ class SampleStrategy(IStrategy):
         # MFI
         dataframe['mfi'] = ta.MFI(dataframe)
 
-        # # Minus Directional Indicator / Movement
-        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-        # # Plus Directional Indicator / Movement
-        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
         # # ROC
         # dataframe['roc'] = ta.ROC(dataframe)
 
-        # # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-        # rsi = 0.1 * (dataframe['rsi'] - 50)
-        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
-
-        # # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-        # # Stoch
-        # stoch = ta.STOCH(dataframe)
-        # dataframe['slowd'] = stoch['slowd']
-        # dataframe['slowk'] = stoch['slowk']
-
-        # Stoch fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['fastk'] = stoch_fast['fastk']
-
-        # # Stoch RSI
-        # stoch_rsi = ta.STOCHRSI(dataframe)
-        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
-        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
-
         # Overlap Studies
         # ------------------------------------
 
-        # Bollinger bands
+        # Bollinger Bands
         bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
         dataframe['bb_lowerband'] = bollinger['lower']
         dataframe['bb_middleband'] = bollinger['mid']
         dataframe['bb_upperband'] = bollinger['upper']
+        dataframe["bb_percent"] = (
+            (dataframe["close"] - dataframe["bb_lowerband"]) /
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+        )
+        dataframe["bb_width"] = (
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+        )
+
+        # Bollinger Bands - Weighted (EMA based instead of SMA)
+        # weighted_bollinger = qtpylib.weighted_bollinger_bands(
+        #     qtpylib.typical_price(dataframe), window=20, stds=2
+        # )
+        # dataframe["wbb_upperband"] = weighted_bollinger["upper"]
+        # dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
+        # dataframe["wbb_middleband"] = weighted_bollinger["mid"]
+        # dataframe["wbb_percent"] = (
+        #     (dataframe["close"] - dataframe["wbb_lowerband"]) /
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
+        # )
+        # dataframe["wbb_width"] = (
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) /
+        #     dataframe["wbb_middleband"]
+        # )
 
         # # EMA - Exponential Moving Average
         # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
         # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
         # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
         # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
         # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
 
         # # SMA - Simple Moving Average
-        # dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+        # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
+        # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+        # dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
+        # dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
+        # dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
+        # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
 
-        # SAR Parabol
-        dataframe['sar'] = ta.SAR(dataframe)
+        # Parabolic SAR
+        # dataframe['sar'] = ta.SAR(dataframe)
 
         # TEMA - Triple Exponential Moving Average
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+        # dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
 
         # Cycle Indicator
         # ------------------------------------
         # Hilbert Transform Indicator - SineWave
-        hilbert = ta.HT_SINE(dataframe)
-        dataframe['htsine'] = hilbert['sine']
-        dataframe['htleadsine'] = hilbert['leadsine']
+        # hilbert = ta.HT_SINE(dataframe)
+        # dataframe['htsine'] = hilbert['sine']
+        # dataframe['htleadsine'] = hilbert['leadsine']
 
         # Pattern Recognition - Bullish candlestick patterns
         # ------------------------------------
@@ -264,7 +308,7 @@ class SampleStrategy(IStrategy):
 
         # # Chart type
         # # ------------------------------------
-        # # Heikinashi stategy
+        # # Heikin Ashi Strategy
         # heikinashi = qtpylib.heikinashi(dataframe)
         # dataframe['ha_open'] = heikinashi['open']
         # dataframe['ha_close'] = heikinashi['close']

From 0eeafcd157c17d6f7de92ab66c6f267c454bcec2 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Sun, 23 Feb 2020 16:56:55 +0100
Subject: [PATCH 1296/1495] matched commenting on previous sample_strategy.py

---
 freqtrade/templates/sample_strategy.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 8a4b27c72..17372e1e0 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -125,7 +125,7 @@ class SampleStrategy(IStrategy):
         # ------------------------------------
 
         # ADX
-        # dataframe['adx'] = ta.ADX(dataframe)
+        dataframe['adx'] = ta.ADX(dataframe)
 
         # # Plus Directional Indicator / Movement
         # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
@@ -249,17 +249,17 @@ class SampleStrategy(IStrategy):
         # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
 
         # Parabolic SAR
-        # dataframe['sar'] = ta.SAR(dataframe)
+        dataframe['sar'] = ta.SAR(dataframe)
 
         # TEMA - Triple Exponential Moving Average
-        # dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
 
         # Cycle Indicator
         # ------------------------------------
         # Hilbert Transform Indicator - SineWave
-        # hilbert = ta.HT_SINE(dataframe)
-        # dataframe['htsine'] = hilbert['sine']
-        # dataframe['htleadsine'] = hilbert['leadsine']
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
 
         # Pattern Recognition - Bullish candlestick patterns
         # ------------------------------------

From e545ef563c0b5aaafc618bc3501c1d1e43f68c07 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 23 Feb 2020 22:50:58 +0300
Subject: [PATCH 1297/1495] Wording adjusted in helpstring

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

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index e17f61f2f..4c28ecaeb 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -69,7 +69,7 @@ class Worker:
 
     def _worker(self, old_state: Optional[State]) -> State:
         """
-        Trading routine that must be run at each loop
+        The main routine that runs each throttling iteration and handles the states.
         :param old_state: the previous service state from the previous call
         :return: current service state
         """

From 7eb62ed32e7acc7004821a9213c7752fe31f1f9c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 24 Feb 2020 00:33:01 +0100
Subject: [PATCH 1298/1495] Remove old print option for hyperopt-list and made
 table as default

---
 docs/utils.md                            |  1 -
 freqtrade/commands/arguments.py          |  3 +--
 freqtrade/commands/cli_options.py        |  6 ------
 freqtrade/commands/hyperopt_commands.py  | 23 +++++------------------
 freqtrade/configuration/configuration.py |  3 ---
 tests/commands/test_commands.py          | 16 ----------------
 6 files changed, 6 insertions(+), 46 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 6ca0b7920..abb7fd0db 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -440,7 +440,6 @@ optional arguments:
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
-  --print-table         Print results in table format.
   --no-details          Do not print best epoch details.
 
 Common arguments:
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 0f6478a60..fe6f49039 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -66,8 +66,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
-                      "print_colorized", "print_json", "print_table",
-                      "hyperopt_list_no_details"]
+                      "print_colorized", "print_json", "hyperopt_list_no_details"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 9efc1151a..1776955b1 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -220,12 +220,6 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
-    "print_table": Arg(
-        '--print-table',
-        help='Print results in table format.',
-        action='store_true',
-        default=False,
-    ),
     "hyperopt_jobs": Arg(
         '-j', '--job-workers',
         help='The number of concurrently running jobs for hyperoptimization '
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 88cd79468..ccaa59e54 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -21,7 +21,6 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
-    print_table = config.get('print_table', False)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
@@ -47,26 +46,14 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     trials = _hyperopt_filter_trials(trials, filteroptions)
 
-    # TODO: fetch the interval for epochs to print from the cli option
-    epoch_start, epoch_stop = 0, None
-
     if print_colorized:
         colorama_init(autoreset=True)
 
-    if print_table:
-        try:
-            Hyperopt.print_result_table(config, trials, total_epochs,
-                                        not filteroptions['only_best'], print_colorized)
-        except KeyboardInterrupt:
-            print('User interrupted..')
-    else:
-        try:
-            # Human-friendly indexes used here (starting from 1)
-            for val in trials[epoch_start:epoch_stop]:
-                Hyperopt.print_results_explanation(val, total_epochs,
-                                                   not filteroptions['only_best'], print_colorized)
-        except KeyboardInterrupt:
-            print('User interrupted..')
+    try:
+        Hyperopt.print_result_table(config, trials, total_epochs,
+                                    not filteroptions['only_best'], print_colorized)
+    except KeyboardInterrupt:
+        print('User interrupted..')
 
     if trials and not no_details:
         sorted_trials = sorted(trials, key=itemgetter('loss'))
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 0adfe03e7..c2613ba99 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -286,9 +286,6 @@ class Configuration:
         self._args_to_config(config, argname='print_json',
                              logstring='Parameter --print-json detected ...')
 
-        self._args_to_config(config, argname='print_table',
-                             logstring='Parameter --print-table detected: {}')
-
         self._args_to_config(config, argname='hyperopt_jobs',
                              logstring='Parameter -j/--job-workers detected: {}')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index ceae6f372..995b504c5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -907,22 +907,6 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
                          " 9/12", " 10/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--print-table",
-        "--min-trades", "100",
-        "--print-json"
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 3/12", " 7/12", " 9/12", " 11/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 6/12", " 8/12", " 10/12"
-                         " 12/12"])
 
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):

From 353f722dc54dcd6eab646a844596383eccc5d326 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 24 Feb 2020 08:04:07 +0000
Subject: [PATCH 1299/1495] Bump requests from 2.22.0 to 2.23.0

Bumps [requests](https://github.com/psf/requests) from 2.22.0 to 2.23.0.
- [Release notes](https://github.com/psf/requests/releases)
- [Changelog](https://github.com/psf/requests/blob/master/HISTORY.md)
- [Commits](https://github.com/psf/requests/compare/v2.22.0...v2.23.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 2be51ba73..61809c698 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -5,7 +5,7 @@ SQLAlchemy==1.3.13
 python-telegram-bot==12.4.2
 arrow==0.15.5
 cachetools==4.0.0
-requests==2.22.0
+requests==2.23.0
 urllib3==1.25.8
 wrapt==1.12.0
 jsonschema==3.2.0

From 4054dec7a029594503222de5af6677669956d1cd Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 24 Feb 2020 08:04:32 +0000
Subject: [PATCH 1300/1495] Bump plotly from 4.5.0 to 4.5.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.0 to 4.5.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.5.0...v4.5.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 26467d90b..5e62a5e95 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.5.0
+plotly==4.5.1
 

From ff69b511e311bb73d36d0d2661f7e4100a46d283 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 24 Feb 2020 08:04:44 +0000
Subject: [PATCH 1301/1495] Bump scikit-optimize from 0.7.2 to 0.7.4

Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.7.2 to 0.7.4.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.7.2...v0.7.4)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index e97e7f6be..2984229c1 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.4.1
 scikit-learn==0.22.1
-scikit-optimize==0.7.2
+scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.14.1

From d63aaf3bfd7eb511387625b76435ea873e51e444 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 24 Feb 2020 08:05:15 +0000
Subject: [PATCH 1302/1495] Bump ccxt from 1.22.61 to 1.22.95

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.22.61 to 1.22.95.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.22.61...1.22.95)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 2be51ba73..f792f5348 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.22.61
+ccxt==1.22.95
 SQLAlchemy==1.3.13
 python-telegram-bot==12.4.2
 arrow==0.15.5

From 23bf135b8aeb704c64e775dba8a12b166a692a41 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 24 Feb 2020 11:01:14 +0100
Subject: [PATCH 1303/1495] Alignment of table content, changed coloring,
 changed 'Best' column to show if it's initial_point or best

---
 freqtrade/optimize/hyperopt.py | 26 +++++++++++++++-----------
 1 file changed, 15 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 72b3516c7..7ff5c3500 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -306,15 +306,18 @@ class Hyperopt:
             return
 
         trials = json_normalize(results, max_level=1)
-        trials = trials[['is_best', 'current_epoch',
-                         'results_metrics.trade_count', 'results_metrics.avg_profit',
-                         'results_metrics.total_profit', 'results_metrics.profit',
-                         'results_metrics.duration', 'loss']]
+        trials['Best'] = ''
+        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                         'results_metrics.avg_profit', 'results_metrics.total_profit',
+                         'results_metrics.profit', 'results_metrics.duration',
+                         'loss', 'is_initial_point', 'is_best']]
         trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
-                          'Profit', 'Avg duration', 'Objective']
+                          'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
 
-        trials['Best'] = trials['Best'].apply(lambda x: '*' if x else '')
+        trials.loc[trials['is_initial_point'], 'Best'] = '*'
+        trials.loc[trials['is_best'], 'Best'] = 'Best'
         trials['Objective'] = trials['Objective'].astype(str)
+        trials = trials.drop(columns=['is_initial_point', 'is_best'])
 
         if print_colorized:
             for i in range(len(trials)):
@@ -322,10 +325,10 @@ class Hyperopt:
                     trials.at[i, 'Best'] = Fore.GREEN + trials.loc[i]['Best']
                     trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
                                                               Fore.RESET)
-                    if '*' in trials.loc[i]['Best'] and highlight_best:
-                        trials.at[i, 'Best'] = Style.BRIGHT + trials.loc[i]['Best']
-                        trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
-                                                                  Style.RESET_ALL)
+                if 'Best' in trials.loc[i]['Best'] and highlight_best:
+                    trials.at[i, 'Best'] = Style.BRIGHT + trials.loc[i]['Best']
+                    trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
+                                                              Style.RESET_ALL)
 
         trials['Epoch'] = trials['Epoch'].apply(
             lambda x: "{}/{}".format(x, total_epochs))
@@ -338,7 +341,8 @@ class Hyperopt:
         trials['Avg duration'] = trials['Avg duration'].apply(
             lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
 
-        print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql'))
+        print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql',
+              stralign="right"))
 
     def has_space(self, space: str) -> bool:
         """

From 23b47b66eccb408d56ba0abd6e6e5ab71b8ae3f5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 24 Feb 2020 20:11:25 +0100
Subject: [PATCH 1304/1495] Update install-script documentation and reorder
 installation steps

---
 docs/installation.md | 8 ++++----
 mkdocs.yml           | 4 ++--
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/docs/installation.md b/docs/installation.md
index 054cafe9b..0feaf509d 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -65,11 +65,11 @@ usage:
 
 ** --install **
 
-With this option, the script will install everything you need to run the bot:
+With this option, the script will install the bot and most dependencies:
+You will need to have git and python3.6+ installed beforehand for this to work.
 
 * Mandatory software as: `ta-lib`
-* Setup your virtualenv
-* Configure your `config.json` file
+* Setup your virtualenv under `.env/`
 
 This option is a combination of installation tasks, `--reset` and `--config`.
 
@@ -83,7 +83,7 @@ This option will hard reset your branch (only if you are on either `master` or `
 
 ** --config **
 
-Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`.
+DEPRECATED - use `freqtrade new-config -c config.json` instead.
 
 ------
 
diff --git a/mkdocs.yml b/mkdocs.yml
index d53687c64..4e7e6ff75 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -1,8 +1,8 @@
 site_name: Freqtrade
 nav:
-    - About: index.md
-    - Installation: installation.md
+    - Home: index.md
     - Installation Docker: docker.md
+    - Installation: installation.md
     - Configuration: configuration.md
     - Strategy Customization: strategy-customization.md
     - Stoploss: stoploss.md

From 2f349e0504d014e01f428e8fc0b6e8f8a619aeef Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 24 Feb 2020 20:21:25 +0100
Subject: [PATCH 1305/1495] Improve install documentation by streamlining the
 process

---
 docs/configuration.md | 14 +++++++++++---
 docs/installation.md  | 12 +++---------
 2 files changed, 14 insertions(+), 12 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 0b9519688..234ff49ba 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -626,6 +626,11 @@ In production mode, the bot will engage your money. Be careful, since a wrong
 strategy can lose all your money. Be aware of what you are doing when
 you run it in production mode.
 
+### Setup your exchange account
+
+You will need to create API Keys (usually you get `key` and `secret`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
+API Keys are usually only required for real / production trading, but are not required for paper-trading / dry-run.
+
 ### To switch your bot in production mode
 
 **Edit your `config.json`  file.**
@@ -647,11 +652,14 @@ you run it in production mode.
 }
 ```
 
-!!! Note
-    If you have an exchange API key yet, [see our tutorial](installation.md#setup-your-exchange-account).
-
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
+### Setup your exchange account
+
+You will need to create API Keys (usually you get `key` and `secret`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
+API Keys are usually only required for real / production trading, but are not required for paper-trading / dry-run.
+
+
 ### Using proxy with Freqtrade
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
diff --git a/docs/installation.md b/docs/installation.md
index 0feaf509d..5a15be234 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -2,6 +2,8 @@
 
 This page explains how to prepare your environment for running the bot.
 
+Please consider using the prebuilt [docker images](docker.md) to get started quickly while trying out freqtrade.
+
 ## Prerequisite
 
 ### Requirements
@@ -14,15 +16,7 @@ Click each one for install guide:
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
 * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
 
-### API keys
-
-Before running your bot in production you will need to setup few
-external API. In production mode, the bot will require valid Exchange API
-credentials. We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended).
-
-### Setup your exchange account
-
-You will need to create API Keys (Usually you get `key` and `secret`) from the Exchange website and insert this into the appropriate fields in the configuration or when asked by the installation script.
+ We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended.
 
 ## Quick start
 

From 6581ba56cab28f025c7444bd57e2e09beefb7ded Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 24 Feb 2020 20:41:45 +0100
Subject: [PATCH 1306/1495] Use markets.quote to validate

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

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index 1ad4da523..7d489ece7 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -99,7 +99,8 @@ class IPairList(ABC):
                 logger.warning(f"Pair {pair} is not compatible with exchange "
                                f"{self._exchange.name}. Removing it from whitelist..")
                 continue
-            if not pair.endswith(self._config['stake_currency']):
+
+            if markets[pair]['quote'] != self._config['stake_currency']:
                 logger.warning(f"Pair {pair} is not compatible with your stake currency "
                                f"{self._config['stake_currency']}. Removing it from whitelist..")
                 continue

From 3e4f663418236f84123eeb186fa0f642f84de89e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 24 Feb 2020 21:22:58 +0100
Subject: [PATCH 1307/1495] Move pairlist validation to exchange (we need to
 use .quote) from markets

---
 freqtrade/configuration/config_validation.py | 12 ------
 freqtrade/exchange/exchange.py               |  8 +++-
 tests/exchange/test_exchange.py              | 42 ++++++++++++++++++--
 tests/test_configuration.py                  |  7 ----
 4 files changed, 45 insertions(+), 24 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 5183ad0b4..5ba7ff294 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -150,15 +150,3 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
         if (pl.get('method') == 'StaticPairList'
                 and not conf.get('exchange', {}).get('pair_whitelist')):
             raise OperationalException("StaticPairList requires pair_whitelist to be set.")
-
-        if pl.get('method') == 'StaticPairList':
-            stake = conf['stake_currency']
-            invalid_pairs = []
-            for pair in conf['exchange'].get('pair_whitelist'):
-                if not pair.endswith(f'/{stake}'):
-                    invalid_pairs.append(pair)
-
-            if invalid_pairs:
-                raise OperationalException(
-                    f"Stake-currency '{stake}' not compatible with pair-whitelist. "
-                    f"Please remove the following pairs: {invalid_pairs}")
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b3b347016..8023417a3 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -300,7 +300,7 @@ class Exchange:
         if not self.markets:
             logger.warning('Unable to validate pairs (assuming they are correct).')
             return
-
+        invalid_pairs = []
         for pair in pairs:
             # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
             # TODO: add a support for having coins in BTC/USDT format
@@ -322,6 +322,12 @@ class Exchange:
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
                                f"Please check if you are impacted by this restriction "
                                f"on the exchange and eventually remove {pair} from your whitelist.")
+            if not self.markets[pair].get('quote') == self._config['stake_currency']:
+                invalid_pairs.append(pair)
+        if invalid_pairs:
+            raise OperationalException(
+                f"Stake-currency '{self._config['stake_currency']}' not compatible with "
+                f"pair-whitelist. Please remove the following pairs: {invalid_pairs}")
 
     def get_valid_pair_combination(self, curr_1: str, curr_2: str) -> str:
         """
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8b2e439c3..d1c105591 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -406,7 +406,10 @@ def test_get_quote_currencies(default_conf, mocker):
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
-        'ETH/BTC': {}, 'LTC/BTC': {}, 'XRP/BTC': {}, 'NEO/BTC': {}
+        'ETH/BTC': {'quote': 'BTC'},
+        'LTC/BTC': {'quote': 'BTC'},
+        'XRP/BTC': {'quote': 'BTC'},
+        'NEO/BTC': {'quote': 'BTC'},
     })
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -454,9 +457,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
-        'ETH/BTC': {}, 'LTC/BTC': {},
-        'XRP/BTC': {'info': {'IsRestricted': True}},
-        'NEO/BTC': {'info': 'TestString'},  # info can also be a string ...
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
+        'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'},  # info can also be a string ...
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
@@ -469,6 +472,37 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
                    f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
+def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
+    api_mock = MagicMock()
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
+        'HELLO-WORLD': {'quote': 'BTC'},
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+
+    Exchange(default_conf)
+
+
+def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
+    api_mock = MagicMock()
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
+        'HELLO-WORLD': {'quote': 'USDT'},
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+
+    with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
+        Exchange(default_conf)
+
 @pytest.mark.parametrize("timeframe", [
     ('5m'), ("1m"), ("15m"), ("1h")
 ])
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index d810305db..828db4d83 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -810,13 +810,6 @@ def test_validate_whitelist(default_conf):
 
     validate_config_consistency(conf)
 
-    conf = deepcopy(default_conf)
-    conf['stake_currency'] = 'USDT'
-    with pytest.raises(OperationalException,
-                       match=r"Stake-currency 'USDT' not compatible with pair-whitelist.*"):
-        validate_config_consistency(conf)
-
-
 def test_load_config_test_comments() -> None:
     """
     Load config with comments

From 61037ab7b8f3f2467555c1a2a767580ea25f43a6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 24 Feb 2020 21:50:27 +0100
Subject: [PATCH 1308/1495] Implement get_pair_base_curr and
 get_pair_quote_curr

---
 freqtrade/exchange/exchange.py  | 12 ++++++++++++
 freqtrade/freqtradebot.py       |  6 ++++--
 tests/commands/test_commands.py | 31 ++++++++++++++++---------------
 tests/conftest.py               | 29 ++++++++++++++++++++++++++++-
 tests/exchange/test_exchange.py | 15 ++++++++-------
 tests/test_freqtradebot.py      |  2 ++
 6 files changed, 70 insertions(+), 25 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 8023417a3..0e0d2dabe 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -228,6 +228,18 @@ class Exchange:
         markets = self.markets
         return sorted(set([x['quote'] for _, x in markets.items()]))
 
+    def get_pair_quote_currency(self, pair: str) -> str:
+        """
+        Return a pair's quote currency
+        """
+        return self.markets[pair].get('quote')
+
+    def get_pair_base_currency(self, pair: str) -> str:
+        """
+        Return a pair's quote currency
+        """
+        return self.markets[pair].get('base')
+
     def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
             return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 00d5c369a..38583b5ad 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1125,12 +1125,13 @@ class FreqtradeBot:
         if trade.fee_open == 0 or order['status'] == 'open':
             return order_amount
 
+        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         # use fee from order-dict if possible
         if ('fee' in order and order['fee'] is not None and
                 (order['fee'].keys() >= {'currency', 'cost'})):
             if (order['fee']['currency'] is not None and
                     order['fee']['cost'] is not None and
-                    trade.pair.startswith(order['fee']['currency'])):
+                    trade_base_currency == order['fee']['currency']):
                 new_amount = order_amount - order['fee']['cost']
                 logger.info("Applying fee on amount for %s (from %s to %s) from Order",
                             trade, order['amount'], new_amount)
@@ -1145,6 +1146,7 @@ class FreqtradeBot:
             return order_amount
         amount = 0
         fee_abs = 0
+        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         for exectrade in trades:
             amount += exectrade['amount']
             if ("fee" in exectrade and exectrade['fee'] is not None and
@@ -1152,7 +1154,7 @@ class FreqtradeBot:
                 # only applies if fee is in quote currency!
                 if (exectrade['fee']['currency'] is not None and
                         exectrade['fee']['cost'] is not None and
-                        trade.pair.startswith(exectrade['fee']['currency'])):
+                        trade_base_currency == exectrade['fee']['currency']):
                     fee_abs += exectrade['fee']['cost']
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index a9fe0f637..fd8df4b56 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -217,8 +217,9 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 9 active markets: "
-            "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
+    assert ("Exchange Bittrex has 10 active markets: "
+            "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, "
+            "TKN/BTC, XLTCUSDT, XRP/BTC.\n"
             in captured.out)
 
     patch_exchange(mocker, api_mock=api_mock, id="binance")
@@ -231,7 +232,7 @@ def test_list_markets(mocker, markets, capsys):
     pargs['config'] = None
     start_list_markets(pargs, False)
     captured = capsys.readouterr()
-    assert re.match("\nExchange Binance has 9 active markets:\n",
+    assert re.match("\nExchange Binance has 10 active markets:\n",
                     captured.out)
 
     patch_exchange(mocker, api_mock=api_mock, id="bittrex")
@@ -243,8 +244,8 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 11 markets: "
-            "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, "
+    assert ("Exchange Bittrex has 12 markets: "
+            "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
             "TKN/BTC, XLTCUSDT, XRP/BTC.\n"
             in captured.out)
 
@@ -256,8 +257,8 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), True)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 8 active pairs: "
-            "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
+    assert ("Exchange Bittrex has 9 active pairs: "
+            "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
             in captured.out)
 
     # Test list-pairs subcommand with --all: all pairs
@@ -268,8 +269,8 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), True)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 10 pairs: "
-            "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, "
+    assert ("Exchange Bittrex has 11 pairs: "
+            "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
             "TKN/BTC, XRP/BTC.\n"
             in captured.out)
 
@@ -282,8 +283,8 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: "
-            "ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, XLTCUSDT.\n"
+    assert ("Exchange Bittrex has 6 active markets with ETH, LTC as base currencies: "
+            "ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
             in captured.out)
 
     # active markets, base=LTC
@@ -295,8 +296,8 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 3 active markets with LTC as base currency: "
-            "LTC/BTC, LTC/USD, XLTCUSDT.\n"
+    assert ("Exchange Bittrex has 4 active markets with LTC as base currency: "
+            "LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
             in captured.out)
 
     # active markets, quote=USDT, USD
@@ -384,7 +385,7 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 9 active markets:\n"
+    assert ("Exchange Bittrex has 10 active markets:\n"
             in captured.out)
 
     # Test tabular output, no markets found
@@ -407,7 +408,7 @@ def test_list_markets(mocker, markets, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC",'
+    assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/ETH","LTC/USD","NEO/BTC",'
             '"TKN/BTC","XLTCUSDT","XRP/BTC"]'
             in captured.out)
 
diff --git a/tests/conftest.py b/tests/conftest.py
index acb730330..000f62868 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -575,7 +575,34 @@ def get_markets():
                 }
             },
             'info': {},
-        }
+        },
+        'LTC/ETH': {
+            'id': 'LTCETH',
+            'symbol': 'LTC/ETH',
+            'base': 'LTC',
+            'quote': 'ETH',
+            'active': True,
+            'precision': {
+                'base': 8,
+                'quote': 8,
+                'amount': 3,
+                'price': 5
+            },
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000000.0
+                },
+                'price': {
+                    'min': 1e-05,
+                    'max': 1000.0
+                },
+                'cost': {
+                    'min': 0.01,
+                    'max': None
+                }
+            },
+        },
     }
 
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index d1c105591..98edd0dbb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -400,7 +400,7 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
 def test_get_quote_currencies(default_conf, mocker):
     ex = get_patched_exchange(mocker, default_conf)
 
-    assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT'])
+    assert set(ex.get_quote_currencies()) == set(['USD', 'ETH', 'BTC', 'USDT'])
 
 
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
@@ -1862,6 +1862,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
         # 'ETH/BTC':  'active': True
         # 'ETH/USDT': 'active': True
         # 'LTC/BTC':  'active': False
+        # 'LTC/ETH':  'active': True
         # 'LTC/USD':  'active': True
         # 'LTC/USDT': 'active': True
         # 'NEO/BTC':  'active': False
@@ -1870,26 +1871,26 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
         # 'XRP/BTC':  'active': False
         # all markets
         ([], [], False, False,
-         ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
+         ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
           'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
         # active markets
         ([], [], False, True,
-         ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
+         ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
           'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
         # all pairs
         ([], [], True, False,
-         ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
+         ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
           'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
         # active pairs
         ([], [], True, True,
-         ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
+         ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
           'TKN/BTC', 'XRP/BTC']),
         # all markets, base=ETH, LTC
         (['ETH', 'LTC'], [], False, False,
-         ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
+         ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
         # all markets, base=LTC
         (['LTC'], [], False, False,
-         ['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
+         ['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
         # all markets, quote=USDT
         ([], ['USDT'], False, False,
          ['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 20db46fac..9a7816d35 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2192,6 +2192,7 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
 
     Trade.session = MagicMock()
     trade = MagicMock()
+    trade.pair = 'LTC/ETH'
     limit_buy_order['remaining'] = limit_buy_order['amount']
     assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
     assert cancel_order_mock.call_count == 1
@@ -2215,6 +2216,7 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_
 
     Trade.session = MagicMock()
     trade = MagicMock()
+    trade.pair = 'LTC/ETH'
     limit_buy_order['remaining'] = limit_buy_order['amount']
     assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
     assert cancel_order_mock.call_count == 1

From cd7efde6c0618c3a40d44432dece4592510e5c87 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 24 Feb 2020 22:06:21 +0100
Subject: [PATCH 1309/1495] Fixed coloring so it's only targeting the values
 not the table borders

---
 freqtrade/optimize/hyperopt.py | 30 ++++++++++++++++--------------
 1 file changed, 16 insertions(+), 14 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 7ff5c3500..9c18d6803 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -313,22 +313,12 @@ class Hyperopt:
                          'loss', 'is_initial_point', 'is_best']]
         trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
                           'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
-
+        trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*'
         trials.loc[trials['is_best'], 'Best'] = 'Best'
         trials['Objective'] = trials['Objective'].astype(str)
-        trials = trials.drop(columns=['is_initial_point', 'is_best'])
-
-        if print_colorized:
-            for i in range(len(trials)):
-                if trials.loc[i]['Total profit'] > 0:
-                    trials.at[i, 'Best'] = Fore.GREEN + trials.loc[i]['Best']
-                    trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
-                                                              Fore.RESET)
-                if 'Best' in trials.loc[i]['Best'] and highlight_best:
-                    trials.at[i, 'Best'] = Style.BRIGHT + trials.loc[i]['Best']
-                    trials.at[i, 'Objective'] = "{}{}".format(trials.loc[i]['Objective'],
-                                                              Style.RESET_ALL)
+        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
+        trials['Trades'] = trials['Trades'].astype(str)
 
         trials['Epoch'] = trials['Epoch'].apply(
             lambda x: "{}/{}".format(x, total_epochs))
@@ -340,9 +330,21 @@ class Hyperopt:
             lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
         trials['Avg duration'] = trials['Avg duration'].apply(
             lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
+        if print_colorized:
+            for i in range(len(trials)):
+                if trials.loc[i]['is_profit']:
+                    for z in range(len(trials.loc[i])-3):
+                        trials.iat[i, z] = "{}{}{}".format(Fore.GREEN,
+                                                           str(trials.loc[i][z]), Fore.RESET)
+                if trials.loc[i]['is_best'] and highlight_best:
+                    for z in range(len(trials.loc[i])-3):
+                        trials.iat[i, z] = "{}{}{}".format(Style.BRIGHT,
+                                                           str(trials.loc[i][z]), Style.RESET_ALL)
+
+        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
 
         print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql',
-              stralign="right"))
+                       stralign="right"))
 
     def has_space(self, space: str) -> bool:
         """

From e9448dc5e248f702b80ddd9be62faefd6e1526d1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 25 Feb 2020 07:01:23 +0100
Subject: [PATCH 1310/1495] Add tsts for quote and base currency

---
 tests/exchange/test_exchange.py | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 98edd0dbb..def4e6ab6 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -403,6 +403,28 @@ def test_get_quote_currencies(default_conf, mocker):
     assert set(ex.get_quote_currencies()) == set(['USD', 'ETH', 'BTC', 'USDT'])
 
 
+@pytest.mark.parametrize('pair,expected', [
+    ('XRP/BTC', 'BTC'),
+    ('LTC/USD', 'USD'),
+    ('ETH/USDT', 'USDT'),
+    ('XLTCUSDT', 'USDT'),
+])
+def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.get_pair_quote_currency(pair) == expected
+
+
+@pytest.mark.parametrize('pair,expected', [
+    ('XRP/BTC', 'XRP'),
+    ('LTC/USD', 'LTC'),
+    ('ETH/USDT', 'ETH'),
+    ('XLTCUSDT', 'LTC'),
+])
+def test_get_pair_base_currency(default_conf, mocker, pair, expected):
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.get_pair_base_currency(pair) == expected
+
+
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={

From e8eaa8920ea397a9403ece95d27c3a647ed428d8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 25 Feb 2020 07:01:31 +0100
Subject: [PATCH 1311/1495] Use get_base_currency instead of splitting by /

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 38583b5ad..424a6a220 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -938,8 +938,7 @@ class FreqtradeBot:
         """
         # Update wallets to ensure amounts tied up in a stoploss is now free!
         self.wallets.update()
-
-        wallet_amount = self.wallets.get_free(pair.split('/')[0])
+        wallet_amount = self.wallets.get_free(self.exchange.get_pair_base_currency(pair))
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount >= amount:
             return amount
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index dd5e34fe6..b913155bc 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -74,7 +74,7 @@ class Wallets:
         )
 
         for trade in open_trades:
-            curr = trade.pair.split('/')[0]
+            curr = self._exchange.get_pair_base_currency(trade.pair)
             _wallets[curr] = Wallet(
                 curr,
                 trade.amount,

From d34515a5de5b08e21cfc2e6854d4037758fc1f11 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 25 Feb 2020 07:03:11 +0100
Subject: [PATCH 1312/1495] Remove constraint to have pairs in base/quote
 format

---
 freqtrade/constants.py          | 2 --
 tests/exchange/test_exchange.py | 1 +
 tests/test_configuration.py     | 8 +-------
 3 files changed, 2 insertions(+), 9 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 105cd6b53..1504d1f1c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -251,7 +251,6 @@ CONF_SCHEMA = {
                     'type': 'array',
                     'items': {
                         'type': 'string',
-                        'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
                     },
                     'uniqueItems': True
                 },
@@ -259,7 +258,6 @@ CONF_SCHEMA = {
                     'type': 'array',
                     'items': {
                         'type': 'string',
-                        'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
                     },
                     'uniqueItems': True
                 },
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index def4e6ab6..ca2bedb01 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -525,6 +525,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
         Exchange(default_conf)
 
+
 @pytest.mark.parametrize("timeframe", [
     ('5m'), ("1m"), ("15m"), ("1h")
 ])
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 828db4d83..a58e88ea0 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -34,13 +34,6 @@ def all_conf():
     return conf
 
 
-def test_load_config_invalid_pair(default_conf) -> None:
-    default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
-
-    with pytest.raises(ValidationError, match=r'.*does not match.*'):
-        validate_config_schema(default_conf)
-
-
 def test_load_config_missing_attributes(default_conf) -> None:
     conf = deepcopy(default_conf)
     conf.pop('exchange')
@@ -810,6 +803,7 @@ def test_validate_whitelist(default_conf):
 
     validate_config_consistency(conf)
 
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments

From 31ac4598ba966b60be897ef22884442fa63eeb6f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 25 Feb 2020 07:16:37 +0100
Subject: [PATCH 1313/1495] Fix last occurances of pair splitting

---
 freqtrade/exchange/exchange.py       | 4 ++--
 freqtrade/pairlist/VolumePairList.py | 4 ++--
 freqtrade/rpc/rpc.py                 | 4 ++--
 tests/rpc/test_rpc.py                | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 0e0d2dabe..6964986b0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -232,13 +232,13 @@ class Exchange:
         """
         Return a pair's quote currency
         """
-        return self.markets[pair].get('quote')
+        return self.markets.get(pair, {}).get('quote')
 
     def get_pair_base_currency(self, pair: str) -> str:
         """
         Return a pair's quote currency
         """
-        return self.markets[pair].get('base')
+        return self.markets.get(pair, {}).get('base')
 
     def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index e50dafb63..e1cdb4a43 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -91,9 +91,9 @@ class VolumePairList(IPairList):
 
         if self._pairlist_pos == 0:
             # If VolumePairList is the first in the list, use fresh pairlist
-            # check length so that we make sure that '/' is actually in the string
+            # check base currency equals to stake currency.
             filtered_tickers = [v for k, v in tickers.items()
-                                if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
+                                if (self._exchange.get_pair_quote_currency(k) == base_currency
                                     and v[key] is not None)]
         else:
             # If other pairlist is in front, use the incomming pairlist.
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3411318bb..d680d36b1 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -462,7 +462,7 @@ class RPC:
 
         # Check pair is in stake currency
         stake_currency = self._freqtrade.config.get('stake_currency')
-        if not pair.endswith(stake_currency):
+        if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
             raise RPCException(
                 f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only')
         # check if valid pair
@@ -517,7 +517,7 @@ class RPC:
         if add:
             stake_currency = self._freqtrade.config.get('stake_currency')
             for pair in add:
-                if (pair.endswith(stake_currency)
+                if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency
                         and pair not in self._freqtrade.pairlists.blacklist):
                     self._freqtrade.pairlists.blacklist.append(pair)
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a35bfa0d6..3c99e6b92 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -687,7 +687,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
 
     # Test buy pair not with stakes
     with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'):
-        rpc._rpc_forcebuy('XRP/ETH', 0.0001)
+        rpc._rpc_forcebuy('LTC/ETH', 0.0001)
     pair = 'XRP/BTC'
 
     # Test not buying

From cfc22577bed042947d40cfa15676c1456aa6f7d4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 25 Feb 2020 16:52:01 +0100
Subject: [PATCH 1314/1495] Add timeframe_to_minutes to ROI documentation

---
 docs/strategy-customization.md | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 07833da34..0dfeb3978 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -249,6 +249,22 @@ minimal_roi = {
 
 While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
 
+To use times based on candles, the following snippet can be handy.
+This will allow you to change the ticket_interval, and ROI will be set as candles (e.g. after 3 candles ...)
+
+``` python
+from freqtrade.exchange import timeframe_to_minutes
+
+class AwesomeStrategy(IStrategy):
+
+    ticker_interval = '1d'
+    ticker_interval_mins = timeframe_to_minutes(ticker_interval)
+    minimal_roi = {
+        (ticker_interval_mins * 3): 0.02,  # After 3 candles
+        (ticker_interval_mins * 6): 0.01,  # After 6 candles
+    }
+```
+
 ### Stoploss
 
 Setting a stoploss is highly recommended to protect your capital from strong moves against you.

From 7d7318a3ea5af47dada77e6595142e8c4bba8237 Mon Sep 17 00:00:00 2001
From: gaugau3000 
Date: Tue, 25 Feb 2020 19:41:20 +0000
Subject: [PATCH 1315/1495] fix_wrong_order_type

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 0b9519688..6f139bebe 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -340,7 +340,7 @@ This is most of the time the default time in force. It means the order will rema
 on exchange till it is canceled by user. It can be fully or partially fulfilled.
 If partially fulfilled, the remaining will stay on the exchange till cancelled.
 
-**FOK (Full Or Kill):**
+**FOK (Fill Or Kill):**
 
 It means if the order is not executed immediately AND fully then it is canceled by the exchange.
 

From 76c449c0c232032d128a854764356cebfe504fcb Mon Sep 17 00:00:00 2001
From: gaugau3000 
Date: Tue, 25 Feb 2020 19:45:23 +0000
Subject: [PATCH 1316/1495] volume_pair_list_extra_doc_infos

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 6f139bebe..6e8813211 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -532,6 +532,8 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 `refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 
+`VolumePairList` is based on the volume of the last 24 hours.
+
 ```json
 "pairlists": [{
         "method": "VolumePairList",

From ce2e039e5fb9eba15864a1a3df45be17120127d7 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 26 Feb 2020 01:58:32 +0300
Subject: [PATCH 1317/1495] Update docs/configuration.md

---
 docs/configuration.md | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 6e8813211..5d1820bdb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -532,7 +532,11 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 `refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 
-`VolumePairList` is based on the volume of the last 24 hours.
+`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+
+* The `bidVolume` is the volume (amount) of current best bid in the orderbook.
+* The `askVolume` is the volume (amount) of current best ask in the orderbook.
+* The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
 "pairlists": [{

From df49b98c2578a9d45c0a052f643d00e6fbba2bdd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 06:40:13 +0100
Subject: [PATCH 1318/1495] Implement wording-changes

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/strategy-customization.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 0dfeb3978..acd985287 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -249,8 +249,8 @@ minimal_roi = {
 
 While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
 
-To use times based on candles, the following snippet can be handy.
-This will allow you to change the ticket_interval, and ROI will be set as candles (e.g. after 3 candles ...)
+To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy.
+This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
 
 ``` python
 from freqtrade.exchange import timeframe_to_minutes

From af4469f073501150c4aaa520fcd614ea18177fad Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 06:43:15 +0100
Subject: [PATCH 1319/1495] Convert to str to avoid errors

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

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index acd985287..fd40a971e 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -260,8 +260,8 @@ class AwesomeStrategy(IStrategy):
     ticker_interval = '1d'
     ticker_interval_mins = timeframe_to_minutes(ticker_interval)
     minimal_roi = {
-        (ticker_interval_mins * 3): 0.02,  # After 3 candles
-        (ticker_interval_mins * 6): 0.01,  # After 6 candles
+        str(ticker_interval_mins * 3)): 0.02,  # After 3 candles
+        str(ticker_interval_mins * 6)): 0.01,  # After 6 candles
     }
 ```
 

From 1e869b86f279f71c42d7f2bb6a34a2eb4ed60b47 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 06:54:04 +0100
Subject: [PATCH 1320/1495] Update checkout aciton to v2

https://github.com/actions/checkout/issues/23 suggests that it's fixed in v2.
---
 .github/workflows/ci.yml | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index cc8906af5..dc3d324a1 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -23,7 +23,7 @@ jobs:
         python-version: [3.7, 3.8]
 
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1
@@ -118,7 +118,7 @@ jobs:
         python-version: [3.7]
 
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1
@@ -175,7 +175,7 @@ jobs:
   docs_check:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Documentation syntax
       run: |
@@ -195,7 +195,7 @@ jobs:
     runs-on: ubuntu-18.04
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1

From 1021ffa1c3051d17482a00e79eef5a2b211cd103 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 07:00:08 +0100
Subject: [PATCH 1321/1495] Apply suggestions from code review

Add suggested changes to comments

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 freqtrade/pairlist/VolumePairList.py | 2 +-
 freqtrade/rpc/rpc.py                 | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index e1cdb4a43..d067d5e8a 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -91,7 +91,7 @@ class VolumePairList(IPairList):
 
         if self._pairlist_pos == 0:
             # If VolumePairList is the first in the list, use fresh pairlist
-            # check base currency equals to stake currency.
+            # Check if pair quote currency equals to the stake currency.
             filtered_tickers = [v for k, v in tickers.items()
                                 if (self._exchange.get_pair_quote_currency(k) == base_currency
                                     and v[key] is not None)]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d680d36b1..1e4eaa3e0 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -460,7 +460,7 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        # Check pair is in stake currency
+        # Check if pair quote currency equals to the stake currency.
         stake_currency = self._freqtrade.config.get('stake_currency')
         if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
             raise RPCException(

From 4e218be51db55e16bccc5513be244b98467ccb9f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 07:08:09 +0100
Subject: [PATCH 1322/1495] Don't use markets[pair]['quote']

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6964986b0..cc0ecc6cd 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -334,7 +334,7 @@ class Exchange:
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
                                f"Please check if you are impacted by this restriction "
                                f"on the exchange and eventually remove {pair} from your whitelist.")
-            if not self.markets[pair].get('quote') == self._config['stake_currency']:
+            if not self.get_pair_quote_currency(pair) == self._config['stake_currency']:
                 invalid_pairs.append(pair)
         if invalid_pairs:
             raise OperationalException(
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 424a6a220..c3b642095 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -938,7 +938,8 @@ class FreqtradeBot:
         """
         # Update wallets to ensure amounts tied up in a stoploss is now free!
         self.wallets.update()
-        wallet_amount = self.wallets.get_free(self.exchange.get_pair_base_currency(pair))
+        trade_base_currency = self.exchange.get_pair_base_currency(pair)
+        wallet_amount = self.wallets.get_free(trade_base_currency)
         logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
         if wallet_amount >= amount:
             return amount
@@ -1145,7 +1146,6 @@ class FreqtradeBot:
             return order_amount
         amount = 0
         fee_abs = 0
-        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         for exectrade in trades:
             amount += exectrade['amount']
             if ("fee" in exectrade and exectrade['fee'] is not None and
diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index 7d489ece7..d45a329dd 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -100,7 +100,7 @@ class IPairList(ABC):
                                f"{self._exchange.name}. Removing it from whitelist..")
                 continue
 
-            if markets[pair]['quote'] != self._config['stake_currency']:
+            if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
                 logger.warning(f"Pair {pair} is not compatible with your stake currency "
                                f"{self._config['stake_currency']}. Removing it from whitelist..")
                 continue

From f38accb77b05accfbf328e62c5b417ed7613d527 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 07:09:54 +0100
Subject: [PATCH 1323/1495] Return empty string if no quote / base currency can
 be found

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cc0ecc6cd..21627679f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -232,13 +232,13 @@ class Exchange:
         """
         Return a pair's quote currency
         """
-        return self.markets.get(pair, {}).get('quote')
+        return self.markets.get(pair, {}).get('quote', '')
 
     def get_pair_base_currency(self, pair: str) -> str:
         """
         Return a pair's quote currency
         """
-        return self.markets.get(pair, {}).get('base')
+        return self.markets.get(pair, {}).get('base', '')
 
     def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index ca2bedb01..3a653edb6 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -408,6 +408,7 @@ def test_get_quote_currencies(default_conf, mocker):
     ('LTC/USD', 'USD'),
     ('ETH/USDT', 'USDT'),
     ('XLTCUSDT', 'USDT'),
+    ('XRP/NOCURRENCY', ''),
 ])
 def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
     ex = get_patched_exchange(mocker, default_conf)
@@ -419,6 +420,7 @@ def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
     ('LTC/USD', 'LTC'),
     ('ETH/USDT', 'ETH'),
     ('XLTCUSDT', 'LTC'),
+    ('XRP/NOCURRENCY', ''),
 ])
 def test_get_pair_base_currency(default_conf, mocker, pair, expected):
     ex = get_patched_exchange(mocker, default_conf)

From a29653b510722251debc426981e3afc1d9929a4d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 08:59:27 +0100
Subject: [PATCH 1324/1495] Wording changes to install docs

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 4 ++--
 docs/installation.md  | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 234ff49ba..3844f2812 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -656,8 +656,8 @@ You should also make sure to read the [Exchanges](exchanges.md) section of the d
 
 ### Setup your exchange account
 
-You will need to create API Keys (usually you get `key` and `secret`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
-API Keys are usually only required for real / production trading, but are not required for paper-trading / dry-run.
+You will need to create API Keys (usually you get `key` and `secret`, some exchanges supply it with `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
+API Keys are usually only required for live trade (trading for real money, bot running in the "production mode", executing real orders on the exchange) and are not required for the bot running in the dry-run (trade simulation) mode. When you setup the bot in the dry-run mode, you may fill these fields with empty values.
 
