From 2816b96650b46c2a18859b95527cda0edb5de1d6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Feb 2020 20:26:04 +0100 Subject: [PATCH 001/783] Create strategy_wrapper to call user-defined code with --- freqtrade/exceptions.py | 7 +++++++ freqtrade/strategy/interface.py | 25 ++++++++-------------- freqtrade/strategy/strategy_wrapper.py | 29 ++++++++++++++++++++++++++ tests/strategy/test_interface.py | 4 ++-- 4 files changed, 47 insertions(+), 18 deletions(-) create mode 100644 freqtrade/strategy/strategy_wrapper.py diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index 2f05ddb57..553a691ef 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -35,3 +35,10 @@ class TemporaryError(FreqtradeException): This could happen when an exchange is congested, unavailable, or the user has networking problems. Usually resolves itself after a time. """ + + +class StrategyError(FreqtradeException): + """ + Errors with custom user-code deteced. + Usually caused by errors in the strategy. + """ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 6e15c5183..c20bf0218 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -3,21 +3,22 @@ IStrategy interface This module defines the interface to apply for strategies """ import logging +import warnings from abc import ABC, abstractmethod from datetime import datetime, timezone from enum import Enum from typing import Dict, List, NamedTuple, Optional, Tuple -import warnings import arrow from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider +from freqtrade.exceptions import StrategyError from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.wallets import Wallets - logger = logging.getLogger(__name__) @@ -255,20 +256,12 @@ class IStrategy(ABC): 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', - pair, - str(error) - ) - return False, False - except Exception as error: - logger.exception( - 'Unexpected error when analyzing ticker for pair %s: %s', - pair, - str(error) - ) + dataframe = strategy_safe_wrapper( + self._analyze_ticker_internal, message="" + )(dataframe, {'pair': pair}) + except StrategyError as error: + logger.warning(f"Unable to analyze ticker for pair {pair}: {error}") + return False, False if dataframe.empty: diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py new file mode 100644 index 000000000..61c986732 --- /dev/null +++ b/freqtrade/strategy/strategy_wrapper.py @@ -0,0 +1,29 @@ +import logging + +from freqtrade.exceptions import StrategyError + +logger = logging.getLogger(__name__) + + +def strategy_safe_wrapper(f, message: str, default_retval=None): + def wrapper(*args, **kwargs): + try: + return f(*args, **kwargs) + except ValueError as error: + logger.warning( + f"{message}" + f"Strategy caused the following exception: {error}" + f"{f}" + ) + if not default_retval: + raise StrategyError(str(error)) from error + return default_retval + except Exception as error: + logger.exception( + f"Unexpected error {error} calling {f}" + ) + if not default_retval: + raise StrategyError(str(error)) from error + return default_retval + + return wrapper diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 89c38bda1..2959fe62c 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -10,8 +10,8 @@ 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.strategy.default_strategy import DefaultStrategy +from tests.conftest import get_patched_exchange, log_has, log_has_re # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) @@ -65,7 +65,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi ) 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) + assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history): From 49dcc561b77461ce22f8f875c49814008592b078 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Feb 2020 20:30:17 +0100 Subject: [PATCH 002/783] POC for check_buy_timeout --- freqtrade/freqtradebot.py | 7 ++++++- freqtrade/strategy/interface.py | 18 ++++++++++++++++++ freqtrade/strategy/strategy_wrapper.py | 2 +- 3 files changed, 25 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e51b3d550..f458f91d6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -26,6 +26,7 @@ from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import IStrategy, SellType +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.wallets import Wallets logger = logging.getLogger(__name__) @@ -819,7 +820,11 @@ class FreqtradeBot: continue if ((order['side'] == 'buy' and order['status'] == 'canceled') - or (self._check_timed_out('buy', order))): + or self._check_timed_out('buy', order) + or strategy_safe_wrapper(self.strategy.check_buy_timeout, + default_retval=False)(pair=trade.pair, + trade=trade, + order=order)): self.handle_timedout_limit_buy(trade, order) self.wallets.update() diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index c20bf0218..de08b7cda 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -149,6 +149,24 @@ class IStrategy(ABC): :return: DataFrame with sell column """ + def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check buy timeout function callback. + This method can be used to override the buy-timeout. + It is called whenever a limit buy order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is cancelled. + """ + return False + def informative_pairs(self) -> List[Tuple[str, str]]: """ Define additional, informative pair/interval combinations to be cached from the exchange. diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 61c986732..4f35bfbab 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError logger = logging.getLogger(__name__) -def strategy_safe_wrapper(f, message: str, default_retval=None): +def strategy_safe_wrapper(f, message: str = "", default_retval=None): def wrapper(*args, **kwargs): try: return f(*args, **kwargs) From 8c1a9332215bc6dedc813188cae09b3a343e83e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:23:43 +0100 Subject: [PATCH 003/783] cancel_order should return a dict --- 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 b3b347016..7fc2af308 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -894,9 +894,9 @@ class Exchange: until=until, from_id=from_id)) @retrier - def cancel_order(self, order_id: str, pair: str) -> None: + def cancel_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: - return + return {} try: return self._api.cancel_order(order_id, pair) From 6c01542fed34a71f44ae3b4aa75a0c8bce0b302f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:27:13 +0100 Subject: [PATCH 004/783] Ad check_sell_timeout --- freqtrade/freqtradebot.py | 6 +++++- freqtrade/strategy/interface.py | 18 ++++++++++++++++++ 2 files changed, 23 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f458f91d6..aa41c2f2a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -830,7 +830,11 @@ class FreqtradeBot: self.wallets.update() elif ((order['side'] == 'sell' and order['status'] == 'canceled') - or (self._check_timed_out('sell', order))): + or (self._check_timed_out('sell', order)) + or strategy_safe_wrapper(self.strategy.check_sell_timeout, + default_retval=False)(pair=trade.pair, + trade=trade, + order=order)): self.handle_timedout_limit_sell(trade, order) self.wallets.update() diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index de08b7cda..681d2ccfb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -167,6 +167,24 @@ class IStrategy(ABC): """ return False + def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check sell timeout function callback. + This method can be used to override the sell-timeout. + It is called whenever a limit sell order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is cancelled. + """ + return False + def informative_pairs(self) -> List[Tuple[str, str]]: """ Define additional, informative pair/interval combinations to be cached from the exchange. From 135d9ddf7ac4138ebd3b0650cf25655e67ecba32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:35:13 +0100 Subject: [PATCH 005/783] Fix test due to changed dry-run cancel order --- 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 8b2e439c3..acef073f1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1634,7 +1634,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None + assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} # Ensure that if not dry_run, we should call API From bc30162a31b99078a3866659377210b084fccbbe Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:54:21 +0100 Subject: [PATCH 006/783] Add some documentation --- docs/strategy-customization.md | 3 +-- mkdocs.yml | 1 + 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 07833da34..5746cc613 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -1,7 +1,6 @@ # Strategy Customization -This page explains where to customize your strategies, and add new -indicators. +This page explains where to customize your strategies, and add new indicators. ## Install a custom strategy file diff --git a/mkdocs.yml b/mkdocs.yml index d53687c64..528b77eb5 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 Strategy: strategy-advanced.md - Advanced Hyperopt: advanced-hyperopt.md - Sandbox Testing: sandbox-testing.md - Deprecated Features: deprecated.md From 63502ed976a9cd5ffc75d09b8b5295fc34dca1e4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 08:14:08 +0100 Subject: [PATCH 007/783] Add new advanced-strategy documentation file --- docs/strategy-advanced.md | 59 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 59 insertions(+) create mode 100644 docs/strategy-advanced.md diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md new file mode 100644 index 000000000..bdb380276 --- /dev/null +++ b/docs/strategy-advanced.md @@ -0,0 +1,59 @@ +# Advanced Strategies + +This page explains some advanced concepts available for strategies. +If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first. + +## Custom order timeout rules + +Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section. + +However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not. + +!!! Note: + Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances. + +### Custom order timeout example + +A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below. +It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins. + +The function must return either `True` (cancel order) or `False` (keep order alive). + +``` python +from datetime import datetime, timestamp +from freqtrade.persistence import Trade + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + # Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours. + unfilledtimeout = { + 'buy': 60 * 25, + 'sell': 60 * 25 + } + + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): + return True + elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): + return True + elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): + return True + return True + + + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): + return True + elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): + return True + elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): + return True + return True +``` + +!!! Note: + For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. + + From 4a188525ec610b8e0b41bb028f9803bf98abaa8a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:28:13 +0100 Subject: [PATCH 008/783] Fix documentation note syntax --- docs/strategy-advanced.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index bdb380276..a60a6ea47 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -9,7 +9,7 @@ Simple, timebased order-timeouts can be configured either via strategy or in the However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not. -!!! Note: +!!! Note Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances. ### Custom order timeout example @@ -53,7 +53,5 @@ class Awesomestrategy(IStrategy): return True ``` -!!! Note: +!!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. - - From 365fdf4c3732bdbe588e18f052b81648d0c551f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:41:22 +0100 Subject: [PATCH 009/783] Add docstring to strategy wrapper --- freqtrade/strategy/strategy_wrapper.py | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 4f35bfbab..597432255 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -6,6 +6,11 @@ logger = logging.getLogger(__name__) def strategy_safe_wrapper(f, message: str = "", default_retval=None): + """ + Wrapper around user-provided methods and functions. + Caches all exceptions and returns either the default_retval (if it's not None) or raises + a StrategyError exception, which then needs to be handled by the calling method. + """ def wrapper(*args, **kwargs): try: return f(*args, **kwargs) @@ -15,14 +20,14 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): f"Strategy caused the following exception: {error}" f"{f}" ) - if not default_retval: + if default_retval is None: raise StrategyError(str(error)) from error return default_retval except Exception as error: logger.exception( f"Unexpected error {error} calling {f}" ) - if not default_retval: + if default_retval is None: raise StrategyError(str(error)) from error return default_retval From 8cd77b2e2708a30fd3c01002f21aca8c23673e7d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:52:39 +0100 Subject: [PATCH 010/783] Add some tests for strategy_wrapper --- freqtrade/strategy/strategy_wrapper.py | 1 + tests/strategy/test_interface.py | 38 ++++++++++++++++++++++++++ 2 files changed, 39 insertions(+) diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 597432255..7b9da9140 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -25,6 +25,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): return default_retval except Exception as error: logger.exception( + f"{message}" f"Unexpected error {error} calling {f}" ) if default_retval is None: diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index ca9bdc504..1db01b3ac 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -4,12 +4,15 @@ import logging from unittest.mock import MagicMock import arrow +import pytest from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data +from freqtrade.exceptions import StrategyError from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from tests.conftest import get_patched_exchange, log_has, log_has_re from .strats.default_strategy import DefaultStrategy @@ -323,3 +326,38 @@ def test_is_pair_locked(default_conf): pair = 'ETH/BTC' strategy.unlock_pair(pair) assert not strategy.is_pair_locked(pair) + + +@pytest.mark.parametrize('error', [ + ValueError, KeyError, Exception, +]) +def test_strategy_safe_wrapper_error(caplog, error): + def failing_method(): + raise error('This is an error.') + + def working_method(argumentpassedin): + return argumentpassedin + + with pytest.raises(StrategyError, match=r'This is an error.'): + strategy_safe_wrapper(failing_method, message='DeadBeef')() + + assert log_has_re(r'DeadBeef.*', caplog) + ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)() + + assert isinstance(ret, bool) + assert ret + + +@pytest.mark.parametrize('value', [ + 1, 22, 55, True, False, {'a': 1, 'b': '112'}, + [1, 2, 3, 4], (4, 2, 3, 6) +]) +def test_strategy_safe_wrapper(value): + + def working_method(argumentpassedin): + return argumentpassedin + + ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value) + + assert type(ret) == type(value) + assert ret == value From 634e7cc34a7f7adc10216d00418532780753a067 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:04:40 +0100 Subject: [PATCH 011/783] Implement handle_buy_trade_customcallback --- tests/test_freqtradebot.py | 47 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 47 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5ed4d296c..68ce733b1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1914,6 +1914,53 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, freqtrade.handle_trade(trade) +def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, + fee, mocker) -> None: + default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} + + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock(return_value=limit_buy_order_old) + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_order=MagicMock(return_value=limit_buy_order_old), + cancel_order=cancel_order_mock, + get_fee=fee + ) + freqtrade = FreqtradeBot(default_conf) + + Trade.session.add(open_trade) + + # Return false - trade remains open + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 1 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + # Raise Keyerror ... (no impact on trade) + freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 1 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True) + # Trade should be closed since the function returns true + 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_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 0 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From 9301f81fc8f5eca1003586290c86514bc22e72de Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:09:46 +0100 Subject: [PATCH 012/783] Add test for user-sell_timeout handling --- tests/test_freqtradebot.py | 45 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 68ce733b1..e4b9a28ce 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2040,6 +2040,51 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord assert nb_trades == 1 +def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, + open_trade) -> None: + default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock() + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_order=MagicMock(return_value=limit_sell_order_old), + cancel_order=cancel_order_mock + ) + freqtrade = FreqtradeBot(default_conf) + + 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(open_trade) + + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) + # Return false - No impact + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + assert rpc_mock.call_count == 0 + assert open_trade.is_open is False + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError) + # Return Error - No impact + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + assert rpc_mock.call_count == 0 + assert open_trade.is_open is False + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + # Return True - sells! + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 1 + assert rpc_mock.call_count == 1 + assert open_trade.is_open is True + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, open_trade) -> None: rpc_mock = patch_RPCManager(mocker) From e37f055dad850b366439ff6531777ca17f268ed5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:11:33 +0100 Subject: [PATCH 013/783] Improve some tests --- tests/test_freqtradebot.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e4b9a28ce..0766d7f33 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1977,6 +1977,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op Trade.session.add(open_trade) + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 @@ -1984,6 +1985,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 + # Custom user buy-timeout is never called + assert freqtrade.strategy.check_buy_timeout.call_count == 0 def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, @@ -2104,11 +2107,14 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, Trade.session.add(open_trade) + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # 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 open_trade.is_open is True + # Custom user sell-timeout is never called + assert freqtrade.strategy.check_sell_timeout.call_count == 0 def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, From 47e46bf205602caaa19b88fdfb863a308ba1a18b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 14:48:46 +0100 Subject: [PATCH 014/783] Add second example using dataprovider and current price --- docs/strategy-advanced.md | 39 +++++++++++++++++++++++++++++++++++++-- 1 file changed, 37 insertions(+), 2 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index a60a6ea47..bdcd29f46 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -40,7 +40,7 @@ class Awesomestrategy(IStrategy): return True elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): return True - return True + return False def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: @@ -50,8 +50,43 @@ class Awesomestrategy(IStrategy): return True elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): return True - return True + return False ``` !!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. + + +### Custom order timeout example (using additional data) + +``` python +from datetime import datetime, timestamp +from freqtrade.persistence import Trade + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + # Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours. + unfilledtimeout = { + 'buy': 60 * 25, + 'sell': 60 * 25 + } + + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + ob = self.dp.orderbook(pair, 1) + current_price = ob['bids'][0][0] + # Cancel buy order if price is more than 2% above the order. + if order['price'] * 0.98 < best_bid: + return True + return False + + + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + ob = self.dp.orderbook(pair, 1) + current_price = ob['asks'][0][0] + # Cancel sell order if price is more than 2% below the order. + if order['price'] * 1.02 > current_price: + return True + return False +``` From d44f6651c4a63030dcaaecbda1431a020cc21ef0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 19:55:23 +0100 Subject: [PATCH 015/783] Fix small parenteses bug --- docs/strategy-advanced.md | 4 ++-- freqtrade/freqtradebot.py | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index bdcd29f46..8d241cc86 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -77,7 +77,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['bids'][0][0] # Cancel buy order if price is more than 2% above the order. - if order['price'] * 0.98 < best_bid: + if order['price'] > current_price * 1.02: return True return False @@ -86,7 +86,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel sell order if price is more than 2% below the order. - if order['price'] * 1.02 > current_price: + if order['price'] < current_price * 0.98: return True return False ``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5adbe76f4..05cd60e5e 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -847,24 +847,24 @@ class FreqtradeBot: self.wallets.update() continue - if ((order['side'] == 'buy' and order['status'] == 'canceled') + if (order['side'] == 'buy' and (order['status'] == 'canceled' or self._check_timed_out('buy', order) or strategy_safe_wrapper(self.strategy.check_buy_timeout, default_retval=False)(pair=trade.pair, trade=trade, - order=order)): + order=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') + elif (order['side'] == 'sell' and (order['status'] == 'canceled' or self._check_timed_out('sell', order) or strategy_safe_wrapper(self.strategy.check_sell_timeout, default_retval=False)(pair=trade.pair, trade=trade, - order=order)): + order=order))): self.handle_timedout_limit_sell(trade, order) self.wallets.update() order_type = self.strategy.order_types['sell'] From a030ce9348bd5229005631fbdd2e91908f057f7a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 20:22:59 +0100 Subject: [PATCH 016/783] Reformat if condition --- freqtrade/freqtradebot.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 05cd60e5e..fa0981448 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -847,7 +847,8 @@ class FreqtradeBot: self.wallets.update() continue - if (order['side'] == 'buy' and (order['status'] == 'canceled' + if (order['side'] == 'buy' and ( + order['status'] == 'canceled' or self._check_timed_out('buy', order) or strategy_safe_wrapper(self.strategy.check_buy_timeout, default_retval=False)(pair=trade.pair, @@ -859,7 +860,8 @@ class FreqtradeBot: order_type = self.strategy.order_types['buy'] self._notify_buy_cancel(trade, order_type) - elif (order['side'] == 'sell' and (order['status'] == 'canceled' + elif (order['side'] == 'sell' and ( + order['status'] == 'canceled' or self._check_timed_out('sell', order) or strategy_safe_wrapper(self.strategy.check_sell_timeout, default_retval=False)(pair=trade.pair, From eda77aeec8555bf5c27e1a574f63497773e4d38c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:30:30 +0100 Subject: [PATCH 017/783] Add render_template fallback --- freqtrade/misc.py | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 96bac28d8..9eb309e13 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -148,3 +148,15 @@ def render_template(templatefile: str, arguments: dict = {}) -> str: ) template = env.get_template(templatefile) return template.render(**arguments) + + +def render_template_with_fallback(templatefile: str, templatefallbackfile: str, + arguments: dict = {}) -> str: + """ + Use templatefile if possible, otherwise fall back to templatefallbackfile + """ + from jinja2.exceptions import TemplateNotFound + try: + return render_template(templatefile, arguments) + except TemplateNotFound: + return render_template(templatefallbackfile, arguments) From 7736f8d0180f8e4ae86aed14867131443be9557a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:34:42 +0100 Subject: [PATCH 018/783] Add tests for fallkback --- tests/test_misc.py | 17 ++++++++++++++++- 1 file changed, 16 insertions(+), 1 deletion(-) diff --git a/tests/test_misc.py b/tests/test_misc.py index 83e008466..23775c85e 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -9,7 +9,8 @@ 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, pair_to_filename, - plural, shorten_date) + plural, render_template, + render_template_with_fallback, shorten_date) def test_shorten_date() -> None: @@ -123,3 +124,17 @@ def test_plural() -> None: assert plural(1.5, "ox", "oxen") == "oxen" assert plural(-0.5, "ox", "oxen") == "oxen" assert plural(-1.5, "ox", "oxen") == "oxen" + + +def test_render_template_fallback(mocker): + from jinja2.exceptions import TemplateNotFound + with pytest.raises(TemplateNotFound): + val = render_template( + templatefile='subtemplates/indicators_does-not-exist.j2',) + + val = render_template_with_fallback( + templatefile='subtemplates/indicators_does-not-exist.j2', + templatefallbackfile='subtemplates/indicators_minimal.j2', + ) + assert isinstance(val, str) + assert 'if self.dp' in val From 791148176c90ce493952268c6401052c2b6f32ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:35:53 +0100 Subject: [PATCH 019/783] Add callback functions to new-strategy --template advanced --- freqtrade/commands/cli_options.py | 6 +-- freqtrade/commands/deploy_commands.py | 53 ++++++++++++++----- freqtrade/templates/base_strategy.py.j2 | 1 + .../subtemplates/strategy_methods_advanced.j2 | 36 +++++++++++++ .../subtemplates/strategy_methods_empty.j2 | 0 5 files changed, 80 insertions(+), 16 deletions(-) create mode 100644 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 create mode 100644 freqtrade/templates/subtemplates/strategy_methods_empty.j2 diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index a8d4bc198..2c49d7487 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -379,9 +379,9 @@ AVAILABLE_CLI_OPTIONS = { # Templating options "template": Arg( '--template', - help='Use a template which is either `minimal` or ' - '`full` (containing multiple sample indicators). Default: `%(default)s`.', - choices=['full', 'minimal'], + help='Use a template which is either `minimal`, ' + '`full` (containing multiple sample indicators) or `advanced`. Default: `%(default)s`.', + choices=['full', 'minimal', 'advanced'], default='full', ), # Plot dataframe diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py index f5a68f748..a29ba346f 100644 --- a/freqtrade/commands/deploy_commands.py +++ b/freqtrade/commands/deploy_commands.py @@ -8,7 +8,7 @@ from freqtrade.configuration.directory_operations import (copy_sample_files, create_userdata_dir) from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES from freqtrade.exceptions import OperationalException -from freqtrade.misc import render_template +from freqtrade.misc import render_template, render_template_with_fallback from freqtrade.state import RunMode logger = logging.getLogger(__name__) @@ -32,10 +32,27 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st """ 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",) + fallback = 'full' + indicators = render_template_with_fallback( + templatefile=f"subtemplates/indicators_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/indicators_{fallback}.j2", + ) + buy_trend = render_template_with_fallback( + templatefile=f"subtemplates/buy_trend_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2", + ) + sell_trend = render_template_with_fallback( + templatefile=f"subtemplates/sell_trend_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2", + ) + plot_config = render_template_with_fallback( + templatefile=f"subtemplates/plot_config_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2", + ) + additional_methods = render_template_with_fallback( + templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/strategy_methods_empty.j2", + ) strategy_text = render_template(templatefile='base_strategy.py.j2', arguments={"strategy": strategy_name, @@ -43,6 +60,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st "buy_trend": buy_trend, "sell_trend": sell_trend, "plot_config": plot_config, + "additional_methods": additional_methods, }) logger.info(f"Writing strategy to `{strategy_path}`.") @@ -73,14 +91,23 @@ def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: st """ 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",) + fallback = 'full' + buy_guards = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2", + ) + sell_guards = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2", + ) + buy_space = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2", + ) + sell_space = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2", + ) strategy_text = render_template(templatefile='base_hyperopt.py.j2', arguments={"hyperopt": hyperopt_name, diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index fbf083387..a1b9f7388 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -137,3 +137,4 @@ class {{ strategy }}(IStrategy): ), 'sell'] = 1 return dataframe + {{ additional_methods | indent(4) }} diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 new file mode 100644 index 000000000..05541d1c7 --- /dev/null +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -0,0 +1,36 @@ + +def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check buy timeout function callback. + This method can be used to override the buy-timeout. + It is called whenever a limit buy order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is cancelled. + """ + return False + +def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check sell timeout function callback. + This method can be used to override the sell-timeout. + It is called whenever a limit sell order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is cancelled. + """ + return False diff --git a/freqtrade/templates/subtemplates/strategy_methods_empty.j2 b/freqtrade/templates/subtemplates/strategy_methods_empty.j2 new file mode 100644 index 000000000..e69de29bb From cd54875f03ab8fb2444503bf50ec9bd8837a42fe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:40:07 +0100 Subject: [PATCH 020/783] Add documentation link to advanced functions --- .../templates/subtemplates/strategy_methods_advanced.j2 | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 05541d1c7..20144125c 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -1,5 +1,5 @@ -def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: +def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -8,6 +8,8 @@ def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> b Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + When not implemented by a strategy, this simply returns False. :param pair: Pair the trade is for :param trade: trade object. @@ -17,7 +19,7 @@ def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> b """ return False -def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: +def check_sell_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. @@ -26,6 +28,8 @@ def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + When not implemented by a strategy, this simply returns False. :param pair: Pair the trade is for :param trade: trade object. From 4d8430c687de23be59b7914374f5d5c5f72b92c6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:43:20 +0100 Subject: [PATCH 021/783] Use string typehints to avoid import errors --- docs/strategy-advanced.md | 4 ++-- freqtrade/strategy/interface.py | 4 ++-- freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 4 ++-- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 8d241cc86..dcb8018f9 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -33,7 +33,7 @@ class Awesomestrategy(IStrategy): 'sell': 60 * 25 } - def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): return True elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): @@ -43,7 +43,7 @@ class Awesomestrategy(IStrategy): return False - def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): return True elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 95dbbb99f..a5945ae1f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -149,7 +149,7 @@ class IStrategy(ABC): :return: DataFrame with sell column """ - def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -167,7 +167,7 @@ class IStrategy(ABC): """ return False - def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 20144125c..0ca35e117 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -1,5 +1,5 @@ -def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: +def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -19,7 +19,7 @@ def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> """ return False -def check_sell_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: +def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. From 0f2d77163455ed1c163a26bee03592a5c8f3a2d6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:46:12 +0100 Subject: [PATCH 022/783] update docs --- docs/utils.md | 26 ++++++++++++++++---------- 1 file changed, 16 insertions(+), 10 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index cdf0c31af..78185be38 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -77,7 +77,7 @@ Results will be located in `user_data/strategies/.py`. ``` output usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME] - [--template {full,minimal}] + [--template {full,minimal,advanced}] optional arguments: -h, --help show this help message and exit @@ -86,10 +86,10 @@ 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). Default: - `full`. + --template {full,minimal,advanced} + Use a template which is either `minimal`, `full` + (containing multiple sample indicators) or `advanced`. + Default: `full`. ``` @@ -105,6 +105,12 @@ With custom user directory freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy ``` +Using the advanced template (populates all optional functions and methods) + +```bash +freqtrade new-strategy --strategy AwesomeStrategy --template advanced +``` + ## Create new hyperopt Creates a new hyperopt from a template similar to SampleHyperopt. @@ -114,7 +120,7 @@ Results will be located in `user_data/hyperopts/.py`. ``` output usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME] - [--template {full,minimal}] + [--template {full,minimal,advanced}] optional arguments: -h, --help show this help message and exit @@ -122,10 +128,10 @@ 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). Default: - `full`. + --template {full,minimal,advanced} + Use a template which is either `minimal`, `full` + (containing multiple sample indicators) or `advanced`. + Default: `full`. ``` ### Sample usage of new-hyperopt From 3a8b68c0fd721094c606286b4dce6a86d89442d9 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 10 Mar 2020 20:30:36 +0100 Subject: [PATCH 023/783] Initial work on progressbar --- freqtrade/loggers.py | 9 ++++++--- freqtrade/optimize/hyperopt.py | 34 ++++++++++++++++++++++++++++++---- requirements-hyperopt.txt | 1 + 3 files changed, 37 insertions(+), 7 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index c69388430..609604ff2 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -4,6 +4,7 @@ import sys from logging import Formatter from logging.handlers import RotatingFileHandler, SysLogHandler from typing import Any, Dict, List +import progressbar from freqtrade.exceptions import OperationalException @@ -18,13 +19,13 @@ def _set_loggers(verbosity: int = 0) -> None: """ logging.getLogger('requests').setLevel( - logging.INFO if verbosity <= 1 else logging.DEBUG + logging.INFO if verbosity <= 1 else logging.DEBUG ) logging.getLogger("urllib3").setLevel( - logging.INFO if verbosity <= 1 else logging.DEBUG + logging.INFO if verbosity <= 1 else logging.DEBUG ) logging.getLogger('ccxt.base.exchange').setLevel( - logging.INFO if verbosity <= 2 else logging.DEBUG + logging.INFO if verbosity <= 2 else logging.DEBUG ) logging.getLogger('telegram').setLevel(logging.INFO) @@ -36,6 +37,8 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log level verbosity = config['verbosity'] + progressbar.streams.wrap_stderr() + # Log to stderr log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)] diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 4c32a0543..93fc3c558 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,7 +7,6 @@ This module contains the hyperopt logic import locale import logging import random -import sys import warnings from math import ceil from collections import OrderedDict @@ -22,8 +21,9 @@ 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 +import progressbar import tabulate -from os import path +from os import path, popen import io from freqtrade.data.converter import trim_dataframe @@ -270,7 +270,6 @@ class Hyperopt: # 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 self.print_all or is_best: if not self.print_all: @@ -622,6 +621,10 @@ class Hyperopt: def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) + def _get_height(self) -> int: + rows = int((popen('stty size', 'r').read().split())[0]) + return rows + 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}") @@ -629,7 +632,6 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() 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) @@ -659,6 +661,14 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: + self.progress_bar = progressbar.ProgressBar( + min_value=0, + max_value=self.total_epochs, + initial_value=0, + line_breaks=True, + enable_colors=self.print_colorized + ) + self.progress_bar.start() jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') EVALS = ceil(self.total_epochs / jobs) @@ -673,6 +683,9 @@ class Hyperopt: self.opt.tell(asked, [v['loss'] for v in f_val]) self.fix_optimizer_models_list() + # Calculate progressbar outputs + pbar_line = ceil(self._get_height() / 2) + for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -689,12 +702,19 @@ class Hyperopt: self.print_results(val) + if pbar_line <= current: + self.progress_bar.update(current) + pbar_line = current + ceil(self._get_height() / 2) + 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() + self.progress_bar.finish() + + # self.progress_bar.update(current) except KeyboardInterrupt: print('User interrupted..') @@ -708,3 +728,9 @@ class Hyperopt: # 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.") + + def __getstate__(self): + state = self.__dict__.copy() + del state['trials'] + del state['progress_bar'] + return state diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index c7e586a33..3c500839e 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,3 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 +progressbar2==3.50.0 From 81cbb925568dbae6260caf88ced5c90f7abc1a3b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:30:36 +0100 Subject: [PATCH 024/783] Switch to TQDM --- freqtrade/commands/hyperopt_commands.py | 4 +- freqtrade/optimize/hyperopt.py | 71 +++++++++++++++++++------ 2 files changed, 57 insertions(+), 18 deletions(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 5b2388252..3f61ea66c 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -52,8 +52,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if not export_csv: try: - Hyperopt.print_result_table(config, trials, total_epochs, - not filteroptions['only_best'], print_colorized, 0) + print(Hyperopt.get_result_table(config, trials, total_epochs, + 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 93fc3c558..e110f7e9c 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 -import progressbar +from tqdm import tqdm import tabulate from os import path, popen import io @@ -275,11 +275,37 @@ class Hyperopt: if not self.print_all: # Separate the results explanation string from dots print("\n") - self.print_result_table(self.config, results, self.total_epochs, - self.print_all, self.print_colorized, - self.hyperopt_table_header) + print(self.get_result_table( + self.config, results, self.total_epochs, + self.print_all, self.print_colorized, + self.hyperopt_table_header + ) + ) self.hyperopt_table_header = 2 + def get_results(self, results) -> str: + """ + Log results if it is better than any previous evaluation + """ + output = '' + 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. + # return '.', end='' if results['current_epoch'] % 100 != 0 else None # type: ignore + + if self.print_all or is_best: + # if not self.print_all: + # Separate the results explanation string from dots + # print("\n") + output = self.get_result_table( + self.config, results, self.total_epochs, + self.print_all, self.print_colorized, + self.hyperopt_table_header + ) + self.hyperopt_table_header = 2 + return output + @staticmethod def print_results_explanation(results, total_epochs, highlight_best: bool, print_colorized: bool) -> None: @@ -303,13 +329,13 @@ class Hyperopt: f"Objective: {results['loss']:.5f}") @staticmethod - def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, - print_colorized: bool, remove_header: int) -> None: + def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, + print_colorized: bool, remove_header: int) -> str: """ Log result table """ if not results: - return + return '' tabulate.PRESERVE_WHITESPACE = True @@ -380,7 +406,7 @@ class Hyperopt: trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right" ) - print(table) + return table @staticmethod def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, @@ -661,6 +687,7 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: + """ self.progress_bar = progressbar.ProgressBar( min_value=0, max_value=self.total_epochs, @@ -668,9 +695,17 @@ class Hyperopt: line_breaks=True, enable_colors=self.print_colorized ) - self.progress_bar.start() + """ jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') + + # Define progressbar + self.progress_bar = tqdm( + total=self.total_epochs, ncols=108, unit=' Epoch', + bar_format='Epoch {n_fmt}/{total_fmt} ({percentage:3.0f}%)|{bar}|' + ' [{elapsed}<{remaining} {rate_fmt}{postfix}]' + ) + EVALS = ceil(self.total_epochs / jobs) for i in range(EVALS): # Correct the number of epochs to be processed for the last @@ -684,8 +719,7 @@ class Hyperopt: self.fix_optimizer_models_list() # Calculate progressbar outputs - pbar_line = ceil(self._get_height() / 2) - + # pbar_line = ceil(self._get_height() / 2) for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -699,20 +733,25 @@ class Hyperopt: # 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) - + # print(current) + output = self.get_results(val) + self.progress_bar.write(output) + # self.progress_bar.write(str(len(output.split('\n')[0]))) + self.progress_bar.ncols = len(output.split('\n')[0]) + self.progress_bar.update(1) + """ if pbar_line <= current: self.progress_bar.update(current) pbar_line = current + ceil(self._get_height() / 2) - + """ 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() - self.progress_bar.finish() + self.progress_bar.ncols = 108 + self.progress_bar.close() # self.progress_bar.update(current) except KeyboardInterrupt: From 755763ec42b51370c7326e4e90f5c35921ba2125 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:43:27 +0100 Subject: [PATCH 025/783] Update requirements --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 3c500839e..7469674cd 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.50.0 +tqdm==4.43.0 From 40a413c524b9eb2b2d13e222ac1e81173a1d5b1e Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:50:23 +0100 Subject: [PATCH 026/783] More remove of progressbar2 --- freqtrade/loggers.py | 3 --- 1 file changed, 3 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index 609604ff2..153ce8c80 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -4,7 +4,6 @@ import sys from logging import Formatter from logging.handlers import RotatingFileHandler, SysLogHandler from typing import Any, Dict, List -import progressbar from freqtrade.exceptions import OperationalException @@ -37,8 +36,6 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log level verbosity = config['verbosity'] - progressbar.streams.wrap_stderr() - # Log to stderr log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)] From 9387ed923c97a2dffebfa1ca57662745d97a0f44 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:07:50 +0100 Subject: [PATCH 027/783] fix for empty lines --- freqtrade/optimize/hyperopt.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index e110f7e9c..48a89e1d6 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -289,15 +289,8 @@ class Hyperopt: """ output = '' 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. - # return '.', end='' if results['current_epoch'] % 100 != 0 else None # type: ignore if self.print_all or is_best: - # if not self.print_all: - # Separate the results explanation string from dots - # print("\n") output = self.get_result_table( self.config, results, self.total_epochs, self.print_all, self.print_colorized, @@ -735,9 +728,10 @@ class Hyperopt: val['is_best'] = is_best # print(current) output = self.get_results(val) - self.progress_bar.write(output) + if output: + self.progress_bar.write(output) # self.progress_bar.write(str(len(output.split('\n')[0]))) - self.progress_bar.ncols = len(output.split('\n')[0]) + self.progress_bar.ncols = 108 self.progress_bar.update(1) """ if pbar_line <= current: From df1ae565dc09c93b046b2ba79cb5a1ce647c1d09 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:26:41 +0100 Subject: [PATCH 028/783] clean-up --- freqtrade/optimize/hyperopt.py | 32 +++----------------------------- 1 file changed, 3 insertions(+), 29 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 48a89e1d6..a6da8c4b8 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, json_normalize, isna from tqdm import tqdm import tabulate -from os import path, popen +from os import path import io from freqtrade.data.converter import trim_dataframe @@ -640,10 +640,6 @@ class Hyperopt: def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) - def _get_height(self) -> int: - rows = int((popen('stty size', 'r').read().split())[0]) - return rows - 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}") @@ -680,15 +676,6 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: - """ - self.progress_bar = progressbar.ProgressBar( - min_value=0, - max_value=self.total_epochs, - initial_value=0, - line_breaks=True, - enable_colors=self.print_colorized - ) - """ jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') @@ -712,7 +699,6 @@ class Hyperopt: self.fix_optimizer_models_list() # Calculate progressbar outputs - # pbar_line = ceil(self._get_height() / 2) for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -726,18 +712,12 @@ class Hyperopt: # evaluations can take different time. Here they are aligned in the # order they will be shown to the user. val['is_best'] = is_best - # print(current) output = self.get_results(val) if output: self.progress_bar.write(output) - # self.progress_bar.write(str(len(output.split('\n')[0]))) self.progress_bar.ncols = 108 self.progress_bar.update(1) - """ - if pbar_line <= current: - self.progress_bar.update(current) - pbar_line = current + ceil(self._get_height() / 2) - """ + if is_best: self.current_best_loss = val['loss'] self.trials.append(val) @@ -747,8 +727,8 @@ class Hyperopt: self.progress_bar.ncols = 108 self.progress_bar.close() - # self.progress_bar.update(current) except KeyboardInterrupt: + self.progress_bar.close() print('User interrupted..') self.save_trials(final=True) @@ -761,9 +741,3 @@ class Hyperopt: # 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.") - - def __getstate__(self): - state = self.__dict__.copy() - del state['trials'] - del state['progress_bar'] - return state From 1a59fc11be8312c19cd5723f641ac66128b05117 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:36:18 +0100 Subject: [PATCH 029/783] doh --- freqtrade/optimize/hyperopt.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a6da8c4b8..9ff4a1ead 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -741,3 +741,9 @@ class Hyperopt: # 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.") + + def __getstate__(self): + state = self.__dict__.copy() + del state['trials'] + del state['progress_bar'] + return state From 5737139979351eab8482cbe230b111310e11981b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 16:47:09 +0100 Subject: [PATCH 030/783] Small fix --- freqtrade/optimize/hyperopt.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 9ff4a1ead..a5921703f 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 random +import sys import warnings from math import ceil from collections import OrderedDict @@ -270,6 +271,7 @@ class Hyperopt: # 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 self.print_all or is_best: if not self.print_all: From e30faf8c8c371de43b0e1c35b5eae89489e01ab9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Mar 2020 20:04:05 +0100 Subject: [PATCH 031/783] 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 032/783] 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 033/783] 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 034/783] 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 035/783] 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 036/783] 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 037/783] 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 038/783] 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 039/783] 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 040/783] 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 041/783] 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 042/783] 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 043/783] 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 044/783] 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 045/783] 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 046/783] 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 047/783] 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 048/783] 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 91b058cf11d2ed585c0a67e9fa4dd89d280907f9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 16:16:10 +0100 Subject: [PATCH 049/783] Fix typo in 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 e37270bd3..abc9babba 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2129,7 +2129,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap 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 + # Verify that trade has been updated 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 @@ -2168,7 +2168,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, 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 + # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) From 1817e6fbdfecbbca308e2fbaf8bdc9b57756182e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 16:16:19 +0100 Subject: [PATCH 050/783] Combine real_amount updating into one method --- freqtrade/freqtradebot.py | 18 +++++------------- 1 file changed, 5 insertions(+), 13 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 570f8bea8..b30f55ccd 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -916,17 +916,7 @@ class FreqtradeBot: # 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 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 - trade.fee_open = 0 - trade.recalc_open_trade_price() - except DependencyException as e: - logger.warning("Could not update trade amount: %s", e) + self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount) trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) @@ -1122,9 +1112,11 @@ class FreqtradeBot: # Common update trade state methods # - def update_trade_state(self, trade: Trade, action_order: dict = None) -> None: + def update_trade_state(self, trade: Trade, action_order: dict = None, + order_amount: float = None) -> None: """ Checks trades with open orders and updates the amount if necessary + Handles closing both buy and sell orders. """ # Get order details for actual price per unit if trade.open_order_id: @@ -1137,7 +1129,7 @@ class FreqtradeBot: return # Try update amount (binance-fix) try: - new_amount = self.get_real_amount(trade, order) + new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount # Fee was applied, so set to 0 From 9c351007f5a1fa4b27f0c123f6a8c736c9843f55 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:12:24 +0100 Subject: [PATCH 051/783] Provide reason for cancelled sell order --- freqtrade/freqtradebot.py | 12 +++++++----- freqtrade/rpc/telegram.py | 3 ++- tests/rpc/test_rpc_telegram.py | 6 ++++-- 3 files changed, 13 insertions(+), 8 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index b30f55ccd..af0de108a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -926,10 +926,10 @@ class FreqtradeBot: }) return False - def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool: + def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str: """ Sell timeout - cancel order and update trade - :return: True if order was fully cancelled + :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade if order['remaining'] == order['amount']: @@ -943,16 +943,17 @@ class FreqtradeBot: logger.info('Sell order %s for %s.', reason, trade) trade.close_rate = None + trade.close_rate_requested = None trade.close_profit = None trade.close_profit_abs = None trade.close_date = None trade.is_open = True trade.open_order_id = None - return True + return reason # TODO: figure out how to handle partially complete sell orders - return False + return 'partially filled - keeping order open' def _safe_sell_amount(self, pair: str, amount: float) -> float: """ @@ -1071,7 +1072,7 @@ class FreqtradeBot: # Send the message self.rpc.send_msg(msg) - def _notify_sell_cancel(self, trade: Trade, order_type: str) -> None: + def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None: """ Sends rpc notification when a sell cancel occured. """ @@ -1098,6 +1099,7 @@ class FreqtradeBot: 'close_date': trade.close_date, 'stake_currency': self.config['stake_currency'], 'fiat_currency': self.config.get('fiat_display_currency', None), + 'reason': reason, } if 'fiat_display_currency' in self.config: diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index ad01700ab..a21f7556c 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -172,7 +172,8 @@ class Telegram(RPC): ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg) elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION: - message = "*{exchange}:* Cancelling Open Sell Order for {pair}".format(**msg) + message = ("*{exchange}:* Cancelling Open Sell Order " + "for {pair}. Reason: {reason}").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 d769016c4..bbc961763 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1316,18 +1316,20 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, 'exchange': 'Binance', 'pair': 'KEY/ETH', + 'reason': 'Cancelled on exchange' }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH') + == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') msg_mock.reset_mock() telegram.send_msg({ 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, 'exchange': 'Binance', 'pair': 'KEY/ETH', + 'reason': 'timeout' }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH') + == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout') # Reset singleton function to avoid random breaks telegram._fiat_converter.convert_amount = old_convamount From 270ac2e8c113f39a55a14c019e19c578f8b059ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:15:47 +0100 Subject: [PATCH 052/783] Add check_order_cancelled_empty method to exchange --- freqtrade/exchange/exchange.py | 8 ++++++++ tests/exchange/test_exchange.py | 12 ++++++++++++ 2 files changed, 20 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..073e28659 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -902,6 +902,14 @@ class Exchange: self._async_get_trade_history(pair=pair, since=since, until=until, from_id=from_id)) + def check_order_canceled_empty(self, order: Dict) -> bool: + """ + Verify if an order has been cancelled without being partially filled + :param order: Order dict as returned from get_order() + :return: True if order has been cancelled without being filled, False otherwise. + """ + return order['status'] in ('closed', 'canceled') and order.get('filled') == 0.0 + @retrier def cancel_order(self, order_id: str, pair: str) -> None: if self._config['dry_run']: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..7f03eb547 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1705,6 +1705,18 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name): assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("order,result", [ + ({'status': 'closed', 'filled': 10}, False), + ({'status': 'closed', 'filled': 0.0}, True), + ({'status': 'canceled', 'filled': 0.0}, True), + ({'status': 'canceled', 'filled': 10.0}, False), + ]) +def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result): + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + assert exchange.check_order_canceled_empty(order) == result + + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 7c47c6e3bd52e30d7d81462d0188c5c31baa18a0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:16:35 +0100 Subject: [PATCH 053/783] check for timeouts before exiting positions --- freqtrade/freqtradebot.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index af0de108a..14cda9192 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -143,6 +143,10 @@ class FreqtradeBot: self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), self.strategy.informative_pairs()) + with self._sell_lock: + # Check and handle any timed out open orders + self.check_handle_timedout() + # Protect from collisions with forcesell. # Without this, freqtrade my try to recreate stoploss_on_exchange orders # while selling is in process, since telegram messages arrive in an different thread. @@ -154,8 +158,6 @@ class FreqtradeBot: if self.get_free_open_trades(): self.enter_positions() - # Check and handle any timed out open orders - self.check_handle_timedout() Trade.session.flush() def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: From 700cedc57312b02e18a2aa98b5f71ab253953c80 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:17:40 +0100 Subject: [PATCH 054/783] Unify handling of open orders to update_trade_state --- freqtrade/freqtradebot.py | 42 ++++++++++++++++++++++----------------- 1 file changed, 24 insertions(+), 18 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 14cda9192..e27569317 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -602,7 +602,6 @@ class FreqtradeBot: 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)): @@ -862,30 +861,32 @@ class FreqtradeBot: continue order = self.exchange.get_order(trade.open_order_id, trade.pair) except (RequestException, DependencyException, InvalidOrderException): - logger.info( - 'Cannot query order for %s due to %s', - trade, - traceback.format_exc()) + logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue + trade_state_update = self.update_trade_state(trade, order) + # Check if trade is still actually open - if float(order.get('remaining', 0.0)) == 0.0: - self.wallets.update() - continue + # TODO: this seems questionable at best + # if float(order.get('remaining', 0.0)) == 0.0: + # self.wallets.update() + # continue - if ((order['side'] == 'buy' and order['status'] == 'canceled') - or (self._check_timed_out('buy', order))): + if (order['side'] == 'buy' and ( + trade_state_update + 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) + elif (order['side'] == 'sell' and ( + trade_state_update + or self._check_timed_out('sell', order))): + reason = self.handle_timedout_limit_sell(trade, order) self.wallets.update() order_type = self.strategy.order_types['sell'] - self._notify_sell_cancel(trade, order_type) + self._notify_sell_cancel(trade, order_type, reason) def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: """ @@ -934,8 +935,8 @@ class FreqtradeBot: :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade - if order['remaining'] == order['amount']: - if order["status"] != "canceled": + if order['remaining'] == order['amount'] or order['filled'] == 0.0: + if not self.exchange.check_order_canceled_empty(order): 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) @@ -1117,7 +1118,7 @@ class FreqtradeBot: # def update_trade_state(self, trade: Trade, action_order: dict = None, - order_amount: float = None) -> None: + order_amount: float = None) -> bool: """ Checks trades with open orders and updates the amount if necessary Handles closing both buy and sell orders. @@ -1139,16 +1140,21 @@ class FreqtradeBot: # 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) + if self.exchange.check_order_canceled_empty(order): + # Trade has been cancelled on exchange + # Handling of this will happen in check_handle_timeout. + return True trade.update(order) # Updating wallets when order is closed if not trade.is_open: self.wallets.update() + return False + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From f3103be15c22a09648b58bffbf88611faf9dc4d1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:20:16 +0100 Subject: [PATCH 055/783] Fix test --- freqtrade/freqtradebot.py | 2 +- tests/test_freqtradebot.py | 13 ++++++++----- 2 files changed, 9 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e27569317..bec08fbc2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -935,7 +935,7 @@ class FreqtradeBot: :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade - if order['remaining'] == order['amount'] or order['filled'] == 0.0: + if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): reason = "cancelled due to timeout" # if trade is not partially completed, just delete the trade diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index abc9babba..fd6136799 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1592,13 +1592,13 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) trade = MagicMock() - trade.open_order_id = '123' + trade.open_order_id = None trade.open_fee = 0.001 trades = [trade] # Test raise of DependencyException exception mocker.patch( - 'freqtrade.freqtradebot.FreqtradeBot.update_trade_state', + 'freqtrade.freqtradebot.FreqtradeBot.handle_trade', side_effect=DependencyException() ) n = freqtrade.exit_positions(trades) @@ -1970,7 +1970,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) - limit_buy_order_old.update({"status": "canceled"}) + limit_buy_order_old.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, @@ -2049,7 +2049,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() - limit_sell_order_old.update({"status": "canceled"}) + limit_sell_order_old.update({"status": "canceled", 'filled': 0.0}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2276,7 +2276,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_sell(trade, order) + assert freqtrade.handle_timedout_limit_sell(trade, order) == 'partially filled - keeping order open' # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 @@ -2544,8 +2544,11 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f # Create some test data freqtrade.enter_positions() + freqtrade.check_handle_timedout() trade = Trade.query.first() trades = [trade] + assert trade.stoploss_order_id is None + freqtrade.exit_positions(trades) assert trade assert trade.stoploss_order_id == '123' From 19e5dbddc6670d9d759bc140bdbd4298ec9c13e4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:53:35 +0100 Subject: [PATCH 056/783] Add filled to all orders --- tests/conftest.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..4b971c1bc 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -712,6 +712,7 @@ def limit_buy_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -727,6 +728,7 @@ def market_buy_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, + 'filled': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -742,6 +744,7 @@ def market_sell_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, + 'filled': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -757,6 +760,7 @@ def limit_buy_order_old(): 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 0.0, 'remaining': 90.99181073, 'status': 'open' } @@ -772,6 +776,7 @@ def limit_sell_order_old(): 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 0.0, 'remaining': 90.99181073, 'status': 'open' } @@ -787,6 +792,7 @@ def limit_buy_order_old_partial(): 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 23.0, 'remaining': 67.99181073, 'status': 'open' } @@ -810,6 +816,7 @@ def limit_sell_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001173, 'amount': 90.99181073, + 'filled': 90.99181073, 'remaining': 0.0, 'status': 'closed' } From f04f606b707ee39d03224e3c015610c12c5a252d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:53:50 +0100 Subject: [PATCH 057/783] Updateing order amount should use filled - not amount if possible --- freqtrade/persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0d668596c..97a6b6084 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -315,7 +315,7 @@ class Trade(_DECL_BASE): if order_type in ('market', 'limit') and order['side'] == 'buy': # Update open rate and actual amount self.open_rate = Decimal(order['price']) - self.amount = Decimal(order['amount']) + self.amount = Decimal(order.get('filled', order['amount'])) self.recalc_open_trade_price() logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self) self.open_order_id = None From 1e2fadbc022c93e4e4fb3b2679af3e86938d1182 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:54:13 +0100 Subject: [PATCH 058/783] Fix failing test --- tests/test_freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index fd6136799..4a633e0d8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2499,6 +2499,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke assert trade trades = [trade] + freqtrade.check_handle_timedout() freqtrade.exit_positions(trades) # Increase the price and sell it From 3c1b155e9ff0f837ffbd950545f93c4f8a9ffe1f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 20:05:25 +0100 Subject: [PATCH 059/783] Remove filled if amount is modified to suit fee structure --- freqtrade/freqtradebot.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index bec08fbc2..d0b37fefb 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1122,6 +1122,7 @@ class FreqtradeBot: """ Checks trades with open orders and updates the amount if necessary Handles closing both buy and sell orders. + :return: True if order has been cancelled without being filled partially, False otherwise """ # Get order details for actual price per unit if trade.open_order_id: @@ -1131,12 +1132,13 @@ class FreqtradeBot: 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 + return False # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount + del order['filled'] # Fee was applied, so set to 0 trade.fee_open = 0 trade.recalc_open_trade_price() From 95011919d3c2857b6fb34cb61d83d00c8d791a0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 10:45:05 +0100 Subject: [PATCH 060/783] Remove questionable handling of orders --- freqtrade/freqtradebot.py | 6 ------ tests/test_freqtradebot.py | 3 ++- 2 files changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d0b37fefb..a0d142dee 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -866,12 +866,6 @@ class FreqtradeBot: trade_state_update = self.update_trade_state(trade, order) - # Check if trade is still actually open - # TODO: this seems questionable at best - # if float(order.get('remaining', 0.0)) == 0.0: - # self.wallets.update() - # continue - if (order['side'] == 'buy' and ( trade_state_update or self._check_timed_out('buy', order))): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 4a633e0d8..9fb545b15 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2276,7 +2276,8 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert freqtrade.handle_timedout_limit_sell(trade, order) == 'partially filled - keeping order open' + assert (freqtrade.handle_timedout_limit_sell(trade, order) + == 'partially filled - keeping order open') # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 From 3ef568029f48a55dc22b64d4ea904da75d50b2d3 Mon Sep 17 00:00:00 2001 From: orehunt Date: Thu, 26 Mar 2020 07:05:30 +0100 Subject: [PATCH 061/783] 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 062/783] 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 063/783] 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 064/783] 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 065/783] 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 066/783] 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 067/783] 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 068/783] 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 069/783] 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 070/783] 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 071/783] 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 072/783] 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, From 45fb4d25abf06484c8a0020102fd9786826eaa8b Mon Sep 17 00:00:00 2001 From: orehunt Date: Tue, 31 Mar 2020 18:47:53 +0200 Subject: [PATCH 073/783] use equality instead of index for row lookups --- 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..b311c591a 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -132,8 +132,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m drawdown = go.Scatter( x=[highdate, lowdate], y=[ - df_comb.loc[highdate, 'cum_profit'], - df_comb.loc[lowdate, 'cum_profit'], + df_comb.loc[df_comb.index == highdate, 'cum_profit'], + df_comb.loc[df_comb.index == lowdate, 'cum_profit'], ], mode='markers', name=f"Max drawdown {max_drawdown:.2f}%", From 8bfbbac74889095d6c6c9c97e443fbc50391fa3f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 07:18:13 +0200 Subject: [PATCH 074/783] Add default trades columns --- freqtrade/constants.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 54f620631..0a35ab1fe 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -24,6 +24,7 @@ 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'] +DEFAULT_TRADES_COLUMNS = ['timestamp', 'type', 'side', 'price', 'amount', 'cost'] USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' From 1659ddcc5dc44fc00ef41b74f92302fa4d03e093 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:12:01 +0200 Subject: [PATCH 075/783] Add conversion function from fetch_trades to list --- freqtrade/constants.py | 4 +++- freqtrade/data/converter.py | 16 ++++++++++--- tests/conftest.py | 44 ++++++++++++++++++++++++++++++++++++ tests/data/test_converter.py | 23 +++++++++++++++---- 4 files changed, 78 insertions(+), 9 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 0a35ab1fe..34e1c63f1 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -24,7 +24,9 @@ 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'] -DEFAULT_TRADES_COLUMNS = ['timestamp', 'type', 'side', 'price', 'amount', 'cost'] +# Don't modify sequence of DEFAULT_TRADES_COLUMNS +# it has wide consequences for stored trades files +DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 77371bf27..7abd0453f 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -3,12 +3,13 @@ Functions to convert data from one format to another """ import logging from datetime import datetime, timezone -from typing import Any, Dict +from typing import Any, Dict, List import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS +from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS + logger = logging.getLogger(__name__) @@ -154,7 +155,16 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: return frame -def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame: +def trades_dict_to_list(trades: List[Dict]) -> List[List]: + """ + Convert fetch_trades result into a List (to be more memory efficient). + :param trades: List of trades, as returned by ccxt.fetch_trades. + :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns + """ + return [[t[col] for col in DEFAULT_TRADES_COLUMNS]for t in trades] + + +def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: """ Converts trades list to OHLCV list TODO: This should get a dedicated test diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..72f9bfe46 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1391,6 +1391,50 @@ def buy_order_fee(): } +@pytest.fixture +def fetch_trades_result(): + return [{'info': {'a': 153942751, + 'p': '0.02059000', + 'q': '6.95500000', + 'f': 170811204, + 'l': 170811204, + 'T': 1585670882666, + 'm': True, + 'M': True}, + 'timestamp': 1585670882666, + 'datetime': '2020-03-31T16:08:02.666Z', + 'symbol': 'ETH/BTC', + 'id': '153942751', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'sell', + 'price': 0.02059, + 'amount': 6.955, + 'cost': 0.14320345, + 'fee': None}, + {'info': {'a': 153942752, + 'p': '0.02059100', + 'q': '0.04900000', + 'f': 170811205, + 'l': 170811205, + 'T': 1585670889154, + 'm': False, + 'M': True}, + 'timestamp': 1585670889154, + 'datetime': '2020-03-31T16:08:09.154Z', + 'symbol': 'ETH/BTC', + 'id': '153942752', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'buy', + 'price': 0.020591, + 'amount': 0.049, + 'cost': 0.001008959, + 'fee': None}] + + @pytest.fixture(scope="function") def edge_conf(default_conf): conf = deepcopy(default_conf) diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 7dff520e0..1f7837e46 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -5,12 +5,10 @@ from freqtrade.configuration.timerange import TimeRange from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, ohlcv_fill_up_missing_data, - ohlcv_to_dataframe, + ohlcv_to_dataframe, trades_dict_to_list, trim_dataframe) -from freqtrade.data.history import (get_timerange, - load_data, - load_pair_history, - validate_backtest_data) +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 @@ -197,6 +195,21 @@ def test_trim_dataframe(testdatadir) -> None: assert all(data_modify.iloc[0] == data.iloc[25]) +def test_trades_dict_to_list(mocker, fetch_trades_result): + res = trades_dict_to_list(fetch_trades_result) + assert isinstance(res, list) + assert isinstance(res[0], list) + for i, t in enumerate(res): + assert t[0] == fetch_trades_result[i]['timestamp'] + assert t[1] == fetch_trades_result[i]['id'] + assert t[2] == fetch_trades_result[i]['type'] + assert t[3] == fetch_trades_result[i]['side'] + assert t[4] == fetch_trades_result[i]['price'] + assert t[5] == fetch_trades_result[i]['amount'] + assert t[6] == fetch_trades_result[i]['cost'] + + + def test_convert_trades_format(mocker, default_conf, testdatadir): file = testdatadir / "XRP_ETH-trades.json.gz" file_new = testdatadir / "XRP_ETH-trades.json" From d76bb1ccf4eedbb0da4f2d0077bb264f26338ed8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:20:10 +0200 Subject: [PATCH 076/783] Use List of Lists instead of list of Dicts for trades data --- freqtrade/data/history/history_utils.py | 14 +++++---- freqtrade/data/history/idatahandler.py | 17 +++++++---- freqtrade/data/history/jsondatahandler.py | 26 ++++++++++++----- freqtrade/exchange/exchange.py | 35 ++++++++++++----------- 4 files changed, 58 insertions(+), 34 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 89d29d33b..86d90f8aa 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -261,10 +261,14 @@ def _download_trades_history(exchange: Exchange, trades = data_handler.trades_load(pair) - from_id = trades[-1]['id'] if trades else None + # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = trades[-1][1] 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') + logger.debug("Current Start: %s", trades[0][0] if trades else 'None') + logger.debug("Current End: %s", trades[-1][0] if trades else 'None') + logger.info(f"Current Amount of trades: {len(trades)}") # Default since_ms to 30 days if nothing is given new_trades = exchange.get_historic_trades(pair=pair, @@ -276,8 +280,8 @@ def _download_trades_history(exchange: Exchange, trades.extend(new_trades[1]) data_handler.trades_store(pair, data=trades) - logger.debug("New Start: %s", trades[0]['datetime']) - logger.debug("New End: %s", trades[-1]['datetime']) + logger.debug("New Start: %s", trades[0][0]) + logger.debug("New End: %s", trades[-1][0]) logger.info(f"New Amount of trades: {len(trades)}") return True diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 1bb4d5971..4663c29ac 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -8,7 +8,7 @@ from abc import ABC, abstractclassmethod, abstractmethod from copy import deepcopy from datetime import datetime, timezone from pathlib import Path -from typing import Dict, List, Optional, Type +from typing import List, Optional, Type from pandas import DataFrame @@ -18,6 +18,9 @@ from freqtrade.exchange import timeframe_to_seconds logger = logging.getLogger(__name__) +# Type for trades list +TradeList = List[List] + class IDataHandler(ABC): @@ -89,23 +92,25 @@ class IDataHandler(ABC): """ @abstractmethod - def trades_store(self, pair: str, data: List[Dict]) -> None: + def trades_store(self, pair: str, data: TradeList) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ @abstractmethod - def trades_append(self, pair: str, data: List[Dict]): + def trades_append(self, pair: str, data: TradeList): """ Append data to existing files :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ @abstractmethod - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json :param pair: Load trades for this pair diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 363b03958..d4aa21a1d 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -1,6 +1,7 @@ +import logging import re from pathlib import Path -from typing import Dict, List, Optional +from typing import List, Optional import numpy as np from pandas import DataFrame, read_json, to_datetime @@ -8,8 +9,11 @@ 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 freqtrade.converter import trades_dict_to_list -from .idatahandler import IDataHandler +from .idatahandler import IDataHandler, TradeList + +logger = logging.getLogger(__name__) class JsonDataHandler(IDataHandler): @@ -113,24 +117,26 @@ 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, pair: str, data: List[Dict]) -> None: + def trades_store(self, pair: str, data: TradeList) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ 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: List[Dict]): + def trades_append(self, pair: str, data: TradeList): """ Append data to existing files :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ raise NotImplementedError() - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... @@ -140,9 +146,15 @@ class JsonDataHandler(IDataHandler): """ filename = self._pair_trades_filename(self._datadir, pair) tradesdata = misc.file_load_json(filename) + if not tradesdata: return [] + if isinstance(tradesdata[0], dict): + # Convert trades dict to list + logger.info("Old trades format detected - converting") + tradesdata = trades_dict_to_list(tradesdata) + pass return tradesdata def trades_purge(self, pair: str) -> bool: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..da23b290c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -18,13 +18,12 @@ 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 ohlcv_to_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list 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 - CcxtModuleType = Any @@ -758,7 +757,7 @@ class Exchange: @retrier_async async def _async_fetch_trades(self, pair: str, since: Optional[int] = None, - params: Optional[dict] = None) -> List[Dict]: + params: Optional[dict] = None) -> List[List]: """ Asyncronously gets trade history using fetch_trades. Handles exchange errors, does one call to the exchange. @@ -778,7 +777,7 @@ class Exchange: '(' + 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 + return trades_dict_to_list(trades) except ccxt.NotSupported as e: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical trade data.' @@ -792,7 +791,7 @@ class Exchange: async def _async_get_trade_history_id(self, pair: str, until: int, since: Optional[int] = None, - from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: + from_id: Optional[str] = None) -> Tuple[str, List[List]]: """ Asyncronously gets trade history using fetch_trades use this when exchange uses id-based iteration (check `self._trades_pagination`) @@ -803,7 +802,7 @@ class Exchange: returns tuple: (pair, trades-list) """ - trades: List[Dict] = [] + trades: List[List] = [] if not from_id: # Fetch first elements using timebased method to get an ID to paginate on @@ -812,7 +811,9 @@ class Exchange: # 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'] + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = t[-1][1] trades.extend(t[:-1]) while True: t = await self._async_fetch_trades(pair, @@ -820,21 +821,21 @@ 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 t[-1]['timestamp'] > until: + if from_id == t[-1][1] or t[-1][0] > until: logger.debug(f"Stopping because from_id did not change. " - f"Reached {t[-1]['timestamp']} > {until}") + f"Reached {t[-1][0]} > {until}") # Reached the end of the defined-download period - add last trade as well. trades.extend(t[-1:]) break - from_id = t[-1]['id'] + from_id = t[-1][1] else: break return (pair, trades) async def _async_get_trade_history_time(self, pair: str, until: int, - since: Optional[int] = None) -> Tuple[str, List]: + since: Optional[int] = None) -> Tuple[str, List[List]]: """ Asyncronously gets trade history using fetch_trades, when the exchange uses time-based iteration (check `self._trades_pagination`) @@ -844,16 +845,18 @@ class Exchange: returns tuple: (pair, trades-list) """ - trades: List[Dict] = [] + trades: List[List] = [] + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id while True: t = await self._async_fetch_trades(pair, since=since) if len(t): - since = t[-1]['timestamp'] + since = t[-1][1] trades.extend(t) # Reached the end of the defined-download period - if until and t[-1]['timestamp'] > until: + if until and t[-1][0] > until: logger.debug( - f"Stopping because until was reached. {t[-1]['timestamp']} > {until}") + f"Stopping because until was reached. {t[-1][0]} > {until}") break else: break @@ -863,7 +866,7 @@ class Exchange: 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]]: + from_id: Optional[str] = None) -> Tuple[str, List[List]]: """ Async wrapper handling downloading trades using either time or id based methods. """ From bac0eaab039410041f79beabf8f4651db7f562d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:46:42 +0200 Subject: [PATCH 077/783] fix convert to ohlcv --- freqtrade/data/converter.py | 7 ++++--- freqtrade/data/history/history_utils.py | 4 ++++ freqtrade/data/history/jsondatahandler.py | 2 +- 3 files changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 7abd0453f..90db82f74 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -174,9 +174,10 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: """ from freqtrade.exchange import timeframe_to_minutes timeframe_minutes = timeframe_to_minutes(timeframe) - df = pd.DataFrame(trades) - df['datetime'] = pd.to_datetime(df['datetime']) - df = df.set_index('datetime') + df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS) + df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', + utc=True,) + df = df.set_index('timestamp') df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc() df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum() diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 86d90f8aa..a7490f17b 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -264,7 +264,11 @@ def _download_trades_history(exchange: Exchange, # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS # DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = trades[-1][1] if trades else None + if trades and since < trades[-1][0]: + # Reset since to the last available point + since = trades[-1][0] logger.debug("Current Start: %s", trades[0][0] if trades else 'None') logger.debug("Current End: %s", trades[-1][0] if trades else 'None') diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index d4aa21a1d..50a32603b 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -9,7 +9,7 @@ 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 freqtrade.converter import trades_dict_to_list +from freqtrade.data.converter import trades_dict_to_list from .idatahandler import IDataHandler, TradeList From b95e9fe3515a15898326fcac2c6fd16453e4b08e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 06:53:04 +0200 Subject: [PATCH 078/783] Fix mocks to return correct things --- tests/conftest.py | 52 ++++++++--------------------------------------- 1 file changed, 8 insertions(+), 44 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 72f9bfe46..517a11b47 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1227,6 +1227,14 @@ def trades_for_order(): @pytest.fixture(scope="function") def trades_history(): + return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], + [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999], + [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], + [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], + [1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]] + +@pytest.fixture(scope="function") +def fetch_trades_result(): return [{'info': {'a': 126181329, 'p': '0.01962700', 'q': '0.04000000', @@ -1391,50 +1399,6 @@ def buy_order_fee(): } -@pytest.fixture -def fetch_trades_result(): - return [{'info': {'a': 153942751, - 'p': '0.02059000', - 'q': '6.95500000', - 'f': 170811204, - 'l': 170811204, - 'T': 1585670882666, - 'm': True, - 'M': True}, - 'timestamp': 1585670882666, - 'datetime': '2020-03-31T16:08:02.666Z', - 'symbol': 'ETH/BTC', - 'id': '153942751', - 'order': None, - 'type': None, - 'takerOrMaker': None, - 'side': 'sell', - 'price': 0.02059, - 'amount': 6.955, - 'cost': 0.14320345, - 'fee': None}, - {'info': {'a': 153942752, - 'p': '0.02059100', - 'q': '0.04900000', - 'f': 170811205, - 'l': 170811205, - 'T': 1585670889154, - 'm': False, - 'M': True}, - 'timestamp': 1585670889154, - 'datetime': '2020-03-31T16:08:09.154Z', - 'symbol': 'ETH/BTC', - 'id': '153942752', - 'order': None, - 'type': None, - 'takerOrMaker': None, - 'side': 'buy', - 'price': 0.020591, - 'amount': 0.049, - 'cost': 0.001008959, - 'fee': None}] - - @pytest.fixture(scope="function") def edge_conf(default_conf): conf = deepcopy(default_conf) From 59f1a061f733955c3b62c99d40b1c3b7e945f98c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 06:53:58 +0200 Subject: [PATCH 079/783] adapt exchange tests to use lists instead of dicts --- tests/exchange/test_exchange.py | 42 ++++++++++++++++----------------- 1 file changed, 21 insertions(+), 21 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..535d1f87f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1511,18 +1511,18 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, - trades_history): + fetch_trades_result): 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) + exchange._api_async.fetch_trades = get_mock_coro(fetch_trades_result) 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 isinstance(res[0], list) + assert isinstance(res[1], list) assert exchange._api_async.fetch_trades.call_count == 1 assert exchange._api_async.fetch_trades.call_args[0][0] == pair @@ -1568,7 +1568,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang if 'since' in kwargs: # Return first 3 return trades_history[:-2] - elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']: + elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3][1]: # Return 2 return trades_history[-3:-1] else: @@ -1578,8 +1578,8 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang 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=trades_history[-1]["timestamp"]-1) + ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1588,7 +1588,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang 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"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] # 2nd call assert fetch_trades_cal[1][0][0] == pair @@ -1604,7 +1604,7 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): - if kwargs['since'] == trades_history[0]["timestamp"]: + if kwargs['since'] == trades_history[0][0]: return trades_history[:-1] else: return trades_history[-1:] @@ -1614,8 +1614,8 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha # 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) + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1624,11 +1624,11 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha 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"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] # 2nd call assert fetch_trades_cal[1][0][0] == pair - assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] assert log_has_re(r"Stopping because until was reached.*", caplog) @@ -1640,7 +1640,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): - if kwargs['since'] == trades_history[0]["timestamp"]: + if kwargs['since'] == trades_history[0][0]: return trades_history[:-1] else: return [] @@ -1650,8 +1650,8 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, # 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) + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1660,7 +1660,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, 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"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] @pytest.mark.parametrize("exchange_name", EXCHANGES) @@ -1672,8 +1672,8 @@ 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)) - ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]) + ret = exchange.get_historic_trades(pair, since=trades_history[0][0], + until=trades_history[-1][0]) # Depending on the exchange, one or the other method should be called assert sum([exchange._async_get_trade_history_id.call_count, @@ -1694,8 +1694,8 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange 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"]) + exchange.get_historic_trades(pair, since=trades_history[0][0], + until=trades_history[-1][0]) @pytest.mark.parametrize("exchange_name", EXCHANGES) From 0506caf986af7e6bc82e6584e5238e74232edca0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 07:23:43 +0200 Subject: [PATCH 080/783] Implement trades_remove_dulicates --- freqtrade/data/converter.py | 17 +++++++++++++++-- tests/data/test_converter.py | 13 +++++++++++-- 2 files changed, 26 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 90db82f74..d2108b9be 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -1,15 +1,17 @@ """ Functions to convert data from one format to another """ +import itertools import logging from datetime import datetime, timezone +from operator import itemgetter from typing import Any, Dict, List import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS - +from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, + DEFAULT_TRADES_COLUMNS) logger = logging.getLogger(__name__) @@ -155,6 +157,17 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: return frame +def trades_remove_duplicates(trades: List[List]) -> List[List]: + """ + Removes duplicates from the trades list. + Uses itertools.groupby to avoid converting to pandas. + Tests show it as being pretty efficient on lists of 4M Lists. + :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns + :return: same format as above, but with duplicates removed + """ + return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))] + + def trades_dict_to_list(trades: List[Dict]) -> List[List]: """ Convert fetch_trades result into a List (to be more memory efficient). diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 1f7837e46..463700d0c 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -6,7 +6,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, ohlcv_fill_up_missing_data, ohlcv_to_dataframe, trades_dict_to_list, - trim_dataframe) + trades_remove_duplicates, trim_dataframe) from freqtrade.data.history import (get_timerange, load_data, load_pair_history, validate_backtest_data) from tests.conftest import log_has @@ -195,7 +195,16 @@ def test_trim_dataframe(testdatadir) -> None: assert all(data_modify.iloc[0] == data.iloc[25]) -def test_trades_dict_to_list(mocker, fetch_trades_result): +def test_trades_remove_duplicates(trades_history): + trades_history1 = trades_history * 3 + assert len(trades_history1) == len(trades_history) * 3 + res = trades_remove_duplicates(trades_history1) + assert len(res) == len(trades_history) + for i, t in enumerate(res): + assert t == trades_history[i] + + +def test_trades_dict_to_list(fetch_trades_result): res = trades_dict_to_list(fetch_trades_result) assert isinstance(res, list) assert isinstance(res[0], list) From ff9caf790be4118f18ebf2f9c8779cf717ae507d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 07:58:39 +0200 Subject: [PATCH 081/783] remove trade duplicates in datahandler --- freqtrade/data/history/history_utils.py | 6 +++++- freqtrade/data/history/idatahandler.py | 15 +++++++++++++-- freqtrade/data/history/jsondatahandler.py | 2 +- 3 files changed, 19 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index a7490f17b..74c8e8b96 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -9,7 +9,9 @@ from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS -from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv +from freqtrade.data.converter import (ohlcv_to_dataframe, + trades_remove_duplicates, + trades_to_ohlcv) from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange @@ -282,6 +284,8 @@ def _download_trades_history(exchange: Exchange, from_id=from_id, ) trades.extend(new_trades[1]) + # Remove duplicates to make sure we're not storing data we don't need + trades = trades_remove_duplicates(trades) data_handler.trades_store(pair, data=trades) logger.debug("New Start: %s", trades[0][0]) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 4663c29ac..d5d7c16db 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -13,7 +13,8 @@ from typing import List, Optional, Type from pandas import DataFrame from freqtrade.configuration import TimeRange -from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe +from freqtrade.data.converter import (clean_ohlcv_dataframe, + trades_remove_duplicates, trim_dataframe) from freqtrade.exchange import timeframe_to_seconds logger = logging.getLogger(__name__) @@ -110,7 +111,7 @@ class IDataHandler(ABC): """ @abstractmethod - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json :param pair: Load trades for this pair @@ -126,6 +127,16 @@ class IDataHandler(ABC): :return: True when deleted, false if file did not exist. """ + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + """ + Load a pair from file, either .json.gz or .json + Removes duplicates in the process. + :param pair: Load trades for this pair + :param timerange: Timerange to load trades for - currently not implemented + :return: List of trades + """ + return trades_remove_duplicates(self._trades_load(pair, timerange=timerange)) + def ohlcv_load(self, pair, timeframe: str, timerange: Optional[TimeRange] = None, fill_missing: bool = True, diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 50a32603b..01320f129 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -136,7 +136,7 @@ class JsonDataHandler(IDataHandler): """ raise NotImplementedError() - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... From ba03d96961a969bc43a8c930a35c0715e9a006f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:04:36 +0200 Subject: [PATCH 082/783] Test 5s offset on since --- freqtrade/data/history/history_utils.py | 3 ++- tests/data/test_history.py | 11 +++++++++++ 2 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 74c8e8b96..27aadc17c 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -270,7 +270,8 @@ def _download_trades_history(exchange: Exchange, from_id = trades[-1][1] if trades else None if trades and since < trades[-1][0]: # Reset since to the last available point - since = trades[-1][0] + # - 5 seconds (to ensure we're getting all trades) + since = trades[-1][0] - (5 * 1000) logger.debug("Current Start: %s", trades[0][0] if trades else 'None') logger.debug("Current End: %s", trades[-1][0] if trades else 'None') diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 12390538a..fedf63353 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -548,6 +548,17 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert file1.is_file() # clean files freshly downloaded + _clean_test_file(file1) + ght_mock.reset_mock() + since_time = int(trades_history[-2][0] // 1000) + timerange = TimeRange('date', None, since_time, 0) + assert _download_trades_history(data_handler=data_handler, exchange=exchange, + pair='ETH/BTC', timerange=timerange) + + assert ght_mock.call_count == 1 + # Check this in seconds - since we had to convert to seconds above too. + assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time - 5 + _clean_test_file(file1) mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', From 437d4cda5d5cdcea0a033326eb9661d2e4b6e629 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:12:13 +0200 Subject: [PATCH 083/783] Add test data for trades --- tests/testdata/XRP_ETH-trades.json.gz | Bin 473687 -> 190318 bytes tests/testdata/XRP_OLD-trades.json.gz | Bin 0 -> 473687 bytes 2 files changed, 0 insertions(+), 0 deletions(-) create mode 100644 tests/testdata/XRP_OLD-trades.json.gz diff --git a/tests/testdata/XRP_ETH-trades.json.gz b/tests/testdata/XRP_ETH-trades.json.gz index 69b92cac8a2b1abb62e2be99a200063a247dcf10..dad822005b977902d757523b80d1e7c51adfe31a 100644 GIT binary patch literal 190318 zcmV)5K*_%!iwFq$*MwdG16Wc}Uqw_%Ep&2WWMy+MYIARH0F?d9vL(B&EQtL}wWp;8 z-{iN*)RCEbW$MVPp}!ZL!2vkO1m@bc&OY~^Ts!F_f&qefI{qL3kJQF9T7FXM`T6-j zQfX<;XZ#;O|DXTs|NK9H{*V9f|NH;^KmU)P=il?Bno7+-x%_+Z=aSnqd;fp_1PIeb z$i4rx`XY>;XX%v@#_ClOR){cPfRxIU@+5#f*E2o<>G=Tszy7cPpS{CaKW(OsFthxN zwAPKV^d(XX5!Uk}6!~*c1W?LoO98S6(AxM(>AZvdLEdS7{^7SNwY98J#odlp`j2ef z2FtV7ISPN1mY$|NnyL#?CqGTkW4TXrLp2{N&7UJ5Pt7&AVpxr^My|;=sk@uB?oDca zTmUU~1sEPcm%qROW6;K=XSK%wd|~Zv{{LzWOgeX?B!#h1yw4d+HnYxK_hP~}g{HqsYKx%KQu 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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: Wed, 1 Apr 2020 20:12:28 +0200 Subject: [PATCH 084/783] Add test for trades data conversation --- tests/data/test_history.py | 13 ++++++++++++- 1 file changed, 12 insertions(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index fedf63353..8df968217 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -612,7 +612,7 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir): 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'} + assert set(pairs) == {'XRP/ETH', 'XRP/OLD'} def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): @@ -625,6 +625,17 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') +def test_jsondatahandler_trades_load(mocker, testdatadir, caplog): + dh = JsonGzDataHandler(testdatadir) + logmsg = "Old trades format detected - converting" + dh.trades_load('XRP/ETH') + assert not log_has(logmsg, caplog) + + # Test conversation is happening + dh.trades_load('XRP/OLD') + assert log_has(logmsg, caplog) + + def test_jsondatahandler_trades_purge(mocker, testdatadir): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) mocker.patch.object(Path, "unlink", MagicMock()) From 0d51383b57fa7a09410bdeab9398e3f2b0b27761 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:31:21 +0200 Subject: [PATCH 085/783] Format logmessages correctly --- freqtrade/data/history/history_utils.py | 11 +++++++---- tests/data/test_history.py | 8 ++++---- 2 files changed, 11 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 27aadc17c..1b51b864c 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -15,6 +15,7 @@ from freqtrade.data.converter import (ohlcv_to_dataframe, from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange +from freqtrade.misc import format_ms_time logger = logging.getLogger(__name__) @@ -271,10 +272,12 @@ def _download_trades_history(exchange: Exchange, if trades and since < trades[-1][0]: # Reset since to the last available point # - 5 seconds (to ensure we're getting all trades) + logger.info(f"Using last trade date -5s - Downloading trades for {pair} " + f"since: {format_ms_time(since)}.") since = trades[-1][0] - (5 * 1000) - logger.debug("Current Start: %s", trades[0][0] if trades else 'None') - logger.debug("Current End: %s", trades[-1][0] if trades else 'None') + logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}") + logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}") logger.info(f"Current Amount of trades: {len(trades)}") # Default since_ms to 30 days if nothing is given @@ -289,8 +292,8 @@ def _download_trades_history(exchange: Exchange, trades = trades_remove_duplicates(trades) data_handler.trades_store(pair, data=trades) - logger.debug("New Start: %s", trades[0][0]) - logger.debug("New End: %s", trades[-1][0]) + logger.debug(f"New Start: {format_ms_time(trades[0][0])}") + logger.debug(f"New End: {format_ms_time(trades[-1][0])}") logger.info(f"New Amount of trades: {len(trades)}") return True diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 8df968217..072bf00f5 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -547,18 +547,18 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert log_has("New Amount of trades: 5", caplog) assert file1.is_file() - # clean files freshly downloaded - _clean_test_file(file1) ght_mock.reset_mock() - since_time = int(trades_history[-2][0] // 1000) + since_time = int(trades_history[-3][0] // 1000) + since_time2 = int(trades_history[-1][0] // 1000) timerange = TimeRange('date', None, since_time, 0) assert _download_trades_history(data_handler=data_handler, exchange=exchange, pair='ETH/BTC', timerange=timerange) assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. - assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time - 5 + assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time2 - 5 + # clean files freshly downloaded _clean_test_file(file1) mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', From eab6c9c5f2838a0d464a5a5f3f2bf672e0f27f1e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:50:00 +0200 Subject: [PATCH 086/783] Fix message --- freqtrade/data/history/history_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 1b51b864c..5cdcd7276 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -272,9 +272,9 @@ def _download_trades_history(exchange: Exchange, if trades and since < trades[-1][0]: # Reset since to the last available point # - 5 seconds (to ensure we're getting all trades) + since = trades[-1][0] - (5 * 1000) logger.info(f"Using last trade date -5s - Downloading trades for {pair} " f"since: {format_ms_time(since)}.") - since = trades[-1][0] - (5 * 1000) logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}") logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}") From 9d7ad23d426a1c5e135e05c07cbb24985285efa4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 08:20:50 +0200 Subject: [PATCH 087/783] Fix test leakage --- freqtrade/data/history/history_utils.py | 8 +++--- tests/conftest.py | 1 + tests/data/test_converter.py | 36 ++++++++++++++----------- 3 files changed, 25 insertions(+), 20 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 5cdcd7276..4f3f75a87 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -260,7 +260,9 @@ def _download_trades_history(exchange: Exchange, """ try: - since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None + since = timerange.startts * 1000 if \ + (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift( + days=-30).float_timestamp) * 1000 trades = data_handler.trades_load(pair) @@ -282,9 +284,7 @@ def _download_trades_history(exchange: Exchange, # Default since_ms to 30 days if nothing is given new_trades = exchange.get_historic_trades(pair=pair, - since=since if since else - int(arrow.utcnow().shift( - days=-30).float_timestamp) * 1000, + since=since, from_id=from_id, ) trades.extend(new_trades[1]) diff --git a/tests/conftest.py b/tests/conftest.py index 517a11b47..a4beeec33 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1233,6 +1233,7 @@ def trades_history(): [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]] + @pytest.fixture(scope="function") def fetch_trades_result(): return [{'info': {'a': 126181329, diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 463700d0c..4a580366f 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -218,33 +218,37 @@ def test_trades_dict_to_list(fetch_trades_result): assert t[6] == fetch_trades_result[i]['cost'] - def test_convert_trades_format(mocker, default_conf, testdatadir): - file = testdatadir / "XRP_ETH-trades.json.gz" - file_new = testdatadir / "XRP_ETH-trades.json" - _backup_file(file, copy_file=True) - default_conf['datadir'] = testdatadir + files = [{'old': testdatadir / "XRP_ETH-trades.json.gz", + 'new': testdatadir / "XRP_ETH-trades.json"}, + {'old': testdatadir / "XRP_OLD-trades.json.gz", + 'new': testdatadir / "XRP_OLD-trades.json"}, + ] + for file in files: + _backup_file(file['old'], copy_file=True) + assert not file['new'].exists() - assert not file_new.exists() + default_conf['datadir'] = testdatadir convert_trades_format(default_conf, convert_from='jsongz', convert_to='json', erase=False) - assert file_new.exists() - assert file.exists() + for file in files: + assert file['new'].exists() + assert file['old'].exists() - # Remove original file - file.unlink() + # Remove original file + file['old'].unlink() # Convert back convert_trades_format(default_conf, convert_from='json', convert_to='jsongz', erase=True) + for file in files: + assert file['old'].exists() + assert not file['new'].exists() - assert file.exists() - assert not file_new.exists() - - _clean_test_file(file) - if file_new.exists(): - file_new.unlink() + _clean_test_file(file['old']) + if file['new'].exists(): + file['new'].unlink() def test_convert_ohlcv_format(mocker, default_conf, testdatadir): From 46f1d1f39f0bb1bf2e7379ab6b520d0c8e1baa47 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 11:54:30 +0200 Subject: [PATCH 088/783] Failing test might be incompatibility --- tests/data/test_history.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 072bf00f5..6fd4d9569 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -556,7 +556,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. - assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time2 - 5 + assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5 # clean files freshly downloaded _clean_test_file(file1) From cf6e6488c72c58e80567bdc90a27de0550c9154b Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 17:29:18 +0200 Subject: [PATCH 089/783] Fix filename handling with --strategy-list --- freqtrade/optimize/optimize_reports.py | 7 ++++--- tests/optimize/test_optimize_reports.py | 9 +++++++-- 2 files changed, 11 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 251da9159..646afb5df 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -24,13 +24,14 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame for index, t in results.iterrows()] if records: + filename = recordfilename if len(all_results) > 1: # Inject strategy to filename - recordfilename = Path.joinpath( + filename = 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) + logger.info(f'Dumping backtest results to {filename}') + file_dump_json(filename, records) def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int, diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index f19668459..3bbc396c8 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -160,10 +160,15 @@ def test_backtest_record(default_conf, fee, mocker): # reset test to test with strategy name names = [] records = [] - results['Strat'] = pd.DataFrame() + results['Strat'] = results['DefStrat'] + results['Strat2'] = results['DefStrat'] store_backtest_result(Path("backtest-result.json"), results) # Assert file_dump_json was only called once - assert names == [Path('backtest-result-DefStrat.json')] + assert names == [ + Path('backtest-result-DefStrat.json'), + Path('backtest-result-Strat.json'), + Path('backtest-result-Strat2.json'), + ] records = records[0] # Ensure records are of correct type assert len(records) == 4 From 3fcd531eacbda7ca89e64ff68e0185efc8bd621d Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 4 Nov 2019 20:19:43 +0100 Subject: [PATCH 090/783] Copy dataframe in interfac.py (reduces memory consumption) --- 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 89a38bf54..6307e664e 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -468,7 +468,7 @@ class IStrategy(ABC): 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}) + return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}) for pair, pair_data in data.items()} def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: From de471862635f7344924c47ae91d2b00bd7a3c4e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Jan 2020 11:42:31 +0100 Subject: [PATCH 091/783] Use .loc for assignments --- 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 1725a7d13..f29f599a6 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -149,8 +149,8 @@ class Backtesting: # To avoid using data from future, we use buy/sell signals shifted # from the previous candle - df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1) - df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1) + df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1) + df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1) df_analyzed.drop(df_analyzed.head(1).index, inplace=True) From c465552df4b37be165157a1ad6c7e9e22e92f4b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 20:17:54 +0200 Subject: [PATCH 092/783] Update comment to mention .copy() usage --- freqtrade/strategy/interface.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 6307e664e..c6f711b74 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -467,6 +467,9 @@ class IStrategy(ABC): """ Creates a dataframe and populates indicators for given candle (OHLCV) data Used by optimize operations only, not during dry / live runs. + Using .copy() to get a fresh copy of the dataframe for every strategy run. + Has positive effects on memory usage for whatever reason - also when + using only one strategy. """ return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}) for pair, pair_data in data.items()} From d4dde011405365fced9a93b2c916e31a66233344 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 20:23:20 +0200 Subject: [PATCH 093/783] Add test --- tests/strategy/test_interface.py | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 8bc399f42..1c31aeb6a 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -168,6 +168,19 @@ def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed +def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None: + default_conf.update({'strategy': 'DefaultStrategy'}) + strategy = StrategyResolver.load_strategy(default_conf) + aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators') + timerange = TimeRange.parse_timerange('1510694220-1510700340') + data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, + fill_up_missing=True) + strategy.ohlcvdata_to_dataframe(data) + assert aimock.call_count == 1 + # Ensure that a copy of the dataframe is passed to advice_indicators + assert aimock.call_args_list[0][0][0] is not data + + def test_min_roi_reached(default_conf, fee) -> None: # Use list to confirm sequence does not matter From a99c53f1ec4f89cd5fa2fe6c57f958f9fa4fd1cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:29:03 +0200 Subject: [PATCH 094/783] Add test showing that high is before low --- tests/data/test_btanalysis.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 463e5ae36..9f23ecf8f 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -191,3 +191,18 @@ def test_calculate_max_drawdown(testdatadir): 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()) + + +def test_calculate_max_drawdown2(): + values = [0.011580, 0.010048, 0.011340, 0.012161, 0.010416, 0.010009, 0.020024, + -0.024662, -0.022350, 0.020496, -0.029859, -0.030511, 0.010041, 0.010872, + -0.025782, 0.010400, 0.012374, 0.012467, 0.114741, 0.010303, 0.010088, + -0.033961, 0.010680, 0.010886, -0.029274, 0.011178, 0.010693, 0.010711] + + dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))] + df = DataFrame(zip(values, dates), columns=['profit', 'open_time']) + drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit') + assert isinstance(drawdown, float) + # High must be before low + assert h < low + assert drawdown == 0.091755 From e204170eb65055d487ab68e23150c658162d0007 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:29:40 +0200 Subject: [PATCH 095/783] Fix max_drawdown bug finding low before high! --- freqtrade/data/btanalysis.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 23a9f720c..1ff737b90 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -219,7 +219,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' 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(), date_col] - low_date = profit_results.loc[max_drawdown_df['drawdown'].idxmin(), date_col] - + idxmin = max_drawdown_df['drawdown'].idxmin() + high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col] + low_date = profit_results.loc[idxmin, date_col] return abs(min(max_drawdown_df['drawdown'])), high_date, low_date From 4e907e2304da16c5ed28f93aa239f244e4c2a79d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:35:53 +0200 Subject: [PATCH 096/783] Use timeframe_to_prev_date to move trade-date to candle --- freqtrade/plot/plotting.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index b311c591a..5da067069 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -10,6 +10,7 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, create_cum_profit, extract_trades_of_period, load_trades) from freqtrade.data.converter import trim_dataframe +from freqtrade.exchange import timeframe_to_prev_date from freqtrade.data.history import load_data from freqtrade.misc import pair_to_filename from freqtrade.resolvers import StrategyResolver @@ -122,7 +123,8 @@ 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: +def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame, + timeframe: str) -> make_subplots: """ Add scatter points indicating max drawdown """ @@ -132,8 +134,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m drawdown = go.Scatter( x=[highdate, lowdate], y=[ - df_comb.loc[df_comb.index == highdate, 'cum_profit'], - df_comb.loc[df_comb.index == lowdate, 'cum_profit'], + df_comb.loc[timeframe_to_prev_date(timeframe, highdate), 'cum_profit'], + df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), 'cum_profit'], ], mode='markers', name=f"Max drawdown {max_drawdown:.2f}%", @@ -405,7 +407,7 @@ def generate_profit_graph(pairs: str, data: 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) + fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe) for pair in pairs: profit_col = f'cum_profit_{pair}' From 41d5c40f1099a0f35c9906a6554edb7ff1de9015 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:43:01 +0200 Subject: [PATCH 097/783] Correctly test drawdown plot --- freqtrade/data/btanalysis.py | 2 ++ tests/data/test_btanalysis.py | 4 ++++ tests/test_plotting.py | 4 ++-- 3 files changed, 8 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 1ff737b90..4505ea52a 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -220,6 +220,8 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value'] idxmin = max_drawdown_df['drawdown'].idxmin() + if idxmin == 0: + raise ValueError("No losing trade, therefore no drawdown.") high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col] low_date = profit_results.loc[idxmin, date_col] return abs(min(max_drawdown_df['drawdown'])), high_date, low_date diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 9f23ecf8f..4eec20976 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -206,3 +206,7 @@ def test_calculate_max_drawdown2(): # High must be before low assert h < low assert drawdown == 0.091755 + + df = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_time']) + with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): + calculate_max_drawdown(df, date_col='open_time', value_col='profit') diff --git a/tests/test_plotting.py b/tests/test_plotting.py index a5c965429..0258b94d1 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -266,7 +266,7 @@ def test_generate_profit_graph(testdatadir): filename = testdatadir / "backtest-result_test.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - pairs = ["TRX/BTC", "ADA/BTC"] + pairs = ["TRX/BTC", "XLM/BTC"] trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')] data = history.load_data(datadir=testdatadir, @@ -292,7 +292,7 @@ def test_generate_profit_graph(testdatadir): 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%") + profit = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%") assert isinstance(profit, go.Scatter) for pair in pairs: From 0a14d5ec467bdab197d1d100446f7c4dd5fdb698 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 16:14:02 +0200 Subject: [PATCH 098/783] trades history RPC --- freqtrade/rpc/api_server.py | 16 ++++++++++++- freqtrade/rpc/rpc.py | 47 +++++++++++++++++++++++++++++++++++++ scripts/rest_client.py | 7 ++++++ 3 files changed, 69 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 8f4cc4787..7e0cdd71d 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -173,7 +173,8 @@ class ApiServer(RPC): view_func=self._show_config, methods=['GET']) self.app.add_url_rule(f'{BASE_URI}/ping', 'ping', view_func=self._ping, methods=['GET']) - + self.app.add_url_rule(f'{BASE_URI}/trades', 'trades', + view_func=self._trades, methods=['GET']) # Combined actions and infos self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET', 'POST']) @@ -357,6 +358,19 @@ class ApiServer(RPC): results = self._rpc_balance(self._config['stake_currency'], self._config.get('fiat_display_currency', '')) return self.rest_dump(results) + + @require_login + @rpc_catch_errors + def _trades(self): + """ + Handler for /trades. + + Returns the X last trades in json format + """ + last_trades_number = request.args.get('last_trades_number', 0) + last_trades_number = int(last_trades_number) + results = self._rpc_trade_history(last_trades_number) + return self.rest_dump(results) @require_login @rpc_catch_errors diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a0f50b070..b0c045e4a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -226,6 +226,53 @@ class RPC: for key, value in profit_days.items() ] + def _rpc_trade_history( + self, last_trades_number: int) -> List[List[Any]]: + """ Returns the X last trades """ + if last_trades_number > 0: + trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) + else: + trades = Trade.get_trades().order_by(Trade.id.desc()).all() + + output = [] + + for trade in trades: + output.append({ + 'id': trade.id, + 'pair': trade.pair, + 'exchange': trade.exchange, + 'is_open': trade.is_open if trade.is_open is not None else 0, + 'open_rate': trade.open_rate, + 'close_rate': trade.close_rate, + 'fee_open': trade.fee_open, + 'fee_close': trade.fee_close, + 'open_rate_requested': trade.open_rate_requested, + 'open_trade_price': trade.open_trade_price, + 'close_rate_requested': trade.close_rate_requested, + 'close_profit': trade.close_profit, + 'close_profit_abs': trade.close_profit_abs, + 'stake_amount': trade.stake_amount, + 'amount': trade.amount, + 'open_date': trade.open_date, + 'close_date': trade.close_date, + 'open_order_id': trade.open_order_id, + 'stop_loss': trade.stop_loss, + 'stop_loss_pct': trade.stop_loss_pct, + 'initial_stop_loss': trade.initial_stop_loss, + 'initial_stop_loss_pct': trade.initial_stop_loss_pct, + 'stoploss_order_id': trade.stoploss_order_id, + 'stoploss_last_update': trade.stoploss_last_update, + 'max_rate': trade.max_rate, + 'min_rate': trade.min_rate, + 'sell_reason': trade.sell_reason, + 'strategy': trade.strategy, + 'ticker_interval': trade.ticker_interval, + }) + + return { + "trades" : output + } + def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: """ Returns cumulative profit statistics """ diff --git a/scripts/rest_client.py b/scripts/rest_client.py index ccb33604f..5cbdd8e07 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,6 +156,13 @@ class FtRestClient(): """ return self._get("show_config") + def history(self, number=None): + """Return the amount of open trades. + + :return: json object + """ + return self._get("trades", params={"last_trades_number": number} if number else 0) + def whitelist(self): """Show the current whitelist. From 15c45b984d20d3079875d4b1480e9bac0067b7cd Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 16:47:46 +0200 Subject: [PATCH 099/783] removing whitespace --- freqtrade/rpc/api_server.py | 2 +- freqtrade/rpc/rpc.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 7e0cdd71d..d2fb5bfad 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -358,7 +358,7 @@ class ApiServer(RPC): results = self._rpc_balance(self._config['stake_currency'], self._config.get('fiat_display_currency', '')) return self.rest_dump(results) - + @require_login @rpc_catch_errors def _trades(self): diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index b0c045e4a..a3506816b 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -270,7 +270,7 @@ class RPC: }) return { - "trades" : output + "trades": output } def _rpc_trade_statistics( From 8555c5b2110b29a65d20843fa1a66bf79a3a8219 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 17:03:51 +0200 Subject: [PATCH 100/783] fix return value --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a3506816b..01e593e82 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,7 +227,7 @@ class RPC: ] def _rpc_trade_history( - self, last_trades_number: int) -> List[List[Any]]: + self, last_trades_number: int) -> Dict[str, List[Dict[str, Any]]]: """ Returns the X last trades """ if last_trades_number > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) From 6256025c73ae59ce9f9f3c9e52216bd157db0a22 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 11:00:31 +0200 Subject: [PATCH 101/783] various adjustement from PR discussion --- freqtrade/persistence.py | 15 +++++++++++++- freqtrade/rpc/api_server.py | 5 ++--- freqtrade/rpc/rpc.py | 41 ++++++------------------------------- scripts/rest_client.py | 7 ++++--- 4 files changed, 26 insertions(+), 42 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0d668596c..b0ef4bd8f 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -188,7 +188,7 @@ 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 - calculated via _calc_open_trade_price open_trade_price = Column(Float) close_rate = Column(Float) close_rate_requested = Column(Float) @@ -233,6 +233,9 @@ class Trade(_DECL_BASE): return { 'trade_id': self.id, 'pair': self.pair, + 'is_open': self.is_open, + 'fee_open': self.fee_open, + 'fee_close': self.fee_close, 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'close_date_hum': (arrow.get(self.close_date).humanize() @@ -240,14 +243,24 @@ class Trade(_DECL_BASE): 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") if self.close_date else None), 'open_rate': self.open_rate, + 'open_rate_requested': self.open_rate_requested, + 'open_trade_price': self.open_trade_price, 'close_rate': self.close_rate, + 'close_rate_requested': self.close_rate_requested, 'amount': round(self.amount, 8), 'stake_amount': round(self.stake_amount, 8), + 'close_profit': self.close_profit, + 'sell_reason': self.sell_reason, 'stop_loss': self.stop_loss, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'initial_stop_loss': self.initial_stop_loss, 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 if self.initial_stop_loss_pct else None), + 'min_rate': self.min_rate, + 'max_rate': self.max_rate, + 'strategy': self.strategy, + 'ticker_interval': self.ticker_interval, + 'open_order_id': self.open_order_id, } def adjust_min_max_rates(self, current_price: float) -> None: diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index d2fb5bfad..0335bb151 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -367,9 +367,8 @@ class ApiServer(RPC): Returns the X last trades in json format """ - last_trades_number = request.args.get('last_trades_number', 0) - last_trades_number = int(last_trades_number) - results = self._rpc_trade_history(last_trades_number) + limit = int(request.args.get('limit', 0)) + results = self._rpc_trade_history(limit) return self.rest_dump(results) @require_login diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 01e593e82..b78856265 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,50 +227,21 @@ class RPC: ] def _rpc_trade_history( - self, last_trades_number: int) -> Dict[str, List[Dict[str, Any]]]: + self, limit: int) -> Dict[str, List[Dict[str, Any]]]: """ Returns the X last trades """ - if last_trades_number > 0: - trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) + if limit > 0: + trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) else: trades = Trade.get_trades().order_by(Trade.id.desc()).all() output = [] for trade in trades: - output.append({ - 'id': trade.id, - 'pair': trade.pair, - 'exchange': trade.exchange, - 'is_open': trade.is_open if trade.is_open is not None else 0, - 'open_rate': trade.open_rate, - 'close_rate': trade.close_rate, - 'fee_open': trade.fee_open, - 'fee_close': trade.fee_close, - 'open_rate_requested': trade.open_rate_requested, - 'open_trade_price': trade.open_trade_price, - 'close_rate_requested': trade.close_rate_requested, - 'close_profit': trade.close_profit, - 'close_profit_abs': trade.close_profit_abs, - 'stake_amount': trade.stake_amount, - 'amount': trade.amount, - 'open_date': trade.open_date, - 'close_date': trade.close_date, - 'open_order_id': trade.open_order_id, - 'stop_loss': trade.stop_loss, - 'stop_loss_pct': trade.stop_loss_pct, - 'initial_stop_loss': trade.initial_stop_loss, - 'initial_stop_loss_pct': trade.initial_stop_loss_pct, - 'stoploss_order_id': trade.stoploss_order_id, - 'stoploss_last_update': trade.stoploss_last_update, - 'max_rate': trade.max_rate, - 'min_rate': trade.min_rate, - 'sell_reason': trade.sell_reason, - 'strategy': trade.strategy, - 'ticker_interval': trade.ticker_interval, - }) + output.append(trade.to_json()) return { - "trades": output + "trades": output, + "trades_count": len(output) } def _rpc_trade_statistics( diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 5cbdd8e07..116c00063 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,12 +156,13 @@ class FtRestClient(): """ return self._get("show_config") - def history(self, number=None): - """Return the amount of open trades. + def history(self, limit=None): + """Return trades history. + :param limit: Limits trades to the X last trades . No limit to get all the trades. :return: json object """ - return self._get("trades", params={"last_trades_number": number} if number else 0) + return self._get("trades", params={"limit": limit} if limit else 0) def whitelist(self): """Show the current whitelist. From a1e81a51efcc8497e1cdae8cb0303d894b6f2a17 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:09:54 +0000 Subject: [PATCH 102/783] Bump ccxt from 1.25.38 to 1.25.81 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.25.38 to 1.25.81. - [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/1.25.38...1.25.81) 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 3c9802990..7e873aa83 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==1.25.38 +ccxt==1.25.81 SQLAlchemy==1.3.15 python-telegram-bot==12.5 arrow==0.15.5 From 5de7ee3bdb1f11d3ae082face12a960c804136db Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:10:07 +0000 Subject: [PATCH 103/783] Bump plotly from 4.5.4 to 4.6.0 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.4 to 4.6.0. - [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/v4.5.4...v4.6.0) 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 7a5b21e2d..3db48a201 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.5.4 +plotly==4.6.0 From 144d252e19bff28837f3f22fb29b3d42024e99eb Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:10:30 +0000 Subject: [PATCH 104/783] Bump flask from 1.1.1 to 1.1.2 Bumps [flask](https://github.com/pallets/flask) from 1.1.1 to 1.1.2. - [Release notes](https://github.com/pallets/flask/releases) - [Changelog](https://github.com/pallets/flask/blob/master/CHANGES.rst) - [Commits](https://github.com/pallets/flask/compare/1.1.1...1.1.2) 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 3c9802990..310383680 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -24,7 +24,7 @@ python-rapidjson==0.9.1 sdnotify==0.3.2 # Api server -flask==1.1.1 +flask==1.1.2 # Support for colorized terminal output colorama==0.4.3 From 0b30cb7f8f42fd0e1fe430c3ec5299fda03dec09 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:11:33 +0000 Subject: [PATCH 105/783] Bump pytest-mock from 2.0.0 to 3.0.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 2.0.0 to 3.0.0. - [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/v2.0.0...v3.0.0) 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 01f189c56..814003cbf 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 -pytest-mock==2.0.0 +pytest-mock==3.0.0 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From be76e3c55482e9ae55bc820ca8b8e53dec247b75 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:23:21 +0000 Subject: [PATCH 106/783] Bump python-telegram-bot from 12.5 to 12.5.1 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.5 to 12.5.1. - [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/v12.5...v12.5.1) 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 7e873aa83..7f2b39ff2 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.25.81 SQLAlchemy==1.3.15 -python-telegram-bot==12.5 +python-telegram-bot==12.5.1 arrow==0.15.5 cachetools==4.0.0 requests==2.23.0 From 815660c0700726d7c7cb9a8b82bf9e76186f016f Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 11:32:00 +0200 Subject: [PATCH 107/783] fix tests --- tests/rpc/test_rpc.py | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 47ffb771b..875a234b2 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -49,6 +49,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'is_open': ANY, + 'fee_open': ANY, + 'fee_close': ANY, + 'open_rate_requested': ANY, + 'open_trade_price': ANY, + 'close_rate_requested': ANY, + 'sell_reason': ANY, + 'min_rate': ANY, + 'max_rate': ANY, + 'strategy': ANY, + 'ticker_interval': ANY, + 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, 'open_rate': 1.098e-05, @@ -76,6 +88,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'is_open': ANY, + 'fee_open': ANY, + 'fee_close': ANY, + 'open_rate_requested': ANY, + 'open_trade_price': ANY, + 'close_rate_requested': ANY, + 'sell_reason': ANY, + 'min_rate': ANY, + 'max_rate': ANY, + 'strategy': ANY, + 'ticker_interval': ANY, + 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, 'open_rate': 1.098e-05, From d5609d49972f2d8ddc873b945090bba2635db00f Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Mon, 6 Apr 2020 13:12:32 +0200 Subject: [PATCH 108/783] Changed back to progressbar2 for better handling of logger. Coloring still needs some work (bug + what colors to use) --- freqtrade/optimize/hyperopt.py | 107 ++++++++++++++++++--------------- requirements-hyperopt.txt | 2 +- setup.py | 1 + 3 files changed, 59 insertions(+), 51 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a5921703f..1adaf54e1 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -22,7 +22,7 @@ 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 tqdm import tqdm +import progressbar import tabulate from os import path import io @@ -44,7 +44,8 @@ with warnings.catch_warnings(): from skopt import Optimizer from skopt.space import Dimension - +progressbar.streams.wrap_stderr() +progressbar.streams.wrap_stdout() logger = logging.getLogger(__name__) @@ -682,55 +683,67 @@ class Hyperopt: logger.info(f'Effective number of parallel workers used: {jobs}') # Define progressbar - self.progress_bar = tqdm( - total=self.total_epochs, ncols=108, unit=' Epoch', - bar_format='Epoch {n_fmt}/{total_fmt} ({percentage:3.0f}%)|{bar}|' - ' [{elapsed}<{remaining} {rate_fmt}{postfix}]' - ) + if self.print_colorized: + widgets = [ + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), + ' (', progressbar.Percentage(), ')] ', + progressbar.Bar(marker=progressbar.AnimatedMarker( + fill='█', + fill_wrap='\x1b[32m{}\x1b[39m', + marker_wrap='\x1b[31m{}\x1b[39m', + )), + ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', + ] + else: + widgets = [ + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), '] ', + progressbar.Bar(marker='█'), + ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', + ] + with progressbar.ProgressBar( + maxval=self.total_epochs, redirect_stdout=True, redirect_stderr=True, + widgets=widgets + ) as pbar: + EVALS = ceil(self.total_epochs / jobs) + for i in range(EVALS): + # Correct the number of epochs to be processed for the last + # 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 - EVALS = ceil(self.total_epochs / jobs) - for i in range(EVALS): - # 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() - 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() + # Calculate progressbar outputs + for j, val in enumerate(f_val): + # Use human-friendly indexes here (starting from 1) + current = i * jobs + j + 1 + val['current_epoch'] = current + val['is_initial_point'] = current <= INITIAL_POINTS - # Calculate progressbar outputs - for j, val in enumerate(f_val): - # Use human-friendly indexes here (starting from 1) - current = i * jobs + j + 1 - val['current_epoch'] = current - val['is_initial_point'] = current <= INITIAL_POINTS - logger.debug(f"Optimizer epoch evaluated: {val}") + logger.debug(f"Optimizer epoch evaluated: {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 - output = self.get_results(val) - if output: - self.progress_bar.write(output) - self.progress_bar.ncols = 108 - self.progress_bar.update(1) + 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() - self.progress_bar.ncols = 108 - self.progress_bar.close() + 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() + + pbar.update(current) except KeyboardInterrupt: - self.progress_bar.close() print('User interrupted..') self.save_trials(final=True) @@ -743,9 +756,3 @@ class Hyperopt: # 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.") - - def __getstate__(self): - state = self.__dict__.copy() - del state['trials'] - del state['progress_bar'] - return state diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 7469674cd..6df1eb157 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -tqdm==4.43.0 +progressbar2==3.50.1 diff --git a/setup.py b/setup.py index 7890f862e..94c48a6a7 100644 --- a/setup.py +++ b/setup.py @@ -24,6 +24,7 @@ hyperopt = [ 'scikit-optimize', 'filelock', 'joblib', + 'progressbar2', ] develop = [ From c1f9595086b3a3b2f7871ac0818c878a9c11b876 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 15:49:24 +0200 Subject: [PATCH 109/783] fix broken tests --- tests/rpc/test_rpc_apiserver.py | 33 +++++++++++++++++++++++++++++++-- tests/test_persistence.py | 30 ++++++++++++++++++++++++++++-- 2 files changed, 59 insertions(+), 4 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index e0abd886d..79073825d 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -444,7 +444,22 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stake_amount': 0.001, 'stop_loss': 0.0, 'stop_loss_pct': None, - 'trade_id': 1}] + 'trade_id': 1, + 'close_rate_requested': None, + 'current_profit': -0.41, + 'current_rate': 1.099e-05, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'open_date': ANY, + 'is_open': True, + 'max_rate': 0.0, + 'min_rate': None, + 'open_order_id': ANY, + 'open_rate_requested': 1.098e-05, + 'open_trade_price': 0.0010025, + 'sell_reason': None, + 'strategy': 'DefaultStrategy', + 'ticker_interval': 5}] def test_api_version(botclient): @@ -533,7 +548,21 @@ def test_api_forcebuy(botclient, mocker, fee): 'stake_amount': 1, 'stop_loss': None, 'stop_loss_pct': None, - 'trade_id': None} + 'trade_id': None, + 'close_profit': None, + 'close_rate_requested': None, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'is_open': False, + 'max_rate': None, + 'min_rate': None, + 'open_order_id': '123456', + 'open_rate_requested': None, + 'open_trade_price': 0.2460546025, + 'sell_reason': None, + 'strategy': None, + 'ticker_interval': None + } def test_api_forcesell(botclient, mocker, ticker, fee, markets): diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 991922cba..c6de10e3d 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -777,18 +777,31 @@ def test_to_json(default_conf, fee): assert result == {'trade_id': None, 'pair': 'ETH/BTC', + 'is_open': None, 'open_date_hum': '2 hours ago', 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_order_id': 'dry_run_buy_12345', 'close_date_hum': None, 'close_date': None, 'open_rate': 0.123, + 'open_rate_requested': None, + 'open_trade_price': 15.1668225, + 'fee_close': 0.0025, + 'fee_open': 0.0025, 'close_rate': None, + 'close_rate_requested': None, 'amount': 123.0, 'stake_amount': 0.001, + 'close_profit': None, + 'sell_reason': None, 'stop_loss': None, 'stop_loss_pct': None, 'initial_stop_loss': None, - 'initial_stop_loss_pct': None} + 'initial_stop_loss_pct': None, + 'min_rate': None, + 'max_rate': None, + 'strategy': None, + 'ticker_interval': None} # Simulate dry_run entries trade = Trade( @@ -819,7 +832,20 @@ def test_to_json(default_conf, fee): 'stop_loss': None, 'stop_loss_pct': None, 'initial_stop_loss': None, - 'initial_stop_loss_pct': None} + 'initial_stop_loss_pct': None, + 'close_profit': None, + 'close_rate_requested': None, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'is_open': None, + 'max_rate': None, + 'min_rate': None, + 'open_order_id': None, + 'open_rate_requested': None, + 'open_trade_price': 12.33075, + 'sell_reason': None, + 'strategy': None, + 'ticker_interval': None} def test_stoploss_reinitialization(default_conf, fee): From 20abb379aaeaea97f63b193d5e1a2caddb892533 Mon Sep 17 00:00:00 2001 From: orehunt Date: Mon, 6 Apr 2020 15:49:59 +0200 Subject: [PATCH 110/783] trim trades to the available ohlcv data before plotting profits --- freqtrade/data/btanalysis.py | 13 ++++++++++--- freqtrade/plot/plotting.py | 3 +++ 2 files changed, 13 insertions(+), 3 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 23a9f720c..780980ad6 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -151,13 +151,20 @@ def load_trades(source: str, db_url: str, exportfilename: Path, return load_backtest_data(exportfilename) -def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame: +def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame, + date_index=False) -> pd.DataFrame: """ Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ - trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & - (trades['close_time'] <= dataframe.iloc[-1]['date'])] + if date_index: + trades_start = dataframe.index[0] + trades_stop = dataframe.index[-1] + else: + trades_start = dataframe.iloc[0]['date'] + trades_stop = dataframe.iloc[-1]['date'] + trades = trades.loc[(trades['open_time'] >= trades_start) & + (trades['close_time'] <= trades_stop)] return trades diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 5da067069..6dcb71cc4 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -385,6 +385,9 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], # Combine close-values for all pairs, rename columns to "pair" df_comb = combine_dataframes_with_mean(data, "close") + # Trim trades to available OHLCV data + trades = extract_trades_of_period(df_comb, trades, date_index=True) + # Add combined cumulative profit df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe) From 2444fb9cd6afe8fe9cd086872d7e6d0b29e95ab7 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 15:56:57 +0200 Subject: [PATCH 111/783] fix broken tests: remove duplicated value --- tests/rpc/test_rpc_apiserver.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 79073825d..c96f68f29 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -446,7 +446,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stop_loss_pct': None, 'trade_id': 1, 'close_rate_requested': None, - 'current_profit': -0.41, 'current_rate': 1.099e-05, 'fee_close': 0.0025, 'fee_open': 0.0025, From 200111fef6b4b8ff90818a4e76d6caa207fb4034 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 16:07:43 +0200 Subject: [PATCH 112/783] fix method return value --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index b78856265..35386760d 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,7 +227,7 @@ class RPC: ] def _rpc_trade_history( - self, limit: int) -> Dict[str, List[Dict[str, Any]]]: + self, limit: int) -> Dict: """ Returns the X last trades """ if limit > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) From c95906cfcf89210b7045fc9f95ace14aa6c2cc31 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 7 Apr 2020 10:42:15 +0200 Subject: [PATCH 113/783] Update hyperopt.py --- 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 1adaf54e1..a839d2111 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -649,7 +649,7 @@ 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(): preprocessed[pair] = trim_dataframe(df, timerange) From 132f5f73f5bd7c083891802704e7bb208b12012b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 7 Apr 2020 10:44:18 +0200 Subject: [PATCH 114/783] Update hyperopt.py --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a839d2111..bf32997c1 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -650,6 +650,7 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) + # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) From bdc85ec89b23a99abebe8722da799d81c42a208c Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:42:16 +0200 Subject: [PATCH 115/783] Move create_mock_tests to conftest and add test for test_trade-history --- tests/conftest.py | 46 +++++++++++++++++++++++++++++++++ tests/data/test_btanalysis.py | 2 +- tests/rpc/test_rpc.py | 28 +++++++++++++++++++- tests/test_persistence.py | 48 +---------------------------------- 4 files changed, 75 insertions(+), 49 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..da1fbd6d4 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -166,6 +166,52 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: freqtrade.exchange.refresh_latest_ohlcv = lambda p: None +def create_mock_trades(fee): + """ + Create some fake trades ... + """ + # Simulate dry_run entries + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=0.123, + exchange='bittrex', + open_order_id='dry_run_buy_12345' + ) + Trade.session.add(trade) + + trade = Trade( + pair='ETC/BTC', + stake_amount=0.001, + amount=123.0, + 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' + ) + Trade.session.add(trade) + + # Simulate prod entry + trade = Trade( + pair='ETC/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=0.123, + exchange='bittrex', + open_order_id='prod_buy_12345' + ) + Trade.session.add(trade) + + @pytest.fixture(autouse=True) def patch_coingekko(mocker) -> None: """ diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 463e5ae36..0edad8e78 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -15,7 +15,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, load_backtest_data, load_trades, load_trades_from_db) from freqtrade.data.history import load_data, load_pair_history -from tests.test_persistence import create_mock_trades +from tests.conftest import create_mock_trades def test_load_backtest_data(testdatadir): diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 875a234b2..d2af4bd87 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -13,7 +13,7 @@ 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 get_patched_freqtradebot, patch_get_signal +from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades # Functions for recurrent object patching @@ -211,6 +211,32 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency) +def test_rpc_trade_history(mocker, default_conf, markets, fee): + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets) + ) + + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + create_mock_trades(fee) + rpc = RPC(freqtradebot) + rpc._fiat_converter = CryptoToFiatConverter() + trades = rpc._rpc_trade_history(2) + assert len(trades['trades']) == 2 + assert trades['trades_count'] == 2 + assert isinstance(trades['trades'][0], dict) + assert isinstance(trades['trades'][1], dict) + + trades = rpc._rpc_trade_history(0) + assert len(trades['trades']) == 3 + assert trades['trades_count'] == 3 + # The first trade is for ETH ... sorting is descending + assert trades['trades'][-1]['pair'] == 'ETH/BTC' + assert trades['trades'][0]['pair'] == 'ETC/BTC' + assert trades['trades'][1]['pair'] == 'ETC/BTC' + + def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( diff --git a/tests/test_persistence.py b/tests/test_persistence.py index c6de10e3d..ceac24356 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -9,53 +9,7 @@ from sqlalchemy import create_engine 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 - - -def create_mock_trades(fee): - """ - Create some fake trades ... - """ - # Simulate dry_run entries - trade = Trade( - pair='ETH/BTC', - stake_amount=0.001, - amount=123.0, - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.123, - exchange='bittrex', - open_order_id='dry_run_buy_12345' - ) - Trade.session.add(trade) - - trade = Trade( - pair='ETC/BTC', - stake_amount=0.001, - amount=123.0, - 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' - ) - Trade.session.add(trade) - - # Simulate prod entry - trade = Trade( - pair='ETC/BTC', - stake_amount=0.001, - amount=123.0, - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.123, - exchange='bittrex', - open_order_id='prod_buy_12345' - ) - Trade.session.add(trade) +from tests.conftest import log_has, create_mock_trades def test_init_create_session(default_conf): From 296c616ce7c2595ec65ba11d4c0ad0d7e670721f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:50:13 +0200 Subject: [PATCH 116/783] Add test for api-trades call --- tests/rpc/test_rpc_apiserver.py | 26 +++++++++++++++++++++++++- 1 file changed, 25 insertions(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c96f68f29..6548790cb 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -13,7 +13,7 @@ from freqtrade.__init__ import __version__ from freqtrade.persistence import Trade from freqtrade.rpc.api_server import BASE_URI, ApiServer from freqtrade.state import State -from tests.conftest import get_patched_freqtradebot, log_has, patch_get_signal +from tests.conftest import get_patched_freqtradebot, log_has, patch_get_signal, create_mock_trades _TEST_USER = "FreqTrader" _TEST_PASS = "SuperSecurePassword1!" @@ -302,6 +302,30 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): assert rc.json[0][0] == str(datetime.utcnow().date()) +def test_api_trades(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets) + ) + rc = client_get(client, f"{BASE_URI}/trades") + assert_response(rc) + assert len(rc.json) == 2 + assert rc.json['trades_count'] == 0 + + create_mock_trades(fee) + + rc = client_get(client, f"{BASE_URI}/trades") + assert_response(rc) + assert len(rc.json['trades']) == 3 + assert rc.json['trades_count'] == 3 + rc = client_get(client, f"{BASE_URI}/trades?limit=2") + assert_response(rc) + assert len(rc.json['trades']) == 2 + assert rc.json['trades_count'] == 2 + + def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot, (True, False)) From 492c2799dc78c38ece251c06f4377fdf03113b61 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:52:34 +0200 Subject: [PATCH 117/783] Rename rest-client script history to trades --- scripts/rest_client.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 116c00063..b26c32479 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,10 +156,10 @@ class FtRestClient(): """ return self._get("show_config") - def history(self, limit=None): + def trades(self, limit=None): """Return trades history. - :param limit: Limits trades to the X last trades . No limit to get all the trades. + :param limit: Limits trades to the X last trades. No limit to get all the trades. :return: json object """ return self._get("trades", params={"limit": limit} if limit else 0) From 02192f28cd62a1fe4b0bf95545f718079122b715 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 Apr 2020 07:56:21 +0200 Subject: [PATCH 118/783] Small stylistic updates --- freqtrade/rpc/rpc.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 35386760d..8645e466e 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -226,18 +226,14 @@ class RPC: for key, value in profit_days.items() ] - def _rpc_trade_history( - self, limit: int) -> Dict: + def _rpc_trade_history(self, limit: int) -> Dict: """ Returns the X last trades """ if limit > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) else: trades = Trade.get_trades().order_by(Trade.id.desc()).all() - output = [] - - for trade in trades: - output.append(trade.to_json()) + output = [trade.to_json() for trade in trades] return { "trades": output, From 5cff72a42e1ab58d841d42cae43cf59f6fbcf932 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 09:22:38 +0200 Subject: [PATCH 119/783] Improve logging to ensure which branch is used for buy order cancels --- freqtrade/freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 570f8bea8..16e4d4d2d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -904,6 +904,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) if corder.get('remaining', order['remaining']) == order['amount']: + logger.info('Buy order removed from database %s', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() From 4707484a4cf8982bb9aa1548b5ba754356981d0d Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 9 Apr 2020 11:42:13 +0200 Subject: [PATCH 120/783] Fix issue with colring enabled + styling --- freqtrade/optimize/hyperopt.py | 27 +++++++++------------------ 1 file changed, 9 insertions(+), 18 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fac613549..f34967af2 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,7 +7,6 @@ This module contains the hyperopt logic import locale import logging import random -import sys import warnings from math import ceil from collections import OrderedDict @@ -18,7 +17,6 @@ from typing import Any, Dict, List, Optional import rapidjson from colorama import Fore, Style -from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna @@ -268,17 +266,10 @@ class Hyperopt: Log results if it is better than any previous evaluation """ 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 self.print_all or is_best: - if not self.print_all: - # Separate the results explanation string from dots - print("\n") - print(self.get_result_table( + print( + self.get_result_table( self.config, results, self.total_epochs, self.print_all, self.print_colorized, self.hyperopt_table_header @@ -675,9 +666,6 @@ class Hyperopt: self.dimensions: List[Dimension] = self.hyperopt_space() self.opt = self.get_optimizer(self.dimensions, config_jobs) - if self.print_colorized: - colorama_init(autoreset=True) - try: with Parallel(n_jobs=config_jobs) as parallel: jobs = parallel._effective_n_jobs() @@ -690,15 +678,18 @@ class Hyperopt: ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( fill='█', - fill_wrap='\x1b[32m{}\x1b[39m', - marker_wrap='\x1b[31m{}\x1b[39m', + fill_wrap=Fore.GREEN + '{}' + Fore.RESET, + marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL, )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] else: widgets = [ - ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), '] ', - progressbar.Bar(marker='█'), + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), + ' (', progressbar.Percentage(), ')] ', + progressbar.Bar(marker=progressbar.AnimatedMarker( + fill='█', + )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( From 346e09fed1045b73a9fa5aa25fa8226660fb7356 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:32:10 +0200 Subject: [PATCH 121/783] Add test verifying that cancel_order with empty remaining is causing the bug --- tests/test_freqtradebot.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e37270bd3..2536d57db 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2204,14 +2204,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke caplog) -def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> None: +def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - cancel_order=cancel_order_mock - ) + mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) @@ -2227,9 +2224,14 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 + mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) + assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert log_has_re(r"Could not cancel buy order", caplog) + @pytest.mark.parametrize('cancelorder', [ {}, + {'remaining': None}, 'String Return value', 123 ]) From cbf5bf6735fa1b0aabfce9ba58fe370dd2d600c4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:34:48 +0200 Subject: [PATCH 122/783] Add safe_value_fallback function --- freqtrade/misc.py | 15 +++++++++++++++ tests/test_misc.py | 15 ++++++++++++++- 2 files changed, 29 insertions(+), 1 deletion(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 1f52b75ec..ea7bab843 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -134,6 +134,21 @@ def round_dict(d, n): return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()} +def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None): + """ + Search a value in dict1, return this if it's not None. + Fall back to dict2 - return key2 from dict2 if it's not None. + Else falls back to None. + + """ + if key1 in dict1 and dict1[key1] is not None: + return dict1[key1] + else: + if key2 in dict2 and dict2[key2] is not None: + return dict2[key2] + return default_value + + def plural(num: float, singular: str, plural: str = None) -> str: return singular if (num == 1 or num == -1) else plural or singular + 's' diff --git a/tests/test_misc.py b/tests/test_misc.py index c1e23926b..1bb5b40af 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -9,7 +9,7 @@ import pytest 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) + plural, safe_value_fallback, shorten_date) def test_shorten_date() -> None: @@ -93,6 +93,19 @@ def test_format_ms_time() -> None: assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') +def test_safe_value_fallback(): + dict1 = {'keya': None, 'keyb': 2, 'keyc': 5} + dict2 = {'keya': 20, 'keyb': None, 'keyc': 6} + assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20 + assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20 + + assert safe_value_fallback(dict1, dict2, 'keyb', 'keyb') == 2 + assert safe_value_fallback(dict2, dict1, 'keyb', 'keyb') == 2 + + assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5 + assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6 + + def test_plural() -> None: assert plural(0, "page") == "pages" assert plural(0.0, "page") == "pages" From f39706cabd78c35aaf668bf290ba4c79ae744bcb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:35:27 +0200 Subject: [PATCH 123/783] Fix #3130 - when corder['remaining'] contains none-type --- freqtrade/freqtradebot.py | 19 +++++++++++++------ 1 file changed, 13 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 16e4d4d2d..b5c2ac4ee 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -20,6 +20,7 @@ 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.misc import safe_value_fallback from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -892,18 +893,23 @@ 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): + try: + 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) + except InvalidOrderException: corder = {} - logger.info('Buy order %s for %s.', reason, trade) + logger.exception( + f"Could not cancel buy order {trade.open_order_id} for pair {trade.pair}") else: # Order was cancelled already, so we can reuse the existing dict corder = order reason = "cancelled on exchange" logger.info('Buy order %s for %s.', reason, trade) - if corder.get('remaining', order['remaining']) == order['amount']: + if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: logger.info('Buy order removed from database %s', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -915,7 +921,8 @@ class FreqtradeBot: # 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.amount = order['amount'] - safe_value_fallback(corder, order, + 'remaining', 'remaining') trade.stake_amount = trade.amount * trade.open_rate # verify if fees were taken from amount to avoid problems during selling try: From c03f637f5b629b55e74c4b8e0405bc8f7767bd7e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:40:04 +0200 Subject: [PATCH 124/783] Improve safe_value_fallback test --- tests/test_misc.py | 12 ++++++++++-- 1 file changed, 10 insertions(+), 2 deletions(-) diff --git a/tests/test_misc.py b/tests/test_misc.py index 1bb5b40af..832bcb3a9 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -94,8 +94,8 @@ def test_format_ms_time() -> None: def test_safe_value_fallback(): - dict1 = {'keya': None, 'keyb': 2, 'keyc': 5} - dict2 = {'keya': 20, 'keyb': None, 'keyc': 6} + dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None} + dict2 = {'keya': 20, 'keyb': None, 'keyc': 6, 'keyd': None} assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20 assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20 @@ -105,6 +105,14 @@ def test_safe_value_fallback(): assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5 assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6 + assert safe_value_fallback(dict1, dict2, 'keyd', 'keyd') is None + assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd') is None + assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd', 1234) == 1234 + + assert safe_value_fallback(dict1, dict2, 'keyNo', 'keyNo') is None + assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo') is None + assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234 + def test_plural() -> None: assert plural(0, "page") == "pages" From d9e54ab7a4b386a1faa89dbb995fceb1f1c90a92 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 11 Apr 2020 17:42:19 +0200 Subject: [PATCH 125/783] Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias --- 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 f34967af2..4b9139681 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -677,7 +677,7 @@ class Hyperopt: ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( - fill='█', + fill='\N{FULL BLOCK}', fill_wrap=Fore.GREEN + '{}' + Fore.RESET, marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL, )), From 2c1c1c7f166871d1ba7ce95803426c50f85ff4df Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 11 Apr 2020 17:42:32 +0200 Subject: [PATCH 126/783] Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias --- 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 4b9139681..affd6f3b3 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -688,7 +688,7 @@ class Hyperopt: ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( - fill='█', + fill='\N{FULL BLOCK}', )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] From 952d2f7513a7b28d6ee0fad8142169aeb6ebe166 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Apr 2020 09:55:21 +0200 Subject: [PATCH 127/783] have version-detection fall back to freqtrade_commit this allows freqtrade --version to work in docker too. sample command: `docker-compose run --rm freqtrade -version` --- freqtrade/__init__.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index ad432a20b..4da56c3aa 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -24,4 +24,11 @@ if __version__ == 'develop': # stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"') except Exception: # git not available, ignore - pass + try: + # Try Fallback to freqtrade_commit file (created by CI whild building docker image) + from pathlib import Path + versionfile = Path('./freqtrade_commit') + if versionfile.is_file(): + __version__ = f"docker-{versionfile.read_text()[:8]}" + except Exception: + pass From 4ee0cbb5751c2bdb67724d379c6f2e3b1d12b339 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Apr 2020 10:40:02 +0200 Subject: [PATCH 128/783] Reset index to correctly gather index --- 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 4505ea52a..a96e43dff 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' """ if len(trades) == 0: raise ValueError("Trade dataframe empty.") - profit_results = trades.sort_values(date_col) + profit_results = trades.sort_values(date_col).reset_index() max_drawdown_df = pd.DataFrame() max_drawdown_df['cumulative'] = profit_results[value_col].cumsum() max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax() From eac4dbcd287871aeff837b875d730118d2165081 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:30:31 +0000 Subject: [PATCH 129/783] Bump sqlalchemy from 1.3.15 to 1.3.16 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.15 to 1.3.16. - [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 eb6ed8464..4a5d66c09 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==1.25.81 -SQLAlchemy==1.3.15 +SQLAlchemy==1.3.16 python-telegram-bot==12.5.1 arrow==0.15.5 cachetools==4.0.0 From 350b4d5e7deaca04b36805503616f8f8001cad17 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:31:00 +0000 Subject: [PATCH 130/783] Bump coveralls from 1.11.1 to 2.0.0 Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 1.11.1 to 2.0.0. - [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/1.11.1...2.0.0) 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 814003cbf..ae240d7c8 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -3,7 +3,7 @@ -r requirements-plot.txt -r requirements-hyperopt.txt -coveralls==1.11.1 +coveralls==2.0.0 flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 From cfcce0e657feb91f69198f426d9f91f2a46ea290 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:32:29 +0000 Subject: [PATCH 131/783] Bump mkdocs-material from 4.6.3 to 5.1.0 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.6.3 to 5.1.0. - [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/4.6.3...5.1.0) 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 48ade026e..138b6e862 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==4.6.3 +mkdocs-material==5.1.0 mdx_truly_sane_lists==1.2 From fb0d76b94a73c4764adff2fc89dbf98bfc2e5589 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 11:47:12 +0000 Subject: [PATCH 132/783] Bump cachetools from 4.0.0 to 4.1.0 Bumps [cachetools](https://github.com/tkem/cachetools) from 4.0.0 to 4.1.0. - [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/v4.0.0...v4.1.0) 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 4a5d66c09..e22bebf28 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,7 +4,7 @@ ccxt==1.25.81 SQLAlchemy==1.3.16 python-telegram-bot==12.5.1 arrow==0.15.5 -cachetools==4.0.0 +cachetools==4.1.0 requests==2.23.0 urllib3==1.25.8 wrapt==1.12.1 From a166fc887f27e1670ea29f38155059206e85e8cf Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 11:47:14 +0000 Subject: [PATCH 133/783] Bump python-telegram-bot from 12.5.1 to 12.6.1 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.5.1 to 12.6.1. - [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/v12.5.1...v12.6.1) 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 4a5d66c09..e1572e215 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.25.81 SQLAlchemy==1.3.16 -python-telegram-bot==12.5.1 +python-telegram-bot==12.6.1 arrow==0.15.5 cachetools==4.0.0 requests==2.23.0 From a1d2124e450db4993c9d0bd8c81db0aab8f59fc2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 12:29:38 +0000 Subject: [PATCH 134/783] Bump ccxt from 1.25.81 to 1.26.12 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.25.81 to 1.26.12. - [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/1.25.81...1.26.12) 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 ca8918caf..a6a0fb78e 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==1.25.81 +ccxt==1.26.12 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From ddf37ef059655c93ec9109382815e683ae834dd2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 08:02:42 +0200 Subject: [PATCH 135/783] Add test to demonstrate that the dataframe is not changed --- freqtrade/data/btanalysis.py | 2 +- tests/data/test_btanalysis.py | 6 ++++++ 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index a96e43dff..0c2fbff1e 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' """ if len(trades) == 0: raise ValueError("Trade dataframe empty.") - profit_results = trades.sort_values(date_col).reset_index() + profit_results = trades.sort_values(date_col).reset_index(drop=True) max_drawdown_df = pd.DataFrame() max_drawdown_df['cumulative'] = profit_results[value_col].cumsum() max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax() diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 4eec20976..7b894cccc 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -201,7 +201,13 @@ def test_calculate_max_drawdown2(): dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))] df = DataFrame(zip(values, dates), columns=['profit', 'open_time']) + # sort by profit and reset index + df = df.sort_values('profit').reset_index(drop=True) + df1 = df.copy() drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit') + # Ensure df has not been altered. + assert df.equals(df1) + assert isinstance(drawdown, float) # High must be before low assert h < low From 55a052bcf6853e0b1a6e2e21b3d1ff61d730db40 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 08:05:46 +0200 Subject: [PATCH 136/783] fix typo in comment Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- freqtrade/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 4da56c3aa..e96e7f530 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -25,7 +25,7 @@ if __version__ == 'develop': except Exception: # git not available, ignore try: - # Try Fallback to freqtrade_commit file (created by CI whild building docker image) + # Try Fallback to freqtrade_commit file (created by CI while building docker image) from pathlib import Path versionfile = Path('./freqtrade_commit') if versionfile.is_file(): From cfe1e4876a00196cd40b938360042d08468b8ca2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 19:20:47 +0200 Subject: [PATCH 137/783] Improve testcase for cancel_order_empty --- freqtrade/exchange/exchange.py | 2 +- tests/exchange/test_exchange.py | 2 ++ 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 073e28659..ad4824a10 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -908,7 +908,7 @@ class Exchange: :param order: Order dict as returned from get_order() :return: True if order has been cancelled without being filled, False otherwise. """ - return order['status'] in ('closed', 'canceled') and order.get('filled') == 0.0 + return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0 @retrier def cancel_order(self, order_id: str, pair: str) -> None: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 7f03eb547..cc3f95735 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1711,6 +1711,8 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name): ({'status': 'closed', 'filled': 0.0}, True), ({'status': 'canceled', 'filled': 0.0}, True), ({'status': 'canceled', 'filled': 10.0}, False), + ({'status': 'unknown', 'filled': 10.0}, False), + ({'result': 'testest123'}, False), ]) def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) From 7c15375f5da6fb66efc00f356486eb4a5736534d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:20:36 +0200 Subject: [PATCH 138/783] Add log_on_refresh - using TTL caching to avoid spamming logs --- freqtrade/pairlist/IPairList.py | 23 +++++++++++++++++++++++ 1 file changed, 23 insertions(+) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 35844a99e..e57bc4e88 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -9,6 +9,8 @@ from abc import ABC, abstractmethod, abstractproperty from copy import deepcopy from typing import Any, Dict, List +from cachetools import TTLCache, cached + from freqtrade.exchange import market_is_active logger = logging.getLogger(__name__) @@ -31,6 +33,9 @@ class IPairList(ABC): self._config = config self._pairlistconfig = pairlistconfig self._pairlist_pos = pairlist_pos + self.refresh_period = self._pairlistconfig.get('refresh_period', 1800) + self._last_refresh = 0 + self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period) @property def name(self) -> str: @@ -40,6 +45,24 @@ class IPairList(ABC): """ return self.__class__.__name__ + def log_on_refresh(self, logmethod, message: str) -> None: + """ + Logs message - not more often than "refresh_period" to avoid log spamming + Logs the log-message as debug as well to simplify debugging. + :param logmethod: Function that'll be called. Most likely `logger.info`. + :param message: String containing the message to be sent to the function. + :return: None. + """ + + @cached(cache=self._log_cache) + def _log_on_refresh(logmethod, message: str): + logmethod(message) + + # Log as debug first + logger.debug(message) + # Call hidden function. + _log_on_refresh(logmethod, message) + @abstractproperty def needstickers(self) -> bool: """ From 5d876ca0a359f129a79a3f486216261734fd9003 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:21:10 +0200 Subject: [PATCH 139/783] Use log-spamprevention methods --- freqtrade/pairlist/PriceFilter.py | 4 ++-- freqtrade/pairlist/SpreadFilter.py | 6 +++--- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index dc02ae251..7ea1e6003 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -43,8 +43,8 @@ class PriceFilter(IPairList): compare = ticker['last'] + 1 / pow(10, precision) changeperc = (compare - ticker['last']) / ticker['last'] if changeperc > self._low_price_ratio: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because 1 unit is {changeperc * 100:.3f}%") + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because 1 unit is {changeperc * 100:.3f}%") return False return True diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py index 9361837cc..49731ef11 100644 --- a/freqtrade/pairlist/SpreadFilter.py +++ b/freqtrade/pairlist/SpreadFilter.py @@ -49,9 +49,9 @@ class SpreadFilter(IPairList): 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}%") + self.log_on_refresh(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) From 13ee7a55c4756035d647f00a25767407e2cafe40 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:21:30 +0200 Subject: [PATCH 140/783] Fix #3166 Always call _gen_pair_whitelist if volumepairlist is not the first in the list. --- freqtrade/pairlist/VolumePairList.py | 21 ++++++++++----------- 1 file changed, 10 insertions(+), 11 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 9ce2adc9e..65f43245c 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -39,7 +39,6 @@ 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: @@ -68,16 +67,18 @@ class VolumePairList(IPairList): :return: new whitelist """ # Generate dynamic whitelist - if self._last_refresh + self.refresh_period < datetime.now().timestamp(): + # Must always run if this pairlist is not the first in the list. + if (self._pairlist_pos != 0 or + (self._last_refresh + self.refresh_period < datetime.now().timestamp())): + self._last_refresh = int(datetime.now().timestamp()) - return self._gen_pair_whitelist(pairlist, - tickers, - self._config['stake_currency'], - self._sort_key, - self._min_value - ) + pairs = self._gen_pair_whitelist(pairlist, tickers, + self._config['stake_currency'], + self._sort_key, self._min_value) else: - return pairlist + pairs = pairlist + self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}") + return pairs def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict, base_currency: str, key: str, min_val: int) -> List[str]: @@ -88,7 +89,6 @@ class VolumePairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). :return: List of pairs """ - if self._pairlist_pos == 0: # If VolumePairList is the first in the list, use fresh pairlist # Check if pair quote currency equals to the stake currency. @@ -109,6 +109,5 @@ class VolumePairList(IPairList): 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}") return pairs From ceca0a659cef27ed872bcb504af6ec74c99f1511 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:25:58 +0200 Subject: [PATCH 141/783] Simplify cached stuff to only what's needed --- freqtrade/pairlist/IPairList.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index e57bc4e88..e089e546c 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -55,13 +55,13 @@ class IPairList(ABC): """ @cached(cache=self._log_cache) - def _log_on_refresh(logmethod, message: str): + def _log_on_refresh(message: str): logmethod(message) # Log as debug first logger.debug(message) # Call hidden function. - _log_on_refresh(logmethod, message) + _log_on_refresh(message) @abstractproperty def needstickers(self) -> bool: From 1b2bf2c9b69680d2ed09e3edfeffc1d00451932a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:39:54 +0200 Subject: [PATCH 142/783] Add test for cached log method --- tests/pairlist/test_pairlist.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 1ce1151b7..6275bdafc 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -46,6 +46,28 @@ def static_pl_conf(whitelist_conf): return whitelist_conf +def test_log_on_refresh(mocker, static_pl_conf, markets, tickers): + 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, static_pl_conf) + logmock = MagicMock() + # Assign starting whitelist + pl = freqtrade.pairlists._pairlists[0] + pl.log_on_refresh(logmock, 'Hello world') + assert logmock.call_count == 1 + pl.log_on_refresh(logmock, 'Hello world') + assert logmock.call_count == 1 + assert pl._log_cache.currsize == 1 + assert ('Hello world',) in pl._log_cache._Cache__data + + pl.log_on_refresh(logmock, 'Hello world2') + assert logmock.call_count == 2 + assert pl._log_cache.currsize == 2 + + def test_load_pairlist_noexist(mocker, markets, default_conf): bot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) From 2b7376f6f334d78ede1d98fb1fee5ca3af4a9b34 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:45:30 +0200 Subject: [PATCH 143/783] Implement log-filtering for all pairlists --- freqtrade/pairlist/PrecisionFilter.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index f16458ca5..2a2ba46b7 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -39,8 +39,9 @@ class PrecisionFilter(IPairList): 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, " - f"because stop price {sp} would be <= stop limit {stop_gap_price}") + self.log_on_refresh(logger.info, + f"Removed {ticker['symbol']} from whitelist, " + f"because stop price {sp} would be <= stop limit {stop_gap_price}") return False return True From ac008a4758e16ef7da0523bc32a37e25ea85e32c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 06:58:54 +0200 Subject: [PATCH 144/783] Remove obsolete comment in tests --- tests/optimize/test_optimize_reports.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 3bbc396c8..e0782146a 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -163,7 +163,6 @@ def test_backtest_record(default_conf, fee, mocker): results['Strat'] = results['DefStrat'] results['Strat2'] = results['DefStrat'] store_backtest_result(Path("backtest-result.json"), results) - # Assert file_dump_json was only called once assert names == [ Path('backtest-result-DefStrat.json'), Path('backtest-result-Strat.json'), From 36e714a7b258576df0d920fef50fba700037ffad Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:19:27 +0200 Subject: [PATCH 145/783] Add price_get_one_pip filter --- freqtrade/exchange/exchange.py | 11 +++++++++++ freqtrade/pairlist/PriceFilter.py | 5 ++--- 2 files changed, 13 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..7dd910fab 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -452,6 +452,17 @@ class Exchange: price = ceil(big_price) / pow(10, symbol_prec) return price + def price_get_one_pip(self, pair: str, price: float) -> float: + """ + Get's the "1 pip" value for this pair. + Used in PriceFilter to calculate the 1pip movements. + """ + precision = self.markets[pair]['precision']['price'] + if self.precisionMode == TICK_SIZE: + return price % precision + else: + return 1 / pow(10, precision) + 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)}' diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index dc02ae251..00c9d44c9 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -38,9 +38,8 @@ class PriceFilter(IPairList): :param precision: Precision :return: True if the pair can stay, false if it should be removed """ - precision = self._exchange.markets[ticker['symbol']]['precision']['price'] - - compare = ticker['last'] + 1 / pow(10, precision) + compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], + ticker['last']) changeperc = (compare - ticker['last']) / ticker['last'] if changeperc > self._low_price_ratio: logger.info(f"Removed {ticker['symbol']} from whitelist, " From 33b6c7de5b01fdb31026da307b9546c6cbca3529 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:53:31 +0200 Subject: [PATCH 146/783] Add tests for price_one_pip --- freqtrade/exchange/exchange.py | 2 +- tests/exchange/test_exchange.py | 26 ++++++++++++++++++++++++++ 2 files changed, 27 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7dd910fab..b3255f1bd 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -459,7 +459,7 @@ class Exchange: """ precision = self.markets[pair]['precision']['price'] if self.precisionMode == TICK_SIZE: - return price % precision + return precision else: return 1 / pow(10, precision) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..c0aedc7f9 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -253,6 +253,32 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi assert pytest.approx(exchange.price_to_precision(pair, price)) == expected +@pytest.mark.parametrize("price,precision_mode,precision,expected", [ + (2.34559, 2, 4, 0.0001), + (2.34559, 2, 5, 0.00001), + (2.34559, 2, 3, 0.001), + (2.9999, 2, 3, 0.001), + (200.0511, 2, 3, 0.001), + # Tests for Tick_size + (2.34559, 4, 0.0001, 0.0001), + (2.34559, 4, 0.00001, 0.00001), + (2.34559, 4, 0.0025, 0.0025), + (2.9909, 4, 0.0025, 0.0025), + (234.43, 4, 0.5, 0.5), + (234.43, 4, 0.0025, 0.0025), + (234.43, 4, 0.00013, 0.00013), + +]) +def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precision, expected): + 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) + mocker.patch('freqtrade.exchange.Exchange.precisionMode', + PropertyMock(return_value=precision_mode)) + pair = 'ETH/BTC' + assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected + + def test_set_sandbox(default_conf, mocker): """ Test working scenario From 99f3e9ed777c33ad537e799893d4675da8aa8aec Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:55:15 +0200 Subject: [PATCH 147/783] Remove wrong comment --- freqtrade/pairlist/PriceFilter.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 00c9d44c9..f0ba6cd7f 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -35,7 +35,6 @@ class PriceFilter(IPairList): """ 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 """ compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], From 8314759228f019488df8e204b64ddc06dc0e0c0f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 15 Apr 2020 12:14:35 +0000 Subject: [PATCH 148/783] Bump ccxt from 1.26.12 to 1.26.32 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.12 to 1.26.32. - [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/1.26.12...1.26.32) 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 a6a0fb78e..206e104ae 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==1.26.12 +ccxt==1.26.32 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 16a810a0f61e59bb29f35fdd2333427b63f6c1a2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 15 Apr 2020 12:14:53 +0000 Subject: [PATCH 149/783] Bump jinja2 from 2.11.1 to 2.11.2 Bumps [jinja2](https://github.com/pallets/jinja) from 2.11.1 to 2.11.2. - [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/2.11.1...2.11.2) 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 a6a0fb78e..e98540e18 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -12,7 +12,7 @@ jsonschema==3.2.0 TA-Lib==0.4.17 tabulate==0.8.7 pycoingecko==1.2.0 -jinja2==2.11.1 +jinja2==2.11.2 # find first, C search in arrays py_find_1st==1.1.4 From d36e2cf6ab85be1e0993f8ef69f67e117385dbf2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 16 Apr 2020 07:06:47 +0200 Subject: [PATCH 150/783] Fix random test failure in hyperopt --- 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 affd6f3b3..68e7032d9 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -665,7 +665,6 @@ class Hyperopt: self.dimensions: List[Dimension] = self.hyperopt_space() self.opt = self.get_optimizer(self.dimensions, config_jobs) - try: with Parallel(n_jobs=config_jobs) as parallel: jobs = parallel._effective_n_jobs() @@ -693,7 +692,7 @@ class Hyperopt: ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( - maxval=self.total_epochs, redirect_stdout=True, redirect_stderr=True, + maxval=self.total_epochs, redirect_stdout=False, redirect_stderr=False, widgets=widgets ) as pbar: EVALS = ceil(self.total_epochs / jobs) From 1f70fcfa2da744b70f71190f575928c0c42ea6ca Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 16 Apr 2020 20:19:34 +0200 Subject: [PATCH 151/783] Update logmessage --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index b5c2ac4ee..8afe7d6f9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -910,7 +910,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: - logger.info('Buy order removed from database %s', trade) + logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() From 7aba9bc62abc56bdebc2015316f6ac4c38064c5f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 06:22:25 +0200 Subject: [PATCH 152/783] Update freqtrade/data/converter.py Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- freqtrade/data/converter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index d2108b9be..0ef7955a4 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -174,7 +174,7 @@ def trades_dict_to_list(trades: List[Dict]) -> List[List]: :param trades: List of trades, as returned by ccxt.fetch_trades. :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns """ - return [[t[col] for col in DEFAULT_TRADES_COLUMNS]for t in trades] + return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades] def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: From fc684b00917d2d135704e52a2974e0c5a272fb26 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 06:59:52 +0200 Subject: [PATCH 153/783] Ensure deleting filled is not raising an error if filled does not exist --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 213444f72..8865dd20b 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1140,7 +1140,7 @@ class FreqtradeBot: new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount - del order['filled'] + order.pop('filled', None) # Fee was applied, so set to 0 trade.fee_open = 0 trade.recalc_open_trade_price() From 800891a4759b3f2e96f3593be9471f089c7e2e92 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 07:18:46 +0200 Subject: [PATCH 154/783] Add tests for cancel_order_with_result --- freqtrade/exchange/exchange.py | 30 ++++++++++++++++++++++++++++++ tests/exchange/test_exchange.py | 14 ++++++++++++++ 2 files changed, 44 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f2f8cd69f..412a60386 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -937,6 +937,36 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + def is_cancel_order_result_suitable(self, corder) -> bool: + if not isinstance(corder, dict): + return False + + required = ('fee', 'status', 'amount') + return all(k in corder for k in required) + + def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict: + """ + Cancel order returning a result. + Creates a fake result if cancel order returns a non-usable result + and get_order does not work (certain exchanges don't return cancelled orders) + :param order_id: Orderid to cancel + :param pair: Pair corresponding to order_id + :param amount: Amount to use for fake response + :return: Result from either cancel_order if usable, or fetch_order + """ + if self._config['dry_run']: + return {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} + corder = self.cancel_order(order_id, pair) + if self.is_cancel_order_result_suitable(corder): + return corder + try: + order = self.get_order(order_id, pair) + except InvalidOrderException: + logger.warning(f"Could not fetch cancelled order {order_id}.") + order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} + + return order + @retrier def get_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index b74ea1a6b..1f0df5aa5 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1745,6 +1745,20 @@ def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, assert exchange.check_order_canceled_empty(order) == result +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("order,result", [ + ({'status': 'closed', 'amount': 10, 'fee': {}}, True), + ({'status': 'closed', 'amount': 0.0, 'fee': {}}, True), + ({'status': 'canceled', 'amount': 0.0, 'fee': {}}, True), + ({'status': 'canceled', 'amount': 10.0}, False), + ({'amount': 10.0, 'fee': {}}, False), + ({'result': 'testest123'}, False), + ('hello_world', False), +]) +def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result): + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + assert exchange.is_cancel_order_result_suitable(order) == result + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 5e3e0e819f20869b4d3e9a04abe4cb3b040bede9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 17:53:18 +0200 Subject: [PATCH 155/783] Add tests for cancel_order_with_result --- freqtrade/exchange/exchange.py | 11 ++++++----- tests/exchange/test_exchange.py | 34 +++++++++++++++++++++++++++++++++ 2 files changed, 40 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 412a60386..d3a520eaa 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -954,11 +954,12 @@ class Exchange: :param amount: Amount to use for fake response :return: Result from either cancel_order if usable, or fetch_order """ - if self._config['dry_run']: - return {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} - corder = self.cancel_order(order_id, pair) - if self.is_cancel_order_result_suitable(corder): - return corder + try: + corder = self.cancel_order(order_id, pair) + if self.is_cancel_order_result_suitable(corder): + return corder + except InvalidOrderException: + logger.warning(f"Could not cancel order {order_id}.") try: order = self.get_order(order_id, pair) except InvalidOrderException: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1f0df5aa5..e3ab76b92 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1759,6 +1759,40 @@ def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, or exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.is_cancel_order_result_suitable(order) == result + +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("corder,call_corder,call_forder", [ + ({'status': 'closed', 'amount': 10, 'fee': {}}, 1, 0), + ({'amount': 10, 'fee': {}}, 1, 1), +]) +def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder, + call_corder, call_forder): + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.cancel_order = MagicMock(return_value=corder) + api_mock.fetch_order = MagicMock(return_value={}) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1234) + assert isinstance(res, dict) + assert api_mock.cancel_order.call_count == call_corder + assert api_mock.fetch_order.call_count == call_forder + + +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog): + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + + res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541) + assert isinstance(res, dict) + assert log_has("Could not cancel order 1234.", caplog) + assert log_has("Could not fetch cancelled order 1234.", caplog) + assert res['amount'] == 1541 + + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 1069cb3616001e44bdc17e68e36d46bb93544d4a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 17:53:56 +0200 Subject: [PATCH 156/783] Use cancel_order_with_result when cancelling orders after timeout --- freqtrade/freqtradebot.py | 12 +++++------- tests/test_freqtradebot.py | 13 ++++++------- 2 files changed, 11 insertions(+), 14 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8865dd20b..f4aeba3fe 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -891,11 +891,8 @@ class FreqtradeBot: if order['status'] != 'canceled': reason = "cancelled due to timeout" try: - 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) + corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, + trade.amount) except InvalidOrderException: corder = {} logger.exception( @@ -904,7 +901,8 @@ class FreqtradeBot: # Order was cancelled already, so we can reuse the existing dict corder = order reason = "cancelled on exchange" - logger.info('Buy order %s for %s.', reason, trade) + + logger.info('Buy order %s for %s.', reason, trade) if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: logger.info('Buy order fully cancelled. Removing %s from database.', trade) @@ -921,7 +919,7 @@ class FreqtradeBot: trade.amount = order['amount'] - safe_value_fallback(corder, order, 'remaining', 'remaining') trade.stake_amount = trade.amount * trade.open_rate - self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount) + self.update_trade_state(trade, corder, trade.amount) trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 1102dd344..c3e78c9be 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1948,7 +1948,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) @@ -2055,7 +2055,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), - cancel_order=cancel_order_mock + cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2082,7 +2082,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock + cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2109,7 +2109,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) freqtrade = FreqtradeBot(default_conf) @@ -2146,7 +2146,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', @@ -2208,7 +2208,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order) - mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) @@ -2226,7 +2226,6 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) - assert log_has_re(r"Could not cancel buy order", caplog) @pytest.mark.parametrize('cancelorder', [ From 55af8bf26f33cca56cf9b0ccda4f088bb2c7ef83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 19:49:43 +0200 Subject: [PATCH 157/783] document to install hyperopt dependencies --- docs/hyperopt.md | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index c5055a3a8..825cc0267 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -16,6 +16,24 @@ To learn how to get data for the pairs and exchange you're interested in, head o !!! Bug Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) +## Install hyperopt dependencies + +Since Hyperopt dependencies are not needed to run a bot, they are not installed by default. + +### Docker + +The docker-image includes hyperopt dependencies, no further action needed + +!!! Note + Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended, therefore the Raspberry image does not include Hyperopt dependencies. + +### Simple installation script (setup.sh) / Manual installation + +```bash +source .env/bin/activate +pip install -r requirements-hyperopt.txt +``` + ## Prepare Hyperopting Before we start digging into Hyperopt, we recommend you to take a look at From 0273539f0614d58578f354bbc55448152d5036c8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 19:55:53 +0200 Subject: [PATCH 158/783] Remove exceptionhandler, this exception is handled in cancel_with_response --- freqtrade/freqtradebot.py | 9 ++------- 1 file changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f4aeba3fe..65ba46987 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -890,13 +890,8 @@ class FreqtradeBot: """ if order['status'] != 'canceled': reason = "cancelled due to timeout" - try: - corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, - trade.amount) - except InvalidOrderException: - corder = {} - logger.exception( - f"Could not cancel buy order {trade.open_order_id} for pair {trade.pair}") + corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, + trade.amount) else: # Order was cancelled already, so we can reuse the existing dict corder = order From 506781f4102064651423a923c2342e931c08f3d3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 20:48:27 +0200 Subject: [PATCH 159/783] Reword hyperopt install docs --- docs/hyperopt.md | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 825cc0267..ad812a5ad 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -18,16 +18,16 @@ To learn how to get data for the pairs and exchange you're interested in, head o ## Install hyperopt dependencies -Since Hyperopt dependencies are not needed to run a bot, they are not installed by default. +Since Hyperopt dependencies are not needed to run the bot itself, are heavy, can not be easily built on some platforms (like Raspberry PI), they are not installed by default. Before you run Hyperopt, you need to install the corresponding dependencies, as described in this section below. + +!!! Note + Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended nor supported. ### Docker -The docker-image includes hyperopt dependencies, no further action needed +The docker-image includes hyperopt dependencies, no further action needed. -!!! Note - Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended, therefore the Raspberry image does not include Hyperopt dependencies. - -### Simple installation script (setup.sh) / Manual installation +### Easy installation script (setup.sh) / Manual installation ```bash source .env/bin/activate From 2f60d9cad4a6cc73542c6ff4f00d982241993f89 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 17 Apr 2020 23:23:22 +0300 Subject: [PATCH 160/783] minor: fix typo in the docs --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index d8a9653c3..338299781 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -34,7 +34,7 @@ The prevelance for all Options is as follows: - CLI arguments override any other option - Configuration files are used in sequence (last file wins), and override Strategy configurations. -- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are market with [Strategy Override](#parameters-in-the-strategy) in the below table. +- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table. Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways. From c775d6512670916f206d39d02ca2ec8dc52ecfd8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 Apr 2020 06:55:25 +0200 Subject: [PATCH 161/783] Update typehint for cancel_order --- freqtrade/exchange/exchange.py | 4 ++-- tests/exchange/test_exchange.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index d3a520eaa..1a0565959 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -922,9 +922,9 @@ class Exchange: return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0 @retrier - def cancel_order(self, order_id: str, pair: str) -> None: + def cancel_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: - return + return {} try: return self._api.cancel_order(order_id, pair) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index e3ab76b92..3c92612a0 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1728,7 +1728,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None + assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} @pytest.mark.parametrize("exchange_name", EXCHANGES) From 76dd388b3cba461d48139599c9daf47a7d8e87bb Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:25:17 +0000 Subject: [PATCH 162/783] Bump pytest-mock from 3.0.0 to 3.1.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.0.0 to 3.1.0. - [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/v3.0.0...v3.1.0) 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 ae240d7c8..d269676af 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 -pytest-mock==3.0.0 +pytest-mock==3.1.0 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From 4742fc665733b719d68e1455fc31ceb1bb8ea66d Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:26:09 +0000 Subject: [PATCH 163/783] Bump urllib3 from 1.25.8 to 1.25.9 Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.8 to 1.25.9. - [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/1.25.8...1.25.9) 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 caf1c226a..6d49f3f89 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -6,7 +6,7 @@ python-telegram-bot==12.6.1 arrow==0.15.5 cachetools==4.1.0 requests==2.23.0 -urllib3==1.25.8 +urllib3==1.25.9 wrapt==1.12.1 jsonschema==3.2.0 TA-Lib==0.4.17 From d395d7ac7d94a0e16a1b32f76481a7fe481fe2c5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:26:31 +0000 Subject: [PATCH 164/783] Bump mkdocs-material from 5.1.0 to 5.1.1 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.0 to 5.1.1. - [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/5.1.0...5.1.1) 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 138b6e862..1f8d710a9 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.0 +mkdocs-material==5.1.1 mdx_truly_sane_lists==1.2 From 84d09eb96da22cee3c1485ed6b5ead2c32ca4361 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:27:16 +0000 Subject: [PATCH 165/783] Bump questionary from 1.5.1 to 1.5.2 Bumps [questionary](https://github.com/tmbo/questionary) from 1.5.1 to 1.5.2. - [Release notes](https://github.com/tmbo/questionary/releases) - [Commits](https://github.com/tmbo/questionary/compare/1.5.1...1.5.2) 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 caf1c226a..133f961ae 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -29,5 +29,5 @@ flask==1.1.2 # Support for colorized terminal output colorama==0.4.3 # Building config files interactively -questionary==1.5.1 +questionary==1.5.2 prompt-toolkit==3.0.5 From 597f053ae3a9fa0ebc167c07a1098b2c9bdde42a Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:27:37 +0000 Subject: [PATCH 166/783] Bump numpy from 1.18.2 to 1.18.3 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.2 to 1.18.3. - [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/v1.18.2...v1.18.3) 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 b1a4b4403..967f8df10 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.2 +numpy==1.18.3 pandas==1.0.3 From a7249f3865d5cca2d98c5a5c30c01fd094850a72 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:28:19 +0000 Subject: [PATCH 167/783] Bump ccxt from 1.26.32 to 1.26.53 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.32 to 1.26.53. - [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/1.26.32...1.26.53) 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 caf1c226a..ccaaecc07 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==1.26.32 +ccxt==1.26.53 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 87f1060abc09c801ca2296c06f8c219353764bce Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Apr 2020 19:47:49 +0200 Subject: [PATCH 168/783] Default docker to log into log-dir --- docker-compose.yml | 3 ++- freqtrade/configuration/directory_operations.py | 4 ++-- tests/test_directory_operations.py | 2 +- user_data/logs/.gitkeep | 0 4 files changed, 5 insertions(+), 4 deletions(-) create mode 100644 user_data/logs/.gitkeep diff --git a/docker-compose.yml b/docker-compose.yml index 3a4c4c2db..49d83aa5e 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -3,6 +3,7 @@ version: '3' services: freqtrade: image: freqtradeorg/freqtrade:master + # image: freqtradeorg/freqtrade:develop # Build step - only needed when additional dependencies are needed # build: # context: . @@ -14,7 +15,7 @@ services: # Default command used when running `docker compose up` command: > trade - --logfile /freqtrade/user_data/freqtrade.log + --logfile /freqtrade/user_data/logs/freqtrade.log --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite --config /freqtrade/user_data/config.json --strategy SampleStrategy diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py index 5f8eb76b0..6b8c8cb5a 100644 --- a/freqtrade/configuration/directory_operations.py +++ b/freqtrade/configuration/directory_operations.py @@ -33,8 +33,8 @@ def create_userdata_dir(directory: str, create_dir: bool = 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", "notebooks", - "plot", "strategies", ] + sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs", + "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 889338a64..71c91549f 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 == 8 + assert md.call_count == 9 assert md.call_args[1]['parents'] is False assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog) assert isinstance(x, Path) diff --git a/user_data/logs/.gitkeep b/user_data/logs/.gitkeep new file mode 100644 index 000000000..e69de29bb From 6b53197dfc820ae5ce899a869bdd37187b4368e2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Apr 2020 20:42:58 +0200 Subject: [PATCH 169/783] Fix documentation to use --logfile, not --logfilename (which does not exist) --- docs/advanced-setup.md | 24 ++++++++++++------------ docs/faq.md | 2 +- 2 files changed, 13 insertions(+), 13 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 2d3fe36f5..95480a2c6 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -37,30 +37,30 @@ as the watchdog. ## Advanced Logging -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. +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 `--logfile` command line option can be used for this. ### Logging to syslog -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: +To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format: -* `--logfilename syslog:` -- send log messages to `syslog` service using the `` as the syslog address. +* `--logfile 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: -* `--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 an external syslog server. +* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. +* `--logfile syslog` -- same as above, the shortcut for `/dev/log`. +* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. +* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514. +* `--logfile 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 `syslog` with the `user` facility. So you can see them with the following commands: * `tail -f /var/log/user`, or * install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu). -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. +On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile 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 ``` @@ -78,9 +78,9 @@ $RepeatedMsgReduction on 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: +To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: -* `--logfilename journald` -- send log messages to `journald`. +* `--logfile 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: @@ -89,4 +89,4 @@ Log messages are send to `journald` with the `user` facility. So you can see the 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. +On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile 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. diff --git a/docs/faq.md b/docs/faq.md index 94818964b..8e8a1bf35 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -100,7 +100,7 @@ $ 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: +On Windows, the `--logfile` 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" ``` From adf0bb69b8ecef7c974b8a29cb63ef2ebb1da826 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 22 Apr 2020 06:39:03 +0200 Subject: [PATCH 170/783] Update sql cheatsheet to allow manual closing trades correctly --- docs/sql_cheatsheet.md | 25 ++++++++++++++----------- 1 file changed, 14 insertions(+), 11 deletions(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index f41520bd9..b7b38c3dc 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -67,22 +67,32 @@ SELECT * FROM trades; !!! Warning Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, forcesell should be used to accomplish the same thing. - It is strongly advised to backup your database file before making any manual changes. + It is strongly advised to backup your database file before making any manual changes. !!! Note This should not be necessary after /forcesell, as forcesell orders are closed automatically by the bot on the next iteration. ```sql UPDATE trades -SET is_open=0, close_date=, close_rate=, close_profit=close_rate/open_rate-1, sell_reason= +SET is_open=0, + close_date=, + close_rate=, + close_profit=close_rate/open_rate-1, + close_profit_abs = (amount * * (1 - fee_close) - (amount * open_rate * 1 - fee_open), + sell_reason= WHERE id=; ``` -##### Example +### Example ```sql UPDATE trades -SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, sell_reason='force_sell' +SET is_open=0, + close_date='2017-12-20 03:08:45.103418', + close_rate=0.19638016, + close_profit=0.0496, + close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open) + sell_reason='force_sell' WHERE id=31; ``` @@ -99,10 +109,3 @@ VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, , , Date: Wed, 22 Apr 2020 18:45:33 -0600 Subject: [PATCH 171/783] Update wording in expectancy docs and add example --- docs/edge.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/edge.md b/docs/edge.md index 721f570c7..029844c0b 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -79,7 +79,7 @@ So lets say your Win rate is 28% and your Risk Reward Ratio is 5: 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. +Superficially, this means that on average you expect this strategy’s trades to return 1.68 times the size of your loses. Said another way, you can expect to win $1.68 for every $1 you lose. 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. It is important to remember that any system with an expectancy greater than 0 is profitable using past data. The key is finding one that will be profitable in the future. From 461b0ef7381c0ca4cdcb37de6888b3e22ab582e6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 Apr 2020 20:03:59 +0200 Subject: [PATCH 172/783] Add test verifying we're not reintroducing this in the future Tests case of FTX, which returns mostly empty ticker info --- tests/conftest.py | 48 +++++++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 9 +++++-- 2 files changed, 55 insertions(+), 2 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 62c1d7046..d95475b8c 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -739,6 +739,31 @@ def shitcoinmarkets(markets): "future": False, "active": True }, + 'ADAHALF/USDT': { + "percentage": True, + "tierBased": False, + "taker": 0.001, + "maker": 0.001, + "precision": { + "base": 8, + "quote": 8, + "amount": 2, + "price": 4 + }, + "limits": { + }, + "id": "ADAHALFUSDT", + "symbol": "ADAHALF/USDT", + "base": "ADAHALF", + "quote": "USDT", + "baseId": "ADAHALF", + "quoteId": "USDT", + "info": {}, + "type": "spot", + "spot": True, + "future": False, + "active": True + }, }) return shitmarkets @@ -1243,6 +1268,29 @@ def tickers(): "quoteVolume": 323652.075405, "info": {} }, + # Example of leveraged pair with incomplete info + "ADAHALF/USDT": { + "symbol": "ADAHALF/USDT", + "timestamp": 1580469388244, + "datetime": "2020-01-31T11:16:28.244Z", + "high": None, + "low": None, + "bid": 0.7305, + "bidVolume": None, + "ask": 0.7342, + "askVolume": None, + "vwap": None, + "open": None, + "close": None, + "last": None, + "previousClose": None, + "change": None, + "percentage": 2.628, + "average": None, + "baseVolume": 0.0, + "quoteVolume": 0.0, + "info": {} + }, }) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 6275bdafc..9184beaa0 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -163,7 +163,7 @@ 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', 'NANO/USDT']), + "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), # No pair for ETH ... ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "ETH", []), @@ -177,6 +177,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + # PriceFilter and VolumePairList + ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, + {"method": "PriceFilter", "low_price_ratio": 0.03}], + "USDT", ['ETH/USDT', 'NANO/USDT']), # Hot is removed by precision_filter, Fuel by low_price_filter. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, @@ -221,7 +225,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter': - assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) + assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or + log_has_re(r"^Removed .* from whitelist, because 'last' is empty.*", caplog)) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From f4995780e5c15c8b270a3118bed0a1215557c05c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 Apr 2020 20:04:36 +0200 Subject: [PATCH 173/783] Verify last is not None - to avoid crashing fix #3117 --- freqtrade/pairlist/PriceFilter.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 0f7e0782f..31d0eec58 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -37,6 +37,12 @@ class PriceFilter(IPairList): :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ + if ticker['last'] is None: + + self.log_on_refresh(logger.info, + f"Removed {ticker['symbol']} from whitelist, " + "because 'last' is empty (Usually no trade in the last 24h).") + return False compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) changeperc = (compare - ticker['last']) / ticker['last'] @@ -47,7 +53,6 @@ class PriceFilter(IPairList): return True 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 From 9627604ec3d13ada6aa50f77b5cb4e8be6456523 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 24 Apr 2020 07:57:43 +0200 Subject: [PATCH 174/783] change wording of log message --- freqtrade/pairlist/PriceFilter.py | 4 ++-- tests/pairlist/test_pairlist.py | 3 ++- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 31d0eec58..2f7e98e24 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -40,8 +40,8 @@ class PriceFilter(IPairList): if ticker['last'] is None: self.log_on_refresh(logger.info, - f"Removed {ticker['symbol']} from whitelist, " - "because 'last' is empty (Usually no trade in the last 24h).") + f"Removed {ticker['symbol']} from whitelist, because " + "ticker['last'] is empty (Usually no trade in the last 24h).") return False compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 9184beaa0..7dfe8bcca 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -226,7 +226,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter': assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or - log_has_re(r"^Removed .* from whitelist, because 'last' is empty.*", caplog)) + log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", + caplog)) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 5c012d79eb284a9f44dd46c93d235a64319b7934 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 18:14:07 +0300 Subject: [PATCH 175/783] Remove unused method --- freqtrade/optimize/hyperopt.py | 15 --------------- 1 file changed, 15 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 68e7032d9..61e2a9b6f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -293,21 +293,6 @@ class Hyperopt: self.hyperopt_table_header = 2 return output - @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 " ") + From 6e5f0869b33ac4e5059f9b96b80fb880e9be225a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 18:39:08 +0300 Subject: [PATCH 176/783] Remove another unused method --- freqtrade/optimize/hyperopt.py | 16 ---------------- 1 file changed, 16 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 61e2a9b6f..fcf50af6a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -277,22 +277,6 @@ class Hyperopt: ) self.hyperopt_table_header = 2 - def get_results(self, results) -> str: - """ - Log results if it is better than any previous evaluation - """ - output = '' - is_best = results['is_best'] - - if self.print_all or is_best: - output = self.get_result_table( - self.config, results, self.total_epochs, - self.print_all, self.print_colorized, - self.hyperopt_table_header - ) - self.hyperopt_table_header = 2 - return output - @staticmethod def _format_explanation_string(results, total_epochs) -> str: return (("*" if results['is_initial_point'] else " ") + From 2d994f6feb137edc224a47c0b48d95fb12ddf4fa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 21:57:29 +0300 Subject: [PATCH 177/783] Better printing of asterisk --- 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 fcf50af6a..ea27430ee 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -304,8 +304,9 @@ class Hyperopt: 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_initial_point'], 'Best'] = '* ' trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Trades'] = trials['Trades'].astype(str) From c230a94d553a5b38c7118bff7ccb1a7e374f5442 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 25 Apr 2020 11:23:54 +0300 Subject: [PATCH 178/783] Fix #3065 --- docs/hyperopt.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index ad812a5ad..30a22a969 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -6,9 +6,7 @@ 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). +In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions). Hyperopt requires historic data to be available, just as backtesting does. To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation. @@ -311,7 +309,7 @@ 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 Hyperopt 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 an asterisk character (`*`) in the first column in the Hyperopt output. The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results. From d9f255a6c07809ea28981e39c3bb576f1394461a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 25 Apr 2020 12:49:14 +0300 Subject: [PATCH 179/783] Fix asterisk printing for csv output --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ea27430ee..79b6b8cb0 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -397,6 +397,7 @@ class Hyperopt: trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Epoch'] = trials['Epoch'].astype(str) trials['Trades'] = trials['Trades'].astype(str) From 8987859044df53cda8086a72d792d22635b93d87 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:37:13 +0200 Subject: [PATCH 180/783] Enable pairlist parsing for backtesting and hyperopt --- freqtrade/optimize/backtesting.py | 11 ++++++-- tests/optimize/test_backtesting.py | 40 ++++++++++++++++++++++++------ 2 files changed, 41 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index f29f599a6..c01e3de50 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -20,6 +20,7 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.optimize.optimize_reports import (show_backtest_results, store_backtest_result) +from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -63,10 +64,16 @@ class Backtesting: self.strategylist: List[IStrategy] = [] self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) + self.pairlists = PairListManager(self.exchange, self.config) + self.pairlists.refresh_pairlist() + + if len(self.pairlists.whitelist) == 0: + raise OperationalException("No pair in whitelist.") + if config.get('fee'): self.fee = config['fee'] else: - self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0]) + self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) if self.config.get('runmode') != RunMode.HYPEROPT: self.dataprovider = DataProvider(self.config, self.exchange) @@ -111,7 +118,7 @@ class Backtesting: data = history.load_data( datadir=self.config['datadir'], - pairs=self.config['exchange']['pair_whitelist'], + pairs=self.pairlists.whitelist, timeframe=self.timeframe, timerange=timerange, startup_candles=self.required_startup, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 1c4d3b16a..862dbe3aa 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -2,7 +2,7 @@ import random from pathlib import Path -from unittest.mock import MagicMock +from unittest.mock import MagicMock, PropertyMock import numpy as np import pandas as pd @@ -10,8 +10,9 @@ import pytest from arrow import Arrow from freqtrade import constants +from freqtrade.commands.optimize_commands import (setup_optimize_configuration, + start_backtesting) 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 clean_ohlcv_dataframe @@ -333,8 +334,9 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = '1m' default_conf['datadir'] = testdatadir default_conf['export'] = None @@ -362,9 +364,9 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') - mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = "1m" default_conf['datadir'] = testdatadir default_conf['export'] = None @@ -375,6 +377,27 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> backtesting.start() +def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None: + def get_timerange(input1): + return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) + + mocker.patch('freqtrade.data.history.history_utils.load_pair_history', + MagicMock(return_value=pd.DataFrame())) + mocker.patch('freqtrade.data.history.get_timerange', get_timerange) + patch_exchange(mocker) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=[])) + + default_conf['ticker_interval'] = "1m" + default_conf['datadir'] = testdatadir + default_conf['export'] = None + default_conf['timerange'] = '20180101-20180102' + + with pytest.raises(OperationalException, match='No pair in whitelist.'): + Backtesting(default_conf) + + 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) @@ -585,12 +608,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) 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.show_backtest_results', MagicMock()) - + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) patched_configuration_load_config_file(mocker, default_conf) args = [ @@ -625,10 +648,11 @@ 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'] patch_exchange(mocker) backtestmock = MagicMock() + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) gen_table_mock = MagicMock() mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock) From 57345476abf5992fca61d4537cef95e7e206cb48 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:38:20 +0200 Subject: [PATCH 181/783] Document pairlists for backtesting --- docs/backtesting.md | 8 ++++++-- docs/configuration.md | 2 +- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 3d08d5332..d6775e17c 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -17,8 +17,12 @@ For details on downloading, please refer to the [Data Downloading](data-download 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. +!!! Warning "Using dynamic pairlists for backtesting" + Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist. + Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed. + Please read the [pairlists documentation](configuration.md#pairlists) for more information. + + To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist. ### Run a backtesting against the currencies listed in your config file diff --git a/docs/configuration.md b/docs/configuration.md index 338299781..3de89301f 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -544,7 +544,6 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting 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. - #### Sell price without Orderbook enabled 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. @@ -622,6 +621,7 @@ 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` From e8530c36d3a8bcf92d509d98d1ba6459a656a399 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:46:20 +0200 Subject: [PATCH 182/783] Remove pairlists from hyperopt too (it holds a reference to exchange) --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fcf50af6a..f9dddd573 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -624,6 +624,7 @@ class Hyperopt: # We don't need exchange instance anymore while running hyperopt self.backtesting.exchange = None # type: ignore + self.backtesting.pairlists = None # type: ignore self.trials = self.load_previous_results(self.trials_file) From a3a045dbd4a650b35d1430ab4609bd1947354a01 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:54:23 +0200 Subject: [PATCH 183/783] Add small section noting that a strategy file is always necessary fix #3047 --- docs/hyperopt.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 30a22a969..55d2d984c 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -63,6 +63,9 @@ Optional - can also be loaded from a strategy: !!! 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. +!!! Note + You will always have to provide a strategy to Hyperopt even if it contains all methods. + 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) From d1a24db6b7bce1eb118f9fd19fb5017049f958cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:04:10 +0200 Subject: [PATCH 184/783] Remove deprecated pairlist and binary --- bin/freqtrade | 11 --------- docs/deprecated.md | 6 +++++ .../configuration/deprecated_settings.py | 23 ------------------- tests/test_configuration.py | 12 ---------- 4 files changed, 6 insertions(+), 46 deletions(-) delete mode 100755 bin/freqtrade diff --git a/bin/freqtrade b/bin/freqtrade deleted file mode 100755 index eee7cbef4..000000000 --- a/bin/freqtrade +++ /dev/null @@ -1,11 +0,0 @@ -#!/usr/bin/env python3 - -import sys -import logging - -logger = logging.getLogger(__name__) - - -logger.error("DEPRECATED installation detected, please run `pip install -e .` again.") - -sys.exit(2) diff --git a/docs/deprecated.md b/docs/deprecated.md index 349d41a09..a9a914f44 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -24,3 +24,9 @@ and in freqtrade 2019.7 (master branch). `--live` in the context of backtesting allowed to download the latest tick data for backtesting. Did only download the latest 500 candles, so was ineffective in getting good backtest data. Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) + +### Allow running multiple pairlists in sequence + +The former `"pairlists"` section in the configuration has been removed, and is replaced by `pairlist` - being a list to specify a sequence of pairlists. + +The old option has been deprecated in 2019.11 and has been removed in 2020.4. diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 55497d4f5..3999ea422 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -58,29 +58,6 @@ 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: " - f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. " - "Please refer to the docs on configuration details") - 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( - "DEPRECATED: " - 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 'capital_available_percentage' in config.get('edge', {})): logger.warning( diff --git a/tests/test_configuration.py b/tests/test_configuration.py index f29f2eaf2..c89f1381e 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1041,18 +1041,6 @@ 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_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_process_deprecated_setting_edge(mocker, edge_conf, caplog): patched_configuration_load_config_file(mocker, edge_conf) edge_conf.update({'edge': { From 9fa21628d7cf77fe81dca35373b9caa21c0c6515 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:29:17 +0200 Subject: [PATCH 185/783] Deprecate keys other than quoteVolume fixes #2981 --- docs/configuration.md | 4 +--- docs/deprecated.md | 6 +++++- freqtrade/pairlist/VolumePairList.py | 4 ++++ tests/pairlist/test_pairlist.py | 13 ++++++++++--- 4 files changed, 20 insertions(+), 7 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 338299781..2942014be 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -585,7 +585,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis #### 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` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`. `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. @@ -593,8 +593,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis `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 diff --git a/docs/deprecated.md b/docs/deprecated.md index a9a914f44..408c7b2ac 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -27,6 +27,10 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) ### Allow running multiple pairlists in sequence -The former `"pairlists"` section in the configuration has been removed, and is replaced by `pairlist` - being a list to specify a sequence of pairlists. +The former `"pairlist"` section in the configuration has been removed, and is replaced by `pairlists` - being a list to specify a sequence of pairlists. The old option has been deprecated in 2019.11 and has been removed in 2020.4. + +### deprecation of bidVolume and askVolume from volumepairlist + +Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4. diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 65f43245c..eb44fe725 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -39,6 +39,10 @@ class VolumePairList(IPairList): if not self._validate_keys(self._sort_key): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') + if self._sort_key != 'quoteVolume': + logger.warning( + "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated." + ) @property def needstickers(self) -> bool: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 7dfe8bcca..f9e2893c3 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -4,11 +4,11 @@ from unittest.mock import MagicMock, PropertyMock import pytest -from freqtrade.exceptions import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS -from freqtrade.resolvers import PairListResolver +from freqtrade.exceptions import OperationalException from freqtrade.pairlist.pairlistmanager import PairListManager -from tests.conftest import get_patched_freqtradebot, log_has_re +from freqtrade.resolvers import PairListResolver +from tests.conftest import get_patched_freqtradebot, log_has, log_has_re # whitelist, blacklist @@ -228,6 +228,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", caplog)) + if pairlist['method'] == 'VolumePairList': + logmsg = ("DEPRECATED: using any key other than quoteVolume for " + "VolumePairList is deprecated.") + if pairlist['sort_key'] != 'quoteVolume': + assert log_has(logmsg, caplog) + else: + assert not log_has(logmsg, caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From deb14e0c8522da23bd2a4b487d6afa4187b4015a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:32:11 +0200 Subject: [PATCH 186/783] Update "final" message in setup.sh closes #2773 --- setup.sh | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/setup.sh b/setup.sh index e120190ce..d6e0006f1 100755 --- a/setup.sh +++ b/setup.sh @@ -252,7 +252,8 @@ function install() { echo "-------------------------" echo "Run the bot !" echo "-------------------------" - echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade trade'." + echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade '." + echo "You verify that freqtrade is installed successfully by running 'source .env/bin/activate; freqtrade --version'." } function plot() { From e1a347df90efa8517dc9a0e51bc144403ba53a43 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:55:13 +0200 Subject: [PATCH 187/783] Use subcommand, add 3rd line --- setup.sh | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/setup.sh b/setup.sh index d6e0006f1..918c41e6b 100755 --- a/setup.sh +++ b/setup.sh @@ -252,7 +252,8 @@ 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 '." + echo "You can see the list of available bot subcommands by executing 'source .env/bin/activate; freqtrade --help'." echo "You verify that freqtrade is installed successfully by running 'source .env/bin/activate; freqtrade --version'." } From 255a43c98e75d18fe0a6bc04c513467c7ce85ffe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 17:25:18 +0200 Subject: [PATCH 188/783] Update price timeout example --- docs/strategy-advanced.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index dcb8018f9..39e92d651 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -56,7 +56,6 @@ class Awesomestrategy(IStrategy): !!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. - ### Custom order timeout example (using additional data) ``` python @@ -77,7 +76,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['bids'][0][0] # Cancel buy order if price is more than 2% above the order. - if order['price'] > current_price * 1.02: + if current_price > order['price'] * 1.02: return True return False @@ -86,7 +85,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel sell order if price is more than 2% below the order. - if order['price'] < current_price * 0.98: + if current_price < order['price'] * 0.98: return True return False ``` From e928c5fdaf3c46588ecb427427ff2c848104d16b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 07:15:37 +0200 Subject: [PATCH 189/783] Update docs/hyperopt.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 55d2d984c..11161e58b 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -64,7 +64,7 @@ Optional - can also be loaded from a strategy: 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. !!! Note - You will always have to provide a strategy to Hyperopt even if it contains all methods. + You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods. Rarely you may also need to override: From fb8a85da01e7a0c108a3a132e313cb4a7bb79224 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 07:56:17 +0200 Subject: [PATCH 190/783] Disallow VolumePairList from backtesting for now --- freqtrade/optimize/backtesting.py | 3 +++ tests/optimize/test_backtesting.py | 8 +++++--- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c01e3de50..3bf211d99 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -65,6 +65,9 @@ class Backtesting: self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) self.pairlists = PairListManager(self.exchange, self.config) + if 'VolumePairList' in self.pairlists.name_list: + raise OperationalException("VolumePairList not allowed for backtesting.") + self.pairlists.refresh_pairlist() if len(self.pairlists.whitelist) == 0: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 862dbe3aa..6c2d6c9dd 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -378,9 +378,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None: - def get_timerange(input1): - return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) - + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.data.history.history_utils.load_pair_history', MagicMock(return_value=pd.DataFrame())) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) @@ -397,6 +395,10 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> with pytest.raises(OperationalException, match='No pair in whitelist.'): Backtesting(default_conf) + default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}] + with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'): + Backtesting(default_conf) + def test_backtest(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False From 77a2ff8917e37271f906d92dde9e2b622c56cbd1 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:02:21 +0000 Subject: [PATCH 191/783] Bump ccxt from 1.26.53 to 1.27.1 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.53 to 1.27.1. - [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/1.26.53...1.27.1) 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 861c3bdd5..a53fc3999 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==1.26.53 +ccxt==1.27.1 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 2122384ec1c1f072870ca39ea47d765930d735e5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:02:49 +0000 Subject: [PATCH 192/783] Bump progressbar2 from 3.50.1 to 3.51.0 Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.50.1 to 3.51.0. - [Release notes](https://github.com/WoLpH/python-progressbar/releases) - [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst) - [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.50.1...v3.51.0) 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 6df1eb157..b0e18867d 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.50.1 +progressbar2==3.51.0 From 52c92a19e320ca6fb5be23fab736d35b44e80d0b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:03:30 +0000 Subject: [PATCH 193/783] Bump pytest-asyncio from 0.10.0 to 0.11.0 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.10.0 to 0.11.0. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.10.0...v0.11.0) 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 d269676af..508716bde 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 pytest==5.4.1 -pytest-asyncio==0.10.0 +pytest-asyncio==0.11.0 pytest-cov==2.8.1 pytest-mock==3.1.0 pytest-random-order==1.0.4 From abbb3254b2ed287604587c2be5ac5fccddd5c8d3 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:03:59 +0000 Subject: [PATCH 194/783] Bump mkdocs-material from 5.1.1 to 5.1.3 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.1 to 5.1.3. - [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/5.1.1...5.1.3) 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 1f8d710a9..1c0e280ae 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.1 +mkdocs-material==5.1.3 mdx_truly_sane_lists==1.2 From 3754bf46ed8b028101a07df96a2a3efc338f4fb7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 17:13:30 +0200 Subject: [PATCH 195/783] Change wording in deprecation messages Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/deprecated.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/deprecated.md b/docs/deprecated.md index 408c7b2ac..a7b57b10e 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -27,9 +27,9 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) ### Allow running multiple pairlists in sequence -The former `"pairlist"` section in the configuration has been removed, and is replaced by `pairlists` - being a list to specify a sequence of pairlists. +The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists. -The old option has been deprecated in 2019.11 and has been removed in 2020.4. +The old section of configuration parameters (`"pairlist"`) has been deprecated in 2019.11 and has been removed in 2020.4. ### deprecation of bidVolume and askVolume from volumepairlist From a01ed170f55a2a2cf07b4b5fcc721933308dc623 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 17:33:07 +0300 Subject: [PATCH 196/783] Improve hyperopt-list logging --- freqtrade/optimize/hyperopt.py | 6 +++--- tests/commands/test_commands.py | 5 ++--- 2 files changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ad9d7d44c..1e8077f10 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -376,13 +376,13 @@ class Hyperopt: # Verification for overwrite if path.isfile(csv_file): - logger.error("CSV-File already exists!") + logger.error(f"CSV file already exists: {csv_file}") return try: io.open(csv_file, 'w+').close() except IOError: - logger.error("Filed to create CSV-File!") + logger.error(f"Failed to create CSV file: {csv_file}") return trials = json_normalize(results, max_level=1) @@ -420,7 +420,7 @@ class Hyperopt: 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!") + logger.info(f"CSV file created: {csv_file}") def has_space(self, space: str) -> bool: """ diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 4530cd03d..264ae9a63 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -727,7 +727,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys): assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out) -def test_hyperopt_list(mocker, capsys, hyperopt_results): +def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results): mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results', MagicMock(return_value=hyperopt_results) @@ -911,8 +911,7 @@ 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 ["CSV-File created!"]) + log_has("CSV file created: test_file.csv", caplog) 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() From c26835048c9efb76325b36a8efa4a9e752e230aa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 22:56:19 +0300 Subject: [PATCH 197/783] Hyperopt cleanup, do not use 'trials' --- freqtrade/optimize/hyperopt.py | 72 +++++++++++++++++---------------- tests/optimize/test_hyperopt.py | 41 ++++++++++--------- 2 files changed, 59 insertions(+), 54 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 1e8077f10..a3e636988 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -75,8 +75,8 @@ class Hyperopt: 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'] / - 'hyperopt_results' / 'hyperopt_results.pickle') + self.results_file = (self.config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') self.data_pickle_file = (self.config['user_data_dir'] / 'hyperopt_results' / 'hyperopt_tickerdata.pkl') self.total_epochs = config.get('epochs', 0) @@ -88,10 +88,10 @@ class Hyperopt: else: logger.info("Continuing on previous hyperopt results.") - self.num_trials_saved = 0 + self.num_epochs_saved = 0 # Previous evaluations - self.trials: List = [] + self.epochs: List = [] # Populate functions here (hasattr is slow so should not be run during "regular" operations) if hasattr(self.custom_hyperopt, 'populate_indicators'): @@ -132,7 +132,7 @@ class Hyperopt: """ Remove hyperopt pickle files to restart hyperopt. """ - for f in [self.data_pickle_file, self.trials_file]: + for f in [self.data_pickle_file, self.results_file]: p = Path(f) if p.is_file(): logger.info(f"Removing `{p}`.") @@ -151,27 +151,26 @@ class Hyperopt: # and the values are taken from the list of parameters. return {d.name: v for d, v in zip(dimensions, raw_params)} - def save_trials(self, final: bool = False) -> None: + def _save_results(self) -> None: """ - Save hyperopt trials to file + Save hyperopt results to file """ - num_trials = len(self.trials) - if num_trials > self.num_trials_saved: - logger.debug(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} {plural(num_trials, 'epoch')} " - f"saved to '{self.trials_file}'.") + num_epochs = len(self.epochs) + if num_epochs > self.num_epochs_saved: + logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.") + dump(self.epochs, self.results_file) + self.num_epochs_saved = num_epochs + logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} " + f"saved to '{self.results_file}'.") @staticmethod - def _read_trials(trials_file: Path) -> List: + def _read_results(results_file: Path) -> List: """ - Read hyperopt trials file + Read hyperopt results from file """ - logger.info("Reading Trials from '%s'", trials_file) - trials = load(trials_file) - return trials + logger.info("Reading epochs from '%s'", results_file) + data = load(results_file) + return data def _get_params_details(self, params: Dict) -> Dict: """ @@ -588,19 +587,20 @@ class Hyperopt: wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked) @staticmethod - def load_previous_results(trials_file: Path) -> List: + def load_previous_results(results_file: Path) -> 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) - if trials[0].get('is_best') is None: + epochs: List = [] + if results_file.is_file() and results_file.stat().st_size > 0: + epochs = Hyperopt._read_results(results_file) + # Detection of some old format, without 'is_best' field saved + if epochs[0].get('is_best') is None: raise OperationalException( "The file with Hyperopt results is incompatible with this version " "of Freqtrade and cannot be loaded.") - logger.info(f"Loaded {len(trials)} previous evaluations from disk.") - return trials + logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") + return epochs def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) @@ -628,7 +628,7 @@ class Hyperopt: self.backtesting.exchange = None # type: ignore self.backtesting.pairlists = None # type: ignore - self.trials = self.load_previous_results(self.trials_file) + self.epochs = self.load_previous_results(self.results_file) cpus = cpu_count() logger.info(f"Found {cpus} CPU cores. Let's make them scream!") @@ -698,23 +698,25 @@ class Hyperopt: if is_best: self.current_best_loss = val['loss'] - self.trials.append(val) + self.epochs.append(val) # Save results after each best epoch and every 100 epochs if is_best or current % 100 == 0: - self.save_trials() + self._save_results() pbar.update(current) except KeyboardInterrupt: print('User interrupted..') - self.save_trials(final=True) + self._save_results() + logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} " + f"saved to '{self.results_file}'.") - 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) + if self.epochs: + sorted_epochs = sorted(self.epochs, key=itemgetter('loss')) + best_epoch = sorted_epochs[0] + self.print_epoch_details(best_epoch, self.total_epochs, self.print_json) else: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index b5106be0c..cc8b9aa37 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 import locale +import logging from datetime import datetime from pathlib import Path from typing import Dict, List @@ -56,14 +57,14 @@ def hyperopt_results(): # Functions for recurrent object patching -def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]: +def create_results(mocker, hyperopt, testdatadir) -> List[Dict]: """ - When creating trials, mock the hyperopt Trials so that *by default* + When creating results, mock the hyperopt so that *by default* - we don't create any pickle'd files in the filesystem - we might have a pickle'd file so make sure that we return false when looking for it """ - hyperopt.trials_file = testdatadir / 'optimize/ut_trials.pickle' + hyperopt.results_file = testdatadir / 'optimize/ut_results.pickle' mocker.patch.object(Path, "is_file", MagicMock(return_value=False)) stat_mock = MagicMock() @@ -477,28 +478,30 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None: assert caplog.record_tuples == [] -def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None: - trials = create_trials(mocker, hyperopt, testdatadir) +def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None: + epochs = create_results(mocker, hyperopt, testdatadir) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None) - trials_file = testdatadir / 'optimize' / 'ut_trials.pickle' + results_file = testdatadir / 'optimize' / 'ut_results.pickle' - hyperopt.trials = trials - hyperopt.save_trials(final=True) - assert log_has(f"1 epoch saved to '{trials_file}'.", caplog) + caplog.set_level(logging.DEBUG) + + hyperopt.epochs = epochs + hyperopt._save_results() + assert log_has(f"1 epoch saved to '{results_file}'.", caplog) mock_dump.assert_called_once() - hyperopt.trials = trials + trials - hyperopt.save_trials(final=True) - assert log_has(f"2 epochs saved to '{trials_file}'.", caplog) + hyperopt.epochs = epochs + epochs + hyperopt._save_results() + assert log_has(f"2 epochs saved to '{results_file}'.", caplog) -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) - 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 +def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None: + epochs = create_results(mocker, hyperopt, testdatadir) + mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs) + results_file = testdatadir / 'optimize' / 'ut_results.pickle' + hyperopt_epochs = hyperopt._read_results(results_file) + assert log_has(f"Reading epochs from '{results_file}'", caplog) + assert hyperopt_epochs == epochs mock_load.assert_called_once() From c6787d7e9faf4f3ad6a3d00ed7c806ad83cd5485 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 23:14:02 +0300 Subject: [PATCH 198/783] Do not use 'trials' in commands --- freqtrade/commands/hyperopt_commands.py | 106 ++++++++++++------------ 1 file changed, 52 insertions(+), 54 deletions(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 3f61ea66c..517f47d16 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -38,33 +38,33 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None) } - trials_file = (config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_results.pickle') + results_file = (config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') # Previous evaluations - trials = Hyperopt.load_previous_results(trials_file) - total_epochs = len(trials) + epochs = Hyperopt.load_previous_results(results_file) + total_epochs = len(epochs) - trials = _hyperopt_filter_trials(trials, filteroptions) + epochs = _hyperopt_filter_epochs(epochs, filteroptions) if print_colorized: colorama_init(autoreset=True) if not export_csv: try: - print(Hyperopt.get_result_table(config, trials, total_epochs, + print(Hyperopt.get_result_table(config, epochs, 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] + if epochs and not no_details: + sorted_epochs = sorted(epochs, key=itemgetter('loss')) + results = sorted_epochs[0] Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header) - if trials and export_csv: + if epochs and export_csv: Hyperopt.export_csv_file( - config, trials, total_epochs, not filteroptions['only_best'], export_csv + config, epochs, total_epochs, not filteroptions['only_best'], export_csv ) @@ -78,8 +78,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: 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') + results_file = (config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') n = config.get('hyperopt_show_index', -1) filteroptions = { @@ -96,89 +96,87 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: } # Previous evaluations - trials = Hyperopt.load_previous_results(trials_file) - total_epochs = len(trials) + epochs = Hyperopt.load_previous_results(results_file) + total_epochs = len(epochs) - trials = _hyperopt_filter_trials(trials, filteroptions) - trials_epochs = len(trials) + epochs = _hyperopt_filter_epochs(epochs, filteroptions) + filtered_epochs = len(epochs) - if n > trials_epochs: + if n > filtered_epochs: raise OperationalException( - f"The index of the epoch to show should be less than {trials_epochs + 1}.") - if n < -trials_epochs: + f"The index of the epoch to show should be less than {filtered_epochs + 1}.") + if n < -filtered_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 {-filtered_epochs - 1}.") # Translate epoch index from human-readable format to pythonic if n > 0: n -= 1 - if trials: - val = trials[n] + if epochs: + val = epochs[n] Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header, header_str="Epoch details") -def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List: +def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: """ Filter our items from the list of hyperopt results """ if filteroptions['only_best']: - trials = [x for x in trials if x['is_best']] + epochs = [x for x in epochs if x['is_best']] if filteroptions['only_profitable']: - trials = [x for x in trials if x['results_metrics']['profit'] > 0] + epochs = [x for x in epochs if x['results_metrics']['profit'] > 0] if filteroptions['filter_min_trades'] > 0: - trials = [ - x for x in trials + epochs = [ + x for x in epochs if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades'] ] if filteroptions['filter_max_trades'] > 0: - trials = [ - x for x in trials + epochs = [ + x for x in epochs 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 + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs 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 + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs 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'] + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs + 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'] + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs + 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 + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs 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 + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit'] ] - logger.info(f"{len(trials)} " + + logger.info(f"{len(epochs)} " + ("best " if filteroptions['only_best'] else "") + ("profitable " if filteroptions['only_profitable'] else "") + "epochs found.") - return trials + return epochs From 726e52aaa7932595a0f67e3a6c591b74d45b5962 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 29 Apr 2020 10:49:25 +0300 Subject: [PATCH 199/783] Use skopt model_queue_size instead of custom hack --- freqtrade/optimize/hyperopt.py | 25 ++++--------------------- 1 file changed, 4 insertions(+), 21 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a3e636988..12310311c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -49,9 +49,9 @@ logger = logging.getLogger(__name__) INITIAL_POINTS = 30 -# Keep no more than 2*SKOPT_MODELS_MAX_NUM models -# in the skopt models list -SKOPT_MODELS_MAX_NUM = 10 +# Keep no more than SKOPT_MODEL_QUEUE_SIZE models +# in the skopt model queue, to optimize memory consumption +SKOPT_MODEL_QUEUE_SIZE = 10 MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization @@ -563,25 +563,9 @@ class Hyperopt: n_initial_points=INITIAL_POINTS, acq_optimizer_kwargs={'n_jobs': cpu_count}, random_state=self.random_state, + model_queue_size=SKOPT_MODEL_QUEUE_SIZE, ) - 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 - - This may cease working when skopt updates if implementation of this intrinsic - part changes. - """ - n = len(self.opt.models) - SKOPT_MODELS_MAX_NUM - # Keep no more than 2*SKOPT_MODELS_MAX_NUM models in the skopt models list, - # remove the old ones. These are actually of no use, the current model - # from the estimator is the only one used in the skopt optimizer. - # Freqtrade code also does not inspect details of the models. - if n >= SKOPT_MODELS_MAX_NUM: - logger.debug(f"Fixing skopt models list, removing {n} old items...") - del self.opt.models[0:n] - def run_optimizer_parallel(self, parallel, asked, i) -> List: return parallel(delayed( wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked) @@ -677,7 +661,6 @@ class Hyperopt: 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() # Calculate progressbar outputs for j, val in enumerate(f_val): From 1a6ddfcaebaf2c75c67aca115379db70aa9d96c1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:37:48 +0200 Subject: [PATCH 200/783] Be clear on evaluation logic during backtesting --- docs/backtesting.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index d6775e17c..d5a4cf3a7 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -202,7 +202,8 @@ 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. +- Low happens before high for stoploss, protecting capital first +- Stoploss is evaluated before ROI - 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 From 74281a16fdda730216e13d1654766a14432e664b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:39:55 +0200 Subject: [PATCH 201/783] Move to the last point and clarify further --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index d5a4cf3a7..1f518658d 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -203,7 +203,6 @@ 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 -- Stoploss is evaluated before ROI - 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 @@ -213,6 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca - 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) +- Stoploss (and trailing stoploss) is evaluated before ROI within one candle 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. From 69b44234a48245c546ac0eb3d21b7fc6052e1034 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:47:53 +0200 Subject: [PATCH 202/783] Update docs/backtesting.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 1f518658d..9b2997510 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -212,7 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca - 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) -- Stoploss (and trailing stoploss) is evaluated before ROI within one candle +- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes. 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. From 9152e76966dc35f3cff4d2be83359f31d557e4ba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 29 Apr 2020 12:17:08 +0300 Subject: [PATCH 203/783] Add skopt version check into setup.py --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 94c48a6a7..5a332057f 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ plot = ['plotly>=4.0'] hyperopt = [ 'scipy', 'scikit-learn', - 'scikit-optimize', + 'scikit-optimize>=0.7.4', 'filelock', 'joblib', 'progressbar2', From 38c6ba6c0840a2f2c575c5ee67e083d0a5a65182 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 29 Apr 2020 13:21:04 +0300 Subject: [PATCH 204/783] Update setup.py Co-Authored-By: Matthias --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 5a332057f..9c253ea4e 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ plot = ['plotly>=4.0'] hyperopt = [ 'scipy', 'scikit-learn', - 'scikit-optimize>=0.7.4', + 'scikit-optimize>=0.7.0', 'filelock', 'joblib', 'progressbar2', From dec1b10743c3420a71b9dcc49d14c83d0dacb289 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 06:51:42 +0200 Subject: [PATCH 205/783] Add fee_cost and currency columns --- freqtrade/persistence.py | 22 +++++++++++++++++++--- tests/test_persistence.py | 4 ++++ 2 files changed, 23 insertions(+), 3 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index fb314f439..36e2c7ffd 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -86,11 +86,15 @@ def check_migrate(engine) -> None: logger.debug(f'trying {table_back_name}') # Check for latest column - if not has_column(cols, 'close_profit_abs'): + if not has_column(cols, 'fee_close_cost'): logger.info(f'Running database migration - backup available as {table_back_name}') fee_open = get_column_def(cols, 'fee_open', 'fee') + fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null') + fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null') fee_close = get_column_def(cols, 'fee_close', 'fee') + fee_close_cost = get_column_def(cols, 'fee_close_cost', 'null') + fee_close_currency = get_column_def(cols, 'fee_close_currency', 'null') open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null') close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null') stop_loss = get_column_def(cols, 'stop_loss', '0.0') @@ -120,7 +124,9 @@ def check_migrate(engine) -> None: # Copy data back - following the correct schema engine.execute(f"""insert into trades - (id, exchange, pair, is_open, fee_open, fee_close, open_rate, + (id, exchange, pair, is_open, + fee_open, fee_open_cost, fee_open_currency, + fee_close, fee_close_cost, fee_open_currency, open_rate, open_rate_requested, close_rate, close_rate_requested, close_profit, stake_amount, amount, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, @@ -136,7 +142,9 @@ def check_migrate(engine) -> None: else pair end pair, - is_open, {fee_open} fee_open, {fee_close} fee_close, + is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost, + {fee_open_currency} fee_open_currency, {fee_close} fee_close, + {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency, open_rate, {open_rate_requested} open_rate_requested, close_rate, {close_rate_requested} close_rate_requested, close_profit, stake_amount, amount, open_date, close_date, open_order_id, @@ -185,7 +193,11 @@ class Trade(_DECL_BASE): pair = Column(String, nullable=False, index=True) is_open = Column(Boolean, nullable=False, default=True, index=True) fee_open = Column(Float, nullable=False, default=0.0) + fee_open_cost = Column(Float, nullable=True) + fee_open_currency = Column(String, nullable=True) fee_close = Column(Float, nullable=False, default=0.0) + fee_close_cost = Column(Float, nullable=True) + fee_close_currency = Column(String, nullable=True) open_rate = Column(Float) open_rate_requested = Column(Float) # open_trade_price - calculated via _calc_open_trade_price @@ -235,7 +247,11 @@ class Trade(_DECL_BASE): 'pair': self.pair, 'is_open': self.is_open, 'fee_open': self.fee_open, + 'fee_open_cost': self.fee_open_cost, + 'fee_open_currency': self.fee_open_currency, 'fee_close': self.fee_close, + 'fee_close_cost': self.fee_close_cost, + 'fee_close_currency': self.fee_close_currency, 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'close_date_hum': (arrow.get(self.close_date).humanize() diff --git a/tests/test_persistence.py b/tests/test_persistence.py index ceac24356..f54802ceb 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -465,6 +465,10 @@ def test_migrate_old(mocker, default_conf, fee): assert trade.initial_stop_loss == 0.0 assert trade.open_trade_price == trade._calc_open_trade_price() assert trade.close_profit_abs is None + assert trade.fee_open_cost is None + assert trade.fee_open_currency is None + assert trade.fee_close_cost is None + assert trade.fee_close_currency is None trade = Trade.query.filter(Trade.id == 2).first() assert trade.close_rate is not None From 7936120afc26104179fd1c8115e4f858fbc06b85 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 06:58:43 +0200 Subject: [PATCH 206/783] Adapt tests to support new db fields --- tests/rpc/test_rpc.py | 8 ++++++++ tests/rpc/test_rpc_apiserver.py | 8 ++++++++ tests/test_persistence.py | 8 ++++++++ 3 files changed, 24 insertions(+) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index d2af4bd87..a1e6d9f26 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -51,7 +51,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_date_hum': ANY, 'is_open': ANY, 'fee_open': ANY, + 'fee_open_cost': ANY, + 'fee_open_currency': ANY, 'fee_close': ANY, + 'fee_close_cost': ANY, + 'fee_close_currency': ANY, 'open_rate_requested': ANY, 'open_trade_price': ANY, 'close_rate_requested': ANY, @@ -90,7 +94,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_date_hum': ANY, 'is_open': ANY, 'fee_open': ANY, + 'fee_open_cost': ANY, + 'fee_open_currency': ANY, 'fee_close': ANY, + 'fee_close_cost': ANY, + 'fee_close_currency': ANY, 'open_rate_requested': ANY, 'open_trade_price': ANY, 'close_rate_requested': ANY, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 6548790cb..01e9c0e96 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -472,7 +472,11 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'close_rate_requested': None, 'current_rate': 1.099e-05, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'open_date': ANY, 'is_open': True, 'max_rate': 0.0, @@ -575,7 +579,11 @@ def test_api_forcebuy(botclient, mocker, fee): 'close_profit': None, 'close_rate_requested': None, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'is_open': False, 'max_rate': None, 'min_rate': None, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index f54802ceb..aa3a59b87 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -745,7 +745,11 @@ def test_to_json(default_conf, fee): 'open_rate_requested': None, 'open_trade_price': 15.1668225, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'close_rate': None, 'close_rate_requested': None, 'amount': 123.0, @@ -794,7 +798,11 @@ def test_to_json(default_conf, fee): 'close_profit': None, 'close_rate_requested': None, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'is_open': None, 'max_rate': None, 'min_rate': None, From b125dd3728b516f628363f5a7b7c8009a955c24e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 07:06:06 +0200 Subject: [PATCH 207/783] Extract order_has_fee method --- freqtrade/freqtradebot.py | 17 +++++++++++++---- 1 file changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..80470f9e7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1162,6 +1162,17 @@ class FreqtradeBot: return False + def _order_has_fee(self, order: Dict) -> bool: + """ + Verifies if the passed in order dict has the needed keys to extract fees + :param order: Order or trade (one trade) dict + :return: True if the fee substructure contains currency and cost, false otherwise + """ + if not isinstance(order, dict): + return False + return ('fee' in order and order['fee'] is not None and + (order['fee'].keys() >= {'currency', 'cost'})) + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade @@ -1175,8 +1186,7 @@ class FreqtradeBot: 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 self._order_has_fee(order): if (order['fee']['currency'] is not None and order['fee']['cost'] is not None and trade_base_currency == order['fee']['currency']): @@ -1196,8 +1206,7 @@ class FreqtradeBot: 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'})): + if self._order_has_fee(exectrade): # only applies if fee is in quote currency! if (exectrade['fee']['currency'] is not None and exectrade['fee']['cost'] is not None and From 6d7a3a0cc99d8e47b7e27e54d3827335af61a8bf Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 07:12:08 +0200 Subject: [PATCH 208/783] Extract more logic into order-has_fee --- freqtrade/freqtradebot.py | 18 +++++++++--------- 1 file changed, 9 insertions(+), 9 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 80470f9e7..4db9f9a1c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1164,14 +1164,18 @@ class FreqtradeBot: def _order_has_fee(self, order: Dict) -> bool: """ - Verifies if the passed in order dict has the needed keys to extract fees + Verifies if the passed in order dict has the needed keys to extract fees, + and that these keys (currency, cost) are not empty. :param order: Order or trade (one trade) dict :return: True if the fee substructure contains currency and cost, false otherwise """ if not isinstance(order, dict): return False - return ('fee' in order and order['fee'] is not None and - (order['fee'].keys() >= {'currency', 'cost'})) + return ('fee' in order and order['fee'] is not None + and (order['fee'].keys() >= {'currency', 'cost'}) + and order['fee']['currency'] is not None + and order['fee']['cost'] is not None + ) def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ @@ -1187,9 +1191,7 @@ class FreqtradeBot: trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible if self._order_has_fee(order): - if (order['fee']['currency'] is not None and - order['fee']['cost'] is not None and - trade_base_currency == order['fee']['currency']): + if 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) @@ -1208,9 +1210,7 @@ class FreqtradeBot: amount += exectrade['amount'] if self._order_has_fee(exectrade): # only applies if fee is in quote currency! - if (exectrade['fee']['currency'] is not None and - exectrade['fee']['cost'] is not None and - trade_base_currency == exectrade['fee']['currency']): + if trade_base_currency == exectrade['fee']['currency']: fee_abs += exectrade['fee']['cost'] if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): From d3b9f4d393850de9d846735d8790d32dbc459c4c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:28:36 +0200 Subject: [PATCH 209/783] Add extract_cost_curr_rate --- freqtrade/freqtradebot.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4db9f9a1c..7963fbec3 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1177,6 +1177,15 @@ class FreqtradeBot: and order['fee']['cost'] is not None ) + def _extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, float]: + """ + :param order: Order or trade (one trade) dict + :return: Tuple with cost, currency, rate of the given fee dict + """ + return (order['fee']['cost'], + order['fee']['currency'], + order['fee'].get('rate', None)) + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From a867d40eac3ab040eac09ac9905cefa4e74178fc Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:33:09 +0200 Subject: [PATCH 210/783] Move fee_methods to exchange --- freqtrade/exchange/exchange.py | 26 ++++++++++++++++++++++++++ freqtrade/freqtradebot.py | 24 ------------------------ 2 files changed, 26 insertions(+), 24 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 1a0565959..9a0364b07 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1063,6 +1063,32 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + @staticmethod + def order_has_fee(order: Dict) -> bool: + """ + Verifies if the passed in order dict has the needed keys to extract fees, + and that these keys (currency, cost) are not empty. + :param order: Order or trade (one trade) dict + :return: True if the fee substructure contains currency and cost, false otherwise + """ + if not isinstance(order, dict): + return False + return ('fee' in order and order['fee'] is not None + and (order['fee'].keys() >= {'currency', 'cost'}) + and order['fee']['currency'] is not None + and order['fee']['cost'] is not None + ) + + @staticmethod + def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: + """ + :param order: Order or trade (one trade) dict + :return: Tuple with cost, currency, rate of the given fee dict + """ + return (order['fee']['cost'], + order['fee']['currency'], + order['fee'].get('rate', None)) + def is_exchange_bad(exchange_name: str) -> bool: return exchange_name in BAD_EXCHANGES diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7963fbec3..a297f1823 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1162,30 +1162,6 @@ class FreqtradeBot: return False - def _order_has_fee(self, order: Dict) -> bool: - """ - Verifies if the passed in order dict has the needed keys to extract fees, - and that these keys (currency, cost) are not empty. - :param order: Order or trade (one trade) dict - :return: True if the fee substructure contains currency and cost, false otherwise - """ - if not isinstance(order, dict): - return False - return ('fee' in order and order['fee'] is not None - and (order['fee'].keys() >= {'currency', 'cost'}) - and order['fee']['currency'] is not None - and order['fee']['cost'] is not None - ) - - def _extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, float]: - """ - :param order: Order or trade (one trade) dict - :return: Tuple with cost, currency, rate of the given fee dict - """ - return (order['fee']['cost'], - order['fee']['currency'], - order['fee'].get('rate', None)) - def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From 2e4dc6c25388feaa8ce13407bf62d2eabfb27938 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:56:48 +0200 Subject: [PATCH 211/783] Exchange should return fee dict for dry-run orders --- freqtrade/exchange/exchange.py | 21 +++++++++++++-------- 1 file changed, 13 insertions(+), 8 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 9a0364b07..22d477e6c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -472,26 +472,31 @@ class Exchange: 'pair': pair, 'price': rate, 'amount': _amount, - "cost": _amount * rate, + 'cost': _amount * rate, 'type': ordertype, 'side': side, 'remaining': _amount, 'datetime': arrow.utcnow().isoformat(), 'status': "closed" if ordertype == "market" else "open", 'fee': None, - "info": {} + 'info': {} } - self._store_dry_order(dry_order) + self._store_dry_order(dry_order, pair) # Copy order and close it - so the returned order is open unless it's a market order return dry_order - def _store_dry_order(self, dry_order: Dict) -> None: + def _store_dry_order(self, dry_order: Dict, pair: str) -> None: closed_order = dry_order.copy() - if closed_order["type"] in ["market", "limit"]: + if closed_order['type'] in ["market", "limit"]: closed_order.update({ - "status": "closed", - "filled": closed_order["amount"], - "remaining": 0 + 'status': 'closed', + 'filled': closed_order['amount'], + 'remaining': 0, + 'fee': { + 'currency': self.get_pair_quote_currency(pair), + 'cost': dry_order['amount'] * self.get_fee(pair), + 'rate': self.get_fee(pair) + } }) if closed_order["type"] in ["stop_loss_limit"]: closed_order["info"].update({"stopPrice": closed_order["price"]}) From e74ed0ba7b7ba4f9f8f6cd8f456d1ccc35901614 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 20:05:27 +0200 Subject: [PATCH 212/783] Add tests for fee extraction methods --- freqtrade/exchange/exchange.py | 2 ++ tests/exchange/test_exchange.py | 20 ++++++++++++++++++++ 2 files changed, 22 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 22d477e6c..bd6d617c0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1087,6 +1087,8 @@ class Exchange: @staticmethod def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: """ + Extract tuple of cost, currency, rate. + Requires order_has_fee to run first! :param order: Order or trade (one trade) dict :return: Tuple with cost, currency, rate of the given fee dict """ diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 3c92612a0..f8c572dc8 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2145,3 +2145,23 @@ def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_r ]) def test_market_is_active(market, expected_result) -> None: assert market_is_active(market) == expected_result + + +@pytest.mark.parametrize("order,expected", [ + ([{'fee'}], False), + ({'fee': None}, False), + ({'fee': {'currency': 'ETH/BTC'}}, False), + ({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False), + ({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True), +]) +def test_order_has_fee(order, expected) -> None: + assert Exchange.order_has_fee(order) == expected + + +@pytest.mark.parametrize("order,expected", [ + ({'fee': {'currency': 'ETH/BTC', 'cost': 0.43}}, (0.43, 'ETH/BTC', None)), + ({'fee': {'currency': 'ETH/USDT', 'cost': 0.01}}, (0.01, 'ETH/USDT', None)), + ({'fee': {'currency': 'ETH/USDT', 'cost': 0.34, 'rate': 0.01}}, (0.34, 'ETH/USDT', 0.01)), +]) +def test_extract_cost_curr_rate(order, expected) -> None: + assert Exchange.extract_cost_curr_rate(order) == expected From 63b55658ac07ab3b6e44ee7bda9093031f2133ba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 1 May 2020 05:11:30 +0300 Subject: [PATCH 213/783] Add ticker to dataprovider --- freqtrade/data/dataprovider.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 1df710152..b197ed1a5 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -97,8 +97,7 @@ class DataProvider: """ Return last ticker data """ - # TODO: Implement me - pass + return self._exchange.fetch_ticker(pair) def orderbook(self, pair: str, maximum: int) -> Dict[str, List]: """ From f8f794a8038ec9d532b39cf7a947956e02b7bac0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 20:15:35 +0200 Subject: [PATCH 214/783] Simplify fee-related tests --- tests/test_freqtradebot.py | 60 ++++++++------------------------------ 1 file changed, 12 insertions(+), 48 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f2ce9f3c..43ee4c79d 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3285,8 +3285,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, 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) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', @@ -3297,8 +3295,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) @@ -3310,8 +3307,6 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe 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) - patch_exchange(mocker) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', @@ -3322,8 +3317,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3335,8 +3329,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f 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) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3348,8 +3340,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3362,8 +3353,6 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_ limit_buy_order['fee'] = {'cost': 0.004, 'currency': None} trades_for_order[0]['fee']['currency'] = None - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3375,8 +3364,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_ open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount @@ -3386,8 +3374,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, trades_for_order[0]['fee']['currency'] = 'BNB' trades_for_order[0]['fee']['cost'] = 0.00094518 - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3399,16 +3385,13 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker): - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2) amount = float(sum(x['amount'] for x in trades_for_order2)) trade = Trade( @@ -3420,8 +3403,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) @@ -3435,8 +3417,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} - 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)) @@ -3449,8 +3429,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 @@ -3463,8 +3442,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004} - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( @@ -3476,8 +3453,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount @@ -3487,8 +3463,6 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001 - 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( @@ -3500,8 +3474,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): @@ -3514,8 +3487,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b 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( @@ -3527,8 +3498,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount changes by fee amount. assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), @@ -3539,8 +3509,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3553,15 +3521,12 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_open_trade(default_conf, fee, mocker): - patch_RPCManager(mocker) - patch_exchange(mocker) amount = 12345 trade = Trade( pair='LTC/ETH', @@ -3577,8 +3542,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'amount': amount, 'status': 'open', } - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_real_amount(trade, order) == amount From 45c97fde2dc125f00255f197f5bbf4fe63a20a06 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 22:16:52 +0200 Subject: [PATCH 215/783] Use correct typehint for extract_cost_curr_rate --- 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 bd6d617c0..df7f3005e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1085,7 +1085,7 @@ class Exchange: ) @staticmethod - def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: + def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, Optional[float]]: """ Extract tuple of cost, currency, rate. Requires order_has_fee to run first! @@ -1095,6 +1095,7 @@ class Exchange: return (order['fee']['cost'], order['fee']['currency'], order['fee'].get('rate', None)) + # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price'])) def is_exchange_bad(exchange_name: str) -> bool: From 59bafc8d02e291bb0797eeecdc1cd92feadb5517 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:17:52 +0200 Subject: [PATCH 216/783] Implement fee rate calculation --- freqtrade/exchange/exchange.py | 33 +++++++++++++++++++++--- tests/exchange/test_exchange.py | 45 +++++++++++++++++++++++++++++---- 2 files changed, 69 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7f3005e..ebadd4c8a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -22,7 +22,7 @@ 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 -from freqtrade.misc import deep_merge_dicts +from freqtrade.misc import deep_merge_dicts, safe_value_fallback CcxtModuleType = Any @@ -1084,8 +1084,33 @@ class Exchange: and order['fee']['cost'] is not None ) - @staticmethod - def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, Optional[float]]: + def calculate_fee_rate(self, order: Dict) -> Optional[float]: + """ + Calculate fee rate if it's not given by the exchange. + :param order: Order or trade (one trade) dict + """ + if order['fee'].get('rate') is not None: + return order['fee'].get('rate') + fee_curr = order['fee']['currency'] + # Calculate fee based on order details + if fee_curr in self.get_pair_base_currency(order['symbol']): + # Base currency - divide by amount + return round(order['fee']['cost'] / order['amount'], 8) + elif fee_curr in self.get_pair_quote_currency(order['symbol']): + # Quote currency - divide by cost + return round(order['fee']['cost'] / order['cost'], 8) + else: + # If Fee currency is a different currency + try: + comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency']) + tick = self.fetch_ticker(comb) + + fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask') + return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8) + except DependencyException: + return None + + def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: """ Extract tuple of cost, currency, rate. Requires order_has_fee to run first! @@ -1094,7 +1119,7 @@ class Exchange: """ return (order['fee']['cost'], order['fee']['currency'], - order['fee'].get('rate', None)) + self.calculate_fee_rate(order)) # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price'])) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f8c572dc8..7a1df5103 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2159,9 +2159,44 @@ def test_order_has_fee(order, expected) -> None: @pytest.mark.parametrize("order,expected", [ - ({'fee': {'currency': 'ETH/BTC', 'cost': 0.43}}, (0.43, 'ETH/BTC', None)), - ({'fee': {'currency': 'ETH/USDT', 'cost': 0.01}}, (0.01, 'ETH/USDT', None)), - ({'fee': {'currency': 'ETH/USDT', 'cost': 0.34, 'rate': 0.01}}, (0.34, 'ETH/USDT', 0.01)), + ({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}}, + (0.43, 'ETH', 0.01)), + ({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}}, + (0.01, 'USDT', 0.01)), + ({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, + (0.34, 'USDT', 0.01)), ]) -def test_extract_cost_curr_rate(order, expected) -> None: - assert Exchange.extract_cost_curr_rate(order) == expected +def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: + mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01)) + ex = get_patched_exchange(mocker, default_conf) + assert ex.extract_cost_curr_rate(order) == expected + + +@pytest.mark.parametrize("order,expected", [ + # Using base-currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1), + ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05, + 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08), + # Using quote currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04), + # Using foreign currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), + ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, + 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), + # TODO: More tests here! + # Rate included in return - return as is + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), +]) +def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) + + ex = get_patched_exchange(mocker, default_conf) + assert ex.calculate_fee_rate(order) == expected From db8fb39a3860caca6000f384055d5476ba60f03b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:20:38 +0200 Subject: [PATCH 217/783] don't use trade.update directly! --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a297f1823..ff2d1d759 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1032,7 +1032,7 @@ class FreqtradeBot: trade.sell_reason = sell_reason.value # In case of market sell orders the order can be closed immediately if order.get('status', 'unknown') == 'closed': - trade.update(order) + self.update_trade_state(trade, order) Trade.session.flush() # Lock pair for one candle to prevent immediate rebuys From b93d33a93a652c3c870d43a1ca75b4c7aadbe39b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:30:49 +0200 Subject: [PATCH 218/783] Fix mock order dicts --- tests/conftest.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..621f45407 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -779,7 +779,7 @@ def limit_buy_order(): 'id': 'mocked_limit_buy', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -795,7 +795,7 @@ def market_buy_order(): 'id': 'mocked_market_buy', 'type': 'market', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, @@ -811,7 +811,7 @@ def market_sell_order(): 'id': 'mocked_limit_sell', 'type': 'market', 'side': 'sell', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, @@ -827,7 +827,7 @@ def limit_buy_order_old(): 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, @@ -843,7 +843,7 @@ def limit_sell_order_old(): 'id': 'mocked_limit_sell_old', 'type': 'limit', 'side': 'sell', - 'pair': 'ETH/BTC', + 'symbol': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -859,7 +859,7 @@ def limit_buy_order_old_partial(): 'id': 'mocked_limit_buy_old_partial', 'type': 'limit', 'side': 'buy', - 'pair': 'ETH/BTC', + 'symbol': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -1482,7 +1482,7 @@ def buy_order_fee(): 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.245441, 'amount': 8.0, From fdcc507f06ff725a7c0053676509ba049c7e8129 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:35:57 +0200 Subject: [PATCH 219/783] Fix integration tests --- tests/test_integration.py | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) diff --git a/tests/test_integration.py b/tests/test_integration.py index c40da7e9d..ee6ef3cb2 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -67,7 +67,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, 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) @@ -97,8 +96,9 @@ 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 must be updated between stoploss cancellation and selling. - assert wallets_mock.call_count == 2 + # Wallets must be updated between stoploss cancellation and selling, and will be updated again + # During update_trade_state + assert wallets_mock.call_count == 3 trade = trades[0] assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value @@ -144,7 +144,6 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), - update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) should_sell_mock = MagicMock(side_effect=[ From a2ff6326470afde76cdfe9d70966d83151afbded Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:00:42 +0200 Subject: [PATCH 220/783] Add update_fee method to persistence --- freqtrade/persistence.py | 18 ++++++++++++++++++ tests/test_persistence.py | 33 +++++++++++++++++++++++++++++++++ 2 files changed, 51 insertions(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 36e2c7ffd..fec095daa 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -376,6 +376,24 @@ class Trade(_DECL_BASE): self ) + def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], + side: str) -> None: + """ + Update Fee parameters. Only acts once per side + """ + if side == 'buy' and self.fee_open_currency is None: + self.fee_open_cost = fee_cost + self.fee_open_currency = fee_currency + if fee_rate is not None: + self.fee_open = fee_rate + # Assume close-fee will fall into the same fee category and take an educated guess + self.fee_close = fee_rate + elif side == 'sell' and self.fee_close_currency is None: + self.fee_close_cost = fee_cost + self.fee_close_currency = fee_currency + if fee_rate is not None: + self.fee_close = fee_rate + def _calc_open_trade_price(self) -> float: """ Calculate the open_rate including open_fee. diff --git a/tests/test_persistence.py b/tests/test_persistence.py index aa3a59b87..fa6f84ce0 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -874,6 +874,39 @@ def test_stoploss_reinitialization(default_conf, fee): assert trade_adj.initial_stop_loss_pct == -0.04 +def test_update_fee(fee): + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + fee_open=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=10, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + max_rate=1, + ) + fee_cost = 0.15 + fee_currency = 'BTC' + fee_rate = 0.0075 + assert trade.fee_open_currency is None + + trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy') + assert trade.fee_open_currency == fee_currency + assert trade.fee_open_cost == fee_cost + assert trade.fee_open == fee_rate + # Setting buy rate should "guess" close rate + assert trade.fee_close == fee_rate + assert trade.fee_close_currency is None + assert trade.fee_close_cost is None + + fee_rate = 0.0076 + trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell') + assert trade.fee_close == 0.0076 + assert trade.fee_close_cost == fee_cost + assert trade.fee_close == fee_rate + + @pytest.mark.usefixtures("init_persistence") def test_total_open_trades_stakes(fee): From 371100a97c049d4090358b97c36d4372ebfe8616 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:01:33 +0200 Subject: [PATCH 221/783] Update fee handling --- freqtrade/freqtradebot.py | 39 ++++++++++++++++++++++++++++----------- 1 file changed, 28 insertions(+), 11 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ff2d1d759..063712ed8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1167,20 +1167,25 @@ class FreqtradeBot: Get real amount for the trade Necessary for exchanges which charge fees in base currency (e.g. binance) """ + fee_currency = None + # Init variables if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_open == 0 or order['status'] == 'open': + if trade.fee_open_currency is not None 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 self._order_has_fee(order): - if 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) - return new_amount + if self.exchange.order_has_fee(order): + fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) + logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}") + if trade_base_currency == fee_currency: + order_amount = order_amount - fee_cost + logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " + f"to {order_amount}) from Order") + trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + return order_amount # Fallback to Trades trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, @@ -1190,13 +1195,25 @@ class FreqtradeBot: logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) return order_amount amount = 0 - fee_abs = 0 + fee_abs = 0.0 + fee_cost = 0.0 + fee_rate_array: List[float] = [] for exectrade in trades: amount += exectrade['amount'] - if self._order_has_fee(exectrade): + if self.exchange.order_has_fee(exectrade): + fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade) + fee_cost += fee_cost_ + if fee_rate_ is not None: + fee_rate_array.append(fee_rate_) # only applies if fee is in quote currency! - if trade_base_currency == exectrade['fee']['currency']: - fee_abs += exectrade['fee']['cost'] + if trade_base_currency == fee_currency: + fee_abs += fee_cost_ + # Ensure at least one trade was found: + if fee_currency: + # fee_rate should use mean + + fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None + trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") From 7558e4bffe6fdcb5a2883f16d5b817defb56f59f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:13:07 +0200 Subject: [PATCH 222/783] Split fee detection from trades from general logic --- freqtrade/freqtradebot.py | 14 +++++++++++--- 1 file changed, 11 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 063712ed8..ed228f6ad 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1164,10 +1164,12 @@ class FreqtradeBot: def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ - Get real amount for the trade + Detect and update trade fee. + Calls trade.update_fee() uppon correct detection. + Returns modified amount if the fee was taken from the destination currency. Necessary for exchanges which charge fees in base currency (e.g. binance) + :return: identical (or new) amount for the trade """ - fee_currency = None # Init variables if order_amount is None: order_amount = order['amount'] @@ -1186,17 +1188,23 @@ class FreqtradeBot: f"to {order_amount}) from Order") trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) return order_amount + return self.fee_detection_from_trades(trade, order, order_amount) - # Fallback to Trades + def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float: + """ + fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee. + """ 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 + fee_currency = None amount = 0 fee_abs = 0.0 fee_cost = 0.0 + trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) fee_rate_array: List[float] = [] for exectrade in trades: amount += exectrade['amount'] From 40d4949f0669423c89011a98b804f41a437815d0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 17:46:01 +0200 Subject: [PATCH 223/783] Don't handle trades if they've just been closed. --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ed228f6ad..72531c9f9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -610,7 +610,7 @@ class FreqtradeBot: trades_closed += 1 continue # Check if we can sell our current pair - if trade.open_order_id is None and self.handle_trade(trade): + if trade.open_order_id is None and trade.is_open and self.handle_trade(trade): trades_closed += 1 except DependencyException as exception: From 509f38d3aaacb94a6b6278d59a8bce8a79d642f9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 17:59:24 +0200 Subject: [PATCH 224/783] Use non-deprectated parameter for progressbar --- 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 12310311c..02695d1aa 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -648,7 +648,7 @@ class Hyperopt: ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( - maxval=self.total_epochs, redirect_stdout=False, redirect_stderr=False, + max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False, widgets=widgets ) as pbar: EVALS = ceil(self.total_epochs / jobs) From bd51cd332bc89801ea3e4af4ee4e217833e7bd79 Mon Sep 17 00:00:00 2001 From: jpribyl Date: Fri, 24 Apr 2020 16:16:52 -0600 Subject: [PATCH 225/783] Cancel all open orders after receiving /stop or ctrl+c --- config.json.example | 1 + config_binance.json.example | 1 + config_full.json.example | 1 + config_kraken.json.example | 1 + docs/configuration.md | 1 + freqtrade/commands/arguments.py | 2 +- freqtrade/commands/cli_options.py | 5 ++ freqtrade/configuration/configuration.py | 5 ++ freqtrade/constants.py | 8 ++ freqtrade/freqtradebot.py | 108 +++++++++++++++-------- freqtrade/templates/base_config.json.j2 | 1 + freqtrade/worker.py | 3 +- tests/conftest.py | 1 + tests/test_arguments.py | 8 ++ tests/test_configuration.py | 2 + tests/test_freqtradebot.py | 28 +++--- 16 files changed, 124 insertions(+), 52 deletions(-) diff --git a/config.json.example b/config.json.example index 8ebb092e1..d37a6b336 100644 --- a/config.json.example +++ b/config.