 
 ### Using proxy with Freqtrade
diff --git a/docs/installation.md b/docs/installation.md
index 5a15be234..88e2ef6eb 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -2,7 +2,7 @@
 
 This page explains how to prepare your environment for running the bot.
 
-Please consider using the prebuilt [docker images](docker.md) to get started quickly while trying out freqtrade.
+Please consider using the prebuilt [docker images](docker.md) to get started quickly while trying out freqtrade evaluating how it operates.
 
 ## Prerequisite
 

From 8ae0f99a960fa4e7bdb615fa19c29fac887cb9e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 09:05:48 +0100
Subject: [PATCH 1325/1495] Remove duplicate section

---
 docs/configuration.md | 10 ++--------
 1 file changed, 2 insertions(+), 8 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 3844f2812..e0dc43f5d 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -628,8 +628,8 @@ you run it in production mode.
 
 ### Setup your exchange account
 
-You will need to create API Keys (usually you get `key` and `secret`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
-API Keys are usually only required for real / production trading, but are not required for paper-trading / dry-run.
+You will need to create API Keys (usually you get `key` and `secret`, some exchanges require an additional `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the `freqtrade new-config` command.
+API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you setup the bot in dry-run mode, you may fill these fields with empty values.
 
 ### To switch your bot in production mode
 
@@ -654,12 +654,6 @@ API Keys are usually only required for real / production trading, but are not re
 
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
-### Setup your exchange account
-
-You will need to create API Keys (usually you get `key` and `secret`, some exchanges supply it with `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the installation script.
-API Keys are usually only required for live trade (trading for real money, bot running in the "production mode", executing real orders on the exchange) and are not required for the bot running in the dry-run (trade simulation) mode. When you setup the bot in the dry-run mode, you may fill these fields with empty values.
-
-
 ### Using proxy with Freqtrade
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.

From f91d7beaa16edea12c6837489ae2f6d55e376a87 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 13:51:16 +0100
Subject: [PATCH 1326/1495] Fix constants wrong parenteses

---
 freqtrade/constants.py | 19 ++++++++++---------
 1 file changed, 10 insertions(+), 9 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1504d1f1c..743070196 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -15,6 +15,7 @@ UNLIMITED_STAKE_AMOUNT = 'unlimited'
 DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
 REQUIRED_ORDERTIF = ['buy', 'sell']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
+ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
@@ -113,15 +114,15 @@ CONF_SCHEMA = {
                     'minimum': 0,
                     'maximum': 1,
                     'exclusiveMaximum': False,
-                    'use_order_book': {'type': 'boolean'},
-                    'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
-                    'check_depth_of_market': {
-                        'type': 'object',
-                        'properties': {
-                            'enabled': {'type': 'boolean'},
-                            'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
-                        }
-                    },
+                },
+                'use_order_book': {'type': 'boolean'},
+                'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
+                'check_depth_of_market': {
+                    'type': 'object',
+                    'properties': {
+                        'enabled': {'type': 'boolean'},
+                        'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
+                    }
                 },
             },
             'required': ['ask_last_balance']

From de48a697b0a5abdee5b012f2b5b919d0fe06cb9a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 14:06:42 +0100
Subject: [PATCH 1327/1495] Use price_side for get_sell_rate

---
 freqtrade/constants.py    | 3 +++
 freqtrade/freqtradebot.py | 4 ++--
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 743070196..ac1a8a6a9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -115,6 +115,7 @@ CONF_SCHEMA = {
                     'maximum': 1,
                     'exclusiveMaximum': False,
                 },
+                'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'bid'},
                 'use_order_book': {'type': 'boolean'},
                 'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
                 'check_depth_of_market': {
@@ -130,6 +131,7 @@ CONF_SCHEMA = {
         'ask_strategy': {
             'type': 'object',
             'properties': {
+                'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'ask'},
                 'use_order_book': {'type': 'boolean'},
                 'order_book_min': {'type': 'integer', 'minimum': 1},
                 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
@@ -300,6 +302,7 @@ SCHEMA_TRADE_REQUIRED = [
     'last_stake_amount_min_ratio',
     'dry_run',
     'dry_run_wallet',
+    'ask_strategy',
     'bid_strategy',
     'unfilledtimeout',
     'stoploss',
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index dffec940c..5e8f1cc98 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -639,10 +639,10 @@ class FreqtradeBot:
             logger.debug('Using order book to get sell rate')
 
             order_book = self.exchange.get_order_book(pair, 1)
-            rate = order_book['bids'][0][0]
+            rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
 
         else:
-            rate = self.exchange.fetch_ticker(pair)['bid']
+            rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
         self._sell_rate_cache[pair] = rate
         return rate
 

From 5f712320380824f2140b82e5d6a328ff90f53beb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 14:08:16 +0100
Subject: [PATCH 1328/1495] Refactor get_buy_rate to use rate variable

---
 freqtrade/freqtradebot.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5e8f1cc98..aaa66fe81 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -242,11 +242,10 @@ class FreqtradeBot:
                 logger.info(f"Using cached buy rate for {pair}.")
                 return rate
 
-        config_bid_strategy = self.config.get('bid_strategy', {})
-        if 'use_order_book' in config_bid_strategy and\
-                config_bid_strategy.get('use_order_book', False):
+        bid_strategy = self.config.get('bid_strategy', {})
+        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
             logger.info('Getting price from order book')
-            order_book_top = config_bid_strategy.get('order_book_top', 1)
+            order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
@@ -256,11 +255,12 @@ class FreqtradeBot:
         else:
             logger.info('Using Last Ask / Last Price')
             ticker = self.exchange.fetch_ticker(pair)
-            if ticker['ask'] < ticker['last']:
-                ticker_rate = ticker['ask']
+            rate = ticker['ask']
+            if rate < ticker['last']:
+                ticker_rate = rate
             else:
                 balance = self.config['bid_strategy']['ask_last_balance']
-                ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+                ticker_rate = rate + balance * (ticker['last'] - rate)
             used_rate = ticker_rate
 
         self._buy_rate_cache[pair] = used_rate

From e4b29491888c05444ec47599238926597ecac83a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 14:13:43 +0100
Subject: [PATCH 1329/1495] Change buy_rate calculation to use price_side

---
 freqtrade/freqtradebot.py | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index aaa66fe81..2c9a960a4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -244,18 +244,20 @@ class FreqtradeBot:
 
         bid_strategy = self.config.get('bid_strategy', {})
         if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
-            logger.info('Getting price from order book')
+            logger.info(
+                f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
+                )
             order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
-            order_book_rate = order_book['bids'][order_book_top - 1][0]
-            logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
+            order_book_rate = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
+            logger.info(f'...top {order_book_top} order book buy rate {order_book_rate:.8f}')
             used_rate = order_book_rate
         else:
-            logger.info('Using Last Ask / Last Price')
+            logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.exchange.fetch_ticker(pair)
-            rate = ticker['ask']
+            rate = ticker[bid_strategy['price_side']]
             if rate < ticker['last']:
                 ticker_rate = rate
             else:

From e7b9891335ba13abdcf1445b7cc354db8a51792e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 14:27:03 +0100
Subject: [PATCH 1330/1495] Adapt rpc tests to corrected price side

---
 tests/rpc/test_rpc.py           | 24 +++++++++++-----------
 tests/rpc/test_rpc_apiserver.py |  8 ++++----
 tests/rpc/test_rpc_telegram.py  | 36 ++++++++++++++++-----------------
 3 files changed, 34 insertions(+), 34 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 93b6f6058..6319ab9e6 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -51,13 +51,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_date_hum': ANY,
         'close_date': None,
         'close_date_hum': None,
-        'open_rate': 1.099e-05,
+        'open_rate': 1.098e-05,
         'close_rate': None,
-        'current_rate': 1.098e-05,
-        'amount': 90.99181074,
+        'current_rate': 1.099e-05,
+        'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
-        'current_profit': -0.59,
+        'current_profit': -0.41,
         'stop_loss': 0.0,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
@@ -78,10 +78,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_date_hum': ANY,
         'close_date': None,
         'close_date_hum': None,
-        'open_rate': 1.099e-05,
+        'open_rate': 1.098e-05,
         'close_rate': None,
         'current_rate': ANY,
-        'amount': 90.99181074,
+        'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
         'current_profit': ANY,
@@ -121,7 +121,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
-    assert '-0.59%' == result[0][3]
+    assert '-0.41%' == result[0][3]
     # Test with fiatconvert
 
     rpc._fiat_converter = CryptoToFiatConverter()
@@ -130,7 +130,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
-    assert '-0.59% (-0.09)' == result[0][3]
+    assert '-0.41% (-0.06)' == result[0][3]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
@@ -245,9 +245,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
     assert prec_satoshi(stats['profit_closed_percent'], 6.2)
     assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
-    assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
-    assert prec_satoshi(stats['profit_all_percent'], 2.81)
-    assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
+    assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
+    assert prec_satoshi(stats['profit_all_percent'], 2.89)
+    assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
@@ -668,7 +668,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
     trade = rpc._rpc_forcebuy(pair, None)
     assert isinstance(trade, Trade)
     assert trade.pair == pair
-    assert trade.open_rate == ticker()['ask']
+    assert trade.open_rate == ticker()['bid']
 
     # Test buy duplicate
     with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 25c971bf7..e0abd886d 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -426,20 +426,20 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     assert len(rc.json) == 1
-    assert rc.json == [{'amount': 90.99181074,
+    assert rc.json == [{'amount': 91.07468124,
                         'base_currency': 'BTC',
                         'close_date': None,
                         'close_date_hum': None,
                         'close_profit': None,
                         'close_rate': None,
-                        'current_profit': -0.59,
-                        'current_rate': 1.098e-05,
+                        'current_profit': -0.41,
+                        'current_rate': 1.099e-05,
                         'initial_stop_loss': 0.0,
                         'initial_stop_loss_pct': None,
                         'open_date': ANY,
                         'open_date_hum': 'just now',
                         'open_order': '(limit buy rem=0.00000000)',
-                        'open_rate': 1.099e-05,
+                        'open_rate': 1.098e-05,
                         'pair': 'ETH/BTC',
                         'stake_amount': 0.001,
                         'stop_loss': 0.0,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a8b8e0c5a..fd3e4039a 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -720,13 +720,13 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'profit',
-        'limit': 1.172e-05,
-        'amount': 90.99181073703367,
+        'limit': 1.173e-05,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.172e-05,
-        'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.314e-05,
+        'profit_percent': 0.0629778,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -779,13 +779,13 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
-        'limit': 1.044e-05,
-        'amount': 90.99181073703367,
+        'limit': 1.043e-05,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.044e-05,
-        'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.043e-05,
+        'profit_amount': -5.497e-05,
+        'profit_percent': -0.05482878,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -827,13 +827,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
-        'limit': 1.098e-05,
-        'amount': 90.99181073703367,
+        'limit': 1.099e-05,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.098e-05,
-        'profit_amount': -5.91e-06,
-        'profit_percent': -0.00589291,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.099e-05,
+        'profit_amount': -4.09e-06,
+        'profit_percent': -0.00408133,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,

From e1cb6f4ae3cd1de66df0eb0eb8128b520e170d5c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 15:06:37 +0100
Subject: [PATCH 1331/1495] fix and improve tests in test_freqtradebot

---
 tests/test_freqtradebot.py | 125 ++++++++++++++++++++++---------------
 1 file changed, 74 insertions(+), 51 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 852b6b990..655fe4684 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -761,8 +761,8 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'bittrex'
-    assert trade.open_rate == 0.00001099
-    assert trade.amount == 90.99181073703367
+    assert trade.open_rate == 0.00001098
+    assert trade.amount == 91.07468123861567
 
     assert log_has(
         'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog
@@ -906,20 +906,28 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
 
 
-@pytest.mark.parametrize("ask,last,last_ab,expected", [
-    (20, 10, 0.0, 20),  # Full ask side
-    (20, 10, 1.0, 10),  # Full last side
-    (20, 10, 0.5, 15),  # Between ask and last
-    (20, 10, 0.7, 13),  # Between ask and last
-    (20, 10, 0.3, 17),  # Between ask and last
-    (5, 10, 1.0, 5),  # last bigger than ask
-    (5, 10, 0.5, 5),  # last bigger than ask
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
+    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
+    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
+    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
+    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
+    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
+    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
+    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('bid', 10, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 10, 20, 10, 1.0, 10),  # Full last side
+    ('bid', 10, 20, 10, 0.5, 15),  # Between bid and last
+    ('bid', 10, 20, 10, 0.7, 13),  # Between bid and last
+    ('bid', 10, 20, 10, 0.3, 17),  # Between bid and last
+    ('bid', 4, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 4, 5, 10, 0.5, 5),  # last bigger than bid
 ])
-def test_get_buy_rate(mocker, default_conf, caplog, ask, last, last_ab, expected) -> None:
+def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': ask, 'last': last}))
+                 MagicMock(return_value={'ask': ask, 'last': last, 'bid': bid}))
 
     assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
@@ -1317,7 +1325,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     stoploss_order_mock.assert_not_called()
 
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.00002344 * 0.95
+    assert trade.stop_loss == 0.00002346 * 0.95
 
     # setting stoploss_on_exchange_interval to 0 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
@@ -1325,10 +1333,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
+    stoploss_order_mock.assert_called_once_with(amount=85.32423208191126,
                                                 pair='ETH/BTC',
                                                 order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002344 * 0.95)
+                                                stop_price=0.00002346 * 0.95)
 
     # price fell below stoploss, so dry-run sells trade.
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -1510,12 +1518,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should be set to 1% as trailing is on
-    assert trade.stop_loss == 0.00002344 * 0.99
+    assert trade.stop_loss == 0.00002346 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
+    stoploss_order_mock.assert_called_once_with(amount=2132892.491467577,
                                                 pair='NEO/BTC',
                                                 order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002344 * 0.99)
+                                                stop_price=0.00002346 * 0.99)
 
 
 def test_enter_positions(mocker, default_conf, caplog) -> None:
@@ -2292,12 +2300,12 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'pair': 'ETH/BTC',
         'gain': 'profit',
         'limit': 1.172e-05,
-        'amount': 90.99181073703367,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.172e-05,
-        'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.223e-05,
+        'profit_percent': 0.0620716,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
@@ -2341,12 +2349,12 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.044e-05,
-        'amount': 90.99181073703367,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.044e-05,
-        'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.043e-05,
+        'profit_amount': -5.406e-05,
+        'profit_percent': -0.05392257,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2397,12 +2405,12 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.08801e-05,
-        'amount': 90.99181073703367,
+        'amount': 91.07468123861567,
         'order_type': 'limit',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.044e-05,
-        'profit_amount': -1.498e-05,
-        'profit_percent': -0.01493766,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.043e-05,
+        'profit_amount': -1.408e-05,
+        'profit_percent': -0.01404051,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2587,7 +2595,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
 
     assert not trade.is_open
-    assert trade.close_profit == 0.0611052
+    assert trade.close_profit == 0.0620716
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2597,12 +2605,12 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'pair': 'ETH/BTC',
         'gain': 'profit',
         'limit': 1.172e-05,
-        'amount': 90.99181073703367,
+        'amount': 91.07468123861567,
         'order_type': 'market',
-        'open_rate': 1.099e-05,
-        'current_rate': 1.172e-05,
-        'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.223e-05,
+        'profit_percent': 0.0620716,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
@@ -3624,13 +3632,20 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> None:
-
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_order_book=order_book_l2,
-        fetch_ticker=ticker,
-    )
+@pytest.mark.parametrize('side,ask,bid,expected', [
+    ('bid', 10.0, 11.0, 11.0),
+    ('bid', 10.0, 11.2, 11.2),
+    ('bid', 10.0, 11.0, 11.0),
+    ('bid', 9.8, 11.0, 11.0),
+    ('bid', 0.0001, 0.002, 0.002),
+    ('ask', 10.0, 11.0, 10.0),
+    ('ask', 10.11, 11.2, 10.11),
+    ('ask', 0.001, 0.002, 0.001),
+    ('ask', 0.006, 1.0, 0.006),
+])
+def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None:
+    default_conf['ask_strategy']['price_side'] = side
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid})
     pair = "ETH/BTC"
 
     # Test regular mode
@@ -3638,25 +3653,33 @@ def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> N
     rate = ft.get_sell_rate(pair, True)
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
-    assert rate == 0.00001098
+    assert rate == expected
     # Use caching
     rate = ft.get_sell_rate(pair, False)
-    assert rate == 0.00001098
+    assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
-    caplog.clear()
 
+@pytest.mark.parametrize('side,expected', [
+    ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
+    ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side
+])
+def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
     # Test orderbook mode
+    default_conf['ask_strategy']['price_side'] = side
     default_conf['ask_strategy']['use_order_book'] = True
     default_conf['ask_strategy']['order_book_min'] = 1
     default_conf['ask_strategy']['order_book_max'] = 2
+    # TODO: min/max is irrelevant for this test until refactoring
+    pair = "ETH/BTC"
+    mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
     ft = get_patched_freqtradebot(mocker, default_conf)
     rate = ft.get_sell_rate(pair, True)
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
-    assert rate == 0.043936
+    assert rate == expected
     rate = ft.get_sell_rate(pair, False)
-    assert rate == 0.043936
+    assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
 

From 8edc3eb5fb8a6c4dc62f455f12d237c0d670b3d9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 15:39:12 +0100
Subject: [PATCH 1332/1495] Use generator to generate sell price scaffold
 testing

---
 freqtrade/freqtradebot.py | 24 +++++++++++++++++-------
 1 file changed, 17 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2c9a960a4..22a73a273 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -619,6 +619,15 @@ class FreqtradeBot:
 
         return trades_closed
 
+    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
+                        order_book_min: int = 1):
+        """
+        Helper generator to query orderbook in loop (used for early sell-order placing)
+        """
+        order_book = self.exchange.get_order_book(pair, order_book_max)
+        for i in range(order_book_min, order_book_max + 1):
+            yield order_book[side][i - 1][0]
+
     def get_sell_rate(self, pair: str, refresh: bool) -> float:
         """
         Get sell rate - either using get-ticker bid or first bid based on orderbook
@@ -639,9 +648,10 @@ class FreqtradeBot:
         config_ask_strategy = self.config.get('ask_strategy', {})
         if config_ask_strategy.get('use_order_book', False):
             logger.debug('Using order book to get sell rate')
+            rate = next(self._order_book_gen(pair, f"{config_ask_strategy['price_side']}s"))
 
-            order_book = self.exchange.get_order_book(pair, 1)
-            rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
+            # order_book = self.exchange.get_order_book(pair, 1)
+            # rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
 
         else:
             rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
@@ -674,12 +684,12 @@ class FreqtradeBot:
             order_book_min = config_ask_strategy.get('order_book_min', 1)
             order_book_max = config_ask_strategy.get('order_book_max', 1)
 
-            order_book = self.exchange.get_order_book(trade.pair, order_book_max)
-
+            order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
+                                              order_book_min=order_book_min,
+                                              order_book_max=order_book_max)
             for i in range(order_book_min, order_book_max + 1):
-                order_book_rate = order_book['asks'][i - 1][0]
-                logger.debug('  order book asks top %s: %0.8f', i, order_book_rate)
-                sell_rate = order_book_rate
+                sell_rate = next(order_book)
+                logger.debug('  order book asks top %s: %0.8f', i, sell_rate)
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True

From 3c5e716d8f5b3c527ae7683877fb10149c03ebe2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Feb 2020 16:00:34 +0100
Subject: [PATCH 1333/1495] Update some documentation regarding price_side

---
 docs/configuration.md | 64 ++++++++++++++++++++++++++++++++++++++-----
 1 file changed, 57 insertions(+), 7 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index b05dab7c9..54470f278 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -60,11 +60,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
      *Defaults to `false`.*  
       **Datatype:** Boolean
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
       **Datatype:** Integer
-| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook). 
+| `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).
       *Defaults to `bid`.* 
       **Datatype:** String (either `ask` or `bid`).
+| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). 
       **Datatype:** Boolean
 | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). 
      *Defaults to `1`.*  
       **Datatype:** Positive Integer
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) 
       *Defaults to `0`.*  
       **Datatype:** Float (as ratio)
+| `ask_strategy.price_side` | Select the side of the spread the bot should look at to get the sell rate. [More information below](#sell-price-side).
       *Defaults to `ask`.* 
       **Datatype:** String (either `ask` or `bid`).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). 
       **Datatype:** Boolean
 | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       **Datatype:** Positive Integer
 | `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. 
      *Defaults to `1`.* 
       **Datatype:** Positive Integer
@@ -461,23 +463,71 @@ Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) s
 !!! Note
     A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
 
+#### Buy price side
+
+The configuration option `bid_strategy.price_side` defines the side of the spread the bot looks for when buying.
+
+The following displays an orderbook.
+
+``` explanation
+...
+103
+102
+101  # ask
+-------------Current spread
+99   # bid
+98
+97
+...
+```
+
+If `bid_strategy.price_side` is set to `"bid"`, then the bot will use 99 as buying price.  
+In line with that, if `bid_strategy.price_side` is set to `"ask"`, then the bot will use 101 as buying price.
+
+Using `ask` price often guarantees quicker filled orders, but the bot can also end up paying more than what would have been necessary.
+
+
 #### Buy price with Orderbook enabled
 
-When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the `bid` (buy) side of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
 #### Buy price without Orderbook enabled
 
-When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `ask` (sell) price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `ask` price is not below the `last` price), it calculates a rate between `ask` and `last` price.
+The following section uses `side` as the configured `bid_strategy.price_side`.
 
-The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
+When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
 
-Using `ask` price often guarantees quicker success in the bid, but the bot can also end up paying more than what would have been necessary.
+The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
 
 ### Sell price
 
+#### Sell price side
+
+The configuration option `ask_strategy.price_side` defines the side of the spread the bot looks for when selling.
+
+The following displays an orderbook:
+
+``` explanation
+...
+103
+102
+101  # ask
+-------------Current spread
+99   # bid
+98
+97
+...
+```
+
+If `ask_strategy.price_side` is set to `"ask"`, then the bot will use 101 as selling price.  
+In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot will use 99 as selling price.
+
 #### Sell price with Orderbook enabled
 
-When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
+
+!!! Note:
+    Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.
 
 The idea here is to place the sell order early, to be ahead in the queue.
 
@@ -488,7 +538,7 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
 
 #### Sell price without Orderbook enabled
 
-When not using orderbook (`ask_strategy.use_order_book=False`), the `bid` price from the ticker will be used as the sell price.
+When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
 ## Pairlists
 

From 0fea3a7ea74451243a9518d3059599d15ea7a9aa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 19:49:54 +0100
Subject: [PATCH 1334/1495] Some final polish to configurable_side

---
 docs/configuration.md      | 2 +-
 freqtrade/freqtradebot.py  | 4 +---
 tests/test_freqtradebot.py | 3 ++-
 3 files changed, 4 insertions(+), 5 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 54470f278..c70f3425c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -526,7 +526,7 @@ In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot
 
 When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
 
-!!! Note:
+!!! Note
     Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.
 
 The idea here is to place the sell order early, to be ahead in the queue.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 22a73a273..53493ad4c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -647,12 +647,10 @@ class FreqtradeBot:
 
         config_ask_strategy = self.config.get('ask_strategy', {})
         if config_ask_strategy.get('use_order_book', False):
+            # This code is only used for notifications, selling uses the generator directly
             logger.debug('Using order book to get sell rate')
             rate = next(self._order_book_gen(pair, f"{config_ask_strategy['price_side']}s"))
 
-            # order_book = self.exchange.get_order_book(pair, 1)
-            # rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
-
         else:
             rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
         self._sell_rate_cache[pair] = rate
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 655fe4684..49000382f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -922,7 +922,8 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     ('bid', 4, 5, 10, 1.0, 5),  # last bigger than bid
     ('bid', 4, 5, 10, 0.5, 5),  # last bigger than bid
 ])
-def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected) -> None:
+def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
+                      last, last_ab, expected) -> None:
     default_conf['bid_strategy']['ask_last_balance'] = last_ab
     default_conf['bid_strategy']['price_side'] = side
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From b6839289ec2cba080c3bfeb2d956e1e70660770e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 26 Feb 2020 20:03:03 +0100
Subject: [PATCH 1335/1495] Add price_side to sample config files

---
 config_full.json.example                | 2 ++
 freqtrade/templates/base_config.json.j2 | 2 ++
 2 files changed, 4 insertions(+)

diff --git a/config_full.json.example b/config_full.json.example
index cdb7e841e..f0414bd0d 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -25,6 +25,7 @@
         "sell": 30
     },
     "bid_strategy": {
+        "price_side": "bid",
         "use_order_book": false,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
@@ -34,6 +35,7 @@
         }
     },
     "ask_strategy":{
+        "price_side": "ask",
         "use_order_book": false,
         "order_book_min": 1,
         "order_book_max": 9,
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 88edeb1e8..0049d59a0 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -11,6 +11,7 @@
         "sell": 30
     },
     "bid_strategy": {
+        "price_side": "bid",
         "ask_last_balance": 0.0,
         "use_order_book": false,
         "order_book_top": 1,
@@ -20,6 +21,7 @@
         }
     },
     "ask_strategy": {
+        "price_side": "ask",
         "use_order_book": false,
         "order_book_min": 1,
         "order_book_max": 9,

From e5ec97495ddbf331fe43a0ed55a2f938d343d943 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 27 Feb 2020 07:01:00 +0100
Subject: [PATCH 1336/1495] Logging should be initialized first

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

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 21b3e3bd3..035b091b3 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -96,6 +96,8 @@ class Configuration:
         # Keep a copy of the original configuration file
         config['original_config'] = deepcopy(config)
 
+        self._process_logging_options(config)
+
         self._process_runmode(config)
 
         self._process_common_options(config)
@@ -146,8 +148,6 @@ class Configuration:
 
     def _process_common_options(self, config: Dict[str, Any]) -> None:
 
-        self._process_logging_options(config)
-
         # Set strategy if not specified in config and or if it's non default
         if self.args.get("strategy") or not config.get('strategy'):
             config.update({'strategy': self.args.get("strategy")})
@@ -379,7 +379,7 @@ class Configuration:
         if not self.runmode:
             # Handle real mode, infer dry/live from config
             self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
-            logger.info(f"Runmode set to {self.runmode}.")
+            logger.info(f"Runmode set to {self.runmode.value}.")
 
         config.update({'runmode': self.runmode})
 

From bbb438bd4093d38e8e41e05fd151ec1fa2799411 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Thu, 27 Feb 2020 06:18:09 +0000
Subject: [PATCH 1337/1495] Bump python from 3.8.1-slim-buster to
 3.8.2-slim-buster

Bumps python from 3.8.1-slim-buster to 3.8.2-slim-buster.

Signed-off-by: dependabot-preview[bot] 
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 923285f39..d986f20ae 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.8.1-slim-buster
+FROM python:3.8.2-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

From 55d471190a3afc52984edab5035b460abd429434 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 27 Feb 2020 13:28:28 +0100
Subject: [PATCH 1338/1495] Changed table style of backtesting and alignment of
 headers

---
 freqtrade/optimize/backtesting.py       | 47 +++++++++++++++----------
 freqtrade/optimize/optimize_reports.py  |  8 ++---
 tests/optimize/test_optimize_reports.py | 43 +++++++++++-----------
 3 files changed, 53 insertions(+), 45 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c18aefc76..94441ce24 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -423,28 +423,37 @@ class Backtesting:
                                             strategy if len(self.strategylist) > 1 else None)
 
             print(f"Result for strategy {strategy}")
-            print(' BACKTESTING REPORT '.center(133, '='))
-            print(generate_text_table(data,
-                                      stake_currency=self.config['stake_currency'],
-                                      max_open_trades=self.config['max_open_trades'],
-                                      results=results))
+            table = generate_text_table(data, stake_currency=self.config['stake_currency'],
+                                        max_open_trades=self.config['max_open_trades'],
+                                        results=results)
+            if isinstance(table, str):
+                print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
+            print(table)
 
-            print(' SELL REASON STATS '.center(133, '='))
-            print(generate_text_table_sell_reason(data,
-                                                  stake_currency=self.config['stake_currency'],
-                                                  max_open_trades=self.config['max_open_trades'],
-                                                  results=results))
+            table = generate_text_table_sell_reason(data,
+                                                    stake_currency=self.config['stake_currency'],
+                                                    max_open_trades=self.config['max_open_trades'],
+                                                    results=results)
+            if isinstance(table, str):
+                print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
+            print(table)
 
-            print(' LEFT OPEN TRADES REPORT '.center(133, '='))
-            print(generate_text_table(data,
-                                      stake_currency=self.config['stake_currency'],
-                                      max_open_trades=self.config['max_open_trades'],
-                                      results=results.loc[results.open_at_end], skip_nan=True))
+            table = generate_text_table(data,
+                                        stake_currency=self.config['stake_currency'],
+                                        max_open_trades=self.config['max_open_trades'],
+                                        results=results.loc[results.open_at_end], skip_nan=True)
+            if isinstance(table, str):
+                print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
+            print(table)
+            if isinstance(table, str):
+                print('=' * len(table.splitlines()[0]))
             print()
         if len(all_results) > 1:
             # Print Strategy summary table
-            print(' STRATEGY SUMMARY '.center(133, '='))
-            print(generate_text_table_strategy(self.config['stake_currency'],
-                                               self.config['max_open_trades'],
-                                               all_results=all_results))
+            table = generate_text_table_strategy(self.config['stake_currency'],
+                                                 self.config['max_open_trades'],
+                                                 all_results=all_results)
+            print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
+            print(table)
+            print('=' * len(table.splitlines()[0]))
             print('\nFor more details, please look at the detail tables above')
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index b00adbd48..39bde50a8 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -66,7 +66,7 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
     ])
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
-                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
 def generate_text_table_sell_reason(
@@ -112,7 +112,7 @@ def generate_text_table_sell_reason(
                 profit_percent_tot,
             ]
         )
-    return tabulate(tabular_data, headers=headers, tablefmt="pipe")
+    return tabulate(tabular_data, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
 def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
@@ -146,7 +146,7 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
         ])
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
-                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
 def generate_edge_table(results: dict) -> str:
@@ -172,4 +172,4 @@ def generate_edge_table(results: dict) -> str:
 
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
-                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 57e928cca..285ecaa02 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -22,14 +22,14 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        '| Pair    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
-        '   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
-        '|:--------|-------:|---------------:|---------------:|-----------------:|'
-        '---------------:|:---------------|-------:|--------:|---------:|\n'
+        '|    Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
+        '   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |\n'
+        '|---------+--------+----------------+----------------+------------------+'
+        '----------------+----------------+--------+---------+----------|\n'
         '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |'
-        '          15.00 | 0:20:00        |      2 |       0 |        0 |\n'
-        '| TOTAL   |      2 |          15.00 |          30.00 |       0.60000000 |'
-        '          15.00 | 0:20:00        |      2 |       0 |        0 |'
+        '          15.00 |        0:20:00 |      2 |       0 |        0 |\n'
+        '|   TOTAL |      2 |          15.00 |          30.00 |       0.60000000 |'
+        '          15.00 |        0:20:00 |      2 |       0 |        0 |'
     )
     assert generate_text_table(data={'ETH/BTC': {}},
                                stake_currency='BTC', max_open_trades=2,
@@ -52,13 +52,13 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Sells |   Wins |   Draws |   Losses |'
+        '|   Sell Reason |   Sells |   Wins |   Draws |   Losses |'
         '   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
-        '|:--------------|--------:|-------:|--------:|---------:|'
-        '---------------:|---------------:|-----------------:|---------------:|\n'
-        '| roi           |       2 |      2 |       0 |        0 |'
+        '|---------------+---------+--------+---------+----------+'
+        '----------------+----------------+------------------+----------------|\n'
+        '|           roi |       2 |      2 |       0 |        0 |'
         '             15 |             30 |              0.6 |             15 |\n'
-        '| stop_loss     |       1 |      0 |       0 |        1 |'
+        '|     stop_loss |       1 |      0 |       0 |        1 |'
         '            -10 |            -10 |             -0.2 |             -5 |'
     )
     assert generate_text_table_sell_reason(
@@ -95,14 +95,14 @@ def test_generate_text_table_strategy(default_conf, mocker):
     )
 
     result_str = (
-        '| Strategy      |   Buys |   Avg Profit % |   Cum Profit % |   Tot'
-        ' Profit BTC |   Tot Profit % | Avg Duration   |   Wins |   Draws |   Losses |\n'
-        '|:--------------|-------:|---------------:|---------------:|------'
-        '-----------:|---------------:|:---------------|-------:|--------:|---------:|\n'
-        '| TestStrategy1 |      3 |          20.00 |          60.00 |      '
-        ' 1.10000000 |          30.00 | 0:17:00        |      3 |       0 |        0 |\n'
-        '| TestStrategy2 |      3 |          30.00 |          90.00 |      '
-        ' 1.30000000 |          45.00 | 0:20:00        |      3 |       0 |        0 |'
+        '|      Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot'
+        ' Profit BTC |   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |\n'
+        '|---------------+--------+----------------+----------------+------------------+'
+        '----------------+----------------+--------+---------+----------|\n'
+        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 |'
+        '          30.00 |        0:17:00 |      3 |       0 |        0 |\n'
+        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |'
+        '          45.00 |        0:20:00 |      3 |       0 |        0 |'
     )
     assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 
@@ -111,8 +111,7 @@ def test_generate_edge_table(edge_conf, mocker):
 
     results = {}
     results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
-
-    assert generate_edge_table(results).count(':|') == 7
+    assert generate_edge_table(results).count('+') == 7
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
         '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1

From e5a9c81412b4a6846872fde59489203184244288 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 27 Feb 2020 14:04:12 +0100
Subject: [PATCH 1339/1495] Add 0 entry to enhanced ROI example

---
 docs/strategy-customization.md | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index fd40a971e..4aacd3af6 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -257,11 +257,12 @@ from freqtrade.exchange import timeframe_to_minutes
 
 class AwesomeStrategy(IStrategy):
 
-    ticker_interval = '1d'
+    ticker_interval = "1d"
     ticker_interval_mins = timeframe_to_minutes(ticker_interval)
     minimal_roi = {
-        str(ticker_interval_mins * 3)): 0.02,  # After 3 candles
-        str(ticker_interval_mins * 6)): 0.01,  # After 6 candles
+        "0": 0.05,                             # 5% for the first 3 candles
+        str(ticker_interval_mins * 3)): 0.02,  # 2% after 3 candles
+        str(ticker_interval_mins * 6)): 0.01,  # 1% After 6 candles
     }
 ```
 

From 15e59654d9121bbbe8a1a20f4d1e0529906cc18d Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 27 Feb 2020 16:10:45 +0100
Subject: [PATCH 1340/1495] Minor change to standardize table style. This PR
 will target commands.

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

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 49674b81a..327901dc0 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -58,7 +58,7 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
                    else yellow + "DUPLICATE NAME" + reset)
     } for s in objs]
 
-    print(tabulate(objss_to_print, headers='keys', tablefmt='pipe'))
+    print(tabulate(objss_to_print, headers='keys', tablefmt='psql', stralign='right'))
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -192,7 +192,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             else:
                 # print data as a table, with the human-readable summary
                 print(f"{summary_str}:")
-                print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
+                print(tabulate(tabular_data, headers='keys', tablefmt='psql', stralign='right'))
         elif not (args.get('print_one_column', False) or
                   args.get('list_pairs_print_json', False) or
                   args.get('print_csv', False)):

From 5a02026f82decd18789f78440e4a71b51e24ff89 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 27 Feb 2020 19:35:58 +0100
Subject: [PATCH 1341/1495] Add test validating behaviour

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

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index a58e88ea0..1e9d6440d 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -319,6 +319,7 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
     validated_conf = configuration.load_config()
 
     assert validated_conf['dry_run'] is expected
+    assert validated_conf['runmode'] == (RunMode.DRY_RUN if expected else RunMode.LIVE)
 
 
 def test_load_custom_strategy(default_conf, mocker) -> None:

From a55964a6221c1806ba195bf7be1dfe4167fd15f2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 27 Feb 2020 19:36:54 +0100
Subject: [PATCH 1342/1495] we Must parse --dry-run before setting run-mode

---
 freqtrade/configuration/configuration.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 035b091b3..6a0441957 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -167,10 +167,6 @@ class Configuration:
         if 'sd_notify' in self.args and self.args["sd_notify"]:
             config['internals'].update({'sd_notify': True})
 
-        self._args_to_config(config, argname='dry_run',
-                             logstring='Parameter --dry-run detected, '
-                             'overriding dry_run to: {} ...')
-
     def _process_datadir_options(self, config: Dict[str, Any]) -> None:
         """
         Extract information for sys.argv and load directory configurations
@@ -376,6 +372,10 @@ class Configuration:
 
     def _process_runmode(self, config: Dict[str, Any]) -> None:
 
+        self._args_to_config(config, argname='dry_run',
+                             logstring='Parameter --dry-run detected, '
+                             'overriding dry_run to: {} ...')
+
         if not self.runmode:
             # Handle real mode, infer dry/live from config
             self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE

From e411717de9397afe29b58c62a7aca5c3aa6f8f65 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 28 Feb 2020 12:36:39 +0300
Subject: [PATCH 1343/1495] No percent where ratio is to be used

---
 freqtrade/edge/edge_positioning.py | 12 ++++++------
 freqtrade/freqtradebot.py          | 12 ++++++------
 freqtrade/persistence.py           |  4 ++--
 freqtrade/rpc/rpc.py               | 20 ++++++++++----------
 freqtrade/rpc/telegram.py          |  2 +-
 freqtrade/strategy/interface.py    |  7 ++++---
 tests/edge/test_edge.py            |  2 +-
 tests/rpc/test_rpc_telegram.py     | 12 ++++++------
 tests/test_freqtradebot.py         |  8 ++++----
 9 files changed, 40 insertions(+), 39 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index ee5c3e95d..57a8f4a7c 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -246,7 +246,8 @@ class Edge:
 
         # we set stake amount to an arbitrary amount.
         # as it doesn't change the calculation.
-        # all returned values are relative. they are percentages.
+        # all returned values are relative.
+        # they are defined as ratios.
         stake = 0.015
         fee = self.fee
         open_fee = fee / 2
@@ -269,8 +270,8 @@ class Edge:
         result['sell_fee'] = result['sell_sum'] * close_fee
         result['sell_take'] = result['sell_sum'] - result['sell_fee']
 
-        # profit_percent
-        result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
+        # profit_ratio
+        result['profit_ratio'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
 
         # Absolute profit
         result['profit_abs'] = result['sell_take'] - result['buy_spend']
@@ -399,9 +400,8 @@ class Edge:
                 # trade opens in reality on the next candle
                 open_trade_index += 1
 
-            stop_price_percentage = stoploss + 1
             open_price = ohlc_columns[open_trade_index, 0]
-            stop_price = (open_price * stop_price_percentage)
+            stop_price = (open_price * (stoploss + 1))
 
             # Searching for the index where stoploss is hit
             stop_index = utf1st.find_1st(
@@ -441,7 +441,7 @@ class Edge:
 
             trade = {'pair': pair,
                      'stoploss': stoploss,
-                     'profit_percent': '',
+                     'profit_ratio': '',
                      'profit_abs': '',
                      'open_time': date_column[open_trade_index],
                      'close_time': date_column[exit_index],
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index dffec940c..f50244dac 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1034,8 +1034,8 @@ class FreqtradeBot:
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached ticker here - it was updated seconds ago.
         current_rate = self.get_sell_rate(trade.pair, False)
-        profit_percent = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_percent > 0 else "loss"
+        profit_ratio = trade.calc_profit_ratio(profit_rate)
+        gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
             'type': RPCMessageType.SELL_NOTIFICATION,
@@ -1048,7 +1048,7 @@ class FreqtradeBot:
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
-            'profit_percent': profit_percent,
+            'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
@@ -1071,8 +1071,8 @@ class FreqtradeBot:
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.get_sell_rate(trade.pair, False)
-        profit_percent = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_percent > 0 else "loss"
+        profit_ratio = trade.calc_profit_ratio(profit_rate)
+        gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
             'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
@@ -1085,7 +1085,7 @@ class FreqtradeBot:
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
-            'profit_percent': profit_percent,
+            'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date,
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index fa041abc3..ac084d12e 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -405,8 +405,8 @@ class Trade(_DECL_BASE):
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit_percent = (close_trade_price / self.open_trade_price) - 1
-        return float(f"{profit_percent:.8f}")
+        profit_ratio = (close_trade_price / self.open_trade_price) - 1
+        return float(f"{profit_ratio:.8f}")
 
     @staticmethod
     def get_trades(trade_filter=None) -> Query:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1e4eaa3e0..9014c1874 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -155,9 +155,9 @@ class RPC:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                trade_perc = (100 * trade.calc_profit_ratio(current_rate))
+                trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
-                profit_str = f'{trade_perc:.2f}%'
+                profit_str = f'{trade_percent:.2f}%'
                 if self._fiat_converter:
                     fiat_profit = self._fiat_converter.convert_amount(
                         trade_profit,
@@ -232,9 +232,9 @@ class RPC:
         trades = Trade.get_trades().order_by(Trade.id).all()
 
         profit_all_coin = []
-        profit_all_perc = []
+        profit_all_ratio = []
         profit_closed_coin = []
-        profit_closed_perc = []
+        profit_closed_ratio = []
         durations = []
 
         for trade in trades:
@@ -246,21 +246,21 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_percent = trade.calc_profit_ratio()
+                profit_ratio = trade.calc_profit_ratio()
                 profit_closed_coin.append(trade.calc_profit())
-                profit_closed_perc.append(profit_percent)
+                profit_closed_ratio.append(profit_ratio)
             else:
                 # Get current rate
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                profit_percent = trade.calc_profit_ratio(rate=current_rate)
+                profit_ratio = trade.calc_profit_ratio(rate=current_rate)
 
             profit_all_coin.append(
                 trade.calc_profit(rate=trade.close_rate or current_rate)
             )
-            profit_all_perc.append(profit_percent)
+            profit_all_ratio.append(profit_ratio)
 
         best_pair = Trade.get_best_pair()
 
@@ -271,7 +271,7 @@ class RPC:
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc
+        profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
                                  else 0.0)
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
@@ -280,7 +280,7 @@ class RPC:
         ) if self._fiat_converter else 0
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
-        profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0
+        profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e3958b31a..ad01700ab 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -148,7 +148,7 @@ class Telegram(RPC):
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
-            msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
+            msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
             msg['duration'] = msg['close_date'].replace(
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ae3dbd307..d23af3f6e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -364,7 +364,7 @@ class IStrategy(ABC):
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
-        :param current_profit: current profit in percent
+        :param current_profit: current profit as ratio
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
@@ -427,8 +427,9 @@ class IStrategy(ABC):
 
     def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
         """
-        Based on trade duration, current price and ROI configuration, decides whether bot should
-        sell. Requires current_profit to be in percent!!
+        Based on trade duration, current profit of the trade and ROI configuration,
+        decides whether bot should sell.
+        :param current_profit: current profit as ratio
         :return: True if bot should sell at current rate
         """
         # Check if time matches and current rate is above threshold
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 6b86d9c1f..2a0d19128 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -158,7 +158,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
     assert len(trades) == len(data.trades)
 
     if not results.empty:
-        assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
+        assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
 
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a8b8e0c5a..1ac03f812 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -726,7 +726,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -785,7 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'profit_ratio': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -833,7 +833,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'open_rate': 1.099e-05,
         'current_rate': 1.098e-05,
         'profit_amount': -5.91e-06,
-        'profit_percent': -0.00589291,
+        'profit_ratio': -0.00589291,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -1253,7 +1253,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -1282,7 +1282,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
@@ -1448,7 +1448,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 852b6b990..61f69bd85 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2297,7 +2297,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
@@ -2346,7 +2346,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'profit_ratio': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2402,7 +2402,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -1.498e-05,
-        'profit_percent': -0.01493766,
+        'profit_ratio': -0.01493766,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2602,7 +2602,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,

From bee8e92f0287aec18b77e936a5a5d1771aa869a0 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 28 Feb 2020 23:50:25 +0300
Subject: [PATCH 1344/1495] Final changes, use sqrt i.o. statistics.pstdev

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

diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 0f81ffca5..16dc26142 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -5,7 +5,6 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 import math
-import statistics
 from datetime import datetime
 
 from pandas import DataFrame, date_range
@@ -56,7 +55,9 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
-        down_stdev = statistics.pstdev(total_downside, 0)
+        # Here total_downside contains min(0, P - MAR) values,
+        # where P = sum_daily["profit_percent_after_slippage"]
+        down_stdev = math.sqrt((total_downside**2).sum() / len(total_downside))
 
         if (down_stdev != 0.):
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)

From 349aa2f9574d04f7f20c9c04e6008767129a17e5 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Fri, 28 Feb 2020 21:54:04 +0100
Subject: [PATCH 1345/1495] Added dynamic print table function to hyperopt

---
 freqtrade/commands/hyperopt_commands.py |  2 +-
 freqtrade/optimize/hyperopt.py          | 22 +++++++++++++++-------
 2 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index ccaa59e54..72e5bf12f 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -51,7 +51,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     try:
         Hyperopt.print_result_table(config, trials, total_epochs,
-                                    not filteroptions['only_best'], print_colorized)
+                                    not filteroptions['only_best'], print_colorized, 0)
     except KeyboardInterrupt:
         print('User interrupted..')
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 66ea18bd1..84cd078a0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -116,6 +116,7 @@ class Hyperopt:
             self.config['ask_strategy']['use_sell_signal'] = True
 
         self.print_all = self.config.get('print_all', False)
+        self.hyperopt_table_header = 0
         self.print_colorized = self.config.get('print_colorized', False)
         self.print_json = self.config.get('print_json', False)
 
@@ -272,8 +273,13 @@ class Hyperopt:
             if not self.print_all:
                 # Separate the results explanation string from dots
                 print("\n")
-            self.print_results_explanation(results, self.total_epochs, self.print_all,
-                                           self.print_colorized)
+            self.print_result_table(self.config, results, self.total_epochs,
+                                    self.print_all, self.print_colorized,
+                                    self.hyperopt_table_header)
+            if is_best:
+                self.hyperopt_table_header = 2
+            else:
+                self.hyperopt_table_header = 3
 
     @staticmethod
     def print_results_explanation(results, total_epochs, highlight_best: bool,
@@ -299,7 +305,7 @@ class Hyperopt:
 
     @staticmethod
     def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                           print_colorized: bool) -> None:
+                           print_colorized: bool, remove_header: int) -> None:
         """
         Log result table
         """
@@ -328,7 +334,7 @@ class Hyperopt:
         trials['Profit'] = trials['Profit'].apply(
             lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
         trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
+            lambda x: '{:,.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
         trials['Avg duration'] = trials['Avg duration'].apply(
             lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
         if print_colorized:
@@ -343,9 +349,11 @@ class Hyperopt:
                                                            str(trials.loc[i][z]), Style.RESET_ALL)
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
-
-        print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql',
-                       stralign="right"))
+        table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
+                         headers='keys', stralign="right")
+        if remove_header > 0:
+            table = table.split("\n", remove_header)[remove_header]
+        print(table)
 
     def has_space(self, space: str) -> bool:
         """

From 5277d71913566088747c6499740bcdc68ac51f27 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 14:56:04 +0100
Subject: [PATCH 1346/1495] Add test for empty stake-currency

---
 tests/exchange/test_exchange.py | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 179566bb0..6bec53d49 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -511,6 +511,22 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
     Exchange(default_conf)
 
 
+def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
+    api_mock = MagicMock()
+    default_conf['stake_currency'] = ''
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
+        'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
+        'HELLO-WORLD': {'quote': 'BTC'},
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+
+    Exchange(default_conf)
+
+
 def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
     api_mock = MagicMock()

From 60579485e52dd36d1bc20344766baf9850510b57 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 14:56:36 +0100
Subject: [PATCH 1347/1495] fix empty stake currency problem

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 799ee2c37..f6b722c9a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -332,7 +332,8 @@ class Exchange:
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
                                f"Please check if you are impacted by this restriction "
                                f"on the exchange and eventually remove {pair} from your whitelist.")
-            if not self.get_pair_quote_currency(pair) == self._config['stake_currency']:
+            if (self._config['stake_currency'] and
+                    not self.get_pair_quote_currency(pair) == self._config['stake_currency']):
                 invalid_pairs.append(pair)
         if invalid_pairs:
             raise OperationalException(

From 9336d8ee02d63e56513fe0a76c5bbef00aab9390 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 15:44:45 +0100
Subject: [PATCH 1348/1495] Try fix random testfailure

---
 tests/commands/test_commands.py | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 5f9bc0aa2..1877aaa43 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -447,11 +447,9 @@ def test_create_datadir_failed(caplog):
 
 
 def test_create_datadir(caplog, mocker):
-    # Ensure that caplog is empty before starting ...
-    # Should prevent random failures.
-    caplog.clear()
-    # Added assert here to analyze random test-failures ...
-    assert len(caplog.record_tuples) == 0
+
+    # Capture caplog length here trying to avoid random test failure
+    len_caplog_before = len(caplog.record_tuples)
 
     cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
     csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
@@ -464,7 +462,7 @@ def test_create_datadir(caplog, mocker):
 
     assert cud.call_count == 1
     assert csf.call_count == 1
-    assert len(caplog.record_tuples) == 0
+    assert len(caplog.record_tuples) == len_caplog_before
 
 
 def test_start_new_strategy(mocker, caplog):

From f25adf3b12096fab33dbcb098a8d679067334a17 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 15:48:36 +0100
Subject: [PATCH 1349/1495] improve and correct release documentation

---
 docs/developer.md | 7 +------
 1 file changed, 1 insertion(+), 6 deletions(-)

diff --git a/docs/developer.md b/docs/developer.md
index b128ffd2b..ef9232a59 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -234,7 +234,7 @@ git checkout -b new_release 
 
 Determine if crucial bugfixes have been made between this commit and the current state, and eventually cherry-pick these.
 
-* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7-1` should we need to do a second release that month.
+* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7.1` should we need to do a second release that month. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
 * Commit this part
 * push that branch to the remote and create a PR against the master branch
 
@@ -268,11 +268,6 @@ Once the PR against master is merged (best right after merging):
 * Use "master" as reference (this step comes after the above PR is merged).
 * Use the above changelog as release comment (as codeblock)
 
-### After-release
-
-* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
-* Create a PR against develop to update that branch.
-
 ## Releases
 
 ### pypi

From 848054d140243a18e2dfa8eb70077e6be15a4f94 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 15:53:54 +0100
Subject: [PATCH 1350/1495] Fix jupyter notebook example -

generate_candlestick_graph() needs a filtered pairlist, not a list
containing all pairs
---
 docs/strategy_analysis_example.md                   | 6 ++++--
 freqtrade/templates/strategy_analysis_example.ipynb | 6 ++++--
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 53b35ca09..d26d684ce 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -121,7 +121,6 @@ from freqtrade.data.btanalysis import analyze_trade_parallelism
 # Analyze the above
 parallel_trades = analyze_trade_parallelism(trades, '5m')
 
-
 parallel_trades.plot()
 ```
 