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "USD", "ticker_interval": "5m", "dry_run": false, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/config_binance.json.example b/config_binance.json.example index d324ce883..5d7b6b656 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "USD", "ticker_interval": "5m", "dry_run": true, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/config_full.json.example b/config_full.json.example index 181740b9a..79154b0d4 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -8,6 +8,7 @@ "amend_last_stake_amount": false, "last_stake_amount_min_ratio": 0.5, "dry_run": false, + "cancel_open_orders_on_exit": false, "ticker_interval": "5m", "trailing_stop": false, "trailing_stop_positive": 0.005, diff --git a/config_kraken.json.example b/config_kraken.json.example index dcf4c552a..54fbf4a00 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "EUR", "ticker_interval": "5m", "dry_run": true, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/docs/configuration.md b/docs/configuration.md index 67e8578dd..28df5bd95 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -51,6 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `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 +| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. Including this will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean | `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/commands/arguments.py b/freqtrade/commands/arguments.py index 8c64c5857..be03bb906 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat ARGS_STRATEGY = ["strategy", "strategy_path"] -ARGS_TRADE = ["db_url", "sd_notify", "dry_run"] +ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "cancel_open_orders_on_exit"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount", "fee"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 498ea9359..adb28399a 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -109,6 +109,11 @@ AVAILABLE_CLI_OPTIONS = { help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).', action='store_true', ), + "cancel_open_orders_on_exit": Arg( + '--cancel-open-orders-on-exit', + help='Close unfilled open orders when the bot stops / exits', + action='store_true', + ), # Optimize common "ticker_interval": Arg( '-i', '--ticker-interval', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index e5515670d..cfbba9987 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -134,6 +134,11 @@ class Configuration: if config['runmode'] not in TRADING_MODES: return + if self.args.get('cancel_open_orders_on_exit', False): + config.update({ + 'cancel_open_orders_on_exit': self.args.get('cancel_open_orders_on_exit') + }) + if config.get('dry_run', False): logger.info('Dry run is enabled') if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 54f620631..c238f227b 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -85,6 +85,7 @@ CONF_SCHEMA = { 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'dry_run': {'type': 'boolean'}, 'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET}, + 'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False}, 'process_only_new_candles': {'type': 'boolean'}, 'minimal_roi': { 'type': 'object', @@ -318,3 +319,10 @@ SCHEMA_MINIMAL_REQUIRED = [ 'dataformat_ohlcv', 'dataformat_trades', ] + +CANCEL_REASON = { + "TIMEOUT": "cancelled due to timeout", + "PARTIALLY_FILLED": "partially filled - keeping order open", + "ALL_CANCELLED": "cancelled (all unfilled orders cancelled)", + "CANCELLED_ON_EXCHANGE": "cancelled on exchange", +} diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..5b8d59ed2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -113,6 +113,9 @@ class FreqtradeBot: """ logger.info('Cleaning up modules ...') + if self.config['cancel_open_orders_on_exit']: + self.cancel_all_open_orders() + self.rpc.cleanup() persistence.cleanup() @@ -162,6 +165,13 @@ class FreqtradeBot: Trade.session.flush() + def process_stopped(self) -> None: + """ + Close all trades that were left open + """ + if self.config['cancel_open_orders_on_exit']: + self.cancel_all_open_orders() + def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: """ Refresh whitelist from pairlist or edge and extend it with trades. @@ -875,11 +885,7 @@ class FreqtradeBot: default_retval=False)(pair=trade.pair, trade=trade, order=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) + self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT']) elif (order['side'] == 'sell' and ( trade_state_update @@ -888,24 +894,42 @@ class FreqtradeBot: default_retval=False)(pair=trade.pair, trade=trade, order=order))): - reason = self.handle_timedout_limit_sell(trade, order) - self.wallets.update() - order_type = self.strategy.order_types['sell'] - self._notify_sell_cancel(trade, order_type, reason) + self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT']) - def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: + def cancel_all_open_orders(self) -> None: """ - Buy timeout - cancel order + Cancel all orders that are currently open + :return: None + """ + + for trade in Trade.get_open_order_trades(): + try: + order = self.exchange.get_order(trade.open_order_id, trade.pair) + except (DependencyException, InvalidOrderException): + logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) + continue + + if order['side'] == 'buy': + self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) + + elif order['side'] == 'sell': + self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) + + def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool: + """ + Buy cancel - cancel order :return: True if order was fully cancelled """ + was_trade_fully_canceled = False + if order['status'] != 'canceled': - reason = "cancelled due to timeout" + reason = constants.CANCEL_REASON['TIMEOUT'] corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, trade.amount) else: # Order was cancelled already, so we can reuse the existing dict corder = order - reason = "cancelled on exchange" + reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] logger.info('Buy order %s for %s.', reason, trade) @@ -914,40 +938,42 @@ class FreqtradeBot: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() - return True + was_trade_fully_canceled = True + else: + # if trade is partially complete, edit the stake details for the trade + # and close the order + # cancel_order may not contain the full order dict, so we need to fallback + # to the order dict aquired before cancelling. + # we need to fall back to the values from order if corder does not contain these keys. + trade.amount = order['amount'] - safe_value_fallback(corder, order, + 'remaining', 'remaining') + trade.stake_amount = trade.amount * trade.open_rate + self.update_trade_state(trade, corder, trade.amount) - # if trade is partially complete, edit the stake details for the trade - # and close the order - # cancel_order may not contain the full order dict, so we need to fallback - # to the order dict aquired before cancelling. - # we need to fall back to the values from order if corder does not contain these keys. - trade.amount = order['amount'] - safe_value_fallback(corder, order, - 'remaining', 'remaining') - trade.stake_amount = trade.amount * trade.open_rate - self.update_trade_state(trade, corder, trade.amount) + 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' + }) - 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 + self.wallets.update() + self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy']) + return was_trade_fully_canceled - def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str: + def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str: """ - Sell timeout - cancel order and update trade + Sell cancel - cancel order and update trade :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): - 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 %s for %s.', reason, trade) else: - reason = "cancelled on exchange" + reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] logger.info('Sell order %s for %s.', reason, trade) trade.close_rate = None @@ -957,11 +983,17 @@ class FreqtradeBot: trade.close_date = None trade.is_open = True trade.open_order_id = None + else: + # TODO: figure out how to handle partially complete sell orders + reason = constants.CANCEL_REASON['PARTIALLY_FILLED'] - return reason - - # TODO: figure out how to handle partially complete sell orders - return 'partially filled - keeping order open' + self.wallets.update() + self._notify_sell_cancel( + trade, + order_type=self.strategy.order_types['sell'], + reason=reason + ) + return reason def _safe_sell_amount(self, pair: str, amount: float) -> float: """ diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index 134719273..6d3174347 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -6,6 +6,7 @@ "fiat_display_currency": "{{ fiat_display_currency }}", "ticker_interval": "{{ ticker_interval }}", "dry_run": {{ dry_run | lower }}, + "cancel_open_orders_on_exit": false, "unfilledtimeout": { "buy": 10, "sell": 30 diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 4c28ecaeb..55cf30d16 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -131,8 +131,7 @@ class Worker: return result def _process_stopped(self) -> None: - # Maybe do here something in the future... - pass + self.freqtrade.process_stopped() def _process_running(self) -> None: try: diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..2f5f468f6 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -249,6 +249,7 @@ def default_conf(testdatadir): "fiat_display_currency": "USD", "ticker_interval": '5m', "dry_run": True, + "cancel_open_orders_on_exit": False, "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 0052a61d0..91501384b 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -64,6 +64,14 @@ def test_parse_args_db_url() -> None: assert args["db_url"] == 'sqlite:///test.sqlite' +def test_parse_args_cancel_open_orders_on_exit() -> None: + args = Arguments(['trade']).get_parsed_arg() + assert args["cancel_open_orders_on_exit"] is False + + args = Arguments(['trade', '--cancel-open-orders-on-exit']).get_parsed_arg() + assert args["cancel_open_orders_on_exit"] is True + + def test_parse_args_verbose() -> None: args = Arguments(['trade', '-v']).get_parsed_arg() assert args["verbosity"] == 1 diff --git a/tests/test_configuration.py b/tests/test_configuration.py index c89f1381e..0315ffe1b 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -250,6 +250,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: '--strategy', 'TestStrategy', '--strategy-path', '/some/path', '--db-url', 'sqlite:///someurl', + '--cancel-open-orders-on-exit', ] args = Arguments(arglist).get_parsed_arg() configuration = Configuration(args) @@ -258,6 +259,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('strategy') == 'TestStrategy' assert validated_conf.get('strategy_path') == '/some/path' assert validated_conf.get('db_url') == 'sqlite:///someurl' + assert validated_conf.get('cancel_open_orders_on_exit') is True # Test conf provided db_url prod conf = default_conf.copy() diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f2ce9f3c..8adc834cf 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -11,7 +11,7 @@ import arrow import pytest import requests -from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT +from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT, CANCEL_REASON from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.freqtradebot import FreqtradeBot @@ -2281,8 +2281,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', - handle_timedout_limit_buy=MagicMock(), - handle_timedout_limit_sell=MagicMock(), + handle_cancel_buy=MagicMock(), + handle_cancel_sell=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2309,21 +2309,23 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_buy_cancel = MagicMock() 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) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) @pytest.mark.parametrize('cancelorder', [ @@ -2343,17 +2345,19 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_ ) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_buy_cancel = MagicMock() 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) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 @@ -2367,16 +2371,18 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: ) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_sell_cancel = MagicMock() trade = MagicMock() order = {'remaining': 1, 'amount': 1, 'status': "open"} - assert freqtrade.handle_timedout_limit_sell(trade, order) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_sell(trade, order, reason) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert (freqtrade.handle_timedout_limit_sell(trade, order) - == 'partially filled - keeping order open') + assert (freqtrade.handle_cancel_sell(trade, order, reason) + == CANCEL_REASON['PARTIALLY_FILLED']) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 From 6b33d5af1e440253019a125551423f52fa26d7d3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 19:51:35 +0200 Subject: [PATCH 226/783] Fix fee-calculation for dry-run orders --- 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 ebadd4c8a..b7547cacb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -494,7 +494,7 @@ class Exchange: 'remaining': 0, 'fee': { 'currency': self.get_pair_quote_currency(pair), - 'cost': dry_order['amount'] * self.get_fee(pair), + 'cost': dry_order['cost'] * self.get_fee(pair), 'rate': self.get_fee(pair) } }) From 6d620ba1f6946b5b79a95ec3cc1c3c63ec8f5a1f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 19:54:16 +0200 Subject: [PATCH 227/783] Verify if fee for this side has been updated --- freqtrade/freqtradebot.py | 2 +- freqtrade/persistence.py | 9 +++++++++ tests/test_persistence.py | 6 ++++++ 3 files changed, 16 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 72531c9f9..a3dd29771 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1174,7 +1174,7 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_open_currency is not None or order['status'] == 'open': + if trade.fee_updated(order['side']) or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index fec095daa..a541dcbcc 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -394,6 +394,15 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate + def fee_updated(self, side: str) -> bool: + """ + Verify if this side (buy / sell) has already been updated + """ + if side == 'buy': + return self.fee_open_currency is not None + elif side == 'sell': + return self.fee_close_currency is not None + def _calc_open_trade_price(self) -> float: """ Calculate the open_rate including open_fee. diff --git a/tests/test_persistence.py b/tests/test_persistence.py index fa6f84ce0..1a42d95fe 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -890,8 +890,12 @@ def test_update_fee(fee): fee_currency = 'BTC' fee_rate = 0.0075 assert trade.fee_open_currency is None + assert not trade.fee_updated('buy') + assert not trade.fee_updated('sell') trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy') + assert trade.fee_updated('buy') + assert not trade.fee_updated('sell') assert trade.fee_open_currency == fee_currency assert trade.fee_open_cost == fee_cost assert trade.fee_open == fee_rate @@ -902,6 +906,8 @@ def test_update_fee(fee): fee_rate = 0.0076 trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell') + assert trade.fee_updated('buy') + assert trade.fee_updated('sell') assert trade.fee_close == 0.0076 assert trade.fee_close_cost == fee_cost assert trade.fee_close == fee_rate From 71c90422ba5f4c34b8689864d35c92cee0c5e8d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:02:38 +0200 Subject: [PATCH 228/783] Add explicit test for fee_updated --- freqtrade/persistence.py | 2 ++ tests/test_persistence.py | 30 ++++++++++++++++++++++++++++++ 2 files changed, 32 insertions(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a541dcbcc..ea34fd5bf 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -402,6 +402,8 @@ class Trade(_DECL_BASE): return self.fee_open_currency is not None elif side == 'sell': return self.fee_close_currency is not None + else: + return False def _calc_open_trade_price(self) -> float: """ diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 1a42d95fe..5c7686e28 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -913,6 +913,36 @@ def test_update_fee(fee): assert trade.fee_close == fee_rate +def test_fee_updated(fee): + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + fee_open=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=10, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + max_rate=1, + ) + + assert trade.fee_open_currency is None + assert not trade.fee_updated('buy') + assert not trade.fee_updated('sell') + assert not trade.fee_updated('asdf') + + trade.update_fee(0.15, 'BTC', 0.0075, 'buy') + assert trade.fee_updated('buy') + assert not trade.fee_updated('sell') + assert trade.fee_open_currency is not None + assert trade.fee_close_currency is None + + trade.update_fee(0.15, 'ABC', 0.0075, 'sell') + assert trade.fee_updated('buy') + assert trade.fee_updated('sell') + assert not trade.fee_updated('asfd') + + @pytest.mark.usefixtures("init_persistence") def test_total_open_trades_stakes(fee): From 737fc6d19837c816504c7dd910e9ec702fe1bc57 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:03:06 +0200 Subject: [PATCH 229/783] Fix bug when querying side --- freqtrade/freqtradebot.py | 9 +++++---- freqtrade/persistence.py | 2 +- tests/test_freqtradebot.py | 1 + 3 files changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a3dd29771..d0a9a8348 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1174,19 +1174,20 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_updated(order['side']) or order['status'] == 'open': + if trade.fee_updated(order.get('side')) 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 self.exchange.order_has_fee(order): fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) - logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}") + logger.info(f"Fee for Trade {trade} [{order.get('side')}]: " + f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") if trade_base_currency == fee_currency: order_amount = order_amount - fee_cost logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " f"to {order_amount}) from Order") - trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1221,7 +1222,7 @@ class FreqtradeBot: # fee_rate should use mean fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None - trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ea34fd5bf..0f2c6bb52 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -394,7 +394,7 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate - def fee_updated(self, side: str) -> bool: + def fee_updated(self, side) -> bool: """ Verify if this side (buy / sell) has already been updated """ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 43ee4c79d..cf5d30a79 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3541,6 +3541,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'id': 'mocked_order', 'amount': amount, 'status': 'open', + 'side': 'buy', } freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_real_amount(trade, order) == amount From 021e2b58ca87babab4d18f574cdc0ca435e1639d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:17:22 +0200 Subject: [PATCH 230/783] Support partially cancelled orders for fee calculation --- freqtrade/exchange/exchange.py | 3 ++- freqtrade/freqtradebot.py | 2 -- freqtrade/persistence.py | 2 +- tests/conftest.py | 2 +- tests/test_freqtradebot.py | 5 +++-- 5 files changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index b7547cacb..e649e5ed2 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1095,7 +1095,8 @@ class Exchange: # Calculate fee based on order details if fee_curr in self.get_pair_base_currency(order['symbol']): # Base currency - divide by amount - return round(order['fee']['cost'] / order['amount'], 8) + return round( + order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8) elif fee_curr in self.get_pair_quote_currency(order['symbol']): # Quote currency - divide by cost return round(order['fee']['cost'] / order['cost'], 8) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d0a9a8348..32adc6d57 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1144,8 +1144,6 @@ class FreqtradeBot: if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount order.pop('filled', None) - # 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) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0f2c6bb52..17246633c 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -377,7 +377,7 @@ class Trade(_DECL_BASE): ) def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], - side: str) -> None: + side) -> None: """ Update Fee parameters. Only acts once per side """ diff --git a/tests/conftest.py b/tests/conftest.py index 621f45407..10885d667 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -873,7 +873,7 @@ def limit_buy_order_old_partial(): 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'} + res['fee'] = {'cost': 0.023, 'currency': 'ETH'} return res diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index cf5d30a79..19a094fab 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2229,9 +2229,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - - limit_buy_order_old_partial['remaining']) - 0.0001 + limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None - assert trades[0].fee_open == 0 + assert trades[0].fee_updated('buy') + assert pytest.approx(trades[0].fee_open) == 0.001 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, From 78b3d8487f8509c602818f1b241e524c5f24feac Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:34:58 +0200 Subject: [PATCH 231/783] Add typehint --- freqtrade/freqtradebot.py | 6 +++--- freqtrade/persistence.py | 4 ++-- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 32adc6d57..163c4faaa 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1172,7 +1172,7 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_updated(order.get('side')) or order['status'] == 'open': + if trade.fee_updated(order.get('side', '')) or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) @@ -1185,7 +1185,7 @@ class FreqtradeBot: order_amount = order_amount - fee_cost logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " f"to {order_amount}) from Order") - trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1220,7 +1220,7 @@ class FreqtradeBot: # fee_rate should use mean fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None - trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 17246633c..ea34fd5bf 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -377,7 +377,7 @@ class Trade(_DECL_BASE): ) def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], - side) -> None: + side: str) -> None: """ Update Fee parameters. Only acts once per side """ @@ -394,7 +394,7 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate - def fee_updated(self, side) -> bool: + def fee_updated(self, side: str) -> bool: """ Verify if this side (buy / sell) has already been updated """ From 56bb5f7a111d4be4dc4c6bd59b5ab2dae9775c83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:26:12 +0200 Subject: [PATCH 232/783] Add show-trades command --- freqtrade/commands/__init__.py | 3 ++- freqtrade/commands/arguments.py | 15 +++++++++++++-- freqtrade/commands/cli_options.py | 7 ++++++- freqtrade/commands/list_commands.py | 22 ++++++++++++++++++++++ freqtrade/configuration/configuration.py | 4 ++++ 5 files changed, 47 insertions(+), 4 deletions(-) diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py index f80c74e05..2d0c7733c 100644 --- a/freqtrade/commands/__init__.py +++ b/freqtrade/commands/__init__.py @@ -19,7 +19,8 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts, start_list_markets, start_list_strategies, - start_list_timeframes) + start_list_timeframes, + start_show_trades) from freqtrade.commands.optimize_commands import (start_backtesting, start_edge, start_hyperopt) from freqtrade.commands.pairlist_commands import start_test_pairlist diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 8c64c5857..a03da00ab 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -64,6 +64,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] +ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"] + 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", @@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes", "list-markets", "list-pairs", "list-strategies", "list-hyperopts", "hyperopt-list", "hyperopt-show", - "plot-dataframe", "plot-profit"] + "plot-dataframe", "plot-profit", "show-trades"] NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"] @@ -163,7 +165,7 @@ class Arguments: start_list_markets, start_list_strategies, start_list_timeframes, start_new_config, start_new_hyperopt, start_new_strategy, - start_plot_dataframe, start_plot_profit, + start_plot_dataframe, start_plot_profit, start_show_trades, start_backtesting, start_hyperopt, start_edge, start_test_pairlist, start_trading) @@ -330,6 +332,15 @@ class Arguments: plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) + # Add show-trades subcommand + show_trades = subparsers.add_parser( + 'show-trades', + help='Show trades.', + parents=[_common_parser], + ) + show_trades.set_defaults(func=start_show_trades) + self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) + # Add hyperopt-list subcommand hyperopt_list_cmd = subparsers.add_parser( 'hyperopt-list', diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 498ea9359..4c51802f0 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -217,7 +217,7 @@ AVAILABLE_CLI_OPTIONS = { ), "print_json": Arg( '--print-json', - help='Print best result detailization in JSON format.', + help='Print output in JSON format.', action='store_true', default=False, ), @@ -425,6 +425,11 @@ AVAILABLE_CLI_OPTIONS = { choices=["DB", "file"], default="file", ), + "trade_ids": Arg( + '--tradeids', + help='Specify Trade ids to trade', + nargs='+', + ), # hyperopt-list, hyperopt-show "hyperopt_list_profitable": Arg( '--profitable', diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 327901dc0..79e742618 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -197,3 +197,25 @@ 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_show_trades(args: Dict[str, Any]) -> None: + """ + Show trades + """ + from freqtrade.persistence import init, Trade + import json + config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + init(config['db_url'], clean_open_orders=False) + tfilter = [] + + if config.get('trade_ids'): + tfilter.append(Trade.id.in_(config['trade_ids'])) + + trades = Trade.get_trades(tfilter) + logger.info("Printing Trades: ") + if config.get('print_json', False): + print(json.dumps([trade.to_json() for trade in trades], indent=4)) + else: + for trade in trades: + print(trade) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index e5515670d..7edd9bca1 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -351,8 +351,12 @@ class Configuration: self._args_to_config(config, argname='indicators2', logstring='Using indicators2: {}') + self._args_to_config(config, argname='trade_ids', + logstring='Filtering on trade_ids: {}') + self._args_to_config(config, argname='plot_limit', logstring='Limiting plot to: {}') + self._args_to_config(config, argname='trade_source', logstring='Using trades from: {}') From 1066a4504b58c91b51c85f6f2be2512ad27feaa0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:44:18 +0200 Subject: [PATCH 233/783] Add test for show_trades --- freqtrade/commands/list_commands.py | 4 +-- tests/commands/test_commands.py | 41 +++++++++++++++++++++++++++-- 2 files changed, 41 insertions(+), 4 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 79e742618..61d6f7244 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -212,8 +212,8 @@ def start_show_trades(args: Dict[str, Any]) -> None: if config.get('trade_ids'): tfilter.append(Trade.id.in_(config['trade_ids'])) - trades = Trade.get_trades(tfilter) - logger.info("Printing Trades: ") + trades = Trade.get_trades(tfilter).all() + logger.info(f"Printing {len(trades)} Trades: ") if config.get('print_json', False): print(json.dumps([trade.to_json() for trade in trades], indent=4)) else: diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 264ae9a63..0465858c0 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -10,11 +10,13 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_list_hyperopts, start_list_markets, start_list_strategies, start_list_timeframes, start_new_hyperopt, start_new_strategy, - start_test_pairlist, start_trading) + start_show_trades, 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, +from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, + patch_exchange, patched_configuration_load_config_file) @@ -1040,3 +1042,38 @@ def test_convert_data_trades(mocker, testdatadir): 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 + + +@pytest.mark.usefixtures("init_persistence") +def test_show_trades(mocker, fee, capsys, caplog): + mocker.patch("freqtrade.persistence.init") + create_mock_trades(fee) + args = [ + "show-trades", + "--db-url", + "sqlite:///" + ] + pargs = get_args(args) + pargs['config'] = None + start_show_trades(pargs) + assert log_has("Printing 3 Trades: ", caplog) + captured = capsys.readouterr() + assert "Trade(id=1" in captured.out + assert "Trade(id=2" in captured.out + assert "Trade(id=3" in captured.out + args = [ + "show-trades", + "--db-url", + "sqlite:///", + "--print-json", + "--tradeids", "1", "2" + ] + pargs = get_args(args) + pargs['config'] = None + start_show_trades(pargs) + + captured = capsys.readouterr() + assert log_has("Printing 2 Trades: ", caplog) + assert '"trade_id": 1' in captured.out + assert '"trade_id": 2' in captured.out + assert '"trade_id": 3' not in captured.out From 7dcef58f15ea7954135b284001bff0c196c8d574 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:50:48 +0200 Subject: [PATCH 234/783] Add show-trades to documentation --- docs/utils.md | 45 +++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) diff --git a/docs/utils.md b/docs/utils.md index 57210ac7e..12597220a 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -521,3 +521,48 @@ Prints JSON data with details for the last best epoch (i.e., the best of all epo ``` freqtrade hyperopt-show --best -n -1 --print-json --no-header ``` + +## Show trades + +Print selected (or all) trades from database to screen. + +``` +usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [--db-url PATH] + [--tradeids TRADE_IDS [TRADE_IDS ...]] + [--print-json] + +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:///tradesv3.dryrun.sqlite` for + Dry Run). + --tradeids TRADE_IDS [TRADE_IDS ...] + Specify Trade ids to trade + --print-json Print output in JSON format. + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. Special values are: + 'syslog', 'journald'. See the documentation for more + details. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. +``` + +### Examples + +Print trades with id 2 and 3 as json + +``` bash +freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --tradeids 2 3 --print-json +``` From 38c49493606e409aae7b6f8a081e06cca1414e51 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 10:50:59 +0200 Subject: [PATCH 235/783] Align applying of fee when comming from orders or trades --- freqtrade/freqtradebot.py | 36 +++++++++++++++++++++++++++--------- tests/test_freqtradebot.py | 8 ++++---- 2 files changed, 31 insertions(+), 13 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 163c4faaa..5ef4888e0 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1160,6 +1160,23 @@ class FreqtradeBot: return False + def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, + amount: float, fee: float) -> float: + """ + Applies the fee to amount (either from Order or from Trades). + Can eat into dust if more than the required asset is available. + """ + if fee != 0 and self.wallets.get_free(trade_base_currency) >= amount: + # Eat into dust if we own more than base currency + logger.info(f"Fee amount for {trade} was in base currency - " + f"Eating Fee {fee} into dust.") + elif fee != 0: + real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee) + logger.info(f"Applying fee on amount for {trade} " + f"(from {amount} to {real_amount}).") + return real_amount + return amount + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Detect and update trade fee. @@ -1181,11 +1198,12 @@ class FreqtradeBot: fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) logger.info(f"Fee for Trade {trade} [{order.get('side')}]: " f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") - if trade_base_currency == fee_currency: - order_amount = order_amount - fee_cost - logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " - f"to {order_amount}) from Order") + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) + if trade_base_currency == fee_currency: + # Apply fee to amount + return self.apply_fee_conditional(trade, trade_base_currency, + amount=order_amount, fee=fee_cost) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1218,15 +1236,15 @@ class FreqtradeBot: # Ensure at least one trade was found: if fee_currency: # fee_rate should use mean - fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) if 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 + return self.apply_fee_conditional(trade, trade_base_currency, + amount=amount, fee=fee_abs) + else: + return amount diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 19a094fab..4a28147fc 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2221,7 +2221,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap # and apply fees if necessary. freqtrade.check_handle_timedout() - assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog) + assert log_has_re(r"Applying fee on amount for Trade.*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 @@ -3301,7 +3301,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', caplog) @@ -3409,7 +3409,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', caplog) @@ -3435,7 +3435,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).', caplog) From 58168336e1801ba061c5498c007380759756f89d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:13:59 +0200 Subject: [PATCH 236/783] Add test for apply_fee_conditional --- freqtrade/freqtradebot.py | 15 ++++++++------- tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++ 2 files changed, 32 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5ef4888e0..1f9573122 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1161,17 +1161,18 @@ class FreqtradeBot: return False def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, - amount: float, fee: float) -> float: + amount: float, fee_abs: float) -> float: """ Applies the fee to amount (either from Order or from Trades). Can eat into dust if more than the required asset is available. """ - if fee != 0 and self.wallets.get_free(trade_base_currency) >= amount: + self.wallets.update() + if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount: # Eat into dust if we own more than base currency logger.info(f"Fee amount for {trade} was in base currency - " - f"Eating Fee {fee} into dust.") - elif fee != 0: - real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee) + f"Eating Fee {fee_abs} into dust.") + elif fee_abs != 0: + real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs) logger.info(f"Applying fee on amount for {trade} " f"(from {amount} to {real_amount}).") return real_amount @@ -1203,7 +1204,7 @@ class FreqtradeBot: if trade_base_currency == fee_currency: # Apply fee to amount return self.apply_fee_conditional(trade, trade_base_currency, - amount=order_amount, fee=fee_cost) + amount=order_amount, fee_abs=fee_cost) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1245,6 +1246,6 @@ class FreqtradeBot: if fee_abs != 0: return self.apply_fee_conditional(trade, trade_base_currency, - amount=amount, fee=fee_abs) + amount=amount, fee_abs=fee_abs) else: return amount diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 4a28147fc..e69c88a13 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3305,6 +3305,30 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe caplog) +def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + walletmock = mocker.patch('freqtrade.wallets.Wallets.update') + mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_order_id="123456" + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf) + + walletmock.reset_mock() + # Amount is kept as is + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + assert walletmock.call_count == 1 + assert log_has_re(r'Fee amount for Trade.* was in base currency ' + '- Eating Fee 0.008 into dust', caplog) + + 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=[]) From 72282a22396b59ee92c4e6a3c01dd365dafac9e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:28:29 +0200 Subject: [PATCH 237/783] Add explicit test for fee_conditional --- tests/test_freqtradebot.py | 35 +++++++++++++++++++++++++++++++++-- 1 file changed, 33 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e69c88a13..2c97b9fe1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3305,7 +3305,8 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe caplog) -def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): +def test_get_real_amount_quote_dust(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) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) @@ -3326,7 +3327,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert walletmock.call_count == 1 assert log_has_re(r'Fee amount for Trade.* was in base currency ' - '- Eating Fee 0.008 into dust', caplog) + '- Eating Fee 0.008 into dust', caplog) def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): @@ -3572,6 +3573,36 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): assert freqtrade.get_real_amount(trade, order) == amount +@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ + (8.0, 0.0, 10, 8), + (8.0, 0.0, 0, 8), + (8.0, 0.1, 0, 7.9), + (8.0, 0.1, 10, 8), + (8.0, 0.1, 8.0, 8.0), + (8.0, 0.1, 7.9, 7.9), +]) +def test_apply_fee_conditional(default_conf, fee, caplog, mocker, + amount, fee_abs, wallet, amount_exp): + walletmock = mocker.patch('freqtrade.wallets.Wallets.update') + # mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_order_id="123456" + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf) + + walletmock.reset_mock() + # Amount is kept as is + assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp + assert walletmock.call_count == 1 + + 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 From 81397874eb3a2002136f8ffdd544408fe8755c2b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:29:51 +0200 Subject: [PATCH 238/783] Remove commented mock --- tests/test_freqtradebot.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2c97b9fe1..11d9abb31 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3584,7 +3584,6 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): def test_apply_fee_conditional(default_conf, fee, caplog, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') - # mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) trade = Trade( pair='LTC/ETH', From e92d3867cfc54a95d3625c3c35c57a7538ec0111 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 15:25:54 +0200 Subject: [PATCH 239/783] Fix failing test --- tests/test_freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 11d9abb31..b426368c9 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2202,6 +2202,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap 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) + mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0)) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', From 1c9c72937e078265be0212fe79edca03b89881ee Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 15:32:09 +0200 Subject: [PATCH 240/783] Adjust trade-ids param --- docs/utils.md | 8 ++++---- freqtrade/commands/cli_options.py | 4 ++-- tests/commands/test_commands.py | 2 +- 3 files changed, 7 insertions(+), 7 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index 12597220a..7ed31376f 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -529,7 +529,7 @@ Print selected (or all) trades from database to screen. ``` usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--db-url PATH] - [--tradeids TRADE_IDS [TRADE_IDS ...]] + [--trade-ids TRADE_IDS [TRADE_IDS ...]] [--print-json] optional arguments: @@ -538,8 +538,8 @@ optional arguments: deployments (default: `sqlite:///tradesv3.sqlite` for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run). - --tradeids TRADE_IDS [TRADE_IDS ...] - Specify Trade ids to trade + --trade-ids TRADE_IDS [TRADE_IDS ...] + Specify the list of trade ids. --print-json Print output in JSON format. Common arguments: @@ -564,5 +564,5 @@ Common arguments: Print trades with id 2 and 3 as json ``` bash -freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --tradeids 2 3 --print-json +freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json ``` diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 4c51802f0..a8f2ffdba 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -426,8 +426,8 @@ AVAILABLE_CLI_OPTIONS = { default="file", ), "trade_ids": Arg( - '--tradeids', - help='Specify Trade ids to trade', + '--trade-ids', + help='Specify the list of trade ids.', nargs='+', ), # hyperopt-list, hyperopt-show diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 0465858c0..2796a8b45 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1066,7 +1066,7 @@ def test_show_trades(mocker, fee, capsys, caplog): "--db-url", "sqlite:///", "--print-json", - "--tradeids", "1", "2" + "--trade-ids", "1", "2" ] pargs = get_args(args) pargs['config'] = None From 690bb7646a35839ce434062800f1841dbd1adaf9 Mon Sep 17 00:00:00 2001 From: Florian Merz Date: Sun, 3 May 2020 16:54:42 +0200 Subject: [PATCH 241/783] hyperopt csv export - add params --- freqtrade/optimize/hyperopt.py | 19 +++++++++++++------ 1 file changed, 13 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 02695d1aa..29d48802c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -387,12 +387,19 @@ class Hyperopt: 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'] + + base_metrics = ['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'] + param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] + trials = trials[base_metrics + param_metrics] + + base_metrics_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', + 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + param_metrics_columns = list(results[0]['params_dict'].keys()) + trials.columns = base_metrics_columns + param_metrics_columns + trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' trials.loc[trials['is_best'], 'Best'] = 'Best' From 889a153731451fa180e845eeb8a8e0b3f481d35d Mon Sep 17 00:00:00 2001 From: Florian Merz Date: Sun, 3 May 2020 17:29:56 +0200 Subject: [PATCH 242/783] fix PEP8 --- freqtrade/optimize/hyperopt.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 29d48802c..3a28de785 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -388,17 +388,17 @@ class Hyperopt: trials['Best'] = '' trials['Stake currency'] = config['stake_currency'] - base_metrics = ['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'] + base_metrics = ['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'] param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] trials = trials[base_metrics + param_metrics] - base_metrics_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', - 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] - param_metrics_columns = list(results[0]['params_dict'].keys()) - trials.columns = base_metrics_columns + param_metrics_columns + base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', + 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + param_columns = list(results[0]['params_dict'].keys()) + trials.columns = base_columns + param_columns trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' From 2a4c9bf3d38d48fcf5aa0a06692137fd3ec4fbfa Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 20:32:45 +0200 Subject: [PATCH 243/783] Improve logmessage when falling back to wallet amount --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..30eebb962 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -982,7 +982,7 @@ class FreqtradeBot: if wallet_amount >= amount: return amount elif wallet_amount > amount * 0.98: - logger.info(f"{pair} - Falling back to wallet-amount.") + logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.") return wallet_amount else: raise DependencyException( From b38f9ed5e7967e116a36ff088f1ade46e61a1abd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 20:44:18 +0200 Subject: [PATCH 244/783] Increase cache for rate limit to avoid delays Helps when calling /status or /status table frequently on slowish exchanges --- freqtrade/freqtradebot.py | 7 +++++-- tests/conftest.py | 3 ++- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..32fbde562 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -54,8 +54,11 @@ class FreqtradeBot: # Init objects self.config = config - self._sell_rate_cache = TTLCache(maxsize=100, ttl=5) - self._buy_rate_cache = TTLCache(maxsize=100, ttl=5) + _process_throttle_secs = self.config['internals'].get('process_throttle_secs', + constants.PROCESS_THROTTLE_SECS) + # Use 3x process_throttle_secs for caching to avoid delays in RPC methods. + self._sell_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) + self._buy_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) self.strategy: IStrategy = StrategyResolver.load_strategy(self.config) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..5c2e3e8e9 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -304,7 +304,8 @@ def default_conf(testdatadir): "user_data_dir": Path("user_data"), "verbosity": 3, "strategy_path": str(Path(__file__).parent / "strategy" / "strats"), - "strategy": "DefaultStrategy" + "strategy": "DefaultStrategy", + "internals": {}, } return configuration From f7a3bb82da64fff55db045c0e3c5b9cfcfa91a61 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:16:28 +0000 Subject: [PATCH 245/783] Bump numpy from 1.18.3 to 1.18.4 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.3 to 1.18.4. - [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/v1.18.3...v1.18.4) 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 967f8df10..18cab206b 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.3 +numpy==1.18.4 pandas==1.0.3 From a14e027ad4a7449025b615b6861c79f56c287488 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:16:50 +0000 Subject: [PATCH 246/783] Bump arrow from 0.15.5 to 0.15.6 Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.5 to 0.15.6. - [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/0.15.5...0.15.6) 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 a53fc3999..9de50f800 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.27.1 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 -arrow==0.15.5 +arrow==0.15.6 cachetools==4.1.0 requests==2.23.0 urllib3==1.25.9 From 68f0b105a989213f5a42b75ecdfad67bbb651b48 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:17:23 +0000 Subject: [PATCH 247/783] Bump pytest-asyncio from 0.11.0 to 0.12.0 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.11.0 to 0.12.0. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.11.0...v0.12.0) 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 508716bde..9881df083 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 pytest==5.4.1 -pytest-asyncio==0.11.0 +pytest-asyncio==0.12.0 pytest-cov==2.8.1 pytest-mock==3.1.0 pytest-random-order==1.0.4 From 2c352e6b82a55367fb313eae69fa7ebe531d74bd Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:18:02 +0000 Subject: [PATCH 248/783] Bump progressbar2 from 3.51.0 to 3.51.3 Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.51.0 to 3.51.3. - [Release notes](https://github.com/WoLpH/python-progressbar/releases) - [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst) - [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.51.0...v3.51.3) 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 b0e18867d..9afd07357 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.51.0 +progressbar2==3.51.3 From 611b9c88d1019a21c41d142a4bb2cd0d38152b49 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:18:49 +0000 Subject: [PATCH 249/783] Bump ccxt from 1.27.1 to 1.27.20 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.1 to 1.27.20. - [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/1.27.1...1.27.20) 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 a53fc3999..b910db9b3 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==1.27.1 +ccxt==1.27.20 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 32eb1c570524ebc2bbf3c2656f102b32ec5d46b7 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:19:26 +0000 Subject: [PATCH 250/783] Bump mkdocs-material from 5.1.3 to 5.1.5 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.3 to 5.1.5. - [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/5.1.3...5.1.5) 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 1c0e280ae..e9553a8e4 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.3 +mkdocs-material==5.1.5 mdx_truly_sane_lists==1.2 From 5dde6d3fac65a1502c85cf8dc67ad918f52236f0 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 12:40:24 +0000 Subject: [PATCH 251/783] Bump python-telegram-bot from 12.6.1 to 12.7 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.6.1 to 12.7. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.6.1...v12.7) 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 d9808a19f..cd302e348 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.27.20 SQLAlchemy==1.3.16 -python-telegram-bot==12.6.1 +python-telegram-bot==12.7 arrow==0.15.6 cachetools==4.1.0 requests==2.23.0 From 648723fb8325fe3e3c4fb1a371ed360b1b0d6e32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 06:32:03 +0200 Subject: [PATCH 252/783] Use 30min rate cache --- freqtrade/freqtradebot.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 32fbde562..86c8e03b7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -54,11 +54,11 @@ class FreqtradeBot: # Init objects self.config = config - _process_throttle_secs = self.config['internals'].get('process_throttle_secs', - constants.PROCESS_THROTTLE_SECS) - # Use 3x process_throttle_secs for caching to avoid delays in RPC methods. - self._sell_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) - self._buy_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) + # Cache values for 1800 to avoid frequent polling of the exchange for prices + # Caching only applies to RPC methods, so prices for open trades are still + # refreshed once every iteration. + self._sell_rate_cache = TTLCache(maxsize=100, ttl=1800) + self._buy_rate_cache = TTLCache(maxsize=100, ttl=1800) self.strategy: IStrategy = StrategyResolver.load_strategy(self.config) From f040c2068850641bea7c04ff2b991dbaf728dfbb Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 06:41:01 +0200 Subject: [PATCH 253/783] Use filled in tests --- 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 6f2ce9f3c..a098709a6 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2348,11 +2348,12 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_ trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['remaining'] = limit_buy_order['amount'] + limit_buy_order['filled'] = 0.0 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 + limit_buy_order['filled'] = 1.0 assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 From b4aeb93a183d53d456ce81bdd5f28b941b88aebe Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:07:42 +0200 Subject: [PATCH 254/783] Add test testing the different ways exchanges may return data --- tests/conftest.py | 93 ++++++++++++++++++++++++++++++++++++++ tests/test_freqtradebot.py | 25 +++++++++- 2 files changed, 116 insertions(+), 2 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..29bb36f64 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -877,6 +877,99 @@ def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial): return res +@pytest.fixture(scope='function') +def limit_buy_order_canceled_empty(request): + # Indirect fixture + # Documentation: + # https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments + + exchange_name = request.param + if exchange_name == 'ftx': + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': None, + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 34.3225, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.0, + 'status': 'closed', + 'fee': None, + 'trades': None + } + elif exchange_name == 'kraken': + return { + 'info': {}, + 'id': 'AZNPFF-4AC4N-7MKTAT', + 'clientOrderId': None, + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'status': 'canceled', + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 34.3225, + 'cost': 0.0, + 'amount': 0.55, + 'filled': 0.0, + 'average': 0.0, + 'remaining': 0.55, + 'fee': {'cost': 0.0, 'rate': None, 'currency': 'USDT'}, + 'trades': [] + } + elif exchange_name == 'binance': + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': 'alb1234123', + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 0.016804, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.55, + 'status': 'canceled', + 'fee': None, + 'trades': None + } + else: + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': 'alb1234123', + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 0.016804, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.55, + 'status': 'canceled', + 'fee': None, + 'trades': None + } + + @pytest.fixture def limit_sell_order(): return { diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index a098709a6..2b5127cc0 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2313,12 +2313,12 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' - limit_buy_order['remaining'] = limit_buy_order['amount'] + limit_buy_order['filled'] = 0 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 + limit_buy_order['filled'] = 2 assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2326,6 +2326,27 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) +@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], + indirect=['limit_buy_order_canceled_empty']) +def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf, + limit_buy_order_canceled_empty) -> None: + patch_RPCManager(mocker) + patch_exchange(mocker) + cancel_order_mock = mocker.patch( + 'freqtrade.exchange.Exchange.cancel_order_with_result', + return_value=limit_buy_order_canceled_empty) + + freqtrade = FreqtradeBot(default_conf) + + Trade.session = MagicMock() + trade = MagicMock() + trade.pair = 'LTC/ETH' + assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order_canceled_empty) + assert cancel_order_mock.call_count == 0 + assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) + + + @pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, From 981976681a88423117ef9bd6fe18e56f96df4476 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:08:24 +0200 Subject: [PATCH 255/783] Use filled, it's the safer choice when determining the filled amount. --- freqtrade/freqtradebot.py | 7 +++---- tests/test_freqtradebot.py | 1 - 2 files changed, 3 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 30eebb962..9db7e4467 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -898,7 +898,7 @@ class FreqtradeBot: Buy timeout - cancel order :return: True if order was fully cancelled """ - if order['status'] != 'canceled': + if order['status'] not in ('canceled', 'closed'): reason = "cancelled due to timeout" corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, trade.amount) @@ -909,7 +909,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) - if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: + if safe_value_fallback(corder, order, 'filled', 'filled') == 0.0: logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -921,8 +921,7 @@ class FreqtradeBot: # 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'] - safe_value_fallback(corder, order, - 'remaining', 'remaining') + trade.amount = safe_value_fallback(corder, order, 'filled', 'filled') trade.stake_amount = trade.amount * trade.open_rate self.update_trade_state(trade, corder, trade.amount) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2b5127cc0..f2b2f6b5c 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2346,7 +2346,6 @@ def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf, assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) - @pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, From d3a0ab8096bcd119ca3fd57c4880a8648783ee4d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:12:49 +0200 Subject: [PATCH 256/783] Change mock-status to be open when testing unfilled... --- 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 f2b2f6b5c..7a30e9015 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2314,6 +2314,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['filled'] = 0 + limit_buy_order['status'] = 'open' assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2367,8 +2368,9 @@ 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'] limit_buy_order['filled'] = 0.0 + limit_buy_order['status'] = 'open' + assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 From ffef4bc4744b03ac35e625924c034c0b7dacb51f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 19:48:28 +0200 Subject: [PATCH 257/783] Humanize show-trades error when no database is specified --- freqtrade/commands/list_commands.py | 5 +++++ tests/commands/test_commands.py | 8 ++++++++ 2 files changed, 13 insertions(+) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 61d6f7244..e5131f9b2 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -206,6 +206,11 @@ def start_show_trades(args: Dict[str, Any]) -> None: from freqtrade.persistence import init, Trade import json config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + + if 'db_url' not in config: + raise OperationalException("--db-url is required for this command.") + + logger.info(f'Using DB: "{config["db_url"]}"') init(config['db_url'], clean_open_orders=False) tfilter = [] diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 2796a8b45..93b123069 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1077,3 +1077,11 @@ def test_show_trades(mocker, fee, capsys, caplog): assert '"trade_id": 1' in captured.out assert '"trade_id": 2' in captured.out assert '"trade_id": 3' not in captured.out + args = [ + "show-trades", + ] + pargs = get_args(args) + pargs['config'] = None + + with pytest.raises(OperationalException, match=r"--db-url is required for this command."): + start_show_trades(pargs) From e4023a6567cdf50b40c1aee1427c5ceaadcff38b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:19:35 +0200 Subject: [PATCH 258/783] Add some minor things to show_config --- freqtrade/rpc/rpc.py | 2 ++ freqtrade/state.py | 3 +++ tests/rpc/test_rpc_apiserver.py | 1 + 3 files changed, 6 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 8645e466e..10eeb572f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -94,6 +94,7 @@ class RPC: 'dry_run': config['dry_run'], 'stake_currency': config['stake_currency'], 'stake_amount': config['stake_amount'], + 'max_open_trades': config['max_open_trades'], 'minimal_roi': config['minimal_roi'].copy(), 'stoploss': config['stoploss'], 'trailing_stop': config['trailing_stop'], @@ -103,6 +104,7 @@ class RPC: 'ticker_interval': config['ticker_interval'], 'exchange': config['exchange']['name'], 'strategy': config['strategy'], + 'state': str(self._freqtrade.state) } return val diff --git a/freqtrade/state.py b/freqtrade/state.py index 415f6f5f2..38784c6a4 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -14,6 +14,9 @@ class State(Enum): STOPPED = 2 RELOAD_CONF = 3 + def __str__(self): + return f"{self.name.lower()}" + class RunMode(Enum): """ diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 6548790cb..9b2f893e3 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -283,6 +283,7 @@ def test_api_show_config(botclient, mocker): assert 'dry_run' in rc.json assert rc.json['exchange'] == 'bittrex' assert rc.json['ticker_interval'] == '5m' + assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] From 593d13ebddde143b438f59eb7ff84991c903e2cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:21:05 +0200 Subject: [PATCH 259/783] Show new values also in Telegram --- freqtrade/rpc/telegram.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index a21f7556c..38888313e 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -621,10 +621,12 @@ class Telegram(RPC): 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"*Max open Trades:* `{val['max_open_trades']}`\n" 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']}\n`" + f"*Current state:* `{val['state']}`" ) def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: From a62d7495ca443d3c17997604106d62c4debf2300 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:28:59 +0200 Subject: [PATCH 260/783] FIx typo in telegram method --- 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 38888313e..66d8ad936 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -625,7 +625,7 @@ class Telegram(RPC): f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" - f"*Strategy:* `{val['strategy']}\n`" + f"*Strategy:* `{val['strategy']}`\n" f"*Current state:* `{val['state']}`" ) From 1ba2df79c6a770958bddb3bf1e1fee6bd8c41f0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 May 2020 06:51:02 +0200 Subject: [PATCH 261/783] Ause isclose for comparison, assign filled to variable add some comments --- freqtrade/freqtradebot.py | 8 ++++++-- tests/test_freqtradebot.py | 3 ++- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9db7e4467..57eb7d1a8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -898,6 +898,7 @@ class FreqtradeBot: Buy timeout - cancel order :return: True if order was fully cancelled """ + # Cancelled orders may have the status of 'canceled' or 'closed' if order['status'] not in ('canceled', 'closed'): reason = "cancelled due to timeout" corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, @@ -909,7 +910,10 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) - if safe_value_fallback(corder, order, 'filled', 'filled') == 0.0: + # Using filled to determine the filled amount + filled_amount = safe_value_fallback(corder, order, 'filled', 'filled') + + if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC): logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -921,7 +925,7 @@ class FreqtradeBot: # 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 = safe_value_fallback(corder, order, 'filled', 'filled') + trade.amount = filled_amount trade.stake_amount = trade.amount * trade.open_rate self.update_trade_state(trade, corder, trade.amount) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7a30e9015..c502e264c 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2313,7 +2313,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' - limit_buy_order['filled'] = 0 + limit_buy_order['filled'] = 0.0 limit_buy_order['status'] = 'open' assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2323,6 +2323,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 + limit_buy_order['filled'] = 2 mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) From c560de41113c749de0b4f3ab6d7a0c155150486e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 11:44:24 +0200 Subject: [PATCH 262/783] Improve exception handling on critical errors --- freqtrade/commands/trade_commands.py | 3 +++ tests/commands/test_commands.py | 11 +++++------ 2 files changed, 8 insertions(+), 6 deletions(-) diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py index 352fac26d..c058e4f9d 100644 --- a/freqtrade/commands/trade_commands.py +++ b/freqtrade/commands/trade_commands.py @@ -18,6 +18,9 @@ def start_trading(args: Dict[str, Any]) -> int: try: worker = Worker(args) worker.run() + except Exception as e: + logger.error(str(e)) + logger.exception("Fatal exception!") except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') finally: diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 93b123069..46350beff 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -32,7 +32,7 @@ def test_setup_utils_configuration(): assert config['exchange']['secret'] == '' -def test_start_trading_fail(mocker): +def test_start_trading_fail(mocker, caplog): mocker.patch("freqtrade.worker.Worker.run", MagicMock(side_effect=OperationalException)) @@ -43,16 +43,15 @@ def test_start_trading_fail(mocker): 'trade', '-c', 'config.json.example' ] - with pytest.raises(OperationalException): - start_trading(get_args(args)) + start_trading(get_args(args)) assert exitmock.call_count == 1 exitmock.reset_mock() - + caplog.clear() mocker.patch("freqtrade.worker.Worker.__init__", MagicMock(side_effect=OperationalException)) - with pytest.raises(OperationalException): - start_trading(get_args(args)) + start_trading(get_args(args)) assert exitmock.call_count == 0 + assert log_has('Fatal exception!', caplog) def test_list_exchanges(capsys): From 5272ec85eab94d2d0fb801050429a766e6011058 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 12:34:24 +0200 Subject: [PATCH 263/783] Add additional test --- tests/test_main.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/tests/test_main.py b/tests/test_main.py index 70b784002..a7180a5d2 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -115,6 +115,28 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None: assert log_has('Oh snap!', caplog) +def test_main_operational_exception1(mocker, default_conf, caplog) -> None: + patch_exchange(mocker) + mocker.patch( + 'freqtrade.commands.list_commands.available_exchanges', + MagicMock(side_effect=ValueError('Oh snap!')) + ) + patched_configuration_load_config_file(mocker, default_conf) + + args = ['list-exchanges'] + + # Test Main + the KeyboardInterrupt exception + with pytest.raises(SystemExit): + main(args) + + assert log_has('Fatal exception!', caplog) + assert not log_has_re(r'SIGINT.*', caplog) + mocker.patch( + 'freqtrade.commands.list_commands.available_exchanges', + MagicMock(side_effect=KeyboardInterrupt) + ) + + def test_main_reload_conf(mocker, default_conf, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock()) From 80d367fa0871d5ec16bba77312581cf6115a08f0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 14:24:30 +0200 Subject: [PATCH 264/783] Add test for keyboardinterrupt --- tests/test_main.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/tests/test_main.py b/tests/test_main.py index a7180a5d2..11d0ede3a 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -135,6 +135,10 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None: 'freqtrade.commands.list_commands.available_exchanges', MagicMock(side_effect=KeyboardInterrupt) ) + with pytest.raises(SystemExit): + main(args) + + assert log_has_re(r'SIGINT.*', caplog) def test_main_reload_conf(mocker, default_conf, caplog) -> None: From 2307495f2837971f6325efa97afea7d874ae8c1d Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 8 May 2020 20:10:16 +0300 Subject: [PATCH 265/783] Update docs/configuration.md Co-authored-by: Matthias --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 28df5bd95..59d8ba1eb 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -51,7 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `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 -| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. Including this will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean +| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. This will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean | `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) From d4362ed357a41408460b5339219ae4e7e24a2a4c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 9 May 2020 09:29:40 +0300 Subject: [PATCH 266/783] Minor: improve exception handling in exchange --- 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 1a0565959..ce973f373 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1041,9 +1041,9 @@ class Exchange: return matched_trades - except ccxt.NetworkError as e: + except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( - f'Could not get trades due to networking error. Message: {e}') from e + f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e From b72997fc2bbb1d685a27605026bf3fa269973ca5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 May 2020 20:16:04 +0200 Subject: [PATCH 267/783] Add flask-jwt-extended dependency --- requirements-common.txt | 1 + setup.py | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index cd302e348..9fb4e209b 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -25,6 +25,7 @@ sdnotify==0.3.2 # Api server flask==1.1.2 +flask-jwt-extended==3.24.1 # Support for colorized terminal output colorama==0.4.3 diff --git a/setup.py b/setup.py index 9c253ea4e..8c0de095e 100644 --- a/setup.py +++ b/setup.py @@ -16,7 +16,7 @@ if readme_file.is_file(): readme_long = (Path(__file__).parent / "README.md").read_text() # Requirements used for submodules -api = ['flask'] +api = ['flask', 'flask-jwt-extended'] plot = ['plotly>=4.0'] hyperopt = [ 'scipy', From 7e08fa2631d1553bbfedf113817f6309b771a7bb Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 02:22:16 +0300 Subject: [PATCH 268/783] Fix usage of fee value in Edge --- freqtrade/edge/edge_positioning.py | 19 ++++++------------- 1 file changed, 6 insertions(+), 13 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 5305e23cf..bae7a0743 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -238,20 +238,13 @@ class Edge: :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 defined as ratios. + # We set stake amount to an arbitrary amount, as it doesn't change the calculation. + # All returned values are relative, they are defined as ratios. stake = 0.015 - fee = self.fee - open_fee = fee / 2 - close_fee = fee / 2 + + # Fee should be applied twice + open_fee = self.fee + close_fee = self.fee result['trade_duration'] = result['close_time'] - result['open_time'] From b6a2c3894133426ae25dd68adfbdf86f148bb92c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 02:22:49 +0300 Subject: [PATCH 269/783] Adjust tests --- tests/edge/test_edge.py | 12 ++++++++---- 1 file changed, 8 insertions(+), 4 deletions(-) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 2304c53c2..163ceff4b 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -335,12 +335,16 @@ def test_edge_init_error(mocker, edge_conf,): get_patched_freqtradebot(mocker, edge_conf) -def test_process_expectancy(mocker, edge_conf): +@pytest.mark.parametrize("fee,risk_reward_ratio,expectancy", [ + (0.0005, 306.5384615384, 101.5128205128), + (0.001, 152.6923076923, 50.2307692308), +]) +def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectancy): edge_conf['edge']['min_trade_number'] = 2 freqtrade = get_patched_freqtradebot(mocker, edge_conf) def get_fee(*args, **kwargs): - return 0.001 + return fee freqtrade.exchange.get_fee = get_fee edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -394,9 +398,9 @@ def test_process_expectancy(mocker, edge_conf): assert 'TEST/BTC' in final assert final['TEST/BTC'].stoploss == -0.9 assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333 - assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384 + assert round(final['TEST/BTC'].risk_reward_ratio, 10) == risk_reward_ratio assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0 - assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128 + assert round(final['TEST/BTC'].expectancy, 10) == expectancy # Pop last item so no trade is profitable trades.pop() From 0bd2fca40b648d6bef54388616832fce82528a59 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 09:55:41 +0200 Subject: [PATCH 270/783] Update tests/test_integration.py Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- tests/test_integration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/test_integration.py b/tests/test_integration.py index ee6ef3cb2..90cdde61f 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -97,7 +97,7 @@ 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 must be updated between stoploss cancellation and selling, and will be updated again - # During update_trade_state + # during update_trade_state assert wallets_mock.call_count == 3 trade = trades[0] From 8139058fcc5c471e762f182f1608fbff3c6bbed9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 10:35:38 +0200 Subject: [PATCH 271/783] Implement token/login and token/refresh endpoints --- freqtrade/rpc/api_server.py | 56 +++++++++++++++++++++++++++++++++---- 1 file changed, 51 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 0335bb151..1e20bf8f8 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -2,11 +2,16 @@ import logging import threading from datetime import date, datetime from ipaddress import IPv4Address -from typing import Dict, Callable, Any +from typing import Any, Callable, Dict from arrow import Arrow from flask import Flask, jsonify, request from flask.json import JSONEncoder +from flask_jwt_extended import (JWTManager, create_access_token, + create_refresh_token, get_jwt_identity, + jwt_refresh_token_required, + verify_jwt_in_request_optional) +from werkzeug.security import safe_str_cmp from werkzeug.serving import make_server from freqtrade.__init__ import __version__ @@ -38,9 +43,10 @@ class ArrowJSONEncoder(JSONEncoder): def require_login(func: Callable[[Any, Any], Any]): def func_wrapper(obj, *args, **kwargs): - + verify_jwt_in_request_optional() auth = request.authorization - if auth and obj.check_auth(auth.username, auth.password): + i = get_jwt_identity() + if i or auth and obj.check_auth(auth.username, auth.password): return func(obj, *args, **kwargs) else: return jsonify({"error": "Unauthorized"}), 401 @@ -70,8 +76,8 @@ class ApiServer(RPC): """ def check_auth(self, username, password): - return (username == self._config['api_server'].get('username') and - password == self._config['api_server'].get('password')) + return (safe_str_cmp(username, self._config['api_server'].get('username')) and + safe_str_cmp(password, self._config['api_server'].get('password'))) def __init__(self, freqtrade) -> None: """ @@ -83,6 +89,11 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) + + # Setup the Flask-JWT-Extended extension + self.app.config['JWT_SECRET_KEY'] = 'super-secret' # Change this! + + self.jwt = JWTManager(self.app) self.app.json_encoder = ArrowJSONEncoder # Register application handling @@ -148,6 +159,10 @@ class ApiServer(RPC): self.app.register_error_handler(404, self.page_not_found) # Actions to control the bot + self.app.add_url_rule(f'{BASE_URI}/token/login', 'login', + view_func=self._login, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/token/refresh', 'token_refresh', + view_func=self._refresh_token, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/start', 'start', view_func=self._start, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) @@ -199,6 +214,37 @@ class ApiServer(RPC): 'code': 404 }), 404 + @require_login + @rpc_catch_errors + def _login(self): + """ + Handler for /token/login + Returns a JWT token + """ + auth = request.authorization + if auth and self.check_auth(auth.username, auth.password): + keystuff = {'u': auth.username} + ret = { + 'access_token': create_access_token(identity=keystuff), + 'refresh_token': create_refresh_token(identity=keystuff), + } + return self.rest_dump(ret) + + return jsonify({"error": "Unauthorized"}), 401 + + @jwt_refresh_token_required + @rpc_catch_errors + def _refresh_token(self): + """ + Handler for /token/refresh + Returns a JWT token based on a JWT refresh token + """ + current_user = get_jwt_identity() + new_token = create_access_token(identity=current_user, fresh=False) + + ret = {'access_token': new_token} + return self.rest_dump(ret) + @require_login @rpc_catch_errors def _start(self): From bc64619f301fb870b91fe4682e255b975f1cd5f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 10:43:13 +0200 Subject: [PATCH 272/783] Tests for JWT implementation --- tests/rpc/test_rpc_apiserver.py | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 9b2f893e3..0d4cdeb2f 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -94,6 +94,33 @@ def test_api_unauthorized(botclient): assert rc.json == {'error': 'Unauthorized'} +def test_api_token_login(botclient): + ftbot, client = botclient + rc = client_post(client, f"{BASE_URI}/token/login") + assert_response(rc) + assert 'access_token' in rc.json + assert 'refresh_token' in rc.json + + # test Authentication is working with JWT tokens too + rc = client.get(f"{BASE_URI}/count", + content_type="application/json", + headers={'Authorization': f'Bearer {rc.json["access_token"]}'}) + assert_response(rc) + + +def test_api_token_refresh(botclient): + ftbot, client = botclient + rc = client_post(client, f"{BASE_URI}/token/login") + assert_response(rc) + rc = client.post(f"{BASE_URI}/token/refresh", + content_type="application/json", + data=None, + headers={'Authorization': f'Bearer {rc.json["refresh_token"]}'}) + assert_response(rc) + assert 'access_token' in rc.json + assert 'refresh_token' not in rc.json + + def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING From 51d2b817ae50773f743d8ba00c060acf8d897e11 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 11:51:33 +0300 Subject: [PATCH 273/783] Use self.fee --- freqtrade/edge/edge_positioning.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index bae7a0743..c19d4552a 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -242,10 +242,6 @@ class Edge: # All returned values are relative, they are defined as ratios. stake = 0.015 - # Fee should be applied twice - open_fee = self.fee - close_fee = self.fee - result['trade_duration'] = result['close_time'] - result['open_time'] result['trade_duration'] = result['trade_duration'].map( @@ -255,12 +251,12 @@ class Edge: # Buy Price result['buy_vol'] = stake / result['open_rate'] # How many target are we buying - result['buy_fee'] = stake * open_fee + result['buy_fee'] = stake * self.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_fee'] = result['sell_sum'] * self.fee result['sell_take'] = result['sell_sum'] - result['sell_fee'] # profit_ratio From 570c51b0b03fbaf3419cccfe08bdf8013a5f756f Mon Sep 17 00:00:00 2001 From: Mohamad Tarbin Date: Sun, 10 May 2020 05:07:49 -0400 Subject: [PATCH 274/783] Fix Typo in telegram Plugin --- 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 66d8ad936..856b8f138 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -579,7 +579,7 @@ class Telegram(RPC): "*/whitelist:* `Show current whitelist` \n" \ "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \ "to the blacklist.` \n" \ - "*/edge:* `Shows validated pairs by Edge if it is enabeld` \n" \ + "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \ "*/help:* `This help message`\n" \ "*/version:* `Show version`" From d9e4f41a359647bb50f1cc7e00571c7758aba40f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 16:14:35 +0200 Subject: [PATCH 275/783] Add documentation for JWt --- docs/rest-api.md | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/docs/rest-api.md b/docs/rest-api.md index b68364f39..d750f74af 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -202,3 +202,28 @@ whitelist Show the current whitelist :returns: json object ``` + +## Advanced API usage using JWT tokens + +!!! Note + The below should be done in an application, and is not intended to be used on a regular basis. + +Freqtrade's REST API also offers JWT tokens. +You can login using the following command, and subsequently use the resulting access_token. + +``` bash +> curl -X POST --user Freqtrader http://localhost:8080/api/v1/token/login +{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"} + +> access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g" +# Use tccess_token for authentication +> curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count + +``` + +Since the access-token has a short timeout (15 min) - the refresh-token should be used to get a fresh access token: + +``` bash +> curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh +{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"} +``` From 80faa5feb14913ad6c17307b893aead1272b9040 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 16:24:00 +0200 Subject: [PATCH 276/783] Add test to cancel sell order --- tests/test_freqtradebot.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c502e264c..01e74c7a2 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2405,6 +2405,21 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 +def test_handle_timedout_limit_sell_cancel_exception(mocker, default_conf) -> None: + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch( + 'freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) + + freqtrade = FreqtradeBot(default_conf) + + trade = MagicMock() + order = {'remaining': 1, + 'amount': 1, + 'status': "open"} + assert freqtrade.handle_timedout_limit_sell(trade, order) == 'error cancelling order' + + def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) From 2406e20be2a8af33c33ca06eeb01a3e77cef5f88 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:36:43 +0200 Subject: [PATCH 277/783] Update docs/rest-api.md Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- 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 d750f74af..599ad870f 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -206,7 +206,7 @@ whitelist ## Advanced API usage using JWT tokens !!! Note - The below should be done in an application, and is not intended to be used on a regular basis. + The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis. Freqtrade's REST API also offers JWT tokens. You can login using the following command, and subsequently use the resulting access_token. From 73a1496318d1b9e594a098f5e8bc25d62137fc3b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:44:45 +0200 Subject: [PATCH 278/783] Catch exception on cancel_order --- freqtrade/freqtradebot.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 930baff1f..4f4b3e3bb 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -949,8 +949,12 @@ class FreqtradeBot: if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): 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) + try: + # if trade is not partially completed, just delete the trade + self.exchange.cancel_order(trade.open_order_id, trade.pair) + except InvalidOrderException: + logger.exception(f"Could not cancel sell order {trade.open_order_id}") + return 'error cancelling order' logger.info('Sell order %s for %s.', reason, trade) else: reason = "cancelled on exchange" From c2224ed6b7496d043853f84c9d5e1762372c102c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:47:43 +0200 Subject: [PATCH 279/783] Fix doc typos Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- 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 599ad870f..42671f0c3 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -208,7 +208,7 @@ whitelist !!! Note The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis. -Freqtrade's REST API also offers JWT tokens. +Freqtrade's REST API also offers JWT (JSON Web Tokens). You can login using the following command, and subsequently use the resulting access_token. ``` bash @@ -216,7 +216,7 @@ You can login using the following command, and subsequently use the resulting ac {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"} > access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g" -# Use tccess_token for authentication +# Use access_token for authentication > curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count ``` From b163bb76503041798ecf2898f0eabc53771a9052 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:48:29 +0200 Subject: [PATCH 280/783] Apply suggestions from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- 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 42671f0c3..337a00b4f 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -221,7 +221,7 @@ You can login using the following command, and subsequently use the resulting ac ``` -Since the access-token has a short timeout (15 min) - the refresh-token should be used to get a fresh access token: +Since the access token has a short timeout (15 min) - the `token/refresh` request should be used periodically to get a fresh access token: ``` bash > curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh From c3f0b5d4eb89d0f71bfca021e89625395457c01d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:37:41 +0200 Subject: [PATCH 281/783] Rename methods to match endpoints --- freqtrade/rpc/api_server.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 1e20bf8f8..3a46d2c88 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -160,9 +160,9 @@ class ApiServer(RPC): # Actions to control the bot self.app.add_url_rule(f'{BASE_URI}/token/login', 'login', - view_func=self._login, methods=['POST']) + view_func=self._token_login, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/token/refresh', 'token_refresh', - view_func=self._refresh_token, methods=['POST']) + view_func=self._token_refresh, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/start', 'start', view_func=self._start, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) @@ -216,7 +216,7 @@ class ApiServer(RPC): @require_login @rpc_catch_errors - def _login(self): + def _token_login(self): """ Handler for /token/login Returns a JWT token @@ -234,7 +234,7 @@ class ApiServer(RPC): @jwt_refresh_token_required @rpc_catch_errors - def _refresh_token(self): + def _token_refresh(self): """ Handler for /token/refresh Returns a JWT token based on a JWT refresh token From 21c2af2b92208c8ee811a91fba7046f99d556db6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:42:06 +0200 Subject: [PATCH 282/783] Load jwt_key from config --- config_full.json.example | 1 + docs/rest-api.md | 6 +++++- freqtrade/rpc/api_server.py | 3 ++- 3 files changed, 8 insertions(+), 2 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 181740b9a..ee1c14d27 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -120,6 +120,7 @@ "enabled": false, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "jwt_secret_key": "somethingrandom", "username": "freqtrader", "password": "SuperSecurePassword" }, diff --git a/docs/rest-api.md b/docs/rest-api.md index 337a00b4f..7f1a95b12 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -11,6 +11,7 @@ Sample configuration: "enabled": true, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "jwt_secret_key": "somethingrandom", "username": "Freqtrader", "password": "SuperSecret1!" }, @@ -29,7 +30,7 @@ This should return the response: {"status":"pong"} ``` -All other endpoints return sensitive info and require authentication, so are not available through a web browser. +All other endpoints return sensitive info and require authentication and are therefore not available through a web browser. To generate a secure password, either use a password manager, or use the below code snipped. @@ -38,6 +39,9 @@ import secrets secrets.token_hex() ``` +!!! Hint + Use the same method to also generate a JWT secret key (`jwt_secret_key`). + ### Configuration with docker If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker. diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 3a46d2c88..21f28f601 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -91,7 +91,8 @@ class ApiServer(RPC): self.app = Flask(__name__) # Setup the Flask-JWT-Extended extension - self.app.config['JWT_SECRET_KEY'] = 'super-secret' # Change this! + self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get( + 'jwt_secret_key', 'super-secret') self.jwt = JWTManager(self.app) self.app.json_encoder = ArrowJSONEncoder From d291ca0071b2e73dc0750bedced1257c37d73032 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:43:16 +0200 Subject: [PATCH 283/783] Simplify code section --- freqtrade/rpc/api_server.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 21f28f601..68f4b1ca9 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -45,8 +45,7 @@ def require_login(func: Callable[[Any, Any], Any]): def func_wrapper(obj, *args, **kwargs): verify_jwt_in_request_optional() auth = request.authorization - i = get_jwt_identity() - if i or auth and obj.check_auth(auth.username, auth.password): + if get_jwt_identity() or auth and obj.check_auth(auth.username, auth.password): return func(obj, *args, **kwargs) else: return jsonify({"error": "Unauthorized"}), 401 From 9eca268a498ed129299dd9910f01f5bf1ea81363 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 20:00:19 +0200 Subject: [PATCH 284/783] Fix test --- tests/rpc/test_rpc_apiserver.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 0d4cdeb2f..5d8f79920 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -150,6 +150,12 @@ def test_api__init__(default_conf, mocker): """ Test __init__() method """ + default_conf.update({"api_server": {"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "username": "TestUser", + "password": "testPass", + }}) mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) From 306eae6da348da4b785300a92a5cfaa527890020 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:10:48 +0000 Subject: [PATCH 285/783] Bump pytest from 5.4.1 to 5.4.2 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.1 to 5.4.2. - [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/5.4.1...5.4.2) 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 9881df083..616ca20f9 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==4.1.0 mypy==0.770 -pytest==5.4.1 +pytest==5.4.2 pytest-asyncio==0.12.0 pytest-cov==2.8.1 pytest-mock==3.1.0 From 3849b68b8f2cce77276259f8a106e6d727f3ae78 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:11:22 +0000 Subject: [PATCH 286/783] Bump ta-lib from 0.4.17 to 0.4.18 Bumps [ta-lib](https://github.com/mrjbq7/ta-lib) from 0.4.17 to 0.4.18. - [Release notes](https://github.com/mrjbq7/ta-lib/releases) - [Changelog](https://github.com/mrjbq7/ta-lib/blob/master/CHANGELOG) - [Commits](https://github.com/mrjbq7/ta-lib/compare/TA_Lib-0.4.17...TA_Lib-0.4.18) 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 9fb4e209b..f2361bdf5 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -9,7 +9,7 @@ requests==2.23.0 urllib3==1.25.9 wrapt==1.12.1 jsonschema==3.2.0 -TA-Lib==0.4.17 +TA-Lib==0.4.18 tabulate==0.8.7 pycoingecko==1.2.0 jinja2==2.11.2 From 43ab814f30202de82c032b428255116dd771c88c Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:12:11 +0000 Subject: [PATCH 287/783] Bump ccxt from 1.27.20 to 1.27.49 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.20 to 1.27.49. - [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/1.27.20...1.27.49) 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 9fb4e209b..e47fd41d7 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==1.27.20 +ccxt==1.27.49 SQLAlchemy==1.3.16 python-telegram-bot==12.7 arrow==0.15.6 From e38581c19f9f986bea16f9beab20158e5f818fcf Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:12:38 +0000 Subject: [PATCH 288/783] Bump plotly from 4.6.0 to 4.7.1 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.6.0 to 4.7.1. - [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/v4.6.0...v4.7.1) 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 3db48a201..d81239053 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.6.0 +plotly==4.7.1 From 96710d42f55219d5d1ac4a7c4723fd5a3e67688a Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:13:06 +0000 Subject: [PATCH 289/783] Bump mkdocs-material from 5.1.5 to 5.1.6 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.5 to 5.1.6. - [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/5.1.5...5.1.6) 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 e9553a8e4..c121dec64 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.5 +mkdocs-material==5.1.6 mdx_truly_sane_lists==1.2 From a379e68cf441407c9c04264714bfc7dbcc8e635d Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 May 2020 14:02:39 +0200 Subject: [PATCH 290/783] Add new ta-lib wheels --- .../TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl | Bin 684920 -> 0 bytes .../TA_Lib-0.4.17-cp38-cp38-win_amd64.whl | Bin 662134 -> 0 bytes .../TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl | Bin 0 -> 537651 bytes .../TA_Lib-0.4.18-cp38-cp38-win_amd64.whl | Bin 0 -> 555204 bytes build_helpers/install_windows.ps1 | 4 ++-- 5 files changed, 2 insertions(+), 2 deletions(-) delete mode 100644 build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl delete mode 100644 build_helpers/TA_Lib-0.4.17-cp38-cp38-win_amd64.whl create mode 100644 build_helpers/TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl 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diff --git a/build_helpers/TA_Lib-0.4.18-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
new file mode 100644
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        {stats_tab}
        '
             self._send_msg(message, parse_mode=ParseMode.HTML)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a1e6d9f26..6c91db86a 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -203,16 +203,18 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     # Try valid data
     update.message.text = '/daily 2'
     days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
-    assert len(days) == 7
-    for day in days:
+    assert len(days['data']) == 7
+    assert days['stake_currency'] == default_conf['stake_currency']
+    assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
+    for day in days['data']:
         # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day[1] == '0.00000000 BTC' or
-                day[1] == '0.00006217 BTC')
+        assert (day['abs_profit'] == '0.00000000' or
+                day['abs_profit'] == '0.00006217')
 
-        assert (day[2] == '0.000 USD' or
-                day[2] == '0.767 USD')
+        assert (day['fiat_value'] == '0.000' or
+                day['fiat_value'] == '0.767')
     # ensure first day is current date
-    assert str(days[0][0]) == str(datetime.utcnow().date())
+    assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
 
     # Try invalid data
     with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b953097d5..688c8bdb6 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -333,8 +333,10 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     )
     rc = client_get(client, f"{BASE_URI}/daily")
     assert_response(rc)
-    assert len(rc.json) == 7
-    assert rc.json[0][0] == str(datetime.utcnow().date())
+    assert len(rc.json['data']) == 7
+    assert rc.json['stake_currency'] == 'BTC'
+    assert rc.json['fiat_display_currency'] == 'USD'
+    assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
 
 
 def test_api_trades(botclient, mocker, ticker, fee, markets):

From 64b8d8c7bd2f56d4ce78cc702305062439873e44 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 20:18:35 +0200
Subject: [PATCH 353/783] Use correct Return hint

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 7e2934579..3f6d0729d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -186,7 +186,7 @@ class RPC:
 
     def _rpc_daily_profit(
             self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> List[List[Any]]:
+            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
         today = datetime.utcnow().date()
         profit_days: Dict[date, Dict] = {}
 

From 4bfab5e222a774416e43f9db58e5d8742f4f99ef Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 02:36:40 +0300
Subject: [PATCH 354/783] Add ShuffleFilter

---
 freqtrade/constants.py              |  2 +-
 freqtrade/pairlist/ShuffleFilter.py | 50 +++++++++++++++++++++++++++++
 2 files changed, 51 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/pairlist/ShuffleFilter.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e56586bbc..5d3b13eee 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -19,7 +19,7 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
+                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py
new file mode 100644
index 000000000..a10a1af8b
--- /dev/null
+++ b/freqtrade/pairlist/ShuffleFilter.py
@@ -0,0 +1,50 @@
+"""
+Shuffle pair list filter
+"""
+import logging
+import random
+from typing import Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class ShuffleFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._seed = pairlistconfig.get('seed')
+        self._random = random.Random(self._seed)
+
+    @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
+        """
+        return (f"{self.name} - Shuffling pairs" +
+                (f", seed = {self._seed}." if self._seed is not None else "."))
+
+    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
+        """
+        # Shuffle is done inplace
+        self._random.shuffle(pairlist)
+
+        return pairlist

From 287e8bafce02e1881fc9318a082bd7b7f781e0ec Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 02:37:03 +0300
Subject: [PATCH 355/783] Add/adjust tests

---
 tests/pairlist/test_pairlist.py | 66 +++++++++++++++++++++++----------
 1 file changed, 47 insertions(+), 19 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 61f6b4bd5..929d87779 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -157,16 +157,28 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
 
 
 @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
+    # VolumePairList only
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/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', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
+     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
-    # No pair for ETH ...
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
+    # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
+    # No pair for ETH, StaticPairList
+    ([{"method": "StaticPairList"}],
+     "ETH", []),
+    # No pair for ETH, all handlers
+    ([{"method": "StaticPairList"},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.03},
+      {"method": "SpreadFilter", "max_spread": 0.005},
+      {"method": "ShuffleFilter"}],
+     "ETH", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
@@ -176,31 +188,43 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # 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', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-        "USDT", ['ETH/USDT', 'NANO/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}
-      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+      {"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']),
+     "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", "number_assets": 5, "sort_key": "bidVolume"},
-      ], "BTC", ['TKN/BTC', 'ETH/BTC']),
+      {"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']),
+      {"method": "SpreadFilter", "max_spread": 0.005}],
+     "USDT", ['ETH/USDT']),
+    # ShuffleFilter
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 77}],
+     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+    # ShuffleFilter, other seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 42}],
+     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+    # ShuffleFilter, no seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter"}],
+     "USDT", 3),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,
@@ -219,12 +243,16 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 
-    assert whitelist == whitelist_result
+    if type(whitelist_result) is list:
+        assert whitelist == whitelist_result
+    else:
+        len(whitelist) == whitelist_result
+
     for pairlist in pairlists:
-        if pairlist['method'] == 'PrecisionFilter':
+        if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
             assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                               r'would be <= stop limit.*', caplog)
-        if pairlist['method'] == 'PriceFilter':
+        if pairlist['method'] == 'PriceFilter' and whitelist_result:
             assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
                     log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
                                caplog))

From 503a8a82431fc3b6d1c799eadabcb9f9c461f280 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 18 May 2020 07:02:57 +0200
Subject: [PATCH 356/783] Simplify sd_notify usage

---
 freqtrade/worker.py | 33 +++++++++++++++------------------
 1 file changed, 15 insertions(+), 18 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 55cf30d16..3f5ab734e 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -37,9 +37,7 @@ class Worker:
         self._heartbeat_msg: float = 0
 
         # Tell systemd that we completed initialization phase
-        if self._sd_notify:
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
+        self._notify("READY=1")
 
     def _init(self, reconfig: bool) -> None:
         """
@@ -60,6 +58,15 @@ class Worker:
         self._sd_notify = sdnotify.SystemdNotifier() if \
             self._config.get('internals', {}).get('sd_notify', False) else None
 
+    def _notify(self, message: str) -> None:
+        """
+        Removes the need to verify in all occurances if sd_notify is enabled
+        :param message: Message to send to systemd if it's enabled.
+        """
+        if self._sd_notify:
+            logger.debug(f"sd_notify: {message}")
+            self._sd_notify.notify(message)
+
     def run(self) -> None:
         state = None
         while True:
@@ -89,17 +96,13 @@ class Worker:
 
         if state == State.STOPPED:
             # Ping systemd watchdog before sleeping in the stopped state
-            if self._sd_notify:
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
+            self._notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
 
             self._throttle(func=self._process_stopped, throttle_secs=self._throttle_secs)
 
         elif state == State.RUNNING:
             # Ping systemd watchdog before throttling
-            if self._sd_notify:
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
+            self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
             self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
@@ -154,9 +157,7 @@ class Worker:
         replaces it with the new instance
         """
         # Tell systemd that we initiated reconfiguration
-        if self._sd_notify:
-            logger.debug("sd_notify: RELOADING=1")
-            self._sd_notify.notify("RELOADING=1")
+        self._notify("RELOADING=1")
 
         # Clean up current freqtrade modules
         self.freqtrade.cleanup()
@@ -167,15 +168,11 @@ class Worker:
         self.freqtrade.notify_status('config reloaded')
 
         # Tell systemd that we completed reconfiguration
-        if self._sd_notify:
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
+        self._notify("READY=1")
 
     def exit(self) -> None:
         # Tell systemd that we are exiting now
-        if self._sd_notify:
-            logger.debug("sd_notify: STOPPING=1")
-            self._sd_notify.notify("STOPPING=1")
+        self._notify("STOPPING=1")
 
         if self.freqtrade:
             self.freqtrade.notify_status('process died')

From 51c0639e6dd1d55ae29e25973ca0175d69c3ede8 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 11:54:52 +0300
Subject: [PATCH 357/783] Update tests/pairlist/test_pairlist.py

Co-authored-by: Matthias 
---
 tests/pairlist/test_pairlist.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 929d87779..3a8f94974 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -243,6 +243,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 
+    assert isinstance(whitelist, list)
+    
+    # Verify length of pairlist matches (used for ShuffleFilter without seed)
     if type(whitelist_result) is list:
         assert whitelist == whitelist_result
     else:

From 37fd675aace911736b5acf97757879fd1c936773 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:00:23 +0000
Subject: [PATCH 358/783] Bump flake8 from 3.7.9 to 3.8.1

Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.7.9 to 3.8.1.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.7.9...3.8.1)

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 616ca20f9..a37ac42ae 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==2.0.0
-flake8==3.7.9
+flake8==3.8.1
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.770

From a447efbe57d3a1b60c5d7c2ec3ca3d282ce85b1e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:00:45 +0000
Subject: [PATCH 359/783] Bump mkdocs-material from 5.1.6 to 5.1.7

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.6 to 5.1.7.
- [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/5.1.6...5.1.7)

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 c121dec64..485cd50cf 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.1.6
+mkdocs-material==5.1.7
 mdx_truly_sane_lists==1.2

From 37a10d1d30073b8f6631d30e9af9e2d744c64a37 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:01:37 +0000
Subject: [PATCH 360/783] Bump joblib from 0.14.1 to 0.15.1

Bumps [joblib](https://github.com/joblib/joblib) from 0.14.1 to 0.15.1.
- [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/0.14.1...0.15.1)

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 9afd07357..c3dda6c4b 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,5 +6,5 @@ scipy==1.4.1
 scikit-learn==0.22.2.post1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.14.1
+joblib==0.15.1
 progressbar2==3.51.3

From 7d80f8d25c95108121baea03f717f5a765eb0629 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:02:16 +0300
Subject: [PATCH 361/783] Fix links in docs

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 7405fc92e..e6e4cb422 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,14 +81,14 @@ 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 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.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](#pairlists)). 
         **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#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
+| `pairlists` | Define one or more pairlists to be used. [More information below](#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

From ff8e85f2f5b451197fccf5ad7783d76dcd2c6871 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:02:29 +0000
Subject: [PATCH 362/783] Bump sqlalchemy from 1.3.16 to 1.3.17

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.16 to 1.3.17.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 017974c9e..654fa0853 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==1.27.49
-SQLAlchemy==1.3.16
+SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6
 cachetools==4.1.0

From 601cbd1231dbd124541b732396cf10bd406a5e57 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:23:03 +0000
Subject: [PATCH 363/783] Bump ccxt from 1.27.49 to 1.27.91

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.49 to 1.27.91.
- [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/1.27.49...1.27.91)

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 654fa0853..a2038d95e 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==1.27.49
+ccxt==1.27.91
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From d57ef6a2a662c3f9c0d2e875f4ebab1302cd7db7 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:39:52 +0300
Subject: [PATCH 364/783] Pairlist Section reworked

---
 docs/configuration.md | 56 +++++++++++++++++++++++++------------------
 1 file changed, 33 insertions(+), 23 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e6e4cb422..7d99660b8 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -549,18 +549,19 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
-## Pairlists
+## Pairlists and Pairlist Handlers
 
-Pairlists define the list of pairs that the bot should trade.
-There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
+Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
 
-[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-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.
+Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing low-value pairs.
 
-Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading / backtesting / downloading historical data. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
-### Available Pairlists
+Inactive markets and blacklisted pairs are always removed from the resulting pairlist. Blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+
+### Available Pairlist Handlers
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
@@ -569,7 +570,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
 * [`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.
+    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
 
 #### Static Pair List
 
@@ -585,13 +586,18 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### Volume Pair List
 
-`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`.
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-`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.
+!!! Deprecation
+    Other values for `sort_key` are now deprecated and this setting will be removed in the future versions.
 
-`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+
+The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
@@ -604,30 +610,34 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 ],
 ```
 
-#### Precision Filter
+#### PrecisionFilter
 
-Filters low-value coins which would not allow setting a stoploss.
+Filters low-value coins which would not allow setting stoplosses.
 
-#### Price Pair Filter
+#### PriceFilter
 
 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.
+
+Currently, only `low_price_ratio` setting 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:  
-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. 
+Calculation example:
 
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+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.
 
-#### Spread Filter
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+
+#### SpreadFilter
 
 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
+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`
 
-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%.
+### Full example of Pairlist Handlers
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
 
 ```json
 "exchange": {

From 5a9a31351abd7e0a2cc2226eaa7904e389ad70be Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 18 May 2020 11:40:25 +0200
Subject: [PATCH 365/783] Adjust empty f-strings to be non-fstrings

---
 freqtrade/commands/build_config_commands.py |  2 +-
 freqtrade/commands/cli_options.py           |  4 ++--
 freqtrade/commands/deploy_commands.py       |  2 +-
 freqtrade/exchange/exchange.py              |  3 +--
 freqtrade/pairlist/VolumePairList.py        |  2 +-
 freqtrade/rpc/rpc.py                        |  2 +-
 freqtrade/rpc/telegram.py                   |  4 ++--
 freqtrade/rpc/webhook.py                    |  6 +++---
 tests/conftest.py                           | 18 +++++++++--------
 tests/exchange/test_exchange.py             |  6 +++---
 tests/optimize/test_backtesting.py          |  2 +-
 tests/optimize/test_hyperopt.py             |  2 +-
 tests/rpc/test_rpc.py                       |  6 +++---
 tests/test_configuration.py                 |  2 +-
 tests/test_freqtradebot.py                  | 22 +++++++++------------
 15 files changed, 40 insertions(+), 43 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 58ac6ec27..87098f53c 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
             )
     except TemplateNotFound:
         selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_generic.j2",
+            templatefile="subtemplates/exchange_generic.j2",
             arguments=selections
         )
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a8f2ffdba..ee9208c33 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -372,8 +372,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "timeframes": Arg(
         '-t', '--timeframes',
-        help=f'Specify which tickers to download. Space-separated list. '
-        f'Default: `1m 5m`.',
+        help='Specify which tickers to download. Space-separated list. '
+        'Default: `1m 5m`.',
         choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
                  '6h', '8h', '12h', '1d', '3d', '1w'],
         default=['1m', '5m'],
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index a29ba346f..86562fa7c 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -51,7 +51,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     )
     additional_methods = render_template_with_fallback(
         templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/strategy_methods_empty.j2",
+        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
     )
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6ad7ad582..68022662a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -366,8 +366,7 @@ class Exchange:
                 f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
         if timeframe and timeframe_to_minutes(timeframe) < 1:
-            raise OperationalException(
-                f"Timeframes < 1m are currently not supported by Freqtrade.")
+            raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
 
     def validate_ordertypes(self, order_types: Dict) -> None:
         """
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index e20fb3577..981e9915e 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -25,7 +25,7 @@ class VolumePairList(IPairList):
 
         if 'number_assets' not in self._pairlistconfig:
             raise OperationalException(
-                f'`number_assets` not specified. Please check your configuration '
+                '`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
 
         self._stake_currency = config['stake_currency']
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3f6d0729d..21f54de50 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -545,5 +545,5 @@ class RPC:
     def _rpc_edge(self) -> List[Dict[str, Any]]:
         """ Returns information related to Edge """
         if not self._freqtrade.edge:
-            raise RPCException(f'Edge is not enabled.')
+            raise RPCException('Edge is not enabled.')
         return self._freqtrade.edge.accepted_pairs()
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 1d7ebb21a..dfda15a26 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -234,7 +234,7 @@ class Telegram(RPC):
                         lines.append("*Open Order:* `{open_order}`")
 
                 # Filter empty lines using list-comprehension
-                messages.append("\n".join([l for l in lines if l]).format(**r))
+                messages.append("\n".join([line for line in lines if line]).format(**r))
 
             for msg in messages:
                 self._send_msg(msg)
@@ -289,7 +289,7 @@ class Telegram(RPC):
                     'Day',
                     f'Profit {stake_cur}',
                     f'Profit {fiat_disp_cur}',
-                    f'Trades',
+                    'Trades',
                 ],
                 tablefmt='simple')
             message = f'Daily Profit over the last {timescale} days:\n
        {stats_tab}
        '
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 1309663d4..322d990ee 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -47,9 +47,9 @@ class Webhook(RPC):
                 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):
+            elif msg['type'] in (RPCMessageType.STATUS_NOTIFICATION,
+                                 RPCMessageType.CUSTOM_NOTIFICATION,
+                                 RPCMessageType.WARNING_NOTIFICATION):
                 valuedict = self._config['webhook'].get('webhookstatus', None)
             else:
                 raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
diff --git a/tests/conftest.py b/tests/conftest.py
index 36c60e27e..d15cba1de 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1705,7 +1705,7 @@ def hyperopt_results():
         {
             '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
+                '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
@@ -1716,11 +1716,12 @@ def hyperopt_results():
         }, {
             '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}},
+                '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,
@@ -1767,8 +1768,9 @@ def hyperopt_results():
         }, {
             '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
+            '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,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index aa42950e2..7b1e9ddaa 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -517,9 +517,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     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."
-                   f"Please check if you are impacted by this restriction "
-                   f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
+    assert log_has("Pair XRP/BTC is restricted for some users on this exchange."
+                   "Please check if you are impacted by this restriction "
+                   "on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
 def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 093cbf966..019914720 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -555,7 +555,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         """
         Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)
         """
-        if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+        if metadata['pair'] in ('ETH/BTC', 'LTC/BTC'):
             multi = 20
         else:
             multi = 18
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index cc8b9aa37..90e047954 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -820,7 +820,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
     Hyperopt(default_conf)
 
     assert unlinkmock.call_count == 0
-    assert log_has(f"Continuing on previous hyperopt results.", caplog)
+    assert log_has("Continuing on previous hyperopt results.", caplog)
 
 
 def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 1c3a43e4b..63691dfb4 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -83,7 +83,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     } == results[0]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -167,7 +167,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     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")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -319,7 +319,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 
     # Test non-available pair
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c89f1381e..edcbe4516 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -73,7 +73,7 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None:
     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.*"):
+    with pytest.raises(OperationalException, match=r".*Please verify the following segment.*"):
         load_config_file('somefile')
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a1358abdc..9d9d133cc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3153,10 +3153,8 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    assert log_has(
-        f"ETH/BTC - HIT STOP: current price at 0.000012, "
-        f"stoploss is 0.000015, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
+                   "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
@@ -3199,8 +3197,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
                  }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3256,9 +3254,8 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
                  }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%",
-                   caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3322,7 +3319,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     # stop-loss should not be adjusted as offset is not reached yet
     assert freqtrade.handle_trade(trade) is False
 
-    assert not log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000098910
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
@@ -3334,9 +3331,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
                  }))
 
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%",
-                   caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
 
 

From cc28aae5cb02e61e424db23399d8535d280aebfd Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:44:20 +0300
Subject: [PATCH 366/783] Fix the links again

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 7d99660b8..d9299d21f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,14 +81,14 @@ 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 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](#pairlists)). 
         **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists)). 
         **Datatype:** List
+| `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](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). 
         **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](#pairlists). 
        *Defaults to `StaticPairList`.*  
         **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). 
        *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

From f54dc7affd54fbb1b7933ecdb776e53c2e033a2d Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 13:18:05 +0300
Subject: [PATCH 367/783] Make flake happy

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

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 3a8f94974..e013122e4 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -244,7 +244,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     whitelist = freqtrade.pairlists.whitelist
 
     assert isinstance(whitelist, list)
-    
+
     # Verify length of pairlist matches (used for ShuffleFilter without seed)
     if type(whitelist_result) is list:
         assert whitelist == whitelist_result

From 627c5059f0066ca7bbe6e2c5e3fc0a2ed7e9c8cd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 13:54:21 +0300
Subject: [PATCH 368/783] Move create_pair_list to pairlistmanager

---
 freqtrade/data/common.py              |  7 -------
 freqtrade/data/dataprovider.py        |  8 +-------
 freqtrade/exchange/exchange.py        |  2 +-
 freqtrade/freqtradebot.py             |  2 +-
 freqtrade/pairlist/pairlistmanager.py | 13 ++++++++++++-
 freqtrade/strategy/interface.py       |  2 +-
 6 files changed, 16 insertions(+), 18 deletions(-)
 delete mode 100644 freqtrade/data/common.py

diff --git a/freqtrade/data/common.py b/freqtrade/data/common.py
deleted file mode 100644
index 7a61d51ea..000000000
--- a/freqtrade/data/common.py
+++ /dev/null
@@ -1,7 +0,0 @@
-"""
-Common datatypes
-"""
-from typing import List, Tuple
-
-# List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 602a92358..5668e2437 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -9,10 +9,10 @@ from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.state import RunMode
 
 
@@ -45,12 +45,6 @@ class DataProvider:
         """
         return list(self._exchange._klines.keys())
 
-    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
-        """
-        Create list of pair tuples with (pair, ticker_interval)
-        """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
-
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get candle (OHLCV) data for the given pair as DataFrame
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 43ed65787..858cdecab 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,12 +18,12 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 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, safe_value_fallback
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6b99e95b6..6ea5ec970 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -145,7 +145,7 @@ class FreqtradeBot:
         self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
         # Refreshing candles
-        self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
+        self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
         with self._sell_lock:
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5b4c5b602..163836c4d 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 Dict, List
+from typing import Dict, List, Tuple
 
 from cachetools import TTLCache, cached
 
@@ -13,9 +13,14 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
+
 logger = logging.getLogger(__name__)
 
 
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]
+
+
 class PairListManager():
 
     def __init__(self, exchange, config: dict) -> None:
@@ -94,3 +99,9 @@ class PairListManager():
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
+
+    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+        """
+        Create list of pair tuples with (pair, ticker_interval)
+        """
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 5173265bc..d5d171bec 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -12,10 +12,10 @@ from typing import Dict, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets

From a0c9f7bac8ba255711087608e16139d7fa01ebdc Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 11:32:03 +0000
Subject: [PATCH 369/783] Bump scikit-learn from 0.22.2.post1 to 0.23.0

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.22.2.post1 to 0.23.0.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.22.2.post1...0.23.0)

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 c3dda6c4b..a1431bf8f 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.post1
+scikit-learn==0.23.0
 scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.15.1

From 0c8aff98e093eb539802885e3247d4ed5c0f32fb Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 15:03:36 +0300
Subject: [PATCH 370/783] Make flake happy

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

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 9c8f0de1f..5c3a3aaa7 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -116,4 +116,4 @@ class PairListManager():
         """
         Create list of pair tuples with (pair, ticker_interval)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
\ No newline at end of file
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]

From 8bdd5e71215963cf0fa2e22d5fb5c7bfabf67a85 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 15:20:51 +0300
Subject: [PATCH 371/783] Minor: correct import of retrier

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

diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 243f1a6d6..932d82a27 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -7,7 +7,7 @@ import ccxt
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange import retrier
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 

From 6951b20aa030ceee5bcd0d6acd6e5679ce9d4aea Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 17:31:34 +0300
Subject: [PATCH 372/783] Do not throttle with DependencyException in retrier

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

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index b38ed35a3..a10d41247 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,6 @@
 import logging
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import TemporaryError
 
 logger = logging.getLogger(__name__)
 
@@ -93,7 +93,7 @@ def retrier_async(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return await f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1
@@ -111,7 +111,7 @@ def retrier(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1

From 115586a50f2cc96580ce0fa989b68995fd9d087d Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 21:59:50 +0300
Subject: [PATCH 373/783] Introduce freqtrade.typing

---
 freqtrade/data/dataprovider.py        | 2 +-
 freqtrade/exchange/exchange.py        | 2 +-
 freqtrade/pairlist/pairlistmanager.py | 7 ++-----
 freqtrade/strategy/interface.py       | 2 +-
 freqtrade/typing.py                   | 8 ++++++++
 5 files changed, 13 insertions(+), 8 deletions(-)
 create mode 100644 freqtrade/typing.py

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 5668e2437..ef03307cc 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -12,8 +12,8 @@ from pandas import DataFrame
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.state import RunMode
+from freqtrade.typing import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 36d1ddca4..c60eb766a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -23,7 +23,7 @@ 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, safe_value_fallback
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
+from freqtrade.typing import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5c3a3aaa7..78a6a9668 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -3,22 +3,19 @@ PairList manager class
 """
 import logging
 from copy import deepcopy
-from typing import Dict, List, Tuple
+from typing import Dict, List
 
 from cachetools import TTLCache, cached
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
+from freqtrade.typing import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
 
 
-# List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
-
-
 class PairListManager():
 
     def __init__(self, exchange, config: dict) -> None:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d5d171bec..8031c7932 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -15,9 +15,9 @@ from pandas import DataFrame
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.typing import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
 
diff --git a/freqtrade/typing.py b/freqtrade/typing.py
new file mode 100644
index 000000000..3cb7cf816
--- /dev/null
+++ b/freqtrade/typing.py
@@ -0,0 +1,8 @@
+"""
+Common Freqtrade types
+"""
+
+from typing import List, Tuple
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]

From 2c6c287c4b30004b05d9e2842c1f741dbc5e8f97 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 22:24:38 +0300
Subject: [PATCH 374/783] Address comments made in review

---
 docs/configuration.md | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index d9299d21f..87005ac74 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -555,11 +555,11 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing low-value pairs.
+Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing certain pairs.
 
-If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading / backtesting / downloading historical data. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
-Inactive markets and blacklisted pairs are always removed from the resulting pairlist. Blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
 
 ### Available Pairlist Handlers
 
@@ -588,9 +588,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-!!! Deprecation
-    Other values for `sort_key` are now deprecated and this setting will be removed in the future versions.
-
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
 When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.

From 30d1a8589553c42dafffde391457d5466c018ef3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 23:46:23 +0300
Subject: [PATCH 375/783] Adjust docs

---
 docs/configuration.md | 26 ++++++++++++++++++--------
 1 file changed, 18 insertions(+), 8 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 87005ac74..93e53de6f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -555,7 +555,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing certain pairs.
+Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
@@ -565,9 +565,10 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
-* [`PrecisionFilter`](#precision-filter)
-* [`PriceFilter`](#price-pair-filter)
-* [`SpreadFilter`](#spread-filter)
+* [`PrecisionFilter`](#precisionfilter)
+* [`PriceFilter`](#pricefilter)
+* [`ShuffleFilter`](#shufflefilter)
+* [`SpreadFilter`](#spreadfilter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
@@ -624,17 +625,24 @@ 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. Here is what the PriceFilters takes over.
 
+#### ShuffleFilter
+
+Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
+
+!!! Tip
+    You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
+
 #### SpreadFilter
 
-Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+Removes pairs that have a difference between asks and bids above the specified ratio, `max_spread_ratio` (defaults to `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`
+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` and this pair will be filtered out.
 
 ### Full example of Pairlist Handlers
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 priceunit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {
@@ -648,7 +656,9 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "sort_key": "quoteVolume",
     },
     {"method": "PrecisionFilter"},
-    {"method": "PriceFilter", "low_price_ratio": 0.01}
+    {"method": "PriceFilter", "low_price_ratio": 0.01},
+    {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {"method": "ShuffleFilter", "seed": 42}
     ],
 ```
 

From d8352bd6324561ea75b6064ad08b1c3751dccfa4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 23:48:06 +0300
Subject: [PATCH 376/783] Fix tests for SpreadFilter

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

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index e013122e4..c4893d7e4 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -176,7 +176,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
-      {"method": "SpreadFilter", "max_spread": 0.005},
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
      "ETH", []),
     # Precisionfilter and quote volume
@@ -211,7 +211,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", ['TKN/BTC', 'ETH/BTC']),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "SpreadFilter", "max_spread": 0.005}],
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
      "USDT", ['ETH/USDT']),
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},

From 4c4fb0c9be8a6ce3b4c55e71ab62442a5f7d69c8 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 19 May 2020 03:35:01 +0300
Subject: [PATCH 377/783] Cleanup in pairlistmanager

---
 freqtrade/pairlist/IPairList.py       | 12 +++---
 freqtrade/pairlist/pairlistmanager.py | 53 ++++++++++++++-------------
 tests/pairlist/test_pairlist.py       | 17 ++++-----
 3 files changed, 41 insertions(+), 41 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e2eb364bc..d0ac30df1 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -1,5 +1,5 @@
 """
-PairList base class
+PairList Handler base class
 """
 import logging
 from abc import ABC, abstractmethod, abstractproperty
@@ -21,10 +21,10 @@ class IPairList(ABC):
                  pairlist_pos: int) -> None:
         """
         :param exchange: Exchange instance
-        :param pairlistmanager: Instanciating Pairlist manager
+        :param pairlistmanager: Instantiated 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
+        :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
+        :param pairlist_pos: Position of the Pairlist Handler in the chain
         """
         self._exchange = exchange
         self._pairlistmanager = pairlistmanager
@@ -93,10 +93,10 @@ class IPairList(ABC):
         """
         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`!
+        Pairlist Handlers 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
+        :param aswarning: Log message as Warning or Info
         :return: pairlist - blacklisted pairs
         """
         for pair in deepcopy(pairlist):
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 78a6a9668..0cf283cca 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -23,24 +23,25 @@ class PairListManager():
         self._config = config
         self._whitelist = self._config['exchange'].get('pair_whitelist')
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
-        self._pairlists: List[IPairList] = []
+        self._pairlist_handlers: 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}")
+        for pairlist_handler_config in self._config.get('pairlists', None):
+            if 'method' not in pairlist_handler_config:
+                logger.warning(f"No method found in {pairlist_handler_config}, ignoring.")
                 continue
-            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)
+            pairlist_handler = PairListResolver.load_pairlist(
+                    pairlist_handler_config['method'],
+                    exchange=exchange,
+                    pairlistmanager=self,
+                    config=config,
+                    pairlistconfig=pairlist_handler_config,
+                    pairlist_pos=len(self._pairlist_handlers)
+                    )
+            self._tickers_needed |= pairlist_handler.needstickers
+            self._pairlist_handlers.append(pairlist_handler)
 
-        if not self._pairlists:
-            raise OperationalException("No Pairlist defined!")
+        if not self._pairlist_handlers:
+            raise OperationalException("No Pairlist Handlers defined")
 
     @property
     def whitelist(self) -> List[str]:
@@ -60,15 +61,15 @@ class PairListManager():
     @property
     def name_list(self) -> List[str]:
         """
-        Get list of loaded pairlists names
+        Get list of loaded Pairlist Handler names
         """
-        return [p.name for p in self._pairlists]
+        return [p.name for p in self._pairlist_handlers]
 
     def short_desc(self) -> List[Dict]:
         """
-        List of short_desc for each pairlist
+        List of short_desc for each Pairlist Handler
         """
-        return [{p.name: p.short_desc()} for p in self._pairlists]
+        return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
 
     @cached(TTLCache(maxsize=1, ttl=1800))
     def _get_cached_tickers(self):
@@ -76,7 +77,7 @@ class PairListManager():
 
     def refresh_pairlist(self) -> None:
         """
-        Run pairlist through all configured pairlists.
+        Run pairlist through all configured Pairlist Handlers.
         """
         # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
@@ -86,19 +87,19 @@ class PairListManager():
         # Adjust whitelist if filters are using tickers
         pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
 
-        # Process all pairlists in chain
-        for pl in self._pairlists:
-            pairlist = pl.filter_pairlist(pairlist, tickers)
+        # Process all Pairlist Handlers in the chain
+        for pairlist_handler in self._pairlist_handlers:
+            pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure
-        # blacklist is respected.
+        # Validation against blacklist happens after the chain of Pairlist Handlers
+        # to ensure blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
     def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
         """
-        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
+        Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
         pairs that do not have ticker available
         """
         if self._tickers_needed:
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 61f6b4bd5..703a25078 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -10,8 +10,6 @@ from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
 from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
 
-# whitelist, blacklist
-
 
 @pytest.fixture(scope="function")
 def whitelist_conf(default_conf):
@@ -55,7 +53,7 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
     freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     logmock = MagicMock()
     # Assign starting whitelist
-    pl = freqtrade.pairlists._pairlists[0]
+    pl = freqtrade.pairlists._pairlist_handlers[0]
     pl.log_on_refresh(logmock, 'Hello world')
     assert logmock.call_count == 1
     pl.log_on_refresh(logmock, 'Hello world')
@@ -290,7 +288,8 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
     caplog.clear()
 
     # Assign starting whitelist
-    new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
+    pairlist_handler = freqtrade.pairlists._pairlist_handlers[0]
+    new_whitelist = pairlist_handler._whitelist_for_active_markets(whitelist)
 
     assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
     assert log_message in caplog.text
@@ -313,17 +312,17 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           get_tickers=tickers
                           )
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0
     assert tickers.call_count == 0
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert freqtrade.pairlists._pairlists[0]._last_refresh != 0
-    lrf = freqtrade.pairlists._pairlists[0]._last_refresh
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0
+    lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
@@ -332,5 +331,5 @@ def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     whitelist_conf['pairlists'] = []
 
     with pytest.raises(OperationalException,
-                       match=r"No Pairlist defined!"):
+                       match=r"No Pairlist Handlers defined"):
         get_patched_freqtradebot(mocker, whitelist_conf)

From a8b1dcf3c8b5d8fde4e0ea7c7f0ea22d1b189092 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 19 May 2020 22:20:53 +0300
Subject: [PATCH 378/783] Minor: cleanup in get_signal()

---
 freqtrade/strategy/interface.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8031c7932..ad11fe33a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -310,7 +310,6 @@ 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 = strategy_safe_wrapper(
@@ -326,17 +325,17 @@ class IStrategy(ABC):
             logger.warning('Empty dataframe for pair %s', pair)
             return False, False
 
+        latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
 
         # Check if dataframe is out of date
-        signal_date = arrow.get(latest['date'])
         interval_minutes = timeframe_to_minutes(interval)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair,
-                (arrow.utcnow() - signal_date).seconds // 60
+                (arrow.utcnow() - latest_date).seconds // 60
             )
             return False, False
 

From e96e28df074e333d4b0df5d7b4a267d69f41bb8f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 19 May 2020 23:13:51 +0300
Subject: [PATCH 379/783] Refactor verify_blacklist()

---
 freqtrade/pairlist/IPairList.py       | 31 +++------------------------
 freqtrade/pairlist/VolumePairList.py  |  2 +-
 freqtrade/pairlist/pairlistmanager.py | 20 ++++++++++++++++-
 3 files changed, 23 insertions(+), 30 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index d0ac30df1..4afbe1c72 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -3,7 +3,6 @@ PairList Handler base class
 """
 import logging
 from abc import ABC, abstractmethod, abstractproperty
-from copy import deepcopy
 from typing import Any, Dict, List
 
 from cachetools import TTLCache, cached
@@ -87,38 +86,14 @@ class IPairList(ABC):
         :return: new whitelist
         """
 
-    @staticmethod
-    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`.
-        Pairlist Handlers 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:
-                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], aswarning: bool = True) -> List[str]:
+    def verify_blacklist(self, pairlist: List[str]) -> 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!
+        Uses `aswarning=False`, as it should be for Pairlist Handlers.
         :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,
-                                          aswarning=aswarning)
+        return self._pairlistmanager.verify_blacklist(pairlist, aswarning=False)
 
     def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 981e9915e..b254921cf 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -115,7 +115,7 @@ 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, aswarning=False)
+        pairs = self.verify_blacklist(pairs)
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 0cf283cca..a953a586f 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -93,7 +93,7 @@ class PairListManager():
 
         # Validation against blacklist happens after the chain of Pairlist Handlers
         # to ensure blacklist is respected.
-        pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
+        pairlist = self.verify_blacklist(pairlist, True)
 
         self._whitelist = pairlist
 
@@ -110,6 +110,24 @@ class PairListManager():
 
         return pairlist
 
+    def verify_blacklist(self, pairlist: List[str], aswarning: bool) -> List[str]:
+        """
+        Verify and remove items from pairlist - returning a filtered pairlist.
+        Logs a warning or info depending on `aswarning`.
+        Pairlist Handlers 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
+        """
+        for pair in deepcopy(pairlist):
+            if pair in self._blacklist:
+                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 create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
         """
         Create list of pair tuples with (pair, ticker_interval)

From 696c7e87f24dad77df7820cdaa1e88a3768e468f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 19 May 2020 23:51:39 +0300
Subject: [PATCH 380/783] Use proper logging (using the Filter's logger)

---
 freqtrade/pairlist/IPairList.py       |  6 +++---
 freqtrade/pairlist/VolumePairList.py  |  2 +-
 freqtrade/pairlist/pairlistmanager.py | 14 ++++++--------
 3 files changed, 10 insertions(+), 12 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index 4afbe1c72..bd8e843e6 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -86,14 +86,14 @@ class IPairList(ABC):
         :return: new whitelist
         """
 
-    def verify_blacklist(self, pairlist: List[str]) -> List[str]:
+    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
         """
         Proxy method to verify_blacklist for easy access for child classes.
-        Uses `aswarning=False`, as it should be for Pairlist Handlers.
         :param pairlist: Pairlist to validate
+        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
         :return: pairlist - blacklisted pairs
         """
-        return self._pairlistmanager.verify_blacklist(pairlist, aswarning=False)
+        return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
 
     def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index b254921cf..b792ab037 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -115,7 +115,7 @@ 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, logger.info)
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index a953a586f..6ad6c610b 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -93,7 +93,7 @@ class PairListManager():
 
         # Validation against blacklist happens after the chain of Pairlist Handlers
         # to ensure blacklist is respected.
-        pairlist = self.verify_blacklist(pairlist, True)
+        pairlist = self.verify_blacklist(pairlist, logger.warning)
 
         self._whitelist = pairlist
 
@@ -110,21 +110,19 @@ class PairListManager():
 
         return pairlist
 
-    def verify_blacklist(self, pairlist: List[str], aswarning: bool) -> List[str]:
+    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
         """
         Verify and remove items from pairlist - returning a filtered pairlist.
         Logs a warning or info depending on `aswarning`.
-        Pairlist Handlers explicitly using this method shall use `aswarning=False`!
+        Pairlist Handlers explicitly using this method shall use
+        `logmethod=logger.info` to avoid spamming with warning messages
         :param pairlist: Pairlist to validate
-        :param aswarning: Log message as Warning or Info
+        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
         :return: pairlist - blacklisted pairs
         """
         for pair in deepcopy(pairlist):
             if pair in self._blacklist:
-                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...")
+                logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                 pairlist.remove(pair)
         return pairlist
 

From 2498fa5a4710fcbb85bb6a803b26fe3ab78e7e4c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 May 2020 06:29:17 +0200
Subject: [PATCH 381/783] Bump scikit-learn from 0.22.2.post1 to 0.23.1

---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index a1431bf8f..e1b3fef4f 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.4.1
-scikit-learn==0.23.0
+scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.15.1

From 2fbd31f5e0a602912cce1dbd1a38fe9be229b59b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 May 2020 07:01:14 +0200
Subject: [PATCH 382/783] CORS - allow authenticated responses

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

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 61eacf639..debd91fe7 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -89,7 +89,9 @@ class ApiServer(RPC):
 
         self._config = freqtrade.config
         self.app = Flask(__name__)
-        self._cors = CORS(self.app, resources={r"/api/*": {"origins": "*"}})
+        self._cors = CORS(self.app,
+                          resources={r"/api/*": {"origins": "*", "supports_credentials": True}},
+                          )
 
         # Setup the Flask-JWT-Extended extension
         self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get(

From 7e43574382c0205d24a308e073b67c148e064d91 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 20 May 2020 13:27:07 +0300
Subject: [PATCH 383/783] Refactor filter_pairlist()

---
 freqtrade/pairlist/IPairList.py       | 29 +++++++++++++++++++++++++--
 freqtrade/pairlist/PrecisionFilter.py | 21 +++----------------
 freqtrade/pairlist/PriceFilter.py     | 25 +++++------------------
 freqtrade/pairlist/ShuffleFilter.py   |  5 +++--
 freqtrade/pairlist/SpreadFilter.py    | 25 ++++-------------------
 freqtrade/pairlist/VolumePairList.py  |  3 ++-
 6 files changed, 44 insertions(+), 64 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index bd8e843e6..b93621f2e 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -3,6 +3,7 @@ PairList Handler base class
 """
 import logging
 from abc import ABC, abstractmethod, abstractproperty
+from copy import deepcopy
 from typing import Any, Dict, List
 
 from cachetools import TTLCache, cached
@@ -75,16 +76,40 @@ class IPairList(ABC):
         -> Please overwrite in subclasses
         """
 
-    @abstractmethod
+    def _validate_pair(self, ticker) -> bool:
+        """
+        Check one pair against Pairlist Handler's specific conditions.
+
+        Either implement it in the Pairlist Handler or override the generic
+        filter_pairlist() method.
+
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        raise NotImplementedError()
+
     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
-        -> Please overwrite in subclasses
+        This generic implementation calls self._validate_pair() for each pair
+        in the pairlist.
+
+        Some Pairlist Handlers override this generic implementation and employ
+        own filtration.
+
         :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):
+            # Filter out assets
+            if not self._validate_pair(tickers[p]):
+                pairlist.remove(p)
+
+        return pairlist
 
     def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
         """
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 6bd9c594e..4abc9b637 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -2,8 +2,7 @@
 Precision pair list filter
 """
 import logging
-from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -36,16 +35,14 @@ class PrecisionFilter(IPairList):
         """
         return f"{self.name} - Filtering untradable pairs."
 
-    def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
+    def _validate_pair(self, ticker: dict) -> 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 = ticker['ask'] * stoploss
+        stop_price = ticker['ask'] * self._stoploss
 
         # Adjust stop-prices to precision
         sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
@@ -60,15 +57,3 @@ class PrecisionFilter(IPairList):
             return False
 
         return True
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Filters and sorts pairlists and assigns and returns them again.
-        """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            # Filter out assets which would not allow setting a stoploss
-            if not self._validate_precision_filter(tickers[p], self._stoploss):
-                pairlist.remove(p)
-
-        return pairlist
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 167717656..ade524fe7 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -2,8 +2,7 @@
 Price pair list filter
 """
 import logging
-from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -35,12 +34,15 @@ class PriceFilter(IPairList):
         """
         return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
 
-    def _validate_ticker_lowprice(self, ticker) -> bool:
+    def _validate_pair(self, ticker) -> bool:
         """
         Check if if one price-step (pip) is > than a certain barrier.
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
+        if not self._low_price_ratio:
+            return True
+
         if ticker['last'] is None:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
@@ -53,20 +55,3 @@ class PriceFilter(IPairList):
                                              f"because 1 unit is {changeperc * 100:.3f}%")
             return False
         return True
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Filters and sorts pairlist and returns the whitelist again.
-        Called on each bot iteration - please use internal caching if necessary
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new whitelist
-        """
-        if self._low_price_ratio:
-            # Copy list since we're modifying this list
-            for p in deepcopy(pairlist):
-                # Filter out assets which would not allow setting a stoploss
-                if not self._validate_ticker_lowprice(tickers[p]):
-                    pairlist.remove(p)
-
-        return pairlist
diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py
index a10a1af8b..ba3792213 100644
--- a/freqtrade/pairlist/ShuffleFilter.py
+++ b/freqtrade/pairlist/ShuffleFilter.py
@@ -3,7 +3,7 @@ Shuffle pair list filter
 """
 import logging
 import random
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -13,7 +13,8 @@ logger = logging.getLogger(__name__)
 
 class ShuffleFilter(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/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 88e143a50..4d6a2bad9 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -2,8 +2,7 @@
 Spread pair list filter
 """
 import logging
-from copy import deepcopy
-from typing import Dict, List
+from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -13,7 +12,8 @@ logger = logging.getLogger(__name__)
 
 class SpreadFilter(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)
 
@@ -35,7 +35,7 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio * 100}%.")
 
-    def _validate_spread(self, ticker: dict) -> bool:
+    def _validate_pair(self, ticker: dict) -> bool:
         """
         Validate spread for the ticker
         :param ticker: ticker dict as returned from ccxt.load_markets()
@@ -51,20 +51,3 @@ class SpreadFilter(IPairList):
             else:
                 return True
         return False
-
-    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
-        for p in deepcopy(pairlist):
-            ticker = tickers[p]
-            # Filter out assets
-            if not self._validate_spread(ticker):
-                pairlist.remove(p)
-
-        return pairlist
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index b792ab037..f7bf2299f 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -19,7 +19,8 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 class VolumePairList(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], 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)
 

From 4f0d928145faff6ac36e0f9541d2777012348459 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 20 May 2020 13:41:00 +0300
Subject: [PATCH 384/783] Introduce self._enabled in pairlist handlers

---
 freqtrade/pairlist/IPairList.py       | 13 ++++++++-----
 freqtrade/pairlist/PrecisionFilter.py |  5 ++++-
 freqtrade/pairlist/PriceFilter.py     |  4 +---
 freqtrade/pairlist/SpreadFilter.py    |  1 +
 4 files changed, 14 insertions(+), 9 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index b93621f2e..e49ad1561 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -26,6 +26,8 @@ class IPairList(ABC):
         :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
         :param pairlist_pos: Position of the Pairlist Handler in the chain
         """
+        self._enabled = True
+
         self._exchange = exchange
         self._pairlistmanager = pairlistmanager
         self._config = config
@@ -103,11 +105,12 @@ class IPairList(ABC):
         :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):
-            # Filter out assets
-            if not self._validate_pair(tickers[p]):
-                pairlist.remove(p)
+        if self._enabled:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                # Filter out assets
+                if not self._validate_pair(tickers[p]):
+                    pairlist.remove(p)
 
         return pairlist
 
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 4abc9b637..0331347be 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -17,8 +17,11 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        self._stoploss = self._config['stoploss']
+        self._enabled = self._stoploss != 0
+
         # Precalculate sanitized stoploss value to avoid recalculation for every pair
-        self._stoploss = 1 - abs(self._config['stoploss'])
+        self._stoploss = 1 - abs(self._stoploss)
 
     @property
     def needstickers(self) -> bool:
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index ade524fe7..b85d68269 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -18,6 +18,7 @@ class PriceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
+        self._enabled = self._low_price_ratio != 0
 
     @property
     def needstickers(self) -> bool:
@@ -40,9 +41,6 @@ class PriceFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
-        if not self._low_price_ratio:
-            return True
-
         if ticker['last'] is None:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 4d6a2bad9..0147c0068 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -18,6 +18,7 @@ class SpreadFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
+        self._enabled = self._max_spread_ratio != 0
 
     @property
     def needstickers(self) -> bool:

From a11651ae672fb09348fe8e190dfa0734fe6d700d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 May 2020 19:43:52 +0200
Subject: [PATCH 385/783] Correctly test cors

---
 freqtrade/rpc/api_server.py     |  2 +-
 tests/rpc/test_rpc_apiserver.py | 22 ++++++++++++++--------
 2 files changed, 15 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index debd91fe7..23b6a85b0 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -90,7 +90,7 @@ class ApiServer(RPC):
         self._config = freqtrade.config
         self.app = Flask(__name__)
         self._cors = CORS(self.app,
-                          resources={r"/api/*": {"origins": "*", "supports_credentials": True}},
+                          resources={r"/api/*": {"supports_credentials": True, }}
                           )
 
         # Setup the Flask-JWT-Extended extension
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 208a94c66..1d68599f2 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -39,17 +39,21 @@ def client_post(client, url, data={}):
     return client.post(url,
                        content_type="application/json",
                        data=data,
-                       headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+                       headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                'Origin': 'example.com'})
 
 
 def client_get(client, url):
-    return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+    # Add fake Origin to ensure CORS kicks in
+    return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                    'Origin': 'example.com'})
 
 
-def assert_response(response, expected_code=200):
+def assert_response(response, expected_code=200, needs_cors=True):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
-    assert ('Access-Control-Allow-Origin', '*') in response.headers._list
+    if needs_cors:
+        assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list
 
 
 def test_api_not_found(botclient):
@@ -66,12 +70,12 @@ 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_response(rc, needs_cors=False)
     assert rc.json == {'status': 'pong'}
 
     # Don't send user/pass information
     rc = client.get(f"{BASE_URI}/version")
-    assert_response(rc, 401)
+    assert_response(rc, 401, needs_cors=False)
     assert rc.json == {'error': 'Unauthorized'}
 
     # Change only username
@@ -105,7 +109,8 @@ def test_api_token_login(botclient):
     # test Authentication is working with JWT tokens too
     rc = client.get(f"{BASE_URI}/count",
                     content_type="application/json",
-                    headers={'Authorization': f'Bearer {rc.json["access_token"]}'})
+                    headers={'Authorization': f'Bearer {rc.json["access_token"]}',
+                             'Origin': 'example.com'})
     assert_response(rc)
 
 
@@ -116,7 +121,8 @@ def test_api_token_refresh(botclient):
     rc = client.post(f"{BASE_URI}/token/refresh",
                      content_type="application/json",
                      data=None,
-                     headers={'Authorization': f'Bearer {rc.json["refresh_token"]}'})
+                     headers={'Authorization': f'Bearer {rc.json["refresh_token"]}',
+                              'Origin': 'example.com'})
     assert_response(rc)
     assert 'access_token' in rc.json
     assert 'refresh_token' not in rc.json

From 3b5ccf2efe02a3204147f5353279828762981c3c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 20 May 2020 19:48:25 +0200
Subject: [PATCH 386/783] Fix documentation link

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 11161e58b..8efc51a39 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -487,7 +487,7 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 ## Show details of Hyperopt results
 

From 1a984ac6774a9e7e20105580cc157f5ec482be45 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 May 2020 07:12:23 +0200
Subject: [PATCH 387/783] Explicitly raise ValueError if trades are empty

---
 freqtrade/data/btanalysis.py  | 3 +++
 tests/data/test_btanalysis.py | 4 ++++
 2 files changed, 7 insertions(+)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index b0c642c1d..f98135c27 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -194,7 +194,10 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     :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.
+    :raise: ValueError if trade-dataframe was found empty.
     """
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty.")
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 4da2acc5e..50cf9db3d 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -178,6 +178,10 @@ def test_create_cum_profit1(testdatadir):
     assert cum_profits.iloc[0]['cum_profits'] == 0
     assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
 
+    with pytest.raises(ValueError, match='Trade dataframe empty.'):
+        create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
+                          "cum_profits", timeframe="5m")
+
 
 def test_calculate_max_drawdown(testdatadir):
     filename = testdatadir / "backtest-result_test.json"

From 1f386c570d2f2ed109f7a3151fdad8f2462a7fec Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 21 May 2020 07:13:08 +0200
Subject: [PATCH 388/783] Don't start plotting profit without trades

plotting profit only makes sense when trades are available
---
 freqtrade/plot/plotting.py | 6 +++++-
 tests/test_plotting.py     | 8 +++++++-
 2 files changed, 12 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 60f838db2..095ca4133 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -10,8 +10,9 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
-from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.data.history import load_data
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
 from freqtrade.resolvers import StrategyResolver
 
@@ -504,6 +505,9 @@ def plot_profit(config: Dict[str, Any]) -> None:
     trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
                     & (~trades['close_time'].isnull())
                     ]
+    if len(trades) == 0:
+        raise OperationalException("No trades found, cannot generate Profit-plot without "
+                                   "trades from either Backtest result or database.")
 
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 0258b94d1..5bb113784 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -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'] = testdatadir / "backtest-result_test.json"
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test_nofile.json"
     default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
 
     profit_mock = MagicMock()
@@ -384,6 +384,12 @@ def test_plot_profit(default_conf, mocker, testdatadir, caplog):
         generate_profit_graph=profit_mock,
         store_plot_file=store_mock
     )
+    with pytest.raises(OperationalException,
+                       match=r"No trades found, cannot generate Profit-plot.*"):
+        plot_profit(default_conf)
+
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
+
     plot_profit(default_conf)
 
     # Plot-profit generates one combined plot

From cd0bf96c0e91043cc15cd108e36457df9ff61eba Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 21 May 2020 12:41:00 +0300
Subject: [PATCH 389/783] Improve pairlist tests

---
 freqtrade/pairlist/VolumePairList.py |  4 +-
 tests/pairlist/test_pairlist.py      | 68 +++++++++++++++++++++++-----
 2 files changed, 59 insertions(+), 13 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index b792ab037..6213b3be3 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -36,8 +36,8 @@ class VolumePairList(IPairList):
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
-                'Exchange does not support dynamic whitelist.'
-                'Please edit your config and restart the bot'
+                'Exchange does not support dynamic whitelist. '
+                'Please edit your config and restart the bot.'
             )
 
         if not self._validate_keys(self._sort_key):
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index dcdfc2ead..e9e688b78 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -34,6 +34,28 @@ def whitelist_conf(default_conf):
     return default_conf
 
 
+@pytest.fixture(scope="function")
+def whitelist_conf_2(default_conf):
+    default_conf['stake_currency'] = 'BTC'
+    default_conf['exchange']['pair_whitelist'] = [
+        'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
+        'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
+    ]
+    default_conf['exchange']['pair_blacklist'] = [
+        'BLK/BTC'
+    ]
+    default_conf['pairlists'] = [
+        # {   "method": "StaticPairList"},
+        {
+            "method": "VolumePairList",
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+            "refresh_period": 0,
+        },
+    ]
+    return default_conf
+
+
 @pytest.fixture(scope="function")
 def static_pl_conf(whitelist_conf):
     whitelist_conf['pairlists'] = [
@@ -119,24 +141,49 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
     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', 'XRP/BTC', 'HOT/BTC']
     freqtrade.pairlists.refresh_pairlist()
-
     assert whitelist == freqtrade.pairlists.whitelist
 
-    whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
-                                    'config': {}
-                                    }
-                                   ]
-
+    whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}]
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
         PairListManager(freqtrade.exchange, whitelist_conf)
 
 
+def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2):
+
+    tickers_dict = tickers()
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        exchange_has=MagicMock(return_value=True),
+    )
+    # Remove caching of ticker data to emulate changing volume by the time of second call
+    mocker.patch.multiple(
+        'freqtrade.pairlist.pairlistmanager.PairListManager',
+        _get_cached_tickers=MagicMock(return_value=tickers_dict),
+    )
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2)
+    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=shitcoinmarkets),
+    )
+
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
+    freqtrade.pairlists.refresh_pairlist()
+    assert whitelist == freqtrade.pairlists.whitelist
+
+    whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']
+    tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0
+    freqtrade.pairlists.refresh_pairlist()
+    assert whitelist == freqtrade.pairlists.whitelist
+
+
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -267,16 +314,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
-    default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                  'config': {'number_assets': 10}
-                                  }]
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,
                           exchange_has=MagicMock(return_value=False),
                           )
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(OperationalException,
+                       match=r'Exchange does not support dynamic whitelist.*'):
         get_patched_freqtradebot(mocker, default_conf)
 
 

From fcae48d5a0a7dcc9464d5ef26cfeae90c6f1c9d7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 06:55:20 +0200
Subject: [PATCH 390/783] Some reordering of subcommands

---
 freqtrade/commands/arguments.py | 54 ++++++++++++++++-----------------
 1 file changed, 27 insertions(+), 27 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index a03da00ab..8ae4eb222 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -181,25 +181,6 @@ class Arguments:
         trade_cmd.set_defaults(func=start_trading)
         self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
 
-        # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
-                                                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, _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, _strategy_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.",
@@ -225,6 +206,18 @@ class Arguments:
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
+        # Add backtesting subcommand
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
+                                                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, _strategy_parser])
+        edge_cmd.set_defaults(func=start_edge)
+        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
+
         # Add list-strategies subcommand
         list_strategies_cmd = subparsers.add_parser(
             'list-strategies',
@@ -287,6 +280,15 @@ class Arguments:
         test_pairlist_cmd.set_defaults(func=start_test_pairlist)
         self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
 
+        # Add show-trades subcommand
+        show_trades = subparsers.add_parser(
+            'show-trades',
+            help='Show trades.',
+            parents=[_common_parser],
+        )
+        show_trades.set_defaults(func=start_show_trades)
+        self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
+
         # Add download-data subcommand
         download_data_cmd = subparsers.add_parser(
             'download-data',
@@ -332,14 +334,12 @@ class Arguments:
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
 
-        # Add show-trades subcommand
-        show_trades = subparsers.add_parser(
-            'show-trades',
-            help='Show trades.',
-            parents=[_common_parser],
-        )
-        show_trades.set_defaults(func=start_show_trades)
-        self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
+        # Add hyperopt subcommand
+        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
+                                             parents=[_common_parser, _strategy_parser],
+                                             )
+        hyperopt_cmd.set_defaults(func=start_hyperopt)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
 
         # Add hyperopt-list subcommand
         hyperopt_list_cmd = subparsers.add_parser(

From 33b270b81f2b3905c253754d4c641ce37f0f2c22 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 06:57:20 +0200
Subject: [PATCH 391/783] reorder more arguments

---
 freqtrade/commands/arguments.py | 104 ++++++++++++++++----------------
 1 file changed, 52 insertions(+), 52 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 8ae4eb222..5f1f23256 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -206,6 +206,33 @@ class Arguments:
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
+        # Add download-data subcommand
+        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 convert-data subcommand
+        convert_data_cmd = subparsers.add_parser(
+            'convert-data',
+            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))
+        self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd)
+
+        # 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_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 backtesting subcommand
         backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
                                                 parents=[_common_parser, _strategy_parser])
@@ -218,6 +245,31 @@ class Arguments:
         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, _strategy_parser],
+                                             )
+        hyperopt_cmd.set_defaults(func=start_hyperopt)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_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)
+
         # Add list-strategies subcommand
         list_strategies_cmd = subparsers.add_parser(
             'list-strategies',
@@ -289,33 +341,6 @@ class Arguments:
         show_trades.set_defaults(func=start_show_trades)
         self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
 
-        # Add download-data subcommand
-        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 convert-data subcommand
-        convert_data_cmd = subparsers.add_parser(
-            'convert-data',
-            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))
-        self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd)
-
-        # 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_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(
             'plot-dataframe',
@@ -333,28 +358,3 @@ class Arguments:
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
-
-        # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
-                                             parents=[_common_parser, _strategy_parser],
-                                             )
-        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_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)

From 1663a67959330fa619afdab83abdae7b7d02c8e3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 07:00:09 +0200
Subject: [PATCH 392/783] Reorder list-arguments

---
 freqtrade/commands/arguments.py | 60 ++++++++++++++++-----------------
 1 file changed, 30 insertions(+), 30 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 5f1f23256..4b7ce4cc3 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -270,24 +270,6 @@ class Arguments:
         hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
         self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_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-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',
@@ -297,14 +279,14 @@ 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.',
+        # Add list-hyperopts subcommand
+        list_hyperopts_cmd = subparsers.add_parser(
+            'list-hyperopts',
+            help='Print available hyperopt classes.',
             parents=[_common_parser],
         )
-        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
-        self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
+        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
+        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
 
         # Add list-markets subcommand
         list_markets_cmd = subparsers.add_parser(
@@ -324,13 +306,23 @@ 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.',
+        # Add list-strategies subcommand
+        list_strategies_cmd = subparsers.add_parser(
+            'list-strategies',
+            help='Print available strategies.',
+            parents=[_common_parser],
         )
-        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
-        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
+        list_strategies_cmd.set_defaults(func=start_list_strategies)
+        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
+
+        # Add list-timeframes subcommand
+        list_timeframes_cmd = subparsers.add_parser(
+            'list-timeframes',
+            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 show-trades subcommand
         show_trades = subparsers.add_parser(
@@ -341,6 +333,14 @@ class Arguments:
         show_trades.set_defaults(func=start_show_trades)
         self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
 
+        # 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 Plotting subcommand
         plot_dataframe_cmd = subparsers.add_parser(
             'plot-dataframe',

From 43e2bce6f8a3d00a6b7c4b45fd224fb0ac0a7632 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 07:00:57 +0200
Subject: [PATCH 393/783] Update readme with current command list

---
 README.md | 50 ++++++++++++++++++++++++++------------------------
 1 file changed, 26 insertions(+), 24 deletions(-)

diff --git a/README.md b/README.md
index 88070d45e..3dd0d5bb1 100644
--- a/README.md
+++ b/README.md
@@ -68,40 +68,42 @@ For any other type of installation please refer to [Installation doc](https://ww
 ### Bot commands
 
 ```
-usage: freqtrade [-h] [-v] [--logfile FILE] [--version] [-c PATH] [-d PATH]
-                 [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]]
-                 [--db-url PATH] [--sd-notify]
-                 {backtesting,edge,hyperopt} ...
+usage: freqtrade [-h] [-V]
+                 {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {backtesting,edge,hyperopt}
+  {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+    trade               Trade module.
+    create-userdir      Create user-data directory.
+    new-config          Create new config
+    new-strategy        Create new strategy
+    new-hyperopt        Create new hyperopt
+    download-data       Download backtesting data.
+    convert-data        Convert candle (OHLCV) data from one format to another.
+    convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
+    hyperopt-list       List Hyperopt results
+    hyperopt-show       Show details of Hyperopt results
+    list-exchanges      Print available exchanges.
+    list-hyperopts      Print available hyperopt classes.
+    list-markets        Print markets on exchange.
+    list-pairs          Print pairs on exchange.
+    list-strategies     Print available strategies.
+    list-timeframes     Print available ticker intervals (timeframes) for the exchange.
+    show-trades         Show trades.
+    test-pairlist       Test your pairlist configuration.
+    plot-dataframe      Plot candles with indicators.
+    plot-profit         Generate plot showing profits.
 