@@ -134,11 +133,14 @@ Freqtrade offers interactive plotting capabilities based on plotly.
 from freqtrade.plot.plotting import  generate_candlestick_graph
 # Limit graph period to keep plotly quick and reactive
 
+# Filter trades to one pair
+trades_red = trades.loc[trades['pair'] == pair]
+
 data_red = data['2019-06-01':'2019-06-10']
 # Generate candlestick graph
 graph = generate_candlestick_graph(pair=pair,
                                    data=data_red,
-                                   trades=trades,
+                                   trades=trades_red,
                                    indicators1=['sma20', 'ema50', 'ema55'],
                                    indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']
                                   )
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 399235cfe..dffa308ce 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -190,7 +190,6 @@
     "# Analyze the above\n",
     "parallel_trades = analyze_trade_parallelism(trades, '5m')\n",
     "\n",
-    "\n",
     "parallel_trades.plot()"
    ]
   },
@@ -212,11 +211,14 @@
     "from freqtrade.plot.plotting import  generate_candlestick_graph\n",
     "# Limit graph period to keep plotly quick and reactive\n",
     "\n",
+    "# Filter trades to one pair\n",
+    "trades_red = trades.loc[trades['pair'] == pair]\n",
+    "\n",
     "data_red = data['2019-06-01':'2019-06-10']\n",
     "# Generate candlestick graph\n",
     "graph = generate_candlestick_graph(pair=pair,\n",
     "                                   data=data_red,\n",
-    "                                   trades=trades,\n",
+    "                                   trades=trades_red,\n",
     "                                   indicators1=['sma20', 'ema50', 'ema55'],\n",
     "                                   indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']\n",
     "                                  )\n",

From 4c39f360844a5db0352914e190a7a933489adb4d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 16:36:33 +0100
Subject: [PATCH 1351/1495] Add note about InvalidNonce to documentation