 optional arguments:
   -h, --help            show this help message and exit
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified
-  --version             show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: None). Multiple
-                        --config options may be used.
-  -d PATH, --datadir PATH
-                        Path to backtest data.
-  -s NAME, --strategy NAME
-                        Specify strategy class name (default:
-                        DefaultStrategy).
-  --strategy-path PATH  Specify additional strategy lookup path.
-  --dynamic-whitelist [INT]
-                        Dynamically generate and update whitelist based on 24h
-                        BaseVolume (default: 20). DEPRECATED.
-  --db-url PATH         Override trades database URL, this is useful if
-                        dry_run is enabled or in custom deployments (default:
-                        None).
-  --sd-notify           Notify systemd service manager.
+  -V, --version         show program's version number and exit
+
 ```
 
 ### Telegram RPC commands

From 98db1d52c63bb674bb18b5ce68d9a2e4b67a0ab5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 07:04:36 +0200
Subject: [PATCH 394/783] Reorder new commands

---
 README.md                       |  2 +-
 freqtrade/commands/arguments.py | 12 ++++++------
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/README.md b/README.md
index 3dd0d5bb1..08e408f7f 100644
--- a/README.md
+++ b/README.md
@@ -79,8 +79,8 @@ positional arguments:
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-strategy        Create new strategy
     new-hyperopt        Create new hyperopt
+    new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to another.
     convert-trade-data  Convert trade data from one format to another.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 4b7ce4cc3..1b7bbfeb5 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -194,18 +194,18 @@ class Arguments:
         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")
-        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 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 download-data subcommand
         download_data_cmd = subparsers.add_parser(
             'download-data',

From 073d9d3853bcb381da1290970803b0f0868c61ea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 13:47:11 +0200
Subject: [PATCH 395/783] Update readme.md with adjusted sequence

---
 README.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index 08e408f7f..cfb384702 100644
--- a/README.md
+++ b/README.md
@@ -69,13 +69,13 @@ For any other type of installation please refer to [Installation doc](https://ww
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config

From 8e89802b2d099566ffb1de5effdeec10a52f43d2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 22 May 2020 15:03:49 +0300
Subject: [PATCH 396/783] Split the generation logic and filtering

---
 freqtrade/pairlist/IPairList.py       |  11 +++
 freqtrade/pairlist/StaticPairList.py  |  11 ++-
 freqtrade/pairlist/VolumePairList.py  |  60 ++++++------
 freqtrade/pairlist/pairlistmanager.py |   3 +
 tests/pairlist/test_pairlist.py       | 127 +++++++++++++++++---------
 5 files changed, 135 insertions(+), 77 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e49ad1561..0a291fdf7 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -8,6 +8,7 @@ from typing import Any, Dict, List
 
 from cachetools import TTLCache, cached
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active
 
 
@@ -90,6 +91,16 @@ class IPairList(ABC):
         """
         raise NotImplementedError()
 
+    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Generate the pairlist
+        :param cached_pairlist: Previously generated pairlist (cached)
+        :param tickers: Tickers (from exchange.get_tickers()).
+        :return: List of pairs
+        """
+        raise OperationalException("This Pairlist Handler should not be used "
+                                   "at the first position in the list of Pairlist Handlers.")
+
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index 07e559168..0218833e3 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -30,6 +30,15 @@ class StaticPairList(IPairList):
         """
         return f"{self.name}"
 
+    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Generate the pairlist
+        :param cached_pairlist: Previously generated pairlist (cached)
+        :param tickers: Tickers (from exchange.get_tickers()).
+        :return: List of pairs
+        """
+        return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])
+
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
@@ -38,4 +47,4 @@ class StaticPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])
+        return pairlist
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 6f39ae6d6..d32be3dc9 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -68,6 +68,31 @@ class VolumePairList(IPairList):
         """
         return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
 
+    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Generate the pairlist
+        :param cached_pairlist: Previously generated pairlist (cached)
+        :param tickers: Tickers (from exchange.get_tickers()).
+        :return: List of pairs
+        """
+        # Generate dynamic whitelist
+        # Must always run if this pairlist is not the first in the list.
+        if self._last_refresh + self.refresh_period < datetime.now().timestamp():
+            self._last_refresh = int(datetime.now().timestamp())
+
+            # Use fresh pairlist
+            # Check if pair quote currency equals to the stake currency.
+            filtered_tickers = [
+                    v for k, v in tickers.items()
+                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                        and v[self._sort_key] is not None)]
+            pairlist = [s['symbol'] for s in filtered_tickers]
+        else:
+            # Use the cached pairlist if it's not time yet to refresh
+            pairlist = cached_pairlist
+
+        return pairlist
+
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
@@ -76,37 +101,8 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Generate dynamic whitelist
-        # Must always run if this pairlist is not the first in the list.
-        if (self._pairlist_pos != 0 or
-                (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
-
-            self._last_refresh = int(datetime.now().timestamp())
-            pairs = self._gen_pair_whitelist(pairlist, tickers)
-        else:
-            pairs = pairlist
-
-        self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
-
-        return pairs
-
-    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Updates the whitelist with with a dynamically generated list
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()).
-        :return: List of pairs
-        """
-        if self._pairlist_pos == 0:
-            # If VolumePairList is the first in the list, use fresh pairlist
-            # Check if pair quote currency equals to the stake currency.
-            filtered_tickers = [
-                    v for k, v in tickers.items()
-                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                        and v[self._sort_key] is not None)]
-        else:
-            # If other pairlist is in front, use the incoming pairlist.
-            filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
+        # Use the incoming pairlist.
+        filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
         if self._min_value > 0:
             filtered_tickers = [
@@ -120,4 +116,6 @@ class VolumePairList(IPairList):
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
+        self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
+
         return pairs
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 6ad6c610b..177f79083 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -87,6 +87,9 @@ class PairListManager():
         # Adjust whitelist if filters are using tickers
         pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
 
+        # Generate the pairlist with first Pairlist Handler in the chain
+        pairlist = self._pairlist_handlers[0].gen_pairlist(self._whitelist, tickers)
+
         # Process all Pairlist Handlers in the chain
         for pairlist_handler in self._pairlist_handlers:
             pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index e9e688b78..febb8b163 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -19,7 +19,8 @@ def whitelist_conf(default_conf):
         'TKN/BTC',
         'TRST/BTC',
         'SWT/BTC',
-        'BCC/BTC'
+        'BCC/BTC',
+        'HOT/BTC',
     ]
     default_conf['exchange']['pair_blacklist'] = [
         'BLK/BTC'
@@ -201,21 +202,21 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     assert set(whitelist) == set(pairslist)
 
 
-@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
+@pytest.mark.parametrize("pairlists,base_currency,whitelist_result,operational_exception", [
     # VolumePairList only
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'], False),
     # Different sorting depending on quote or bid volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
+     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT'], False),
     # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "ETH", []),
+     "ETH", [], False),
     # No pair for ETH, StaticPairList
     ([{"method": "StaticPairList"}],
-     "ETH", []),
+     "ETH", [], False),
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -223,57 +224,87 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
-     "ETH", []),
+     "ETH", [], False),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+      {"method": "PrecisionFilter"}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
     # Precisionfilter bid
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
-      {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
+      {"method": "PrecisionFilter"}],
+     "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
     # 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', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-     "USDT", ['ETH/USDT', 'NANO/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT'], False),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
     # 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']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], False),
     # StaticPairlist only
     ([{"method": "StaticPairList"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC'], False),
     # Static Pairlist before VolumePairList - sorting changes
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-     "BTC", ['TKN/BTC', 'ETH/BTC']),
+     "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC'], False),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
-     "USDT", ['ETH/USDT']),
+     "USDT", ['ETH/USDT'], False),
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 77}],
-     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT'], False),
     # ShuffleFilter, other seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 42}],
-     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT'], False),
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
-     "USDT", 3),
+     "USDT", 3, False),
+    # PrecisionFilter after StaticPairList
+    ([{"method": "StaticPairList"},
+      {"method": "PrecisionFilter"}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+    # PrecisionFilter only
+    ([{"method": "PrecisionFilter"}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
+    # PriceFilter after StaticPairList
+    ([{"method": "StaticPairList"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+    # PriceFilter only
+    ([{"method": "PriceFilter", "low_price_ratio": 0.02}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
+    # ShuffleFilter after StaticPairList
+    ([{"method": "StaticPairList"},
+      {"method": "ShuffleFilter", "seed": 42}],
+     "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], False),
+    # ShuffleFilter only
+    ([{"method": "ShuffleFilter", "seed": 42}],
+     "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], True),
+    # SpreadFilter after StaticPairList
+    ([{"method": "StaticPairList"},
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+    # SpreadFilter only
+    ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,
-                                      caplog) -> None:
+                                      operational_exception, caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
     whitelist_conf['stake_currency'] = base_currency
 
@@ -285,32 +316,38 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    freqtrade.pairlists.refresh_pairlist()
-    whitelist = freqtrade.pairlists.whitelist
-
-    assert isinstance(whitelist, list)
-
-    # Verify length of pairlist matches (used for ShuffleFilter without seed)
-    if type(whitelist_result) is list:
-        assert whitelist == whitelist_result
+    if operational_exception:
+        with pytest.raises(OperationalException,
+                           match=r"This Pairlist Handler should not be used at the first position "
+                                 r"in the list of Pairlist Handlers."):
+            freqtrade.pairlists.refresh_pairlist()
     else:
-        len(whitelist) == whitelist_result
+        freqtrade.pairlists.refresh_pairlist()
+        whitelist = freqtrade.pairlists.whitelist
 
-    for pairlist in pairlists:
-        if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
-            assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
-                              r'would be <= stop limit.*', caplog)
-        if pairlist['method'] == 'PriceFilter' and whitelist_result:
-            assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
-                    log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
-                               caplog))
-        if pairlist['method'] == 'VolumePairList':
-            logmsg = ("DEPRECATED: using any key other than quoteVolume for "
-                      "VolumePairList is deprecated.")
-            if pairlist['sort_key'] != 'quoteVolume':
-                assert log_has(logmsg, caplog)
-            else:
-                assert not log_has(logmsg, caplog)
+        assert isinstance(whitelist, list)
+
+        # Verify length of pairlist matches (used for ShuffleFilter without seed)
+        if type(whitelist_result) is list:
+            assert whitelist == whitelist_result
+        else:
+            len(whitelist) == whitelist_result
+
+        for pairlist in pairlists:
+            if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
+                assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
+                                  r'would be <= stop limit.*', caplog)
+            if pairlist['method'] == 'PriceFilter' and whitelist_result:
+                assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
+                        log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
+                                   r"is empty.*", caplog))
+            if pairlist['method'] == 'VolumePairList':
+                logmsg = ("DEPRECATED: using any key other than quoteVolume for "
+                          "VolumePairList is deprecated.")
+                if pairlist['sort_key'] != 'quoteVolume':
+                    assert log_has(logmsg, caplog)
+                else:
+                    assert not log_has(logmsg, caplog)
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:

From 0e416dc4f58983af5ee5440a493d52ccadaf97cc Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 22 May 2020 16:42:02 +0300
Subject: [PATCH 397/783] Simplify tests

---
 tests/pairlist/test_pairlist.py | 59 +++++++++++++++++----------------
 1 file changed, 30 insertions(+), 29 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index febb8b163..3e3241071 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -202,21 +202,21 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     assert set(whitelist) == set(pairslist)
 
 
-@pytest.mark.parametrize("pairlists,base_currency,whitelist_result,operational_exception", [
+@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
     # VolumePairList only
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'], False),
+     "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', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
+     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT'], False),
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
     # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "ETH", [], False),
+     "ETH", []),
     # No pair for ETH, StaticPairList
     ([{"method": "StaticPairList"}],
-     "ETH", [], False),
+     "ETH", []),
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -224,87 +224,87 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
-     "ETH", [], False),
+     "ETH", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # Precisionfilter bid
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       {"method": "PrecisionFilter"}],
-     "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
+     "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', 'XRP/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-     "USDT", ['ETH/USDT', 'NANO/USDT'], False),
+     "USDT", ['ETH/USDT', 'NANO/USDT']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
+     "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'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
     # StaticPairlist only
     ([{"method": "StaticPairList"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
     # Static Pairlist before VolumePairList - sorting changes
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-     "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC'], False),
+     "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC']),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
-     "USDT", ['ETH/USDT'], False),
+     "USDT", ['ETH/USDT']),
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 77}],
-     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT'], False),
+     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
     # ShuffleFilter, other seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 42}],
-     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT'], False),
+     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
-     "USDT", 3, False),
+     "USDT", 3),  # whitelist_result is integer -- check only lenght of randomized pairlist
     # PrecisionFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "PrecisionFilter"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
     # PrecisionFilter only
     ([{"method": "PrecisionFilter"}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
+     "BTC", None),  # OperationalException expected
     # PriceFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
     # PriceFilter only
     ([{"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
+     "BTC", None),  # OperationalException expected
     # ShuffleFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "ShuffleFilter", "seed": 42}],
-     "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], False),
+     "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
     # ShuffleFilter only
     ([{"method": "ShuffleFilter", "seed": 42}],
-     "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], True),
+     "BTC", None),  # OperationalException expected
     # SpreadFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], False),
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
     # SpreadFilter only
     ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'], True),
+     "BTC", None),  # OperationalException expected
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,
-                                      operational_exception, caplog) -> None:
+                                      caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
     whitelist_conf['stake_currency'] = base_currency
 
@@ -316,7 +316,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    if operational_exception:
+    # Set whitelist_result to None if pairlist is invalid and should produce exception
+    if whitelist_result is None:
         with pytest.raises(OperationalException,
                            match=r"This Pairlist Handler should not be used at the first position "
                                  r"in the list of Pairlist Handlers."):

From 046202fdda29aae131852d9e02317f80906dc2bc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 22 May 2020 20:56:34 +0200
Subject: [PATCH 398/783] Fix typing circular dependency

---
 freqtrade/constants.py                | 6 ++++++
 freqtrade/data/dataprovider.py        | 2 +-
 freqtrade/exchange/exchange.py        | 2 +-
 freqtrade/pairlist/pairlistmanager.py | 2 +-
 freqtrade/strategy/interface.py       | 2 +-
 freqtrade/typing.py                   | 8 --------
 6 files changed, 10 insertions(+), 12 deletions(-)
 delete mode 100644 freqtrade/typing.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 5d3b13eee..c1bf30f17 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -3,6 +3,9 @@
 """
 bot constants
 """
+from typing import List, Tuple
+
+
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
@@ -329,3 +332,6 @@ CANCEL_REASON = {
     "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
     "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
 }
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index ef03307cc..4c88e4c81 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -13,7 +13,7 @@ from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
-from freqtrade.typing import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c60eb766a..763c226fa 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -23,7 +23,7 @@ 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, safe_value_fallback
-from freqtrade.typing import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 6ad6c610b..98878bcb0 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -10,7 +10,7 @@ from cachetools import TTLCache, cached
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
-from freqtrade.typing import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ad11fe33a..94a90e5d1 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -17,7 +17,7 @@ from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.typing import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
 
diff --git a/freqtrade/typing.py b/freqtrade/typing.py
deleted file mode 100644
index 3cb7cf816..000000000
--- a/freqtrade/typing.py
+++ /dev/null
@@ -1,8 +0,0 @@
-"""
-Common Freqtrade types
-"""
-
-from typing import List, Tuple
-
-# List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]

From 73914169e44e0df75028b81ebe3f07907ba5b24a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 23 May 2020 19:21:14 +0200
Subject: [PATCH 399/783] Update issue template

---
 .github/ISSUE_TEMPLATE.md | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE.md
index ae5375f43..5a77e200c 100644
--- a/.github/ISSUE_TEMPLATE.md
+++ b/.github/ISSUE_TEMPLATE.md
@@ -1,9 +1,12 @@
-## Step 1: Have you search for this issue before posting it?
+
 
-## Step 2: Describe your environment
+## Describe your environment
 
   * Operating system: ____
   * Python Version: _____ (`python -V`)
@@ -11,7 +14,9 @@ If it hasn't been reported, please create a new issue.
   * Branch: Master | Develop
   * Last Commit ID: _____ (`git log --format="%H" -n 1`)
   
-## Step 3: Describe the problem:
+Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out..
+
+## Describe the problem:
 
 *Explain the problem you have encountered*
 
@@ -26,7 +31,9 @@ If it hasn't been reported, please create a new issue.
   * What happened?
   * What did you expect to happen?
 
-### Relevant code exceptions or logs:
+### Relevant code exceptions or logs
+
+Note: Please copy/paste code, no screenshots of logs.
 
   ```
   // paste your log here

From 110b5a2521599bcd89ddf86fbf9625ed542fd3b3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 08:46:50 +0200
Subject: [PATCH 400/783] Add timestamp to trade output

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 3f7f4e0e9..da7137cba 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -257,10 +257,12 @@ class Trade(_DECL_BASE):
             'fee_close_currency': self.fee_close_currency,
             'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+            'open_timestamp': int(self.open_date.timestamp() * 1000),
             'close_date_hum': (arrow.get(self.close_date).humanize()
                                if self.close_date else None),
             'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
                            if self.close_date else None),
+            'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
             'open_rate': self.open_rate,
             'open_rate_requested': self.open_rate_requested,
             'open_trade_price': self.open_trade_price,
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 21f54de50..81fb3d4be 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -135,9 +135,11 @@ class RPC:
                 trade_dict = trade.to_json()
                 trade_dict.update(dict(
                     base_currency=self._freqtrade.config['stake_currency'],
-                    close_profit=fmt_close_profit,
+                    close_profit=trade.close_profit or None,
+                    close_profit_perc=fmt_close_profit,
                     current_rate=current_rate,
-                    current_profit=round(current_profit * 100, 2),
+                    current_profit_perc=round(current_profit * 100, 2),
+                    current_profit=current_profit,
                     open_order='({} {} rem={:.8f})'.format(
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index dfda15a26..e09d5348d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -215,8 +215,8 @@ class Telegram(RPC):
                     "*Open Rate:* `{open_rate:.8f}`",
                     "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
                     "*Current Rate:* `{current_rate:.8f}`",
-                    "*Close Profit:* `{close_profit}`" if r['close_profit'] else "",
-                    "*Current Profit:* `{current_profit:.2f}%`",
+                    "*Close Profit:* `{close_profit}`" if r['close_profit_perc'] else "",
+                    "*Current Profit:* `{current_profit_perc:.2f}%`",
 
                     # Adding initial stoploss only if it is different from stoploss
                     "*Initial Stoploss:* `{initial_stop_loss:.8f}` " +

From 859b619a0b2c1a1c92a39a3b95a6ecf031c942ed Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 08:47:10 +0200
Subject: [PATCH 401/783] Align tests to new output

---
 tests/rpc/test_rpc.py           | 8 +++++++-
 tests/rpc/test_rpc_apiserver.py | 8 +++++++-
 tests/rpc/test_rpc_telegram.py  | 5 +++--
 3 files changed, 17 insertions(+), 4 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 63691dfb4..03c6ebd35 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -49,6 +49,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'base_currency': 'BTC',
         'open_date': ANY,
         'open_date_hum': ANY,
+        'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
         'fee_open_cost': ANY,
@@ -68,13 +69,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
+        'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
         'current_rate': 1.099e-05,
         'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
-        'current_profit': -0.41,
+        'current_profit': -0.00408133,
+        'current_profit_perc': -0.41,
         'stop_loss': 0.0,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
@@ -93,6 +96,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'base_currency': 'BTC',
         'open_date': ANY,
         'open_date_hum': ANY,
+        'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
         'fee_open_cost': ANY,
@@ -112,6 +116,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
+        'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
         'current_rate': ANY,
@@ -119,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stake_amount': 0.001,
         'close_profit': None,
         'current_profit': ANY,
+        'current_profit_perc': ANY,
         'stop_loss': 0.0,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 1d68599f2..69985bef8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -497,14 +497,18 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'base_currency': 'BTC',
                         'close_date': None,
                         'close_date_hum': None,
+                        'close_timestamp': None,
                         'close_profit': None,
+                        'close_profit_perc': None,
                         'close_rate': None,
-                        'current_profit': -0.41,
+                        'current_profit': -0.00408133,
+                        'current_profit_perc': -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_timestamp': ANY,
                         'open_order': '(limit buy rem=0.00000000)',
                         'open_rate': 1.098e-05,
                         'pair': 'ETH/BTC',
@@ -609,11 +613,13 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json == {'amount': 1,
                        'close_date': None,
                        'close_date_hum': None,
+                       'close_timestamp': None,
                        'close_rate': 0.265441,
                        'initial_stop_loss': None,
                        'initial_stop_loss_pct': None,
                        'open_date': ANY,
                        'open_date_hum': 'just now',
+                       'open_timestamp': ANY,
                        'open_rate': 0.245441,
                        'pair': 'ETH/ETH',
                        'stake_amount': 1,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b84073dcc..1d599d13e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -166,8 +166,9 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
             'current_rate': 1.098e-05,
             'amount': 90.99181074,
             'stake_amount': 90.99181074,
-            'close_profit': None,
-            'current_profit': -0.59,
+            'close_profit_perc': None,
+            'current_profit': -0.0059,
+            'current_profit_perc': -0.59,
             'initial_stop_loss': 1.098e-05,
             'stop_loss': 1.099e-05,
             'sell_order_status': None,

From 811e23e3da398feb9100c34dbf158eda9b2fe34d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 08:58:26 +0200
Subject: [PATCH 402/783] Have profit return time in timestamp

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 81fb3d4be..c8d17c7b3 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -314,7 +314,9 @@ class RPC:
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'first_trade_date': arrow.get(trades[0].open_date).humanize(),
+            'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000),
             'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
+            'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000),
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
             'best_pair': bp_pair,
             'best_rate': round(bp_rate * 100, 2),

From bbd7579aa8c3bc418698fb79c51cc4d34c61eeed Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 09:07:24 +0200
Subject: [PATCH 403/783] Fix more tests

---
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 2 ++
 tests/test_persistence.py       | 4 ++++
 3 files changed, 8 insertions(+)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 03c6ebd35..5d278895b 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -76,6 +76,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
+        'close_profit_perc': None,
         'current_profit': -0.00408133,
         'current_profit_perc': -0.41,
         'stop_loss': 0.0,
@@ -123,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
+        'close_profit_perc': None,
         'current_profit': ANY,
         'current_profit_perc': ANY,
         'stop_loss': 0.0,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 69985bef8..1c0df9903 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -420,7 +420,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'best_pair': 'ETH/BTC',
                        'best_rate': 6.2,
                        'first_trade_date': 'just now',
+                       'first_trade_timestamp': ANY,
                        'latest_trade_date': 'just now',
+                       'latest_trade_timestamp': ANY,
                        'profit_all_coin': 6.217e-05,
                        'profit_all_fiat': 0,
                        'profit_all_percent': 6.2,
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 25afed397..60bf073f8 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -739,9 +739,11 @@ def test_to_json(default_conf, fee):
                       'is_open': None,
                       'open_date_hum': '2 hours ago',
                       'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'open_timestamp': int(trade.open_date.timestamp() * 1000),
                       'open_order_id': 'dry_run_buy_12345',
                       'close_date_hum': None,
                       'close_date': None,
+                      'close_timestamp': None,
                       'open_rate': 0.123,
                       'open_rate_requested': None,
                       'open_trade_price': 15.1668225,
@@ -787,8 +789,10 @@ def test_to_json(default_conf, fee):
                       'pair': 'XRP/BTC',
                       'open_date_hum': '2 hours ago',
                       'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'open_timestamp': int(trade.open_date.timestamp() * 1000),
                       'close_date_hum': 'an hour ago',
                       'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'close_timestamp': int(trade.close_date.timestamp() * 1000),
                       'open_rate': 0.123,
                       'close_rate': 0.125,
                       'amount': 100.0,

From c5480c25140267cf499de4278a4417328e187df9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 19:18:28 +0200
Subject: [PATCH 404/783] Split issue-tempaltes

---
 .../bug_report.md}                            | 16 ++++++++---
 .github/ISSUE_TEMPLATE/feature_request.md     | 27 +++++++++++++++++++
 2 files changed, 39 insertions(+), 4 deletions(-)
 rename .github/{ISSUE_TEMPLATE.md => ISSUE_TEMPLATE/bug_report.md} (72%)
 create mode 100644 .github/ISSUE_TEMPLATE/feature_request.md

diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE/bug_report.md
similarity index 72%
rename from .github/ISSUE_TEMPLATE.md
rename to .github/ISSUE_TEMPLATE/bug_report.md
index 5a77e200c..2b02dcdda 100644
--- a/.github/ISSUE_TEMPLATE.md
+++ b/.github/ISSUE_TEMPLATE/bug_report.md
@@ -1,9 +1,18 @@
+---
+name: Bug report
+about: Create a report to help us improve
+title: ''
+labels: triage needed
+assignees: ''
+
+---
 
 
 ## Describe your environment
@@ -11,8 +20,7 @@ If it hasn't been reported, please create a new issue.
   * Operating system: ____
   * Python Version: _____ (`python -V`)
   * CCXT version: _____ (`pip freeze | grep ccxt`)
-  * Branch: Master | Develop
-  * Last Commit ID: _____ (`git log --format="%H" -n 1`)
+  * Version: ____ (`freqtrade -V` | `docker-compose run --rm freqtrade -V`)
   
 Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out..
 
@@ -33,7 +41,7 @@ Note: All issues other than enhancement requests will be closed without further
 
 ### Relevant code exceptions or logs
 
-Note: Please copy/paste code, no screenshots of logs.
+Note: Please copy/paste code, no screenshots of logs please.
 
   ```
   // paste your log here
diff --git a/.github/ISSUE_TEMPLATE/feature_request.md b/.github/ISSUE_TEMPLATE/feature_request.md
new file mode 100644
index 000000000..87fad7994
--- /dev/null
+++ b/.github/ISSUE_TEMPLATE/feature_request.md
@@ -0,0 +1,27 @@
+---
+name: Feature request
+about: Suggest an idea for this project
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+
+
+## Describe your environment
+(if applicable)
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Version: ____ (`freqtrade -V` | `docker-compose run --rm freqtrade -V`)
+
+
+## Describe the enhancement
+
+*Explain the enhancement you would like*
+

From aa004fa842d89a77639aacf732ff547502df2106 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 19:20:24 +0200
Subject: [PATCH 405/783] Fix typo in label

---
 .github/ISSUE_TEMPLATE/bug_report.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md
index 2b02dcdda..0f009eb1b 100644
--- a/.github/ISSUE_TEMPLATE/bug_report.md
+++ b/.github/ISSUE_TEMPLATE/bug_report.md
@@ -2,7 +2,7 @@
 name: Bug report
 about: Create a report to help us improve
 title: ''
-labels: triage needed
+labels: Triage Needed
 assignees: ''
 
 ---

From e138f9b23c08038d618e3723428ce10f4a2827b5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 24 May 2020 20:15:10 +0200
Subject: [PATCH 406/783] Apply suggestions from code review

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 .github/ISSUE_TEMPLATE/bug_report.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md
index 0f009eb1b..4aa7babf4 100644
--- a/.github/ISSUE_TEMPLATE/bug_report.md
+++ b/.github/ISSUE_TEMPLATE/bug_report.md
@@ -7,7 +7,7 @@ assignees: ''
 
 ---
 
 
 ## Describe your environment
diff --git a/.github/ISSUE_TEMPLATE/question.md b/.github/ISSUE_TEMPLATE/question.md
new file mode 100644
index 000000000..f87b78f29
--- /dev/null
+++ b/.github/ISSUE_TEMPLATE/question.md
@@ -0,0 +1,25 @@
+---
+name: BQuestion
+about: Ask a question you could not find an answer in the docs
+title: ''
+labels: "Question"
+assignees: ''
+
+---
+
+
+## Describe your environment
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+  
+## Your question
+
+*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*

From 0e8f95effd2798655b11d31e6b1659e9acc445ca Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 28 May 2020 06:51:53 +0200
Subject: [PATCH 447/783] Improve blacklist adding with proper feedback

---
 freqtrade/rpc/rpc.py            | 16 +++++++++++++---
 tests/rpc/test_rpc.py           | 14 ++++++++++++++
 tests/rpc/test_rpc_apiserver.py |  8 ++++++--
 3 files changed, 33 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 248b4a421..2a49e109a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -533,16 +533,26 @@ class RPC:
 
     def _rpc_blacklist(self, add: List[str] = None) -> Dict:
         """ Returns the currently active blacklist"""
+        errors = {}
         if add:
             stake_currency = self._freqtrade.config.get('stake_currency')
             for pair in add:
-                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)
+                if self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
+                    if pair not in self._freqtrade.pairlists.blacklist:
+                        self._freqtrade.pairlists.blacklist.append(pair)
+                    else:
+                        errors[pair] = {
+                            'error_msg': f'Pair {pair} already in pairlist.'}
+
+                else:
+                    errors[pair] = {
+                        'error_msg': f"Pair {pair} does not match stake currency."
+                    }
 
         res = {'method': self._freqtrade.pairlists.name_list,
                'length': len(self._freqtrade.pairlists.blacklist),
                'blacklist': self._freqtrade.pairlists.blacklist,
+               'errors': errors,
                }
         return res
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e94097545..bdd3c25d5 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -833,6 +833,20 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
 
+    ret = rpc._rpc_blacklist(["ETH/BTC"])
+    assert 'errors' in ret
+    assert isinstance(ret['errors'], dict)
+    assert ret['errors']['ETH/BTC']['error_msg'] == 'Pair ETH/BTC already in pairlist.'
+
+    ret = rpc._rpc_blacklist(["ETH/ETH"])
+    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']
+    assert 'errors' in ret
+    assert isinstance(ret['errors'], dict)
+    assert ret['errors']['ETH/ETH']['error_msg'] == 'Pair ETH/ETH does not match stake currency.'
+
 
 def test_rpc_edge_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cc63bf6e8..85f0e5122 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -554,7 +554,9 @@ def test_api_blacklist(botclient, mocker):
     assert_response(rc)
     assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
                        "length": 2,
-                       "method": ["StaticPairList"]}
+                       "method": ["StaticPairList"],
+                       "errors": {},
+                       }
 
     # Add ETH/BTC to blacklist
     rc = client_post(client, f"{BASE_URI}/blacklist",
@@ -562,7 +564,9 @@ 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"],
+                       "errors": {},
+                       }
 
 
 def test_api_whitelist(botclient):

From 7399c7e70caa80d2a052329e28a9d460bfdadce0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 28 May 2020 07:04:06 +0200
Subject: [PATCH 448/783] Provide blacklist feedback to telegram

---
 freqtrade/rpc/telegram.py      |  5 +++++
 tests/rpc/test_rpc_telegram.py | 12 ++++++++++++
 2 files changed, 17 insertions(+)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 488fa9f37..6f092fcab 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -534,6 +534,11 @@ class Telegram(RPC):
         try:
 
             blacklist = self._rpc_blacklist(context.args)
+            errmsgs = []
+            for pair, error in blacklist['errors'].items():
+                errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
+            if errmsgs:
+                self._send_msg('\n'.join(errmsgs))
 
             message = f"Blacklist contains {blacklist['length']} pairs\n"
             message += f"`{', '.join(blacklist['blacklist'])}`"
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 730bb2677..7d02a4339 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1085,6 +1085,18 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
             in msg_mock.call_args_list[0][0][0])
     assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"]
 
+    msg_mock.reset_mock()
+    context = MagicMock()
+    context.args = ["ETH/ETH"]
+    telegram._blacklist(update=update, context=context)
+    assert msg_mock.call_count == 2
+    assert ("Error adding `ETH/ETH` to blacklist: `Pair ETH/ETH does not match stake currency.`"
+            in msg_mock.call_args_list[0][0][0])
+
+    assert ("Blacklist contains 3 pairs\n`DOGE/BTC, HOT/BTC, ETH/BTC`"
+            in msg_mock.call_args_list[1][0][0])
+    assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"]
+
 
 def test_edge_disabled(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()

From 7df786994da2dbdbc662367976fa1e647a205d08 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 28 May 2020 19:35:32 +0200
Subject: [PATCH 449/783] Plotting should not fail if one pair didn't produce
 any trades

---
 freqtrade/plot/plotting.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 095ca4133..f1d114e2b 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -415,9 +415,12 @@ def generate_profit_graph(pairs: str, data: 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, timeframe)
-
-        fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
+        try:
+            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}")
+        except ValueError:
+            pass
 
     return fig
 

From 909b81255005839eb7f41a02f5138f844e0a67bf Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 29 May 2020 00:28:24 +0300
Subject: [PATCH 450/783] Update developer.md

---
 docs/developer.md | 43 +++++++++++++++++++++++++++----------------
 1 file changed, 27 insertions(+), 16 deletions(-)

diff --git a/docs/developer.md b/docs/developer.md
index 34b2f1ba5..a680bc8dc 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -92,13 +92,13 @@ docker-compose exec freqtrade_develop /bin/bash
 You have a great idea for a new pair selection algorithm you would like to try out? Great.
 Hopefully you also want to contribute this back upstream.
 
-Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist provider.
+Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist Handler.
 
-First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) provider, and best copy this file with a name of your new Pairlist Provider.
+First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) Handler, and best copy this file with a name of your new Pairlist Handler.
 
-This is a simple provider, which however serves as a good example on how to start developing.
+This is a simple Handler, which however serves as a good example on how to start developing.
 
-Next, modify the classname of the provider (ideally align this with the Filename).
+Next, modify the classname of the Handler (ideally align this with the module 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`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
 
@@ -114,28 +114,44 @@ 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 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.
+Configuration for the chain of Pairlist Handlers is done in the bot configuration file in the element `"pairlists"`, an array of configuration parameters for each Pairlist Handlers in the chain.
 
-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.
+By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the pairlist. Please follow this to ensure a consistent user experience.
+
+Additional parameters can be configured as needed. For instance, `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.
 
 #### short_desc
 
 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"`.
+
+This should contain the name of the Pairlist Handler, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
+
+#### gen_pairlist
+
+Override this method if the Pairlist Handler can be used as the leading Pairlist Handler in the chain, defining the initial pairlist which is then handled by all Pairlist Handlers in the chain. Examples are `StaticPairList` and `VolumePairList`.
+
+This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
+
+It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers).
+
+Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
 
 #### filter_pairlist
 
-Override this method and run all calculations needed in this method.
+This method is called for each Pairlist Handler in the chain by the pairlist manager.
+
 This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
 
 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()`.
 
-It must return the resulting pairlist (which may then be passed into the next pairlist filter).
+The default implementation in the base class simply calls the `_validate_pair()` method for each pair in the pairlist, but you may override it. So you should either implement the `_validate_pair()` in your Pairlist Handler or override `filter_pairlist()` to do something else.
+
+If overridden, it must return the resulting pairlist (which may then be passed into the next Pairlist Handler in the chain).
 
 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.
 
+In `VolumePairList`, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
+
 ##### sample
 
 ``` python
@@ -145,11 +161,6 @@ Validations are optional, the parent class exposes a `_verify_blacklist(pairlist
         return pairs
 ```
 
-#### _gen_pair_whitelist
-
-This is a simple method used by `VolumePairList` - however serves as a good example.
-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)
 
 !!! Note

From 6261aef314427bc64c9b3c3dbabedeccb74b734b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 29 May 2020 09:03:48 +0200
Subject: [PATCH 451/783] Return /profit even if no trade is closed

---
 freqtrade/persistence.py        |  1 +
 freqtrade/rpc/rpc.py            | 19 ++++++++-----------
 tests/rpc/test_rpc.py           |  8 ++++++--
 tests/rpc/test_rpc_apiserver.py | 12 +++++++-----
 4 files changed, 22 insertions(+), 18 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index da7137cba..d9951f1fc 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -546,6 +546,7 @@ class Trade(_DECL_BASE):
     def get_best_pair():
         """
         Get best pair with closed trade.
+        :returns: Tuple containing (pair, profit_sum)
         """
         best_pair = Trade.session.query(
             Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 248b4a421..eb822e234 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -281,11 +281,6 @@ class RPC:
 
         best_pair = Trade.get_best_pair()
 
-        if not best_pair:
-            raise RPCException('no closed trade')
-
-        bp_pair, bp_rate = best_pair
-
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
         profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
@@ -304,6 +299,8 @@ class RPC:
             fiat_display_currency
         ) if self._fiat_converter else 0
 
+        first_date = trades[0].open_date if trades else None
+        last_date = trades[-1].open_date if trades else None
         num = float(len(durations) or 1)
         return {
             'profit_closed_coin': profit_closed_coin_sum,
@@ -313,13 +310,13 @@ class RPC:
             'profit_all_percent': profit_all_percent,
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
-            'first_trade_date': arrow.get(trades[0].open_date).humanize(),
-            'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000),
-            'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
-            'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000),
+            'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
+            'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
+            'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
+            'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
-            'best_pair': bp_pair,
-            'best_rate': round(bp_rate * 100, 2),
+            'best_pair': best_pair[0] if best_pair else '',
+            'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
         }
 
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e94097545..634b2f739 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -279,8 +279,12 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
-    with pytest.raises(RPCException, match=r'.*no closed trade*'):
-        rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+    res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+    assert res['trade_count'] == 0
+    assert res['first_trade_date'] == ''
+    assert res['first_trade_timestamp'] == 0
+    assert res['latest_trade_date'] == ''
+    assert res['latest_trade_timestamp'] == 0
 
     # Create some test data
     freqtradebot.enter_positions()
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cc63bf6e8..c68aae56d 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -396,9 +396,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     )
 
     rc = client_get(client, f"{BASE_URI}/profit")
-    assert_response(rc, 502)
-    assert len(rc.json) == 1
-    assert rc.json == {"error": "Error querying _profit: no closed trade"}
+    assert_response(rc, 200)
+    assert rc.json['trade_count'] == 0
 
     ftbot.enter_positions()
     trade = Trade.query.first()
@@ -406,8 +405,11 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
     rc = client_get(client, f"{BASE_URI}/profit")
-    assert_response(rc, 502)
-    assert rc.json == {"error": "Error querying _profit: no closed trade"}
+    assert_response(rc, 200)
+    # One open trade
+    assert rc.json['trade_count'] == 1
+    assert rc.json['best_pair'] == ''
+    assert rc.json['best_rate'] == 0
 
     trade.update(limit_sell_order)
 

From 1d6e3fea8588e2c54a8593546a9c9628a751d489 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 29 May 2020 09:38:12 +0200
Subject: [PATCH 452/783] Update /profit telegram message to support non-closed
 trades

---
 freqtrade/rpc/rpc.py            |  1 +
 freqtrade/rpc/telegram.py       | 29 +++++++++++++++++------------
 tests/rpc/test_rpc_apiserver.py |  3 ++-
 tests/rpc/test_rpc_telegram.py  |  6 ++++--
 4 files changed, 24 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index eb822e234..6addf18ba 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -310,6 +310,7 @@ class RPC:
             'profit_all_percent': profit_all_percent,
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
+            'closed_trade_count': len([t for t in trades if not t.is_open]),
             'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
             'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
             'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 488fa9f37..78cdaef62 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -328,18 +328,23 @@ class Telegram(RPC):
             best_pair = stats['best_pair']
             best_rate = stats['best_rate']
             # Message to display
-            markdown_msg = "*ROI:* Close trades\n" \
-                           f"∙ `{profit_closed_coin:.8f} {stake_cur} "\
-                           f"({profit_closed_percent:.2f}%)`\n" \
-                           f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n" \
-                           f"*ROI:* All trades\n" \
-                           f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" \
-                           f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" \
-                           f"*Total Trade Count:* `{trade_count}`\n" \
-                           f"*First Trade opened:* `{first_trade_date}`\n" \
-                           f"*Latest Trade opened:* `{latest_trade_date}`\n" \
-                           f"*Avg. Duration:* `{avg_duration}`\n" \
-                           f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`"
+            if stats['closed_trade_count'] > 0:
+                markdown_msg = ("*ROI:* Close trades\n"
+                                f"∙ `{profit_closed_coin:.8f} {stake_cur} "
+                                f"({profit_closed_percent:.2f}%)`\n"
+                                f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+            else:
+                markdown_msg = "`No closed trade` \n"
+
+            markdown_msg += (f"*ROI:* All trades\n"
+                             f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
+                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
+                             f"*Total Trade Count:* `{trade_count}`\n"
+                             f"*First Trade opened:* `{first_trade_date}`\n"
+                             f"*Latest Trade opened:* `{latest_trade_date}`")
+            if stats['closed_trade_count'] > 0:
+                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
+                                 f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
             self._send_msg(markdown_msg)
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c68aae56d..5cab10244 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -431,7 +431,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'profit_closed_coin': 6.217e-05,
                        'profit_closed_fiat': 0,
                        'profit_closed_percent': 6.2,
-                       'trade_count': 1
+                       'trade_count': 1,
+                       'closed_trade_count': 1,
                        }
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 730bb2677..0b990281f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -420,7 +420,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'no closed trade' in msg_mock.call_args_list[0][0][0]
+    assert 'No closed trade' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     # Create some test data
@@ -432,7 +432,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'no closed trade' in msg_mock.call_args_list[-1][0][0]
+    assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
+    assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `-0.00000500 BTC (-0.50%)`' in msg_mock.call_args_list[-1][0][0]
     msg_mock.reset_mock()
 
     # Update the ticker with a market going up

From 46456516bb677077eeafb0fb853a6517a1b7b1cf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 29 May 2020 10:10:45 +0200
Subject: [PATCH 453/783] Remove exception handler

---
 freqtrade/rpc/telegram.py | 69 +++++++++++++++++++--------------------
 1 file changed, 33 insertions(+), 36 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 78cdaef62..4bf19192d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -311,43 +311,40 @@ class Telegram(RPC):
         stake_cur = self._config['stake_currency']
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
-        try:
-            stats = self._rpc_trade_statistics(
-                stake_cur,
-                fiat_disp_cur)
-            profit_closed_coin = stats['profit_closed_coin']
-            profit_closed_percent = stats['profit_closed_percent']
-            profit_closed_fiat = stats['profit_closed_fiat']
-            profit_all_coin = stats['profit_all_coin']
-            profit_all_percent = stats['profit_all_percent']
-            profit_all_fiat = stats['profit_all_fiat']
-            trade_count = stats['trade_count']
-            first_trade_date = stats['first_trade_date']
-            latest_trade_date = stats['latest_trade_date']
-            avg_duration = stats['avg_duration']
-            best_pair = stats['best_pair']
-            best_rate = stats['best_rate']
-            # Message to display
-            if stats['closed_trade_count'] > 0:
-                markdown_msg = ("*ROI:* Close trades\n"
-                                f"∙ `{profit_closed_coin:.8f} {stake_cur} "
-                                f"({profit_closed_percent:.2f}%)`\n"
-                                f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
-            else:
-                markdown_msg = "`No closed trade` \n"
+        stats = self._rpc_trade_statistics(
+            stake_cur,
+            fiat_disp_cur)
+        profit_closed_coin = stats['profit_closed_coin']
+        profit_closed_percent = stats['profit_closed_percent']
+        profit_closed_fiat = stats['profit_closed_fiat']
+        profit_all_coin = stats['profit_all_coin']
+        profit_all_percent = stats['profit_all_percent']
+        profit_all_fiat = stats['profit_all_fiat']
+        trade_count = stats['trade_count']
+        first_trade_date = stats['first_trade_date']
+        latest_trade_date = stats['latest_trade_date']
+        avg_duration = stats['avg_duration']
+        best_pair = stats['best_pair']
+        best_rate = stats['best_rate']
+        # Message to display
+        if stats['closed_trade_count'] > 0:
+            markdown_msg = ("*ROI:* Close trades\n"
+                            f"∙ `{profit_closed_coin:.8f} {stake_cur} "
+                            f"({profit_closed_percent:.2f}%)`\n"
+                            f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+        else:
+            markdown_msg = "`No closed trade` \n"
 
-            markdown_msg += (f"*ROI:* All trades\n"
-                             f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
-                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
-                             f"*Total Trade Count:* `{trade_count}`\n"
-                             f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}`")
-            if stats['closed_trade_count'] > 0:
-                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
-                                 f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-            self._send_msg(markdown_msg)
-        except RPCException as e:
-            self._send_msg(str(e))
+        markdown_msg += (f"*ROI:* All trades\n"
+                         f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
+                         f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
+                         f"*Total Trade Count:* `{trade_count}`\n"
+                         f"*First Trade opened:* `{first_trade_date}`\n"
+                         f"*Latest Trade opened:* `{latest_trade_date}`")
+        if stats['closed_trade_count'] > 0:
+            markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
+                             f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
+        self._send_msg(markdown_msg)
 
     @authorized_only
     def _balance(self, update: Update, context: CallbackContext) -> None:

From 43225cfdcf71df41314ababe06860ea29c2e0638 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 29 May 2020 11:28:09 +0300
Subject: [PATCH 454/783] Update docs/developer.md

Co-authored-by: Matthias 
---
 docs/developer.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/developer.md b/docs/developer.md
index a680bc8dc..036109d5b 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -130,7 +130,7 @@ This should contain the name of the Pairlist Handler, as well as a short descrip
 
 Override this method if the Pairlist Handler can be used as the leading Pairlist Handler in the chain, defining the initial pairlist which is then handled by all Pairlist Handlers in the chain. Examples are `StaticPairList` and `VolumePairList`.
 
-This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
+This is called with each iteration of the bot (only if the Pairlist Handler is at the first location) - so consider implementing caching for compute/network heavy calculations.
 
 It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers).
 

From a4cf9ba85b2a3c823fef5a9622c6f809745b8a76 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 29 May 2020 12:40:05 +0300
Subject: [PATCH 455/783] Move check for position for StaticPairList to init

---
 freqtrade/pairlist/StaticPairList.py | 17 +++++++++++------
 tests/pairlist/test_pairlist.py      | 14 ++++++++------
 2 files changed, 19 insertions(+), 12 deletions(-)

diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index 4c260d2fe..b5c1bc767 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -4,7 +4,7 @@ Static Pair List provider
 Provides pair white list as it configured in config
 """
 import logging
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
@@ -15,6 +15,15 @@ logger = logging.getLogger(__name__)
 
 class StaticPairList(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        if self._pairlist_pos != 0:
+            raise OperationalException(f"{self.name} can only be used in the first position "
+                                       "in the list of Pairlist Handlers.")
+
     @property
     def needstickers(self) -> bool:
         """
@@ -48,8 +57,4 @@ class StaticPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        if self._pairlist_pos != 0:
-            raise OperationalException(f"{self.name} can only be used in the first position "
-                                       "in the list of Pairlist Handlers.")
-        else:
-            return pairlist
+        return pairlist
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 9c35eae1b..421f06911 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -313,8 +313,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     whitelist_conf['stake_currency'] = base_currency
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
 
+    if whitelist_result == 'static_in_the_middle':
+        with pytest.raises(OperationalException,
+                           match=r"StaticPairList can only be used in the first position "
+                                 r"in the list of Pairlist Handlers."):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+        return
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,
                           markets=PropertyMock(return_value=shitcoinmarkets),
@@ -326,11 +333,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                            match=r"This Pairlist Handler should not be used at the first position "
                                  r"in the list of Pairlist Handlers."):
             freqtrade.pairlists.refresh_pairlist()
-    elif whitelist_result == 'static_in_the_middle':
-        with pytest.raises(OperationalException,
-                           match=r"StaticPairList can only be used in the first position "
-                                 r"in the list of Pairlist Handlers."):
-            freqtrade.pairlists.refresh_pairlist()
     else:
         freqtrade.pairlists.refresh_pairlist()
         whitelist = freqtrade.pairlists.whitelist

From ea5daee5054621daf1577b2e1cde7336dea0b1fe Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 29 May 2020 19:37:18 +0200
Subject: [PATCH 456/783] Allow changing severity of strategy-validations to
 log only.

---
 config_full.json.example                 |  1 +
 docs/configuration.md                    |  1 +
 freqtrade/constants.py                   |  1 +
 freqtrade/resolvers/strategy_resolver.py | 49 ++++++++++++------------
 freqtrade/strategy/interface.py          | 11 ++++--
 tests/strategy/test_interface.py         | 10 ++++-
 6 files changed, 45 insertions(+), 28 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 0cd265cbe..481742817 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -132,6 +132,7 @@
         "process_throttle_secs": 5,
         "heartbeat_interval": 60
     },
+    "disable_dataframe_checks": false,
     "strategy": "DefaultStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",
diff --git a/docs/configuration.md b/docs/configuration.md
index 93e53de6f..97e6b7911 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -107,6 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
+| `disable_dataframe_checks` | Disable checking the dataframe for correctness. Only use when intentionally changing the dataframe. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
         *Defaults to `False`*. 
         **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
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c1bf30f17..1984d4866 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -227,6 +227,7 @@ CONF_SCHEMA = {
         'db_url': {'type': 'string'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
+        'disable_dataframe_checks': {'type': 'boolean'},
         'internals': {
             'type': 'object',
             'default': {},
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index cddc7c9cd..51cb8fc05 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -52,37 +52,38 @@ class StrategyResolver(IResolver):
 
         # Set attributes
         # Check if we need to override configuration
-        #             (Attribute name,                    default,     ask_strategy)
-        attributes = [("minimal_roi",                     {"0": 10.0}, False),
-                      ("ticker_interval",                 None,        False),
-                      ("stoploss",                        None,        False),
-                      ("trailing_stop",                   None,        False),
-                      ("trailing_stop_positive",          None,        False),
-                      ("trailing_stop_positive_offset",   0.0,         False),
-                      ("trailing_only_offset_is_reached", None,        False),
-                      ("process_only_new_candles",        None,        False),
-                      ("order_types",                     None,        False),
-                      ("order_time_in_force",             None,        False),
-                      ("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),
+        #             (Attribute name,                    default,     subkey)
+        attributes = [("minimal_roi",                     {"0": 10.0}, None),
+                      ("ticker_interval",                 None,        None),
+                      ("stoploss",                        None,        None),
+                      ("trailing_stop",                   None,        None),
+                      ("trailing_stop_positive",          None,        None),
+                      ("trailing_stop_positive_offset",   0.0,         None),
+                      ("trailing_only_offset_is_reached", None,        None),
+                      ("process_only_new_candles",        None,        None),
+                      ("order_types",                     None,        None),
+                      ("order_time_in_force",             None,        None),
+                      ("stake_currency",                  None,        None),
+                      ("stake_amount",                    None,        None),
+                      ("startup_candle_count",            None,        None),
+                      ("unfilledtimeout",                 None,        None),
+                      ("use_sell_signal",                 True,        'ask_strategy'),
+                      ("sell_profit_only",                False,       'ask_strategy'),
+                      ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
+                      ("disable_dataframe_checks",        False,       'internals')
                       ]
-        for attribute, default, ask_strategy in attributes:
-            if ask_strategy:
-                StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
+        for attribute, default, subkey in attributes:
+            if subkey:
+                StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
                                                             attribute, default)
             else:
                 StrategyResolver._override_attribute_helper(strategy, config,
                                                             attribute, default)
 
         # Loop this list again to have output combined
-        for attribute, _, exp in attributes:
-            if exp and attribute in config['ask_strategy']:
-                logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
+        for attribute, _, subkey in attributes:
+            if subkey and attribute in config[subkey]:
+                logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
             elif attribute in config:
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 400997baf..ed2344a53 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -106,6 +106,9 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    # Disable checking the dataframe (converts the error into a warning message)
+    disable_dataframe_checks: bool = False
+
     # Count of candles the strategy requires before producing valid signals
     startup_candle_count: int = 0
 
@@ -285,8 +288,7 @@ class IStrategy(ABC):
         """ keep some data for dataframes """
         return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
 
-    @staticmethod
-    def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
+    def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
         """ make sure data is unmodified """
         message = ""
         if df_len != len(dataframe):
@@ -296,7 +298,10 @@ class IStrategy(ABC):
         elif df_date != dataframe["date"].iloc[-1]:
             message = "last date"
         if message:
-            raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
+            if self.disable_dataframe_checks:
+                logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
+            else:
+                raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
     def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dd6b11a06..55dd07e9e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -130,7 +130,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
                    caplog)
 
 
-def test_assert_df(default_conf, mocker, ohlcv_history):
+def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
     # 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'])
@@ -148,6 +148,14 @@ def test_assert_df(default_conf, mocker, ohlcv_history):
         _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                             ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
 
+    _STRATEGY.disable_dataframe_checks = True
+    caplog.clear()
+    _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
+                        ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
+    assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog)
+    # reset to avoid problems in other tests
+    _STRATEGY.disable_dataframe_checks = False
+
 
 def test_get_signal_handles_exceptions(mocker, default_conf):
     exchange = get_patched_exchange(mocker, default_conf)

From 2ed10aeb9be90fa5989455ae000db507032e24f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 29 May 2020 19:39:13 +0200
Subject: [PATCH 457/783] Add to missing point in documentation

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 97e6b7911..0bd913e88 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -136,6 +136,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `stake_currency`
 * `stake_amount`
 * `unfilledtimeout`
+* `disable_dataframe_checks`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)

From 7ea59b6d8e5214ad27d2beb8a0970507acc755a2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 09:43:50 +0200
Subject: [PATCH 458/783] Update comment

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

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 55dd07e9e..e5539099b 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -153,7 +153,7 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
     _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                         ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
     assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog)
-    # reset to avoid problems in other tests
+    # reset to avoid problems in other tests due to test leakage
     _STRATEGY.disable_dataframe_checks = False
 
 

From 6b5947392e56d597a7c97a5c0da9bc715c5c2a63 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 09:47:09 +0200
Subject: [PATCH 459/783] Version bump pandas to 1.0.4

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

diff --git a/requirements.txt b/requirements.txt
index 18cab206b..f5d09db4d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.4
-pandas==1.0.3
+pandas==1.0.4

From f187753f8f73cef2a5233897426958b49129cbbc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 10:45:50 +0200
Subject: [PATCH 460/783] Add ccxt_sync_config to simplify ccxt configuration

---
 docs/configuration.md           |  3 ++-
 freqtrade/exchange/exchange.py  | 10 ++++++----
 tests/exchange/test_exchange.py | 12 ++++++++----
 3 files changed, 16 insertions(+), 9 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 93e53de6f..5e3be6485 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -83,7 +83,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). 
         **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_config` | Additional CCXT parameters passed to both ccxt instances. This is usually the correct place for ccxt configurations. 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_sync_config` | Additional CCXT parameters passed to the regular (sync) 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.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index af745e8d0..7ef0d7750 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -98,12 +98,14 @@ class Exchange:
 
         # 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=ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
+
+        self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
 
         ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
+                                             ccxt_async_config)
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
                                              ccxt_async_config)
         self._api_async = self._init_ccxt(
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index e40f691a8..25aecba5c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -88,15 +88,19 @@ 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_sync_config'] = {'TestKWARG44': 11}
     conf['exchange']['ccxt_async_config'] = {'asyncio_loop': True}
-
+    asynclogmsg = "Applying additional ccxt config: {'TestKWARG': 11, '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
     assert hasattr(ex._api, 'TestKWARG')
     assert ex._api.TestKWARG == 11
-    assert not hasattr(ex._api_async, 'TestKWARG')
-    assert log_has("Applying additional ccxt config: {'TestKWARG': 11}", caplog)
+    # ccxt_config is assigned to both sync and async
+    assert not hasattr(ex._api_async, 'TestKWARG44')
+
+    assert hasattr(ex._api_async, 'TestKWARG')
+    assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
+    assert log_has(asynclogmsg, caplog)
 
 
 def test_destroy(default_conf, mocker, caplog):

From 76ce2c66530165881c8f7cd651c01c6b653d2bbe Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 10:46:04 +0200
Subject: [PATCH 461/783] Document FTX subaccount configuration

---
 docs/exchanges.md | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 06db26f89..81f017023 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -62,6 +62,25 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket
 print(res)
 ```
 
+## FTX
+
+### Using subaccounts
+
+To use subaccounts with FTX, you need to edit the configuration and add the following:
+
+``` json
+"exchange": {
+    "ccxt_config": {
+        "headers": {
+            "FTX-SUBACCOUNT": "name"
+        }
+    },
+}
+```
+
+!!! Note
+    Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

From 57e951dbce90ff486c3267e62865fd0fa0399d06 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 10:59:26 +0200
Subject: [PATCH 462/783] Add orderbook sell rate to sell_rate_cache

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d4afa1d60..4f63cc01d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -719,6 +719,9 @@ class FreqtradeBot:
                     raise PricingError from e
                 logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
                              f"{sell_rate:0.8f}")
+                # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
+                # resulting in outdated RPC messages
+                self._sell_rate_cache[trade.pair] = sell_rate
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True

From 28b35178e99182d5381e1941ebc5520f524301a4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 11:24:29 +0200
Subject: [PATCH 463/783] Update doc wording

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 0bd913e88..8853b6e05 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -107,7 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
-| `disable_dataframe_checks` | Disable checking the dataframe for correctness. Only use when intentionally changing the dataframe. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
         *Defaults to `False`*. 
         **Datatype:** Boolean
+| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
         *Defaults to `False`*. 
         **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

From 97905f86be0686240d56ae9d62c4d130ba32c9a0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 11:34:39 +0200
Subject: [PATCH 464/783] Add missing fields to to_json output of trade

---
 freqtrade/persistence.py        |  7 +++++++
 tests/rpc/test_rpc.py           | 19 +++++++++++++++----
 tests/rpc/test_rpc_apiserver.py | 15 +++++++++++++--
 tests/test_persistence.py       | 16 ++++++++++++++--
 4 files changed, 49 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index da7137cba..a0b9133c9 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -271,10 +271,16 @@ class Trade(_DECL_BASE):
             'amount': round(self.amount, 8),
             'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
+            'close_profit_abs': self.close_profit_abs,
             'sell_reason': self.sell_reason,
             'sell_order_status': self.sell_order_status,
             'stop_loss': self.stop_loss,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
+            'stoploss_order_id': self.stoploss_order_id,
+            'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
+                                     if self.stoploss_last_update else None),
+            'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
+                                               if self.stoploss_last_update else None),
             'initial_stop_loss': self.initial_stop_loss,
             'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
                                       if self.initial_stop_loss_pct else None),
@@ -283,6 +289,7 @@ class Trade(_DECL_BASE):
             'strategy': self.strategy,
             'ticker_interval': self.ticker_interval,
             'open_order_id': self.open_order_id,
+            'exchange': self.exchange,
         }
 
     def adjust_min_max_rates(self, current_price: float) -> None:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e94097545..a68ca191a 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -77,13 +77,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stake_amount': 0.001,
         'close_profit': None,
         'close_profit_pct': None,
+        'close_profit_abs': None,
         'current_profit': -0.00408133,
         'current_profit_pct': -0.41,
         'stop_loss': 0.0,
+        'stop_loss_pct': None,
+        'stoploss_order_id': None,
+        'stoploss_last_update': None,
+        'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
-        'stop_loss_pct': None,
-        'open_order': '(limit buy rem=0.00000000)'
+        'open_order': '(limit buy rem=0.00000000)',
+        'exchange': 'bittrex',
+
     } == results[0]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
@@ -125,13 +131,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stake_amount': 0.001,
         'close_profit': None,
         'close_profit_pct': None,
+        'close_profit_abs': None,
         'current_profit': ANY,
         'current_profit_pct': ANY,
         'stop_loss': 0.0,
+        'stop_loss_pct': None,
+        'stoploss_order_id': None,
+        'stoploss_last_update': None,
+        'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
-        'stop_loss_pct': None,
-        'open_order': '(limit buy rem=0.00000000)'
+        'open_order': '(limit buy rem=0.00000000)',
+        'exchange': 'bittrex',
     } == results[0]
 
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cc63bf6e8..c284ccb7b 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -502,6 +502,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'close_timestamp': None,
                         'close_profit': None,
                         'close_profit_pct': None,
+                        'close_profit_abs': None,
                         'close_rate': None,
                         'current_profit': -0.00408133,
                         'current_profit_pct': -0.41,
@@ -517,6 +518,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'stake_amount': 0.001,
                         'stop_loss': 0.0,
                         'stop_loss_pct': None,
+                        'stoploss_order_id': None,
+                        'stoploss_last_update': None,
+                        'stoploss_last_update_timestamp': None,
                         'trade_id': 1,
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,
@@ -536,7 +540,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'sell_reason': None,
                         'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
-                        'ticker_interval': 5}]
+                        'ticker_interval': 5,
+                        'exchange': 'bittrex',
+                        }]
 
 
 def test_api_version(botclient):
@@ -627,8 +633,12 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'stake_amount': 1,
                        'stop_loss': None,
                        'stop_loss_pct': None,
+                       'stoploss_order_id': None,
+                       'stoploss_last_update': None,
+                       'stoploss_last_update_timestamp': None,
                        'trade_id': None,
                        'close_profit': None,
+                       'close_profit_abs': None,
                        'close_rate_requested': None,
                        'fee_close': 0.0025,
                        'fee_close_cost': None,
@@ -645,7 +655,8 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'sell_reason': None,
                        'sell_order_status': None,
                        'strategy': None,
-                       'ticker_interval': None
+                       'ticker_interval': None,
+                       'exchange': 'bittrex',
                        }
 
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 60bf073f8..3b1041fd8 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -758,16 +758,22 @@ def test_to_json(default_conf, fee):
                       'amount': 123.0,
                       'stake_amount': 0.001,
                       'close_profit': None,
+                      'close_profit_abs': None,
                       'sell_reason': None,
                       'sell_order_status': None,
                       'stop_loss': None,
                       'stop_loss_pct': None,
+                      'stoploss_order_id': None,
+                      'stoploss_last_update': None,
+                      'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
                       'initial_stop_loss_pct': None,
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'ticker_interval': None}
+                      'ticker_interval': None,
+                      'exchange': 'bittrex',
+                      }
 
     # Simulate dry_run entries
     trade = Trade(
@@ -799,9 +805,13 @@ def test_to_json(default_conf, fee):
                       'stake_amount': 0.001,
                       'stop_loss': None,
                       'stop_loss_pct': None,
+                      'stoploss_order_id': None,
+                      'stoploss_last_update': None,
+                      'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
                       'initial_stop_loss_pct': None,
                       'close_profit': None,
+                      'close_profit_abs': None,
                       'close_rate_requested': None,
                       'fee_close': 0.0025,
                       'fee_close_cost': None,
@@ -818,7 +828,9 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
-                      'ticker_interval': None}
+                      'ticker_interval': None,
+                      'exchange': 'bittrex',
+                      }
 
 
 def test_stoploss_reinitialization(default_conf, fee):

From a9c57e51473d2cd6e9a29a84bdcadf23beba90fb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 11:46:48 +0200
Subject: [PATCH 465/783] Add disable_dataframe_checks to strategy templates

---
 freqtrade/templates/base_strategy.py.j2 | 4 ++++
 freqtrade/templates/sample_strategy.py  | 4 ++++
 2 files changed, 8 insertions(+)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index c37164568..3ff490d6c 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -57,6 +57,10 @@ class {{ strategy }}(IStrategy):
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
 
+    # Disable checking the dataframe (converts the error into a warning message)
+    # Only use if you understand the implications!
+    disable_dataframe_checks: bool = False
+
     # These values can be overridden in the "ask_strategy" section in the config.
     use_sell_signal = True
     sell_profit_only = False
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index f78489173..a70643aee 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -58,6 +58,10 @@ class SampleStrategy(IStrategy):
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
 
+    # Disable checking the dataframe (converts the error into a warning message)
+    # Only use if you understand the implications!
+    disable_dataframe_checks: bool = False
+
     # These values can be overridden in the "ask_strategy" section in the config.
     use_sell_signal = True
     sell_profit_only = False

From 376c536dd1d1081d5d88092ad63bbbe99e73612f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 16:23:33 +0200
Subject: [PATCH 466/783] Revert "Add disable_dataframe_checks to strategy
 templates"

This reverts commit a9c57e51473d2cd6e9a29a84bdcadf23beba90fb.
---
 freqtrade/templates/base_strategy.py.j2 | 4 ----
 freqtrade/templates/sample_strategy.py  | 4 ----
 2 files changed, 8 deletions(-)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 3ff490d6c..c37164568 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -57,10 +57,6 @@ class {{ strategy }}(IStrategy):
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
 
-    # Disable checking the dataframe (converts the error into a warning message)
-    # Only use if you understand the implications!
-    disable_dataframe_checks: bool = False
-
     # These values can be overridden in the "ask_strategy" section in the config.
     use_sell_signal = True
     sell_profit_only = False
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index a70643aee..f78489173 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -58,10 +58,6 @@ class SampleStrategy(IStrategy):
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
 
-    # Disable checking the dataframe (converts the error into a warning message)
-    # Only use if you understand the implications!
-    disable_dataframe_checks: bool = False
-
     # These values can be overridden in the "ask_strategy" section in the config.
     use_sell_signal = True
     sell_profit_only = False

From fe40e8305d94afd6613b4ac4b8c9b8af5ce4203e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 30 May 2020 18:58:11 +0300
Subject: [PATCH 467/783] fix #3401

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

diff --git a/docs/installation.md b/docs/installation.md
index f017bef96..c03be55d1 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -13,7 +13,7 @@ Click each one for install guide:
 * [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
+* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
 * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
 
  We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended.