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

diff --git a/docs/exchanges.md b/docs/exchanges.md
index f615bc61a..70dae0aa5 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -62,6 +62,11 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket
 print(res)
 ```
 
+## All exchanges
+
+Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
+
+
 ## Random notes for other exchanges
 
 * The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:

From d7373be55344f80883203fa493f766d542911882 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 16:58:22 +0100
Subject: [PATCH 1352/1495] Add official support for Kraken

---
 README.md                      | 3 ++-
 docs/configuration.md          | 5 ++++-
 freqtrade/exchange/exchange.py | 2 +-
 3 files changed, 7 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 59799da84..88070d45e 100644
--- a/README.md
+++ b/README.md
@@ -25,7 +25,8 @@ hesitate to read the source code and understand the mechanism of this bot.
 ## Exchange marketplaces supported
 
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](#a-note-on-binance))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
+- [X] [Kraken](https://kraken.com/)
 - [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ## Documentation
diff --git a/docs/configuration.md b/docs/configuration.md
index b05dab7c9..95af2c049 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -371,15 +371,18 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
 exchange markets and trading APIs. The complete up-to-date list can be found in the
 [CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
-with only Bittrex and Binance.
+with only Bittrex, Binance and Kraken.
 
 The bot was tested with the following exchanges:
 
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"
+- [Kraken](https://kraken.com/): "kraken"
 
 Feel free to test other exchanges and submit your PR to improve the bot.
 
+Some exchanges require special configuration, which can be found on the [Exchange-specific Notes](exchanges.md) documentation page.
+
 #### Sample exchange configuration
 
 A exchange configuration for "binance" would look as follows:
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 799ee2c37..4f03bde80 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1023,7 +1023,7 @@ def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = Non
 
 
 def is_exchange_officially_supported(exchange_name: str) -> bool:
-    return exchange_name in ['bittrex', 'binance']
+    return exchange_name in ['bittrex', 'binance', 'kraken']
 
 
 def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:

From 18d724f7a18994ba4bf50b605218f9ee76e5750a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 19:22:36 +0100
Subject: [PATCH 1353/1495] Adjust wording of supported exchanges

---
 docs/configuration.md | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 95af2c049..b3f032bc6 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -370,10 +370,9 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 
 Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
 exchange markets and trading APIs. The complete up-to-date list can be found in the
-[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
-with only Bittrex, Binance and Kraken.
-
-The bot was tested with the following exchanges:
+[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
+ However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
+ so the these are the only officially supported exhanges:
 
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"

From 60f04cff4de955361b310295b702150e256b8789 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 29 Feb 2020 20:41:03 +0100
Subject: [PATCH 1354/1495] Simplify expression

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f6b722c9a..d1397a282 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -333,7 +333,7 @@ class Exchange:
                                f"Please check if you are impacted by this restriction "
                                f"on the exchange and eventually remove {pair} from your whitelist.")
             if (self._config['stake_currency'] and
-                    not self.get_pair_quote_currency(pair) == self._config['stake_currency']):
+                    self.get_pair_quote_currency(pair) != self._config['stake_currency']):
                 invalid_pairs.append(pair)
         if invalid_pairs:
             raise OperationalException(

From 23ae0653bd6a92ccdfc0a513dde1fa7f120ceb49 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sat, 29 Feb 2020 23:24:08 +0100
Subject: [PATCH 1355/1495] Changed table output to match hyperopt-list command

---
 freqtrade/optimize/hyperopt.py | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 84cd078a0..700614453 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -276,10 +276,7 @@ class Hyperopt:
             self.print_result_table(self.config, results, self.total_epochs,
                                     self.print_all, self.print_colorized,
                                     self.hyperopt_table_header)
-            if is_best:
-                self.hyperopt_table_header = 2
-            else:
-                self.hyperopt_table_header = 3
+            self.hyperopt_table_header = 2
 
     @staticmethod
     def print_results_explanation(results, total_epochs, highlight_best: bool,
@@ -349,10 +346,17 @@ class Hyperopt:
                                                            str(trials.loc[i][z]), Style.RESET_ALL)
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
-        table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
-                         headers='keys', stralign="right")
         if remove_header > 0:
+            table = tabulate(trials.to_dict(orient='list'), tablefmt='orgtbl',
+                             headers='keys', stralign="right")
             table = table.split("\n", remove_header)[remove_header]
+        elif remove_header < 0:
+            table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
+                             headers='keys', stralign="right")
+            table = "\n".join(table.split("\n")[0:remove_header])
+        else:
+            table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
+                             headers='keys', stralign="right")
         print(table)
 
     def has_space(self, space: str) -> bool:
@@ -541,7 +545,7 @@ class Hyperopt:
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
         logger.info(f"Using optimizer random state: {self.random_state}")
-
+        self.hyperopt_table_header = -1
         data, timerange = self.backtesting.load_bt_data()
 
         preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)

From 7a4edb1cd8f0c397bd16b19bcb67c4e0b7f40fd9 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sat, 29 Feb 2020 23:41:59 +0100
Subject: [PATCH 1356/1495] Fix: When total epochs is less than cpu cores

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 66ea18bd1..ee3f4d2c4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -557,6 +557,8 @@ class Hyperopt:
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
         config_jobs = self.config.get('hyperopt_jobs', -1)
+        if self.total_epochs < cpus:
+            config_jobs = self.total_epochs
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
         self.dimensions: List[Dimension] = self.hyperopt_space()

From e89fd33229e0b8c6e9ebbd8e49920205fcf0a81c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sat, 29 Feb 2020 23:57:15 +0100
Subject: [PATCH 1357/1495] Fix for more arguments

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ee3f4d2c4..6b334507a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -557,7 +557,7 @@ class Hyperopt:
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
         config_jobs = self.config.get('hyperopt_jobs', -1)
-        if self.total_epochs < cpus:
+        if self.total_epochs < cpus and (config_jobs > self.total_epochs or config_jobs < 0):
             config_jobs = self.total_epochs
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 

From 267416ecedf34c4019cac403fe18f808c38a2b06 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 1 Mar 2020 03:11:00 +0100
Subject: [PATCH 1358/1495] Changed test for new table printing

---
 tests/optimize/test_hyperopt.py | 129 +++++++++++++++++++++++++++-----
 1 file changed, 109 insertions(+), 20 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index e3212e0cd..0fa5b9536 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -390,17 +390,30 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
 def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.current_best_loss = 2
     hyperopt.total_epochs = 2
+
     hyperopt.print_results(
         {
-            'is_best': True,
             'loss': 1,
+            'results_metrics':
+                {
+                    'trade_count': 1,
+                    'avg_profit': 0.1,
+                    'total_profit': 0.001,
+                    'profit': 1.0,
+                    'duration': 20.0
+                },
+            'total_profit': 0,
             'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
-            'results_explanation': 'foo.',
-            'is_initial_point': False
+            'is_initial_point': False,
+            'is_best': True
         }
     )
     out, err = capsys.readouterr()
-    assert '    2/2: foo. Objective: 1.00000' in out
+    result_str = (
+        '|   Best |     2/2 |        1 |        0.10% | 0.00100000 BTC |'
+        '    1.00% |          20.0m |           1 |'
+    )
+    assert result_str in out
 
 
 def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
@@ -467,7 +480,16 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
         MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result',
-                                 'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0}}])
+                                 'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0},
+                                 'results_metrics':
+                                     {
+                                         'trade_count': 1,
+                                         'avg_profit': 0.1,
+                                         'total_profit': 0.001,
+                                         'profit': 1.0,
+                                         'duration': 20.0
+                                     },
+                                 }])
     )
     patch_exchange(mocker)
     # Co-test loading ticker-interval from strategy
@@ -761,11 +783,23 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
-                                 'params_details': {'buy': {'mfi-value': None},
-                                                    'sell': {'sell-mfi-value': None},
-                                                    'roi': {}, 'stoploss': {'stoploss': None},
-                                                    'trailing': {'trailing_stop': None}}}])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {},
+            'params_details': {
+                'buy': {'mfi-value': None},
+                'sell': {'sell-mfi-value': None},
+                'roi': {}, 'stoploss': {'stoploss': None},
+                'trailing': {'trailing_stop': None}
+            },
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 
@@ -787,7 +821,11 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     parallel.assert_called_once()
 
     out, err = capsys.readouterr()
-    assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null,"trailing_stop":null}' in out  # noqa: E501
+    result_str = (
+        '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi"'
+        ':{},"stoploss":null,"trailing_stop":null}'
+    )
+    assert result_str in out  # noqa: E501
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
@@ -804,10 +842,22 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
-                                 'params_details': {'buy': {'mfi-value': None},
-                                                    'sell': {'sell-mfi-value': None},
-                                                    'roi': {}, 'stoploss': {'stoploss': None}}}])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {},
+            'params_details': {
+                'buy': {'mfi-value': None},
+                'sell': {'sell-mfi-value': None},
+                'roi': {}, 'stoploss': {'stoploss': None}
+            },
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 
@@ -846,8 +896,18 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
-                                 'params_details': {'roi': {}, 'stoploss': {'stoploss': None}}}])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {},
+            'params_details': {'roi': {}, 'stoploss': {'stoploss': None}},
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 
@@ -887,7 +947,16 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
         MagicMock(return_value=[{
-            'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0}}])
+            'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0},
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 
@@ -965,7 +1034,17 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {},
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 
@@ -1012,7 +1091,17 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {},
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            }
+        }])
     )
     patch_exchange(mocker)
 

From 379275e2d6446f8f5950a61b0b233933c851f632 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 1 Mar 2020 03:24:04 +0100
Subject: [PATCH 1359/1495] Updated tests

---
 tests/optimize/test_hyperopt.py | 23 ++++++++++++-----------
 1 file changed, 12 insertions(+), 11 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0fa5b9536..5bd9e542f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -479,17 +479,18 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result',
-                                 'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0},
-                                 'results_metrics':
-                                     {
-                                         'trade_count': 1,
-                                         'avg_profit': 0.1,
-                                         'total_profit': 0.001,
-                                         'profit': 1.0,
-                                         'duration': 20.0
-                                     },
-                                 }])
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result',
+            'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0},
+            'results_metrics':
+            {
+                'trade_count': 1,
+                'avg_profit': 0.1,
+                'total_profit': 0.001,
+                'profit': 1.0,
+                'duration': 20.0
+            },
+        }])
     )
     patch_exchange(mocker)
     # Co-test loading ticker-interval from strategy

From 75b4f1a442e29084c4a93bda81419fe4223cd33d Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 1 Mar 2020 14:12:27 +0100
Subject: [PATCH 1360/1495] Fix alignment of higher values

---
 freqtrade/optimize/hyperopt.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6b334507a..947aa78bf 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -9,6 +9,7 @@ import logging
 import random
 import sys
 import warnings
+from math import ceil, floor
 from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
@@ -571,7 +572,7 @@ class Hyperopt:
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
                 logger.info(f'Effective number of parallel workers used: {jobs}')
-                EVALS = max(self.total_epochs // jobs, 1)
+                EVALS = ceil(self.total_epochs / jobs)
                 for i in range(EVALS):
                     asked = self.opt.ask(n_points=jobs)
                     f_val = self.run_optimizer_parallel(parallel, asked, i)
@@ -580,6 +581,8 @@ class Hyperopt:
                     for j in range(jobs):
                         # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1
+                        if current > self.total_epochs:
+                            continue
                         val = f_val[j]
                         val['current_epoch'] = current
                         val['is_initial_point'] = current <= INITIAL_POINTS

From f08c7eedf1b583a65e01d4ea5f30ead17f7bfad3 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 1 Mar 2020 14:35:13 +0100
Subject: [PATCH 1361/1495] Changed jobs to be dynamic for last loop

---
 freqtrade/optimize/hyperopt.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 947aa78bf..91507c347 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -9,7 +9,7 @@ import logging
 import random
 import sys
 import warnings
-from math import ceil, floor
+from math import ceil
 from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
@@ -578,11 +578,13 @@ class Hyperopt:
                     f_val = self.run_optimizer_parallel(parallel, asked, i)
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
-                    for j in range(jobs):
+                    if (i * jobs + jobs) > self.total_epochs:
+                        current_jobs = jobs - ((i * jobs + jobs) - self.total_epochs)
+                    else:
+                        current_jobs = jobs
+                    for j in range(current_jobs):
                         # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1
-                        if current > self.total_epochs:
-                            continue
                         val = f_val[j]
                         val['current_epoch'] = current
                         val['is_initial_point'] = current <= INITIAL_POINTS

From 77b7f95efb786c71e325cc662dea0bb6bc61d291 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Mon, 2 Mar 2020 00:14:01 +0100
Subject: [PATCH 1362/1495] simple code styling fixes

---
 freqtrade/commands/hyperopt_commands.py | 56 ++++++++++++-------------
 1 file changed, 28 insertions(+), 28 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index ccaa59e54..e7f89a375 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -97,10 +97,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     if n > trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be less than {trials_epochs + 1}.")
+            f"The index of the epoch to show should be less than {trials_epochs + 1}.")
     if n < -trials_epochs:
         raise OperationalException(
-                f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
+            f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:
@@ -122,52 +122,52 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
         trials = [x for x in trials if x['results_metrics']['profit'] > 0]
     if filteroptions['filter_min_trades'] > 0:
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
-                 ]
+            x for x in trials
+            if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
+        ]
     if filteroptions['filter_max_trades'] > 0:
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
-                 ]
+            x for x in trials
+            if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
+        ]
     if filteroptions['filter_min_avg_time'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
-                 ]
+            x for x in trials
+            if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+        ]
     if filteroptions['filter_max_avg_time'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
-                 ]
+            x for x in trials
+            if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+        ]
     if filteroptions['filter_min_avg_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['avg_profit']
-                    > filteroptions['filter_min_avg_profit']
-                 ]
+            x for x in trials
+            if x['results_metrics']['avg_profit']
+            > filteroptions['filter_min_avg_profit']
+        ]
     if filteroptions['filter_max_avg_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['avg_profit']
-                    < filteroptions['filter_max_avg_profit']
-                 ]
+            x for x in trials
+            if x['results_metrics']['avg_profit']
+            < filteroptions['filter_max_avg_profit']
+        ]
     if filteroptions['filter_min_total_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
-                 ]
+            x for x in trials
+            if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+        ]
     if filteroptions['filter_max_total_profit'] is not None:
         trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
         trials = [
-                    x for x in trials
-                    if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
-                 ]
+            x for x in trials
+            if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
+        ]
 
     logger.info(f"{len(trials)} " +
                 ("best " if filteroptions['only_best'] else "") +

From e204e3277bd277f3dbfcee58c764b559f105740b Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Mar 2020 08:37:58 +0000
Subject: [PATCH 1363/1495] Bump ccxt from 1.22.95 to 1.23.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.22.95 to 1.23.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.22.95...1.23.30)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index bdb1f1127..10d567a96 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.22.95
+ccxt==1.23.30
 SQLAlchemy==1.3.13
 python-telegram-bot==12.4.2
 arrow==0.15.5

From 485075b8f2e8cd4a5f19456388d6b482b404b413 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Mar 2020 08:38:36 +0000
Subject: [PATCH 1364/1495] Bump scikit-learn from 0.22.1 to 0.22.2

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.22.1 to 0.22.2.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.22.1...0.22.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 2984229c1..c713317ec 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.4.1
-scikit-learn==0.22.1
+scikit-learn==0.22.2
 scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.14.1

From a17f3fb8be7229fb064cb74f853a61b5428b3b0c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 2 Mar 2020 08:39:25 +0000
Subject: [PATCH 1365/1495] Bump plotly from 4.5.1 to 4.5.2

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.1 to 4.5.2.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.5.1...v4.5.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 5e62a5e95..a70c3e0cf 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.5.1
+plotly==4.5.2
 

From 6e2290c4f0d142de4e924f7ee78b209d90ec3643 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 2 Mar 2020 20:05:54 +0100
Subject: [PATCH 1366/1495] Allow last to be empty -

closes #3005
---
 freqtrade/freqtradebot.py  | 8 +++-----
 tests/test_freqtradebot.py | 8 ++++++++
 2 files changed, 11 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 53493ad4c..04e3dd72f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -257,12 +257,10 @@ class FreqtradeBot:
         else:
             logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.exchange.fetch_ticker(pair)
-            rate = ticker[bid_strategy['price_side']]
-            if rate < ticker['last']:
-                ticker_rate = rate
-            else:
+            ticker_rate = ticker[bid_strategy['price_side']]
+            if ticker['last'] and ticker_rate > ticker['last']:
                 balance = self.config['bid_strategy']['ask_last_balance']
-                ticker_rate = rate + balance * (ticker['last'] - rate)
+                ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
             used_rate = ticker_rate
 
         self._buy_rate_cache[pair] = used_rate
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 49000382f..a5506017c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -914,6 +914,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
     ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
     ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
+    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
     ('bid', 10, 20, 10, 0.0, 20),  # Full bid side
     ('bid', 10, 20, 10, 1.0, 10),  # Full last side
     ('bid', 10, 20, 10, 0.5, 15),  # Between bid and last
@@ -921,6 +925,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     ('bid', 10, 20, 10, 0.3, 17),  # Between bid and last
     ('bid', 4, 5, 10, 1.0, 5),  # last bigger than bid
     ('bid', 4, 5, 10, 0.5, 5),  # last bigger than bid
+    ('bid', 10, 20, None, 0.5, 20),  # last not available - uses bid
+    ('bid', 4, 5, None, 0.5, 5),  # last not available - uses bid
+    ('bid', 4, 5, None, 1, 5),  # last not available - uses bid
+    ('bid', 4, 5, None, 0, 5),  # last not available - uses bid
 ])
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:

From 7713cfeb7996b478f20c65afab9a1b49318b062b Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 2 Mar 2020 21:02:32 +0100
Subject: [PATCH 1367/1495] Corrected logic for -j + and - argument

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 91507c347..c500e71bf 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -558,7 +558,8 @@ class Hyperopt:
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
         config_jobs = self.config.get('hyperopt_jobs', -1)
-        if self.total_epochs < cpus and (config_jobs > self.total_epochs or config_jobs < 0):
+        if (config_jobs < 0 and (cpus + config_jobs + 1) > self.total_epochs) \
+           or (config_jobs > 0 and config_jobs > self.total_epochs):
             config_jobs = self.total_epochs
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 

From 0e4862b0c8f8cc927675eb4e3fb098f479f1d0b9 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 2 Mar 2020 22:58:54 +0100
Subject: [PATCH 1368/1495] Added logging if argument is miss-configured

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c500e71bf..98c19f15b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -561,6 +561,7 @@ class Hyperopt:
         if (config_jobs < 0 and (cpus + config_jobs + 1) > self.total_epochs) \
            or (config_jobs > 0 and config_jobs > self.total_epochs):
             config_jobs = self.total_epochs
+            logger.info("Job count invalid will correct")
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
         self.dimensions: List[Dimension] = self.hyperopt_space()

From 92425642da922740e319f9563c93a36873af946f Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 3 Mar 2020 01:00:24 +0300
Subject: [PATCH 1369/1495] Fix config_jobs

---
 freqtrade/optimize/hyperopt.py | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 98c19f15b..66ce94ae0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -558,10 +558,6 @@ class Hyperopt:
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
         config_jobs = self.config.get('hyperopt_jobs', -1)
-        if (config_jobs < 0 and (cpus + config_jobs + 1) > self.total_epochs) \
-           or (config_jobs > 0 and config_jobs > self.total_epochs):
-            config_jobs = self.total_epochs
-            logger.info("Job count invalid will correct")
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
         self.dimensions: List[Dimension] = self.hyperopt_space()

From a7d4755859740a62cc87dc7f168eb2f7fbb54f81 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 3 Mar 2020 01:20:14 +0300
Subject: [PATCH 1370/1495] optimize calculation of current_jobs

---
 freqtrade/optimize/hyperopt.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 66ce94ae0..27fb7bcdb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -576,10 +576,12 @@ class Hyperopt:
                     f_val = self.run_optimizer_parallel(parallel, asked, i)
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
-                    if (i * jobs + jobs) > self.total_epochs:
-                        current_jobs = jobs - ((i * jobs + jobs) - self.total_epochs)
-                    else:
-                        current_jobs = jobs
+
+                    # Correct the number of epochs to handled for the last
+                    # iteration (should not exceed self.total_epochs)
+                    n_rest = (i + 1) * jobs - self.total_epochs
+                    current_jobs = jobs - n_rest if n_rest > 0 else jobs
+
                     for j in range(current_jobs):
                         # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1

From 45c94967927609b556f3b5ec226cc5dc31d9a8a9 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 3 Mar 2020 01:33:11 +0300
Subject: [PATCH 1371/1495] Do not run optimizer for 'jobs' epochs for the last
 iteration

---
 freqtrade/optimize/hyperopt.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 27fb7bcdb..41e2ce82b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -572,16 +572,16 @@ class Hyperopt:
                 logger.info(f'Effective number of parallel workers used: {jobs}')
                 EVALS = ceil(self.total_epochs / jobs)
                 for i in range(EVALS):
-                    asked = self.opt.ask(n_points=jobs)
+                    # Correct the number of epochs to be processed for the last
+                    # iteration (should not exceed self.total_epochs in total)
+                    n_rest = (i + 1) * jobs - self.total_epochs
+                    current_jobs = jobs - n_rest if n_rest > 0 else jobs
+
+                    asked = self.opt.ask(n_points=current_jobs)
                     f_val = self.run_optimizer_parallel(parallel, asked, i)
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
 
-                    # Correct the number of epochs to handled for the last
-                    # iteration (should not exceed self.total_epochs)
-                    n_rest = (i + 1) * jobs - self.total_epochs
-                    current_jobs = jobs - n_rest if n_rest > 0 else jobs
-
                     for j in range(current_jobs):
                         # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1

From 52cd5f912789d7b151702ba6c0a7caf3e4414846 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 3 Mar 2020 01:42:25 +0300
Subject: [PATCH 1372/1495] Better use enumerate: more correct and more
 pythonic

---
 freqtrade/optimize/hyperopt.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 41e2ce82b..b3be3f160 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -582,10 +582,9 @@ class Hyperopt:
                     self.opt.tell(asked, [v['loss'] for v in f_val])
                     self.fix_optimizer_models_list()
 
-                    for j in range(current_jobs):
+                    for j, val in enumerate(f_val):
                         # Use human-friendly indexes here (starting from 1)
                         current = i * jobs + j + 1
-                        val = f_val[j]
                         val['current_epoch'] = current
                         val['is_initial_point'] = current <= INITIAL_POINTS
                         logger.debug(f"Optimizer epoch evaluated: {val}")

From 399c419163cd8acf867f16b9702b9936a1d05c7d Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Tue, 3 Mar 2020 01:14:56 +0100
Subject: [PATCH 1373/1495] Changed table formating. Adding some code to align
 hyperopt table generation. WIP

---
 freqtrade/optimize/hyperopt.py  | 15 ++++++++++-----
 tests/optimize/test_hyperopt.py |  4 +++-
 2 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 700614453..ac272128e 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -325,15 +325,20 @@ class Hyperopt:
         trials['Trades'] = trials['Trades'].astype(str)
 
         trials['Epoch'] = trials['Epoch'].apply(
-            lambda x: "{}/{}".format(x, total_epochs))
+            lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs))
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
+            lambda x: ('{:,.2f}%'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' '))
         trials['Profit'] = trials['Profit'].apply(
-            lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
+            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else "--")
         trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: '{:,.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
+            lambda x: ('{:,.8f} '.format(x)) + config['stake_currency'] if not isna(x) else "--")
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
+            lambda x: ('{:,.1f}m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' '))
+        trials['Objective'] = trials['Objective'].apply(
+            lambda x: str(x).rjust(10, ' ') if str(x) != str(100000) else "N/A".rjust(10, ' '))
+        trials['Profit'] = trials['Total profit'] + " (" + trials['Profit'] + ")"
+        trials = trials.drop(columns=['Total profit'])
+
         if print_colorized:
             for i in range(len(trials)):
                 if trials.loc[i]['is_profit']:
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5bd9e542f..8de812d2d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -413,7 +413,9 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
         '|   Best |     2/2 |        1 |        0.10% | 0.00100000 BTC |'
         '    1.00% |          20.0m |           1 |'
     )
-    assert result_str in out
+    # assert result_str in out
+    assert all(x in out
+               for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC", "1.00%", "20.0m"])
 
 
 def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:

From 4aca8d7fcc2e217652572325aa72a61a70d8ec98 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Tue, 3 Mar 2020 01:35:18 +0100
Subject: [PATCH 1374/1495] PEP8 fix

---
 tests/optimize/test_hyperopt.py | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 8de812d2d..6c7e1e16f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -409,11 +409,6 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
         }
     )
     out, err = capsys.readouterr()
-    result_str = (
-        '|   Best |     2/2 |        1 |        0.10% | 0.00100000 BTC |'
-        '    1.00% |          20.0m |           1 |'
-    )
-    # assert result_str in out
     assert all(x in out
                for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC", "1.00%", "20.0m"])
 

From 3479f7d986a044de4db94c6d1c9f3ac02b4544f6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 07:13:11 +0100
Subject: [PATCH 1375/1495] Add max_drawdown function

---
 freqtrade/data/btanalysis.py | 22 +++++++++++++++++++++-
 1 file changed, 21 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index c28e462ba..9407a3139 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -3,7 +3,7 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
-from typing import Dict, Union
+from typing import Dict, Union, Tuple
 
 import numpy as np
 import pandas as pd
@@ -188,3 +188,23 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     # FFill to get continuous
     df[col_name] = df[col_name].ffill()
     return df
+
+
+def calculate_max_drawdown(trades: pd.DataFrame) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
+    """
+    Calculate max drawdown and the corresponding close dates
+    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
+    :raise: ValueError if trade-dataframe was found empty.
+    """
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty")
+    profit_results = trades.sort_values('close_time')
+    max_drawdown_df = pd.DataFrame()
+    max_drawdown_df['cumulative'] = profit_results['profitperc'].cumsum()
+    max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
+    max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
+    high_date = profit_results.loc[max_drawdown_df['high_value'].idxmax(), 'close_time']
+    low_date = profit_results.loc[max_drawdown_df['drawdown'].idxmin(), 'close_time']
+
+    return abs(min(max_drawdown_df['drawdown'])), high_date, low_date

From e050511ddcd295841590cfd99c4897e97dc678e3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 07:20:41 +0100
Subject: [PATCH 1376/1495] Add test for max_drawdown calculation

---
 freqtrade/data/btanalysis.py  |  2 +-
 tests/data/test_btanalysis.py | 20 ++++++++++++++++++--
 2 files changed, 19 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 9407a3139..799f15011 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -198,7 +198,7 @@ def calculate_max_drawdown(trades: pd.DataFrame) -> Tuple[float, pd.Timestamp, p
     :raise: ValueError if trade-dataframe was found empty.
     """
     if len(trades) == 0:
-        raise ValueError("Trade dataframe empty")
+        raise ValueError("Trade dataframe empty.")
     profit_results = trades.sort_values('close_time')
     max_drawdown_df = pd.DataFrame()
     max_drawdown_df['cumulative'] = profit_results['profitperc'].cumsum()
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 60d9c3ea5..7e3c1f077 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -2,15 +2,17 @@ from unittest.mock import MagicMock
 
 import pytest
 from arrow import Arrow
-from pandas import DataFrame, DateOffset, to_datetime
+from pandas import DataFrame, DateOffset, to_datetime, Timestamp
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       analyze_trade_parallelism,
+                                       calculate_max_drawdown,
                                        combine_tickers_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period,
                                        load_backtest_data, load_trades,
-                                       load_trades_from_db, analyze_trade_parallelism)
+                                       load_trades_from_db)
 from freqtrade.data.history import load_data, load_pair_history
 from tests.test_persistence import create_mock_trades
 
@@ -163,3 +165,17 @@ def test_create_cum_profit1(testdatadir):
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
     assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
+
+
+def test_calculate_max_drawdown(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    drawdown, h, low = calculate_max_drawdown(bt_data)
+    assert isinstance(drawdown, float)
+    assert pytest.approx(drawdown) == 0.21142322
+    assert isinstance(h, Timestamp)
+    assert isinstance(low, Timestamp)
+    assert h == Timestamp('2018-01-24 14:25:00', tz='UTC')
+    assert low == Timestamp('2018-01-30 04:45:00', tz='UTC')
+    with pytest.raises(ValueError, match='Trade dataframe empty.'):
+        drawdown, h, low = calculate_max_drawdown(DataFrame())

From 88e7cab5b99873d3f5af59ca61333013d8e2234b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 07:21:14 +0100
Subject: [PATCH 1377/1495] Add max_drawdown to profit plot

---
 freqtrade/plot/plotting.py | 34 +++++++++++++++++++++++++++++++++-
 1 file changed, 33 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 4a892792a..2ce4f1501 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -5,7 +5,8 @@ from typing import Any, Dict, List
 import pandas as pd
 
 from freqtrade.configuration import TimeRange
-from freqtrade.data.btanalysis import (combine_tickers_with_mean,
+from freqtrade.data.btanalysis import (calculate_max_drawdown,
+                                       combine_tickers_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
@@ -111,6 +112,36 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub
     return fig
 
 
+def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> make_subplots:
+    """
+    Add scatter points indicating max drawdown
+    """
+    try:
+        max_drawdown, highdate, lowdate = calculate_max_drawdown(trades)
+
+        drawdown = go.Scatter(
+            x=[highdate, lowdate],
+            y=[
+                df_comb.loc[highdate, 'cum_profit'],
+                df_comb.loc[lowdate, 'cum_profit'],
+            ],
+            mode='markers',
+            name='Max Drawdown',
+            text=f"Max drawdown {max_drawdown}",
+            marker=dict(
+                symbol='square-open',
+                size=9,
+                line=dict(width=2),
+                color='green'
+
+            )
+        )
+        fig.add_trace(drawdown, row, 1)
+    except ValueError:
+        logger.warning("No trades found - not plotting max drawdown.")
+    return fig
+
+
 def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     """
     Add trades to "fig"
@@ -364,6 +395,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
 
     fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
+    fig = add_max_drawdown(fig, 2, trades, df_comb)
 
     for pair in pairs:
         profit_col = f'cum_profit_{pair}'

From 33a63562cbacdeb858a29b09c4a11b9d3f31ae7b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 07:23:38 +0100
Subject: [PATCH 1378/1495] make drawdown function less restrictive

---
 freqtrade/data/btanalysis.py | 15 ++++++++++-----
 1 file changed, 10 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 799f15011..394c40112 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -190,21 +190,26 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     return df
 
 
-def calculate_max_drawdown(trades: pd.DataFrame) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
+def calculate_max_drawdown(trades: pd.DataFrame, date_col: str = 'close_time',
+                           value_col: str = 'profitperc'
+                           ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
     """
     Calculate max drawdown and the corresponding close dates
     :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profitperc')
     :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
     :raise: ValueError if trade-dataframe was found empty.
     """
     if len(trades) == 0:
         raise ValueError("Trade dataframe empty.")
-    profit_results = trades.sort_values('close_time')
+    profit_results = trades.sort_values(date_col)
     max_drawdown_df = pd.DataFrame()
-    max_drawdown_df['cumulative'] = profit_results['profitperc'].cumsum()
+    max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
     max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
     max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
-    high_date = profit_results.loc[max_drawdown_df['high_value'].idxmax(), 'close_time']
-    low_date = profit_results.loc[max_drawdown_df['drawdown'].idxmin(), 'close_time']
+
+    high_date = profit_results.loc[max_drawdown_df['high_value'].idxmax(), date_col]
+    low_date = profit_results.loc[max_drawdown_df['drawdown'].idxmin(), date_col]
 
     return abs(min(max_drawdown_df['drawdown'])), high_date, low_date

From d9e83cc4e2892bb9210c166dbd0857fc7b9e87b9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 09:33:08 +0100
Subject: [PATCH 1379/1495] Run CI on windows python 3.8

---
 .github/workflows/ci.yml                       |   5 ++---
 .../TA_Lib-0.4.17-cp38-cp38-win_amd64.whl      | Bin 0 -> 662134 bytes
 build_helpers/install_windows.ps1              |  10 +++++++++-
 3 files changed, 11 insertions(+), 4 deletions(-)
 create mode 100644 build_helpers/TA_Lib-0.4.17-cp38-cp38-win_amd64.whl

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index dc3d324a1..42668e46f 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -115,7 +115,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: [3.7]
+        python-version: [3.7, 3.8]
 
     steps:
     - uses: actions/checkout@v2
@@ -130,8 +130,7 @@ jobs:
       if: startsWith(runner.os, 'Windows')
       with:
         path: ~\AppData\Local\pip\Cache
-        key: ${{ runner.os }}-pip
-        restore-keys: ${{ runner.os }}-pip
+        key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
 
     - name: Installation
       run: |
diff --git a/build_helpers/TA_Lib-0.4.17-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
new file mode 100644
index 0000000000000000000000000000000000000000..90626b183a42e55d12ddabf57d3d257aea29fbf5
GIT binary patch
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c-u=Va$x49#GO+I{BZxql@8(eq1LnQ
Date: Tue, 3 Mar 2020 09:36:04 +0100
Subject: [PATCH 1380/1495] Remove flucky test assert

---
 tests/commands/test_commands.py | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1877aaa43..3e1c0a581 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -448,9 +448,6 @@ def test_create_datadir_failed(caplog):
 
 def test_create_datadir(caplog, mocker):
 
-    # Capture caplog length here trying to avoid random test failure
-    len_caplog_before = len(caplog.record_tuples)
-
     cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
     csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
     args = [
@@ -462,7 +459,6 @@ def test_create_datadir(caplog, mocker):
 
     assert cud.call_count == 1
     assert csf.call_count == 1
-    assert len(caplog.record_tuples) == len_caplog_before
 
 
 def test_start_new_strategy(mocker, caplog):

From 9bebc9ba7699426a86271f711f98e080142531a8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 09:40:41 +0100
Subject: [PATCH 1381/1495] Fix powershell comparison

---
 build_helpers/install_windows.ps1 | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index af1768d18..7dbdd77dd 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -6,10 +6,10 @@ python -m pip install --upgrade pip
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
-if ($pyv == '3.7') {
+if ($pyv -eq '3.7') {
     pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
 }
-if ($pyv == '3.8') {
+if ($pyv -eq '3.8') {
     pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
 }
 

From 53dcb5d5ed1dd1dc741e9cf3f6d0b49f90e55029 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 19:36:03 +0100
Subject: [PATCH 1382/1495] Fix logging expression

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 04e3dd72f..920c9203e 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -685,7 +685,8 @@ class FreqtradeBot:
                                               order_book_max=order_book_max)
             for i in range(order_book_min, order_book_max + 1):
                 sell_rate = next(order_book)
-                logger.debug('  order book asks top %s: %0.8f', i, sell_rate)
+                logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
+                             f"{sell_rate:0.8f}")
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True

From 9d8970a76bdff307482bdf82dffe2279af3fa731 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 3 Mar 2020 20:18:38 +0100
Subject: [PATCH 1383/1495] Add test and formatting to drawdown

---
 docs/plotting.md             | 1 +
 freqtrade/data/btanalysis.py | 2 +-
 freqtrade/plot/plotting.py   | 4 ++--
 tests/test_plotting.py       | 8 ++++++--
 4 files changed, 10 insertions(+), 5 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index ecd5e1603..3eef8f8e7 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -196,6 +196,7 @@ The first graph is good to get a grip of how the overall market progresses.
 
 The second graph will show if your algorithm works or doesn't.
 Perhaps you want an algorithm that steadily makes small profits, or one that acts less often, but makes big swings.
+This graph will also highlight the start (and end) of the Max drawdown period.
 
 The third graph can be useful to spot outliers, events in pairs that cause profit spikes.
 
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 394c40112..7972c6333 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     return df
 
 
-def calculate_max_drawdown(trades: pd.DataFrame, date_col: str = 'close_time',
+def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
                            value_col: str = 'profitperc'
                            ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
     """
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 2ce4f1501..d979a40e0 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -126,8 +126,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m
                 df_comb.loc[lowdate, 'cum_profit'],
             ],
             mode='markers',
-            name='Max Drawdown',
-            text=f"Max drawdown {max_drawdown}",
+            name=f"Max drawdown {max_drawdown:.2f}%",
+            text=f"Max drawdown {max_drawdown:.2f}%",
             marker=dict(
                 symbol='square-open',
                 size=9,
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 34d1f2b0c..dd04035b7 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -3,15 +3,16 @@ from copy import deepcopy
 from pathlib import Path
 from unittest.mock import MagicMock
 
+import pandas as pd
 import plotly.graph_objects as go
 import pytest
 from plotly.subplots import make_subplots
 
+from freqtrade.commands import start_plot_dataframe, start_plot_profit
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
 from freqtrade.exceptions import OperationalException
-from freqtrade.commands import start_plot_dataframe, start_plot_profit
 from freqtrade.plot.plotting import (add_indicators, add_profit,
                                      create_plotconfig,
                                      generate_candlestick_graph,
@@ -266,6 +267,7 @@ def test_generate_profit_graph(testdatadir):
     trades = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
     pairs = ["TRX/BTC", "ADA/BTC"]
+    trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')]
 
     tickers = history.load_data(datadir=testdatadir,
                                 pairs=pairs,
@@ -283,13 +285,15 @@ def test_generate_profit_graph(testdatadir):
     assert fig.layout.yaxis3.title.text == "Profit"
 
     figure = fig.layout.figure
-    assert len(figure.data) == 4
+    assert len(figure.data) == 5
 
     avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
     assert isinstance(avgclose, go.Scatter)
 
     profit = find_trace_in_fig_data(figure.data, "Profit")
     assert isinstance(profit, go.Scatter)
+    profit = find_trace_in_fig_data(figure.data, "Max drawdown 0.00%")
+    assert isinstance(profit, go.Scatter)
 
     for pair in pairs:
         profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")

From 7652a2bb95451ad907aec48ff4a8cc133901ae40 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Wed, 4 Mar 2020 00:10:47 +0100
Subject: [PATCH 1384/1495] Updated table layout and aligning better for
 hyperopt

---
 freqtrade/optimize/hyperopt.py  | 50 ++++++++++++++++++++-------------
 tests/optimize/test_hyperopt.py |  2 +-
 2 files changed, 31 insertions(+), 21 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ac272128e..7937ad611 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -21,7 +21,7 @@ from colorama import init as colorama_init
 from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame, json_normalize, isna
-from tabulate import tabulate
+import tabulate
 
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
@@ -309,6 +309,8 @@ class Hyperopt:
         if not results:
             return
 
+        tabulate.PRESERVE_WHITESPACE = True
+
         trials = json_normalize(results, max_level=1)
         trials['Best'] = ''
         trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
@@ -325,43 +327,51 @@ class Hyperopt:
         trials['Trades'] = trials['Trades'].astype(str)
 
         trials['Epoch'] = trials['Epoch'].apply(
-            lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs))
+            lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
+        )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: ('{:,.2f}%'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' '))
-        trials['Profit'] = trials['Profit'].apply(
-            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else "--")
-        trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: ('{:,.8f} '.format(x)) + config['stake_currency'] if not isna(x) else "--")
+            lambda x: ('{:,.2f}%'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+        )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: ('{:,.1f}m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' '))
+            lambda x: ('{:,.1f} m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+        )
         trials['Objective'] = trials['Objective'].apply(
-            lambda x: str(x).rjust(10, ' ') if str(x) != str(100000) else "N/A".rjust(10, ' '))
-        trials['Profit'] = trials['Total profit'] + " (" + trials['Profit'] + ")"
+            lambda x: str(x).rjust(10, ' ') if str(x) != str(100000) else "N/A".rjust(10, ' ')
+        )
+
+        trials['Profit'] = trials.apply(
+            lambda x: '{:,.8f} {} ({:,.2f}%)'.format(
+                x['Total profit'], config['stake_currency'],
+                x['Profit']).rjust(24+len(config['stake_currency']))
+            if x['Total profit'] != 0.0 else '--'.rjust(24+len(config['stake_currency'])),
+            axis=1
+        )
         trials = trials.drop(columns=['Total profit'])
 
         if print_colorized:
             for i in range(len(trials)):
                 if trials.loc[i]['is_profit']:
                     for z in range(len(trials.loc[i])-3):
-                        trials.iat[i, z] = "{}{}{}".format(Fore.GREEN,
-                                                           str(trials.loc[i][z]), Fore.RESET)
+                        trials.iat[i, z] = "{}{}{}".format(
+                            Fore.GREEN, str(trials.loc[i][z]), Fore.RESET)
                 if trials.loc[i]['is_best'] and highlight_best:
                     for z in range(len(trials.loc[i])-3):
-                        trials.iat[i, z] = "{}{}{}".format(Style.BRIGHT,
-                                                           str(trials.loc[i][z]), Style.RESET_ALL)
+                        trials.iat[i, z] = "{}{}{}".format(
+                            Style.BRIGHT, str(trials.loc[i][z]), Style.RESET_ALL)
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
         if remove_header > 0:
-            table = tabulate(trials.to_dict(orient='list'), tablefmt='orgtbl',
-                             headers='keys', stralign="right")
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='orgtbl', headers='keys', stralign="right")
+            # print(table)
             table = table.split("\n", remove_header)[remove_header]
         elif remove_header < 0:
-            table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
-                             headers='keys', stralign="right")
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right")
             table = "\n".join(table.split("\n")[0:remove_header])
         else:
-            table = tabulate(trials.to_dict(orient='list'), tablefmt='psql',
-                             headers='keys', stralign="right")
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right")
         print(table)
 
     def has_space(self, space: str) -> bool:
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 6c7e1e16f..5820cc9f9 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -410,7 +410,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     )
     out, err = capsys.readouterr()
     assert all(x in out
-               for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC", "1.00%", "20.0m"])
+               for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC (1.00%)", "20.0 m"])
 
 
 def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:

From 8de35e1c83becae0f226deb1f55fd7277510cf41 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Mar 2020 06:40:19 +0100
Subject: [PATCH 1385/1495] Documentation suggestions from Review

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index c70f3425c..c2c144541 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -465,7 +465,7 @@ Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) s
 
 #### Buy price side
 
-The configuration option `bid_strategy.price_side` defines the side of the spread the bot looks for when buying.
+The configuration setting `bid_strategy.price_side` defines the side of the spread the bot looks for when buying.
 
 The following displays an orderbook.
 
@@ -503,7 +503,7 @@ The `bid_strategy.ask_last_balance` configuration parameter controls this. A val
 
 #### Sell price side
 
-The configuration option `ask_strategy.price_side` defines the side of the spread the bot looks for when selling.
+The configuration setting `ask_strategy.price_side` defines the side of the spread the bot looks for when selling.
 
 The following displays an orderbook:
 
@@ -524,7 +524,7 @@ In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot
 
 #### Sell price with Orderbook enabled
 
-When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration (`minimal_roi` conditions) and the sell order is placed at the first profitable spot.
 
 !!! Note
     Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.

From 2f54aff0ce25d04edf25f9663c62c9138cabf622 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 4 Mar 2020 06:44:47 +0100
Subject: [PATCH 1386/1495] Improve documentation wording for price sides

---
 docs/configuration.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index c2c144541..7e33f1528 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -485,7 +485,8 @@ If `bid_strategy.price_side` is set to `"bid"`, then the bot will use 99 as buyi
 In line with that, if `bid_strategy.price_side` is set to `"ask"`, then the bot will use 101 as buying price.
 
 Using `ask` price often guarantees quicker filled orders, but the bot can also end up paying more than what would have been necessary.
-
+Taker fees instead of maker fees will most likely apply even when using limit buy orders.
+Also, prices at the "ask" side of the spread are higher than prices at the "bid" side in the orderbook, so the order behaves similar to a market order (however with a maximum price).
 
 #### Buy price with Orderbook enabled
 

From 090d1e8a709d9c0abcbd1cff667207f4e22d25dd Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Wed, 4 Mar 2020 20:51:09 +0100
Subject: [PATCH 1387/1495] Alignment and cleanups

---
 freqtrade/optimize/hyperopt.py  | 38 +++++++++++++++++++--------------
 tests/optimize/test_hyperopt.py |  4 +---
 2 files changed, 23 insertions(+), 19 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 7937ad611..bc0a0d58f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -154,7 +154,7 @@ class Hyperopt:
         """
         num_trials = len(self.trials)
         if num_trials > self.num_trials_saved:
-            logger.info(f"Saving {num_trials} {plural(num_trials, 'epoch')}.")
+            logger.debug(f"Saving {num_trials} {plural(num_trials, 'epoch')}.")
             dump(self.trials, self.trials_file)
             self.num_trials_saved = num_trials
         if final:
@@ -322,7 +322,6 @@ class Hyperopt:
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*'
         trials.loc[trials['is_best'], 'Best'] = 'Best'
-        trials['Objective'] = trials['Objective'].astype(str)
         trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
         trials['Trades'] = trials['Trades'].astype(str)
 
@@ -336,14 +335,15 @@ class Hyperopt:
             lambda x: ('{:,.1f} m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Objective'] = trials['Objective'].apply(
-            lambda x: str(x).rjust(10, ' ') if str(x) != str(100000) else "N/A".rjust(10, ' ')
+            lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
         )
 
         trials['Profit'] = trials.apply(
-            lambda x: '{:,.8f} {} ({:,.2f}%)'.format(
+            lambda x: '{:,.8f} {} {}'.format(
                 x['Total profit'], config['stake_currency'],
-                x['Profit']).rjust(24+len(config['stake_currency']))
-            if x['Total profit'] != 0.0 else '--'.rjust(24+len(config['stake_currency'])),
+                '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ')
+            ).rjust(25+len(config['stake_currency']))
+            if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])),
             axis=1
         )
         trials = trials.drop(columns=['Total profit'])
@@ -351,27 +351,33 @@ class Hyperopt:
         if print_colorized:
             for i in range(len(trials)):
                 if trials.loc[i]['is_profit']:
-                    for z in range(len(trials.loc[i])-3):
-                        trials.iat[i, z] = "{}{}{}".format(
-                            Fore.GREEN, str(trials.loc[i][z]), Fore.RESET)
+                    for j in range(len(trials.loc[i])-3):
+                        trials.iat[i, j] = "{}{}{}".format(Fore.GREEN,
+                                                           str(trials.loc[i][j]), Fore.RESET)
                 if trials.loc[i]['is_best'] and highlight_best:
-                    for z in range(len(trials.loc[i])-3):
-                        trials.iat[i, z] = "{}{}{}".format(
-                            Style.BRIGHT, str(trials.loc[i][z]), Style.RESET_ALL)
+                    for j in range(len(trials.loc[i])-3):
+                        trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
+                                                           str(trials.loc[i][j]), Style.RESET_ALL)
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
         if remove_header > 0:
             table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='orgtbl', headers='keys', stralign="right")
-            # print(table)
+                trials.to_dict(orient='list'), tablefmt='orgtbl',
+                headers='keys', stralign="right"
+            )
+
             table = table.split("\n", remove_header)[remove_header]
         elif remove_header < 0:
             table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right")
+                trials.to_dict(orient='list'), tablefmt='psql',
+                headers='keys', stralign="right"
+            )
             table = "\n".join(table.split("\n")[0:remove_header])
         else:
             table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right")
+                trials.to_dict(orient='list'), tablefmt='psql',
+                headers='keys', stralign="right"
+            )
         print(table)
 
     def has_space(self, space: str) -> bool:
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5820cc9f9..0e35ff827 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -410,7 +410,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     )
     out, err = capsys.readouterr()
     assert all(x in out
-               for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC (1.00%)", "20.0 m"])
+               for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC    (1.00%)", "20.0 m"])
 
 
 def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
@@ -432,13 +432,11 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
 
     hyperopt.trials = trials
     hyperopt.save_trials(final=True)
-    assert log_has("Saving 1 epoch.", caplog)
     assert log_has(f"1 epoch saved to '{trials_file}'.", caplog)
     mock_dump.assert_called_once()
 
     hyperopt.trials = trials + trials
     hyperopt.save_trials(final=True)
-    assert log_has("Saving 2 epochs.", caplog)
     assert log_has(f"2 epochs saved to '{trials_file}'.", caplog)
 
 

From 7606d814fa3158f7383ecca47e60ebb9c8be9595 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 5 Mar 2020 01:58:33 +0100
Subject: [PATCH 1388/1495] Initial work on csv-file export. Missing docs and
 tests

---
 freqtrade/commands/arguments.py          |  3 +-
 freqtrade/commands/cli_options.py        |  6 +++
 freqtrade/commands/hyperopt_commands.py  | 12 +++++
 freqtrade/configuration/configuration.py |  3 ++
 freqtrade/optimize/hyperopt.py           | 58 ++++++++++++++++++++++++
 5 files changed, 81 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 73e77d69d..8a8b06782 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -69,7 +69,8 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
-                      "print_colorized", "print_json", "hyperopt_list_no_details"]
+                      "print_colorized", "print_json", "hyperopt_list_no_details",
+                      "export_csv"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperopt_show_no_header"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index ef674c5c2..77fba8eef 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -221,6 +221,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
+    "export_csv": Arg(
+        '--export-csv',
+        help='Export to CSV-File. Put + in front of filename to overwrite.'
+        'Example: --export-csv +hyperopt.csv',
+        metavar='FILE',
+    ),
     "hyperopt_jobs": Arg(
         '-j', '--job-workers',
         help='The number of concurrently running jobs for hyperoptimization '
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 4803f6885..f4f119351 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -21,6 +21,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
+    export_csv = config.get('export_csv', None)
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
@@ -59,6 +60,17 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         sorted_trials = sorted(trials, key=itemgetter('loss'))
         results = sorted_trials[0]
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+    print(export_csv)
+    if trials and export_csv:
+        overwrite_csv = False
+        if export_csv[0] == '+':
+            overwrite_csv = True
+            export_csv = export_csv[1:]
+
+        Hyperopt.export_csv_file(
+            config, trials, total_epochs,
+            not filteroptions['only_best'], export_csv, overwrite_csv
+        )
 
 
 def start_hyperopt_show(args: Dict[str, Any]) -> None:
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 6a0441957..0645d72be 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -282,6 +282,9 @@ class Configuration:
         self._args_to_config(config, argname='print_json',
                              logstring='Parameter --print-json detected ...')
 
+        self._args_to_config(config, argname='export_csv',
+                             logstring='Parameter --export-csv detected: {}')
+
         self._args_to_config(config, argname='hyperopt_jobs',
                              logstring='Parameter -j/--job-workers detected: {}')
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e9ab469f4..d397c720c 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,6 +23,8 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
 from pandas import DataFrame, json_normalize, isna
 import tabulate
+from os import path
+import io
 
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
@@ -381,6 +383,62 @@ class Hyperopt:
             )
         print(table)
 
+    @staticmethod
+    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                        csv_file: str, overwrite: bool) -> None:
+        """
+        Log result to csv-file
+        """
+        if not results:
+            return
+
+        # Verification for owerwrite
+        if not overwrite and path.isfile(csv_file):
+            logging.error("CSV-File already exists and no overwrite specified!")
+            return
+
+        try:
+            io.open(csv_file, 'w+').close()
+        except IOError:
+            logging.error("Filed to create/overwrite CSV-File!")
+            return
+
+        trials = json_normalize(results, max_level=1)
+        trials['Best'] = ''
+        trials['Stake currency'] = config['stake_currency']
+        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                         'results_metrics.avg_profit', 'results_metrics.total_profit',
+                         'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
+                         'loss', 'is_initial_point', 'is_best']]
+        trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency',
+                          'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
+        trials['is_profit'] = False
+        trials.loc[trials['is_initial_point'], 'Best'] = '*'
+        trials.loc[trials['is_best'], 'Best'] = 'Best'
+        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
+        trials['Epoch'] = trials['Epoch'].astype(str)
+        trials['Trades'] = trials['Trades'].astype(str)
+
+        trials['Total profit'] = trials['Total profit'].apply(
+            lambda x: '{:,.8f}'.format(x) if x != 0.0 else "--"
+        )
+        trials['Profit'] = trials['Profit'].apply(
+            lambda x: '{:,.2f}'.format(x) if not isna(x) else "--"
+        )
+        trials['Avg profit'] = trials['Avg profit'].apply(
+            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else "--"
+        )
+        trials['Avg duration'] = trials['Avg duration'].apply(
+            lambda x: ('{:,.1f} m'.format(x)) if not isna(x) else "--"
+        )
+        trials['Objective'] = trials['Objective'].apply(
+            lambda x: '{:,.5f}'.format(x) if x != 100000 else "N/A"
+        )
+
+        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
+        trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8')
+        print("CSV-File created!")
+
     def has_space(self, space: str) -> bool:
         """
         Tell if the space value is contained in the configuration

From 97b194a45485310199b76abadba46446f31ab42f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 5 Mar 2020 06:20:36 +0100
Subject: [PATCH 1389/1495] Throttle may take longer than .10s on slow machines

This made this test fluky on windows CI ...
---
 tests/test_worker.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_worker.py b/tests/test_worker.py
index 7b446ac6a..839f7cdac 100644
--- a/tests/test_worker.py
+++ b/tests/test_worker.py
@@ -60,7 +60,7 @@ def test_throttle(mocker, default_conf, caplog) -> None:
 
     assert result == 42
     assert end - start > 0.1
-    assert log_has_re(r"Throttling with 'throttled_func\(\)': sleep for 0\.10 s.*", caplog)
+    assert log_has_re(r"Throttling with 'throttled_func\(\)': sleep for \d\.\d{2} s.*", caplog)
 
     result = worker._throttle(throttled_func, throttle_secs=-1)
     assert result == 42

From 7a3660cd6b0abca9dc42017f0c2303c602e05a67 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 5 Mar 2020 17:44:21 +0300
Subject: [PATCH 1390/1495] Adjust webhook tests

---
 tests/rpc/test_rpc_webhook.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 3f3f36766..1ced62746 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -28,12 +28,12 @@ def get_webhook_dict() -> dict:
         "webhooksell": {
             "value1": "Selling {pair}",
             "value2": "limit {limit:8f}",
-            "value3": "profit: {profit_amount:8f} {stake_currency}"
+            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
         "webhooksellcancel": {
             "value1": "Cancelling Open Sell Order for {pair}",
             "value2": "limit {limit:8f}",
-            "value3": "profit: {profit_amount:8f} {stake_currency}"
+            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
         "webhookstatus": {
             "value1": "Status: {status}",
@@ -110,7 +110,7 @@ def test_send_msg(default_conf, mocker):
         'open_rate': 0.004,
         'current_rate': 0.005,
         'profit_amount': 0.001,
-        'profit_percent': 0.20,
+        'profit_ratio': 0.20,
         'stake_currency': 'BTC',
         'sell_reason': SellType.STOP_LOSS.value
     }
@@ -136,7 +136,7 @@ def test_send_msg(default_conf, mocker):
         'open_rate': 0.004,
         'current_rate': 0.005,
         'profit_amount': 0.001,
-        'profit_percent': 0.20,
+        'profit_ratio': 0.20,
         'stake_currency': 'BTC',
         'sell_reason': SellType.STOP_LOSS.value
     }

From eee5727426fd0001ec8ddfdbf529dac435d503c4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 5 Mar 2020 17:44:38 +0300
Subject: [PATCH 1391/1495] Adjust webhook docs

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

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index e53aa8af5..70a41dd46 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -23,12 +23,12 @@ Sample configuration (tested using IFTTT).
         "webhooksell": {
             "value1": "Selling {pair}",
             "value2": "limit {limit:8f}",
-            "value3": "profit: {profit_amount:8f} {stake_currency}"
+            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
         "webhooksellcancel": {
             "value1": "Cancelling Open Sell Order for {pair}",
             "value2": "limit {limit:8f}",
-            "value3": "profit: {profit_amount:8f} {stake_currency}"
+            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
         "webhookstatus": {
             "value1": "Status: {status}",
@@ -87,7 +87,7 @@ Possible parameters are:
 * `open_rate`
 * `current_rate`
 * `profit_amount`
-* `profit_percent`
+* `profit_ratio`
 * `stake_currency`
 * `fiat_currency`
 * `sell_reason`
@@ -108,7 +108,7 @@ Possible parameters are:
 * `open_rate`
 * `current_rate`
 * `profit_amount`
-* `profit_percent`
+* `profit_ratio`
 * `stake_currency`
 * `fiat_currency`
 * `sell_reason`

From 91db75a7073763d8c00c1057b5485d50e5103e46 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 5 Mar 2020 19:43:43 +0100
Subject: [PATCH 1392/1495] Added tests and updated doc

---
 docs/utils.md                           |  3 +++
 freqtrade/commands/cli_options.py       |  3 ++-
 freqtrade/commands/hyperopt_commands.py | 13 +++++++------
 tests/commands/test_commands.py         | 16 +++++++++++++++-
 4 files changed, 27 insertions(+), 8 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index cdf0c31af..dd7a9dfe3 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -450,6 +450,9 @@ optional arguments:
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
   --no-details          Do not print best epoch details.
+  --export-csv FILE     Export to CSV-File. Put + in front of filename to
+                        overwrite. This will disable table print. Example:
+                        --export-csv +hyperopt.csv
 
 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 77fba8eef..b782c2fb9 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -224,7 +224,8 @@ AVAILABLE_CLI_OPTIONS = {
     "export_csv": Arg(
         '--export-csv',
         help='Export to CSV-File. Put + in front of filename to overwrite.'
-        'Example: --export-csv +hyperopt.csv',
+        ' This will disable table print.'
+        ' Example: --export-csv +hyperopt.csv',
         metavar='FILE',
     ),
     "hyperopt_jobs": Arg(
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index f4f119351..efc9aba88 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -50,17 +50,18 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if print_colorized:
         colorama_init(autoreset=True)
 
-    try:
-        Hyperopt.print_result_table(config, trials, total_epochs,
-                                    not filteroptions['only_best'], print_colorized, 0)
-    except KeyboardInterrupt:
-        print('User interrupted..')
+    if not export_csv:
+        try:
+            Hyperopt.print_result_table(config, trials, total_epochs,
+                                        not filteroptions['only_best'], print_colorized, 0)
+        except KeyboardInterrupt:
+            print('User interrupted..')
 
     if trials and not no_details:
         sorted_trials = sorted(trials, key=itemgetter('loss'))
         results = sorted_trials[0]
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
-    print(export_csv)
+
     if trials and export_csv:
         overwrite_csv = False
         if export_csv[0] == '+':
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 3e1c0a581..58e97fd49 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -902,7 +902,21 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert all(x not in captured.out
                for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
                          " 9/12", " 10/12", " 11/12", " 12/12"])
-
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--export-csv", "+test_file.csv"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in ["CSV-File created!"])
+    f = Path("test_file.csv")
+    assert 'Best,1,2,-1.25%,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
+    assert f.is_file()
+    f.unlink()
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):
     mocker.patch(

From f0d56e23a340e77dac0c6cd64ea3de2eeaedc1c4 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Thu, 5 Mar 2020 19:58:01 +0100
Subject: [PATCH 1393/1495] PEP8 fix

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

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 58e97fd49..f404a4671 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -918,6 +918,7 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     assert f.is_file()
     f.unlink()
 
+
 def test_hyperopt_show(mocker, capsys, hyperopt_results):
     mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',

From 4474482307cb280bd3119dc7a34b96cb3582339b Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Thu, 5 Mar 2020 20:44:29 +0100
Subject: [PATCH 1394/1495] unifying get_sell_rate with get_buy_rate

---
 freqtrade/freqtradebot.py | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4cbacdb1e..c800e4f7f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -246,7 +246,7 @@ class FreqtradeBot:
         if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
             logger.info(
                 f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
-                )
+            )
             order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
@@ -643,14 +643,16 @@ class FreqtradeBot:
                 logger.info(f"Using cached sell rate for {pair}.")
                 return rate
 
-        config_ask_strategy = self.config.get('ask_strategy', {})
-        if config_ask_strategy.get('use_order_book', False):
+        ask_strategy = self.config.get('ask_strategy', {})
+        if ask_strategy.get('use_order_book', False):
             # This code is only used for notifications, selling uses the generator directly
-            logger.debug('Using order book to get sell rate')
-            rate = next(self._order_book_gen(pair, f"{config_ask_strategy['price_side']}s"))
+            logger.info(
+                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
+            )
+            rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
 
         else:
-            rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
+            rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
         self._sell_rate_cache[pair] = rate
         return rate
 

From 0587256733a1f9df8deb4ac4c6f63a2ded10e274 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Thu, 5 Mar 2020 21:57:01 +0100
Subject: [PATCH 1395/1495] minor create_trade() optimization

---
 freqtrade/freqtradebot.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4cbacdb1e..e5ae9043a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -246,7 +246,7 @@ class FreqtradeBot:
         if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
             logger.info(
                 f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
-                )
+            )
             order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
@@ -394,21 +394,21 @@ class FreqtradeBot:
             logger.info(f"Pair {pair} is currently locked.")
             return False
 
+        if not self.get_free_open_trades():
+            logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.")
+            return False
+
+        stake_amount = self.get_trade_stake_amount(pair)
+        if not stake_amount:
+            logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
+            return False
+
         # running get_signal on historical data fetched
         (buy, sell) = self.strategy.get_signal(
             pair, self.strategy.ticker_interval,
             self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
 
         if buy and not sell:
-            if not self.get_free_open_trades():
-                logger.debug("Can't open a new trade: max number of trades is reached.")
-                return False
-
-            stake_amount = self.get_trade_stake_amount(pair)
-            if not stake_amount:
-                logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
-                return False
-
             logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                         f"{stake_amount} ...")
 

From b8d05d87511c6f29971a1d422b7d57eef9cda5a5 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Thu, 5 Mar 2020 22:14:05 +0100
Subject: [PATCH 1396/1495] found instance of config get without default

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4cbacdb1e..4d4ad14fc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -246,7 +246,7 @@ class FreqtradeBot:
         if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
             logger.info(
                 f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
-                )
+            )
             order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.get_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
@@ -669,7 +669,7 @@ class FreqtradeBot:
         config_ask_strategy = self.config.get('ask_strategy', {})
 
         if (config_ask_strategy.get('use_sell_signal', True) or
-                config_ask_strategy.get('ignore_roi_if_buy_signal')):
+                config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
             (buy, sell) = self.strategy.get_signal(
                 trade.pair, self.strategy.ticker_interval,
                 self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))

From 78908e24965405a13755f62cf25659d26c55cd51 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 6 Mar 2020 15:47:16 +0100
Subject: [PATCH 1397/1495] Fix travis build failure

---
 .travis.yml | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/.travis.yml b/.travis.yml
index ec688a1f4..0cb76b78b 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -1,4 +1,3 @@
-sudo: true
 os:
 - linux
 dist: xenial
@@ -11,10 +10,10 @@ env:
   global:
     - IMAGE_NAME=freqtradeorg/freqtrade
 install:
-- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
+- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies; cd ..
 - export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
 - export TA_LIBRARY_PATH=${HOME}/dependencies/lib
-- export TA_INCLUDE_PATH=${HOME}/dependencies/lib/include
+- export TA_INCLUDE_PATH=${HOME}/dependencies/include
 - pip install -r requirements-dev.txt
 - pip install -e .
 jobs:

From 93fc14d72653caae85bc7ae5139418c0ac0b3b3a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 11:52:02 +0100
Subject: [PATCH 1398/1495] Exchange dependencies to coingekko

---
 requirements-common.txt | 2 +-
 setup.py                | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 10d567a96..a844e81bc 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -11,7 +11,7 @@ wrapt==1.12.0
 jsonschema==3.2.0
 TA-Lib==0.4.17
 tabulate==0.8.6
-coinmarketcap==5.0.3
+pycoingecko==1.2.0
 jinja2==2.11.1
 
 # find first, C search in arrays
diff --git a/setup.py b/setup.py
index 63a595f32..7890f862e 100644
--- a/setup.py
+++ b/setup.py
@@ -73,7 +73,7 @@ setup(name='freqtrade',
           'jsonschema',
           'TA-Lib',
           'tabulate',
-          'coinmarketcap',
+          'pycoingecko',
           'py_find_1st',
           'python-rapidjson',
           'sdnotify',

From df5adb6ca59358aa2df47039b66deb89f900dda0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 11:52:26 +0100
Subject: [PATCH 1399/1495] Exchange coingekko for coinmarketcap

---
 freqtrade/rpc/fiat_convert.py  | 52 ++++++++++++++++----------------
 tests/conftest.py              | 24 +++++++--------
 tests/rpc/test_fiat_convert.py | 54 +++++++++++++++++-----------------
 3 files changed, 65 insertions(+), 65 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index d40f9221e..99d06dde0 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -7,7 +7,7 @@ import logging
 import time
 from typing import Dict, List
 
-from coinmarketcap import Market
+from pycoingecko import CoinGeckoAPI
 
 from freqtrade.constants import SUPPORTED_FIAT
 
@@ -38,8 +38,8 @@ class CryptoFiat:
         # Private attributes
         self._expiration = 0.0
 
-        self.crypto_symbol = crypto_symbol.upper()
-        self.fiat_symbol = fiat_symbol.upper()
+        self.crypto_symbol = crypto_symbol.lower()
+        self.fiat_symbol = fiat_symbol.lower()
         self.set_price(price=price)
 
     def set_price(self, price: float) -> None:
@@ -67,17 +67,20 @@ class CryptoToFiatConverter:
     This object is also a Singleton
     """
     __instance = None
-    _coinmarketcap: Market = None
+    _coingekko: CoinGeckoAPI = None
 
     _cryptomap: Dict = {}
 
     def __new__(cls):
+        """
+        This class is a singleton - should not be instanciated twice.
+        """
         if CryptoToFiatConverter.__instance is None:
             CryptoToFiatConverter.__instance = object.__new__(cls)
             try:
-                CryptoToFiatConverter._coinmarketcap = Market()
+                CryptoToFiatConverter._coingekko = CoinGeckoAPI()
             except BaseException:
-                CryptoToFiatConverter._coinmarketcap = None
+                CryptoToFiatConverter._coingekko = None
         return CryptoToFiatConverter.__instance
 
     def __init__(self) -> None:
@@ -86,14 +89,12 @@ class CryptoToFiatConverter:
 
     def _load_cryptomap(self) -> None:
         try:
-            coinlistings = self._coinmarketcap.listings()
-            self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])),
-                                       coinlistings["data"]))
-        except (BaseException) as exception:
+            coinlistings = self._coingekko.get_coins_list()
+            # Create mapping table from synbol to coingekko_id
+            self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
+        except (Exception) as exception:
             logger.error(
-                "Could not load FIAT Cryptocurrency map for the following problem: %s",
-                type(exception).__name__
-            )
+                f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
 
     def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
         """
@@ -115,8 +116,8 @@ class CryptoToFiatConverter:
         :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
         :return: Price in FIAT
         """
-        crypto_symbol = crypto_symbol.upper()
-        fiat_symbol = fiat_symbol.upper()
+        crypto_symbol = crypto_symbol.lower()
+        fiat_symbol = fiat_symbol.lower()
 
         # Check if the fiat convertion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
@@ -170,15 +171,13 @@ class CryptoToFiatConverter:
         :return: bool, True supported, False not supported
         """
 
-        fiat = fiat.upper()
-
-        return fiat in SUPPORTED_FIAT
+        return fiat.upper() in SUPPORTED_FIAT
 
     def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float:
         """
-        Call CoinMarketCap API to retrieve the price in the FIAT
-        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
-        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
+        Call CoinGekko API to retrieve the price in the FIAT
+        :param crypto_symbol: Crypto-currency you want to convert (e.g btc)
+        :param fiat_symbol: FIAT currency you want to convert to (e.g usd)
         :return: float, price of the crypto-currency in Fiat
         """
         # Check if the fiat convertion you want is supported
@@ -195,12 +194,13 @@ class CryptoToFiatConverter:
             return 0.0
 
         try:
+            _gekko_id = self._cryptomap[crypto_symbol]
             return float(
-                self._coinmarketcap.ticker(
-                    currency=self._cryptomap[crypto_symbol],
-                    convert=fiat_symbol
-                )['data']['quotes'][fiat_symbol.upper()]['price']
+                self._coingekko.get_price(
+                    ids=_gekko_id,
+                    vs_currencies=fiat_symbol
+                )[_gekko_id][fiat_symbol]
             )
-        except BaseException as exception:
+        except Exception as exception:
             logger.error("Error in _find_price: %s", exception)
             return 0.0
diff --git a/tests/conftest.py b/tests/conftest.py
index 000f62868..e8e3fe9e3 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -167,23 +167,23 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
 
 
 @pytest.fixture(autouse=True)
-def patch_coinmarketcap(mocker) -> None:
+def patch_coingekko(mocker) -> None:
     """
-    Mocker to coinmarketcap to speed up tests
-    :param mocker: mocker to patch coinmarketcap class
+    Mocker to coingekko to speed up tests
+    :param mocker: mocker to patch coingekko class
     :return: None
     """
 
-    tickermock = MagicMock(return_value={'price_usd': 12345.0})
-    listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC',
-                                                 'website_slug': 'bitcoin'},
-                                                {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH',
-                                                 'website_slug': 'ethereum'}
-                                                ]})
+    tickermock = MagicMock(return_value={'bitcoin': {'usd': 12345.0}, 'ethereum': {'usd': 12345.0}})
+    listmock = MagicMock(return_value=[{'id': 'bitcoin', 'name': 'Bitcoin', 'symbol': 'btc',
+                                        'website_slug': 'bitcoin'},
+                                       {'id': 'ethereum', 'name': 'Ethereum', 'symbol': 'eth',
+                                        'website_slug': 'ethereum'}
+                                       ])
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=tickermock,
-        listings=listmock,
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=tickermock,
+        get_coins_list=listmock,
 
     )
 
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 05760ce25..ed21bc516 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -8,7 +8,7 @@ import pytest
 from requests.exceptions import RequestException
 
 from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 
 
 def test_pair_convertion_object():
@@ -22,8 +22,8 @@ def test_pair_convertion_object():
     assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
 
     # Check a regular usage
-    assert pair_convertion.crypto_symbol == 'BTC'
-    assert pair_convertion.fiat_symbol == 'USD'
+    assert pair_convertion.crypto_symbol == 'btc'
+    assert pair_convertion.fiat_symbol == 'usd'
     assert pair_convertion.price == 12345.0
     assert pair_convertion.is_expired() is False
 
@@ -57,15 +57,15 @@ def test_fiat_convert_add_pair(mocker):
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
     pair_len = len(fiat_convert._pairs)
     assert pair_len == 1
-    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
-    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert._pairs[0].crypto_symbol == 'btc'
+    assert fiat_convert._pairs[0].fiat_symbol == 'usd'
     assert fiat_convert._pairs[0].price == 12345.0
 
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
     pair_len = len(fiat_convert._pairs)
     assert pair_len == 2
-    assert fiat_convert._pairs[1].crypto_symbol == 'BTC'
-    assert fiat_convert._pairs[1].fiat_symbol == 'EUR'
+    assert fiat_convert._pairs[1].crypto_symbol == 'btc'
+    assert fiat_convert._pairs[1].fiat_symbol == 'eur'
     assert fiat_convert._pairs[1].price == 13000.2
 
 
@@ -100,15 +100,15 @@ def test_fiat_convert_get_price(mocker):
 
     fiat_convert = CryptoToFiatConverter()
 
-    with pytest.raises(ValueError, match=r'The fiat US DOLLAR is not supported.'):
-        fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='US Dollar')
+    with pytest.raises(ValueError, match=r'The fiat us dollar is not supported.'):
+        fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar')
 
     # Check the value return by the method
     pair_len = len(fiat_convert._pairs)
     assert pair_len == 0
-    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
-    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
-    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
+    assert fiat_convert._pairs[0].crypto_symbol == 'btc'
+    assert fiat_convert._pairs[0].fiat_symbol == 'usd'
     assert fiat_convert._pairs[0].price == 28000.0
     assert fiat_convert._pairs[0]._expiration != 0
     assert len(fiat_convert._pairs) == 1
@@ -116,13 +116,13 @@ def test_fiat_convert_get_price(mocker):
     # Verify the cached is used
     fiat_convert._pairs[0].price = 9867.543
     expiration = fiat_convert._pairs[0]._expiration
-    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 9867.543
+    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543
     assert fiat_convert._pairs[0]._expiration == expiration
 
     # Verify the cache expiration
     expiration = time.time() - 2 * 60 * 60
     fiat_convert._pairs[0]._expiration = expiration
-    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
+    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
     assert fiat_convert._pairs[0]._expiration is not expiration
 
 
@@ -143,15 +143,15 @@ def test_loadcryptomap(mocker):
     fiat_convert = CryptoToFiatConverter()
     assert len(fiat_convert._cryptomap) == 2
 
-    assert fiat_convert._cryptomap["BTC"] == "1"
+    assert fiat_convert._cryptomap["btc"] == "bitcoin"
 
 
 def test_fiat_init_network_exception(mocker):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
     listmock = MagicMock(side_effect=RequestException)
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        listings=listmock,
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_coins_list=listmock,
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
@@ -163,24 +163,24 @@ def test_fiat_init_network_exception(mocker):
 
 
 def test_fiat_convert_without_network(mocker):
-    # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
+    # Because CryptoToFiatConverter is a Singleton we reset the value of _coingekko
 
     fiat_convert = CryptoToFiatConverter()
 
-    cmc_temp = CryptoToFiatConverter._coinmarketcap
-    CryptoToFiatConverter._coinmarketcap = None
+    cmc_temp = CryptoToFiatConverter._coingekko
+    CryptoToFiatConverter._coingekko = None
 
-    assert fiat_convert._coinmarketcap is None
-    assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
-    CryptoToFiatConverter._coinmarketcap = cmc_temp
+    assert fiat_convert._coingekko is None
+    assert fiat_convert._find_price(crypto_symbol='btc', fiat_symbol='usd') == 0.0
+    CryptoToFiatConverter._coingekko = cmc_temp
 
 
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
     listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        listings=listmock,
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_coins_list=listmock,
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
@@ -189,8 +189,8 @@ def test_fiat_invalid_response(mocker, caplog):
 
     length_cryptomap = len(fiat_convert._cryptomap)
     assert length_cryptomap == 0
-    assert log_has('Could not load FIAT Cryptocurrency map for the following problem: TypeError',
-                   caplog)
+    assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
+                      caplog)
 
 
 def test_convert_amount(mocker):

From acea49beaf364bc9890a4d08e0897fe45fd8ff0e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 13:01:26 +0100
Subject: [PATCH 1400/1495] Fix tests / test mocks

---
 tests/rpc/test_rpc.py          | 22 +++++++++++-----------
 tests/rpc/test_rpc_telegram.py |  2 +-
 2 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 6319ab9e6..47ffb771b 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -95,8 +95,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
 
 def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
     )
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -178,7 +178,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
                 day[1] == '0.00006217 BTC')
 
         assert (day[2] == '0.000 USD' or
-                day[2] == '0.933 USD')
+                day[2] == '0.767 USD')
     # ensure first day is current date
     assert str(days[0][0]) == str(datetime.utcnow().date())
 
@@ -190,8 +190,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
                               limit_buy_order, limit_sell_order, mocker) -> None:
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
     )
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -273,8 +273,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
                                      ticker_sell_up, limit_buy_order, limit_sell_order):
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
     )
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
                  return_value=15000.0)
@@ -341,8 +341,8 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     # ETH will be skipped due to mocked Error below
 
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
     )
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -380,8 +380,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     }
 
     mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.Market',
-        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
     )
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index cea863ac8..d769016c4 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1210,7 +1210,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
-           '*Total:* `(0.001000 BTC, 0.000 USD)`'
+           '*Total:* `(0.001000 BTC, 12.345 USD)`'
 
 
 def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:

From 1b3038390a5298e3774047e5aac46e6d6d9711bb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 13:05:46 +0100
Subject: [PATCH 1401/1495] Update comment

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

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 99d06dde0..4e26432d4 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -73,7 +73,7 @@ class CryptoToFiatConverter:
 
     def __new__(cls):
         """
-        This class is a singleton - should not be instanciated twice.
+        This class is a singleton - cannot be instantiated twice.
         """
         if CryptoToFiatConverter.__instance is None:
             CryptoToFiatConverter.__instance = object.__new__(cls)

From d51bb9acfb27d090272f9a2b67fbd61cc3d3f898 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 13:11:36 +0100
Subject: [PATCH 1402/1495] Update conda environment file

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

diff --git a/environment.yml b/environment.yml
index 4e8c1efcc..86ea03519 100644
--- a/environment.yml
+++ b/environment.yml
@@ -45,7 +45,7 @@ dependencies:
   - pip:
     # Required for app
     - cython
-    - coinmarketcap
+    - pycoingecko
     - ccxt
     - TA-Lib
     - py_find_1st

From 281cf577d1b63601265361c739fc04b1f404fa37 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 7 Mar 2020 17:03:31 +0100
Subject: [PATCH 1403/1495] Remove unsupported FIAT

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index ac1a8a6a9..54f620631 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -43,7 +43,7 @@ SUPPORTED_FIAT = [
     "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
     "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
     "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
-    "BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
+    "BTC", "ETH", "XRP", "LTC", "BCH"
 ]
 
 MINIMAL_CONFIG = {

From 3208faf7ede6be0898951b8d0bffd2966071f1b7 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 8 Mar 2020 13:35:31 +0300
Subject: [PATCH 1404/1495] Do not use ticker where it's not a ticker

---
 docs/backtesting.md                         |  12 +--
 docs/configuration.md                       |   8 +-
 docs/data-download.md                       |  12 +--
 docs/developer.md                           |   6 +-
 docs/edge.md                                |   2 +-
 docs/exchanges.md                           |   4 +-
 docs/hyperopt.md                            |  17 ++--
 docs/strategy-customization.md              |  17 ++--
 docs/utils.md                               |   6 +-
 freqtrade/commands/arguments.py             |   4 +-
 freqtrade/commands/build_config_commands.py |   2 +-
 freqtrade/commands/cli_options.py           |   2 +-
 freqtrade/configuration/timerange.py        |   2 +-
 freqtrade/data/btanalysis.py                |  10 +-
 freqtrade/data/converter.py                 |  55 +++++------
 freqtrade/data/dataprovider.py              |  14 +--
 freqtrade/data/history/history_utils.py     |  22 ++---
 freqtrade/data/history/idatahandler.py      |  25 +++--
 freqtrade/data/history/jsondatahandler.py   |   4 +-
 freqtrade/edge/edge_positioning.py          |  16 +--
 freqtrade/exchange/exchange.py              |  79 +++++++--------
 freqtrade/freqtradebot.py                   |   8 +-
 freqtrade/misc.py                           |  12 +--
 freqtrade/optimize/backtesting.py           |  48 ++++-----
 freqtrade/optimize/hyperopt.py              |  12 +--
 freqtrade/plot/plotting.py                  |  24 ++---
 freqtrade/strategy/interface.py             |  30 +++---
 freqtrade/templates/base_strategy.py.j2     |   2 +-
 freqtrade/templates/sample_strategy.py      |   2 +-
 tests/conftest.py                           |  23 ++---
 tests/data/test_btanalysis.py               |  11 +--
 tests/data/test_converter.py                |  28 +++---
 tests/data/test_dataprovider.py             |  36 +++----
 tests/data/test_history.py                  |  48 ++++-----
 tests/edge/test_edge.py                     |  26 ++---
 tests/exchange/test_exchange.py             | 102 ++++++++++----------
 tests/optimize/__init__.py                  |  10 +-
 tests/optimize/test_backtesting.py          |  44 ++++-----
 tests/optimize/test_hyperopt.py             |  44 ++++-----
 tests/strategy/strats/default_strategy.py   |   2 +-
 tests/strategy/test_interface.py            |  52 +++++-----
 tests/test_misc.py                          |   8 +-
 tests/test_plotting.py                      |  20 ++--
 43 files changed, 459 insertions(+), 452 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 79bfa2350..3d08d5332 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -11,8 +11,8 @@ Now you have good Buy and Sell strategies and some historic data, you want to te
 real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/` by default.
-If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/` by default.
+If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@@ -22,19 +22,19 @@ The result of backtesting will confirm if your bot has better odds of making a p
 
 ### Run a backtesting against the currencies listed in your config file
 
-#### With 5 min tickers (Per default)
+#### With 5 min candle (OHLCV) data (per default)
 
 ```bash
 freqtrade backtesting
 ```
 
-#### With 1 min tickers
+#### With 1 min candle (OHLCV) data
 
 ```bash
 freqtrade backtesting --ticker-interval 1m
 ```
 
-#### Using a different on-disk ticker-data source
+#### Using a different on-disk historical candle (OHLCV) data source
 
 Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. 
 You can then use this data for backtesting as follows:
@@ -223,7 +223,7 @@ You can then load the trades to perform further analysis as shown in our [data a
 
 To compare multiple strategies, a list of Strategies can be provided to backtesting.
 
-This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
+This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this will give a nice runtime boost.
 
 All listed Strategies need to be in the same directory.
diff --git a/docs/configuration.md b/docs/configuration.md
index 5580b9c68..42018a499 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). 
      *Defaults to `false`.* 
       **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.5`.* 
       **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. 
      *Defaults to `0.05` (5%).* 
       **Datatype:** Positive Float as ratio.
-| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
+| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
       **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
      *Defaults to `true`.* 
       **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.* 
       **Datatype:** Float
@@ -113,8 +113,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
       **Datatype:** Boolean
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
       **Datatype:** String
 | `user_data_dir` | Directory containing user data. 
       *Defaults to `./user_data/`*. 
       **Datatype:** String
-| `dataformat_ohlcv` | Data format to use to store OHLCV historic data. 
       *Defaults to `json`*. 
       **Datatype:** String
-| `dataformat_trades` | Data format to use to store trades historic data. 
       *Defaults to `jsongz`*. 
       **Datatype:** String
+| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. 
       *Defaults to `json`*. 
       **Datatype:** String
+| `dataformat_trades` | Data format to use to store historical trades data. 
       *Defaults to `jsongz`*. 
       **Datatype:** String
 
 ### Parameters in the strategy
 
@@ -413,7 +413,7 @@ Advanced options can be configured using the `_ft_has_params` setting, which wil
 
 Available options are listed in the exchange-class as `_ft_has_default`.
 
-For example, to test the order type `FOK` with Kraken, and modify candle_limit to 200 (so you only get 200 candles per call):
+For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
 
 ```json
 "exchange": {
diff --git a/docs/data-download.md b/docs/data-download.md
index 76e22f4ea..903d62854 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -33,7 +33,7 @@ optional arguments:
                         Specify which tickers to download. Space-separated list. Default: `1m 5m`.
   --erase               Clean all existing data for the selected exchange/pairs/timeframes.
   --data-format-ohlcv {json,jsongz}
-                        Storage format for downloaded ohlcv data. (default: `json`).
+                        Storage format for downloaded candle (OHLCV) data. (default: `json`).
   --data-format-trades {json,jsongz}
                         Storage format for downloaded trades data. (default: `jsongz`).
 
@@ -105,7 +105,7 @@ Common arguments:
 
 ##### Example converting data
 
-The following command will convert all ohlcv (candle) data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process.
+The following command will convert all candle (OHLCV) data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process.
 It'll also remove original json data files (`--erase` parameter).
 
 ``` bash
@@ -192,15 +192,15 @@ Then run:
 freqtrade download-data --exchange binance
 ```
 
-This will download ticker data for all the currency pairs you defined in `pairs.json`.
+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 tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.)
+- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust ratelimits etc.)
 - To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
-- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days).
-- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
+- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
+- 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
diff --git a/docs/developer.md b/docs/developer.md
index ef9232a59..34b2f1ba5 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -165,7 +165,7 @@ Since CCXT does not provide unification for Stoploss On Exchange yet, we'll need
 
 ### Incomplete candles
 
-While fetching OHLCV data, we're may end up getting incomplete candles (Depending on the exchange).
+While fetching candle (OHLCV) data, we may end up getting incomplete candles (depending on the exchange).
 To demonstrate this, we'll use daily candles (`"1d"`) to keep things simple.
 We query the api (`ct.fetch_ohlcv()`) for the timeframe and look at the date of the last entry. If this entry changes or shows the date of a "incomplete" candle, then we should drop this since having incomplete candles is problematic because indicators assume that only complete candles are passed to them, and will generate a lot of false buy signals. By default, we're therefore removing the last candle assuming it's incomplete.
 
@@ -174,14 +174,14 @@ To check how the new exchange behaves, you can use the following snippet:
 ``` python
 import ccxt
 from datetime import datetime
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 ct = ccxt.binance()
 timeframe = "1d"
 pair = "XLM/BTC"  # Make sure to use a pair that exists on that exchange!
 raw = ct.fetch_ohlcv(pair, timeframe=timeframe)
 
 # convert to dataframe
-df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False)
+df1 = ohlcv_to_dataframe(raw, timeframe, pair=pair, drop_incomplete=False)
 
 print(df1.tail(1))
 print(datetime.utcnow())
diff --git a/docs/edge.md b/docs/edge.md
index 6a301b044..721f570c7 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -156,7 +156,7 @@ Edge module has following configuration options:
 | `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. 
      This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. 
      *Defaults to `0.60`.* 
       **Datatype:** Float
 | `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. 
      Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. 
      *Defaults to `0.20`.* 
       **Datatype:** Float
 | `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. 
      Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. 
      *Defaults to `10` (it is highly recommended not to decrease this number).* 
       **Datatype:** Integer
-| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
      **NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
      *Defaults to `1440` (one day).* 
       **Datatype:** Integer
+| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
      **NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
      *Defaults to `1440` (one day).* 
       **Datatype:** Integer
 | `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
      *Defaults to `false`.* 
       **Datatype:** Boolean
 
 ## Running Edge independently
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 70dae0aa5..66a0e96da 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -76,8 +76,8 @@ $ pip3 install web3
 
 ### Send incomplete candles to the strategy
 
-Most exchanges return incomplete candles via their ohlcv / klines interface.
-By default, Freqtrade assumes that incomplete candles are returned and removes the last candle assuming it's an incomplete candle.
+Most exchanges return current incomplete candle via their OHLCV/klines API interface.
+By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
 
 Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
 
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9bc5888ce..abd7aa7ce 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -103,9 +103,10 @@ Place the corresponding settings into the following methods
 The configuration and rules are the same than for buy signals.
 To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
 
-#### Using ticker-interval as part of the Strategy
+#### Using timeframe as a part of the Strategy
 
-The Strategy exposes the ticker-interval as `self.ticker_interval`. The same value is available as class-attribute `HyperoptName.ticker_interval`.
+The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute.
+The same value is available as class-attribute `HyperoptName.ticker_interval`.
 In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`.
 
 ## Solving a Mystery
@@ -222,11 +223,11 @@ The `--spaces all` option determines that all possible parameters should be opti
 !!! Warning
     When switching parameters or changing configuration options, make sure to not use the argument `--continue` so temporary results can be removed.
 
-### Execute Hyperopt with Different Ticker-Data Source
+### Execute Hyperopt with different historical data source
 
-If you would like to hyperopt parameters using an alternate ticker data that
-you have on-disk, use the `--datadir PATH` option. Default hyperopt will
-use data from directory `user_data/data`.
+If you would like to hyperopt parameters using an alternate historical data set that
+you have on-disk, use the `--datadir PATH` option. By default, hyperopt
+uses data from directory `user_data/data`.
 
 ### Running Hyperopt with Smaller Testset
 
@@ -380,7 +381,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
 
 #### Default ROI Search Space
 
-If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point):
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
 
 | # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
 | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
@@ -389,7 +390,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 | 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
 | 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
 
-These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the ticker interval used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the ticker interval used.
+These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
 If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 4aacd3af6..7793ea148 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -84,7 +84,7 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     Performance Note: For the best performance be frugal on the number of indicators
     you are using. Let uncomment only the indicator you are using in your strategies
     or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-    :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+    :param dataframe: Dataframe with data from the exchange
     :param metadata: Additional information, like the currently traded pair
     :return: a Dataframe with all mandatory indicators for the strategies
     """
@@ -284,13 +284,14 @@ If your exchange supports it, it's recommended to also set `"stoploss_on_exchang
 
 For more information on order_types please look [here](configuration.md#understand-order_types).
 
-### Ticker interval
+### Timeframe (ticker interval)
 
 This is the set of candles the bot should download and use for the analysis.
 Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
 
-Please note that the same buy/sell signals may work with one interval, but not the other.
-This setting is accessible within the strategy by using `self.ticker_interval`.
+Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
+
+This setting is accessible within the strategy methods as the `self.ticker_interval` attribute.
 
 ### Metadata dict
 
@@ -335,14 +336,14 @@ Please always check the mode of operation to select the correct method to get da
 #### Possible options for DataProvider
 
 - `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
+- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
 - `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
 - `runmode` - Property containing the current runmode.
 
-#### Example: fetch live ohlcv / historic data for the first informative pair
+#### Example: fetch live / historical candle (OHLCV) data for the first informative pair
 
 ``` python
 if self.dp:
@@ -377,8 +378,8 @@ if self.dp:
 
 ``` python
 if self.dp:
-    for pair, ticker in self.dp.available_pairs:
-        print(f"available {pair}, {ticker}")
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
 ```
 
 #### Get data for non-tradeable pairs
diff --git a/docs/utils.md b/docs/utils.md
index cdf0c31af..ec9ceeac9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -61,8 +61,8 @@ $ freqtrade new-config --config config_binance.json
 ? Do you want to enable Dry-run (simulated trades)?  Yes
 ? Please insert your stake currency: BTC
 ? Please insert your stake amount: 0.05
-? Please insert max_open_trades (Integer or 'unlimited'): 5
-? Please insert your ticker interval: 15m
+? Please insert max_open_trades (Integer or 'unlimited'): 3
+? Please insert your timeframe (ticker interval): 5m
 ? Please insert your display Currency (for reporting): USD
 ? Select exchange  binance
 ? Do you want to enable Telegram?  No
@@ -258,7 +258,7 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 
 ## List Timeframes
 
-Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
+Use the `list-timeframes` subcommand to see the list of timeframes (ticker intervals) available for the exchange.
 
 ```
 usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 73e77d69d..06acea69e 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -296,7 +296,7 @@ class Arguments:
         # Add convert-data subcommand
         convert_data_cmd = subparsers.add_parser(
             'convert-data',
-            help='Convert OHLCV data from one format to another.',
+            help='Convert candle (OHLCV) data from one format to another.',
             parents=[_common_parser],
         )
         convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
@@ -305,7 +305,7 @@ class Arguments:
         # Add convert-trade-data subcommand
         convert_trade_data_cmd = subparsers.add_parser(
             'convert-trade-data',
-            help='Convert trade-data from one format to another.',
+            help='Convert trade data from one format to another.',
             parents=[_common_parser],
         )
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 1598fa2ae..58ac6ec27 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -76,7 +76,7 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "ticker_interval",
-            "message": "Please insert your ticker interval:",
+            "message": "Please insert your timeframe (ticker interval):",
             "default": "5m",
         },
         {
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index ef674c5c2..e92acef30 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -348,7 +348,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "dataformat_ohlcv": Arg(
         '--data-format-ohlcv',
-        help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
+        help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
         default='json'
     ),
diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index 3db5f6217..151003999 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -45,7 +45,7 @@ class TimeRange:
         """
         Adjust startts by  candles.
         Applies only if no startup-candles have been available.
-        :param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')`
+        :param timeframe_secs: Timeframe in seconds e.g. `timeframe_to_seconds('5m')`
         :param startup_candles: Number of candles to move start-date forward
         :param min_date: Minimum data date loaded. Key kriterium to decide if start-time
                          has to be moved
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 7972c6333..681bf6734 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -151,17 +151,17 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
     return trades
 
 
-def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame],
-                              column: str = "close") -> pd.DataFrame:
+def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame],
+                                 column: str = "close") -> pd.DataFrame:
     """
     Combine multiple dataframes "column"
-    :param tickers: Dict of Dataframes, dict key should be pair.
+    :param data: Dict of Dataframes, dict key should be pair.
     :param column: Column in the original dataframes to use
     :return: DataFrame with the column renamed to the dict key, and a column
         named mean, containing the mean of all pairs.
     """
-    df_comb = pd.concat([tickers[pair].set_index('date').rename(
-        {column: pair}, axis=1)[pair] for pair in tickers], axis=1)
+    df_comb = pd.concat([data[pair].set_index('date').rename(
+        {column: pair}, axis=1)[pair] for pair in data], axis=1)
 
     df_comb['mean'] = df_comb.mean(axis=1)
 
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 49a2a25bc..77371bf27 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -13,12 +13,12 @@ from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
-                           fill_missing: bool = True,
-                           drop_incomplete: bool = True) -> DataFrame:
+def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
+                       fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame:
     """
-    Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
-    :param ticker: ticker list, as returned by exchange.async_get_candle_history
+    Converts a list with candle (OHLCV) data (in format returned by ccxt.fetch_ohlcv)
+    to a Dataframe
+    :param ohlcv: list with candle (OHLCV) data, as returned by exchange.async_get_candle_history
     :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
     :param pair: Pair this data is for (used to warn if fillup was necessary)
     :param fill_missing: fill up missing candles with 0 candles
@@ -26,21 +26,18 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
     :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete
     :return: DataFrame
     """
-    logger.debug("Parsing tickerlist to dataframe")
+    logger.debug(f"Converting candle (OHLCV) data to dataframe for pair {pair}.")
     cols = DEFAULT_DATAFRAME_COLUMNS
-    frame = DataFrame(ticker, columns=cols)
+    df = DataFrame(ohlcv, columns=cols)
 
-    frame['date'] = to_datetime(frame['date'],
-                                unit='ms',
-                                utc=True,
-                                infer_datetime_format=True)
+    df['date'] = to_datetime(df['date'], unit='ms', utc=True, infer_datetime_format=True)
 
-    # Some exchanges return int values for volume and even for ohlc.
+    # Some exchanges return int values for Volume and even for OHLC.
     # Convert them since TA-LIB indicators used in the strategy assume floats
     # and fail with exception...
-    frame = frame.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float',
-                                'volume': 'float'})
-    return clean_ohlcv_dataframe(frame, timeframe, pair,
+    df = df.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float',
+                          'volume': 'float'})
+    return clean_ohlcv_dataframe(df, timeframe, pair,
                                  fill_missing=fill_missing,
                                  drop_incomplete=drop_incomplete)
 
@@ -49,11 +46,11 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
                           fill_missing: bool = True,
                           drop_incomplete: bool = True) -> DataFrame:
     """
-    Clense a ohlcv dataframe by
+    Clense a OHLCV dataframe by
       * Grouping it by date (removes duplicate tics)
       * dropping last candles if requested
       * Filling up missing data (if requested)
-    :param data: DataFrame containing ohlcv data.
+    :param data: DataFrame containing candle (OHLCV) data.
     :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
     :param pair: Pair this data is for (used to warn if fillup was necessary)
     :param fill_missing: fill up missing candles with 0 candles
@@ -88,16 +85,16 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     """
     from freqtrade.exchange import timeframe_to_minutes
 
-    ohlc_dict = {
+    ohlcv_dict = {
         'open': 'first',
         'high': 'max',
         'low': 'min',
         'close': 'last',
         'volume': 'sum'
     }
-    ticker_minutes = timeframe_to_minutes(timeframe)
+    timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to create "NAN" values
-    df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)
+    df = dataframe.resample(f'{timeframe_minutes}min', on='date').agg(ohlcv_dict)
 
     # Forwardfill close for missing columns
     df['close'] = df['close'].fillna(method='ffill')
@@ -159,20 +156,20 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
 
 def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     """
-    Converts trades list to ohlcv list
+    Converts trades list to OHLCV list
     TODO: This should get a dedicated test
     :param trades: List of trades, as returned by ccxt.fetch_trades.
-    :param timeframe: Ticker timeframe to resample data to
-    :return: ohlcv Dataframe.
+    :param timeframe: Timeframe to resample data to
+    :return: OHLCV Dataframe.
     """
     from freqtrade.exchange import timeframe_to_minutes
-    ticker_minutes = timeframe_to_minutes(timeframe)
+    timeframe_minutes = timeframe_to_minutes(timeframe)
     df = pd.DataFrame(trades)
     df['datetime'] = pd.to_datetime(df['datetime'])
     df = df.set_index('datetime')
 
-    df_new = df['price'].resample(f'{ticker_minutes}min').ohlc()
-    df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum()
+    df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
+    df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()
     df_new['date'] = df_new.index
     # Drop 0 volume rows
     df_new = df_new.dropna()
@@ -206,7 +203,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 
 def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
     """
-    Convert ohlcv from one format to another format.
+    Convert OHLCV from one format to another
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
@@ -216,7 +213,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     src = get_datahandler(config['datadir'], convert_from)
     trg = get_datahandler(config['datadir'], convert_to)
     timeframes = config.get('timeframes', [config.get('ticker_interval')])
-    logger.info(f"Converting OHLCV for timeframe {timeframes}")
+    logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
 
     if 'pairs' not in config:
         config['pairs'] = []
@@ -224,7 +221,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
         for timeframe in timeframes:
             config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
                                                        timeframe))
-    logger.info(f"Converting OHLCV for {config['pairs']}")
+    logger.info(f"Converting candle (OHLCV) data for {config['pairs']}")
 
     for timeframe in timeframes:
         for pair in config['pairs']:
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 2964d1cb7..1df710152 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -1,7 +1,7 @@
 """
 Dataprovider
 Responsible to provide data to the bot
-including Klines, tickers, historic data
+including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
@@ -43,10 +43,10 @@ class DataProvider:
 
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
-        Get ohlcv data for the given pair as DataFrame
+        Get candle (OHLCV) data for the given pair as DataFrame
         Please use the `available_pairs` method to verify which pairs are currently cached.
         :param pair: pair to get the data for
-        :param timeframe: Ticker timeframe to get data for
+        :param timeframe: Timeframe to get data for
         :param copy: copy dataframe before returning if True.
                      Use False only for read-only operations (where the dataframe is not modified)
         """
@@ -58,7 +58,7 @@ class DataProvider:
 
     def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
         """
-        Get stored historic ohlcv data
+        Get stored historical candle (OHLCV) data
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
@@ -69,17 +69,17 @@ class DataProvider:
 
     def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
         """
-        Return pair ohlcv data, either live or cached historical -- depending
+        Return pair candle (OHLCV) data, either live or cached historical -- depending
         on the runmode.
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         :return: Dataframe for this pair
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            # Get live ohlcv data.
+            # Get live OHLCV data.
             data = self.ohlcv(pair=pair, timeframe=timeframe)
         else:
-            # Get historic ohlcv data (cached on disk).
+            # Get historical OHLCV data (cached on disk).
             data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
         if len(data) == 0:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 5f9a7da20..89d29d33b 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -9,7 +9,7 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
-from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
+from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv
 from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
@@ -28,10 +28,10 @@ def load_pair_history(pair: str,
                       data_handler: IDataHandler = None,
                       ) -> DataFrame:
     """
-    Load cached ticker history for the given pair.
+    Load cached ohlcv history for the given pair.
 
     :param pair: Pair to load data for
-    :param timeframe: Ticker timeframe (e.g. "5m")
+    :param timeframe: Timeframe (e.g. "5m")
     :param datadir: Path to the data storage location.
     :param data_format: Format of the data. Ignored if data_handler is set.
     :param timerange: Limit data to be loaded to this timerange
@@ -63,10 +63,10 @@ def load_data(datadir: Path,
               data_format: str = 'json',
               ) -> Dict[str, DataFrame]:
     """
-    Load ticker history data for a list of pairs.
+    Load ohlcv history data for a list of pairs.
 
     :param datadir: Path to the data storage location.
-    :param timeframe: Ticker Timeframe (e.g. "5m")
+    :param timeframe: Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param timerange: Limit data to be loaded to this timerange
     :param fill_up_missing: Fill missing values with "No action"-candles
@@ -104,10 +104,10 @@ def refresh_data(datadir: Path,
                  timerange: Optional[TimeRange] = None,
                  ) -> None:
     """
-    Refresh ticker history data for a list of pairs.
+    Refresh ohlcv history data for a list of pairs.
 
     :param datadir: Path to the data storage location.
-    :param timeframe: Ticker Timeframe (e.g. "5m")
+    :param timeframe: Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param exchange: Exchange object
     :param timerange: Limit data to be loaded to this timerange
@@ -165,7 +165,7 @@ def _download_pair_history(datadir: Path,
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
 
     :param pair: pair to download
-    :param timeframe: Ticker Timeframe (e.g 5m)
+    :param timeframe: Timeframe (e.g "5m")
     :param timerange: range of time to download
     :return: bool with success state
     """
@@ -194,8 +194,8 @@ def _download_pair_history(datadir: Path,
                                                    days=-30).float_timestamp) * 1000
                                                )
         # TODO: Maybe move parsing to exchange class (?)
-        new_dataframe = parse_ticker_dataframe(new_data, timeframe, pair,
-                                               fill_missing=False, drop_incomplete=True)
+        new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
+                                           fill_missing=False, drop_incomplete=True)
         if data.empty:
             data = new_dataframe
         else:
@@ -362,7 +362,7 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
     :param pair: pair used for log output.
     :param min_date: start-date of the data
     :param max_date: end-date of the data
-    :param timeframe_min: ticker Timeframe in minutes
+    :param timeframe_min: Timeframe in minutes
     """
     # total difference in minutes / timeframe-minutes
     expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_min)
diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index df03e7713..b08292604 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -55,7 +55,7 @@ class IDataHandler(ABC):
         Implements the loading and conversion to a Pandas dataframe.
         Timerange trimming and dataframe validation happens outside of this method.
         :param pair: Pair to load data
-        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timeframe: Timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange.
                         Optionally implemented by subclasses to avoid loading
                         all data where possible.
@@ -67,7 +67,7 @@ class IDataHandler(ABC):
         """
         Remove data for this pair
         :param pair: Delete data for this pair.
-        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timeframe: Timeframe (e.g. "5m")
         :return: True when deleted, false if file did not exist.
         """
 
@@ -129,10 +129,10 @@ class IDataHandler(ABC):
                    warn_no_data: bool = True
                    ) -> DataFrame:
         """
-        Load cached ticker history for the given pair.
+        Load cached candle (OHLCV) data for the given pair.
 
         :param pair: Pair to load data for
-        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timeframe: Timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange
         :param fill_missing: Fill missing values with "No action"-candles
         :param drop_incomplete: Drop last candle assuming it may be incomplete.
@@ -145,28 +145,27 @@ class IDataHandler(ABC):
         if startup_candles > 0 and timerange_startup:
             timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
 
-        pairdf = self._ohlcv_load(pair, timeframe,
-                                  timerange=timerange_startup)
-        if pairdf.empty:
+        df = self._ohlcv_load(pair, timeframe, timerange=timerange_startup)
+        if df.empty:
             if warn_no_data:
                 logger.warning(
                     f'No history data for pair: "{pair}", timeframe: {timeframe}. '
                     'Use `freqtrade download-data` to download the data'
                 )
-            return pairdf
+            return df
         else:
-            enddate = pairdf.iloc[-1]['date']
+            enddate = df.iloc[-1]['date']
 
             if timerange_startup:
-                self._validate_pairdata(pair, pairdf, timerange_startup)
-                pairdf = trim_dataframe(pairdf, timerange_startup)
+                self._validate_pairdata(pair, df, timerange_startup)
+                df = trim_dataframe(df, timerange_startup)
 
             # incomplete candles should only be dropped if we didn't trim the end beforehand.
-            return clean_ohlcv_dataframe(pairdf, timeframe,
+            return clean_ohlcv_dataframe(df, timeframe,
                                          pair=pair,
                                          fill_missing=fill_missing,
                                          drop_incomplete=(drop_incomplete and
-                                                          enddate == pairdf.iloc[-1]['date']))
+                                                          enddate == df.iloc[-1]['date']))
 
     def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
         """
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 2b738a94a..363b03958 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -60,7 +60,7 @@ class JsonDataHandler(IDataHandler):
         Implements the loading and conversion to a Pandas dataframe.
         Timerange trimming and dataframe validation happens outside of this method.
         :param pair: Pair to load data
-        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timeframe: Timeframe (e.g. "5m")
         :param timerange: Limit data to be loaded to this timerange.
                         Optionally implemented by subclasses to avoid loading
                         all data where possible.
@@ -83,7 +83,7 @@ class JsonDataHandler(IDataHandler):
         """
         Remove data for this pair
         :param pair: Delete data for this pair.
-        :param timeframe: Ticker timeframe (e.g. "5m")
+        :param timeframe: Timeframe (e.g. "5m")
         :return: True when deleted, false if file did not exist.
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 57a8f4a7c..a24e29efb 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -119,7 +119,7 @@ class Edge:
             logger.critical("No data found. Edge is stopped ...")
             return False
 
-        preprocessed = self.strategy.tickerdata_to_dataframe(data)
+        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Print timeframe
         min_date, max_date = history.get_timerange(preprocessed)
@@ -137,10 +137,10 @@ class Edge:
             pair_data = pair_data.sort_values(by=['date'])
             pair_data = pair_data.reset_index(drop=True)
 
-            ticker_data = self.strategy.advise_sell(
+            dataframe = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
-            trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range)
+            trades += self._find_trades_for_stoploss_range(dataframe, pair, self._stoploss_range)
 
         # If no trade found then exit
         if len(trades) == 0:
@@ -359,11 +359,11 @@ class Edge:
         # Returning a list of pairs in order of "expectancy"
         return final
 
-    def _find_trades_for_stoploss_range(self, ticker_data, pair, stoploss_range):
-        buy_column = ticker_data['buy'].values
-        sell_column = ticker_data['sell'].values
-        date_column = ticker_data['date'].values
-        ohlc_columns = ticker_data[['open', 'high', 'low', 'close']].values
+    def _find_trades_for_stoploss_range(self, dataframe, pair, stoploss_range):
+        buy_column = dataframe['buy'].values
+        sell_column = dataframe['sell'].values
+        date_column = dataframe['date'].values
+        ohlc_columns = dataframe[['open', 'high', 'low', 'close']].values
 
         result: list = []
         for stoploss in stoploss_range:
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 522b4e40e..f4c94a1ca 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,7 +18,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
@@ -351,7 +351,7 @@ class Exchange:
 
     def validate_timeframes(self, timeframe: Optional[str]) -> None:
         """
-        Checks if ticker interval from config is a supported timeframe on the exchange
+        Check if timeframe from config is a supported timeframe on the exchange
         """
         if not hasattr(self._api, "timeframes") or self._api.timeframes is None:
             # If timeframes attribute is missing (or is None), the exchange probably
@@ -364,7 +364,7 @@ class Exchange:
 
         if timeframe and (timeframe not in self.timeframes):
             raise OperationalException(
-                f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
+                f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
         if timeframe and timeframe_to_minutes(timeframe) < 1:
             raise OperationalException(
@@ -599,7 +599,7 @@ class Exchange:
             return self._api.fetch_tickers()
         except ccxt.NotSupported as e:
             raise OperationalException(
-                f'Exchange {self._api.name} does not support fetching tickers in batch.'
+                f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
@@ -623,13 +623,13 @@ class Exchange:
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
-        Gets candle history using asyncio and returns the list of candles.
-        Handles all async doing.
-        Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
+        Get candle history using asyncio and returns the list of candles.
+        Handles all async work for this.
+        Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
-        :param timeframe: Ticker Timeframe to get
+        :param timeframe: Timeframe to get data for
         :param since_ms: Timestamp in milliseconds to get history from
-        :returns List of tickers
+        :returns List with candle (OHLCV) data
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
@@ -649,26 +649,27 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
 
-        tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
+        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
-        # Combine tickers
+        # Combine gathered results
         data: List = []
-        for p, timeframe, ticker in tickers:
+        for p, timeframe, res in results:
             if p == pair:
-                data.extend(ticker)
+                data.extend(res)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("downloaded %s with length %s.", pair, len(data))
+        logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
     def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
         """
-        Refresh in-memory ohlcv asynchronously and set `_klines` with the result
+        Refresh in-memory OHLCV asynchronously and set `_klines` with the result
         Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
+        Only used in the dataprovider.refresh() method.
         :param pair_list: List of 2 element tuples containing pair, interval to refresh
-        :return: Returns a List of ticker-dataframes.
+        :return: TODO: return value is only used in the tests, get rid of it
         """
-        logger.debug("Refreshing ohlcv data for %d pairs", len(pair_list))
+        logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
 
         input_coroutines = []
 
@@ -679,15 +680,15 @@ class Exchange:
                 input_coroutines.append(self._async_get_candle_history(pair, timeframe))
             else:
                 logger.debug(
-                    "Using cached ohlcv data for pair %s, timeframe %s ...",
+                    "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
                     pair, timeframe
                 )
 
-        tickers = asyncio.get_event_loop().run_until_complete(
+        results = asyncio.get_event_loop().run_until_complete(
             asyncio.gather(*input_coroutines, return_exceptions=True))
 
         # handle caching
-        for res in tickers:
+        for res in results:
             if isinstance(res, Exception):
                 logger.warning("Async code raised an exception: %s", res.__class__.__name__)
                 continue
@@ -698,13 +699,14 @@ class Exchange:
             if ticks:
                 self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
-            self._klines[(pair, timeframe)] = parse_ticker_dataframe(
+            self._klines[(pair, timeframe)] = ohlcv_to_dataframe(
                 ticks, timeframe, pair=pair, fill_missing=True,
                 drop_incomplete=self._ohlcv_partial_candle)
-        return tickers
+
+        return results
 
     def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
-        # Calculating ticker interval in seconds
+        # Timeframe in seconds
         interval_in_sec = timeframe_to_seconds(timeframe)
 
         return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
@@ -714,11 +716,11 @@ class Exchange:
     async def _async_get_candle_history(self, pair: str, timeframe: str,
                                         since_ms: Optional[int] = None) -> Tuple[str, str, List]:
         """
-        Asynchronously gets candle histories using fetch_ohlcv
+        Asynchronously get candle history data using fetch_ohlcv
         returns tuple: (pair, timeframe, ohlcv_list)
         """
         try:
-            # fetch ohlcv asynchronously
+            # Fetch OHLCV asynchronously
             s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
             logger.debug(
                 "Fetching pair %s, interval %s, since %s %s...",
@@ -728,9 +730,9 @@ class Exchange:
             data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms)
 
-            # Because some exchange sort Tickers ASC and other DESC.
-            # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
-            # when GDAX returns a list of tickers DESC (newest first, oldest last)
+            # Some exchanges sort OHLCV in ASC order and others in DESC.
+            # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
+            # while GDAX returns the list of OHLCV in DESC order (newest first, oldest last)
             # Only sort if necessary to save computing time
             try:
                 if data and data[0][0] > data[-1][0]:
@@ -743,14 +745,15 @@ class Exchange:
 
         except ccxt.NotSupported as e:
             raise OperationalException(
-                f'Exchange {self._api.name} does not support fetching historical candlestick data.'
-                f'Message: {e}') from e
+                f'Exchange {self._api.name} does not support fetching historical '
+                f'candle (OHLCV) data. Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(f'Could not load ticker history for pair {pair} due to '
-                                 f'{e.__class__.__name__}. Message: {e}') from e
+            raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
+                                 f'for pair {pair} due to {e.__class__.__name__}. '
+                                 f'Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(f'Could not fetch ticker data for pair {pair}. '
-                                       f'Msg: {e}') from e
+            raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
+                                       f'for pair {pair}. Message: {e}') from e
 
     @retrier_async
     async def _async_fetch_trades(self, pair: str,
@@ -883,14 +886,14 @@ class Exchange:
                             until: Optional[int] = None,
                             from_id: Optional[str] = None) -> Tuple[str, List]:
         """
-        Gets candle history using asyncio and returns the list of candles.
-        Handles all async doing.
-        Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
+        Get trade history data using asyncio.
+        Handles all async work and returns the list of candles.
+        Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
         :param since: Timestamp in milliseconds to get history from
         :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
         :param from_id: Download data starting with ID (if id is known)
-        :returns List of tickers
+        :returns List of trade data
         """
         if not self.exchange_has("fetchTrades"):
             raise OperationalException("This exchange does not suport downloading Trades.")
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 914b8d9cd..9897b39b4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -172,8 +172,8 @@ class FreqtradeBot:
             _whitelist = self.edge.adjust(_whitelist)
 
         if trades:
-            # Extend active-pair whitelist with pairs from open trades
-            # It ensures that tickers are downloaded for open trades
+            # Extend active-pair whitelist with pairs of open trades
+            # It ensures that candle (OHLCV) data are downloaded for open trades as well
             _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
         return _whitelist
 
@@ -628,7 +628,7 @@ class FreqtradeBot:
 
     def get_sell_rate(self, pair: str, refresh: bool) -> float:
         """
-        Get sell rate - either using get-ticker bid or first bid based on orderbook
+        Get sell rate - either using ticker bid or first bid based on orderbook
         The orderbook portion is only used for rpc messaging, which would otherwise fail
         for BitMex (has no bid/ask in fetch_ticker)
         or remain static in any other case since it's not updating.
@@ -1043,7 +1043,7 @@ class FreqtradeBot:
         """
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        # Use cached ticker here - it was updated seconds ago.
+        # Use cached rates here - it was updated seconds ago.
         current_rate = self.get_sell_rate(trade.pair, False)
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 96bac28d8..1f52b75ec 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -81,13 +81,13 @@ def file_load_json(file):
         gzipfile = file
     # Try gzip file first, otherwise regular json file.
     if gzipfile.is_file():
-        logger.debug('Loading ticker data from file %s', gzipfile)
-        with gzip.open(gzipfile) as tickerdata:
-            pairdata = json_load(tickerdata)
+        logger.debug(f"Loading historical data from file {gzipfile}")
+        with gzip.open(gzipfile) as datafile:
+            pairdata = json_load(datafile)
     elif file.is_file():
-        logger.debug('Loading ticker data from file %s', file)
-        with open(file) as tickerdata:
-            pairdata = json_load(tickerdata)
+        logger.debug(f"Loading historical data from file {file}")
+        with open(file) as datafile:
+            pairdata = json_load(datafile)
     else:
         return None
     return pairdata
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 94441ce24..949c072c5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -88,8 +88,8 @@ class Backtesting:
             validate_config_consistency(self.config)
 
         if "ticker_interval" not in self.config:
-            raise OperationalException("Ticker-interval needs to be set in either configuration "
-                                       "or as cli argument `--ticker-interval 5m`")
+            raise OperationalException("Timeframe (ticker interval) needs to be set in either "
+                                       "configuration or as cli argument `--ticker-interval 5m`")
         self.timeframe = str(self.config.get('ticker_interval'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
@@ -151,32 +151,33 @@ class Backtesting:
             logger.info(f'Dumping backtest results to {recordfilename}')
             file_dump_json(recordfilename, records)
 
-    def _get_ticker_list(self, processed: Dict) -> Dict[str, DataFrame]:
+    def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]:
         """
-        Helper function to convert a processed tickerlist into a list for performance reasons.
+        Helper function to convert a processed dataframes into lists for performance reasons.
 
         Used by backtest() - so keep this optimized for performance.
         """
         headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
-        ticker: Dict = {}
-        # Create ticker dict
+        data: Dict = {}
+        # Create dict with data
         for pair, pair_data in processed.items():
             pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
             pair_data.loc[:, 'sell'] = 0  # cleanup from previous run
 
-            ticker_data = self.strategy.advise_sell(
+            dataframe = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
-            # to avoid using data from future, we buy/sell with signal from previous candle
-            ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
-            ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1)
+            # To avoid using data from future, we use buy/sell signals shifted
+            # from the previous candle
+            dataframe.loc[:, 'buy'] = dataframe['buy'].shift(1)
+            dataframe.loc[:, 'sell'] = dataframe['sell'].shift(1)
 
-            ticker_data.drop(ticker_data.head(1).index, inplace=True)
+            dataframe.drop(dataframe.head(1).index, inplace=True)
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            ticker[pair] = [x for x in ticker_data.itertuples()]
-        return ticker
+            data[pair] = [x for x in dataframe.itertuples()]
+        return data
 
     def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple,
                         trade_dur: int) -> float:
@@ -220,7 +221,7 @@ class Backtesting:
 
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,
-            partial_ticker: List, trade_count_lock: Dict,
+            partial_ohlcv: List, trade_count_lock: Dict,
             stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]:
 
         trade = Trade(
@@ -235,7 +236,7 @@ class Backtesting:
         )
         logger.debug(f"{pair} - Backtesting emulates creation of new trade: {trade}.")
         # calculate win/lose forwards from buy point
-        for sell_row in partial_ticker:
+        for sell_row in partial_ohlcv:
             if max_open_trades > 0:
                 # Increase trade_count_lock for every iteration
                 trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
@@ -259,9 +260,9 @@ class Backtesting:
                                       close_rate=closerate,
                                       sell_reason=sell.sell_type
                                       )
-        if partial_ticker:
+        if partial_ohlcv:
             # no sell condition found - trade stil open at end of backtest period
-            sell_row = partial_ticker[-1]
+            sell_row = partial_ohlcv[-1]
             bt_res = BacktestResult(pair=pair,
                                     profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
                                     profit_abs=trade.calc_profit(rate=sell_row.open),
@@ -308,8 +309,9 @@ class Backtesting:
         trades = []
         trade_count_lock: Dict = {}
 
-        # Dict of ticker-lists for performance (looping lists is a lot faster than dataframes)
-        ticker: Dict = self._get_ticker_list(processed)
+        # Use dict of lists with data for performance
+        # (looping lists is a lot faster than pandas DataFrames)
+        data: Dict = self._get_ohlcv_as_lists(processed)
 
         lock_pair_until: Dict = {}
         # Indexes per pair, so some pairs are allowed to have a missing start.
@@ -319,12 +321,12 @@ class Backtesting:
         # Loop timerange and get candle for each pair at that point in time
         while tmp < end_date:
 
-            for i, pair in enumerate(ticker):
+            for i, pair in enumerate(data):
                 if pair not in indexes:
                     indexes[pair] = 0
 
                 try:
-                    row = ticker[pair][indexes[pair]]
+                    row = data[pair][indexes[pair]]
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
@@ -352,7 +354,7 @@ class Backtesting:
 
                 # since indexes has been incremented before, we need to go one step back to
                 # also check the buying candle for sell conditions.
-                trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]-1:],
+                trade_entry = self._get_sell_trade_entry(pair, row, data[pair][indexes[pair]-1:],
                                                          trade_count_lock, stake_amount,
                                                          max_open_trades)
 
@@ -395,7 +397,7 @@ class Backtesting:
             self._set_strategy(strat)
 
             # need to reprocess data every time to populate signals
-            preprocessed = self.strategy.tickerdata_to_dataframe(data)
+            preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
             # Trim startup period from analyzed dataframe
             for pair, df in preprocessed.items():
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e9ab469f4..ed58db977 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -75,8 +75,8 @@ class Hyperopt:
 
         self.trials_file = (self.config['user_data_dir'] /
                             'hyperopt_results' / 'hyperopt_results.pickle')
-        self.tickerdata_pickle = (self.config['user_data_dir'] /
-                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
+        self.data_pickle_file = (self.config['user_data_dir'] /
+                                 'hyperopt_results' / 'hyperopt_data.pkl')
         self.total_epochs = config.get('epochs', 0)
 
         self.current_best_loss = 100
@@ -130,7 +130,7 @@ class Hyperopt:
         """
         Remove hyperopt pickle files to restart hyperopt.
         """
-        for f in [self.tickerdata_pickle, self.trials_file]:
+        for f in [self.data_pickle_file, self.trials_file]:
             p = Path(f)
             if p.is_file():
                 logger.info(f"Removing `{p}`.")
@@ -454,7 +454,7 @@ class Hyperopt:
             self.backtesting.strategy.trailing_only_offset_is_reached = \
                 d['trailing_only_offset_is_reached']
 
-        processed = load(self.tickerdata_pickle)
+        processed = load(self.data_pickle_file)
 
         min_date, max_date = get_timerange(processed)
 
@@ -570,7 +570,7 @@ class Hyperopt:
         self.hyperopt_table_header = -1
         data, timerange = self.backtesting.load_bt_data()
 
-        preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
+        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
@@ -581,7 +581,7 @@ class Hyperopt:
             'Hyperopting with data from %s up to %s (%s days)..',
             min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
         )
-        dump(preprocessed, self.tickerdata_pickle)
+        dump(preprocessed, self.data_pickle_file)
 
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange = None  # type: ignore
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index d979a40e0..cfbda6714 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -6,7 +6,7 @@ import pandas as pd
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (calculate_max_drawdown,
-                                       combine_tickers_with_mean,
+                                       combine_dataframes_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
@@ -29,7 +29,7 @@ except ImportError:
 def init_plotscript(config):
     """
     Initialize objects needed for plotting
-    :return: Dict with tickers, trades and pairs
+    :return: Dict with candle (OHLCV) data, trades and pairs
     """
 
     if "pairs" in config:
@@ -40,7 +40,7 @@ def init_plotscript(config):
     # Set timerange to use
     timerange = TimeRange.parse_timerange(config.get("timerange"))
 
-    tickers = load_data(
+    data = load_data(
         datadir=config.get("datadir"),
         pairs=pairs,
         timeframe=config.get('ticker_interval', '5m'),
@@ -53,7 +53,7 @@ def init_plotscript(config):
                          exportfilename=config.get('exportfilename'),
                          )
     trades = trim_dataframe(trades, timerange, 'open_time')
-    return {"tickers": tickers,
+    return {"ohlcv": data,
             "trades": trades,
             "pairs": pairs,
             }
@@ -368,10 +368,10 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     return fig
 
 
-def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
+def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
                           trades: pd.DataFrame, timeframe: str) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
-    df_comb = combine_tickers_with_mean(tickers, "close")
+    df_comb = combine_dataframes_with_mean(data, "close")
 
     # Add combined cumulative profit
     df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe)
@@ -439,7 +439,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     """
     From configuration provided
     - Initializes plot-script
-    - Get tickers data
+    - Get candle (OHLCV) data
     - Generate Dafaframes populated with indicators and signals based on configured strategy
     - Load trades excecuted during the selected period
     - Generate Plotly plot objects
@@ -451,13 +451,13 @@ def load_and_plot_trades(config: Dict[str, Any]):
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
     pair_counter = 0
-    for pair, data in plot_elements["tickers"].items():
+    for pair, data in plot_elements["ohlcv"].items():
         pair_counter += 1
         logger.info("analyse pair %s", pair)
-        tickers = {}
-        tickers[pair] = data
+        ohlcv = {}
+        ohlcv[pair] = data
 
-        dataframe = strategy.analyze_ticker(tickers[pair], {'pair': pair})
+        dataframe = strategy.analyze_ticker(ohlcv[pair], {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)
 
@@ -494,7 +494,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
 
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
-    fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],
+    fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
                                 trades, config.get('ticker_interval', '5m'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / "plot", auto_open=True)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d23af3f6e..696d2b2d2 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -59,7 +59,7 @@ class IStrategy(ABC):
     Attributes you can use:
         minimal_roi -> Dict: Minimal ROI designed for the strategy
         stoploss -> float: optimal stoploss designed for the strategy
-        ticker_interval -> str: value of the ticker interval to use for the strategy
+        ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
     """
     # Strategy interface version
     # Default to version 2
@@ -125,7 +125,7 @@ class IStrategy(ABC):
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Populate indicators that will be used in the Buy and Sell strategy
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param dataframe: DataFrame with data from the exchange
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
@@ -200,11 +200,11 @@ class IStrategy(ABC):
 
     def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Parses the given ticker history and returns a populated DataFrame
+        Parses the given candle (OHLCV) data and returns a populated DataFrame
         add several TA indicators and buy signal to it
-        :param dataframe: Dataframe containing ticker data
+        :param dataframe: Dataframe containing data from exchange
         :param metadata: Metadata dictionary with additional data (e.g. 'pair')
-        :return: DataFrame with ticker data and indicator data
+        :return: DataFrame of candle (OHLCV) data with indicator data and signals added
         """
         logger.debug("TA Analysis Launched")
         dataframe = self.advise_indicators(dataframe, metadata)
@@ -214,12 +214,12 @@ class IStrategy(ABC):
 
     def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Parses the given ticker history and returns a populated DataFrame
+        Parses the given candle (OHLCV) data and returns a populated DataFrame
         add several TA indicators and buy signal to it
         WARNING: Used internally only, may skip analysis if `process_only_new_candles` is set.
-        :param dataframe: Dataframe containing ticker data
+        :param dataframe: Dataframe containing data from exchange
         :param metadata: Metadata dictionary with additional data (e.g. 'pair')
-        :return: DataFrame with ticker data and indicator data
+        :return: DataFrame of candle (OHLCV) data with indicator data and signals added
         """
         pair = str(metadata.get('pair'))
 
@@ -251,21 +251,21 @@ class IStrategy(ABC):
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty ticker history for pair %s', pair)
+            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
             return False, False
 
         try:
             dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
         except ValueError as error:
             logger.warning(
-                'Unable to analyze ticker for pair %s: %s',
+                'Unable to analyze candle (OHLCV) data for pair %s: %s',
                 pair,
                 str(error)
             )
             return False, False
         except Exception as error:
             logger.exception(
-                'Unexpected error when analyzing ticker for pair %s: %s',
+                'Unexpected error when analyzing candle (OHLCV) data for pair %s: %s',
                 pair,
                 str(error)
             )
@@ -440,19 +440,19 @@ class IStrategy(ABC):
         else:
             return current_profit > roi
 
-    def tickerdata_to_dataframe(self, tickerdata: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
+    def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
-        Creates a dataframe and populates indicators for given ticker data
+        Creates a dataframe and populates indicators for given candle (OHLCV) data
         Used by optimize operations only, not during dry / live runs.
         """
         return {pair: self.advise_indicators(pair_data, {'pair': pair})
-                for pair, pair_data in tickerdata.items()}
+                for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Populate indicators that will be used in the Buy and Sell strategy
         This method should not be overridden.
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param dataframe: Dataframe with data from the exchange
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index fbf083387..97a189ff4 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -99,7 +99,7 @@ class {{ strategy }}(IStrategy):
         Performance Note: For the best performance be frugal on the number of indicators
         you are using. Let uncomment only the indicator you are using in your strategies
         or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param dataframe: Dataframe with data from the exchange
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 17372e1e0..f78489173 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -116,7 +116,7 @@ class SampleStrategy(IStrategy):
         Performance Note: For the best performance be frugal on the number of indicators
         you are using. Let uncomment only the indicator you are using in your strategies
         or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param dataframe: Dataframe with data from the exchange
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
diff --git a/tests/conftest.py b/tests/conftest.py
index e8e3fe9e3..64d0cd5ee 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -15,7 +15,7 @@ from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
 from freqtrade.commands import Arguments
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
@@ -849,15 +849,15 @@ def order_book_l2():
 
 
 @pytest.fixture
-def ticker_history_list():
+def ohlcv_history_list():
     return [
         [
             1511686200000,  # unix timestamp ms
-            8.794e-05,  # open
-            8.948e-05,  # high
-            8.794e-05,  # low
-            8.88e-05,  # close
-            0.0877869,  # volume (in quote currency)
+            8.794e-05,      # open
+            8.948e-05,      # high
+            8.794e-05,      # low
+            8.88e-05,       # close
+            0.0877869,      # volume (in quote currency)
         ],
         [
             1511686500000,
@@ -879,8 +879,9 @@ def ticker_history_list():
 
 
 @pytest.fixture
-def ticker_history(ticker_history_list):
-    return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True)
+def ohlcv_history(ohlcv_history_list):
+    return ohlcv_to_dataframe(ohlcv_history_list, "5m", pair="UNITTEST/BTC",
+                              fill_missing=True)
 
 
 @pytest.fixture
@@ -1195,8 +1196,8 @@ def tickers():
 @pytest.fixture
 def result(testdatadir):
     with (testdatadir / 'UNITTEST_BTC-1m.json').open('r') as data_file:
-        return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
-                                      fill_missing=True)
+        return ohlcv_to_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
+                                  fill_missing=True)
 
 
 @pytest.fixture(scope="function")
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 7e3c1f077..da5d225b9 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -8,7 +8,7 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
                                        analyze_trade_parallelism,
                                        calculate_max_drawdown,
-                                       combine_tickers_with_mean,
+                                       combine_dataframes_with_mean,
                                        create_cum_profit,
                                        extract_trades_of_period,
                                        load_backtest_data, load_trades,
@@ -120,13 +120,10 @@ def test_load_trades(default_conf, mocker):
     assert bt_mock.call_count == 1
 
 
-def test_combine_tickers_with_mean(testdatadir):
+def test_combine_dataframes_with_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]
-    tickers = load_data(datadir=testdatadir,
-                        pairs=pairs,
-                        timeframe='5m'
-                        )
-    df = combine_tickers_with_mean(tickers)
+    data = load_data(datadir=testdatadir, pairs=pairs, timeframe='5m')
+    df = combine_dataframes_with_mean(data)
     assert isinstance(df, DataFrame)
     assert "ETH/BTC" in df.columns
     assert "ADA/BTC" in df.columns
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index a0ec2f46f..7dff520e0 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -5,9 +5,12 @@ from freqtrade.configuration.timerange import TimeRange
 from freqtrade.data.converter import (convert_ohlcv_format,
                                       convert_trades_format,
                                       ohlcv_fill_up_missing_data,
-                                      parse_ticker_dataframe, trim_dataframe)
-from freqtrade.data.history import (get_timerange, load_data,
-                                    load_pair_history, validate_backtest_data)
+                                      ohlcv_to_dataframe,
+                                      trim_dataframe)
+from freqtrade.data.history import (get_timerange,
+                                    load_data,
+                                    load_pair_history,
+                                    validate_backtest_data)
 from tests.conftest import log_has
 from tests.data.test_history import _backup_file, _clean_test_file
 
@@ -16,15 +19,15 @@ def test_dataframe_correct_columns(result):
     assert result.columns.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume']
 
 
-def test_parse_ticker_dataframe(ticker_history_list, caplog):
+def test_ohlcv_to_dataframe(ohlcv_history_list, caplog):
     columns = ['date', 'open', 'high', 'low', 'close', 'volume']
 
     caplog.set_level(logging.DEBUG)
     # Test file with BV data
-    dataframe = parse_ticker_dataframe(ticker_history_list, '5m',
-                                       pair="UNITTEST/BTC", fill_missing=True)
+    dataframe = ohlcv_to_dataframe(ohlcv_history_list, '5m', pair="UNITTEST/BTC",
+                                   fill_missing=True)
     assert dataframe.columns.tolist() == columns
-    assert log_has('Parsing tickerlist to dataframe', caplog)
+    assert log_has('Converting candle (OHLCV) data to dataframe for pair UNITTEST/BTC.', caplog)
 
 
 def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
@@ -84,7 +87,8 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     ]
 
     # Generate test-data without filling missing
-    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
+    data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
+                              fill_missing=False)
     assert len(data) == 3
     caplog.set_level(logging.DEBUG)
     data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
@@ -140,14 +144,14 @@ def test_ohlcv_drop_incomplete(caplog):
      ]
     ]
     caplog.set_level(logging.DEBUG)
-    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
-                                  fill_missing=False, drop_incomplete=False)
+    data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
+                              fill_missing=False, drop_incomplete=False)
     assert len(data) == 4
     assert not log_has("Dropping last candle", caplog)
 
     # Drop last candle
-    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
-                                  fill_missing=False, drop_incomplete=True)
+    data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
+                              fill_missing=False, drop_incomplete=True)
     assert len(data) == 3
 
     assert log_has("Dropping last candle", caplog)
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 1dbe20936..2b3dda188 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -7,19 +7,19 @@ from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
 
-def test_ohlcv(mocker, default_conf, ticker_history):
+def test_ohlcv(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
     timeframe = default_conf["ticker_interval"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", timeframe)] = ticker_history
-    exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
+    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
+    assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
     assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
-    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history
     assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
     assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
 
@@ -37,8 +37,8 @@ def test_ohlcv(mocker, default_conf, ticker_history):
     assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
 
 
-def test_historic_ohlcv(mocker, default_conf, ticker_history):
-    historymock = MagicMock(return_value=ticker_history)
+def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
+    historymock = MagicMock(return_value=ohlcv_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
 
     dp = DataProvider(default_conf, None)
@@ -48,18 +48,18 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
     assert historymock.call_args_list[0][1]["timeframe"] == "5m"
 
 
-def test_get_pair_dataframe(mocker, default_conf, ticker_history):
+def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
     ticker_interval = default_conf["ticker_interval"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
+    assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
     assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
-    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history
     assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
     assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
@@ -73,7 +73,7 @@ def test_get_pair_dataframe(mocker, default_conf, ticker_history):
     assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
     assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
-    historymock = MagicMock(return_value=ticker_history)
+    historymock = MagicMock(return_value=ohlcv_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
@@ -82,11 +82,11 @@ def test_get_pair_dataframe(mocker, default_conf, ticker_history):
     # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
 
-def test_available_pairs(mocker, default_conf, ticker_history):
+def test_available_pairs(mocker, default_conf, ohlcv_history):
     exchange = get_patched_exchange(mocker, default_conf)
     ticker_interval = default_conf["ticker_interval"]
-    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
@@ -96,7 +96,7 @@ def test_available_pairs(mocker, default_conf, ticker_history):
     ]
 
 
-def test_refresh(mocker, default_conf, ticker_history):
+def test_refresh(mocker, default_conf, ohlcv_history):
     refresh_mock = MagicMock()
     mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 9c9af9acd..12390538a 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -12,7 +12,7 @@ from pandas import DataFrame
 from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.data.history.history_utils import (
     _download_pair_history, _download_trades_history,
     _load_cached_data_for_updating, convert_trades_to_ohlcv, get_timerange,
@@ -63,7 +63,7 @@ def _clean_test_file(file: Path) -> None:
         file_swp.rename(file)
 
 
-def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
+def test_load_data_30min_timeframe(mocker, caplog, default_conf, testdatadir) -> None:
     ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert not log_has(
@@ -72,7 +72,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No
     )
 
 
-def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
+def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) -> None:
     ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert ld.empty
@@ -82,8 +82,8 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> Non
     )
 
 
-def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
+def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
     _backup_file(file, copy_file=True)
     load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
@@ -110,12 +110,12 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
     assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60
 
 
-def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
+def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
                                       default_conf, testdatadir) -> None:
     """
-    Test load_pair_history() with 1 min ticker
+    Test load_pair_history() with 1 min timeframe
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file = testdatadir / 'MEME_BTC-1m.json'
 
@@ -188,8 +188,8 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     with open(test_filename, "rt") as file:
         test_data = json.load(file)
 
-    test_data_df = parse_ticker_dataframe(test_data, '1m', 'UNITTEST/BTC',
-                                          fill_missing=False, drop_incomplete=False)
+    test_data_df = ohlcv_to_dataframe(test_data, '1m', 'UNITTEST/BTC',
+                                      fill_missing=False, drop_incomplete=False)
     # now = last cached item + 1 hour
     now_ts = test_data[-1][0] / 1000 + 60 * 60
     mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
@@ -230,8 +230,8 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts is None
 
 
-def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
+def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file1_1 = testdatadir / 'MEME_BTC-1m.json'
     file1_5 = testdatadir / 'MEME_BTC-5m.json'
@@ -293,7 +293,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     assert json_dump_mock.call_count == 2
 
 
-def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
+def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog,
                                              default_conf, testdatadir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
                  side_effect=Exception('File Error'))
@@ -321,15 +321,15 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     # Make sure we start fresh - test missing data at start
     start = arrow.get('2018-01-01T00:00:00')
     end = arrow.get('2018-01-11T00:00:00')
-    tickerdata = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
-                           timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
+    data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
+                     timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
     assert log_has(
         'Using indicator startup period: 20 ...', caplog
     )
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
-    assert td != len(tickerdata['UNITTEST/BTC'])
-    start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
+    assert td != len(data['UNITTEST/BTC'])
+    start_real = data['UNITTEST/BTC'].iloc[0, 0]
     assert log_has(f'Missing data at start for pair '
                    f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog)
@@ -337,14 +337,14 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     caplog.clear()
     start = arrow.get('2018-01-10T00:00:00')
     end = arrow.get('2018-02-20T00:00:00')
-    tickerdata = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
-                           timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
+    data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
+                     timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
-    assert td != len(tickerdata['UNITTEST/BTC'])
+    assert td != len(data['UNITTEST/BTC'])
 
     # Shift endtime with +5 - as last candle is dropped (partial candle)
-    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
+    end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
     assert log_has(f'Missing data at end for pair '
                    f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog)
@@ -403,7 +403,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.tickerdata_to_dataframe(
+    data = strategy.ohlcvdata_to_dataframe(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -421,7 +421,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.tickerdata_to_dataframe(
+    data = strategy.ohlcvdata_to_dataframe(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -446,7 +446,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
-    data = strategy.tickerdata_to_dataframe(
+    data = strategy.ohlcvdata_to_dataframe(
         load_data(
             datadir=testdatadir,
             timeframe='5m',
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 2a0d19128..c68ac477c 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -11,7 +11,7 @@ import pytest
 from pandas import DataFrame, to_datetime
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.strategy.interface import SellType
 from tests.conftest import get_patched_freqtradebot, log_has
@@ -26,7 +26,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # 5) Stoploss and sell are hit. should sell on stoploss
 ####################################################################
 
-ticker_start_time = arrow.get(2018, 10, 3)
+tests_start_time = arrow.get(2018, 10, 3)
 ticker_interval_in_minute = 60
 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
 
@@ -43,10 +43,10 @@ def _validate_ohlc(buy_ohlc_sell_matrice):
 
 def _build_dataframe(buy_ohlc_sell_matrice):
     _validate_ohlc(buy_ohlc_sell_matrice)
-    tickers = []
+    data = []
     for ohlc in buy_ohlc_sell_matrice:
-        ticker = {
-            'date': ticker_start_time.shift(
+        d = {
+            'date': tests_start_time.shift(
                 minutes=(
                     ohlc[0] *
                     ticker_interval_in_minute)).timestamp *
@@ -57,9 +57,9 @@ def _build_dataframe(buy_ohlc_sell_matrice):
             'low': ohlc[4],
             'close': ohlc[5],
             'sell': ohlc[6]}
-        tickers.append(ticker)
+        data.append(d)
 
-    frame = DataFrame(tickers)
+    frame = DataFrame(data)
     frame['date'] = to_datetime(frame['date'],
                                 unit='ms',
                                 utc=True,
@@ -69,7 +69,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
 
 
 def _time_on_candle(number):
-    return np.datetime64(ticker_start_time.shift(
+    return np.datetime64(tests_start_time.shift(
         minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
 
 
@@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
 
     NEOBTC = [
         [
-            ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
             math.sin(x * hz) / 1000 + base,
             math.sin(x * hz) / 1000 + base + 0.0001,
             math.sin(x * hz) / 1000 + base - 0.0001,
@@ -274,7 +274,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
     base = 0.002
     LTCBTC = [
         [
-            ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
             math.sin(x * hz) / 1000 + base,
             math.sin(x * hz) / 1000 + base + 0.0001,
             math.sin(x * hz) / 1000 + base - 0.0001,
@@ -282,8 +282,10 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
             123.45
         ] for x in range(0, 500)]
 
-    pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True),
-                'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)}
+    pairdata = {'NEO/BTC': ohlcv_to_dataframe(NEOBTC, '1h', pair="NEO/BTC",
+                                              fill_missing=True),
+                'LTC/BTC': ohlcv_to_dataframe(LTCBTC, '1h', pair="LTC/BTC",
+                                              fill_missing=True)}
     return pairdata
 
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 6bec53d49..8d8930f66 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -581,7 +581,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     with pytest.raises(OperationalException,
-                       match=r"Invalid ticker interval '3m'. This exchange supports.*"):
+                       match=r"Invalid timeframe '3m'. This exchange supports.*"):
         Exchange(default_conf)
     default_conf["ticker_interval"] = "15s"
 
@@ -1211,7 +1211,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    tick = [
+    ohlcv = [
         [
             arrow.utcnow().timestamp * 1000,  # unix timestamp ms
             1,  # open
@@ -1224,7 +1224,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     pair = 'ETH/BTC'
 
     async def mock_candle_hist(pair, timeframe, since_ms):
-        return pair, timeframe, tick
+        return pair, timeframe, ohlcv
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
@@ -1232,12 +1232,12 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
 
     assert exchange._async_get_candle_history.call_count == 2
-    # Returns twice the above tick
+    # Returns twice the above OHLCV data
     assert len(ret) == 2
 
 
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
-    tick = [
+    ohlcv = [
         [
             (arrow.utcnow().timestamp - 1) * 1000,  # unix timestamp ms
             1,  # open
@@ -1258,14 +1258,14 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
 
     caplog.set_level(logging.DEBUG)
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
     pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
     # empty dicts
     assert not exchange._klines
     exchange.refresh_latest_ohlcv(pairs)
 
-    assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog)
+    assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
     assert exchange._klines
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     for pair in pairs:
@@ -1283,14 +1283,15 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
-    assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
+    assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
+                   f"timeframe {pairs[0][1]} ...",
                    caplog)
 
 
 @pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
-    tick = [
+    ohlcv = [
         [
             arrow.utcnow().timestamp * 1000,  # unix timestamp ms
             1,  # open
@@ -1304,7 +1305,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     caplog.set_level(logging.DEBUG)
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     # Monkey-patch async function
-    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
     pair = 'ETH/BTC'
     res = await exchange._async_get_candle_history(pair, "5m")
@@ -1312,9 +1313,9 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     assert len(res) == 3
     assert res[0] == pair
     assert res[1] == "5m"
-    assert res[2] == tick
+    assert res[2] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
-    assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog)
+    assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
 
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
@@ -1322,14 +1323,15 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
                                pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
 
     api_mock = MagicMock()
-    with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
+    with pytest.raises(OperationalException,
+                       match=r'Could not fetch historical candle \(OHLCV\) data.*'):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
 
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
-                                                   r'historical candlestick data\..*'):
+                                                   r'historical candle \(OHLCV\) data\..*'):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
@@ -1339,7 +1341,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 @pytest.mark.asyncio
 async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     """ Test empty exchange result """
-    tick = []
+    ohlcv = []
 
     caplog.set_level(logging.DEBUG)
     exchange = get_patched_exchange(mocker, default_conf)
@@ -1353,7 +1355,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     assert len(res) == 3
     assert res[0] == pair
     assert res[1] == "5m"
-    assert res[2] == tick
+    assert res[2] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
 
 
@@ -1431,8 +1433,8 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
         return sorted(data, key=key)
 
     # GDAX use-case (real data from GDAX)
-    # This ticker history is ordered DESC (newest first, oldest last)
-    tick = [
+    # This OHLCV data is ordered DESC (newest first, oldest last)
+    ohlcv = [
         [1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264],
         [1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526],
         [1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001],
@@ -1445,31 +1447,31 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
         [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
     ]
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
     sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
-    # Test the ticker history sort
+    # Test the OHLCV data sort
     res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert res[0] == 'ETH/BTC'
-    ticks = res[2]
+    res_ohlcv = res[2]
 
     assert sort_mock.call_count == 1
-    assert ticks[0][0] == 1527830400000
-    assert ticks[0][1] == 0.07649
-    assert ticks[0][2] == 0.07651
-    assert ticks[0][3] == 0.07649
-    assert ticks[0][4] == 0.07651
-    assert ticks[0][5] == 2.5734867
+    assert res_ohlcv[0][0] == 1527830400000
+    assert res_ohlcv[0][1] == 0.07649
+    assert res_ohlcv[0][2] == 0.07651
+    assert res_ohlcv[0][3] == 0.07649
+    assert res_ohlcv[0][4] == 0.07651
+    assert res_ohlcv[0][5] == 2.5734867
 
-    assert ticks[9][0] == 1527833100000
-    assert ticks[9][1] == 0.07666
-    assert ticks[9][2] == 0.07671
-    assert ticks[9][3] == 0.07666
-    assert ticks[9][4] == 0.07668
-    assert ticks[9][5] == 16.65244264
+    assert res_ohlcv[9][0] == 1527833100000
+    assert res_ohlcv[9][1] == 0.07666
+    assert res_ohlcv[9][2] == 0.07671
+    assert res_ohlcv[9][3] == 0.07666
+    assert res_ohlcv[9][4] == 0.07668
+    assert res_ohlcv[9][5] == 16.65244264
 
     # Bittrex use-case (real data from Bittrex)
-    # This ticker history is ordered ASC (oldest first, newest last)
-    tick = [
+    # This OHLCV data is ordered ASC (oldest first, newest last)
+    ohlcv = [
         [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
         [1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037],
         [1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124],
@@ -1481,29 +1483,29 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
         [1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244],
         [1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783]
     ]
-    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
     # Reset sort mock
     sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
-    # Test the ticker history sort
+    # Test the OHLCV data sort
     res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert res[0] == 'ETH/BTC'
     assert res[1] == default_conf['ticker_interval']
-    ticks = res[2]
+    res_ohlcv = res[2]
     # Sorted not called again - data is already in order
     assert sort_mock.call_count == 0
-    assert ticks[0][0] == 1527827700000
-    assert ticks[0][1] == 0.07659999
-    assert ticks[0][2] == 0.0766
-    assert ticks[0][3] == 0.07627
-    assert ticks[0][4] == 0.07657998
-    assert ticks[0][5] == 1.85216924
+    assert res_ohlcv[0][0] == 1527827700000
+    assert res_ohlcv[0][1] == 0.07659999
+    assert res_ohlcv[0][2] == 0.0766
+    assert res_ohlcv[0][3] == 0.07627
+    assert res_ohlcv[0][4] == 0.07657998
+    assert res_ohlcv[0][5] == 1.85216924
 
-    assert ticks[9][0] == 1527830400000
-    assert ticks[9][1] == 0.07671
-    assert ticks[9][2] == 0.07674399
-    assert ticks[9][3] == 0.07629216
-    assert ticks[9][4] == 0.07655213
-    assert ticks[9][5] == 2.31452783
+    assert res_ohlcv[9][0] == 1527830400000
+    assert res_ohlcv[9][1] == 0.07671
+    assert res_ohlcv[9][2] == 0.07674399
+    assert res_ohlcv[9][3] == 0.07629216
+    assert res_ohlcv[9][4] == 0.07655213
+    assert res_ohlcv[9][5] == 2.31452783
 
 
 @pytest.mark.asyncio
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 13605a38c..8bc66f02c 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -6,7 +6,7 @@ from pandas import DataFrame
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.interface import SellType
 
-ticker_start_time = arrow.get(2018, 10, 3)
+tests_start_time = arrow.get(2018, 10, 3)
 tests_timeframe = '1h'
 
 
@@ -36,14 +36,14 @@ class BTContainer(NamedTuple):
 
 
 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
-                                   ).datetime
+    minutes = offset * timeframe_to_minutes(tests_timeframe)
+    return tests_start_time.shift(minutes=minutes).datetime
 
 
-def _build_backtest_dataframe(ticker_with_signals):
+def _build_backtest_dataframe(data):
     columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
 
-    frame = DataFrame.from_records(ticker_with_signals, columns=columns)
+    frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 96855dc9d..1b6e23ffa 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -84,7 +84,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     backtesting = Backtesting(config)
 
     data = load_data_test(contour, testdatadir)
-    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
@@ -105,7 +105,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
-    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     return {
         'processed': processed,
@@ -275,7 +275,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     backtesting = Backtesting(default_conf)
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
-    assert callable(backtesting.strategy.tickerdata_to_dataframe)
+    assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -297,7 +297,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
             "or as cli argument `--ticker-interval 5m`", caplog)
 
 
-def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
+def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     default_conf['fee'] = 0.1234
 
@@ -307,21 +307,21 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
     assert fee_mock.call_count == 0
 
 
-def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
+def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    tickerlist = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
-                                   fill_up_missing=True)
+    data = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                             fill_up_missing=True)
     backtesting = Backtesting(default_conf)
-    data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
-    assert len(data['UNITTEST/BTC']) == 102
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data2 = strategy.tickerdata_to_dataframe(tickerlist)
-    assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
+    processed2 = strategy.ohlcvdata_to_dataframe(data)
+    assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
@@ -329,7 +329,6 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
-    mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
@@ -360,7 +359,6 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
                  MagicMock(return_value=pd.DataFrame()))
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
-    mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
@@ -385,10 +383,10 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     timerange = TimeRange('date', None, 1517227800, 0)
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timerange(data_processed)
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
-        processed=data_processed,
+        processed=processed,
         stake_amount=default_conf['stake_amount'],
         start_date=min_date,
         end_date=max_date,
@@ -416,7 +414,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
          'sell_reason': [SellType.ROI, SellType.ROI]
          })
     pd.testing.assert_frame_equal(results, expected)
-    data_pair = data_processed[pair]
+    data_pair = processed[pair]
     for _, t in results.iterrows():
         ln = data_pair.loc[data_pair["date"] == t["open_time"]]
         # Check open trade rate alignes to open rate
@@ -439,7 +437,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
         processed=processed,
@@ -458,7 +456,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
     backtesting = Backtesting(default_conf)
 
     dict_of_tickerrows = load_data_test('raise', testdatadir)
-    dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows)
+    dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
     dataframe = dataframes['UNITTEST/BTC']
     cols = dataframe.columns
     # assert the dataframe got some of the indicator columns
@@ -557,10 +555,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
-    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
-    min_date, max_date = get_timerange(data_processed)
+    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    min_date, max_date = get_timerange(processed)
     backtest_conf = {
-        'processed': data_processed,
+        'processed': processed,
         'stake_amount': default_conf['stake_amount'],
         'start_date': min_date,
         'end_date': max_date,
@@ -576,7 +574,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results, '5m', 3)) == 0
 
     backtest_conf = {
-        'processed': data_processed,
+        'processed': processed,
         'stake_amount': default_conf['stake_amount'],
         'start_date': min_date,
         'end_date': max_date,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0406157f6..eefc6b28a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -524,7 +524,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
         }])
     )
     patch_exchange(mocker)
-    # Co-test loading ticker-interval from strategy
+    # Co-test loading timeframe from strategy
     del default_conf['ticker_interval']
     default_conf.update({'config': 'config.json.example',
                          'hyperopt': 'DefaultHyperOpt',
@@ -534,7 +534,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -544,7 +544,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
@@ -630,8 +630,8 @@ def test_has_space(hyperopt, spaces, expected_results):
 
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:
-    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
+    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -642,8 +642,8 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
 
 
 def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
-    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
+    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -783,7 +783,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
     h = Hyperopt(default_conf)
 
     assert unlinkmock.call_count == 2
-    assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog)
+    assert log_has(f"Removing `{h.data_pickle_file}`.", caplog)
 
 
 def test_continue_hyperopt(mocker, default_conf, caplog):
@@ -845,7 +845,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
                          })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -859,7 +859,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     )
     assert result_str in out  # noqa: E501
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
 
 
@@ -903,7 +903,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
                          })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -913,7 +913,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
     out, err = capsys.readouterr()
     assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
 
 
@@ -953,7 +953,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
                          })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -963,7 +963,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     out, err = capsys.readouterr()
     assert '{"minimal_roi":{},"stoploss":null}' in out
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
 
 
@@ -1000,7 +1000,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -1015,7 +1015,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
@@ -1043,7 +1043,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -1088,7 +1088,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: sell_strategy_generator() is actually not called because
@@ -1103,7 +1103,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
@@ -1145,7 +1145,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: buy_strategy_generator() is actually not called because
@@ -1160,7 +1160,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for tickerdata, once to save evaluations
+    # Should be called twice, once for historical candle data, once to save evaluations
     assert dumper.call_count == 2
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
@@ -1194,7 +1194,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     delattr(hyperopt.custom_hyperopt.__class__, method)
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 6c343b477..7ea55d3f9 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -68,7 +68,7 @@ class DefaultStrategy(IStrategy):
         Performance Note: For the best performance be frugal on the number of indicators
         you are using. Let uncomment only the indicator you are using in your strategies
         or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :param dataframe: Dataframe with data from the exchange
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 86d0738c6..949dda4a0 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -17,69 +17,69 @@ from tests.conftest import get_patched_exchange, log_has
 _STRATEGY = DefaultStrategy(config={})
 
 
-def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
+def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history):
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
 
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
 
 
-def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
+def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history):
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
 
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
                                                   DataFrame())
-    assert log_has('Empty ticker history for pair foo', caplog)
+    assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
     assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
                                                   [])
-    assert log_has('Empty ticker history for pair bar', caplog)
+    assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
 
 
-def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
-                                                  ticker_history)
-    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
+                                                  ohlcv_history)
+    assert log_has('Unable to analyze candle (OHLCV) data for pair foo: xyz', caplog)
 
 
-def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([])
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
-                                                  ticker_history)
+                                                  ohlcv_history)
     assert log_has('Empty dataframe for pair xyz', caplog)
 
 
-def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
+def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     # default_conf defines a 5m interval. we check interval * 2 + 5m
     # this is necessary as the last candle is removed (partial candles) by default
@@ -90,7 +90,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
         return_value=DataFrame(ticks)
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
-                                                  ticker_history)
+                                                  ohlcv_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -103,15 +103,15 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
     assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
 
 
-def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
+def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
-                           fill_up_missing=True)
-    data = strategy.tickerdata_to_dataframe(tickerlist)
-    assert len(data['UNITTEST/BTC']) == 102       # partial candle was removed
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                     fill_up_missing=True)
+    processed = strategy.ohlcvdata_to_dataframe(data)
+    assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
 def test_min_roi_reached(default_conf, fee) -> None:
@@ -222,7 +222,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
     assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
 
 
-def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
+def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
     buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -235,7 +235,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
 
     )
     strategy = DefaultStrategy({})
-    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -244,7 +244,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
     caplog.clear()
 
-    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 2
     assert buy_mock.call_count == 2
@@ -253,7 +253,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
 
 
-def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
+def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
     buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -268,7 +268,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
     strategy = DefaultStrategy({})
     strategy.process_only_new_candles = True
 
-    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
     assert 'high' in ret.columns
     assert 'low' in ret.columns
     assert 'close' in ret.columns
@@ -280,7 +280,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
     assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
     caplog.clear()
 
-    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
diff --git a/tests/test_misc.py b/tests/test_misc.py
index 83e008466..c1e23926b 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
                             file_load_json, format_ms_time, pair_to_filename,
                             plural, shorten_date)
@@ -18,9 +18,9 @@ def test_shorten_date() -> None:
     assert shorten_date(str_data) == str_shorten_data
 
 
-def test_datesarray_to_datetimearray(ticker_history_list):
-    dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC",
-                                        fill_missing=True)
+def test_datesarray_to_datetimearray(ohlcv_history_list):
+    dataframes = ohlcv_to_dataframe(ohlcv_history_list, "5m", pair="UNITTEST/BTC",
+                                    fill_missing=True)
     dates = datesarray_to_datetimearray(dataframes['date'])
 
     assert isinstance(dates[0], datetime.datetime)
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index dd04035b7..42010ad0d 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -51,15 +51,15 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
     default_conf["datadir"] = testdatadir
     default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
     ret = init_plotscript(default_conf)
-    assert "tickers" in ret
+    assert "ohlcv" in ret
     assert "trades" in ret
     assert "pairs" in ret
 
     default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
     ret = init_plotscript(default_conf)
-    assert "tickers" in ret
-    assert "TRX/BTC" in ret["tickers"]
-    assert "ADA/BTC" in ret["tickers"]
+    assert "ohlcv" in ret
+    assert "TRX/BTC" in ret["ohlcv"]
+    assert "ADA/BTC" in ret["ohlcv"]
 
 
 def test_add_indicators(default_conf, testdatadir, caplog):
@@ -269,14 +269,14 @@ def test_generate_profit_graph(testdatadir):
     pairs = ["TRX/BTC", "ADA/BTC"]
     trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')]
 
-    tickers = history.load_data(datadir=testdatadir,
-                                pairs=pairs,
-                                timeframe='5m',
-                                timerange=timerange
-                                )
+    data = history.load_data(datadir=testdatadir,
+                             pairs=pairs,
+                             timeframe='5m',
+                             timerange=timerange)
+
     trades = trades[trades['pair'].isin(pairs)]
 
-    fig = generate_profit_graph(pairs, tickers, trades, timeframe="5m")
+    fig = generate_profit_graph(pairs, data, trades, timeframe="5m")
     assert isinstance(fig, go.Figure)
 
     assert fig.layout.title.text == "Freqtrade Profit plot"

From 4ad93ed6bbe2f9f5b653552d05f7d9b73fb9a30c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 8 Mar 2020 22:41:05 +0100
Subject: [PATCH 1405/1495] Changed output for null columns

---
 freqtrade/optimize/hyperopt.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d397c720c..f0c992760 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -420,19 +420,19 @@ class Hyperopt:
         trials['Trades'] = trials['Trades'].astype(str)
 
         trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: '{:,.8f}'.format(x) if x != 0.0 else "--"
+            lambda x: '{:,.8f}'.format(x) if x != 0.0 else ""
         )
         trials['Profit'] = trials['Profit'].apply(
-            lambda x: '{:,.2f}'.format(x) if not isna(x) else "--"
+            lambda x: '{:,.2f}'.format(x) if not isna(x) else ""
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else "--"
+            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else ""
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: ('{:,.1f} m'.format(x)) if not isna(x) else "--"
+            lambda x: ('{:,.1f} m'.format(x)) if not isna(x) else ""
         )
         trials['Objective'] = trials['Objective'].apply(
-            lambda x: '{:,.5f}'.format(x) if x != 100000 else "N/A"
+            lambda x: '{:,.5f}'.format(x) if x != 100000 else ""
         )
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])

From cb419614cd10ae7e4fb063e4bc2b28c795a0ce31 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 8 Mar 2020 23:00:21 +0100
Subject: [PATCH 1406/1495] Spelling miss

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index f0c992760..d12e9cd45 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -392,7 +392,7 @@ class Hyperopt:
         if not results:
             return
 
-        # Verification for owerwrite
+        # Verification for overwrite
         if not overwrite and path.isfile(csv_file):
             logging.error("CSV-File already exists and no overwrite specified!")
             return

From c7b2f173ebcade7092be49f4d2aa87ec19745768 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2020 08:32:42 +0000
Subject: [PATCH 1407/1495] Bump wrapt from 1.12.0 to 1.12.1

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.12.0 to 1.12.1.
- [Release notes](https://github.com/GrahamDumpleton/wrapt/releases)
- [Changelog](https://github.com/GrahamDumpleton/wrapt/blob/develop/docs/changes.rst)
- [Commits](https://github.com/GrahamDumpleton/wrapt/compare/1.12.0...1.12.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index a844e81bc..e44881041 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -7,7 +7,7 @@ arrow==0.15.5
 cachetools==4.0.0
 requests==2.23.0
 urllib3==1.25.8
-wrapt==1.12.0
+wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.17
 tabulate==0.8.6

From 09c25faa51a68ab7c0e42795bc809b0da135782a Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2020 08:33:37 +0000
Subject: [PATCH 1408/1495] Bump ccxt from 1.23.30 to 1.23.81

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.23.30 to 1.23.81.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.23.30...1.23.81)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index a844e81bc..f64644db9 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.23.30
+ccxt==1.23.81
 SQLAlchemy==1.3.13
 python-telegram-bot==12.4.2
 arrow==0.15.5

From 46763e148b6ccec222d849467f0cabb60f900f7e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2020 08:33:59 +0000
Subject: [PATCH 1409/1495] Bump prompt-toolkit from 3.0.3 to 3.0.4

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.3 to 3.0.4.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.3...3.0.4)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index a844e81bc..ec12f1c65 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -30,4 +30,4 @@ flask==1.1.1
 colorama==0.4.3
 # Building config files interactively
 questionary==1.5.1
-prompt-toolkit==3.0.3
+prompt-toolkit==3.0.4

From 23127b8da08ab45641a955dc94b58bfec582d38d Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2020 08:34:33 +0000
Subject: [PATCH 1410/1495] Bump scikit-learn from 0.22.2 to 0.22.2.post1

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.22.2 to 0.22.2.post1.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.22.2...0.22.2.post1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index c713317ec..c7e586a33 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.4.1
-scikit-learn==0.22.2
+scikit-learn==0.22.2.post1
 scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.14.1

From 4cc0d3dbc42600136a7539e7f523a31f375683c9 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2020 08:35:16 +0000
Subject: [PATCH 1411/1495] Bump plotly from 4.5.2 to 4.5.3

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.2 to 4.5.3.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.5.2...v4.5.3)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index a70c3e0cf..381334a66 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.5.2
+plotly==4.5.3
 

From 5cbf325fda4f0a3d9bb6032122aa56d085118d83 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 11:30:13 +0100
Subject: [PATCH 1412/1495] Allow different loglevels for message

---
 freqtrade/pairlist/IPairList.py       | 24 ++++++++++++++++++++----
 freqtrade/pairlist/VolumePairList.py  |  2 +-
 freqtrade/pairlist/pairlistmanager.py |  2 +-
 3 files changed, 22 insertions(+), 6 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index d45a329dd..f591fa8da 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -67,21 +67,37 @@ class IPairList(ABC):
         """
 
     @staticmethod
-    def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
+    def verify_blacklist(pairlist: List[str], blacklist: List[str],
+                         aswarning: bool) -> List[str]:
         """
         Verify and remove items from pairlist - returning a filtered pairlist.
+        Logs a warning or info depending on `aswarning`.
+        Pairlists explicitly using this method shall use `aswarning=False`!
+        :param pairlist: Pairlist to validate
+        :param blacklist: Blacklist to validate pairlist against
+        :param aswarning: Log message as Warning or info
+        :return: pairlist - blacklisted pairs
         """
         for pair in deepcopy(pairlist):
             if pair in blacklist:
-                logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                if aswarning:
+                    logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                else:
+                    logger.info(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                 pairlist.remove(pair)
         return pairlist
 
-    def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
+    def _verify_blacklist(self, pairlist: List[str], aswarning: bool = True) -> List[str]:
         """
         Proxy method to verify_blacklist for easy access for child classes.
+        Logs a warning or info depending on `aswarning`.
+        Pairlists explicitly using this method shall use aswarning=False!
+        :param pairlist: Pairlist to validate
+        :param aswarning: Log message as Warning or info.
+        :return: pairlist - blacklisted pairs
         """
-        return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
+        return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist,
+                                          aswarning=aswarning)
 
     def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index d067d5e8a..9ce2adc9e 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -106,7 +106,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self._verify_blacklist(pairs)
+        pairs = self._verify_blacklist(pairs, aswarning=False)
         # Limit to X number of pairs
         pairs = pairs[:self._number_pairs]
         logger.info(f"Searching {self._number_pairs} pairs: {pairs}")
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 55828c6ef..5b4c5b602 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -91,6 +91,6 @@ class PairListManager():
             pairlist = pl.filter_pairlist(pairlist, tickers)
 
         # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
-        pairlist = IPairList.verify_blacklist(pairlist, self.blacklist)
+        pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist

From c049651784491f82807a07cbc2b3d3d6a8f57e22 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 11:30:28 +0100
Subject: [PATCH 1413/1495] whitelist_for_active_markets should not remove
 blacklisted items

---
 freqtrade/pairlist/IPairList.py | 1 -
 tests/pairlist/test_pairlist.py | 2 --
 2 files changed, 3 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index f591fa8da..35844a99e 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -129,6 +129,5 @@ class IPairList(ABC):
             if pair not in sanitized_whitelist:
                 sanitized_whitelist.append(pair)
 
-        sanitized_whitelist = self._verify_blacklist(sanitized_whitelist)
         # We need to remove pairs that are unknown
         return sanitized_whitelist
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index b8a4be037..1ce1151b7 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -240,8 +240,6 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
     (['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"),
     # BCH/BTC not available
     (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
-    # BLK/BTC in blacklist
-    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "),
     # BTT/BTC is inactive
     (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
 ])

From 856ba203d959716d40a5f0bab3569e63b807d76d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 15:04:28 +0100
Subject: [PATCH 1414/1495] Update hyperopt samples docstring

---
 freqtrade/templates/base_hyperopt.py.j2       | 15 +++++++++------
 freqtrade/templates/sample_hyperopt.py        | 19 ++++++++++++-------
 .../templates/sample_hyperopt_advanced.py     |  7 ++++---
 3 files changed, 25 insertions(+), 16 deletions(-)

diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index 05ba08b81..08178da4b 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -21,7 +21,7 @@ class {{ hyperopt }}(IHyperOpt):
     """
     This is a Hyperopt template to get you started.
 
-    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md
+    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
 
     You should:
     - Add any lib you need to build your hyperopt.
@@ -29,11 +29,14 @@ class {{ hyperopt }}(IHyperOpt):
     You must keep:
     - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
 
-    The roi_space, generate_roi_table, stoploss_space methods are no longer required to be
-    copied in every custom hyperopt. However, you may override them if you need the
-    'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods can be found in
-    https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py
+    The methods roi_space, generate_roi_table and stoploss_space are not required
+    and are provided by default.
+    However, you may override them if you need 'roi' and 'stoploss' spaces that
+    differ from the defaults offered by Freqtrade.
+    Sample implementation of these methods will be copied to `user_data/hyperopts` when
+    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
+    or is available online under the following URL:
+    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
     """
 
     @staticmethod
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index f1dcb404a..0baa00442 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -20,23 +20,28 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 class SampleHyperOpt(IHyperOpt):
     """
     This is a sample Hyperopt to inspire you.
-    Feel free to customize it.
 
-    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md
+    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
 
     You should:
     - Rename the class name to some unique name.
     - Add any methods you want to build your hyperopt.
     - Add any lib you need to build your hyperopt.
 
+    An easier way to get a new hyperopt file is by using
+    `freqtrade new-hyperopt --hyperopt MyCoolHyperopt`.
+
     You must keep:
     - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
 
-    The roi_space, generate_roi_table, stoploss_space methods are no longer required to be
-    copied in every custom hyperopt. However, you may override them if you need the
-    'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods can be found in
-    https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py
+    The methods roi_space, generate_roi_table and stoploss_space are not required
+    and are provided by default.
+    However, you may override them if you need 'roi' and 'stoploss' spaces that
+    differ from the defaults offered by Freqtrade.
+    Sample implementation of these methods will be copied to `user_data/hyperopts` when
+    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
+    or is available online under the following URL:
+    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
     """
 
     @staticmethod
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index e66ef948b..c8067ad28 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -22,7 +22,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
     This is a sample hyperopt to inspire you.
     Feel free to customize it.
 
-    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md
+    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
 
     You should:
     - Rename the class name to some unique name.
@@ -32,8 +32,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
     You must keep:
     - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
 
-    The roi_space, generate_roi_table, stoploss_space methods are no longer required to be
-    copied in every custom hyperopt. However, you may override them if you need the
+    The methods roi_space, generate_roi_table and stoploss_space are not required
+    and are provided by default.
+    However, you may override them if you need the
     'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
 
     This sample illustrates how to override these methods.

From 5da63d399be30908273ce7b2db7178e380a54dad Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 17:38:25 +0100
Subject: [PATCH 1415/1495] Reduce default order_book_max to 1

---
 config.json.example                     | 2 +-
 config_binance.json.example             | 2 +-
 config_full.json.example                | 2 +-
 config_kraken.json.example              | 2 +-
 freqtrade/templates/base_config.json.j2 | 2 +-
 5 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/config.json.example b/config.json.example
index 46441e72d..8ebb092e1 100644
--- a/config.json.example
+++ b/config.json.example
@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_binance.json.example b/config_binance.json.example
index e2c9879b0..d324ce883 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_full.json.example b/config_full.json.example
index f0414bd0d..181740b9a 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -38,7 +38,7 @@
         "price_side": "ask",
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 4f74d0b7d..dcf4c552a 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 0049d59a0..134719273 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -24,7 +24,7 @@
         "price_side": "ask",
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

From 74a17c7b7b45cac99238bcb684e7089c5b92c735 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 17:38:35 +0100
Subject: [PATCH 1416/1495] Clarify warning in the documentation

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 5580b9c68..aedd3e043 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -537,7 +537,7 @@ The idea here is to place the sell order early, to be ahead in the queue.
 A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
 
 !!! Warning "Orderbook and stoploss_on_exchange"
-    Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
+    Using `ask_strategy.order_book_max` higher than 1 will increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed. Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (even without stoploss on exchange).
 
 #### Sell price without Orderbook enabled
 

From e0afbcd4af8e2b1e51a5eaca2b7e5ecd457f9f53 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 9 Mar 2020 17:41:44 +0100
Subject: [PATCH 1417/1495] Additional warning about order_book-max

---
 docs/configuration.md | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index aedd3e043..a9487a0ed 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -536,8 +536,14 @@ The idea here is to place the sell order early, to be ahead in the queue.
 
 A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
 
-!!! Warning "Orderbook and stoploss_on_exchange"
-    Using `ask_strategy.order_book_max` higher than 1 will increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed. Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (even without stoploss on exchange).
+!!! Warning "Order_book_max > 1 - increased Risk!"
+    Using `ask_strategy.order_book_max` higher than 1 will increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
+    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss_on_exchange).
+
+!!! Warning "Order_book_max > 1 in dry-run"
+    Using `ask_strategy.order_book_max` higher than 1 will result in improved dry-run results, since dry-run assumes orders to be filled almost instantly.
+    It is therefore advised to not use this setting for dry-runs.
+
 
 #### Sell price without Orderbook enabled
 

From 3eaae4661d3256ca27c92329b60661734c3ed716 Mon Sep 17 00:00:00 2001
From: orehunt 
Date: Mon, 9 Mar 2020 07:39:23 +0100
Subject: [PATCH 1418/1495] check again for emptiness after trimming dataframe

---
 freqtrade/data/history/idatahandler.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index df03e7713..87810c95f 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -160,6 +160,13 @@ class IDataHandler(ABC):
             if timerange_startup:
                 self._validate_pairdata(pair, pairdf, timerange_startup)
                 pairdf = trim_dataframe(pairdf, timerange_startup)
+                if pairdf.empty:
+                    if warn_no_data:
+                        logger.warning(
+                            f'No history data for pair: "{pair}", timeframe: {timeframe}. '
+                            'Use `freqtrade download-data` to download the data'
+                        )
+                    return pairdf
 
             # incomplete candles should only be dropped if we didn't trim the end beforehand.
             return clean_ohlcv_dataframe(pairdf, timeframe,

From 2f5fc731bba51239a3195cbd0fb79e9e58a20d33 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 9 Mar 2020 18:53:30 +0100
Subject: [PATCH 1419/1495] Removed overwrite option

---
 docs/utils.md                           | 13 +++++++------
 freqtrade/commands/cli_options.py       |  4 ++--
 freqtrade/commands/hyperopt_commands.py |  8 +-------
 freqtrade/optimize/hyperopt.py          |  6 +++---
 tests/commands/test_commands.py         |  2 +-
 5 files changed, 14 insertions(+), 19 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index dd7a9dfe3..eb71c509c 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -429,6 +429,7 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--min-total-profit FLOAT]
                                [--max-total-profit FLOAT] [--no-color]
                                [--print-json] [--no-details]
+                               [--export-csv FILE]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -450,9 +451,8 @@ optional arguments:
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
   --no-details          Do not print best epoch details.
-  --export-csv FILE     Export to CSV-File. Put + in front of filename to
-                        overwrite. This will disable table print. Example:
-                        --export-csv +hyperopt.csv
+  --export-csv FILE     Export to CSV-File. This will disable table print.
+                        Example: --export-csv hyperopt.csv
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -461,9 +461,10 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index b782c2fb9..8548bd887 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -223,9 +223,9 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "export_csv": Arg(
         '--export-csv',
-        help='Export to CSV-File. Put + in front of filename to overwrite.'
+        help='Export to CSV-File.'
         ' This will disable table print.'
-        ' Example: --export-csv +hyperopt.csv',
+        ' Example: --export-csv hyperopt.csv',
         metavar='FILE',
     ),
     "hyperopt_jobs": Arg(
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index efc9aba88..5b2388252 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -63,14 +63,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
 
     if trials and export_csv:
-        overwrite_csv = False
-        if export_csv[0] == '+':
-            overwrite_csv = True
-            export_csv = export_csv[1:]
-
         Hyperopt.export_csv_file(
-            config, trials, total_epochs,
-            not filteroptions['only_best'], export_csv, overwrite_csv
+            config, trials, total_epochs, not filteroptions['only_best'], export_csv
         )
 
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d12e9cd45..8e0eba4d7 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -385,7 +385,7 @@ class Hyperopt:
 
     @staticmethod
     def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                        csv_file: str, overwrite: bool) -> None:
+                        csv_file: str) -> None:
         """
         Log result to csv-file
         """
@@ -393,8 +393,8 @@ class Hyperopt:
             return
 
         # Verification for overwrite
-        if not overwrite and path.isfile(csv_file):
-            logging.error("CSV-File already exists and no overwrite specified!")
+        if path.isfile(csv_file):
+            logging.error("CSV-File already exists!")
             return
 
         try:
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index f404a4671..4530cd03d 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -905,7 +905,7 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--export-csv", "+test_file.csv"
+        "--export-csv", "test_file.csv"
     ]
     pargs = get_args(args)
     pargs['config'] = None

From bd158eefd29a3cdec29887e7f54895935a379179 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Tue, 10 Mar 2020 03:02:52 +0100
Subject: [PATCH 1420/1495] Fixed loggin

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 8e0eba4d7..1b6343208 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -394,13 +394,13 @@ class Hyperopt:
 
         # Verification for overwrite
         if path.isfile(csv_file):
-            logging.error("CSV-File already exists!")
+            logger.error("CSV-File already exists!")
             return
 
         try:
             io.open(csv_file, 'w+').close()
         except IOError:
-            logging.error("Filed to create/overwrite CSV-File!")
+            logger.error("Filed to create CSV-File!")
             return
 
         trials = json_normalize(results, max_level=1)

From 42038da7f1f47d5e34cc10af04f9b42c5f6e4533 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 10 Mar 2020 07:57:25 +0100
Subject: [PATCH 1421/1495] Update docs/configuration.md

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a9487a0ed..1fca61fdb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -541,7 +541,7 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
     Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss_on_exchange).
 
 !!! Warning "Order_book_max > 1 in dry-run"
-    Using `ask_strategy.order_book_max` higher than 1 will result in improved dry-run results, since dry-run assumes orders to be filled almost instantly.
+    Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
     It is therefore advised to not use this setting for dry-runs.
 
 

From f148b5f73450861d8f416f0e3b03d355c568ec6e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 10 Mar 2020 10:38:37 +0300
Subject: [PATCH 1422/1495] cosmetics in lambdas

---
 freqtrade/optimize/hyperopt.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 1b6343208..4c32a0543 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -332,10 +332,10 @@ class Hyperopt:
             lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: ('{:,.2f}%'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+            lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: ('{:,.1f} m'.format(x)).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+            lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
@@ -426,10 +426,10 @@ class Hyperopt:
             lambda x: '{:,.2f}'.format(x) if not isna(x) else ""
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: ('{:,.2f}%'.format(x)) if not isna(x) else ""
+            lambda x: '{:,.2f}%'.format(x) if not isna(x) else ""
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: ('{:,.1f} m'.format(x)) if not isna(x) else ""
+            lambda x: '{:,.1f} m'.format(x) if not isna(x) else ""
         )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: '{:,.5f}'.format(x) if x != 100000 else ""

From a046c4829c01ad2934337c59a304b181cb4f2a23 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 10 Mar 2020 09:03:44 +0100
Subject: [PATCH 1423/1495] Apply suggestions from code review

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 1fca61fdb..76df5bd08 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -536,9 +536,9 @@ The idea here is to place the sell order early, to be ahead in the queue.
 
 A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
 
-!!! Warning "Order_book_max > 1 - increased Risk!"
-    Using `ask_strategy.order_book_max` higher than 1 will increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
-    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss_on_exchange).
+!!! Warning "Order_book_max > 1 - increased risks for stoplosses!"
+    Using `ask_strategy.order_book_max` higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual [stoploss on exchange](#understand-order_types) will be cancelled as soon as the order is placed.
+    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).
 
 !!! Warning "Order_book_max > 1 in dry-run"
     Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.

From f7ad6c20c7276ca6f76721d8195034ec2993bb87 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Mar 2020 12:02:23 +0300
Subject: [PATCH 1424/1495] Do not allow unlimited stake_amount for hyperopt

---
 freqtrade/commands/optimize_commands.py | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index a2d1b4601..2fc605926 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -17,10 +17,15 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
     """
     config = setup_utils_configuration(args, method)
 
-    if method == RunMode.BACKTEST:
-        if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
-            raise DependencyException('stake amount could not be "%s" for backtesting' %
-                                      constants.UNLIMITED_STAKE_AMOUNT)
+    no_unlimited_runmodes = {
+        RunMode.BACKTEST: 'backtesting',
+        RunMode.HYPEROPT: 'hyperoptimization',
+    }
+    if (method in no_unlimited_runmodes.keys() and
+            config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
+        raise DependencyException(
+            f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
+            f'for {no_unlimited_runmodes[method]}')
 
     return config
 

From 81b6a950ac58e231e7e29bd1429b34b40b40c1ff Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Mar 2020 12:42:11 +0300
Subject: [PATCH 1425/1495] Adjust test for backtesting

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

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 96855dc9d..702337463 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -241,7 +241,7 @@ def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_con
         '--strategy', 'DefaultStrategy',
     ]
 
-    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
+    with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
         setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
 
 

From 1b6e77649a437a75f4eae10d78d3fc0bc7dd7ba7 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Mar 2020 12:42:31 +0300
Subject: [PATCH 1426/1495] Add test for hyperopt

---
 tests/optimize/test_hyperopt.py | 18 +++++++++++++++++-
 1 file changed, 17 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0406157f6..c0bddd085 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -10,10 +10,11 @@ import pytest
 from arrow import Arrow
 from filelock import Timeout
 
+from freqtrade import constants
 from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
                                                   start_hyperopt)
 from freqtrade.data.history import load_data
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
 from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
 from freqtrade.optimize.hyperopt import Hyperopt
@@ -158,6 +159,21 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert log_has('Parameter --print-all detected ...', caplog)
 
 
+def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
+    ]
+
+    with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
+        setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
+
+
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 

From 73c19da4b988e13db70ec6f434baf773aa71faba Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 10 Mar 2020 13:44:16 +0300
Subject: [PATCH 1427/1495] Adjust handling of zero stdev in loss functions

---
 freqtrade/optimize/hyperopt_loss_sharpe.py        | 2 +-
 freqtrade/optimize/hyperopt_loss_sharpe_daily.py  | 2 +-
 freqtrade/optimize/hyperopt_loss_sortino.py       | 2 +-
 freqtrade/optimize/hyperopt_loss_sortino_daily.py | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_sharpe.py b/freqtrade/optimize/hyperopt_loss_sharpe.py
index a4ec6f90a..29377bdd5 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe.py
@@ -36,7 +36,7 @@ class SharpeHyperOptLoss(IHyperOptLoss):
         expected_returns_mean = total_profit.sum() / days_period
         up_stdev = np.std(total_profit)
 
-        if (np.std(total_profit) != 0.):
+        if up_stdev != 0:
             sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
index 5a8ebaa11..e4cd1d749 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -51,7 +51,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
         expected_returns_mean = total_profit.mean()
         up_stdev = total_profit.std()
 
-        if (up_stdev != 0.):
+        if up_stdev != 0:
             sharp_ratio = expected_returns_mean / up_stdev * math.sqrt(days_in_year)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
index 83f644a43..d470a9977 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -39,7 +39,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
         down_stdev = np.std(results['downside_returns'])
 
-        if np.std(total_profit) != 0.0:
+        if down_stdev != 0:
             sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
         else:
             # Define high (negative) sortino ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 16dc26142..cd6a8bcc2 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -59,7 +59,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         # where P = sum_daily["profit_percent_after_slippage"]
         down_stdev = math.sqrt((total_downside**2).sum() / len(total_downside))
 
-        if (down_stdev != 0.):
+        if down_stdev != 0:
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)
         else:
             # Define high (negative) sortino ratio to be clear that this is NOT optimal.

From 2b1c146940633b50dc0d9a9d225f44cc893bb088 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 10 Mar 2020 16:05:33 +0100
Subject: [PATCH 1428/1495] Add default volume > 0 filter

---
 docs/hyperopt.md                                | 3 +++
 freqtrade/templates/base_hyperopt.py.j2         | 6 ++++++
 freqtrade/templates/sample_hyperopt.py          | 6 ++++++
 freqtrade/templates/sample_hyperopt_advanced.py | 6 ++++++
 4 files changed, 21 insertions(+)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9bc5888ce..1293c7ab4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -159,6 +159,9 @@ So let's write the buy strategy using these values:
                         dataframe['macd'], dataframe['macdsignal']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index 08178da4b..ec787cbb6 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -66,6 +66,9 @@ class {{ hyperopt }}(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that the candle had volume
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -111,6 +114,9 @@ class {{ hyperopt }}(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that the candle had volume
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index 0baa00442..0b6d030db 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -78,6 +78,9 @@ class SampleHyperOpt(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -138,6 +141,9 @@ class SampleHyperOpt(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index c8067ad28..7f05c4430 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -93,6 +93,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -153,6 +156,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),

From 129a88d5da1879e1cae93e1771a995da6d5f0bfc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 11 Mar 2020 19:53:28 +0100
Subject: [PATCH 1429/1495] Extract emptyness check to it's own method

---
 freqtrade/data/history/idatahandler.py | 27 ++++++++++++++------------
 1 file changed, 15 insertions(+), 12 deletions(-)

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 87810c95f..bde9612f2 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -147,12 +147,7 @@ class IDataHandler(ABC):
 
         pairdf = self._ohlcv_load(pair, timeframe,
                                   timerange=timerange_startup)
-        if pairdf.empty:
-            if warn_no_data:
-                logger.warning(
-                    f'No history data for pair: "{pair}", timeframe: {timeframe}. '
-                    'Use `freqtrade download-data` to download the data'
-                )
+        if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
             return pairdf
         else:
             enddate = pairdf.iloc[-1]['date']
@@ -160,12 +155,7 @@ class IDataHandler(ABC):
             if timerange_startup:
                 self._validate_pairdata(pair, pairdf, timerange_startup)
                 pairdf = trim_dataframe(pairdf, timerange_startup)
-                if pairdf.empty:
-                    if warn_no_data:
-                        logger.warning(
-                            f'No history data for pair: "{pair}", timeframe: {timeframe}. '
-                            'Use `freqtrade download-data` to download the data'
-                        )
+                if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
                     return pairdf
 
             # incomplete candles should only be dropped if we didn't trim the end beforehand.
@@ -175,6 +165,19 @@ class IDataHandler(ABC):
                                          drop_incomplete=(drop_incomplete and
                                                           enddate == pairdf.iloc[-1]['date']))
 
+    def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str, warn_no_data: bool):
+        """
+        Warn on empty dataframe
+        """
+        if pairdf.empty:
+            if warn_no_data:
+                logger.warning(
+                    f'No history data for pair: "{pair}", timeframe: {timeframe}. '
+                    'Use `freqtrade download-data` to download the data'
+                )
+            return True
+        return False
+
     def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
         """
         Validates pairdata for missing data at start end end and logs warnings.

From 6f67b8d9b900961afb93508214d981925261d3ec Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 12 Mar 2020 19:50:46 +0100
Subject: [PATCH 1430/1495] iCheck after clean_dataframe, too

---
 freqtrade/data/history/idatahandler.py | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index bde9612f2..b0a6a97dc 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -159,11 +159,13 @@ class IDataHandler(ABC):
                     return pairdf
 
             # incomplete candles should only be dropped if we didn't trim the end beforehand.
-            return clean_ohlcv_dataframe(pairdf, timeframe,
-                                         pair=pair,
-                                         fill_missing=fill_missing,
-                                         drop_incomplete=(drop_incomplete and
-                                                          enddate == pairdf.iloc[-1]['date']))
+            pairdf = clean_ohlcv_dataframe(pairdf, timeframe,
+                                           pair=pair,
+                                           fill_missing=fill_missing,
+                                           drop_incomplete=(drop_incomplete and
+                                                            enddate == pairdf.iloc[-1]['date']))
+            self._check_empty_df(pairdf, pair, timeframe, warn_no_data)
+            return pairdf
 
     def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str, warn_no_data: bool):
         """

From ebb0187f4040aa7f23ed54cacd8faa9919640994 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 13 Mar 2020 03:54:56 +0300
Subject: [PATCH 1431/1495] dataframe -> df_analyzed in backtesting and edge

---
 freqtrade/edge/edge_positioning.py | 14 +++++++-------
 freqtrade/optimize/backtesting.py  | 10 +++++-----
 2 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index a24e29efb..256b67383 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -137,10 +137,10 @@ class Edge:
             pair_data = pair_data.sort_values(by=['date'])
             pair_data = pair_data.reset_index(drop=True)
 
-            dataframe = self.strategy.advise_sell(
+            df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
-            trades += self._find_trades_for_stoploss_range(dataframe, pair, self._stoploss_range)
+            trades += self._find_trades_for_stoploss_range(df_analyzed, pair, self._stoploss_range)
 
         # If no trade found then exit
         if len(trades) == 0:
@@ -359,11 +359,11 @@ class Edge:
         # Returning a list of pairs in order of "expectancy"
         return final
 
-    def _find_trades_for_stoploss_range(self, dataframe, pair, stoploss_range):
-        buy_column = dataframe['buy'].values
-        sell_column = dataframe['sell'].values
-        date_column = dataframe['date'].values
-        ohlc_columns = dataframe[['open', 'high', 'low', 'close']].values
+    def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
+        buy_column = df['buy'].values
+        sell_column = df['sell'].values
+        date_column = df['date'].values
+        ohlc_columns = df[['open', 'high', 'low', 'close']].values
 
         result: list = []
         for stoploss in stoploss_range:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 949c072c5..210fe3c66 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -164,19 +164,19 @@ class Backtesting:
             pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
             pair_data.loc[:, 'sell'] = 0  # cleanup from previous run
 
-            dataframe = self.strategy.advise_sell(
+            df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
-            dataframe.loc[:, 'buy'] = dataframe['buy'].shift(1)
-            dataframe.loc[:, 'sell'] = dataframe['sell'].shift(1)
+            df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1)
+            df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1)
 
-            dataframe.drop(dataframe.head(1).index, inplace=True)
+            df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            data[pair] = [x for x in dataframe.itertuples()]
+            data[pair] = [x for x in df_analyzed.itertuples()]
         return data
 
     def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple,

From b2952cd42ad22ecb0e623909524c07ac273803f3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 13 Mar 2020 03:58:16 +0300
Subject: [PATCH 1432/1495] remove redundant dict

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index cfbda6714..220056d2d 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -454,10 +454,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
     for pair, data in plot_elements["ohlcv"].items():
         pair_counter += 1
         logger.info("analyse pair %s", pair)
-        ohlcv = {}
-        ohlcv[pair] = data
 
-        dataframe = strategy.analyze_ticker(ohlcv[pair], {'pair': pair})
+        dataframe = strategy.analyze_ticker(data, {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(dataframe, trades_pair)
 

From ddfe5b5f1cb4788936699afbc36c1f19e85d2fc4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 13 Mar 2020 04:00:24 +0300
Subject: [PATCH 1433/1495] dataframe -> df_analyzed in plotting

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 220056d2d..be7be2de0 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -455,13 +455,13 @@ def load_and_plot_trades(config: Dict[str, Any]):
         pair_counter += 1
         logger.info("analyse pair %s", pair)
 
-        dataframe = strategy.analyze_ticker(data, {'pair': pair})
+        df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
-        trades_pair = extract_trades_of_period(dataframe, trades_pair)
+        trades_pair = extract_trades_of_period(df_analyzed, trades_pair)
 
         fig = generate_candlestick_graph(
             pair=pair,
-            data=dataframe,
+            data=df_analyzed,
             trades=trades_pair,
             indicators1=config.get("indicators1", []),
             indicators2=config.get("indicators2", []),

From a7ed51c6424202dccb27f44a847721dbbf4eecde Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 13 Mar 2020 04:04:23 +0300
Subject: [PATCH 1434/1495] return back the name of the hyperopt data file

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ed58db977..a6b13f93f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -76,7 +76,7 @@ class Hyperopt:
         self.trials_file = (self.config['user_data_dir'] /
                             'hyperopt_results' / 'hyperopt_results.pickle')
         self.data_pickle_file = (self.config['user_data_dir'] /
-                                 'hyperopt_results' / 'hyperopt_data.pkl')
+                                 'hyperopt_results' / 'hyperopt_tickerdata.pkl')
         self.total_epochs = config.get('epochs', 0)
 
         self.current_best_loss = 100

From 59fadabb5ba01bc113c0d87cced31a7e7074df66 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 13 Mar 2020 20:26:14 +0300
Subject: [PATCH 1435/1495] Fix merging

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

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index ae050103b..1bb4d5971 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -150,7 +150,7 @@ class IDataHandler(ABC):
         if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
             return pairdf
         else:
-            enddate = df.iloc[-1]['date']
+            enddate = pairdf.iloc[-1]['date']
 
             if timerange_startup:
                 self._validate_pairdata(pair, pairdf, timerange_startup)

From c56cbc21b1658102d912435fa00316ae3da51443 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 14 Mar 2020 10:42:01 +0100
Subject: [PATCH 1436/1495] Remove indexing warning in edge

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

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 256b67383..d196ab4b3 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -317,7 +317,7 @@ class Edge:
         }
 
         # Group by (pair and stoploss) by applying above aggregator
-        df = results.groupby(['pair', 'stoploss'])['profit_abs', 'trade_duration'].agg(
+        df = results.groupby(['pair', 'stoploss'])[['profit_abs', 'trade_duration']].agg(
             groupby_aggregator).reset_index(col_level=1)
 
         # Dropping level 0 as we don't need it

From 308d8fe2a9daf78fd58642c884dd6a9c4bd9a119 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 14 Mar 2020 10:44:46 +0100
Subject: [PATCH 1437/1495] Remove deprecation warnings due to date conversion

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

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index c68ac477c..3bebeee65 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -163,8 +163,8 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.exit_type == trade.sell_reason
-        assert res.open_time == np.datetime64(_get_frame_time_from_offset(trade.open_tick))
-        assert res.close_time == np.datetime64(_get_frame_time_from_offset(trade.close_tick))
+        assert res.open_time == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None)
+        assert res.close_time == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None)
 
 
 def test_adjust(mocker, edge_conf):

From 27faf12fdeef84f404aa7bf32f27e7591cc1a910 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sat, 14 Mar 2020 22:15:03 +0100
Subject: [PATCH 1438/1495] Fix if no file exists

---
 freqtrade/commands/arguments.py   |  2 +-
 freqtrade/commands/cli_options.py |  5 +++++
 freqtrade/data/btanalysis.py      |  8 ++++++--
 freqtrade/plot/plotting.py        | 19 +++++++++++++++----
 tests/data/test_btanalysis.py     |  5 ++++-
 5 files changed, 31 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1a8cca72b..66fa0b038 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -59,7 +59,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
-                       "timerange", "ticker_interval"]
+                       "timerange", "ticker_interval", "skip_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 42c697d56..187e0a424 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -413,6 +413,11 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
+    "skip_trades": Arg(
+        '--skip-trades',
+        help='Skip using trades file from backtesting and DB.',
+        action='store_true',
+    ),
     "trade_source": Arg(
         '--trade-source',
         help='Specify the source for trades (Can be DB or file (backtest file)) '
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 681bf6734..fc938ad7e 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -111,7 +111,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.calc_profit(), t.calc_profit_ratio(),
                             t.open_rate, t.close_rate, t.amount,
                             (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
-                                if t.close_date else None),
+                             if t.close_date else None),
                             t.sell_reason,
                             t.fee_open, t.fee_close,
                             t.open_rate_requested,
@@ -129,12 +129,16 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: str) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
     * loads data from backtestfile (using `exportfilename`)
     """
+    if skip_trades:
+        df = pd.DataFrame(columns=BT_DATA_COLUMNS)
+        return df
+
     if source == "DB":
         return load_trades_from_db(db_url)
     elif source == "file":
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index be7be2de0..cb2686878 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -3,6 +3,7 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
+from os.path import isfile
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (calculate_max_drawdown,
@@ -48,11 +49,21 @@ def init_plotscript(config):
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
 
-    trades = load_trades(config['trade_source'],
-                         db_url=config.get('db_url'),
-                         exportfilename=config.get('exportfilename'),
-                         )
+    skip_trades = False
+    if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file':
+        logger.info("Backtest file is missing skipping trades.")
+        skip_trades = True
+    elif config.get('skip_trades', False):
+        skip_trades = True
+
+    trades = load_trades(
+        config['trade_source'],
+        db_url=config.get('db_url'),
+        exportfilename=config.get('exportfilename'),
+        skip_trades=skip_trades
+    )
     trades = trim_dataframe(trades, timerange, 'open_time')
+
     return {"ohlcv": data,
             "trades": trades,
             "pairs": pairs,
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index da5d225b9..44e9c1072 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -104,6 +104,7 @@ def test_load_trades(default_conf, mocker):
     load_trades("DB",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
+                skip_trades=False
                 )
 
     assert db_mock.call_count == 1
@@ -114,7 +115,9 @@ def test_load_trades(default_conf, mocker):
     default_conf['exportfilename'] = "testfile.json"
     load_trades("file",
                 db_url=default_conf.get('db_url'),
-                exportfilename=default_conf.get('exportfilename'),)
+                exportfilename=default_conf.get('exportfilename'),
+                skip_trades=False
+                )
 
     assert db_mock.call_count == 0
     assert bt_mock.call_count == 1

From cf7e80f45d5d664c1dcb1cc92335cffb67186d12 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sat, 14 Mar 2020 23:55:13 +0100
Subject: [PATCH 1439/1495] Docs and logging

---
 docs/plotting.md           | 62 +++++++++++++++++++++++++-------------
 freqtrade/plot/plotting.py |  2 +-
 2 files changed, 42 insertions(+), 22 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index 3eef8f8e7..ef28f0fe3 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -23,44 +23,64 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
 Possible arguments:
 