From 48915d7945a094f7edcb4015b8669a2ddad005ed Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 30 May 2020 19:35:44 +0300
Subject: [PATCH 468/783] minor: Fix docs

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 8853b6e05..7686f3248 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -107,7 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
-| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
         *Defaults to `False`*. 
         **Datatype:** Boolean
+| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).
         *Defaults to `False`*. 
         **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

From 908449640ad020dd1becae9feb39ac8f7cbea829 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 19:17:17 +0200
Subject: [PATCH 469/783] Disabledataframecheck is not in internals and does
 not belong there

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

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 51cb8fc05..abd6a4195 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -70,7 +70,7 @@ class StrategyResolver(IResolver):
                       ("use_sell_signal",                 True,        'ask_strategy'),
                       ("sell_profit_only",                False,       'ask_strategy'),
                       ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
-                      ("disable_dataframe_checks",        False,       'internals')
+                      ("disable_dataframe_checks",        False,       None),
                       ]
         for attribute, default, subkey in attributes:
             if subkey:

From a0d6a72bc8dfdbb2373b0694611dab77ce1a2489 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 19:26:47 +0200
Subject: [PATCH 470/783] 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 5e3be6485..1f2dcb8a9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -83,7 +83,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
-| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances. This is usually the correct place for ccxt configurations. 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_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. 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_sync_config` | Additional CCXT parameters passed to the regular (sync) 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

From 91f84f1a4304266d7f697a0418683bf3a202d796 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 19:28:30 +0200
Subject: [PATCH 471/783] Fix typo in close trade message

---
 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 4bf19192d..dcb667d2d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -328,7 +328,7 @@ class Telegram(RPC):
         best_rate = stats['best_rate']
         # Message to display
         if stats['closed_trade_count'] > 0:
-            markdown_msg = ("*ROI:* Close trades\n"
+            markdown_msg = ("*ROI:* Closed trades\n"
                             f"∙ `{profit_closed_coin:.8f} {stake_cur} "
                             f"({profit_closed_percent:.2f}%)`\n"
                             f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 0b990281f..29820fba3 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -446,7 +446,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert '*ROI:* Close trades' in msg_mock.call_args_list[-1][0][0]
+    assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
     assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]

From cc90e7b413f2b300fe692b0b75d415c6e1c3a3d9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 30 May 2020 19:42:09 +0200
Subject: [PATCH 472/783] Show "No trades yet." when no trade happened yet

---
 freqtrade/rpc/telegram.py      | 35 ++++++++++++++++++----------------
 tests/rpc/test_rpc_telegram.py |  2 +-
 2 files changed, 20 insertions(+), 17 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index dcb667d2d..7eef18dfc 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -326,24 +326,27 @@ class Telegram(RPC):
         avg_duration = stats['avg_duration']
         best_pair = stats['best_pair']
         best_rate = stats['best_rate']
-        # Message to display
-        if stats['closed_trade_count'] > 0:
-            markdown_msg = ("*ROI:* Closed trades\n"
-                            f"∙ `{profit_closed_coin:.8f} {stake_cur} "
-                            f"({profit_closed_percent:.2f}%)`\n"
-                            f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+        if stats['trade_count'] == 0:
+            markdown_msg = 'No trades yet.'
         else:
-            markdown_msg = "`No closed trade` \n"
+            # Message to display
+            if stats['closed_trade_count'] > 0:
+                markdown_msg = ("*ROI:* Closed trades\n"
+                                f"∙ `{profit_closed_coin:.8f} {stake_cur} "
+                                f"({profit_closed_percent:.2f}%)`\n"
+                                f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+            else:
+                markdown_msg = "`No closed trade` \n"
 
-        markdown_msg += (f"*ROI:* All trades\n"
-                         f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
-                         f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
-                         f"*Total Trade Count:* `{trade_count}`\n"
-                         f"*First Trade opened:* `{first_trade_date}`\n"
-                         f"*Latest Trade opened:* `{latest_trade_date}`")
-        if stats['closed_trade_count'] > 0:
-            markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
-                             f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
+            markdown_msg += (f"*ROI:* All trades\n"
+                             f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
+                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
+                             f"*Total Trade Count:* `{trade_count}`\n"
+                             f"*First Trade opened:* `{first_trade_date}`\n"
+                             f"*Latest Trade opened:* `{latest_trade_date}`")
+            if stats['closed_trade_count'] > 0:
+                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
+                                 f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
         self._send_msg(markdown_msg)
 
     @authorized_only
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 29820fba3..500acaa30 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -420,7 +420,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert 'No closed trade' in msg_mock.call_args_list[0][0][0]
+    assert 'No trades yet.' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     # Create some test data

From 7ad1c7e817ca115bf4bd8a79c000685ebc948730 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 31 May 2020 09:51:45 +0200
Subject: [PATCH 473/783] Allow lower verbosity level for api server

Not logging all calls makes sense when running the UI
otherwise this is VERY verbose, clogging up the log.
---
 config_full.json.example    | 1 +
 docs/configuration.md       | 1 +
 docs/rest-api.md            | 1 +
 freqtrade/constants.py      | 1 +
 freqtrade/loggers.py        | 8 ++++++--
 freqtrade/rpc/api_server.py | 3 ---
 6 files changed, 10 insertions(+), 5 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 481742817..57ebb22e6 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -121,6 +121,7 @@
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
         "username": "freqtrader",
         "password": "SuperSecurePassword"
diff --git a/docs/configuration.md b/docs/configuration.md
index a1cb45e0f..3a8262fab 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -103,6 +103,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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.verbosity` | Loggging verbosity. `info` will print all RPC Calls, while "error" will only display errors. 
        **Datatype:** Enum, either `info` or `error`. Defaults to `info`.
 | `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
diff --git a/docs/rest-api.md b/docs/rest-api.md
index 7f1a95b12..ed5f355b4 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -11,6 +11,7 @@ Sample configuration:
         "enabled": true,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
         "username": "Freqtrader",
         "password": "SuperSecret1!"
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1984d4866..a91e3b19f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -221,6 +221,7 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
+                'verbosity': {'type': 'string', 'enum': ['error', 'info']},
             },
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py
index 153ce8c80..aa08ee8a7 100644
--- a/freqtrade/loggers.py
+++ b/freqtrade/loggers.py
@@ -11,7 +11,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def _set_loggers(verbosity: int = 0) -> None:
+def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
     """
     Set the logging level for third party libraries
     :return: None
@@ -28,6 +28,10 @@ def _set_loggers(verbosity: int = 0) -> None:
     )
     logging.getLogger('telegram').setLevel(logging.INFO)
 
+    logging.getLogger('werkzeug').setLevel(
+        logging.ERROR if api_verbosity == 'error' else logging.INFO
+    )
+
 
 def setup_logging(config: Dict[str, Any]) -> None:
     """
@@ -77,5 +81,5 @@ def setup_logging(config: Dict[str, Any]) -> None:
         format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
         handlers=log_handlers
     )
-    _set_loggers(verbosity)
+    _set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info'))
     logger.info('Verbosity set to %s', verbosity)
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 23b6a85b0..9d0899ccd 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -360,7 +360,6 @@ class ApiServer(RPC):
         Returns a cumulative profit statistics
         :return: stats
         """
-        logger.info("LocalRPC - Profit Command Called")
 
         stats = self._rpc_trade_statistics(self._config['stake_currency'],
                                            self._config.get('fiat_display_currency')
@@ -377,8 +376,6 @@ class ApiServer(RPC):
         Returns a cumulative performance statistics
         :return: stats
         """
-        logger.info("LocalRPC - performance Command Called")
-
         stats = self._rpc_performance()
 
         return self.rest_dump(stats)

From dc7f0f11877d69f8a4d8fc23c2a7cff3d739755d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 31 May 2020 09:57:31 +0200
Subject: [PATCH 474/783] Add api-server to default config samples

---
 config.json.example                     | 9 +++++++++
 config_binance.json.example             | 9 +++++++++
 config_kraken.json.example              | 9 +++++++++
 freqtrade/templates/base_config.json.j2 | 9 +++++++++
 tests/test_configuration.py             | 5 ++++-
 5 files changed, 40 insertions(+), 1 deletion(-)

diff --git a/config.json.example b/config.json.example
index d37a6b336..ae87164d6 100644
--- a/config.json.example
+++ b/config.json.example
@@ -76,6 +76,15 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {
diff --git a/config_binance.json.example b/config_binance.json.example
index 5d7b6b656..74207d565 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -81,6 +81,15 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 54fbf4a00..f1e522da5 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -87,6 +87,15 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 6d3174347..5339595e8 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -53,6 +53,15 @@
         "token": "{{ telegram_token }}",
         "chat_id": "{{ telegram_chat_id }}"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index edcbe4516..18fa607f2 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -634,6 +634,7 @@ def test_set_loggers() -> None:
     previous_value1 = logging.getLogger('requests').level
     previous_value2 = logging.getLogger('ccxt.base.exchange').level
     previous_value3 = logging.getLogger('telegram').level
+    previous_value3 = logging.getLogger('werkzeug').level
 
     _set_loggers()
 
@@ -654,12 +655,14 @@ def test_set_loggers() -> None:
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
     assert logging.getLogger('telegram').level is logging.INFO
+    assert logging.getLogger('werkzeug').level is logging.INFO
 
-    _set_loggers(verbosity=3)
+    _set_loggers(verbosity=3, api_verbosity='error')
 
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
     assert logging.getLogger('telegram').level is logging.INFO
+    assert logging.getLogger('werkzeug').level is logging.ERROR
 
 
 @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")

From 4087161d2b69b5b2d73751402fac9d1838f86de3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 31 May 2020 10:16:56 +0200
Subject: [PATCH 475/783] fix broken test

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

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 18fa607f2..bd43f84ca 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -634,7 +634,6 @@ def test_set_loggers() -> None:
     previous_value1 = logging.getLogger('requests').level
     previous_value2 = logging.getLogger('ccxt.base.exchange').level
     previous_value3 = logging.getLogger('telegram').level
-    previous_value3 = logging.getLogger('werkzeug').level
 
     _set_loggers()
 

From 123a556ec89e5e0eace9ca0f279d612b382e24f0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 31 May 2020 13:05:58 +0300
Subject: [PATCH 476/783] Better exchange logging

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index af745e8d0..6275b0eda 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -887,14 +887,20 @@ class Exchange:
         Async wrapper handling downloading trades using either time or id based methods.
         """
 
+        logger.debug(f"_async_get_trade_history(), pair: {pair}, "
+                     f"since: {since}, until: {until}, from_id: {from_id}")
+
+        if not until:
+            exchange_msec = ccxt.Exchange.milliseconds()
+            logger.debug(f"Exchange milliseconds: {exchange_msec}")
+            until = exchange_msec
+
         if self._trades_pagination == 'time':
             return await self._async_get_trade_history_time(
-                pair=pair, since=since,
-                until=until or ccxt.Exchange.milliseconds())
+                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 or ccxt.Exchange.milliseconds(), from_id=from_id
+                pair=pair, since=since, until=until, from_id=from_id
             )
         else:
             raise OperationalException(f"Exchange {self.name} does use neither time, "

From f202e09b10e3568d89cbf9ac7e765acfcbe78efa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 08:56:12 +0200
Subject: [PATCH 477/783] Extract conversion to trades list to it's own
 function

---
 freqtrade/optimize/optimize_reports.py | 17 +++++++++++++----
 1 file changed, 13 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 1fc4d721e..77101a1f6 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -18,10 +18,7 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
     :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,
-                    t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
-                   for index, t in results.iterrows()]
+        records = backtest_result_to_list(results)
 
         if records:
             filename = recordfilename
@@ -34,6 +31,18 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
             file_dump_json(filename, records)
 
 
+def backtest_result_to_list(results: DataFrame) -> List[List]:
+    """
+    Converts a list of Backtest-results to list
+    :param results: Dataframe containing results for one strategy
+    :return: List of Lists containing the trades
+    """
+    return [[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()]
+
+
 def _get_line_floatfmt() -> List[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())

From ceaf32d304294104a06a2db8e15b609ec772a71c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 09:23:24 +0200
Subject: [PATCH 478/783] Extract backtesting report generation from
 show_backtest_Results

---
 freqtrade/optimize/optimize_reports.py | 42 +++++++++++++++++++-------
 1 file changed, 31 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 77101a1f6..5afdc6f77 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -255,12 +255,13 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
-                          all_results: Dict[str, DataFrame]):
+def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
+                            all_results: Dict[str, DataFrame]):
     stake_currency = config['stake_currency']
     max_open_trades = config['max_open_trades']
-
+    result = {'strategy': {}}
     for strategy, results in all_results.items():
+
         pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
                                              max_open_trades=max_open_trades,
                                              results=results, skip_nan=False)
@@ -270,21 +271,43 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
                                                   max_open_trades=max_open_trades,
                                                   results=results.loc[results['open_at_end']],
                                                   skip_nan=True)
+        strat_stats = {
+            'trades': backtest_result_to_list(results),
+            'results_per_pair': pair_results,
+            'sell_reason_summary': sell_reason_stats,
+            'left_open_trades': left_open_results,
+            }
+        result['strategy'][strategy] = strat_stats
+
+    strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
+                                                 max_open_trades=max_open_trades,
+                                                 all_results=all_results)
+
+    result['strategy_comparison'] = strategy_results
+
+    return result
+
+
+def show_backtest_results(config: Dict, backtest_stats: Dict):
+    stake_currency = config['stake_currency']
+
+    for strategy, results in backtest_stats['strategy'].items():
+
         # Print results
         print(f"Result for strategy {strategy}")
-        table = generate_text_table(pair_results, stake_currency=stake_currency)
+        table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
+        table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
                                                 stake_currency=stake_currency,
                                                 )
         if isinstance(table, str):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table(left_open_results, stake_currency=stake_currency)
+        table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
@@ -292,13 +315,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
             print('=' * len(table.splitlines()[0]))
         print()
 
-    if len(all_results) > 1:
+    if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
-        strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
-                                                     max_open_trades=max_open_trades,
-                                                     all_results=all_results)
 
-        table = generate_text_table_strategy(strategy_results, stake_currency)
+        table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

From 091693308ae1d16cb003aba2ff1fdea1d88b3be0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 09:24:27 +0200
Subject: [PATCH 479/783] Correctly call show_backtest_results

---
 freqtrade/optimize/backtesting.py      | 6 ++++--
 freqtrade/optimize/optimize_reports.py | 2 +-
 tests/optimize/test_backtesting.py     | 6 ++++--
 3 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3bf211d99..b47b38ea4 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 (generate_backtest_stats,
+                                                 show_backtest_results,
                                                  store_backtest_result)
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
@@ -411,4 +412,5 @@ class Backtesting:
         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)
+        stats = generate_backtest_stats(self.config, data, all_results)
+        show_backtest_results(self.config, stats)
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 5afdc6f77..c148f0f44 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -259,7 +259,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
                             all_results: Dict[str, DataFrame]):
     stake_currency = config['stake_currency']
     max_open_trades = config['max_open_trades']
-    result = {'strategy': {}}
+    result: Dict[str, Any] = {'strategy': {}}
     for strategy, results in all_results.items():
 
         pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ace82d28b..40c106975 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -333,6 +333,7 @@ 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')
+    mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
@@ -612,8 +613,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker)
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
-    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
+    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     patched_configuration_load_config_file(mocker, default_conf)

From adde1cfee2591820fb09db55b0957f57880be05b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 10:53:02 +0200
Subject: [PATCH 480/783] Add stoplosss_ratio and initial_stoploss_ratio

---
 freqtrade/persistence.py | 24 ++++++++++++++++--------
 1 file changed, 16 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 111ccfe2a..2fe93f440 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -249,32 +249,40 @@ class Trade(_DECL_BASE):
             'trade_id': self.id,
             'pair': self.pair,
             'is_open': self.is_open,
+            'exchange': self.exchange,
+            'amount': round(self.amount, 8),
+            'stake_amount': round(self.stake_amount, 8),
+            'strategy': self.strategy,
+            'ticker_interval': self.ticker_interval,
+
             'fee_open': self.fee_open,
             'fee_open_cost': self.fee_open_cost,
             'fee_open_currency': self.fee_open_currency,
             'fee_close': self.fee_close,
             'fee_close_cost': self.fee_close_cost,
             'fee_close_currency': self.fee_close_currency,
+
             'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
             'open_timestamp': int(self.open_date.timestamp() * 1000),
+            'open_rate': self.open_rate,
+            'open_rate_requested': self.open_rate_requested,
+            'open_trade_price': self.open_trade_price,
+
             'close_date_hum': (arrow.get(self.close_date).humanize()
                                if self.close_date else None),
             'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
-            'open_rate': self.open_rate,
-            'open_rate_requested': self.open_rate_requested,
-            'open_trade_price': self.open_trade_price,
             'close_rate': self.close_rate,
             'close_rate_requested': self.close_rate_requested,
-            'amount': round(self.amount, 8),
-            'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
             'close_profit_abs': self.close_profit_abs,
+
             'sell_reason': self.sell_reason,
             'sell_order_status': self.sell_order_status,
             'stop_loss': self.stop_loss,
+            'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'stoploss_order_id': self.stoploss_order_id,
             'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
@@ -282,14 +290,14 @@ class Trade(_DECL_BASE):
             'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
                                                if self.stoploss_last_update else None),
             'initial_stop_loss': self.initial_stop_loss,
+            'initial_stop_loss_ratio': (self.initial_stop_loss_pct
+                                        if self.initial_stop_loss_pct else None),
             'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
                                       if self.initial_stop_loss_pct else None),
             'min_rate': self.min_rate,
             'max_rate': self.max_rate,
-            'strategy': self.strategy,
-            'ticker_interval': self.ticker_interval,
+
             'open_order_id': self.open_order_id,
-            'exchange': self.exchange,
         }
 
     def adjust_min_max_rates(self, current_price: float) -> None:

From 6dec508c5eb3a0106525f16428f27d4cc7b99b6f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 10:56:05 +0200
Subject: [PATCH 481/783] Add new fields to tests

---
 tests/rpc/test_rpc.py           |  4 ++++
 tests/rpc/test_rpc_apiserver.py | 14 +++++++++-----
 tests/test_persistence.py       |  4 ++++
 3 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 7b7824310..dcd525574 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -82,11 +82,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'current_profit_pct': -0.41,
         'stop_loss': 0.0,
         'stop_loss_pct': None,
+        'stop_loss_ratio': None,
         'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
+        'initial_stop_loss_ratio': None,
         'open_order': '(limit buy rem=0.00000000)',
         'exchange': 'bittrex',
 
@@ -136,11 +138,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'current_profit_pct': ANY,
         'stop_loss': 0.0,
         'stop_loss_pct': None,
+        'stop_loss_ratio': None,
         'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
+        'initial_stop_loss_ratio': None,
         'open_order': '(limit buy rem=0.00000000)',
         'exchange': 'bittrex',
     } == results[0]
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c7f937b0c..13914fab0 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -510,8 +510,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'current_profit': -0.00408133,
                         'current_profit_pct': -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_timestamp': ANY,
@@ -521,9 +519,13 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'stake_amount': 0.001,
                         'stop_loss': 0.0,
                         'stop_loss_pct': None,
+                        'stop_loss_ratio': None,
                         'stoploss_order_id': None,
                         'stoploss_last_update': None,
                         'stoploss_last_update_timestamp': None,
+                        'initial_stop_loss': 0.0,
+                        'initial_stop_loss_pct': None,
+                        'initial_stop_loss_ratio': None,
                         'trade_id': 1,
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,
@@ -622,12 +624,11 @@ def test_api_forcebuy(botclient, mocker, fee):
                      data='{"pair": "ETH/BTC"}')
     assert_response(rc)
     assert rc.json == {'amount': 1,
+                       'trade_id': None,
                        'close_date': None,
                        'close_date_hum': None,
                        'close_timestamp': None,
                        'close_rate': 0.265441,
-                       'initial_stop_loss': None,
-                       'initial_stop_loss_pct': None,
                        'open_date': ANY,
                        'open_date_hum': 'just now',
                        'open_timestamp': ANY,
@@ -636,10 +637,13 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'stake_amount': 1,
                        'stop_loss': None,
                        'stop_loss_pct': None,
+                       'stop_loss_ratio': None,
                        'stoploss_order_id': None,
                        'stoploss_last_update': None,
                        'stoploss_last_update_timestamp': None,
-                       'trade_id': None,
+                       'initial_stop_loss': None,
+                       'initial_stop_loss_pct': None,
+                       'initial_stop_loss_ratio': None,
                        'close_profit': None,
                        'close_profit_abs': None,
                        'close_rate_requested': None,
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 3b1041fd8..942e22a19 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -762,12 +762,14 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'stop_loss': None,
+                      'stop_loss_ratio': None,
                       'stop_loss_pct': None,
                       'stoploss_order_id': None,
                       'stoploss_last_update': None,
                       'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
                       'initial_stop_loss_pct': None,
+                      'initial_stop_loss_ratio': None,
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
@@ -805,11 +807,13 @@ def test_to_json(default_conf, fee):
                       'stake_amount': 0.001,
                       'stop_loss': None,
                       'stop_loss_pct': None,
+                      'stop_loss_ratio': None,
                       'stoploss_order_id': None,
                       'stoploss_last_update': None,
                       'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
                       'initial_stop_loss_pct': None,
+                      'initial_stop_loss_ratio': None,
                       'close_profit': None,
                       'close_profit_abs': None,
                       'close_rate_requested': None,

From d2b7016dffe40d0581427f7cbdb00915838759b0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 11:05:37 +0200
Subject: [PATCH 482/783] Add stop_loss_abs ...

---
 freqtrade/persistence.py        | 6 ++++--
 tests/rpc/test_rpc.py           | 4 ++++
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 tests/test_persistence.py       | 4 ++++
 4 files changed, 16 insertions(+), 2 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 2fe93f440..823bf6dc0 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -281,7 +281,8 @@ class Trade(_DECL_BASE):
 
             'sell_reason': self.sell_reason,
             'sell_order_status': self.sell_order_status,
-            'stop_loss': self.stop_loss,
+            'stop_loss': self.stop_loss,  # Deprecated - should not be used
+            'stop_loss_abs': self.stop_loss,
             'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'stoploss_order_id': self.stoploss_order_id,
@@ -289,7 +290,8 @@ class Trade(_DECL_BASE):
                                      if self.stoploss_last_update else None),
             'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
                                                if self.stoploss_last_update else None),
-            'initial_stop_loss': self.initial_stop_loss,
+            'initial_stop_loss': self.initial_stop_loss,  # Deprecated - should not be used
+            'initial_stop_loss_abs': self.initial_stop_loss,
             'initial_stop_loss_ratio': (self.initial_stop_loss_pct
                                         if self.initial_stop_loss_pct else None),
             'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index dcd525574..eb20e3903 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -81,12 +81,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'current_profit': -0.00408133,
         'current_profit_pct': -0.41,
         'stop_loss': 0.0,
+        'stop_loss_abs': 0.0,
         'stop_loss_pct': None,
         'stop_loss_ratio': None,
         'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
+        'initial_stop_loss_abs': 0.0,
         'initial_stop_loss_pct': None,
         'initial_stop_loss_ratio': None,
         'open_order': '(limit buy rem=0.00000000)',
@@ -137,12 +139,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'current_profit': ANY,
         'current_profit_pct': ANY,
         'stop_loss': 0.0,
+        'stop_loss_abs': 0.0,
         'stop_loss_pct': None,
         'stop_loss_ratio': None,
         'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss': 0.0,
+        'initial_stop_loss_abs': 0.0,
         'initial_stop_loss_pct': None,
         'initial_stop_loss_ratio': None,
         'open_order': '(limit buy rem=0.00000000)',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 13914fab0..4e4dd7dfd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -518,12 +518,14 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'pair': 'ETH/BTC',
                         'stake_amount': 0.001,
                         'stop_loss': 0.0,
+                        'stop_loss_abs': 0.0,
                         'stop_loss_pct': None,
                         'stop_loss_ratio': None,
                         'stoploss_order_id': None,
                         'stoploss_last_update': None,
                         'stoploss_last_update_timestamp': None,
                         'initial_stop_loss': 0.0,
+                        'initial_stop_loss_abs': 0.0,
                         'initial_stop_loss_pct': None,
                         'initial_stop_loss_ratio': None,
                         'trade_id': 1,
@@ -636,12 +638,14 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'pair': 'ETH/ETH',
                        'stake_amount': 1,
                        'stop_loss': None,
+                       'stop_loss_abs': None,
                        'stop_loss_pct': None,
                        'stop_loss_ratio': None,
                        'stoploss_order_id': None,
                        'stoploss_last_update': None,
                        'stoploss_last_update_timestamp': None,
                        'initial_stop_loss': None,
+                       'initial_stop_loss_abs': None,
                        'initial_stop_loss_pct': None,
                        'initial_stop_loss_ratio': None,
                        'close_profit': None,
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 942e22a19..ae639511b 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -762,12 +762,14 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'stop_loss': None,
+                      'stop_loss_abs': None,
                       'stop_loss_ratio': None,
                       'stop_loss_pct': None,
                       'stoploss_order_id': None,
                       'stoploss_last_update': None,
                       'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
+                      'initial_stop_loss_abs': None,
                       'initial_stop_loss_pct': None,
                       'initial_stop_loss_ratio': None,
                       'min_rate': None,
@@ -806,12 +808,14 @@ def test_to_json(default_conf, fee):
                       'amount': 100.0,
                       'stake_amount': 0.001,
                       'stop_loss': None,
+                      'stop_loss_abs': None,
                       'stop_loss_pct': None,
                       'stop_loss_ratio': None,
                       'stoploss_order_id': None,
                       'stoploss_last_update': None,
                       'stoploss_last_update_timestamp': None,
                       'initial_stop_loss': None,
+                      'initial_stop_loss_abs': None,
                       'initial_stop_loss_pct': None,
                       'initial_stop_loss_ratio': None,
                       'close_profit': None,

From b06c1daddba2e81cc7904da3e21d6695949dda63 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 1 Jun 2020 09:19:38 +0000
Subject: [PATCH 483/783] Bump mkdocs-material from 5.2.1 to 5.2.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.1 to 5.2.2.
- [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/5.2.1...5.2.2)

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 b34f93c95..9997fa854 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.2.1
+mkdocs-material==5.2.2
 mdx_truly_sane_lists==1.2

From 74088ba43880539af782a5e9b5f740de4dde0964 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 1 Jun 2020 09:20:01 +0000
Subject: [PATCH 484/783] Bump plotly from 4.7.1 to 4.8.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.7.1 to 4.8.1.
- [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/v4.7.1...v4.8.1)

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 d81239053..cb13a59bf 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.7.1
+plotly==4.8.1
 

From 005addf0a5bafdbc015e01dcb1e112859d4f97e3 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 1 Jun 2020 09:20:47 +0000
Subject: [PATCH 485/783] Bump ccxt from 1.28.49 to 1.29.5

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.28.49 to 1.29.5.
- [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/1.28.49...1.29.5)

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 a9019cba1..07bc5caa3 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==1.28.49
+ccxt==1.29.5
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From 65c5bba189ce8fc09f175a82ad52e13a0a1425ab Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 12:45:59 +0200
Subject: [PATCH 486/783] Fix typo in docs

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 3a8262fab..c9953f0f1 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -103,7 +103,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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.verbosity` | Loggging verbosity. `info` will print all RPC Calls, while "error" will only display errors. 
        **Datatype:** Enum, either `info` or `error`. Defaults to `info`.
+| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. 
        **Datatype:** Enum, either `info` or `error`. Defaults to `info`.
 | `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

From c35f9f8d39967999807cab6a8a405976fa691b2d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 19:45:37 +0200
Subject: [PATCH 487/783] Verify sell-rate got a value - otherwise downstream
 code does not work.

Using PricingException here will cease operation for this pair for this
iteration - postponing handling to the next iteration - where hopefully
a price is again present.
---
 freqtrade/freqtradebot.py  |  2 ++
 tests/test_freqtradebot.py | 20 ++++++++++++++++++++
 2 files changed, 22 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d4afa1d60..df0aad801 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -676,6 +676,8 @@ class FreqtradeBot:
                 raise PricingError from e
         else:
             rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
+        if rate is None:
+            raise PricingError(f"Sell-Rate for {pair} was empty.")
         self._sell_rate_cache[pair] = rate
         return rate
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5e951b585..17b51dff5 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3931,6 +3931,26 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
 
 
+def test_get_sell_rate_exception(default_conf, mocker, caplog):
+    # Ticker on one side can be empty in certain circumstances.
+    default_conf['ask_strategy']['price_side'] = 'ask'
+    pair = "ETH/BTC"
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': None, 'bid': 0.12})
+    ft = get_patched_freqtradebot(mocker, default_conf)
+    with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
+        ft.get_sell_rate(pair, True)
+
+    ft.config['ask_strategy']['price_side'] = 'bid'
+    assert ft.get_sell_rate(pair, True) == 0.12
+    # Reverse sides
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.13, 'bid': None})
+    with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
+        ft.get_sell_rate(pair, True)
+
+    ft.config['ask_strategy']['price_side'] = 'ask'
+    assert ft.get_sell_rate(pair, True) == 0.13
+
+
 def test_startup_state(default_conf, mocker):
     default_conf['pairlist'] = {'method': 'VolumePairList',
                                 'config': {'number_assets': 20}

From f6f75072ba049815815e4b17e38acdcb8bf8d9fa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 19:54:05 +0200
Subject: [PATCH 488/783] Fix linelength

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

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 17b51dff5..487e3a60e 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3935,7 +3935,8 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
     # Ticker on one side can be empty in certain circumstances.
     default_conf['ask_strategy']['price_side'] = 'ask'
     pair = "ETH/BTC"
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': None, 'bid': 0.12})
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': None, 'bid': 0.12})
     ft = get_patched_freqtradebot(mocker, default_conf)
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
         ft.get_sell_rate(pair, True)
@@ -3943,7 +3944,8 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
     ft.config['ask_strategy']['price_side'] = 'bid'
     assert ft.get_sell_rate(pair, True) == 0.12
     # Reverse sides
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.13, 'bid': None})
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': 0.13, 'bid': None})
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
         ft.get_sell_rate(pair, True)
 

From 3139343946889361c48442f684a7b661e4c1536b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 19:58:28 +0200
Subject: [PATCH 489/783] Remove capital_available_percentage and raise instead

---
 docs/edge.md                                   | 1 -
 freqtrade/configuration/deprecated_settings.py | 2 +-
 freqtrade/constants.py                         | 1 -
 freqtrade/edge/edge_positioning.py             | 6 ++----
 tests/config_test_comments.json                | 1 -
 tests/test_configuration.py                    | 5 +++--
 6 files changed, 6 insertions(+), 10 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index 029844c0b..bdcf6cde9 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -148,7 +148,6 @@ 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`](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 3999ea422..ff4401c27 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -60,7 +60,7 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
 
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
-        logger.warning(
+        raise OperationalException(
             "DEPRECATED: "
             "Using 'edge.capital_available_percentage' has been deprecated in favor of "
             "'tradable_balance_ratio'. Please migrate your configuration to "
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1984d4866..0e08db91f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -286,7 +286,6 @@ CONF_SCHEMA = {
                 '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'},
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index c19d4552a..2550cf604 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -57,9 +57,7 @@ class Edge:
         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.
-        self._capital_percentage: float = self.edge_config.get(
-            'capital_available_percentage', self.config['tradable_balance_ratio'])
+        self._capital_ratio: float = 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
@@ -157,7 +155,7 @@ class Edge:
     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
+        available_capital = (total_capital + capital_in_trade) * self._capital_ratio
         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)
diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json
index 8f41b08fa..d9d4a86bc 100644
--- a/tests/config_test_comments.json
+++ b/tests/config_test_comments.json
@@ -92,7 +92,6 @@
         "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/tests/test_configuration.py b/tests/test_configuration.py
index edcbe4516..2af89bea7 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1048,8 +1048,9 @@ def test_process_deprecated_setting_edge(mocker, edge_conf, caplog):
         'capital_available_percentage': 0.5,
     }})
 
-    process_temporary_deprecated_settings(edge_conf)
-    assert log_has_re(r"DEPRECATED.*Using 'edge.capital_available_percentage'*", caplog)
+    with pytest.raises(OperationalException,
+                       match=r"DEPRECATED.*Using 'edge.capital_available_percentage'*"):
+        process_temporary_deprecated_settings(edge_conf)
 
 
 def test_check_conflicting_settings(mocker, default_conf, caplog):

From 67a3c323730f4b4a882c1688c2cf53be3aa24f98 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:02:12 +0200
Subject: [PATCH 490/783] Remove some occurances of percentage

---
 docs/configuration.md | 6 +++---
 docs/stoploss.md      | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a1cb45e0f..254c581fd 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -53,8 +53,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
 | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. 
        *Defaults to `false`.* 
         **Datatype:** Boolean
 | `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)
+| `minimal_roi` | **Required.** Set the threshold as ratio 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 as ratio of the stoploss 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
@@ -217,7 +217,7 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration
-in minutes and the value is the minimum ROI in percent.
+in minutes and the value is the minimum ROI as ratio.
 See the example below:
 
 ```json
diff --git a/docs/stoploss.md b/docs/stoploss.md
index f6d56fd41..0e43817ec 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -1,6 +1,6 @@
 # Stop Loss
 
-The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
+The `stoploss` configuration parameter is loss as ratio 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.

From b2025597aa3f97f9f6a6b14e0402534dc8e2cdcc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:15:48 +0200
Subject: [PATCH 491/783] Build-commands should write timeframe instead of
 ticker interval

---
 freqtrade/commands/build_config_commands.py | 4 ++--
 freqtrade/templates/base_config.json.j2     | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 87098f53c..0c98b2e55 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
         },
         {
             "type": "text",
-            "name": "ticker_interval",
-            "message": "Please insert your timeframe (ticker interval):",
+            "name": "timeframe",
+            "message": "Please insert your desired timeframe (e.g. 5m):",
             "default": "5m",
         },
         {
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 6d3174347..e47c32309 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -4,7 +4,7 @@
     "stake_amount": {{ stake_amount }},
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "{{ fiat_display_currency }}",
-    "ticker_interval": "{{ ticker_interval }}",
+    "timeframe": "{{ timeframe }}",
     "dry_run": {{ dry_run | lower }},
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {

From 009ea0639f90535a0f350311231c217d1664deab Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:33:26 +0200
Subject: [PATCH 492/783] Exchange some occurances of ticker_interval

---
 freqtrade/commands/arguments.py        |  6 ++---
 freqtrade/commands/cli_options.py      |  4 +--
 freqtrade/commands/list_commands.py    |  4 +--
 freqtrade/constants.py                 |  2 ++
 tests/conftest.py                      |  2 +-
 tests/exchange/test_exchange.py        |  8 +++---
 tests/optimize/test_backtest_detail.py |  2 +-
 tests/optimize/test_backtesting.py     | 34 +++++++++++++-------------
 tests/optimize/test_edge_cli.py        |  8 +++---
 tests/optimize/test_hyperopt.py        |  8 +++---
 10 files changed, 40 insertions(+), 38 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1b7bbfeb5..36e3dedf0 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
-ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
+ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
                         "max_open_trades", "stake_amount", "fee"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@@ -59,10 +59,10 @@ 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", "no_trades"]
+                       "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "ticker_interval"]
+                    "trade_source", "timeframe"]
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index ee9208c33..3ed2f81d1 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
     ),
     # Optimize common
-    "ticker_interval": Arg(
-        '-i', '--ticker-interval',
+    "timeframe": Arg(
+        '-i', '--timeframe', '--ticker-interval',
         help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index e5131f9b2..b29aabe25 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -102,8 +102,8 @@ 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
+    # Do not use timeframe set in the config
+    config['timeframe'] = None
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1984d4866..511c2993d 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -72,6 +72,7 @@ CONF_SCHEMA = {
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
         'ticker_interval': {'type': 'string'},
+        'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {
             'type': ['number', 'string'],
@@ -303,6 +304,7 @@ CONF_SCHEMA = {
 
 SCHEMA_TRADE_REQUIRED = [
     'exchange',
+    'timeframe',
     'max_open_trades',
     'stake_currency',
     'stake_amount',
diff --git a/tests/conftest.py b/tests/conftest.py
index 971f7a5fa..f62b18f98 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -247,7 +247,7 @@ def default_conf(testdatadir):
         "stake_currency": "BTC",
         "stake_amount": 0.001,
         "fiat_display_currency": "USD",
-        "ticker_interval": '5m',
+        "timeframe": '5m',
         "dry_run": True,
         "cancel_open_orders_on_exit": False,
         "minimal_roi": {
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 25aecba5c..6df94f356 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1350,7 +1350,7 @@ 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', timeframe=default_conf['ticker_interval'])
+                               pair='ABCD/BTC', timeframe=default_conf['timeframe'])
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException,
@@ -1480,7 +1480,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
     sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
     # Test the OHLCV data sort
-    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
     assert res[0] == 'ETH/BTC'
     res_ohlcv = res[2]
 
@@ -1517,9 +1517,9 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     # Reset sort mock
     sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
     # Test the OHLCV data sort
-    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
     assert res[0] == 'ETH/BTC'
-    assert res[1] == default_conf['ticker_interval']
+    assert res[1] == default_conf['timeframe']
     res_ohlcv = res[2]
     # Sorted not called again - data is already in order
     assert sort_mock.call_count == 0
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index e7bc76c1d..9b3043086 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -360,7 +360,7 @@ 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_timeframe
+    default_conf["timeframe"] = 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 ace82d28b..407604d9c 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -81,7 +81,7 @@ def load_data_test(what, testdatadir):
 
 def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     patch_exchange(mocker)
-    config['ticker_interval'] = '1m'
+    config['timeframe'] = '1m'
     backtesting = Backtesting(config)
 
     data = load_data_test(contour, testdatadir)
@@ -165,7 +165,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
+    assert 'timeframe' in config
     assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'position_stacking' not in config
@@ -189,7 +189,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
@@ -208,8 +208,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert config['runmode'] == RunMode.BACKTEST
 
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+    assert 'timeframe' in config
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'position_stacking' in config
@@ -288,7 +288,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
 
 def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
-    del default_conf['ticker_interval']
+    del default_conf['timeframe']
     default_conf['strategy_list'] = ['DefaultStrategy',
                                      'SampleStrategy']
 
@@ -337,7 +337,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['ticker_interval'] = '1m'
+    default_conf['timeframe'] = '1m'
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
     default_conf['timerange'] = '-1510694220'
@@ -367,7 +367,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['ticker_interval'] = "1m"
+    default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
     default_conf['timerange'] = '20180101-20180102'
@@ -387,7 +387,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=[]))
 
-    default_conf['ticker_interval'] = "1m"
+    default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
     default_conf['timerange'] = '20180101-20180102'
@@ -534,7 +534,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
                                         pair='UNITTEST/BTC', datadir=testdatadir)
-    default_conf['ticker_interval'] = '1m'
+    default_conf['timeframe'] = '1m'
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override
@@ -573,7 +573,7 @@ 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()
-    default_conf['ticker_interval'] = '5m'
+    default_conf['timeframe'] = '5m'
 
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
@@ -623,7 +623,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', str(testdatadir),
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions'
@@ -632,7 +632,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     start_backtesting(args)
     # check the logs, that will contain the backtest result
     exists = [
-        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
@@ -676,7 +676,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--config', 'config.json',
         '--datadir', str(testdatadir),
         '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -695,7 +695,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     # check the logs, that will contain the backtest result
     exists = [
-        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
@@ -765,7 +765,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--config', 'config.json',
         '--datadir', str(testdatadir),
         '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -778,7 +778,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
 
     # check the logs, that will contain the backtest result
     exists = [
-        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index a5e468542..acec51f66 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -29,7 +29,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
+    assert 'timeframe' in config
     assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'timerange' not in config
@@ -48,7 +48,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', ':100',
         '--stoplosses=-0.01,-0.10,-0.001'
     ]
@@ -62,8 +62,8 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     assert 'datadir' in config
     assert config['runmode'] == RunMode.EDGE
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+    assert 'timeframe' in config
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'timerange' in config
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 90e047954..f5b3b8909 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -94,7 +94,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
+    assert 'timeframe' in config
     assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'position_stacking' not in config
@@ -136,8 +136,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert config['runmode'] == RunMode.HYPEROPT
 
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+    assert 'timeframe' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'position_stacking' in config
@@ -544,7 +544,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     )
     patch_exchange(mocker)
     # Co-test loading timeframe from strategy
-    del default_conf['ticker_interval']
+    del default_conf['timeframe']
     default_conf.update({'config': 'config.json.example',
                          'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,

From 898def7f6ca3a58163ad7811dca75c547bb13730 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:39:01 +0200
Subject: [PATCH 493/783] Remove ticker_interval from exchange

---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py | 12 ++++++------
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7ef0d7750..3f1cdc568 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -115,7 +115,7 @@ class Exchange:
 
         if validate:
             # Check if timeframe is available
-            self.validate_timeframes(config.get('ticker_interval'))
+            self.validate_timeframes(config.get('timeframe'))
 
             # Initial markets load
             self._load_markets()
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 6df94f356..0d924882f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -578,7 +578,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     ('5m'), ("1m"), ("15m"), ("1h")
 ])
 def test_validate_timeframes(default_conf, mocker, timeframe):
-    default_conf["ticker_interval"] = timeframe
+    default_conf["timeframe"] = timeframe
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -596,7 +596,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
 
 
 def test_validate_timeframes_failed(default_conf, mocker):
-    default_conf["ticker_interval"] = "3m"
+    default_conf["timeframe"] = "3m"
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -613,7 +613,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r"Invalid timeframe '3m'. This exchange supports.*"):
         Exchange(default_conf)
-    default_conf["ticker_interval"] = "15s"
+    default_conf["timeframe"] = "15s"
 
     with pytest.raises(OperationalException,
                        match=r"Timeframes < 1m are currently not supported by Freqtrade."):
@@ -621,7 +621,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
 
 
 def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
-    default_conf["ticker_interval"] = "3m"
+    default_conf["timeframe"] = "3m"
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -641,7 +641,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
 
 
 def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
-    default_conf["ticker_interval"] = "3m"
+    default_conf["timeframe"] = "3m"
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -662,7 +662,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
 
 
 def test_validate_timeframes_not_in_config(default_conf, mocker):
-    del default_conf["ticker_interval"]
+    del default_conf["timeframe"]
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock

From b2c241e607317baf147806824c838952632e5722 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:43:20 +0200
Subject: [PATCH 494/783] Replace ticker_interval in all rpc files

---
 freqtrade/rpc/rpc.py            | 3 ++-
 freqtrade/rpc/rpc_manager.py    | 4 ++--
 freqtrade/rpc/telegram.py       | 2 +-
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 2 ++
 5 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 6addf18ba..e7d4a3be8 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -101,7 +101,8 @@ class RPC:
             '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'],
+            'ticker_interval': config['timeframe'],  # DEPRECATED
+            'timeframe': config['timeframe'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 670275991..2cb44fec8 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -72,7 +72,7 @@ class RPCManager:
         minimal_roi = config['minimal_roi']
         stoploss = config['stoploss']
         trailing_stop = config['trailing_stop']
-        ticker_interval = config['ticker_interval']
+        timeframe = config['timeframe']
         exchange_name = config['exchange']['name']
         strategy_name = config.get('strategy', '')
         self.send_msg({
@@ -81,7 +81,7 @@ class RPCManager:
                       f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
                       f'*Minimum ROI:* `{minimal_roi}`\n'
                       f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
-                      f'*Ticker Interval:* `{ticker_interval}`\n'
+                      f'*Timeframe:* `{timeframe}`\n'
                       f'*Strategy:* `{strategy_name}`'
         })
         self.send_msg({
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7eef18dfc..17354cdb0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -639,7 +639,7 @@ class Telegram(RPC):
             f"*Max open Trades:* `{val['max_open_trades']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
             f"{sl_info}"
-            f"*Ticker Interval:* `{val['ticker_interval']}`\n"
+            f"*Timeframe:* `{val['timeframe']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"
             f"*Current state:* `{val['state']}`"
         )
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 7b7824310..4950c4ea7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -66,6 +66,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'max_rate': ANY,
         'strategy': ANY,
         'ticker_interval': ANY,
+        'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
@@ -120,6 +121,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'max_rate': ANY,
         'strategy': ANY,
         'ticker_interval': ANY,
+        'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c7f937b0c..bccd12e18 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -544,6 +544,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
                         'ticker_interval': 5,
+                        'timeframe': 5,
                         'exchange': 'bittrex',
                         }]
 
@@ -659,6 +660,7 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'sell_order_status': None,
                        'strategy': None,
                        'ticker_interval': None,
+                       'timeframe': None,
                        'exchange': 'bittrex',
                        }
 

From 950f358982b881d0f8f7b5d4e665506380fe8f90 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:47:27 +0200
Subject: [PATCH 495/783] Replace occurances in test files

---
 tests/commands/test_build_config.py           |  4 +-
 tests/config_test_comments.json               |  2 +-
 tests/data/test_dataprovider.py               | 40 +++++++++----------
 tests/data/test_history.py                    |  6 +--
 tests/optimize/test_hyperopt.py               |  4 +-
 tests/strategy/test_interface.py              | 12 +++---
 tests/strategy/test_strategy.py               |  8 ++--
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   |  2 +-
 tests/test_freqtradebot.py                    |  2 +-
 tests/test_main.py                            | 12 +++---
 tests/test_persistence.py                     |  2 +
 tests/test_plotting.py                        |  2 +-
 tests/testdata/backtest-result_test copy.json |  7 ++++
 14 files changed, 57 insertions(+), 48 deletions(-)
 create mode 100644 tests/testdata/backtest-result_test copy.json

diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index d4ebe1de2..69b277e3b 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange):
         'stake_currency': 'USDT',
         'stake_amount': 100,
         'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
+        'timeframe': '15m',
         'dry_run': True,
         'exchange_name': exchange,
         'exchange_key': 'sampleKey',
@@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange):
     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'
+    assert result['timeframe'] == '15m'
 
 
 def test_start_new_config_exists(mocker, caplog):
diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json
index 8f41b08fa..b224d7602 100644
--- a/tests/config_test_comments.json
+++ b/tests/config_test_comments.json
@@ -9,7 +9,7 @@
     "fiat_display_currency": "USD",             // C++-style comment
     "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
     "dry_run": false,
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "trailing_stop": false,
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index c2d6e82f1..718060c5e 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -12,7 +12,7 @@ from tests.conftest import get_patched_exchange
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    timeframe = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
     exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
     exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
@@ -53,47 +53,47 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
 
 def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_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 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 ohlcv_history
-    assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
-    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
         .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
-    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
     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)
     assert dp.runmode == RunMode.BACKTEST
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
-    # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
+    # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
 
 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)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
+    timeframe = default_conf["timeframe"]
+    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
-    assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
+    assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):
@@ -101,8 +101,8 @@ def test_refresh(mocker, default_conf, ohlcv_history):
     mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
-    ticker_interval = default_conf["ticker_interval"]
-    pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
+    timeframe = default_conf["timeframe"]
+    pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
 
     pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 6fd4d9569..c52163bbc 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -354,7 +354,7 @@ def test_init(default_conf, mocker) -> None:
     assert {} == load_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval']
+        timeframe=default_conf['timeframe']
     )
 
 
@@ -363,13 +363,13 @@ def test_init_with_refresh(default_conf, mocker) -> None:
     refresh_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval'],
+        timeframe=default_conf['timeframe'],
         exchange=exchange
     )
     assert {} == load_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval']
+        timeframe=default_conf['timeframe']
     )
 
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f5b3b8909..4f5b3983a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
         '--config', 'config.json',
         '--hyperopt', 'DefaultHyperOpt',
         '--datadir', '/foo/bar',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', ':100',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -137,7 +137,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
 
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'timeframe' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using timeframe: 1m ...',
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'position_stacking' in config
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index e5539099b..59b4d5902 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -54,12 +54,12 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
                                                   DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
                                                   [])
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
 
@@ -70,7 +70,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
         _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
@@ -83,7 +83,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Empty dataframe for pair xyz', caplog)
 
@@ -104,7 +104,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
         return_value=mocked_history
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
@@ -124,7 +124,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
         _STRATEGY, 'assert_df',
         side_effect=StrategyError('Dataframe returned...')
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
                    caplog)
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 13ca68bf0..5cb59cad0 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -106,7 +106,7 @@ def test_strategy(result, default_conf):
     assert default_conf['stoploss'] == -0.10
 
     assert strategy.ticker_interval == '5m'
-    assert default_conf['ticker_interval'] == '5m'
+    assert default_conf['timeframe'] == '5m'
 
     df_indicators = strategy.advise_indicators(result, metadata=metadata)
     assert 'adx' in df_indicators
@@ -176,19 +176,19 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
                    caplog)
 
 
-def test_strategy_override_ticker_interval(caplog, default_conf):
+def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ticker_interval': 60,
+        'timeframe': 60,
         'stake_currency': 'ETH'
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
     assert strategy.ticker_interval == 60
     assert strategy.stake_currency == 'ETH'
-    assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
+    assert log_has("Override strategy 'timeframe' with value in config file: 60.",
                    caplog)
 
 
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 0052a61d0..457683598 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -131,7 +131,7 @@ def test_parse_args_backtesting_custom() -> None:
     assert call_args["verbosity"] == 0
     assert call_args["command"] == 'backtesting'
     assert call_args["func"] is not None
-    assert call_args["ticker_interval"] == '1m'
+    assert call_args["timeframe"] == '1m'
     assert type(call_args["strategy_list"]) is list
     assert len(call_args["strategy_list"]) == 2
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index edcbe4516..05074c258 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
     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, ')
+            '"timeframe": "5m", "dry_run": true, ')
 
 
 def test__args_to_config(caplog):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5e951b585..442917bb6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -924,7 +924,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert refresh_mock.call_count == 1
     assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
     assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
-    assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
+    assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
 @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
diff --git a/tests/test_main.py b/tests/test_main.py
index 11d0ede3a..5700df1ae 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -35,12 +35,12 @@ def test_parse_args_backtesting(mocker) -> None:
         main(['backtesting'])
     assert backtesting_mock.call_count == 1
     call_args = backtesting_mock.call_args[0][0]
-    assert call_args["config"] == ['config.json']
-    assert call_args["verbosity"] == 0
-    assert call_args["command"] == 'backtesting'
-    assert call_args["func"] is not None
-    assert callable(call_args["func"])
-    assert call_args["ticker_interval"] is None
+    assert call_args['config'] == ['config.json']
+    assert call_args['verbosity'] == 0
+    assert call_args['command'] == 'backtesting'
+    assert call_args['func'] is not None
+    assert callable(call_args['func'])
+    assert call_args['timeframe'] is None
 
 
 def test_main_start_hyperopt(mocker) -> None:
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 3b1041fd8..c15936cf6 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -772,6 +772,7 @@ def test_to_json(default_conf, fee):
                       'max_rate': None,
                       'strategy': None,
                       'ticker_interval': None,
+                      'timeframe': None,
                       'exchange': 'bittrex',
                       }
 
@@ -829,6 +830,7 @@ def test_to_json(default_conf, fee):
                       'sell_order_status': None,
                       'strategy': None,
                       'ticker_interval': None,
+                      'timeframe': None,
                       'exchange': 'bittrex',
                       }
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 5bb113784..af872d0c1 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -47,7 +47,7 @@ def generate_empty_figure():
 def test_init_plotscript(default_conf, mocker, testdatadir):
     default_conf['timerange'] = "20180110-20180112"
     default_conf['trade_source'] = "file"
-    default_conf['ticker_interval'] = "5m"
+    default_conf['timeframe'] = "5m"
     default_conf["datadir"] = testdatadir
     default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     ret = init_plotscript(default_conf)
diff --git a/tests/testdata/backtest-result_test copy.json b/tests/testdata/backtest-result_test copy.json
new file mode 100644
index 000000000..0395830d4
--- /dev/null
+++ b/tests/testdata/backtest-result_test copy.json	
@@ -0,0 +1,7 @@
+{
+    "ASDF": {,
+        "trades": [],
+        "metrics":[],
+    }
+}
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0,1516423800.0,1516461300.0,2878,625,0.00270505,0.002718609147869674,false,"roi"],["XMR/BTC",-0.0,1516423800.0,1516431600.0,2878,130,0.03000002,0.030150396040100245,false,"roi"],["ADA/BTC",-0.0,1516438800.0,1516441200.0,2928,40,5.46e-05,5.4873684210526304e-05,false,"roi"],["XMR/BTC",-0.10448878,1516472700.0,1516852200.0,3041,6325,0.03082222,0.027739998000000002,false,"stop_loss"],["ETH/BTC",-0.0,1516487100.0,1516490100.0,3089,50,0.08969999,0.09014961401002504,false,"roi"],["LTC/BTC",0.0,1516503000.0,1516545000.0,3142,700,0.01632501,0.01640683962406015,false,"roi"],["DASH/BTC",-0.0,1516530000.0,1516532400.0,3232,40,0.070538,0.07089157393483708,false,"roi"],["ADA/BTC",-0.0,1516549800.0,1516560300.0,3298,175,5.301e-05,5.3275714285714276e-05,false,"roi"],["XLM/BTC",0.0,1516551600.0,1516554000.0,3304,40,3.955e-05,3.9748245614035085e-05,false,"roi"],["ETC/BTC",0.00997506,1516569300.0,1516571100.0,3363,30,0.00258505,0.002623922932330827,false,"roi"],["XLM/BTC",-0.0,1516569300.0,1516571700.0,3363,40,3.903e-05,3.922563909774435e-05,false,"roi"],["ADA/BTC",-0.0,1516581300.0,1516617300.0,3403,600,5.236e-05,5.262245614035087e-05,false,"roi"],["TRX/BTC",0.0,1516584600.0,1516587000.0,3414,40,9.028e-05,9.073253132832079e-05,false,"roi"],["ETC/BTC",-0.0,1516623900.0,1516631700.0,3545,130,0.002687,0.002700468671679198,false,"roi"],["XLM/BTC",-0.0,1516626900.0,1516629300.0,3555,40,4.168e-05,4.1888922305764405e-05,false,"roi"],["TRX/BTC",0.00997506,1516629600.0,1516631400.0,3564,30,8.821e-05,8.953646616541353e-05,false,"roi"],["ADA/BTC",-0.0,1516636500.0,1516639200.0,3587,45,5.172e-05,5.1979248120300745e-05,false,"roi"],["NXT/BTC",0.01995012,1516637100.0,1516638300.0,3589,20,3.026e-05,3.101839598997494e-05,false,"roi"],["DASH/BTC",0.0,1516650600.0,1516666200.0,3634,260,0.07064,0.07099408521303258,false,"roi"],["LTC/BTC",0.0,1516656300.0,1516658700.0,3653,40,0.01644483,0.01652726022556391,false,"roi"],["XLM/BTC",0.00997506,1516665900.0,1516667700.0,3685,30,4.331e-05,4.3961278195488714e-05,false,"roi"],["NXT/BTC",0.01995012,1516672200.0,1516673700.0,3706,25,3.2e-05,3.2802005012531326e-05,false,"roi"],["ETH/BTC",0.0,1516681500.0,1516684500.0,3737,50,0.09167706,0.09213659413533835,false,"roi"],["DASH/BTC",0.0,1516692900.0,1516698000.0,3775,85,0.0692498,0.06959691679197995,false,"roi"],["NXT/BTC",0.0,1516704600.0,1516712700.0,3814,135,3.182e-05,3.197949874686716e-05,false,"roi"],["ZEC/BTC",-0.0,1516705500.0,1516723500.0,3817,300,0.04088,0.04108491228070175,false,"roi"],["ADA/BTC",-0.0,1516719300.0,1516721700.0,3863,40,5.15e-05,5.175814536340851e-05,false,"roi"],["ETH/BTC",0.0,1516725300.0,1516752300.0,3883,450,0.09071698,0.09117170170426064,false,"roi"],["NXT/BTC",-0.0,1516728300.0,1516733100.0,3893,80,3.128e-05,3.1436791979949865e-05,false,"roi"],["TRX/BTC",-0.0,1516738500.0,1516744800.0,3927,105,9.555e-05,9.602894736842104e-05,false,"roi"],["ZEC/BTC",-0.0,1516746600.0,1516749000.0,3954,40,0.04080001,0.041004521328320796,false,"roi"],["ADA/BTC",-0.0,1516751400.0,1516764900.0,3970,225,5.163e-05,5.1888796992481196e-05,false,"roi"],["ZEC/BTC",0.0,1516753200.0,1516758600.0,3976,90,0.04040781,0.04061035541353383,false,"roi"],["ADA/BTC",-0.0,1516776300.0,1516778700.0,4053,40,5.132e-05,5.157724310776942e-05,false,"roi"],["ADA/BTC",0.03990025,1516803300.0,1516803900.0,4143,10,5.198e-05,5.432496240601503e-05,false,"roi"],["NXT/BTC",-0.0,1516805400.0,1516811700.0,4150,105,3.054e-05,3.069308270676692e-05,false,"roi"],["TRX/BTC",0.0,1516806600.0,1516810500.0,4154,65,9.263e-05,9.309431077694235e-05,false,"roi"],["ADA/BTC",-0.0,1516833600.0,1516836300.0,4244,45,5.514e-05,5.5416390977443596e-05,false,"roi"],["XLM/BTC",0.0,1516841400.0,1516843800.0,4270,40,4.921e-05,4.9456666666666664e-05,false,"roi"],["ETC/BTC",0.0,1516868100.0,1516882500.0,4359,240,0.0026,0.002613032581453634,false,"roi"],["XMR/BTC",-0.0,1516875900.0,1516896900.0,4385,350,0.02799871,0.028139054411027563,false,"roi"],["ZEC/BTC",-0.0,1516878000.0,1516880700.0,4392,45,0.04078902,0.0409934762406015,false,"roi"],["NXT/BTC",-0.0,1516885500.0,1516887900.0,4417,40,2.89e-05,2.904486215538847e-05,false,"roi"],["ZEC/BTC",-0.0,1516886400.0,1516889100.0,4420,45,0.041103,0.041309030075187964,false,"roi"],["XLM/BTC",0.00997506,1516895100.0,1516896900.0,4449,30,5.428e-05,5.5096240601503756e-05,false,"roi"],["XLM/BTC",-0.0,1516902300.0,1516922100.0,4473,330,5.414e-05,5.441137844611528e-05,false,"roi"],["ZEC/BTC",-0.0,1516914900.0,1516917300.0,4515,40,0.04140777,0.0416153277443609,false,"roi"],["ETC/BTC",0.0,1516932300.0,1516934700.0,4573,40,0.00254309,0.002555837318295739,false,"roi"],["ADA/BTC",-0.0,1516935300.0,1516979400.0,4583,735,5.607e-05,5.6351052631578935e-05,false,"roi"],["ETC/BTC",0.0,1516947000.0,1516958700.0,4622,195,0.00253806,0.0025507821052631577,false,"roi"],["ZEC/BTC",-0.0,1516951500.0,1516960500.0,4637,150,0.0415,0.04170802005012531,false,"roi"],["XLM/BTC",0.00997506,1516960500.0,1516962300.0,4667,30,5.321e-05,5.401015037593984e-05,false,"roi"],["XMR/BTC",-0.0,1516982700.0,1516985100.0,4741,40,0.02772046,0.02785940967418546,false,"roi"],["ETH/BTC",0.0,1517009700.0,1517012100.0,4831,40,0.09461341,0.09508766268170425,false,"roi"],["XLM/BTC",-0.0,1517013300.0,1517016600.0,4843,55,5.615e-05,5.643145363408521e-05,false,"roi"],["ADA/BTC",-0.07877175,1517013900.0,1517287500.0,4845,4560,5.556e-05,5.144e-05,true,"force_sell"],["DASH/BTC",-0.0,1517020200.0,1517052300.0,4866,535,0.06900001,0.06934587471177944,false,"roi"],["ETH/BTC",-0.0,1517034300.0,1517036700.0,4913,40,0.09449985,0.09497353345864659,false,"roi"],["ZEC/BTC",-0.04815133,1517046000.0,1517287200.0,4952,4020,0.0410697,0.03928809,true,"force_sell"],["XMR/BTC",-0.0,1517053500.0,1517056200.0,4977,45,0.0285,0.02864285714285714,false,"roi"],["XMR/BTC",-0.0,1517056500.0,1517066700.0,4987,170,0.02866372,0.02880739779448621,false,"roi"],["ETH/BTC",-0.0,1517068200.0,1517071800.0,5026,60,0.095381,0.09585910025062655,false,"roi"],["DASH/BTC",-0.0,1517072700.0,1517075100.0,5041,40,0.06759092,0.06792972160401002,false,"roi"],["ETC/BTC",-0.0,1517096400.0,1517101500.0,5120,85,0.00258501,0.002597967443609022,false,"roi"],["DASH/BTC",-0.0,1517106300.0,1517127000.0,5153,345,0.06698502,0.0673207845112782,false,"roi"],["DASH/BTC",-0.0,1517135100.0,1517157000.0,5249,365,0.0677177,0.06805713709273183,false,"roi"],["XLM/BTC",0.0,1517171700.0,1517175300.0,5371,60,5.215e-05,5.2411403508771925e-05,false,"roi"],["ETC/BTC",0.00997506,1517176800.0,1517178600.0,5388,30,0.00273809,0.002779264285714285,false,"roi"],["ETC/BTC",0.00997506,1517184000.0,1517185800.0,5412,30,0.00274632,0.002787618045112782,false,"roi"],["LTC/BTC",0.0,1517192100.0,1517194800.0,5439,45,0.01622478,0.016306107218045113,false,"roi"],["DASH/BTC",-0.0,1517195100.0,1517197500.0,5449,40,0.069,0.06934586466165413,false,"roi"],["TRX/BTC",-0.0,1517203200.0,1517208900.0,5476,95,8.755e-05,8.798884711779448e-05,false,"roi"],["DASH/BTC",-0.0,1517209200.0,1517253900.0,5496,745,0.06825763,0.06859977350877192,false,"roi"],["DASH/BTC",-0.0,1517255100.0,1517257500.0,5649,40,0.06713892,0.06747545593984962,false,"roi"],["TRX/BTC",-0.0199116,1517268600.0,1517287500.0,5694,315,8.934e-05,8.8e-05,true,"force_sell"]]

From 18913db99267a699a89b9fdddc6509980cff6775 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:47:36 +0200
Subject: [PATCH 496/783] Replace ticker_interval with timeframe in sample
 configs

---
 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 d37a6b336..545fcf1d4 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",
+    "timeframe": "5m",
     "dry_run": false,
     "cancel_open_orders_on_exit": false,
     "trailing_stop": false,
diff --git a/config_binance.json.example b/config_binance.json.example
index 5d7b6b656..98dada647 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",
+    "timeframe": "5m",
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "trailing_stop": false,
diff --git a/config_full.json.example b/config_full.json.example
index 481742817..66b0d6a0d 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -9,7 +9,7 @@
     "last_stake_amount_min_ratio": 0.5,
     "dry_run": false,
     "cancel_open_orders_on_exit": false,
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "trailing_stop": false,
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 54fbf4a00..602e2ccf3 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",
+    "timeframe": "5m",
     "dry_run": true,
     "cancel_open_orders_on_exit": false,
     "trailing_stop": false,

From cadc50ce9b7dbedf50478cbd9431e5bdffa4ac8c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:49:40 +0200
Subject: [PATCH 497/783] Replace more occurances of ticker_interval with
 timeframe

---
 freqtrade/commands/pairlist_commands.py  | 2 +-
 freqtrade/data/converter.py              | 4 ++--
 freqtrade/data/dataprovider.py           | 4 ++--
 freqtrade/freqtradebot.py                | 6 +++---
 freqtrade/optimize/backtesting.py        | 6 +++---
 freqtrade/optimize/hyperopt_interface.py | 8 +++++---
 freqtrade/pairlist/pairlistmanager.py    | 4 ++--
 freqtrade/plot/plotting.py               | 6 +++---
 freqtrade/resolvers/hyperopt_resolver.py | 5 +++--
 freqtrade/resolvers/strategy_resolver.py | 2 +-
 freqtrade/strategy/interface.py          | 2 +-
 freqtrade/templates/base_strategy.py.j2  | 4 ++--
 tests/strategy/test_strategy.py          | 2 +-
 13 files changed, 29 insertions(+), 26 deletions(-)

diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index bf0b217a5..dffe0c82e 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -25,7 +25,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr
-        # Do not use ticker_interval set in the config
+        # Do not use timeframe set in the config
         pairlists = PairListManager(exchange, config)
         pairlists.refresh_pairlist()
         results[curr] = pairlists.whitelist
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 0ef7955a4..cfc7bc903 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     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')])
+    timeframes = config.get('timeframes', [config.get('timeframe')])
     logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
 
     if 'pairs' not in config:
         config['pairs'] = []
-        # Check timeframes or fall back to ticker_interval.
+        # Check timeframes or fall back to timeframe.
         for timeframe in timeframes:
             config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
                                                        timeframe))
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index a01344364..058ca42da 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -55,7 +55,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -67,7 +67,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['timeframe'],
                                  datadir=self._config['datadir']
                                  )
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d4afa1d60..627971c31 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -547,7 +547,7 @@ class FreqtradeBot:
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
+            ticker_interval=timeframe_to_minutes(self.config['timeframe'])
         )
 
         # Update fees if order is closed
@@ -780,7 +780,7 @@ class FreqtradeBot:
             self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
-                                    timeframe_to_next_date(self.config['ticker_interval']))
+                                    timeframe_to_next_date(self.config['timeframe']))
             self._notify_sell(trade, "stoploss")
             return True
 
@@ -1090,7 +1090,7 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
 
         self._notify_sell(trade, order_type)
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3bf211d99..9a48338f1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -94,10 +94,10 @@ class Backtesting:
             self.strategylist.append(StrategyResolver.load_strategy(self.config))
             validate_config_consistency(self.config)
 
-        if "ticker_interval" not in self.config:
+        if "timeframe" not in self.config:
             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'))
+                                       "configuration or as cli argument `--timeframe 5m`")
+        self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
         # Get maximum required startup period
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index b3cedef2c..20209d8a9 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -37,7 +37,8 @@ class IHyperOpt(ABC):
         self.config = config
 
         # Assign ticker_interval to be used in hyperopt
-        IHyperOpt.ticker_interval = str(config['ticker_interval'])
+        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECTED
+        IHyperOpt.timeframe = str(config['timeframe'])
 
     @staticmethod
     def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -218,9 +219,10 @@ class IHyperOpt(ABC):
     # Why do I still need such shamanic mantras in modern python?
     def __getstate__(self):
         state = self.__dict__.copy()
-        state['ticker_interval'] = self.ticker_interval
+        state['timeframe'] = self.timeframe
         return state
 
     def __setstate__(self, state):
         self.__dict__.update(state)
-        IHyperOpt.ticker_interval = state['ticker_interval']
+        IHyperOpt.ticker_interval = state['timeframe']
+        IHyperOpt.timeframe = state['timeframe']
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index f532f2cd0..81e52768e 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -131,6 +131,6 @@ class PairListManager():
 
     def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
         """
-        Create list of pair tuples with (pair, ticker_interval)
+        Create list of pair tuples with (pair, timeframe)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
+        return [(pair, timeframe or self._config['timeframe']) for pair in pairs]
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f1d114e2b..f9e526967 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -45,7 +45,7 @@ def init_plotscript(config):
     data = load_data(
         datadir=config.get("datadir"),
         pairs=pairs,
-        timeframe=config.get('ticker_interval', '5m'),
+        timeframe=config.get('timeframe', '5m'),
         timerange=timerange,
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
@@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
             plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
         )
 
-        store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
+        store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
                         directory=config['user_data_dir'] / "plot")
 
     logger.info('End of plotting process. %s plots generated', pair_counter)
@@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
-                                trades, config.get('ticker_interval', '5m'))
+                                trades, config.get('timeframe', '5m'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / "plot", auto_open=True)
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index ddf461252..633363134 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
                                                         config, kwargs={},
                                                         extra_dir=config.get('hyperopt_path'))
 
-        # Assign ticker_interval to be used in hyperopt
-        hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
+        # Assign timeframe to be used in hyperopt
+        hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
+        hyperoptloss.__class__.timeframe = str(config['timeframe'])
 
         if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index abd6a4195..99cf2d785 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -54,7 +54,7 @@ class StrategyResolver(IResolver):
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
         attributes = [("minimal_roi",                     {"0": 10.0}, None),
-                      ("ticker_interval",                 None,        None),
+                      ("timeframe",                       None,        None),
                       ("stoploss",                        None,        None),
                       ("trailing_stop",                   None,        None),
                       ("trailing_stop_positive",          None,        None),
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ed2344a53..17c4aa5ca 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -62,7 +62,7 @@ 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 timeframe (ticker interval) to use with the strategy
+        timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
     """
     # Strategy interface version
     # Default to version 2
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index c37164568..ce2c6d5c0 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    # Optimal timeframe for the strategy.
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 5cb59cad0..59ce8c5b8 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -186,7 +186,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert strategy.ticker_interval == 60
+    assert strategy.timeframe == 60
     assert strategy.stake_currency == 'ETH'
     assert log_has("Override strategy 'timeframe' with value in config file: 60.",
                    caplog)

From 388573800c673e1fe383fd83938c85c06fa49db2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 20:52:33 +0200
Subject: [PATCH 498/783] Update configuration messages

---
 freqtrade/configuration/configuration.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 7edd9bca1..139e42084 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -204,9 +204,9 @@ class Configuration:
     def _process_optimize_options(self, config: Dict[str, Any]) -> None:
 
         # This will override the strategy configuration
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Parameter -i/--ticker-interval detected ... '
-                             'Using ticker_interval: {} ...')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Parameter -i/--timeframe detected ... '
+                             'Using timeframe: {} ...')
 
         self._args_to_config(config, argname='position_stacking',
                              logstring='Parameter --enable-position-stacking detected ...')
@@ -242,8 +242,8 @@ class Configuration:
         self._args_to_config(config, argname='strategy_list',
                              logstring='Using strategy list of {} strategies', logfun=len)
 
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Overriding ticker interval with Command line argument')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Overriding timeframe with Command line argument')
 
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')

From 947903a4acac05fbda301e0dc90040488a772b28 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 09:36:04 +0200
Subject: [PATCH 499/783] Use timeframe from within strategy

---
 freqtrade/edge/edge_positioning.py        |  4 ++--
 freqtrade/freqtradebot.py                 |  8 ++++----
 tests/edge/test_edge.py                   | 10 +++++-----
 tests/strategy/strats/default_strategy.py |  2 +-
 tests/strategy/test_default_strategy.py   |  1 +
 tests/strategy/test_strategy.py           |  1 +
 tests/test_configuration.py               | 12 ++++++------
 7 files changed, 20 insertions(+), 18 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index c19d4552a..dd4ea35bb 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -100,14 +100,14 @@ class Edge:
                 datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
-                timeframe=self.strategy.ticker_interval,
+                timeframe=self.strategy.timeframe,
                 timerange=self._timerange,
             )
 
         data = load_data(
             datadir=self.config['datadir'],
             pairs=pairs,
-            timeframe=self.strategy.ticker_interval,
+            timeframe=self.strategy.timeframe,
             timerange=self._timerange,
             startup_candles=self.strategy.startup_candle_count,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 627971c31..c52fe18d1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -421,8 +421,8 @@ class FreqtradeBot:
 
         # 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))
+            pair, self.strategy.timeframe,
+            self.dataprovider.ohlcv(pair, self.strategy.timeframe))
 
         if buy and not sell:
             stake_amount = self.get_trade_stake_amount(pair)
@@ -696,8 +696,8 @@ class FreqtradeBot:
         if (config_ask_strategy.get('use_sell_signal', True) or
                 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))
+                trade.pair, self.strategy.timeframe,
+                self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
 
         if config_ask_strategy.get('use_order_book', False):
             # logger.debug('Order book %s',orderBook)
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 163ceff4b..cf9cb6fe1 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -27,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 ####################################################################
 
 tests_start_time = arrow.get(2018, 10, 3)
-ticker_interval_in_minute = 60
+timeframe_in_minute = 60
 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
 
 # Helpers for this test file
@@ -49,7 +49,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
             'date': tests_start_time.shift(
                 minutes=(
                     ohlc[0] *
-                    ticker_interval_in_minute)).timestamp *
+                    timeframe_in_minute)).timestamp *
             1000,
             'buy': ohlc[1],
             'open': ohlc[2],
@@ -70,7 +70,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
 
 def _time_on_candle(number):
     return np.datetime64(tests_start_time.shift(
-        minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
+        minutes=(number * timeframe_in_minute)).timestamp * 1000, 'ms')
 
 
 # End helper functions
@@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
 
     NEOBTC = [
         [
-            tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            tests_start_time.shift(minutes=(x * timeframe_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 = [
         [
-            tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            tests_start_time.shift(minutes=(x * timeframe_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,
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 7ea55d3f9..98842ff7c 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy):
     stoploss = -0.10
 
     # Optimal ticker interval for the strategy
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # Optional order type mapping
     order_types = {
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 0b8ea9f85..315f80440 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -19,6 +19,7 @@ def test_default_strategy(result):
     assert type(strategy.minimal_roi) is dict
     assert type(strategy.stoploss) is float
     assert type(strategy.ticker_interval) is str
+    assert type(strategy.timeframe) is str
     indicators = strategy.populate_indicators(result, metadata)
     assert type(indicators) is DataFrame
     assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 59ce8c5b8..1bb45f28c 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -105,6 +105,7 @@ def test_strategy(result, default_conf):
     assert strategy.stoploss == -0.10
     assert default_conf['stoploss'] == -0.10
 
+    assert strategy.timeframe == '5m'
     assert strategy.ticker_interval == '5m'
     assert default_conf['timeframe'] == '5m'
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 05074c258..8e79f4297 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -401,8 +401,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'datadir' in config
     assert 'user_data_dir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
-    assert not log_has('Parameter -i/--ticker-interval detected ...', caplog)
+    assert 'timeframe' in config
+    assert not log_has('Parameter -i/--timeframe detected ...', caplog)
 
     assert 'position_stacking' not in config
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@@ -448,8 +448,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog)
     assert 'user_data_dir' in config
 
-    assert 'ticker_interval' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+    assert 'timeframe' in config
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'position_stacking' in config
@@ -494,8 +494,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
-    assert 'ticker_interval' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+    assert 'timeframe' in config
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'strategy_list' in config

From 3e895ae74aa3d754a0d8a2bc477c1c6da50b7baa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 09:41:42 +0200
Subject: [PATCH 500/783] Some more replacements of ticker_interval

---
 freqtrade/optimize/hyperopt_loss_interface.py | 1 +
 freqtrade/persistence.py                      | 1 +
 tests/data/test_dataprovider.py               | 2 +-
 tests/test_configuration.py                   | 2 +-
 4 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index 879a9f0e9..c2607a9a8 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -15,6 +15,7 @@ class IHyperOptLoss(ABC):
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
     ticker_interval: str
+    timeframe: str
 
     @staticmethod
     @abstractmethod
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 111ccfe2a..363ce35ad 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -288,6 +288,7 @@ class Trade(_DECL_BASE):
             'max_rate': self.max_rate,
             'strategy': self.strategy,
             'ticker_interval': self.ticker_interval,
+            'timeframe': self.ticker_interval,
             'open_order_id': self.open_order_id,
             'exchange': self.exchange,
         }
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 718060c5e..def3ad535 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -104,7 +104,7 @@ def test_refresh(mocker, default_conf, ohlcv_history):
     timeframe = default_conf["timeframe"]
     pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
 
-    pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
+    pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")]
 
     dp = DataProvider(default_conf, exchange)
     dp.refresh(pairs)
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 8e79f4297..1ed97f728 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
     assert isinstance(x, str)
     assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
             '"stake_amount": .001, "fiat_display_currency": "USD", '
-            '"timeframe": "5m", "dry_run": true, ')
+            '"timeframe": "5m", "dry_run": true, "cance')
 
 
 def test__args_to_config(caplog):

From 09fe3c6f5e1f9f0a42882782e3caac6607e34600 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 09:50:56 +0200
Subject: [PATCH 501/783] create compatibility code

---
 freqtrade/configuration/deprecated_settings.py |  6 ++++++
 freqtrade/constants.py                         |  1 -
 freqtrade/resolvers/strategy_resolver.py       | 11 +++++++++++
 freqtrade/strategy/interface.py                |  4 ++--
 tests/strategy/test_default_strategy.py        |  1 -
 5 files changed, 19 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 3999ea422..2d5dba9ca 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -67,3 +67,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             "'tradable_balance_ratio' and remove 'capital_available_percentage' "
             "from the edge configuration."
         )
+    if 'ticker_interval' in config:
+        logger.warning(
+            "DEPRECATED: "
+            "Please use 'timeframe' instead of 'ticker_interval."
+        )
+        config['timeframe'] = config['ticker_interval']
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 511c2993d..3afb4b0f1 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -71,7 +71,6 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
-        'ticker_interval': {'type': 'string'},
         'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 99cf2d785..26bce01ca 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -50,6 +50,14 @@ class StrategyResolver(IResolver):
         if 'ask_strategy' not in config:
             config['ask_strategy'] = {}
 
+        if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
+            # Assign ticker_interval to timeframe to keep compatibility
+            if 'timeframe' not in config:
+                logger.warning(
+                    "DEPRECATED: Please migrate to using timeframe instead of ticker_interval."
+                    )
+                strategy.timeframe = strategy.ticker_interval
+
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
@@ -80,6 +88,9 @@ class StrategyResolver(IResolver):
                 StrategyResolver._override_attribute_helper(strategy, config,
                                                             attribute, default)
 
+        # Assign deprecated variable - to not break users code relying on this.
+        strategy.ticker_interval = strategy.timeframe
+
         # Loop this list again to have output combined
         for attribute, _, subkey in attributes:
             if subkey and attribute in config[subkey]:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 17c4aa5ca..7bf750249 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -85,8 +85,8 @@ class IStrategy(ABC):
     trailing_stop_positive_offset: float = 0.0
     trailing_only_offset_is_reached = False
 
-    # associated ticker interval
-    ticker_interval: str
+    # associated timeframe
+    timeframe: str
 
     # Optional order types
     order_types: Dict = {
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 315f80440..df7e35197 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -18,7 +18,6 @@ def test_default_strategy(result):
     metadata = {'pair': 'ETH/BTC'}
     assert type(strategy.minimal_roi) is dict
     assert type(strategy.stoploss) is float
-    assert type(strategy.ticker_interval) is str
     assert type(strategy.timeframe) is str
     indicators = strategy.populate_indicators(result, metadata)
     assert type(indicators) is DataFrame

From af0f29e6b7b6647ce8e651d35b4a558fee09b578 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:02:24 +0200
Subject: [PATCH 502/783] Update persistence to use timeframe

---
 docs/sql_cheatsheet.md    |  2 +-
 freqtrade/freqtradebot.py |  2 +-
 freqtrade/persistence.py  | 19 ++++++++++++-------
 tests/test_persistence.py |  7 ++++---
 4 files changed, 18 insertions(+), 12 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 895a0536a..b261904d7 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -70,7 +70,7 @@ CREATE TABLE trades
     min_rate FLOAT,
     sell_reason VARCHAR,
     strategy VARCHAR,
-    ticker_interval INTEGER,
+    timeframe INTEGER,
     PRIMARY KEY (id),
     CHECK (is_open IN (0, 1))
 );
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c52fe18d1..a8483051e 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -547,7 +547,7 @@ class FreqtradeBot:
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            ticker_interval=timeframe_to_minutes(self.config['timeframe'])
+            timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
 
         # Update fees if order is closed
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 363ce35ad..f0b97be1e 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, 'sell_order_status'):
+    if not has_column(cols, 'timeframe'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -107,7 +107,12 @@ def check_migrate(engine) -> None:
         min_rate = get_column_def(cols, 'min_rate', 'null')
         sell_reason = get_column_def(cols, 'sell_reason', 'null')
         strategy = get_column_def(cols, 'strategy', 'null')
-        ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
+        # If ticker-interval existed use that, else null.
+        if has_column(cols, 'ticker_interval'):
+            timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
+        else:
+            timeframe = get_column_def(cols, 'timeframe', 'null')
+
         open_trade_price = get_column_def(cols, 'open_trade_price',
                                           f'amount * open_rate * (1 + {fee_open})')
         close_profit_abs = get_column_def(
@@ -133,7 +138,7 @@ 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, sell_order_status, strategy,
-                ticker_interval, open_trade_price, close_profit_abs
+                timeframe, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
                 case
@@ -155,7 +160,7 @@ 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,
                 {sell_order_status} sell_order_status,
-                {strategy} strategy, {ticker_interval} ticker_interval,
+                {strategy} strategy, {timeframe} timeframe,
                 {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
              """)
@@ -232,7 +237,7 @@ class Trade(_DECL_BASE):
     sell_reason = Column(String, nullable=True)
     sell_order_status = Column(String, nullable=True)
     strategy = Column(String, nullable=True)
-    ticker_interval = Column(Integer, nullable=True)
+    timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
@@ -287,8 +292,8 @@ class Trade(_DECL_BASE):
             'min_rate': self.min_rate,
             'max_rate': self.max_rate,
             'strategy': self.strategy,
-            'ticker_interval': self.ticker_interval,
-            'timeframe': self.ticker_interval,
+            'ticker_interval': self.timeframe,
+            'timeframe': self.timeframe,
             'open_order_id': self.open_order_id,
             'exchange': self.exchange,
         }
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index c15936cf6..bc5b315a1 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -469,6 +469,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.fee_open_currency is None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
+    assert trade.timeframe is None
 
     trade = Trade.query.filter(Trade.id == 2).first()
     assert trade.close_rate is not None
@@ -512,11 +513,11 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
                                 );"""
     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
                           open_rate, stake_amount, amount, open_date,
-                          stop_loss, initial_stop_loss, max_rate)
+                          stop_loss, initial_stop_loss, max_rate, ticker_interval)
                           VALUES ('binance', 'ETC/BTC', 1, {fee},
                           0.00258580, {stake}, {amount},
                           '2019-11-28 12:44:24.000000',
-                          0.0, 0.0, 0.0)
+                          0.0, 0.0, 0.0, '5m')
                           """.format(fee=fee.return_value,
                                      stake=default_conf.get("stake_amount"),
                                      amount=amount
@@ -554,7 +555,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.initial_stop_loss == 0.0
     assert trade.sell_reason is None
     assert trade.strategy is None
-    assert trade.ticker_interval is None
+    assert trade.timeframe == '5m'
     assert trade.stoploss_order_id is None
     assert trade.stoploss_last_update is None
     assert log_has("trying trades_bak1", caplog)

From f9bb1a7f22ee086042e37d563ee67d90a12577a1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:02:55 +0200
Subject: [PATCH 503/783] Update more occurances of ticker_interval

---
 freqtrade/data/btanalysis.py                  | 4 ++--
 freqtrade/optimize/hyperopt_loss_interface.py | 1 -
 freqtrade/templates/sample_strategy.py        | 2 +-
 tests/optimize/test_backtesting.py            | 4 ++--
 tests/optimize/test_hyperopt.py               | 3 ++-
 tests/strategy/test_default_strategy.py       | 2 +-
 6 files changed, 8 insertions(+), 8 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index f98135c27..5948d933c 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                "open_rate", "close_rate", "amount", "duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
-               "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
+               "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
@@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.min_rate,
                             t.id, t.exchange,
                             t.stop_loss, t.initial_stop_loss,
-                            t.strategy, t.ticker_interval
+                            t.strategy, t.timeframe
                             )
                            for t in Trade.get_trades().all()],
                           columns=columns)
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index c2607a9a8..48407a8a8 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -14,7 +14,6 @@ class IHyperOptLoss(ABC):
     Interface for freqtrade hyperopt Loss functions.
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
-    ticker_interval: str
     timeframe: str
 
     @staticmethod
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index f78489173..e269848d2 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
     # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 407604d9c..342d7689f 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -286,7 +286,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert not backtesting.strategy.order_types["stoploss_on_exchange"]
 
 
-def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
+def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
     default_conf['strategy_list'] = ['DefaultStrategy',
@@ -453,7 +453,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
                 t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
 
 
-def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
+def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 4f5b3983a..564725709 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
                    "Using populate_sell_trend from the strategy.", caplog)
     assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
                    "Using populate_buy_trend from the strategy.", caplog)
-    assert hasattr(x, "ticker_interval")
+    assert hasattr(x, "ticker_interval")  # DEPRECATED
+    assert hasattr(x, "timeframe")
 
 
 def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index df7e35197..1b1648db9 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy
 def test_default_strategy_structure():
     assert hasattr(DefaultStrategy, 'minimal_roi')
     assert hasattr(DefaultStrategy, 'stoploss')
-    assert hasattr(DefaultStrategy, 'ticker_interval')
+    assert hasattr(DefaultStrategy, 'timeframe')
     assert hasattr(DefaultStrategy, 'populate_indicators')
     assert hasattr(DefaultStrategy, 'populate_buy_trend')
     assert hasattr(DefaultStrategy, 'populate_sell_trend')

From febc95dcdf95d9ee6a080d25684491320f24f236 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:03:23 +0200
Subject: [PATCH 504/783] Update documentation to remove ticker_interval

---
 docs/bot-usage.md                 | 25 ++++++++++++-------------
 docs/configuration.md             |  4 ++--
 docs/hyperopt.md                  |  8 ++++----
 docs/plotting.md                  | 15 ++++++++-------
 docs/strategy-customization.md    | 14 +++++++-------
 docs/strategy_analysis_example.md |  4 ++--
 6 files changed, 35 insertions(+), 35 deletions(-)

diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index b1649374a..b5af60f2b 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -72,7 +72,6 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
-.
 