 ```
-usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
-                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
-                                [--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
-                                [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
-                                [-i TICKER_INTERVAL]
+usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                [-d PATH] [--userdir PATH] [-s NAME]
+                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]]
+                                [--indicators1 INDICATORS1 [INDICATORS1 ...]]
+                                [--indicators2 INDICATORS2 [INDICATORS2 ...]]
+                                [--plot-limit INT] [--db-url PATH]
+                                [--trade-source {DB,file}] [--export EXPORT]
+                                [--export-filename PATH]
+                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
+                                [--skip-trades]
 
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-separated.
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
   --indicators1 INDICATORS1 [INDICATORS1 ...]
-                        Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the
+                        first row of the graph. Space-separated list. Example:
                         `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
   --indicators2 INDICATORS2 [INDICATORS2 ...]
-                        Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example:
+                        Set indicators from your strategy you want in the
+                        third row of the graph. Space-separated list. Example:
                         `fastd fastk`. Default: `['macd', 'macdsignal']`.
-  --plot-limit INT      Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750.
-  --db-url PATH         Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite`
-                        for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run).
+  --plot-limit INT      Specify tick limit for plotting. Notice: too high
+                        values cause huge files. Default: 750.
+  --db-url PATH         Override trades database URL, this is useful in custom
+                        deployments (default: `sqlite:///tradesv3.sqlite` for
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
   --trade-source {DB,file}
-                        Specify the source for trades (Can be DB or file (backtest file)) Default: file
-  --export EXPORT       Export backtest results, argument are: trades. Example: `--export=trades`
+                        Specify the source for trades (Can be DB or file
+                        (backtest file)) Default: file
+  --export EXPORT       Export backtest results, argument are: trades.
+                        Example: `--export=trades`
   --export-filename PATH
-                        Save backtest results to the file with this filename. Requires `--export` to be set as well. Example:
-                        `--export-filename=user_data/backtest_results/backtest_today.json`
+                        Save backtest results to the file with this filename.
+                        Requires `--export` to be set as well. Example:
+                        `--export-filename=user_data/backtest_results/backtest
+                        _today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
+  --skip-trades         Skip using trades file from backtesting and DB.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -68,9 +88,9 @@ Common arguments:
 
 Strategy arguments:
   -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the bot.
+                        Specify strategy class name which will be used by the
+                        bot.
   --strategy-path PATH  Specify additional strategy lookup path.
-
 ```
 
 Example:
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index cb2686878..8da61597f 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -51,7 +51,7 @@ def init_plotscript(config):
 
     skip_trades = False
     if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file':
-        logger.info("Backtest file is missing skipping trades.")
+        logger.warning("Backtest file is missing skipping trades.")
         skip_trades = True
     elif config.get('skip_trades', False):
         skip_trades = True

From 2c0980aa3ab2af40e46411819f2e53b76eae6fa4 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 15 Mar 2020 00:09:08 +0100
Subject: [PATCH 1440/1495] Tests

---
 tests/data/test_btanalysis.py | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 44e9c1072..95f371d7f 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -122,6 +122,18 @@ def test_load_trades(default_conf, mocker):
     assert db_mock.call_count == 0
     assert bt_mock.call_count == 1
 
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades("file",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),
+                skip_trades=True
+                )
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 0
+
 
 def test_combine_dataframes_with_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]

From 0f1640bed4691cc0d27ed1d665e77c8d2dd85944 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 09:39:45 +0100
Subject: [PATCH 1441/1495] convert exportfilename to Path when config parsing

---
 freqtrade/configuration/configuration.py | 1 +
 freqtrade/data/btanalysis.py             | 8 ++++++--
 freqtrade/optimize/backtesting.py        | 2 +-
 tests/data/test_btanalysis.py            | 5 +++--
 tests/optimize/test_backtesting.py       | 1 +
 tests/test_plotting.py                   | 6 +++---
 6 files changed, 15 insertions(+), 8 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 0645d72be..ce2101441 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -196,6 +196,7 @@ class Configuration:
         if self.args.get('exportfilename'):
             self._args_to_config(config, argname='exportfilename',
                                  logstring='Storing backtest results to {} ...')
+            config['exportfilename'] = Path(config['exportfilename'])
         else:
             config['exportfilename'] = (config['user_data_dir']
                                         / 'backtest_results/backtest-result.json')
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 681bf6734..e8ec03fea 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -129,16 +129,20 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: str) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
     * loads data from backtestfile (using `exportfilename`)
+    :param source: "DB" or "file" - specify source to load from
+    :param db_url: sqlalchemy formatted url to a database
+    :param exportfilename: Json file generated by backtesting
+    :return: DataFrame containing trades
     """
     if source == "DB":
         return load_trades_from_db(db_url)
     elif source == "file":
-        return load_backtest_data(Path(exportfilename))
+        return load_backtest_data(exportfilename)
 
 
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 210fe3c66..40e6590f7 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -421,7 +421,7 @@ class Backtesting:
         for strategy, results in all_results.items():
 
             if self.config.get('export', False):
-                self._store_backtest_result(Path(self.config['exportfilename']), results,
+                self._store_backtest_result(self.config['exportfilename'], results,
                                             strategy if len(self.strategylist) > 1 else None)
 
             print(f"Result for strategy {strategy}")
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index da5d225b9..7513991ea 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -1,8 +1,9 @@
+from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
 from arrow import Arrow
-from pandas import DataFrame, DateOffset, to_datetime, Timestamp
+from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
@@ -111,7 +112,7 @@ def test_load_trades(default_conf, mocker):
 
     db_mock.reset_mock()
     bt_mock.reset_mock()
-    default_conf['exportfilename'] = "testfile.json"
+    default_conf['exportfilename'] = Path("testfile.json")
     load_trades("file",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index f78b44704..da23a9af4 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -224,6 +224,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert 'export' in config
     assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
+    assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
 
     assert 'fee' in config
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 42010ad0d..a5c965429 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -49,7 +49,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
     default_conf['trade_source'] = "file"
     default_conf['ticker_interval'] = "5m"
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     ret = init_plotscript(default_conf)
     assert "ohlcv" in ret
     assert "trades" in ret
@@ -318,7 +318,7 @@ def test_start_plot_dataframe(mocker):
 def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
     default_conf['trade_source'] = 'file'
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     default_conf['indicators1'] = ["sma5", "ema10"]
     default_conf['indicators2'] = ["macd"]
     default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
@@ -374,7 +374,7 @@ def test_start_plot_profit_error(mocker):
 def test_plot_profit(default_conf, mocker, testdatadir, caplog):
     default_conf['trade_source'] = 'file'
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
 
     profit_mock = MagicMock()

From 328dbd3930981103d2646e27e53156f104e59745 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:04:48 +0100
Subject: [PATCH 1442/1495] Remove unnecessary parameter to
 generate_text_table_sell_reason

---
 freqtrade/optimize/backtesting.py       | 7 +++----
 freqtrade/optimize/optimize_reports.py  | 8 ++++----
 tests/optimize/test_optimize_reports.py | 6 ++----
 3 files changed, 9 insertions(+), 12 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 40e6590f7..5ee5a058f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -7,7 +7,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Any, Dict, List, NamedTuple, Optional
+from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -108,7 +108,7 @@ class Backtesting:
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
 
-    def load_bt_data(self):
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
@@ -432,8 +432,7 @@ class Backtesting:
                 print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
             print(table)
 
-            table = generate_text_table_sell_reason(data,
-                                                    stake_currency=self.config['stake_currency'],
+            table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'],
                                                     max_open_trades=self.config['max_open_trades'],
                                                     results=results)
             if isinstance(table, str):
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 39bde50a8..ee29aa283 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -69,12 +69,12 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_text_table_sell_reason(
-    data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame
-) -> str:
+def generate_text_table_sell_reason(stake_currency: str, max_open_trades: int,
+                                    results: DataFrame) -> str:
     """
     Generate small table outlining Backtest results
-    :param data: Dict of  containing data that was used during backtesting.
+    :param stake_currency: Stakecurrency used
+    :param max_open_trades: Max_open_trades parameter
     :param results: Dataframe containing the backtest results
     :return: pretty printed table with tabulate as string
     """
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 285ecaa02..5e68a5ef8 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -61,10 +61,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         '|     stop_loss |       1 |      0 |       0 |        1 |'
         '            -10 |            -10 |             -0.2 |             -5 |'
     )
-    assert generate_text_table_sell_reason(
-        data={'ETH/BTC': {}},
-        stake_currency='BTC', max_open_trades=2,
-        results=results) == result_str
+    assert generate_text_table_sell_reason(stake_currency='BTC', max_open_trades=2,
+                                           results=results) == result_str
 
 
 def test_generate_text_table_strategy(default_conf, mocker):

From 6106d59e1a0122863849e03e671db698f02c5c96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:17:35 +0100
Subject: [PATCH 1443/1495] Move store_backtest_results to optimize_reports

---
 freqtrade/optimize/backtesting.py      | 18 ------------------
 freqtrade/optimize/optimize_reports.py | 26 +++++++++++++++++++++++++-
 2 files changed, 25 insertions(+), 19 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5ee5a058f..9dd1b8429 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -6,7 +6,6 @@ This module contains the backtesting logic
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta
-from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
@@ -134,23 +133,6 @@ class Backtesting:
 
         return data, timerange
 
-    def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
-                               strategyname: Optional[str] = None) -> None:
-
-        records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
-                    t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
-                    t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
-                   for index, t in results.iterrows()]
-
-        if records:
-            if strategyname:
-                # Inject strategyname to filename
-                recordfilename = Path.joinpath(
-                    recordfilename.parent,
-                    f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
-            logger.info(f'Dumping backtest results to {recordfilename}')
-            file_dump_json(recordfilename, records)
-
     def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]:
         """
         Helper function to convert a processed dataframes into lists for performance reasons.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ee29aa283..fb407f681 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -1,9 +1,33 @@
+import logging
 from datetime import timedelta
-from typing import Dict
+from pathlib import Path
+from typing import Dict, Optional
 
 from pandas import DataFrame
 from tabulate import tabulate
 
+from freqtrade.misc import file_dump_json
+
+logger = logging.getLogger(__name__)
+
+
+def store_backtest_result(recordfilename: Path, results: DataFrame,
+                          strategyname: Optional[str] = None) -> None:
+
+    records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
+                t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
+                t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
+               for index, t in results.iterrows()]
+
+    if records:
+        if strategyname:
+            # Inject strategyname to filename
+            recordfilename = Path.joinpath(
+                recordfilename.parent,
+                f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
+        logger.info(f'Dumping backtest results to {recordfilename}')
+        file_dump_json(recordfilename, records)
+
 
 def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
                         results: DataFrame, skip_nan: bool = False) -> str:

From a13d581658173fb764c110ae9966767f17c85e7d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:17:53 +0100
Subject: [PATCH 1444/1495] Move backtest-result visualization out of
 backtesting class

---
 freqtrade/optimize/backtesting.py      | 48 ++------------------------
 freqtrade/optimize/optimize_reports.py | 44 +++++++++++++++++++++++
 2 files changed, 47 insertions(+), 45 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 9dd1b8429..323331bc6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -18,10 +18,7 @@ from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
-from freqtrade.misc import file_dump_json
-from freqtrade.optimize.optimize_reports import (
-    generate_text_table, generate_text_table_sell_reason,
-    generate_text_table_strategy)
+from freqtrade.optimize.optimize_reports import show_backtest_results
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -399,44 +396,5 @@ class Backtesting:
                 max_open_trades=max_open_trades,
                 position_stacking=position_stacking,
             )
-
-        for strategy, results in all_results.items():
-
-            if self.config.get('export', False):
-                self._store_backtest_result(self.config['exportfilename'], results,
-                                            strategy if len(self.strategylist) > 1 else None)
-
-            print(f"Result for strategy {strategy}")
-            table = generate_text_table(data, stake_currency=self.config['stake_currency'],
-                                        max_open_trades=self.config['max_open_trades'],
-                                        results=results)
-            if isinstance(table, str):
-                print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
-            print(table)
-
-            table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'],
-                                                    max_open_trades=self.config['max_open_trades'],
-                                                    results=results)
-            if isinstance(table, str):
-                print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
-            print(table)
-
-            table = generate_text_table(data,
-                                        stake_currency=self.config['stake_currency'],
-                                        max_open_trades=self.config['max_open_trades'],
-                                        results=results.loc[results.open_at_end], skip_nan=True)
-            if isinstance(table, str):
-                print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
-            print(table)
-            if isinstance(table, str):
-                print('=' * len(table.splitlines()[0]))
-            print()
-        if len(all_results) > 1:
-            # Print Strategy summary table
-            table = generate_text_table_strategy(self.config['stake_currency'],
-                                                 self.config['max_open_trades'],
-                                                 all_results=all_results)
-            print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
-            print(table)
-            print('=' * len(table.splitlines()[0]))
-            print('\nFor more details, please look at the detail tables above')
+        # Show backtest results
+        show_backtest_results(self.config, data, all_results)
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index fb407f681..fef0accb0 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -197,3 +197,47 @@ def generate_edge_table(results: dict) -> str:
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
+
+
+def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
+                          all_results: Dict[str, DataFrame]):
+    for strategy, results in all_results.items():
+
+        if config.get('export', False):
+            store_backtest_result(config['exportfilename'], results,
+                                  strategy if len(all_results) > 1 else None)
+
+        print(f"Result for strategy {strategy}")
+        table = generate_text_table(btdata, stake_currency=config['stake_currency'],
+                                    max_open_trades=config['max_open_trades'],
+                                    results=results)
+        if isinstance(table, str):
+            print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
+        print(table)
+
+        table = generate_text_table_sell_reason(stake_currency=config['stake_currency'],
+                                                max_open_trades=config['max_open_trades'],
+                                                results=results)
+        if isinstance(table, str):
+            print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
+        print(table)
+
+        table = generate_text_table(btdata,
+                                    stake_currency=config['stake_currency'],
+                                    max_open_trades=config['max_open_trades'],
+                                    results=results.loc[results.open_at_end], skip_nan=True)
+        if isinstance(table, str):
+            print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
+        print(table)
+        if isinstance(table, str):
+            print('=' * len(table.splitlines()[0]))
+        print()
+    if len(all_results) > 1:
+        # Print Strategy summary table
+        table = generate_text_table_strategy(config['stake_currency'],
+                                                config['max_open_trades'],
+                                                all_results=all_results)
+        print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
+        print(table)
+        print('=' * len(table.splitlines()[0]))
+        print('\nFor more details, please look at the detail tables above')

From e95665cecaeec2337dee47660674401535b406a7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:36:23 +0100
Subject: [PATCH 1445/1495] Make backtestresult storing independent from
 printing

---
 freqtrade/optimize/backtesting.py      |  6 ++++-
 freqtrade/optimize/optimize_reports.py | 36 ++++++++++++--------------
 2 files changed, 21 insertions(+), 21 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 323331bc6..1725a7d13 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
-from freqtrade.optimize.optimize_reports import show_backtest_results
+from freqtrade.optimize.optimize_reports import (show_backtest_results,
+                                                 store_backtest_result)
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -396,5 +397,8 @@ class Backtesting:
                 max_open_trades=max_open_trades,
                 position_stacking=position_stacking,
             )
+
+        if self.config.get('export', False):
+            store_backtest_result(self.config['exportfilename'], all_results)
         # Show backtest results
         show_backtest_results(self.config, data, all_results)
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index fef0accb0..701432071 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -11,22 +11,22 @@ from freqtrade.misc import file_dump_json
 logger = logging.getLogger(__name__)
 
 
-def store_backtest_result(recordfilename: Path, results: DataFrame,
-                          strategyname: Optional[str] = None) -> None:
+def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None:
 
-    records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
-                t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
-                t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
-               for index, t in results.iterrows()]
+    for strategy, results in all_results.items():
+        records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
+                    t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
+                    t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
+                   for index, t in results.iterrows()]
 
-    if records:
-        if strategyname:
-            # Inject strategyname to filename
-            recordfilename = Path.joinpath(
-                recordfilename.parent,
-                f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
-        logger.info(f'Dumping backtest results to {recordfilename}')
-        file_dump_json(recordfilename, records)
+        if records:
+            if len(all_results) > 1:
+                # Inject strategy to filename
+                recordfilename = Path.joinpath(
+                    recordfilename.parent,
+                    f'{recordfilename.stem}-{strategy}').with_suffix(recordfilename.suffix)
+            logger.info(f'Dumping backtest results to {recordfilename}')
+            file_dump_json(recordfilename, records)
 
 
 def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
@@ -203,10 +203,6 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
                           all_results: Dict[str, DataFrame]):
     for strategy, results in all_results.items():
 
-        if config.get('export', False):
-            store_backtest_result(config['exportfilename'], results,
-                                  strategy if len(all_results) > 1 else None)
-
         print(f"Result for strategy {strategy}")
         table = generate_text_table(btdata, stake_currency=config['stake_currency'],
                                     max_open_trades=config['max_open_trades'],
@@ -235,8 +231,8 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
     if len(all_results) > 1:
         # Print Strategy summary table
         table = generate_text_table_strategy(config['stake_currency'],
-                                                config['max_open_trades'],
-                                                all_results=all_results)
+                                             config['max_open_trades'],
+                                             all_results=all_results)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

From fe50a0f3a13e0d0f92084314af081ce1230acaac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:36:53 +0100
Subject: [PATCH 1446/1495] Move test for store_bt_results to optimize_reports

---
 tests/optimize/test_backtesting.py      | 89 +++----------------------
 tests/optimize/test_optimize_reports.py | 76 ++++++++++++++++++++-
 2 files changed, 83 insertions(+), 82 deletions(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index da23a9af4..1c4d3b16a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -331,8 +331,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
 
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     patch_exchange(mocker)
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
-    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = '1m'
@@ -361,8 +361,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
                  MagicMock(return_value=pd.DataFrame()))
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     patch_exchange(mocker)
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
-    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = "1m"
@@ -507,7 +507,6 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
 
 def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
                                         pair='UNITTEST/BTC', datadir=testdatadir)
     default_conf['ticker_interval'] = '1m'
@@ -515,7 +514,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override
     results = backtesting.backtest(**backtest_conf)
-    backtesting._store_backtest_result("test_.json", results)
     # 200 candles in backtest data
     # won't buy on first (shifted by 1)
     # 100 buys signals
@@ -586,84 +584,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results, '5m', 1)) == 0
 
 
-def test_backtest_record(default_conf, fee, mocker):
-    names = []
-    records = []
-    patch_exchange(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    mocker.patch(
-        'freqtrade.optimize.backtesting.file_dump_json',
-        new=lambda n, r: (names.append(n), records.append(r))
-    )
-
-    backtesting = Backtesting(default_conf)
-    results = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
-                                     "UNITTEST/BTC", "UNITTEST/BTC"],
-                            "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
-                            "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
-                            "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
-                                          Arrow(2017, 11, 14, 21, 36, 00).datetime,
-                                          Arrow(2017, 11, 14, 22, 12, 00).datetime,
-                                          Arrow(2017, 11, 14, 22, 44, 00).datetime],
-                            "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
-                                           Arrow(2017, 11, 14, 22, 10, 00).datetime,
-                                           Arrow(2017, 11, 14, 22, 43, 00).datetime,
-                                           Arrow(2017, 11, 14, 22, 58, 00).datetime],
-                            "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
-                            "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
-                            "open_index": [1, 119, 153, 185],
-                            "close_index": [118, 151, 184, 199],
-                            "trade_duration": [123, 34, 31, 14],
-                            "open_at_end": [False, False, False, True],
-                            "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
-                                            SellType.ROI, SellType.FORCE_SELL]
-                            })
-    backtesting._store_backtest_result("backtest-result.json", results)
-    assert len(results) == 4
-    # Assert file_dump_json was only called once
-    assert names == ['backtest-result.json']
-    records = records[0]
-    # Ensure records are of correct type
-    assert len(records) == 4
-
-    # reset test to test with strategy name
-    names = []
-    records = []
-    backtesting._store_backtest_result(Path("backtest-result.json"), results, "DefStrat")
-    assert len(results) == 4
-    # Assert file_dump_json was only called once
-    assert names == [Path('backtest-result-DefStrat.json')]
-    records = records[0]
-    # Ensure records are of correct type
-    assert len(records) == 4
-
-    # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
-    # Below follows just a typecheck of the schema/type of trade-records
-    oix = None
-    for (pair, profit, date_buy, date_sell, buy_index, dur,
-         openr, closer, open_at_end, sell_reason) in records:
-        assert pair == 'UNITTEST/BTC'
-        assert isinstance(profit, float)
-        # FIX: buy/sell should be converted to ints
-        assert isinstance(date_buy, float)
-        assert isinstance(date_sell, float)
-        assert isinstance(openr, float)
-        assert isinstance(closer, float)
-        assert isinstance(open_at_end, bool)
-        assert isinstance(sell_reason, str)
-        isinstance(buy_index, pd._libs.tslib.Timestamp)
-        if oix:
-            assert buy_index > oix
-        oix = buy_index
-        assert dur > 0
-
-
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
-    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock())
 
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -705,9 +631,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     backtestmock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.backtesting.generate_text_table', gen_table_mock)
+    mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock)
     gen_strattable_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.backtesting.generate_text_table_strategy', gen_strattable_mock)
+    mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table_strategy',
+                 gen_strattable_mock)
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 5e68a5ef8..36c9a93b3 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -1,10 +1,14 @@
+from pathlib import Path
+
 import pandas as pd
+from arrow import Arrow
 
 from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (
     generate_edge_table, generate_text_table, generate_text_table_sell_reason,
-    generate_text_table_strategy)
+    generate_text_table_strategy, store_backtest_result)
 from freqtrade.strategy.interface import SellType
+from tests.conftest import patch_exchange
 
 
 def test_generate_text_table(default_conf, mocker):
@@ -113,3 +117,73 @@ def test_generate_edge_table(edge_conf, mocker):
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
         '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1
+
+
+def test_backtest_record(default_conf, fee, mocker):
+    names = []
+    records = []
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch(
+        'freqtrade.optimize.optimize_reports.file_dump_json',
+        new=lambda n, r: (names.append(n), records.append(r))
+    )
+
+    results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
+                                               "UNITTEST/BTC", "UNITTEST/BTC"],
+                                      "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
+                                      "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                                      "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                                    Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                                    Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                                    Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                                      "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                                     Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                                     Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                                     Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                                      "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                                      "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                                      "open_index": [1, 119, 153, 185],
+                                      "close_index": [118, 151, 184, 199],
+                                      "trade_duration": [123, 34, 31, 14],
+                                      "open_at_end": [False, False, False, True],
+                                      "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                                      SellType.ROI, SellType.FORCE_SELL]
+                                      })}
+    store_backtest_result(Path("backtest-result.json"), results)
+    # Assert file_dump_json was only called once
+    assert names == [Path('backtest-result.json')]
+    records = records[0]
+    # Ensure records are of correct type
+    assert len(records) == 4
+
+    # reset test to test with strategy name
+    names = []
+    records = []
+    results['Strat'] = pd.DataFrame()
+    store_backtest_result(Path("backtest-result.json"), results)
+    # Assert file_dump_json was only called once
+    assert names == [Path('backtest-result-DefStrat.json')]
+    records = records[0]
+    # Ensure records are of correct type
+    assert len(records) == 4
+
+    # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
+    # Below follows just a typecheck of the schema/type of trade-records
+    oix = None
+    for (pair, profit, date_buy, date_sell, buy_index, dur,
+         openr, closer, open_at_end, sell_reason) in records:
+        assert pair == 'UNITTEST/BTC'
+        assert isinstance(profit, float)
+        # FIX: buy/sell should be converted to ints
+        assert isinstance(date_buy, float)
+        assert isinstance(date_sell, float)
+        assert isinstance(openr, float)
+        assert isinstance(closer, float)
+        assert isinstance(open_at_end, bool)
+        assert isinstance(sell_reason, str)
+        isinstance(buy_index, pd._libs.tslib.Timestamp)
+        if oix:
+            assert buy_index > oix
+        oix = buy_index
+        assert dur > 0

From e1b08ad76caf8482ee712d782bad482c643b0307 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:38:26 +0100
Subject: [PATCH 1447/1495] Add docstring to store_backtest_result

---
 freqtrade/optimize/optimize_reports.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 701432071..abfbaf1d8 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -12,7 +12,11 @@ logger = logging.getLogger(__name__)
 
 
 def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None:
-
+    """
+    Stores backtest results to file (one file per strategy)
+    :param recordfilename: Destination filename
+    :param all_results: Dict of Dataframes, one results dataframe per strategy
+    """
     for strategy, results in all_results.items():
         records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
                     t.close_time.timestamp(), t.open_index - 1, t.trade_duration,

From 3d4664c2a6da70027189d73a04b75bdd1821f79e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 15 Mar 2020 15:40:12 +0100
Subject: [PATCH 1448/1495] Remove unnecessary import

---
 freqtrade/optimize/optimize_reports.py  |  2 +-
 tests/optimize/test_optimize_reports.py | 40 ++++++++++++-------------
 2 files changed, 21 insertions(+), 21 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index abfbaf1d8..251da9159 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -1,7 +1,7 @@
 import logging
 from datetime import timedelta
 from pathlib import Path
-from typing import Dict, Optional
+from typing import Dict
 
 from pandas import DataFrame
 from tabulate import tabulate
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 36c9a93b3..f19668459 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -130,26 +130,26 @@ def test_backtest_record(default_conf, fee, mocker):
     )
 
     results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
-                                               "UNITTEST/BTC", "UNITTEST/BTC"],
-                                      "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
-                                      "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
-                                      "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
-                                                    Arrow(2017, 11, 14, 21, 36, 00).datetime,
-                                                    Arrow(2017, 11, 14, 22, 12, 00).datetime,
-                                                    Arrow(2017, 11, 14, 22, 44, 00).datetime],
-                                      "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
-                                                     Arrow(2017, 11, 14, 22, 10, 00).datetime,
-                                                     Arrow(2017, 11, 14, 22, 43, 00).datetime,
-                                                     Arrow(2017, 11, 14, 22, 58, 00).datetime],
-                                      "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
-                                      "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
-                                      "open_index": [1, 119, 153, 185],
-                                      "close_index": [118, 151, 184, 199],
-                                      "trade_duration": [123, 34, 31, 14],
-                                      "open_at_end": [False, False, False, True],
-                                      "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
-                                                      SellType.ROI, SellType.FORCE_SELL]
-                                      })}
+                                                  "UNITTEST/BTC", "UNITTEST/BTC"],
+                                         "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
+                                         "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                                         "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                                       Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                                       Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                                       Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                                         "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                                        Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                                        Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                                        Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                                         "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                                         "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                                         "open_index": [1, 119, 153, 185],
+                                         "close_index": [118, 151, 184, 199],
+                                         "trade_duration": [123, 34, 31, 14],
+                                         "open_at_end": [False, False, False, True],
+                                         "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                                         SellType.ROI, SellType.FORCE_SELL]
+                                         })}
     store_backtest_result(Path("backtest-result.json"), results)
     # Assert file_dump_json was only called once
     assert names == [Path('backtest-result.json')]

From 8c33e07dc660853eee0eee0d10109063f52d11cf Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 15 Mar 2020 21:20:32 +0100
Subject: [PATCH 1449/1495] Update based on comments

---
 docs/plotting.md                  |  2 +-
 freqtrade/commands/arguments.py   |  2 +-
 freqtrade/commands/cli_options.py |  6 +++---
 freqtrade/data/btanalysis.py      |  6 +++---
 freqtrade/plot/plotting.py        | 13 ++++++-------
 tests/data/test_btanalysis.py     |  6 +++---
 6 files changed, 17 insertions(+), 18 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index ef28f0fe3..56906ebec 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -68,7 +68,7 @@ optional arguments:
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
-  --skip-trades         Skip using trades file from backtesting and DB.
+  --no-trades           Skip using trades from backtesting file and DB.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 66fa0b038..8c64c5857 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -59,7 +59,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
-                       "timerange", "ticker_interval", "skip_trades"]
+                       "timerange", "ticker_interval", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 187e0a424..5cf1b7fce 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -413,9 +413,9 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
-    "skip_trades": Arg(
-        '--skip-trades',
-        help='Skip using trades file from backtesting and DB.',
+    "no_trades": Arg(
+        '--no-trades',
+        help='Skip using trades from backtesting file and DB.',
         action='store_true',
     ),
     "trade_source": Arg(
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 8670f30c6..17b243f56 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -129,7 +129,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: bool) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
@@ -137,10 +137,10 @@ def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: boo
     :param source: "DB" or "file" - specify source to load from
     :param db_url: sqlalchemy formatted url to a database
     :param exportfilename: Json file generated by backtesting
-    :param skip_trades: Skip using trades, only return backtesting data columns
+    :param no_trades: Skip using trades, only return backtesting data columns
     :return: DataFrame containing trades
     """
-    if skip_trades:
+    if no_trades:
         df = pd.DataFrame(columns=BT_DATA_COLUMNS)
         return df
 
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 8da61597f..fc8f25612 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -3,7 +3,6 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
-from os.path import isfile
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (calculate_max_drawdown,
@@ -49,18 +48,18 @@ def init_plotscript(config):
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
 
-    skip_trades = False
-    if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file':
+    no_trades = False
+    if config.get('no_trades', False):
+        no_trades = True
+    elif not config['exportfilename'].is_file() and config['trade_source'] == 'file':
         logger.warning("Backtest file is missing skipping trades.")
-        skip_trades = True
-    elif config.get('skip_trades', False):
-        skip_trades = True
+        no_trades = True
 
     trades = load_trades(
         config['trade_source'],
         db_url=config.get('db_url'),
         exportfilename=config.get('exportfilename'),
-        skip_trades=skip_trades
+        no_trades=no_trades
     )
     trades = trim_dataframe(trades, timerange, 'open_time')
 
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 8561f2b84..4b47faeee 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -105,7 +105,7 @@ def test_load_trades(default_conf, mocker):
     load_trades("DB",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
-                skip_trades=False
+                no_trades=False
                 )
 
     assert db_mock.call_count == 1
@@ -117,7 +117,7 @@ def test_load_trades(default_conf, mocker):
     load_trades("file",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
-                skip_trades=False
+                no_trades=False
                 )
 
     assert db_mock.call_count == 0
@@ -129,7 +129,7 @@ def test_load_trades(default_conf, mocker):
     load_trades("file",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
-                skip_trades=True
+                no_trades=True
                 )
 
     assert db_mock.call_count == 0

From 06198c00283eeaef44f0dda391a3cc769acce6ae Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 15 Mar 2020 21:27:45 +0100
Subject: [PATCH 1450/1495] Missed configuration.py

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

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index ce2101441..e5515670d 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -359,6 +359,9 @@ class Configuration:
         self._args_to_config(config, argname='erase',
                              logstring='Erase detected. Deleting existing data.')
 
+        self._args_to_config(config, argname='no_trades',
+                             logstring='Parameter --no-trades detected.')
+
         self._args_to_config(config, argname='timeframes',
                              logstring='timeframes --timeframes: {}')
 

From e8a92cb3136971bbcd96257e4dc036e7b701da26 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:17:21 +0000
Subject: [PATCH 1451/1495] Bump pandas from 1.0.1 to 1.0.2

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.1 to 1.0.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.1...v1.0.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 68024f587..12d7336aa 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.1
-pandas==1.0.1
+pandas==1.0.2

From 0b341757525c23f1242e7e9b189d97b76f5b54b2 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:17:53 +0000
Subject: [PATCH 1452/1495] Bump ccxt from 1.23.81 to 1.24.31

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.23.81 to 1.24.31.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.23.81...1.24.31)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 784eef93c..f3f7d8a07 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.23.81
+ccxt==1.24.31
 SQLAlchemy==1.3.13
 python-telegram-bot==12.4.2
 arrow==0.15.5

From 8cfff40fcfb2ba7145c12b165f75e34debcedae6 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:18:07 +0000
Subject: [PATCH 1453/1495] Bump plotly from 4.5.3 to 4.5.4

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.3 to 4.5.4.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.5.3...v4.5.4)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 381334a66..7a5b21e2d 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.5.3
+plotly==4.5.4
 

From 3eee0c43a727fe91bad3481e1dab0551793afa4e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:18:33 +0000
Subject: [PATCH 1454/1495] Bump pytest from 5.3.5 to 5.4.1

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.5 to 5.4.1.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.5...5.4.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1e58ae6e0..f2801c15b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
 mypy==0.761
-pytest==5.3.5
+pytest==5.4.1
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==2.0.0

From 7a7530d57d4ef7d39ff715ccee7cf9ddf2a820a0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:53:20 +0000
Subject: [PATCH 1455/1495] Bump sqlalchemy from 1.3.13 to 1.3.15

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.13 to 1.3.15.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index f3f7d8a07..7c2ad4283 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
 ccxt==1.24.31
-SQLAlchemy==1.3.13
+SQLAlchemy==1.3.15
 python-telegram-bot==12.4.2
 arrow==0.15.5
 cachetools==4.0.0

From 62d449251cc8a02182a46015bc2a36e71d549c85 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 16 Mar 2020 08:54:12 +0000
Subject: [PATCH 1456/1495] Bump mypy from 0.761 to 0.770

Bumps [mypy](https://github.com/python/mypy) from 0.761 to 0.770.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.761...v0.770)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f2801c15b..a4d83eb4f 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==1.11.1
 flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
-mypy==0.761
+mypy==0.770
 pytest==5.4.1
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1

From 4f46fb9bf5cb0ae22e3b365e552f62da712bd99f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 17 Mar 2020 19:33:18 +0100
Subject: [PATCH 1457/1495] Add template and jupyter files to release

---
 MANIFEST.in | 1 +
 1 file changed, 1 insertion(+)

diff --git a/MANIFEST.in b/MANIFEST.in
index 7529152a0..c67f5258f 100644
--- a/MANIFEST.in
+++ b/MANIFEST.in
@@ -2,3 +2,4 @@ include LICENSE
 include README.md
 include config.json.example
 recursive-include freqtrade *.py
+recursive-include freqtrade/templates/ *.j2 *.ipynb

From 05250ba6611278b794677780a2e00febdb14f476 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Wed, 18 Mar 2020 11:00:33 +0100
Subject: [PATCH 1458/1495] Update docs/plotting.md

Co-Authored-By: Matthias 
---
 docs/plotting.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index 56906ebec..be83065a6 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -32,7 +32,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [--trade-source {DB,file}] [--export EXPORT]
                                 [--export-filename PATH]
                                 [--timerange TIMERANGE] [-i TICKER_INTERVAL]
-                                [--skip-trades]
+                                [--no-trades]
 
 optional arguments:
   -h, --help            show this help message and exit

From 0920d6fce4d35ebd3f99ed321131764fde628206 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Wed, 18 Mar 2020 11:01:09 +0100
Subject: [PATCH 1459/1495] Update freqtrade/data/btanalysis.py

Co-Authored-By: Matthias 
---
 freqtrade/data/btanalysis.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 17b243f56..898072748 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -129,7 +129,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool = False) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)

From 3e1bef888ab1344f8763e130cdef835b0b030d6b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 18 Mar 2020 11:42:42 +0100
Subject: [PATCH 1460/1495] Fix flake8 error

---
 freqtrade/data/btanalysis.py  | 3 ++-
 tests/data/test_btanalysis.py | 1 -
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 898072748..23a9f720c 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -129,7 +129,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool = False) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path,
+                no_trades: bool = False) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 4b47faeee..463e5ae36 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -117,7 +117,6 @@ def test_load_trades(default_conf, mocker):
     load_trades("file",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
-                no_trades=False
                 )
 
     assert db_mock.call_count == 0

From ecf3a3e07076e3101e804e5216ec38ff236a1686 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 19 Mar 2020 19:42:51 +0100
Subject: [PATCH 1461/1495] Add test validating different return values

---
 tests/test_freqtradebot.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9f6e5ef0c..e37270bd3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2228,10 +2228,16 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order) -> None:
+@pytest.mark.parametrize('cancelorder', [
+    {},
+    'String Return value',
+    123
+])
+def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order,
+                                                cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    cancel_order_mock = MagicMock(return_value={})
+    cancel_order_mock = MagicMock(return_value=cancelorder)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         cancel_order=cancel_order_mock

From 5e702f6891c76a066aae85833026780cc01ebee5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 19 Mar 2020 19:43:19 +0100
Subject: [PATCH 1462/1495] Verify cancel_order returnvalue is a dictionary

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9897b39b4..bc3078a5c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -891,6 +891,9 @@ class FreqtradeBot:
         if order['status'] != 'canceled':
             reason = "cancelled due to timeout"
             corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
+            # Some exchanges don't return a dict here.
+            if not isinstance(corder, dict):
+                corder = {}
             logger.info('Buy order %s for %s.', reason, trade)
         else:
             # Order was cancelled already, so we can reuse the existing dict

From 5f9479b39fe4c31ac0171501c28186ef0b1065b9 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 20 Mar 2020 02:10:44 +0300
Subject: [PATCH 1463/1495] Edge import cosmetics

---
 freqtrade/edge/edge_positioning.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index d196ab4b3..5305e23cf 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -8,10 +8,10 @@ import numpy as np
 import utils_find_1st as utf1st
 from pandas import DataFrame
 
-from freqtrade import constants
 from freqtrade.configuration import TimeRange
-from freqtrade.data import history
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exceptions import OperationalException
+from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.strategy.interface import SellType
 
 logger = logging.getLogger(__name__)
@@ -54,7 +54,7 @@ class Edge:
         if self.config['max_open_trades'] != float('inf'):
             logger.critical('max_open_trades should be -1 in config !')
 
-        if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT:
+        if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
             raise OperationalException('Edge works only with unlimited stake amount')
 
         # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
@@ -96,7 +96,7 @@ class Edge:
         logger.info('Using local backtesting data (using whitelist in given config) ...')
 
         if self._refresh_pairs:
-            history.refresh_data(
+            refresh_data(
                 datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
@@ -104,7 +104,7 @@ class Edge:
                 timerange=self._timerange,
             )
 
-        data = history.load_data(
+        data = load_data(
             datadir=self.config['datadir'],
             pairs=pairs,
             timeframe=self.strategy.ticker_interval,
@@ -122,7 +122,7 @@ class Edge:
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Print timeframe
-        min_date, max_date = history.get_timerange(preprocessed)
+        min_date, max_date = get_timerange(preprocessed)
         logger.info(
             'Measuring data from %s up to %s (%s days) ...',
             min_date.isoformat(),

From 3e0ffdce75aa6795caa830bfeb4c614a1750c207 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 20 Mar 2020 04:21:17 +0300
Subject: [PATCH 1464/1495] Adjust tests

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

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 3bebeee65..2304c53c2 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -292,8 +292,8 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
 def test_edge_process_downloaded_data(mocker, edge_conf):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
-    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
-    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
+    mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock())
+    mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert edge.calculate()
@@ -304,8 +304,8 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
 def test_edge_process_no_data(mocker, edge_conf, caplog):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
-    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
-    mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
+    mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock())
+    mocker.patch('freqtrade.edge.edge_positioning.load_data', MagicMock(return_value={}))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert not edge.calculate()
@@ -317,8 +317,8 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
 def test_edge_process_no_trades(mocker, edge_conf, caplog):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
-    mocker.patch('freqtrade.data.history.refresh_data', MagicMock())
-    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
+    mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock())
+    mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
     # Return empty
     mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)

From 942792f1233f35eba31d51d96ecbc92163376af1 Mon Sep 17 00:00:00 2001
From: Yazeed Al Oyoun 
Date: Fri, 20 Mar 2020 05:48:53 +0100
Subject: [PATCH 1465/1495] updated as suggested

---
 freqtrade/freqtradebot.py | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e5ae9043a..378252c29 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -394,21 +394,23 @@ class FreqtradeBot:
             logger.info(f"Pair {pair} is currently locked.")
             return False
 
+        # get_free_open_trades is checked before create_trade is called
+        # but it is still used here to prevent opening too many trades within one iteration
         if not self.get_free_open_trades():
             logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.")
             return False
 
-        stake_amount = self.get_trade_stake_amount(pair)
-        if not stake_amount:
-            logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
-            return False
-
         # running get_signal on historical data fetched
         (buy, sell) = self.strategy.get_signal(
             pair, self.strategy.ticker_interval,
             self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
 
         if buy and not sell:
+            stake_amount = self.get_trade_stake_amount(pair)
+            if not stake_amount:
+                logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
+                return False
+
             logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                         f"{stake_amount} ...")
 

From e30faf8c8c371de43b0e1c35b5eae89489e01ab9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 21 Mar 2020 20:04:05 +0100
Subject: [PATCH 1466/1495] Remove partial candle documentation

It wasn't working 100% correctly - see #2993
---
 docs/exchanges.md | 16 +++-------------
 1 file changed, 3 insertions(+), 13 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 66a0e96da..c600077ce 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -74,23 +74,13 @@ Should you experience constant errors with Nonce (like `InvalidNonce`), it is be
 $ pip3 install web3
 ```
 
-### Send incomplete candles to the strategy
+### Getting latest price / Incomplete candles
 
 Most exchanges return current incomplete candle via their OHLCV/klines API interface.
 By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
 
 Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
 
-If the exchange does return incomplete candles and you would like to have incomplete candles in your strategy, you can set the following parameter in the configuration file.
+Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
 
-``` json
-{
-
-    "exchange": {
-        "_ft_has_params": {"ohlcv_partial_candle": false}
-    }
-}
-```
-
-!!! Warning "Danger of repainting"
-    Changing this parameter makes the strategy responsible to avoid repainting and handle this accordingly. Doing this is therefore not recommended, and should only be performed by experienced users who are fully aware of the impact this setting has.
+However, usually, this requirement is based on the need for the latest price - which can be aquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.

From 2c434e9b116fdfb71c2da4f57db4e25683ce7d39 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 11:16:09 +0100
Subject: [PATCH 1467/1495] Add close_proit_abs column

---
 freqtrade/freqtradebot.py |  1 +
 freqtrade/persistence.py  | 11 ++++++++---
 tests/test_persistence.py | 20 ++++++++++++++++++++
 3 files changed, 29 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index db632693a..570f8bea8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -954,6 +954,7 @@ class FreqtradeBot:
 
             trade.close_rate = None
             trade.close_profit = None
+            trade.close_profit_abs = None
             trade.close_date = None
             trade.is_open = True
             trade.open_order_id = None
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index ac084d12e..0d668596c 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_price'):
+    if not has_column(cols, 'close_profit_abs'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -106,6 +106,9 @@ def check_migrate(engine) -> None:
         ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
         open_trade_price = get_column_def(cols, 'open_trade_price',
                                           f'amount * open_rate * (1 + {fee_open})')
+        close_profit_abs = get_column_def(
+            cols, 'close_profit_abs',
+            f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -123,7 +126,7 @@ def check_migrate(engine) -> None:
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
                 stoploss_order_id, stoploss_last_update,
                 max_rate, min_rate, sell_reason, strategy,
-                ticker_interval, open_trade_price
+                ticker_interval, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
                 case
@@ -143,7 +146,7 @@ def check_migrate(engine) -> None:
                 {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
                 {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
                 {strategy} strategy, {ticker_interval} ticker_interval,
-                {open_trade_price} open_trade_price
+                {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
              """)
 
@@ -190,6 +193,7 @@ class Trade(_DECL_BASE):
     close_rate = Column(Float)
     close_rate_requested = Column(Float)
     close_profit = Column(Float)
+    close_profit_abs = Column(Float)
     stake_amount = Column(Float, nullable=False)
     amount = Column(Float)
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
@@ -334,6 +338,7 @@ class Trade(_DECL_BASE):
         """
         self.close_rate = Decimal(rate)
         self.close_profit = self.calc_profit_ratio()
+        self.close_profit_abs = self.calc_profit()
         self.close_date = datetime.utcnow()
         self.is_open = False
         self.open_order_id = None
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 6bd7971a7..991922cba 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -476,12 +476,22 @@ def test_migrate_old(mocker, default_conf, fee):
                                      stake=default_conf.get("stake_amount"),
                                      amount=amount
                                      )
+    insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
+                          open_rate, close_rate, stake_amount, amount, open_date)
+                          VALUES ('BITTREX', 'BTC_ETC', 0, {fee},
+                          0.00258580, 0.00268580, {stake}, {amount},
+                          '2017-11-28 12:44:24.000000')
+                          """.format(fee=fee.return_value,
+                                     stake=default_conf.get("stake_amount"),
+                                     amount=amount
+                                     )
     engine = create_engine('sqlite://')
     mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
 
     # Create table using the old format
     engine.execute(create_table_old)
     engine.execute(insert_table_old)
+    engine.execute(insert_table_old2)
     # Run init to test migration
     init(default_conf['db_url'], default_conf['dry_run'])
 
@@ -500,6 +510,15 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
     assert trade.open_trade_price == trade._calc_open_trade_price()
+    assert trade.close_profit_abs is None
+
+    trade = Trade.query.filter(Trade.id == 2).first()
+    assert trade.close_rate is not None
+    assert trade.is_open == 0
+    assert trade.open_rate_requested is None
+    assert trade.close_rate_requested is None
+    assert trade.close_rate is not None
+    assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
 
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
@@ -583,6 +602,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration - backup available as trades_bak2", caplog)
     assert trade.open_trade_price == trade._calc_open_trade_price()
+    assert trade.close_profit_abs is None
 
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):

From efd94c84debab78c00bc141b6108f43b366c2e07 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 11:22:49 +0100
Subject: [PATCH 1468/1495] Add example notebook to gitignore again

---
 .gitignore | 1 -
 1 file changed, 1 deletion(-)

diff --git a/.gitignore b/.gitignore
index 9ac2c9d5d..f206fce66 100644
--- a/.gitignore
+++ b/.gitignore
@@ -6,7 +6,6 @@ user_data/*
 !user_data/strategy/sample_strategy.py
 !user_data/notebooks
 user_data/notebooks/*
-!user_data/notebooks/*example.ipynb
 freqtrade-plot.html
 freqtrade-profit-plot.html
 

From f14c496ce9ffca5186d4479a611c37c76c0a35ce Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 11:28:18 +0100
Subject: [PATCH 1469/1495] Remove calc_close_profit from RPC

This is now possible - but only for closed trades, so certain occurances
need to remain.
---
 freqtrade/rpc/rpc.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 9014c1874..a0f50b070 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -197,7 +197,7 @@ class RPC:
                 Trade.close_date >= profitday,
                 Trade.close_date < (profitday + timedelta(days=1))
             ]).order_by(Trade.close_date).all()
-            curdayprofit = sum(trade.calc_profit() for trade in trades)
+            curdayprofit = sum(trade.close_profit_abs for trade in trades)
             profit_days[profitday] = {
                 'amount': f'{curdayprofit:.8f}',
                 'trades': len(trades)
@@ -246,8 +246,8 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_ratio = trade.calc_profit_ratio()
-                profit_closed_coin.append(trade.calc_profit())
+                profit_ratio = trade.close_profit
+                profit_closed_coin.append(trade.close_profit_abs)
                 profit_closed_ratio.append(profit_ratio)
             else:
                 # Get current rate

From acd402187a179e1f040fc42fe1dba22b2519a2e9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 19:39:36 +0100
Subject: [PATCH 1470/1495] Update max_open_trades documentation

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

diff --git a/docs/configuration.md b/docs/configuration.md
index b0f4c7554..78c643868 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the lenght of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       **Datatype:** Positive float between `0.1` and `1.0`.

From 45aaa8c09d2a704e49b56ef47b360425f305b7b5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 20:09:01 +0100
Subject: [PATCH 1471/1495] Parse and show relevant configuration section

---
 freqtrade/configuration/load_config.py | 28 ++++++++++++++++++++++++--
 1 file changed, 26 insertions(+), 2 deletions(-)

diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 19179c6c3..0d2dc0955 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -1,13 +1,15 @@
 """
 This module contain functions to load the configuration file
 """
-import rapidjson
 import logging
+import re
 import sys
+from pathlib import Path
 from typing import Any, Dict
 
-from freqtrade.exceptions import OperationalException
+import rapidjson
 
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
@@ -15,6 +17,22 @@ logger = logging.getLogger(__name__)
 CONFIG_PARSE_MODE = rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS
 
 
+def log_config_error_range(path: str, errmsg: str) -> str:
+    """
+    Parses configuration file and prints range around error
+    """
+    if path != '-':
+        offsetlist = re.findall(r'(?<=Parse\serror\sat\soffset\s)\d+', errmsg)
+        if offsetlist:
+            offset = int(offsetlist[0])
+            text = Path(path).read_text()
+            # Fetch an offset of 80 characters around the error line
+            subtext = text[offset-min(80, offset):offset+80]
+            segments = subtext.split('\n')
+            # Remove first and last lines, to avoid odd truncations
+            return '\n'.join(segments[1:-1])
+
+
 def load_config_file(path: str) -> Dict[str, Any]:
     """
     Loads a config file from the given path
@@ -29,5 +47,11 @@ def load_config_file(path: str) -> Dict[str, Any]:
         raise OperationalException(
             f'Config file "{path}" not found!'
             ' Please create a config file or check whether it exists.')
+    except rapidjson.JSONDecodeError as e:
+        err_range = log_config_error_range(path, str(e))
+        raise OperationalException(
+            f'{e}\n'
+            f'Please verify the following segment of your configuration:\n{err_range}'
+        )
 
     return config

From 6c55b40fe04f4cea4b92841212b150d69f5d200a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 22 Mar 2020 20:15:33 +0100
Subject: [PATCH 1472/1495] Add test verifying config printing

---
 tests/test_configuration.py | 11 +++++++++++
 1 file changed, 11 insertions(+)

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 1e9d6440d..ec6753feb 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -66,6 +66,17 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
     assert validated_conf.items() >= default_conf.items()
 
 
+def test_load_config_file_error(default_conf, mocker, caplog) -> None:
+    del default_conf['user_data_dir']
+    filedata = json.dumps(default_conf).replace(
+        '"stake_amount": 0.001,', '"stake_amount": .001,')
+    mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(read_data=filedata))
+    mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
+
+    with pytest.raises(OperationalException, match=f".*Please verify the following segment.*"):
+        load_config_file('somefile')
+
+
 def test__args_to_config(caplog):
 
     arg_list = ['trade', '--strategy-path', 'TestTest']

From 8f7e113d798bb8b973efd6a66b59d1abf18722f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Mar 2020 07:54:27 +0100
Subject: [PATCH 1473/1495] Add additional test

---
 freqtrade/configuration/load_config.py |  7 +++++--
 tests/test_configuration.py            | 15 ++++++++++++++-
 2 files changed, 19 insertions(+), 3 deletions(-)

diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 0d2dc0955..55da28913 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -29,8 +29,11 @@ def log_config_error_range(path: str, errmsg: str) -> str:
             # Fetch an offset of 80 characters around the error line
             subtext = text[offset-min(80, offset):offset+80]
             segments = subtext.split('\n')
-            # Remove first and last lines, to avoid odd truncations
-            return '\n'.join(segments[1:-1])
+            if len(segments) > 3:
+                # Remove first and last lines, to avoid odd truncations
+                return '\n'.join(segments[1:-1])
+            else:
+                return subtext
 
 
 def load_config_file(path: str) -> Dict[str, Any]:
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index ec6753feb..a1936aee0 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -18,7 +18,7 @@ from freqtrade.configuration.config_validation import validate_config_schema
 from freqtrade.configuration.deprecated_settings import (
     check_conflicting_settings, process_deprecated_setting,
     process_temporary_deprecated_settings)
-from freqtrade.configuration.load_config import load_config_file
+from freqtrade.configuration.load_config import load_config_file, log_config_error_range
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging
@@ -77,6 +77,19 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None:
         load_config_file('somefile')
 
 
+def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
+    del default_conf['user_data_dir']
+    filedata = json.dumps(default_conf).replace(
+        '"stake_amount": 0.001,', '"stake_amount": .001,')
+    mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
+
+    x = log_config_error_range('somefile', 'Parse error at offset 64: Invalid value.')
+    assert isinstance(x, str)
+    assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
+            '"stake_amount": .001, "fiat_display_currency": "USD", '
+            '"ticker_interval": "5m", "dry_run": true, ')
+
+
 def test__args_to_config(caplog):
 
     arg_list = ['trade', '--strategy-path', 'TestTest']

From d581b7e2d79493ddccb6cbd2cbe41b6baa028b38 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 23 Mar 2020 07:57:30 +0100
Subject: [PATCH 1474/1495] Add fallback if no error could be determined

---
 freqtrade/configuration/load_config.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 55da28913..a24ee3d0a 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -34,6 +34,7 @@ def log_config_error_range(path: str, errmsg: str) -> str:
                 return '\n'.join(segments[1:-1])
             else:
                 return subtext
+    return ''
 
 
 def load_config_file(path: str) -> Dict[str, Any]:
@@ -55,6 +56,7 @@ def load_config_file(path: str) -> Dict[str, Any]:
         raise OperationalException(
             f'{e}\n'
             f'Please verify the following segment of your configuration:\n{err_range}'
+            if err_range else 'Please verify your configuration file for syntax errors.'
         )
 
     return config

From f4a69ba5a753c38f9b18ec81e596d38c86ce66de Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Mar 2020 09:04:50 +0000
Subject: [PATCH 1475/1495] Bump numpy from 1.18.1 to 1.18.2

Bumps [numpy](https://github.com/numpy/numpy) from 1.18.1 to 1.18.2.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.18.1...v1.18.2)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 12d7336aa..e69d919e0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.1
+numpy==1.18.2
 pandas==1.0.2

From de91e169bc6f3316f5d3a5ad52add147ec71eba6 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Mar 2020 09:05:12 +0000
Subject: [PATCH 1476/1495] Bump tabulate from 0.8.6 to 0.8.7

Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.6 to 0.8.7.
- [Release notes](https://github.com/astanin/python-tabulate/releases)
- [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG)
- [Commits](https://github.com/astanin/python-tabulate/compare/v0.8.6...v0.8.7)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 7c2ad4283..c1e23dfa9 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -10,7 +10,7 @@ urllib3==1.25.8
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.17
-tabulate==0.8.6
+tabulate==0.8.7
 pycoingecko==1.2.0
 jinja2==2.11.1
 

From 98dc4b4ca3893452e80db2f58dd9d72baaeb5f26 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Mar 2020 09:06:41 +0000
Subject: [PATCH 1477/1495] Bump ccxt from 1.24.31 to 1.24.83

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.24.31 to 1.24.83.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.24.31...1.24.83)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 7c2ad4283..6274297c2 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.24.31
+ccxt==1.24.83
 SQLAlchemy==1.3.15
 python-telegram-bot==12.4.2
 arrow==0.15.5

From cb1bc5d5abb1b125be1282c7538f9e169d17d3b8 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 23 Mar 2020 09:15:43 +0000
Subject: [PATCH 1478/1495] Bump pandas from 1.0.2 to 1.0.3

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.2 to 1.0.3.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.2...v1.0.3)

Signed-off-by: dependabot-preview[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e69d919e0..b1a4b4403 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.2
-pandas==1.0.2
+pandas==1.0.3

From 0f53e646fd7d3e707f470244d785539211a17793 Mon Sep 17 00:00:00 2001
From: orehunt 
Date: Tue, 24 Mar 2020 13:54:46 +0100
Subject: [PATCH 1479/1495] check that the strategy dataframe matches the one
 given by the bot

---
 freqtrade/strategy/interface.py | 19 ++++++++++++++++---
 1 file changed, 16 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 696d2b2d2..530cd0af4 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -241,8 +241,18 @@ class IStrategy(ABC):
 
         return dataframe
 
-    def get_signal(self, pair: str, interval: str,
-                   dataframe: DataFrame) -> Tuple[bool, bool]:
+    @staticmethod
+    def preserve_df(d: DataFrame) -> Tuple[int, float, datetime]:
+        """ keep some data for dataframes """
+        return len(d), d["close"].iloc[-1], d["date"].iloc[-1]
+
+    @staticmethod
+    def assert_df(d: DataFrame, df_len: int, df_close: float, df_date: datetime):
+        """ make sure data is unmodified """
+        if df_len != len(d) or df_close != d["close"].iloc[-1] or df_date != d["date"].iloc[-1]:
+            raise Exception("Dataframe returned from strategy does not match original")
+
+    def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
         :param pair: pair in format ANT/BTC
@@ -254,8 +264,11 @@ class IStrategy(ABC):
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)
             return False, False
 
+        latest_date = dataframe['date'].max()
         try:
+            df_len, df_close, df_date = self.preserve_df(dataframe)
             dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
+            self.assert_df(dataframe, df_len, df_close, df_date)
         except ValueError as error:
             logger.warning(
                 'Unable to analyze candle (OHLCV) data for pair %s: %s',
@@ -275,7 +288,7 @@ class IStrategy(ABC):
             logger.warning('Empty dataframe for pair %s', pair)
             return False, False
 
-        latest = dataframe.iloc[-1]
+        latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
 
         # Check if dataframe is out of date
         signal_date = arrow.get(latest['date'])

From be41981ef08f65d2d377d7a225456fbdc6221b83 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Mar 2020 20:10:15 +0100
Subject: [PATCH 1480/1495] Test warnings with filter always on

---
 tests/test_configuration.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 1e9d6440d..79387ba7a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -73,6 +73,7 @@ def test__args_to_config(caplog):
     configuration = Configuration(args)
     config = {}
     with warnings.catch_warnings(record=True) as w:
+        warnings.simplefilter("always")
         # No warnings ...
         configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef")
         assert len(w) == 0
@@ -82,6 +83,7 @@ def test__args_to_config(caplog):
     configuration = Configuration(args)
     config = {}
     with warnings.catch_warnings(record=True) as w:
+        warnings.simplefilter("always")
         # Deprecation warnings!
         configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef",
                                       deprecated_msg="Going away soon!")

From d9a5e1cd48955041a6e41e1e6138be75b15c46f1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 08:30:18 +0100
Subject: [PATCH 1481/1495] Update docs/exchanges.md

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/exchanges.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index c600077ce..06db26f89 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -83,4 +83,4 @@ Whether your exchange returns incomplete candles or not can be checked using [th
 
 Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
 
-However, usually, this requirement is based on the need for the latest price - which can be aquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.
+However, if it is based on the need for the latest price for your strategy - then this requirement can be acquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.

From dfac7448d1260b81653e600fda27dc57d41af0ab Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 08:33:22 +0100
Subject: [PATCH 1482/1495] fix typo

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 78c643868..9ecb0a13e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the lenght of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       **Datatype:** Positive float between `0.1` and `1.0`.

From 6f687c97ce1743e43dc8b4a1bcb166cf7be4a523 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 09:24:37 +0100
Subject: [PATCH 1483/1495] Update docs/configuration.md

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 9ecb0a13e..d8a9653c3 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).
       **Datatype:** Positive integer or -1.
 | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). 
       **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). 
      *Defaults to `0.99` 99%).*
       **Datatype:** Positive float between `0.1` and `1.0`.

From 3ef568029f48a55dc22b64d4ea904da75d50b2d3 Mon Sep 17 00:00:00 2001
From: orehunt 
Date: Thu, 26 Mar 2020 07:05:30 +0100
Subject: [PATCH 1484/1495] different exception messages

---
 freqtrade/strategy/interface.py | 19 ++++++++++++++-----
 1 file changed, 14 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 530cd0af4..4f833be23 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -16,6 +16,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.wallets import Wallets
+from freqtrade.exceptions import DependencyException
 
 
 logger = logging.getLogger(__name__)
@@ -242,15 +243,23 @@ class IStrategy(ABC):
         return dataframe
 
     @staticmethod
-    def preserve_df(d: DataFrame) -> Tuple[int, float, datetime]:
+    def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
         """ keep some data for dataframes """
-        return len(d), d["close"].iloc[-1], d["date"].iloc[-1]
+        return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
 
     @staticmethod
-    def assert_df(d: DataFrame, df_len: int, df_close: float, df_date: datetime):
+    def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
         """ make sure data is unmodified """
-        if df_len != len(d) or df_close != d["close"].iloc[-1] or df_date != d["date"].iloc[-1]:
-            raise Exception("Dataframe returned from strategy does not match original")
+        message = ""
+        if df_len != len(dataframe):
+            message = "length"
+        elif df_close != dataframe["close"].iloc[-1]:
+            message = "last close price"
+        elif df_date != dataframe["date"].iloc[-1]:
+            message = "last date"
+        if message:
+            raise DependencyException("Dataframe returned from strategy has mismatching "
+                                      f"{message}.")
 
     def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """

From 78aa65825550726142ca154b9b0c4427fac283c1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Mar 2020 11:27:40 +0200
Subject: [PATCH 1485/1495] Remove unnecessary test (it's a copy of the
 remaining test)

---
 tests/strategy/test_interface.py | 38 ++++++++++++++++++--------------
 1 file changed, 22 insertions(+), 16 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 949dda4a0..4e8d8f708 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -17,33 +17,36 @@ from tests.conftest import get_patched_exchange, log_has
 _STRATEGY = DefaultStrategy(config={})
 
 
-def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history):
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
+def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
+    ohlcv_history.loc[1, 'date'] = arrow.utcnow()
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'sell'] = 1
 
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
-        return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
-
-
-def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history):
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
+        return_value=mocked_history
     )
 
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 1
 
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
-        return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
+        return_value=mocked_history
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 0
+
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=mocked_history
+    )
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
@@ -74,6 +77,8 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([])
     )
+    mocker.patch.object(_STRATEGY, 'assert_df')
+
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
                                                   ohlcv_history)
     assert log_has('Empty dataframe for pair xyz', caplog)
@@ -89,6 +94,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame(ticks)
     )
+    mocker.patch.object(_STRATEGY, 'assert_df')
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
                                                   ohlcv_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)

From 0887a0212c73816e3ae68c7ca7f7a4cb09a3f192 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Mar 2020 11:29:31 +0200
Subject: [PATCH 1486/1495] Adjust tests to pass validation

---
 tests/strategy/test_interface.py | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 4e8d8f708..be8750c3c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -85,14 +85,19 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
 
 
 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
     # default_conf defines a 5m interval. we check interval * 2 + 5m
     # this is necessary as the last candle is removed (partial candles) by default
-    oldtime = arrow.utcnow().shift(minutes=-16)
-    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
+    ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+
+    caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
-        return_value=DataFrame(ticks)
+        return_value=mocked_history
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],

From cd2e738e351ae2e84d144009291c5346848f029b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Mar 2020 11:40:13 +0200
Subject: [PATCH 1487/1495] Add test for assert error

---
 freqtrade/strategy/interface.py  | 11 ++++++-----
 tests/strategy/test_interface.py | 21 +++++++++++++++++++++
 2 files changed, 27 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 4f833be23..89a38bf54 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -279,11 +279,12 @@ class IStrategy(ABC):
             dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
             self.assert_df(dataframe, df_len, df_close, df_date)
         except ValueError as error:
-            logger.warning(
-                'Unable to analyze candle (OHLCV) data for pair %s: %s',
-                pair,
-                str(error)
-            )
+            logger.warning('Unable to analyze candle (OHLCV) data for pair %s: %s',
+                           pair, str(error))
+            return False, False
+        except DependencyException as error:
+            logger.warning("Unable to analyze candle (OHLCV) data for pair %s: %s",
+                           pair, str(error))
             return False, False
         except Exception as error:
             logger.exception(
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index be8750c3c..1f496a01b 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -6,6 +6,7 @@ from unittest.mock import MagicMock
 import arrow
 from pandas import DataFrame
 
+from freqtrade.exceptions import DependencyException
 from freqtrade.configuration import TimeRange
 from freqtrade.data.history import load_data
 from freqtrade.persistence import Trade
@@ -105,6 +106,26 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
+def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
+    # default_conf defines a 5m interval. we check interval * 2 + 5m
+    # this is necessary as the last candle is removed (partial candles) by default
+    ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(
+        _STRATEGY, 'assert_df',
+        side_effect=DependencyException('Dataframe returned...')
+    )
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+                                                  ohlcv_history)
+    assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog)
+
+
 def test_get_signal_handles_exceptions(mocker, default_conf):
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch.object(

From 83cc121b706efe6e364885f24778255e9c0eb60a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 29 Mar 2020 11:44:36 +0200
Subject: [PATCH 1488/1495] Add tsts for assert_df (ensuring it raises when it
 should)

---
 tests/strategy/test_interface.py | 28 +++++++++++++++++++++++++---
 1 file changed, 25 insertions(+), 3 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 1f496a01b..8bc399f42 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -4,16 +4,18 @@ import logging
 from unittest.mock import MagicMock
 
 import arrow
+import pytest
 from pandas import DataFrame
 
-from freqtrade.exceptions import DependencyException
 from freqtrade.configuration import TimeRange
 from freqtrade.data.history import load_data
+from freqtrade.exceptions import DependencyException
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
-from .strats.default_strategy import DefaultStrategy
 from tests.conftest import get_patched_exchange, log_has
 
+from .strats.default_strategy import DefaultStrategy
+
 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
 
@@ -123,7 +125,27 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
                                                   ohlcv_history)
-    assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog)
+    assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
+                   caplog)
+
+
+def test_assert_df(default_conf, mocker, ohlcv_history):
+    # Ensure it's running when passed correctly
+    _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
+                        ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
+
+    with pytest.raises(DependencyException, match=r"Dataframe returned from strategy.*length\."):
+        _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1,
+                            ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
+
+    with pytest.raises(DependencyException,
+                       match=r"Dataframe returned from strategy.*last close price\."):
+        _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
+                            ohlcv_history.loc[1, 'close'] + 0.01, ohlcv_history.loc[1, 'date'])
+    with pytest.raises(DependencyException,
+                       match=r"Dataframe returned from strategy.*last date\."):
+        _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
+                            ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
 
 
 def test_get_signal_handles_exceptions(mocker, default_conf):

From a5d00ce7176a78058cb9af3d091a51902fa5b764 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Mar 2020 07:56:17 +0200
Subject: [PATCH 1489/1495] Remove defaultstrategy occurance from docs

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

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 78e137676..60cacfb94 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -145,9 +145,9 @@ It is recommended to use version control to keep track of changes to your strate
 
 This parameter will allow you to load your custom strategy class.
 Per default without `--strategy` or `-s` the bot will load the
-`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
+`SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`).
 
-The bot will search your strategy file within `user_data/strategies` and `freqtrade/strategy`.
+The bot will search your strategy file within `user_data/strategies`.
 
 To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
 

From f1b92e2569f8db26fb092ad3e579d94542d28f01 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Mar 2020 08:11:38 +0200
Subject: [PATCH 1490/1495] Improve wording of documentation

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

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index 60cacfb94..b1649374a 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -144,10 +144,10 @@ It is recommended to use version control to keep track of changes to your strate
 ### How to use **--strategy**?
 
 This parameter will allow you to load your custom strategy class.
-Per default without `--strategy` or `-s` the bot will load the
-`SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`).
+To test the bot installation, you can use the `SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`).
 
 The bot will search your strategy file within `user_data/strategies`.
+To use other directories, please read the next section about `--strategy-path`.
 
 To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
 

From 7e1719cfc71b0e4a26cf3922b6b279a78c4bd326 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 30 Mar 2020 08:56:50 +0000
Subject: [PATCH 1491/1495] Bump prompt-toolkit from 3.0.4 to 3.0.5

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.4 to 3.0.5.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.4...3.0.5)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e490c8927..c3ae57c72 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -30,4 +30,4 @@ flask==1.1.1
 colorama==0.4.3
 # Building config files interactively
 questionary==1.5.1
-prompt-toolkit==3.0.4
+prompt-toolkit==3.0.5

From 7e60e0549afd5a20c8d10178baa33ab89ae72d02 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 30 Mar 2020 08:57:16 +0000
Subject: [PATCH 1492/1495] Bump flake8-tidy-imports from 4.0.0 to 4.1.0

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.0.0 to 4.1.0.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/master/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.0.0...4.1.0)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a4d83eb4f..01f189c56 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==1.11.1
 flake8==3.7.9
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.0.0
+flake8-tidy-imports==4.1.0
 mypy==0.770
 pytest==5.4.1
 pytest-asyncio==0.10.0

From 2de10d4c5665e6183f2d9d72f035f20288beb1af Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 30 Mar 2020 08:58:21 +0000
Subject: [PATCH 1493/1495] Bump ccxt from 1.24.83 to 1.25.38

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.24.83 to 1.25.38.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.24.83...1.25.38)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e490c8927..54a738e06 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.24.83
+ccxt==1.25.38
 SQLAlchemy==1.3.15
 python-telegram-bot==12.4.2
 arrow==0.15.5

From d8d6fe3574ae73f8867233fc7f6daeb9cb03a3ec Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 30 Mar 2020 08:58:54 +0000
Subject: [PATCH 1494/1495] Bump python-telegram-bot from 12.4.2 to 12.5

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.4.2 to 12.5.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.4.2...v12.5)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index e490c8927..57617697f 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -2,7 +2,7 @@
 # mainly used for Raspberry pi installs
 ccxt==1.24.83
 SQLAlchemy==1.3.15
-python-telegram-bot==12.4.2
+python-telegram-bot==12.5
 arrow==0.15.5
 cachetools==4.0.0
 requests==2.23.0

From 54d20cb81c90f567924e4a41a6aabeb19a46b288 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 30 Mar 2020 20:08:07 +0200
Subject: [PATCH 1495/1495] Plot percent correctly

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index fc8f25612..fac3aa2a3 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -136,8 +136,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m
                 df_comb.loc[lowdate, 'cum_profit'],
             ],
             mode='markers',
-            name=f"Max drawdown {max_drawdown:.2f}%",
-            text=f"Max drawdown {max_drawdown:.2f}%",
+            name=f"Max drawdown {max_drawdown * 100:.2f}%",
+            text=f"Max drawdown {max_drawdown * 100:.2f}%",
             marker=dict(
                 symbol='square-open',
                 size=9,

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