 ```
 
@@ -197,7 +196,7 @@ 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]
+                             [--strategy-path PATH] [-i TIMEFRAME]
                              [--timerange TIMERANGE] [--max-open-trades INT]
                              [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                              [--eps] [--dmmp]
@@ -206,7 +205,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE
@@ -280,7 +279,7 @@ to find optimal parameter values for your strategy.
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+                          [-i TIMEFRAME] [--timerange TIMERANGE]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                           [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
@@ -292,7 +291,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE
@@ -323,7 +322,7 @@ 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 results in JSON format.
+  --print-json          Print output in JSON format.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
                         hyperoptimization (hyperopt worker processes). If -1
@@ -341,11 +340,11 @@ 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,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily.
-                        (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).
@@ -378,13 +377,13 @@ 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]
+                      [-i TIMEFRAME] [--timerange TIMERANGE]
                       [--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
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE
diff --git a/docs/configuration.md b/docs/configuration.md
index a1cb45e0f..4dbcc6d2a 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 timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). 
         **Datatype:** String
+| `timeframe` | The timeframe (former 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
@@ -125,7 +125,7 @@ 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.
 
 * `minimal_roi`
-* `ticker_interval`
+* `timeframe`
 * `stoploss`
 * `trailing_stop`
 * `trailing_stop_positive`
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 8efc51a39..a4d36530c 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi
 
 #### Using timeframe as a part of the Strategy
 
-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`.
+The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
+The same value is available as class-attribute `HyperoptName.timeframe`.
+In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`.
 
 ## Solving a Mystery
 
@@ -403,7 +403,7 @@ 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 timeframes, values are rounded to 5 digits after the decimal point):
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
 
 | # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
 | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
diff --git a/docs/plotting.md b/docs/plotting.md
index be83065a6..d3a2df1c1 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [--plot-limit INT] [--db-url PATH]
                                 [--trade-source {DB,file}] [--export EXPORT]
                                 [--export-filename PATH]
-                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
+                                [--timerange TIMERANGE] [-i TIMEFRAME]
                                 [--no-trades]
 
 optional arguments:
@@ -65,7 +65,7 @@ optional arguments:
                         _today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
@@ -227,7 +227,7 @@ 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}] [-i TICKER_INTERVAL]
+                             [--trade-source {DB,file}] [-i TIMEFRAME]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -250,7 +250,7 @@ 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
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
 
@@ -261,9 +261,10 @@ 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/docs/strategy-customization.md b/docs/strategy-customization.md
index 7197b0fba..ca0d9a9a3 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -248,7 +248,7 @@ minimal_roi = {
 
 While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
 
-To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy.
+To use times based on candle duration (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
@@ -256,12 +256,12 @@ from freqtrade.exchange import timeframe_to_minutes
 
 class AwesomeStrategy(IStrategy):
 
-    ticker_interval = "1d"
-    ticker_interval_mins = timeframe_to_minutes(ticker_interval)
+    timeframe = "1d"
+    timeframe_mins = timeframe_to_minutes(timeframe)
     minimal_roi = {
         "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
+        str(timeframe_mins * 3)): 0.02,  # 2% after 3 candles
+        str(timeframe_mins * 6)): 0.01,  # 1% After 6 candles
     }
 ```
 
@@ -290,7 +290,7 @@ Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported
 
 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.
+This setting is accessible within the strategy methods as the `self.timeframe` attribute.
 
 ### Metadata dict
 
@@ -400,7 +400,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
 class SampleStrategy(IStrategy):
     # strategy init stuff...
 
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # more strategy init stuff..
 
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index d26d684ce..6b4ad567f 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -18,7 +18,7 @@ config = Configuration.from_files([])
 # config = Configuration.from_files(["config.json"])
 
 # Define some constants
-config["ticker_interval"] = "5m"
+config["timeframe"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
@@ -33,7 +33,7 @@ pair = "BTC_USDT"
 from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
-                            timeframe=config["ticker_interval"],
+                            timeframe=config["timeframe"],
                             pair=pair)
 
 # Confirm success

From 33b7046260fc500fe5ae2c60ab999f67ac7f0ff4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:06:26 +0200
Subject: [PATCH 505/783] Update more documentation

---
 README.md                       |  5 +++--
 docs/backtesting.md             | 10 +++++-----
 docs/bot-usage.md               | 25 +++++++++++++++++++------
 docs/edge.md                    |  2 +-
 docs/hyperopt.md                |  2 +-
 docs/strategy-customization.md  |  2 +-
 docs/utils.md                   |  2 +-
 freqtrade/commands/arguments.py |  2 +-
 8 files changed, 32 insertions(+), 18 deletions(-)

diff --git a/README.md b/README.md
index cfb384702..7e0acde46 100644
--- a/README.md
+++ b/README.md
@@ -82,7 +82,8 @@ positional arguments:
     new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
-    convert-data        Convert candle (OHLCV) data from one format to another.
+    convert-data        Convert candle (OHLCV) data from one format to
+                        another.
     convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
@@ -94,7 +95,7 @@ positional arguments:
     list-markets        Print markets on exchange.
     list-pairs          Print pairs on exchange.
     list-strategies     Print available strategies.
-    list-timeframes     Print available ticker intervals (timeframes) for the exchange.
+    list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
     plot-dataframe      Plot candles with indicators.
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 9b2997510..51b2e953b 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -12,7 +12,7 @@ real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
 Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/` 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`.
+If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@@ -35,7 +35,7 @@ freqtrade backtesting
 #### With 1 min candle (OHLCV) data
 
 ```bash
-freqtrade backtesting --ticker-interval 1m
+freqtrade backtesting --timeframe 1m
 ```
 
 #### Using a different on-disk historical candle (OHLCV) data source
@@ -58,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam
 #### Comparing multiple Strategies
 
 ```bash
-freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
+freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
 ```
 
 Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
@@ -228,13 +228,13 @@ 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 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
+This is limited to 1 timeframe 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.
 
 ``` bash
-freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
+freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
 ```
 
 This will save the results to `user_data/backtest_results/backtest-result-.json`, injecting the strategy-name into the target filename.
diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index b5af60f2b..40ff3d82b 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -9,22 +9,35 @@ 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,list-timeframes,download-data,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
     trade               Trade module.
+    create-userdir      Create user-data directory.
+    new-config          Create new config
+    new-hyperopt        Create new hyperopt
+    new-strategy        Create new strategy
+    download-data       Download backtesting data.
+    convert-data        Convert candle (OHLCV) data from one format to
+                        another.
+    convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
-    create-userdir      Create user-data directory.
+    hyperopt-list       List Hyperopt results
+    hyperopt-show       Show details of Hyperopt results
     list-exchanges      Print available exchanges.
-    list-timeframes     Print available ticker intervals (timeframes) for the
-                        exchange.
-    download-data       Download backtesting data.
+    list-hyperopts      Print available hyperopt classes.
+    list-markets        Print markets on exchange.
+    list-pairs          Print pairs on exchange.
+    list-strategies     Print available strategies.
+    list-timeframes     Print available timeframes for the exchange.
+    show-trades         Show trades.
+    test-pairlist       Test your pairlist configuration.
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
 
diff --git a/docs/edge.md b/docs/edge.md
index 029844c0b..28a7f14cb 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 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
+| `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. 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/hyperopt.md b/docs/hyperopt.md
index a4d36530c..c9c87ead3 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -412,7 +412,7 @@ 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 timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
+These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
 If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index ca0d9a9a3..70013c821 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -142,7 +142,7 @@ By letting the bot know how much history is needed, backtest trades can start at
 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
+freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
 ```
 
 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.
diff --git a/docs/utils.md b/docs/utils.md
index 7ed31376f..793c84a93 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json
 ? Please insert your stake currency: BTC
 ? Please insert your stake amount: 0.05
 ? Please insert max_open_trades (Integer or 'unlimited'): 3
-? Please insert your timeframe (ticker interval): 5m
+? Please insert your desired timeframe (e.g. 5m): 5m
 ? Please insert your display Currency (for reporting): USD
 ? Select exchange  binance
 ? Do you want to enable Telegram?  No
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 36e3dedf0..72f2a02f0 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -318,7 +318,7 @@ class Arguments:
         # Add list-timeframes subcommand
         list_timeframes_cmd = subparsers.add_parser(
             'list-timeframes',
-            help='Print available ticker intervals (timeframes) for the exchange.',
+            help='Print available timeframes for the exchange.',
             parents=[_common_parser],
         )
         list_timeframes_cmd.set_defaults(func=start_list_timeframes)

From 8e1a664a48f7b315907a9bbdd3b7f8fd790a8211 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:11:50 +0200
Subject: [PATCH 506/783] Add test for deprecation updating

---
 tests/strategy/strats/legacy_strategy.py |  1 +
 tests/strategy/test_strategy.py          |  2 ++
 tests/test_configuration.py              | 12 ++++++++++++
 3 files changed, 15 insertions(+)

diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 89ce3f8cb..9cbce0ad5 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -31,6 +31,7 @@ class TestStrategyLegacy(IStrategy):
     stoploss = -0.10
 
     # Optimal ticker interval for the strategy
+    # Keep the legacy value here to test compatibility
     ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 1bb45f28c..f2cf11712 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -370,6 +370,8 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
     assert strategy._buy_fun_len == 2
     assert strategy._sell_fun_len == 2
     assert strategy.INTERFACE_VERSION == 1
+    assert strategy.timeframe == '5m'
+    assert strategy.ticker_interval == '5m'
 
     indicator_df = strategy.advise_indicators(result, metadata=metadata)
     assert isinstance(indicator_df, DataFrame)
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 1ed97f728..9602f6389 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1137,3 +1137,15 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
                                'sectionB', 'deprecated_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert default_conf['sectionA']['new_setting'] == 'valA'
+
+
+def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
+    message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
+    process_temporary_deprecated_settings(default_conf)
+    assert not log_has(message, caplog)
+
+    del default_conf['timeframe']
+    default_conf['ticker_interval'] = '15m'
+    process_temporary_deprecated_settings(default_conf)
+    assert log_has(message, caplog)
+    assert default_conf['ticker_interval'] == '15m'

From a8005819c97461055bf29a0bae4a1e662a313c28 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 10:19:27 +0200
Subject: [PATCH 507/783] Add class-level attributes to hyperopt and strategy

---
 freqtrade/optimize/hyperopt_interface.py | 3 ++-
 freqtrade/strategy/interface.py          | 1 +
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 20209d8a9..00353cbf4 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -31,7 +31,8 @@ class IHyperOpt(ABC):
     Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
     """
-    ticker_interval: str
+    ticker_interval: str  # deprecated
+    timeframe: str
 
     def __init__(self, config: dict) -> None:
         self.config = config
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7bf750249..f9f3a3678 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -86,6 +86,7 @@ class IStrategy(ABC):
     trailing_only_offset_is_reached = False
 
     # associated timeframe
+    ticker_interval: str  # DEPRECATED
     timeframe: str
 
     # Optional order types

From b106c886309f446861bd01b4062e3e285c23a3ff Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 13:08:21 +0200
Subject: [PATCH 508/783] Add test case for strategy overwriting

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

diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index f2cf11712..85cb8c132 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -358,8 +358,9 @@ def test_deprecate_populate_indicators(result, default_conf):
 
 
 @pytest.mark.filterwarnings("ignore:deprecated")
-def test_call_deprecated_function(result, monkeypatch, default_conf):
+def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"
+    del default_conf['timeframe']
     default_conf.update({'strategy': 'TestStrategyLegacy',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -385,6 +386,9 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
     assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf
 
+    assert log_has('DEPRECATED: Please migrate to using timeframe instead of ticker_interval.',
+                   caplog)
+
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})

From 9995a5899fb16dcfe1e13a7525077142a4152076 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 2 Jun 2020 16:25:22 +0300
Subject: [PATCH 509/783] Fix merge

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index a3b394769..bb9db703d 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -108,7 +108,7 @@ def check_migrate(engine) -> None:
         sell_reason = get_column_def(cols, 'sell_reason', 'null')
         strategy = get_column_def(cols, 'strategy', 'null')
         # If ticker-interval existed use that, else null.
-        if has_column(cols, '):
+        if has_column(cols, 'ticker_interval'):
             timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
         else:
             timeframe = get_column_def(cols, 'timeframe', 'null')

From edf8e39bc11c6c37b06459ac9d9bdfc38f86eb9a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 2 Jun 2020 17:57:45 +0300
Subject: [PATCH 510/783] Fix tests after merge

---
 tests/rpc/test_rpc.py           | 2 --
 tests/rpc/test_rpc_apiserver.py | 4 +---
 tests/test_persistence.py       | 2 --
 3 files changed, 1 insertion(+), 7 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 9a55c7639..44d54bad6 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -65,7 +65,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'ticker_interval': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
@@ -124,7 +123,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'ticker_interval': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b3859c4e6..5547ee004 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -322,7 +322,7 @@ def test_api_show_config(botclient, mocker):
     assert_response(rc)
     assert 'dry_run' in rc.json
     assert rc.json['exchange'] == 'bittrex'
-    assert rc.json['ticker_interval'] == '5m'
+    assert rc.json['timeframe'] == '5m'
     assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
 
@@ -547,7 +547,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'sell_reason': None,
                         'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
-                        'ticker_interval': 5,
                         'timeframe': 5,
                         'exchange': 'bittrex',
                         }]
@@ -671,7 +670,6 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'sell_reason': None,
                        'sell_order_status': None,
                        'strategy': None,
-                       'ticker_interval': None,
                        'timeframe': None,
                        'exchange': 'bittrex',
                        }
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 69ee014c5..d55f24719 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -776,7 +776,6 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'ticker_interval': None,
                       'timeframe': None,
                       'exchange': 'bittrex',
                       }
@@ -838,7 +837,6 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
-                      'ticker_interval': None,
                       'timeframe': None,
                       'exchange': 'bittrex',
                       }

From 85fedf95e85a871579731a55911694d406660bb4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 2 Jun 2020 18:43:37 +0300
Subject: [PATCH 511/783] Make mypy happy

---
 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 6275b0eda..397e0c1a7 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -890,7 +890,7 @@ class Exchange:
         logger.debug(f"_async_get_trade_history(), pair: {pair}, "
                      f"since: {since}, until: {until}, from_id: {from_id}")
 
-        if not until:
+        if until is None:
             exchange_msec = ccxt.Exchange.milliseconds()
             logger.debug(f"Exchange milliseconds: {exchange_msec}")
             until = exchange_msec

From f4c2bb13468d0edaf78dc3ab31b89c8876851e35 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 2 Jun 2020 19:37:08 +0300
Subject: [PATCH 512/783] Fix crash in #3404

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

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 0ef7955a4..f73775432 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -197,7 +197,7 @@ 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[DEFAULT_DATAFRAME_COLUMNS]
+    return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
 
 
 def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):

From 1a5dba9a79a50e567bbc16da3da63a82294c7802 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 19:39:17 +0200
Subject: [PATCH 513/783] Revert "Fix tests after merge"

This reverts commit edf8e39bc11c6c37b06459ac9d9bdfc38f86eb9a.
---
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 4 +++-
 tests/test_persistence.py       | 2 ++
 3 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 44d54bad6..9a55c7639 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -65,6 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'ticker_interval': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
@@ -123,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'ticker_interval': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 5547ee004..b3859c4e6 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -322,7 +322,7 @@ def test_api_show_config(botclient, mocker):
     assert_response(rc)
     assert 'dry_run' in rc.json
     assert rc.json['exchange'] == 'bittrex'
-    assert rc.json['timeframe'] == '5m'
+    assert rc.json['ticker_interval'] == '5m'
     assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
 
@@ -547,6 +547,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'sell_reason': None,
                         'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
+                        'ticker_interval': 5,
                         'timeframe': 5,
                         'exchange': 'bittrex',
                         }]
@@ -670,6 +671,7 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'sell_reason': None,
                        'sell_order_status': None,
                        'strategy': None,
+                       'ticker_interval': None,
                        'timeframe': None,
                        'exchange': 'bittrex',
                        }
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index d55f24719..69ee014c5 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -776,6 +776,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
+                      'ticker_interval': None,
                       'timeframe': None,
                       'exchange': 'bittrex',
                       }
@@ -837,6 +838,7 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
+                      'ticker_interval': None,
                       'timeframe': None,
                       'exchange': 'bittrex',
                       }

From 02fca141a03fccf9fd49dffc3ba8b30e84c6dfbc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 19:43:15 +0200
Subject: [PATCH 514/783] Readd ticker_interval to trade api response

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index bb9db703d..628c9cf22 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -258,6 +258,7 @@ class Trade(_DECL_BASE):
             'amount': round(self.amount, 8),
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
+            'ticker_interval': self.timeframe,  # DEPRECATED
             'timeframe': self.timeframe,
 
             'fee_open': self.fee_open,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b3859c4e6..daee0186a 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -323,6 +323,7 @@ def test_api_show_config(botclient, mocker):
     assert 'dry_run' in rc.json
     assert rc.json['exchange'] == 'bittrex'
     assert rc.json['ticker_interval'] == '5m'
+    assert rc.json['timeframe'] == '5m'
     assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
 

From 48117666fe9ef6fa9510e5daad86dd3a895a0ce1 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Tue, 2 Jun 2020 21:09:23 +0300
Subject: [PATCH 515/783] Update freqtrade/exchange/exchange.py

Co-authored-by: Matthias 
---
 freqtrade/exchange/exchange.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 397e0c1a7..031e464b7 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -891,9 +891,8 @@ class Exchange:
                      f"since: {since}, until: {until}, from_id: {from_id}")
 
         if until is None:
-            exchange_msec = ccxt.Exchange.milliseconds()
-            logger.debug(f"Exchange milliseconds: {exchange_msec}")
-            until = exchange_msec
+            until = ccxt.Exchange.milliseconds()
+            logger.debug(f"Exchange milliseconds: {until}")
 
         if self._trades_pagination == 'time':
             return await self._async_get_trade_history_time(

From ea954b43389feef6ca0323c95f858df82b17cce6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 20:54:14 +0200
Subject: [PATCH 516/783] Add failing test with testcase from incident

Full problem in #3431
---
 tests/exchange/test_exchange.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 25aecba5c..32163f696 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2192,12 +2192,18 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
         'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
     ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
         'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
-    # TODO: More tests here!
     # Rate included in return - return as is
     ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
         'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
     ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
         'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
+    # 0.1% filled - no costs (kraken - #3431)
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None),
 ])
 def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})

From a2551daf12c68434449ea512433482cfc2736696 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 20:55:12 +0200
Subject: [PATCH 517/783] Fix ZeroDivision problem where cost is 0.0

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7ef0d7750..4acee710a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1104,9 +1104,12 @@ class Exchange:
                 order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
         elif fee_curr in self.get_pair_quote_currency(order['symbol']):
             # Quote currency - divide by cost
-            return round(order['fee']['cost'] / order['cost'], 8)
+            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
         else:
             # If Fee currency is a different currency
+            if not order['cost']:
+                # If cost is None or 0.0 -> falsy, return None
+                return None
             try:
                 comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
                 tick = self.fetch_ticker(comb)

From ad61673d6feec44a91c48cf805381cca28f11cee Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 2 Jun 2020 21:10:12 +0200
Subject: [PATCH 518/783] Fix missing key in test order

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

diff --git a/tests/conftest.py b/tests/conftest.py
index 971f7a5fa..1cd3bcc0f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1590,6 +1590,7 @@ def buy_order_fee():
         'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
         'price': 0.245441,
         'amount': 8.0,
+        'cost': 1.963528,
         'remaining': 90.99181073,
         'status': 'closed',
         'fee': None

From 78dea19ffb4e0efa9fa7594fadfddd49010a06e7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Mar 2020 20:57:12 +0100
Subject: [PATCH 519/783] Implement first version of FTX stop

---
 freqtrade/exchange/ftx.py     |  53 +++++++++++++++++
 tests/exchange/test_ftx.py    | 106 ++++++++++++++++++++++++++++++++++
 tests/exchange/test_kraken.py |  10 ++--
 3 files changed, 164 insertions(+), 5 deletions(-)
 create mode 100644 tests/exchange/test_ftx.py

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 75915122b..d06d49e5a 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -2,6 +2,10 @@
 import logging
 from typing import Dict
 
+import ccxt
+
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
@@ -10,5 +14,54 @@ logger = logging.getLogger(__name__)
 class Ftx(Exchange):
 
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
+
+    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' 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.
+        Stoploss market orders is the only stoploss type supported by kraken.
+        """
+
+        ordertype = "stop"
+
+        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_ftx.py b/tests/exchange/test_ftx.py
new file mode 100644
index 000000000..f17d5b42e
--- /dev/null
+++ b/tests/exchange/test_ftx.py
@@ -0,0 +1,106 @@
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
+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
+
+
+STOPLOSS_ORDERTYPE = 'stop'
+
+
+def test_stoploss_order_ftx(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+
+    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, 'ftx')
+
+    # stoploss_on_exchange_limit_ratio is irrelevant for ftx 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'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+
+    # 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, 'ftx')
+        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("ftx Order would trigger immediately."))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+        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, 'ftx')
+        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, 'ftx')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+
+def test_stoploss_order_dry_run_ftx(default_conf, mocker):
+    api_mock = MagicMock()
+    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, 'ftx')
+
+    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'] == STOPLOSS_ORDERTYPE
+    assert order['price'] == 220
+    assert order['amount'] == 1
+
+
+def test_stoploss_adjust_ftx(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
+    order = {
+        'type': STOPLOSS_ORDERTYPE,
+        '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)
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index d63dd66cc..0950979cf 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -11,6 +11,8 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
+STOPLOSS_ORDERTYPE = 'stop-loss'
+
 
 def test_buy_kraken_trading_agreement(default_conf, mocker):
     api_mock = MagicMock()
@@ -159,7 +161,6 @@ def test_get_balances_prod(default_conf, mocker):
 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,
@@ -187,7 +188,7 @@ def test_stoploss_order_kraken(default_conf, mocker):
     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]['type'] == STOPLOSS_ORDERTYPE
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert api_mock.create_order.call_args_list[0][1]['price'] == 220
@@ -218,7 +219,6 @@ def test_stoploss_order_kraken(default_conf, mocker):
 
 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)
@@ -233,7 +233,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     assert 'info' in order
     assert 'type' in order
 
-    assert order['type'] == order_type
+    assert order['type'] == STOPLOSS_ORDERTYPE
     assert order['price'] == 220
     assert order['amount'] == 1
 
@@ -241,7 +241,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
 def test_stoploss_adjust_kraken(mocker, default_conf):
     exchange = get_patched_exchange(mocker, default_conf, id='kraken')
     order = {
-        'type': 'stop-loss',
+        'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
     }
     assert exchange.stoploss_adjust(1501, order)

From 68a59fd26d720efa3d22f9f67bbafac8ce2d280b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 24 Mar 2020 20:58:05 +0100
Subject: [PATCH 520/783] Add Hint to suggest this is still broken

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

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index d06d49e5a..97257530e 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -28,7 +28,8 @@ class Ftx(Exchange):
     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.
+        Stoploss market orders is the only stoploss type supported by ftx.
+        TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing.
         """
 
         ordertype = "stop"

From a808fb3b1068baa7a1c522ac4840ac93d8438b07 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 15:32:52 +0100
Subject: [PATCH 521/783] versionbump ccxt to first version that has FTX
 implemented correctly

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

diff --git a/setup.py b/setup.py
index 20963a15f..6d832e3f5 100644
--- a/setup.py
+++ b/setup.py
@@ -63,7 +63,7 @@ setup(name='freqtrade',
       tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
       install_requires=[
           # from requirements-common.txt
-          'ccxt>=1.18.1080',
+          'ccxt>=1.24.96',
           'SQLAlchemy',
           'python-telegram-bot',
           'arrow',

From d90d6ed5d01283040b61416925a19dd1541fe037 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 15:50:33 +0100
Subject: [PATCH 522/783] Add ftx to tested exchanges

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

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 32163f696..d8950dd09 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -25,7 +25,7 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_patched_exchange, log_has, log_has_re
 
 # Make sure to always keep one exchange here which is NOT subclassed!!
-EXCHANGES = ['bittrex', 'binance', 'kraken', ]
+EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
 
 
 # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
@@ -1258,7 +1258,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
-    since = 5 * 60 * 500 * 1.8
+
+    since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
     ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
 
     assert exchange._async_get_candle_history.call_count == 2

From f83c1c5abf5d2b20ec29adfc84c85d3bcca6911d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 17:01:11 +0100
Subject: [PATCH 523/783] Use get_stoploss_order and cancel_stoploss_order

This allows exchanges to use stoploss which don't have the same
endpoints
---
 freqtrade/exchange/exchange.py |  8 ++++++-
 freqtrade/exchange/ftx.py      | 44 ++++++++++++++++++++++++++++++++++
 freqtrade/freqtradebot.py      | 10 ++++----
 3 files changed, 56 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 038fc22bc..e666b07ec 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -79,7 +79,7 @@ class Exchange:
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
-
+        logger.info(f"Using CCXT {ccxt.__version__}")
         exchange_config = config['exchange']
 
         # Deep merge ft_has with default ft_has options
@@ -952,6 +952,9 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    cancel_stoploss_order = cancel_order
+
     def is_cancel_order_result_suitable(self, corder) -> bool:
         if not isinstance(corder, dict):
             return False
@@ -1004,6 +1007,9 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    get_stoploss_order = get_order
+
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 97257530e..70f140ac5 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -7,6 +7,7 @@ import ccxt
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -66,3 +67,46 @@ class Ftx(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    @retrier
+    def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+        try:
+            orders = self._api.fetch_orders('BNB/USD', None, params={'type': 'stop'})
+
+            order = [order for order in orders if order['id'] == order_id]
+            if len(order) == 1:
+                return order[0]
+            else:
+                raise InvalidOrderException(f"Could not get Stoploss Order for id {order_id}")
+
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def cancel_stoploss_order(self, order_id: str, pair: str) -> None:
+        if self._config['dry_run']:
+            return
+        try:
+            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a74b0a5a1..4e4fe6e11 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -774,13 +774,13 @@ class FreqtradeBot:
 
         try:
             # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \
+            stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
                 if trade.stoploss_order_id else None
         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':
+        if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
@@ -807,7 +807,7 @@ class FreqtradeBot:
                 return False
 
         # If stoploss order is canceled for some reason we add it
-        if stoploss_order and stoploss_order['status'] == 'canceled':
+        if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
             if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
                                           rate=trade.stop_loss):
                 return False
@@ -840,7 +840,7 @@ class FreqtradeBot:
                 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)
+                    self.exchange.cancel_stoploss_order(order['id'], trade.pair)
                 except InvalidOrderException:
                     logger.exception(f"Could not cancel stoploss order {order['id']} "
                                      f"for pair {trade.pair}")
@@ -1068,7 +1068,7 @@ class FreqtradeBot:
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
-                self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
+                self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
             except InvalidOrderException:
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 

From cf50c1cb7be618f48ab9268be506a5b18765d871 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 17:01:45 +0100
Subject: [PATCH 524/783] Add tests for new exchange methods

---
 tests/exchange/test_exchange.py | 51 +++++++++++++++++++++++++++++++++
 tests/exchange/test_ftx.py      | 35 +++++++++++++++++++++-
 2 files changed, 85 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index d8950dd09..c06b934ba 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1734,6 +1734,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
+    assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1818,6 +1819,25 @@ def test_cancel_order(default_conf, mocker, exchange_name):
                            order_id='_', pair='TKN/BTC')
 
 
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.cancel_order = MagicMock(return_value=123)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == 123
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.cancel_order.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           "cancel_stoploss_order", "cancel_order",
+                           order_id='_', pair='TKN/BTC')
+
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
@@ -1847,6 +1867,37 @@ def test_get_order(default_conf, mocker, exchange_name):
                            order_id='_', pair='TKN/BTC')
 
 
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_get_stoploss_order(default_conf, mocker, exchange_name):
+    # Don't test FTX here - that needs a seperate test
+    if exchange_name == 'ftx':
+        return
+    default_conf['dry_run'] = True
+    order = MagicMock()
+    order.myid = 123
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange._dry_run_open_orders['X'] = order
+    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_stoploss_order('Y', 'TKN/BTC')
+
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.fetch_order = MagicMock(return_value=456)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.fetch_order.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           'get_stoploss_order', 'fetch_order',
+                           order_id='_', pair='TKN/BTC')
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_name(default_conf, mocker, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index f17d5b42e..2b75e5324 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -9,7 +9,7 @@ import pytest
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
-
+from .test_exchange import ccxt_exceptionhandlers
 
 STOPLOSS_ORDERTYPE = 'stop'
 
@@ -104,3 +104,36 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
     assert not exchange.stoploss_adjust(1501, order)
+
+
+def test_get_stoploss_order(default_conf, mocker):
+    default_conf['dry_run'] = True
+    order = MagicMock()
+    order.myid = 123
+    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
+    exchange._dry_run_open_orders['X'] = order
+    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_stoploss_order('Y', 'TKN/BTC')
+
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+    assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
+
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+    with pytest.raises(InvalidOrderException, match=r"Could not get Stoploss Order for id X"):
+        exchange.get_stoploss_order('X', 'TKN/BTC')['status']
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.fetch_orders.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
+                           'get_stoploss_order', 'fetch_orders',
+                           order_id='_', pair='TKN/BTC')

From 3174f37b41b515a886673501055ce4fe4d394947 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 25 Mar 2020 17:02:47 +0100
Subject: [PATCH 525/783] adapt tests to use stoploss_* methods

---
 tests/test_freqtradebot.py | 33 ++++++++++++++++++---------------
 tests/test_integration.py  |  4 ++--
 2 files changed, 20 insertions(+), 17 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 487e3a60e..dc5a5c7d3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1126,7 +1126,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
-    mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id == 100
@@ -1139,7 +1139,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
-    mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
     stoploss.reset_mock()
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1164,7 +1164,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'average': 2,
         'amount': limit_buy_order['amount'],
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
     assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
     assert trade.stoploss_order_id is None
@@ -1183,7 +1183,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException())
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
+                 side_effect=InvalidOrderException())
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
     assert stoploss.call_count == 1
@@ -1214,7 +1215,7 @@ 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,
-        get_order=MagicMock(return_value={'status': 'canceled'}),
+        get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=DependencyException()),
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1331,7 +1332,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 5%
     assert freqtrade.handle_trade(trade) is False
@@ -1346,7 +1347,7 @@ 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.cancel_stoploss_order', cancel_order_mock)
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
@@ -1429,8 +1430,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
             'stopPrice': '0.1'
         }
     }
-    mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                 side_effect=InvalidOrderException())
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
@@ -1439,7 +1441,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 
     # Fail creating stoploss order
     caplog.clear()
-    cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
+    cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
     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
@@ -1510,7 +1512,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
@@ -1519,7 +1521,7 @@ 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.cancel_stoploss_order', cancel_order_mock)
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
     # price goes down 5%
@@ -2632,7 +2634,8 @@ 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.exchange.Exchange.cancel_stoploss_order',
+                 side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
     sellmock = MagicMock()
     patch_exchange(mocker)
@@ -2680,7 +2683,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
         stoploss=stoploss,
-        cancel_order=cancel_order,
+        cancel_stoploss_order=cancel_order,
     )
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2771,7 +2774,7 @@ 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_executed)
+    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_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 1396e86f5..57960503e 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -62,8 +62,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         get_fee=fee,
         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,
+        get_stoploss_order=stoploss_order_mock,
+        cancel_stoploss_order=cancel_order_mock,
     )
 
     mocker.patch.multiple(

From 11ebdefd09ef1d587e326b0d7d23020f32d71ebb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 18 Apr 2020 19:52:21 +0200
Subject: [PATCH 526/783] Fix bug after rebase

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

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 70f140ac5..0bd32b581 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -97,9 +97,9 @@ class Ftx(Exchange):
             raise OperationalException(e) from e
 
     @retrier
-    def cancel_stoploss_order(self, order_id: str, pair: str) -> None:
+    def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            return
+            return {}
         try:
             return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
         except ccxt.InvalidOrder as e:

From b58fd179f231ed304d8d47d85c8d43169218b0a3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 10:05:14 +0200
Subject: [PATCH 527/783] Don't hardcode pair ...

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

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 0bd32b581..1bc97c4d3 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -79,7 +79,7 @@ class Ftx(Exchange):
                 raise InvalidOrderException(
                     f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
-            orders = self._api.fetch_orders('BNB/USD', None, params={'type': 'stop'})
+            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
 
             order = [order for order in orders if order['id'] == order_id]
             if len(order) == 1:

From 1d9aeef792a4eaa100646f04aaf6e5d47a2169b9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 10:36:23 +0200
Subject: [PATCH 528/783] Support stop order in persistence

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

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 823bf6dc0..2e02c3999 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -374,7 +374,7 @@ 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 in ('stop_loss_limit', 'stop-loss'):
+        elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
             logger.info('%s is hit for %s.', order_type.upper(), self)

From 77a62b845a1d5c13146966e3609f40e99f39fbf2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 11:24:23 +0200
Subject: [PATCH 529/783] Fix some comments

---
 freqtrade/exchange/ftx.py       | 2 +-
 tests/exchange/test_exchange.py | 1 +
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 1bc97c4d3..20d643a83 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -30,7 +30,6 @@ class Ftx(Exchange):
         """
         Creates a stoploss market order.
         Stoploss market orders is the only stoploss type supported by ftx.
-        TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing.
         """
 
         ordertype = "stop"
@@ -46,6 +45,7 @@ class Ftx(Exchange):
             params = self._params.copy()
 
             amount = self.amount_to_precision(pair, amount)
+            # set orderPrice to place limit order (?)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, price=stop_price, params=params)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index c06b934ba..dc272de36 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1898,6 +1898,7 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name):
                            'get_stoploss_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
 
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_name(default_conf, mocker, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)

From f0eb0bc350a876c514deb63e331cedac6707a884 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 1 Jun 2020 11:33:40 +0200
Subject: [PATCH 530/783] Support limit orders

---
 freqtrade/exchange/ftx.py  | 12 +++++++++---
 tests/exchange/test_ftx.py | 24 ++++++++++++++++++++++++
 2 files changed, 33 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 20d643a83..73347f1eb 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -28,9 +28,13 @@ class Ftx(Exchange):
 
     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 ftx.
+        Creates a stoploss order.
+        depending on order_types.stoploss configuration, uses 'market' or limit order.
+
+        Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        limit_rate = stop_price * limit_price_pct
 
         ordertype = "stop"
 
@@ -43,9 +47,11 @@ class Ftx(Exchange):
 
         try:
             params = self._params.copy()
+            if order_types.get('stoploss', 'market') == 'limit':
+                # set orderPrice to place limit order, otherwise it's a market order
+                params['orderPrice'] = limit_rate
 
             amount = self.amount_to_precision(pair, amount)
-            # set orderPrice to place limit order (?)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, price=stop_price, params=params)
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 2b75e5324..bead63096 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -34,6 +34,14 @@ def test_stoploss_order_ftx(default_conf, mocker):
     # stoploss_on_exchange_limit_ratio is irrelevant for ftx 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_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 190
+    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+
     assert api_mock.create_order.call_count == 1
 
     api_mock.create_order.reset_mock()
@@ -48,6 +56,22 @@ def test_stoploss_order_ftx(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+
+    api_mock.create_order.reset_mock()
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+                              order_types={'stoploss': 'limit'})
+
+    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'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
+    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
 
     # test exception handling
     with pytest.raises(DependencyException):

From 0dc1a8e0379852c01289e851cb36a4c9f13b6327 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 3 Jun 2020 19:40:30 +0200
Subject: [PATCH 531/783] Add profit sum to api response

---
 freqtrade/rpc/rpc.py      | 20 +++++++++++++++-----
 freqtrade/rpc/telegram.py | 13 +++++++++----
 2 files changed, 24 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 91b35e9ad..d3fef7041 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -283,8 +283,9 @@ class RPC:
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
-                                 else 0.0)
+        profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0
+        profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
+
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
             stake_currency,
@@ -292,7 +293,8 @@ 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_ratio) * 100, 2) if profit_all_ratio else 0.0
+        profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0
+        profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
@@ -304,10 +306,18 @@ class RPC:
         num = float(len(durations) or 1)
         return {
             'profit_closed_coin': profit_closed_coin_sum,
-            'profit_closed_percent': profit_closed_percent,
+            'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2),  # DEPRECATED
+            'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
+            'profit_closed_ratio_mean': profit_closed_ratio_mean,
+            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
+            'profit_closed_ratio_sum': profit_closed_ratio_sum,
             'profit_closed_fiat': profit_closed_fiat,
             'profit_all_coin': profit_all_coin_sum,
-            'profit_all_percent': profit_all_percent,
+            'profit_all_percent': round(profit_all_ratio_mean * 100, 2),  # DEPRECATED
+            'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
+            'profit_all_ratio_mean': profit_all_ratio_mean,
+            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
+            'profit_all_ratio_sum': profit_all_ratio_sum,
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'closed_trade_count': len([t for t in trades if not t.is_open]),
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8fa973d73..02c580ebd 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -315,10 +315,12 @@ class Telegram(RPC):
             stake_cur,
             fiat_disp_cur)
         profit_closed_coin = stats['profit_closed_coin']
-        profit_closed_percent = stats['profit_closed_percent']
+        profit_closed_percent_mean = stats['profit_closed_percent_mean']
+        profit_closed_percent_sum = stats['profit_closed_percent_sum']
         profit_closed_fiat = stats['profit_closed_fiat']
         profit_all_coin = stats['profit_all_coin']
-        profit_all_percent = stats['profit_all_percent']
+        profit_all_percent_mean = stats['profit_all_percent_mean']
+        profit_all_percent_sum = stats['profit_all_percent_sum']
         profit_all_fiat = stats['profit_all_fiat']
         trade_count = stats['trade_count']
         first_trade_date = stats['first_trade_date']
@@ -333,13 +335,16 @@ class Telegram(RPC):
             if stats['closed_trade_count'] > 0:
                 markdown_msg = ("*ROI:* Closed trades\n"
                                 f"∙ `{profit_closed_coin:.8f} {stake_cur} "
-                                f"({profit_closed_percent:.2f}%)`\n"
+                                f"({profit_closed_percent_mean:.2f}%) "
+                                f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                                 f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
             else:
                 markdown_msg = "`No closed trade` \n"
 
             markdown_msg += (f"*ROI:* All trades\n"
-                             f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n"
+                             f"∙ `{profit_all_coin:.8f} {stake_cur} "
+                             f"({profit_all_percent_mean:.2f}%) "
+                             f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                              f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
                              f"*Total Trade Count:* `{trade_count}`\n"
                              f"*First Trade opened:* `{first_trade_date}`\n"

From 6997524a04f27334bf383b3e07a6267b4f8d6923 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 3 Jun 2020 19:40:49 +0200
Subject: [PATCH 532/783] Fix tests for additional info

---
 tests/rpc/test_rpc_apiserver.py | 8 ++++++++
 tests/rpc/test_rpc_telegram.py  | 9 ++++++---
 2 files changed, 14 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cacf49f62..70a06557f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -428,9 +428,17 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'profit_all_coin': 6.217e-05,
                        'profit_all_fiat': 0,
                        'profit_all_percent': 6.2,
+                       'profit_all_percent_mean': 6.2,
+                       'profit_all_ratio_mean': 0.06201058,
+                       'profit_all_percent_sum': 6.2,
+                       'profit_all_ratio_sum': 0.06201058,
                        'profit_closed_coin': 6.217e-05,
                        'profit_closed_fiat': 0,
                        'profit_closed_percent': 6.2,
+                       'profit_closed_ratio_mean': 0.06201058,
+                       'profit_closed_percent_mean': 6.2,
+                       'profit_closed_ratio_sum': 0.06201058,
+                       'profit_closed_percent_sum': 6.2,
                        'trade_count': 1,
                        'closed_trade_count': 1,
                        }
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f81127c4c..4895d67e4 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -434,7 +434,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     assert msg_mock.call_count == 1
     assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert '∙ `-0.00000500 BTC (-0.50%)`' in msg_mock.call_args_list[-1][0][0]
+    assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+            in msg_mock.call_args_list[-1][0][0])
     msg_mock.reset_mock()
 
     # Update the ticker with a market going up
@@ -447,10 +448,12 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
-    assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
+    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+            in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
+    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+            in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
 
     assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]

From 2f07d21629b8aade68a5916303652133bf57d3cd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 3 Jun 2020 20:20:39 +0200
Subject: [PATCH 533/783] Update documentation with FTX Stoploss on exchange

---
 docs/configuration.md | 12 ++++++++----
 docs/exchanges.md     |  5 +++++
 docs/stoploss.md      |  2 +-
 3 files changed, 14 insertions(+), 5 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index da0f015e8..467190463 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -272,7 +272,7 @@ the static list of pairs) if we should buy.
 
 ### 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.
+The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
 
 This allows to buy using limit orders, sell using
 limit-orders, and create stoplosses using using market orders. It also allows to set the
@@ -288,8 +288,12 @@ 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% (configurable via `stoploss_on_exchange_limit_ratio`).
+Not all Exchanges support `stoploss_on_exchange`. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
+
+If `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% (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$.
 
@@ -331,7 +335,7 @@ Configuration:
     refer to [the stoploss documentation](stoploss.md).
 
 !!! Note
-    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order.
+    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
 
 !!! Warning "Warning: stoploss_on_exchange failures"
     If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 81f017023..cd210eb69 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -64,6 +64,11 @@ print(res)
 
 ## FTX
 
+!!! Tip "Stoploss on Exchange"
+    FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
+
+
 ### Using subaccounts
 
 To use subaccounts with FTX, you need to edit the configuration and add the following:
diff --git a/docs/stoploss.md b/docs/stoploss.md
index 0e43817ec..cd90a71b4 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 (stop-loss-limit) and Kraken (stop-loss-market) as of now.
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.
 
 ## Static Stop Loss
 

From 5c5dc6fffe67decf8df285cfc28733c0bd07567a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 4 Jun 2020 06:56:30 +0200
Subject: [PATCH 534/783] Update test to reflect real trade after one cycle

---
 tests/rpc/test_rpc_apiserver.py | 33 +++++++++++++++++++--------------
 1 file changed, 19 insertions(+), 14 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cacf49f62..8743ec7ba 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -495,6 +495,10 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert rc.json == []
 
     ftbot.enter_positions()
+    trades = Trade.get_open_trades()
+    trades[0].open_order_id = None
+    ftbot.exit_positions(trades)
+
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     assert len(rc.json) == 1
@@ -509,25 +513,26 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'close_rate': None,
                         'current_profit': -0.00408133,
                         'current_profit_pct': -0.41,
+                        'current_profit_abs': -4.09e-06,
                         'current_rate': 1.099e-05,
                         'open_date': ANY,
                         'open_date_hum': 'just now',
                         'open_timestamp': ANY,
-                        'open_order': '(limit buy rem=0.00000000)',
+                        'open_order': None,
                         'open_rate': 1.098e-05,
                         'pair': 'ETH/BTC',
                         'stake_amount': 0.001,
-                        'stop_loss': 0.0,
-                        'stop_loss_abs': 0.0,
-                        'stop_loss_pct': None,
-                        'stop_loss_ratio': None,
+                        'stop_loss': 9.882e-06,
+                        'stop_loss_abs': 9.882e-06,
+                        'stop_loss_pct': -10.0,
+                        'stop_loss_ratio': -0.1,
                         'stoploss_order_id': None,
-                        'stoploss_last_update': None,
-                        'stoploss_last_update_timestamp': None,
-                        'initial_stop_loss': 0.0,
-                        'initial_stop_loss_abs': 0.0,
-                        'initial_stop_loss_pct': None,
-                        'initial_stop_loss_ratio': None,
+                        'stoploss_last_update': ANY,
+                        'stoploss_last_update_timestamp': ANY,
+                        'initial_stop_loss': 9.882e-06,
+                        'initial_stop_loss_abs': 9.882e-06,
+                        'initial_stop_loss_pct': -10.0,
+                        'initial_stop_loss_ratio': -0.1,
                         'trade_id': 1,
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,
@@ -539,9 +544,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'fee_open_currency': None,
                         'open_date': ANY,
                         'is_open': True,
-                        'max_rate': 0.0,
-                        'min_rate': None,
-                        'open_order_id': ANY,
+                        'max_rate': 1.099e-05,
+                        'min_rate': 1.098e-05,
+                        'open_order_id': None,
                         'open_rate_requested': 1.098e-05,
                         'open_trade_price': 0.0010025,
                         'sell_reason': None,

From 412b50dac5471e5392395c771298fbb118dcc8bb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 4 Jun 2020 06:56:59 +0200
Subject: [PATCH 535/783] Add current stoploss calculations

---
 freqtrade/rpc/rpc.py            | 13 +++++++++++++
 tests/rpc/test_rpc_apiserver.py |  4 ++++
 2 files changed, 17 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 91b35e9ad..dd6b084a2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -130,6 +130,14 @@ class RPC:
                 except DependencyException:
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
+                current_profit_abs = trade.calc_profit(current_rate)
+                # Calculate guaranteed profit (in case of trailing stop)
+                stoploss_entrypoint_dist = trade.open_rate - trade.stop_loss
+                stoploss_entrypoint_dist_ratio = stoploss_entrypoint_dist / trade.stop_loss
+                # calculate distance to stoploss
+                stoploss_current_dist = trade.stop_loss - current_rate
+                stoploss_current_dist_ratio = stoploss_current_dist / current_rate
+
                 fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
                                     if trade.close_profit is not None else None)
                 trade_dict = trade.to_json()
@@ -140,6 +148,11 @@ class RPC:
                     current_rate=current_rate,
                     current_profit=current_profit,
                     current_profit_pct=round(current_profit * 100, 2),
+                    current_profit_abs=current_profit_abs,
+                    stoploss_current_dist=stoploss_current_dist,
+                    stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
+                    stoploss_entrypoint_dist=stoploss_entrypoint_dist,
+                    stoploss_entrypoint_dist_ratio=round(stoploss_entrypoint_dist_ratio, 8),
                     open_order='({} {} rem={:.8f})'.format(
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 8743ec7ba..906e9f2fe 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -533,6 +533,10 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'initial_stop_loss_abs': 9.882e-06,
                         'initial_stop_loss_pct': -10.0,
                         'initial_stop_loss_ratio': -0.1,
+                        'stoploss_current_dist': -1.1080000000000002e-06,
+                        'stoploss_current_dist_ratio': -0.10081893,
+                        'stoploss_entrypoint_dist': 1.0980000000000003e-06,
+                        'stoploss_entrypoint_dist_ratio': 0.11111111,
                         'trade_id': 1,
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,

From 7bd55aa2f1c6c60c6b50ffd7d8965146c633f4e7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 4 Jun 2020 07:04:32 +0200
Subject: [PATCH 536/783] Use correct calcuation for "locked in profit"

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index dd6b084a2..fc774ded2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -132,8 +132,8 @@ class RPC:
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
                 # Calculate guaranteed profit (in case of trailing stop)
-                stoploss_entrypoint_dist = trade.open_rate - trade.stop_loss
-                stoploss_entrypoint_dist_ratio = stoploss_entrypoint_dist / trade.stop_loss
+                stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
+                stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
                 # calculate distance to stoploss
                 stoploss_current_dist = trade.stop_loss - current_rate
                 stoploss_current_dist_ratio = stoploss_current_dist / current_rate
@@ -151,8 +151,8 @@ class RPC:
                     current_profit_abs=current_profit_abs,
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
-                    stoploss_entrypoint_dist=stoploss_entrypoint_dist,
-                    stoploss_entrypoint_dist_ratio=round(stoploss_entrypoint_dist_ratio, 8),
+                    stoploss_entry_dist=stoploss_entry_dist,
+                    stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
                     open_order='({} {} rem={:.8f})'.format(
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 906e9f2fe..3555057a9 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -535,8 +535,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'initial_stop_loss_ratio': -0.1,
                         'stoploss_current_dist': -1.1080000000000002e-06,
                         'stoploss_current_dist_ratio': -0.10081893,
-                        'stoploss_entrypoint_dist': 1.0980000000000003e-06,
-                        'stoploss_entrypoint_dist_ratio': 0.11111111,
+                        'stoploss_entry_dist': -0.00010475,
+                        'stoploss_entry_dist_ratio': -0.10448878,
                         'trade_id': 1,
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,

From 6a88eb603bde0eea17aa18bd318e50345b70baed Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 4 Jun 2020 07:20:50 +0200
Subject: [PATCH 537/783] Update failing test

---
 tests/rpc/test_rpc.py | 73 +++++++++++++++++++++++++------------------
 1 file changed, 43 insertions(+), 30 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 1de73ada9..ef1c1bc16 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -42,8 +42,12 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         rpc._rpc_trade_status()
 
     freqtradebot.enter_positions()
+    trades = Trade.get_open_trades()
+    trades[0].open_order_id = None
+    freqtradebot.exit_positions(trades)
+
     results = rpc._rpc_trade_status()
-    assert {
+    assert results[0] == {
         'trade_id': 1,
         'pair': 'ETH/BTC',
         'base_currency': 'BTC',
@@ -54,11 +58,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'fee_open': ANY,
         'fee_open_cost': ANY,
         'fee_open_currency': ANY,
-        'fee_close': ANY,
+        'fee_close': fee.return_value,
         'fee_close_cost': ANY,
         'fee_close_currency': ANY,
         'open_rate_requested': ANY,
-        'open_trade_price': ANY,
+        'open_trade_price': 0.0010025,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
         'sell_order_status': ANY,
@@ -80,28 +84,32 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'close_profit_abs': None,
         'current_profit': -0.00408133,
         'current_profit_pct': -0.41,
-        'stop_loss': 0.0,
-        'stop_loss_abs': 0.0,
-        'stop_loss_pct': None,
-        'stop_loss_ratio': None,
+        'current_profit_abs': -4.09e-06,
+        'stop_loss': 9.882e-06,
+        'stop_loss_abs': 9.882e-06,
+        'stop_loss_pct': -10.0,
+        'stop_loss_ratio': -0.1,
         'stoploss_order_id': None,
-        'stoploss_last_update': None,
-        'stoploss_last_update_timestamp': None,
-        'initial_stop_loss': 0.0,
-        'initial_stop_loss_abs': 0.0,
-        'initial_stop_loss_pct': None,
-        'initial_stop_loss_ratio': None,
-        'open_order': '(limit buy rem=0.00000000)',
+        'stoploss_last_update': ANY,
+        'stoploss_last_update_timestamp': ANY,
+        'initial_stop_loss': 9.882e-06,
+        'initial_stop_loss_abs': 9.882e-06,
+        'initial_stop_loss_pct': -10.0,
+        'initial_stop_loss_ratio': -0.1,
+        'stoploss_current_dist': -1.1080000000000002e-06,
+        'stoploss_current_dist_ratio': -0.10081893,
+        'stoploss_entry_dist': -0.00010475,
+        'stoploss_entry_dist_ratio': -0.10448878,
+        'open_order': None,
         'exchange': 'bittrex',
-
-    } == results[0]
+    }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
-    assert {
+    assert results[0] == {
         'trade_id': 1,
         'pair': 'ETH/BTC',
         'base_currency': 'BTC',
@@ -112,7 +120,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'fee_open': ANY,
         'fee_open_cost': ANY,
         'fee_open_currency': ANY,
-        'fee_close': ANY,
+        'fee_close': fee.return_value,
         'fee_close_cost': ANY,
         'fee_close_currency': ANY,
         'open_rate_requested': ANY,
@@ -138,20 +146,25 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'close_profit_abs': None,
         'current_profit': ANY,
         'current_profit_pct': ANY,
-        'stop_loss': 0.0,
-        'stop_loss_abs': 0.0,
-        'stop_loss_pct': None,
-        'stop_loss_ratio': None,
+        'current_profit_abs': ANY,
+        'stop_loss': 9.882e-06,
+        'stop_loss_abs': 9.882e-06,
+        'stop_loss_pct': -10.0,
+        'stop_loss_ratio': -0.1,
         'stoploss_order_id': None,
-        'stoploss_last_update': None,
-        'stoploss_last_update_timestamp': None,
-        'initial_stop_loss': 0.0,
-        'initial_stop_loss_abs': 0.0,
-        'initial_stop_loss_pct': None,
-        'initial_stop_loss_ratio': None,
-        'open_order': '(limit buy rem=0.00000000)',
+        'stoploss_last_update': ANY,
+        'stoploss_last_update_timestamp': ANY,
+        'initial_stop_loss': 9.882e-06,
+        'initial_stop_loss_abs': 9.882e-06,
+        'initial_stop_loss_pct': -10.0,
+        'initial_stop_loss_ratio': -0.1,
+        'stoploss_current_dist': ANY,
+        'stoploss_current_dist_ratio': ANY,
+        'stoploss_entry_dist': -0.00010475,
+        'stoploss_entry_dist_ratio': -0.10448878,
+        'open_order': None,
         'exchange': 'bittrex',
-    } == results[0]
+    }
 
 
 def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:

From b27348490d3d6883701c0f9dafe9ab0885f29034 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 5 Jun 2020 13:59:00 +0200
Subject: [PATCH 538/783] Add rate-limiting note for Kraken datadownload

---
 docs/exchanges.md | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 81f017023..075329a07 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -30,6 +30,15 @@ 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.
 
+Due to the heavy rate-limiting applied by Kraken, the follwoing configuration section should be used to download data:
+
+``` json
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 3100
+    },
+```
+
 ## Bittrex
 
 ### Order types

From ff289a71776239e2ac0dd35e2fb40cfa44a83e83 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 19:08:54 +0200
Subject: [PATCH 539/783] Updated tests to work with Telegram emojis

---
 tests/rpc/test_rpc_telegram.py | 25 ++++++++++++++++---------
 1 file changed, 16 insertions(+), 9 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f81127c4c..2cecc35d1 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1221,8 +1221,9 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
+    '🔵'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == '*Bittrex:* Buying ETH/BTC\n' \
+        == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
@@ -1243,8 +1244,9 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
     })
+    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == ('*Bittrex:* Cancelling Open Buy Order for ETH/BTC')
+        == ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC')
 
 
 def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1276,8 +1278,9 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
     })
+    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Selling KEY/ETH\n'
+        == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
@@ -1305,7 +1308,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Selling KEY/ETH\n'
+        == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
@@ -1334,8 +1337,9 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'pair': 'KEY/ETH',
         'reason': 'Cancelled on exchange'
     })
+    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange')
+        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange')
 
     msg_mock.reset_mock()
     telegram.send_msg({
@@ -1345,7 +1349,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'timeout'
     })
     assert msg_mock.call_args[0][0] \
-        == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout')
+        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout')
     # Reset singleton function to avoid random breaks
     telegram._fiat_converter.convert_amount = old_convamount
 
@@ -1379,7 +1383,8 @@ def test_warning_notification(default_conf, mocker) -> None:
         'type': RPCMessageType.WARNING_NOTIFICATION,
         'status': 'message'
     })
-    assert msg_mock.call_args[0][0] == '*Warning:* `message`'
+    '⚠'.encode('ascii', 'namereplace')
+    assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`'
 
 
 def test_custom_notification(default_conf, mocker) -> None:
@@ -1437,8 +1442,9 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
+    '🔵'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == '*Bittrex:* Buying ETH/BTC\n' \
+        == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
@@ -1473,8 +1479,9 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })
+    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
-        == '*Binance:* Selling KEY/ETH\n' \
+        == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \

From 080efd1102835367f135827c9a7dc4be1623be84 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 19:09:49 +0200
Subject: [PATCH 540/783] Added unicoded emoji's to Telegram messages

---
 freqtrade/rpc/telegram.py | 61 +++++++++++++++++++++++++--------------
 1 file changed, 39 insertions(+), 22 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8fa973d73..e496d3fa6 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -19,7 +19,6 @@ logger = logging.getLogger(__name__)
 
 logger.debug('Included module rpc.telegram ...')
 
-
 MAX_TELEGRAM_MESSAGE_LENGTH = 4096
 
 
@@ -29,6 +28,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
     :param command_handler: Telegram CommandHandler
     :return: decorated function
     """
+
     def wrapper(self, *args, **kwargs):
         """ Decorator logic """
         update = kwargs.get('update') or args[0]
@@ -126,6 +126,12 @@ class Telegram(RPC):
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
 
+        '🔵'.encode('ascii', 'namereplace')
+        '🚀'.encode('ascii', 'namereplace')
+        '✳'.encode('ascii', 'namereplace')
+        '❌'.encode('ascii', 'namereplace')
+        '⚠'.encode('ascii', 'namereplace')
+
         if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
             if self._fiat_converter:
                 msg['stake_amount_fiat'] = self._fiat_converter.convert_amount(
@@ -133,7 +139,7 @@ class Telegram(RPC):
             else:
                 msg['stake_amount_fiat'] = 0
 
-            message = ("*{exchange}:* Buying {pair}\n"
+            message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{limit:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
@@ -144,7 +150,7 @@ class Telegram(RPC):
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
-            message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
+            message = "\N{WARNING SIGN} *{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
@@ -153,33 +159,44 @@ class Telegram(RPC):
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60
 
-            message = ("*{exchange}:* Selling {pair}\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)
+            if float(msg['profit_percent']) >= 5.0:
+                message = ("\N{ROCKET} *{exchange}:* Selling {pair}\n").format(**msg)
+
+            elif float(msg['profit_percent']) >= 0.0:
+                message = "\N{EIGHT SPOKED ASTERISK} *{exchange}:* Selling {pair}\n"
+
+            elif msg['sell_reason'] == "stop_loss":
+                message = ("\N{WARNING SIGN} *{exchange}:* Selling {pair}\n").format(**msg)
+
+            else:
+                message = ("\N{CROSS MARK} *{exchange}:* Selling {pair}\n").format(**msg)
+
+            message += ("*Amount:* `{amount:.8f}`\n"
+                        "*Open Rate:* `{open_rate:.8f}`\n"
+                        "*Current Rate:* `{current_rate:.8f}`\n"
+                        "*Close Rate:* `{limit:.8f}`\n"
+                        "*Sell Reason:* `{sell_reason}`\n"
+                        "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                        "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
             # Check if all sell properties are available.
             # This might not be the case if the message origin is triggered by /forcesell
             if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
-               and self._fiat_converter):
+                    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)
 
         elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
-            message = ("*{exchange}:* Cancelling Open Sell Order "
+            message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
                        "for {pair}. Reason: {reason}").format(**msg)
 
         elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
             message = '*Status:* `{status}`'.format(**msg)
 
         elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
-            message = '*Warning:* `{status}`'.format(**msg)
+            message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
 
         elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION:
             message = '{status}'.format(**msg)
@@ -222,8 +239,8 @@ class Telegram(RPC):
                     # Adding initial stoploss only if it is different from stoploss
                     "*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
                     ("`({initial_stop_loss_pct:.2f}%)`") if (
-                        r['stop_loss'] != r['initial_stop_loss']
-                        and r['initial_stop_loss_pct'] is not None) else "",
+                            r['stop_loss'] != r['initial_stop_loss']
+                            and r['initial_stop_loss_pct'] is not None) else "",
 
                     # Adding stoploss and stoploss percentage only if it is not None
                     "*Stoploss:* `{stop_loss:.8f}` " +
@@ -363,14 +380,14 @@ class Telegram(RPC):
                     "This mode is still experimental!\n"
                     "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" \
-                            "\t`Available: {free: .8f}`\n" \
-                            "\t`Balance: {balance: .8f}`\n" \
-                            "\t`Pending: {used: .8f}`\n" \
-                            "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
+                                  "\t`Available: {free: .8f}`\n" \
+                                  "\t`Balance: {balance: .8f}`\n" \
+                                  "\t`Pending: {used: .8f}`\n" \
+                                  "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
                 else:
                     curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
 
@@ -587,7 +604,7 @@ class Telegram(RPC):
                   "*/profit:* `Lists cumulative profit from all finished trades`\n" \
                   "*/forcesell |all:* `Instantly sells the given trade or all trades, " \
                   "regardless of profit`\n" \
-                  f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \
+                  f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" \
                   "*/performance:* `Show performance of each finished trade grouped by pair`\n" \
                   "*/daily :* `Shows profit or loss per day, over the last n days`\n" \
                   "*/count:* `Show number of trades running compared to allowed number of trades`" \

From 4c6a7a354dfae8d0a60f8243aefa91f400a01604 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 20:04:11 +0200
Subject: [PATCH 541/783] Removed '.encode' lines, unessecary

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e496d3fa6..6b1450472 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -126,12 +126,6 @@ class Telegram(RPC):
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
 
-        '🔵'.encode('ascii', 'namereplace')
-        '🚀'.encode('ascii', 'namereplace')
-        '✳'.encode('ascii', 'namereplace')
-        '❌'.encode('ascii', 'namereplace')
-        '⚠'.encode('ascii', 'namereplace')
-
         if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
             if self._fiat_converter:
                 msg['stake_amount_fiat'] = self._fiat_converter.convert_amount(

From 08b9abed3aeb722357ced69fe67489acc05e3eaa Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 20:05:55 +0200
Subject: [PATCH 542/783] Removed '.encode', unecessary

---
 tests/rpc/test_rpc_telegram.py | 7 -------
 1 file changed, 7 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 2cecc35d1..129bdf9d1 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1221,7 +1221,6 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
-    '🔵'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
            '*Amount:* `1333.33333333`\n' \
@@ -1244,7 +1243,6 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
     })
-    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC')
 
@@ -1278,7 +1276,6 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-1),
         'close_date': arrow.utcnow(),
     })
-    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
             '*Amount:* `1333.33333333`\n'
@@ -1337,7 +1334,6 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'pair': 'KEY/ETH',
         'reason': 'Cancelled on exchange'
     })
-    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange')
 
@@ -1383,7 +1379,6 @@ def test_warning_notification(default_conf, mocker) -> None:
         'type': RPCMessageType.WARNING_NOTIFICATION,
         'status': 'message'
     })
-    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`'
 
 
@@ -1442,7 +1437,6 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
-    '🔵'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
            '*Amount:* `1333.33333333`\n' \
@@ -1479,7 +1473,6 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })
-    '⚠'.encode('ascii', 'namereplace')
     assert msg_mock.call_args[0][0] \
         == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' \
            '*Amount:* `1333.33333333`\n' \

From 6694ac50779619eec4f761a3f28175833d4080c9 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 20:10:52 +0200
Subject: [PATCH 543/783] Splitted a line that was too long, resulting in
 flake8 error

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

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 129bdf9d1..15fe0eaf9 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1335,7 +1335,8 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'Cancelled on exchange'
     })
     assert msg_mock.call_args[0][0] \
-        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange')
+        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. '
+            'Reason: Cancelled on exchange')
 
     msg_mock.reset_mock()
     telegram.send_msg({

From f34bcc5fd3b629acfaeb55cd51854b1e719f44f8 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Fri, 5 Jun 2020 20:15:22 +0200
Subject: [PATCH 544/783] Splitted a line that was too long, resulting in error
 for flake8

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6b1450472..7dbd9cd83 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -144,7 +144,8 @@ class Telegram(RPC):
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
-            message = "\N{WARNING SIGN} *{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
+            message = "\N{WARNING SIGN} *{exchange}:* " \
+                      "Cancelling Open Buy Order for {pair}".format(**msg)
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)

From 5f9994c9ed1d7749412bf8201932f44e4e4b4c69 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 5 Jun 2020 20:24:21 +0200
Subject: [PATCH 545/783] Reduce verbosity of sell-rate fetching

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a74b0a5a1..5104e4f95 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -702,11 +702,10 @@ class FreqtradeBot:
                 self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
 
         if config_ask_strategy.get('use_order_book', False):
-            # 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)
-            logger.info(f'Using order book between {order_book_min} and {order_book_max} '
-                        f'for selling {trade.pair}...')
+            logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
+                         f'for selling {trade.pair}...')
 
             order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
                                               order_book_min=order_book_min,

From 8c32d691c7ee4cee9ff860748b3ebee2c1187388 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 5 Jun 2020 20:31:40 +0200
Subject: [PATCH 546/783] Add information about bid and ask strategy to
 /showconfig

---
 freqtrade/rpc/rpc.py            | 2 ++
 freqtrade/rpc/telegram.py       | 4 +++-
 tests/rpc/test_rpc_apiserver.py | 2 ++
 3 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 91b35e9ad..a5005f35e 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -105,6 +105,8 @@ class RPC:
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),
+            'ask_strategy': config.get('ask_strategy', {}),
+            'bid_strategy': config.get('bid_strategy', {}),
             'state': str(self._freqtrade.state)
         }
         return val
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8fa973d73..09a99ad85 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -636,13 +636,15 @@ class Telegram(RPC):
 
         else:
             sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
-
+        import json
         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"*Max open Trades:* `{val['max_open_trades']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
+            f"*Ask strategy:* ```\n{val['ask_strategy']}```\n"
+            f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
             f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cacf49f62..6a850ecc5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -325,6 +325,8 @@ def test_api_show_config(botclient, mocker):
     assert rc.json['ticker_interval'] == '5m'
     assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
+    assert 'bid_strategy' in rc.json
+    assert 'ask_strategy' in rc.json
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):

From 1a5cd85900f232ee24022dd82b9ebb2732b88f4b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 6 Jun 2020 13:15:01 +0200
Subject: [PATCH 547/783] Fix typo

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 075329a07..aef356ea9 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -30,7 +30,7 @@ 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.
 
-Due to the heavy rate-limiting applied by Kraken, the follwoing configuration section should be used to download data:
+Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
 
 ``` json
     "ccxt_async_config": {

From b2316cdd00fd1f946a8bd07cb55e39e0a8720859 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 6 Jun 2020 13:32:06 +0200
Subject: [PATCH 548/783] Extract sell_smoij logic into it's own function

---
 freqtrade/rpc/telegram.py      | 41 +++++++++++++++++++---------------
 tests/rpc/test_rpc_telegram.py | 23 +++++++++++++++++++
 2 files changed, 46 insertions(+), 18 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7dbd9cd83..0dc57e5b9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -154,25 +154,16 @@ class Telegram(RPC):
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60
 
-            if float(msg['profit_percent']) >= 5.0:
-                message = ("\N{ROCKET} *{exchange}:* Selling {pair}\n").format(**msg)
+            msg['emoij'] = self._get_sell_emoij(msg)
 
-            elif float(msg['profit_percent']) >= 0.0:
-                message = "\N{EIGHT SPOKED ASTERISK} *{exchange}:* Selling {pair}\n"
-
-            elif msg['sell_reason'] == "stop_loss":
-                message = ("\N{WARNING SIGN} *{exchange}:* Selling {pair}\n").format(**msg)
-
-            else:
-                message = ("\N{CROSS MARK} *{exchange}:* Selling {pair}\n").format(**msg)
-
-            message += ("*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)
+            message = ("{emoij} *{exchange}:* Selling {pair}\n"
+                       "*Amount:* `{amount:.8f}`\n"
+                       "*Open Rate:* `{open_rate:.8f}`\n"
+                       "*Current Rate:* `{current_rate:.8f}`\n"
+                       "*Close Rate:* `{limit:.8f}`\n"
+                       "*Sell Reason:* `{sell_reason}`\n"
+                       "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                       "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
             # Check if all sell properties are available.
             # This might not be the case if the message origin is triggered by /forcesell
@@ -201,6 +192,20 @@ class Telegram(RPC):
 
         self._send_msg(message)
 
+    def _get_sell_emoij(self, msg):
+        """
+        Get emoji for sell-side
+        """
+
+        if float(msg['profit_percent']) >= 5.0:
+            return "\N{ROCKET}"
+        elif float(msg['profit_percent']) >= 0.0:
+            return "\N{EIGHT SPOKED ASTERISK}"
+        elif msg['sell_reason'] == "stop_loss":
+            return"\N{WARNING SIGN}"
+        else:
+            return "\N{CROSS MARK}"
+
     @authorized_only
     def _status(self, update: Update, context: CallbackContext) -> None:
         """
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 15fe0eaf9..7fea19fa9 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1485,6 +1485,29 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
            '*Profit:* `-57.41%`'
 
 
+@pytest.mark.parametrize('msg,expected', [
+    ({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
+    ({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
+    ({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
+    ({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
+    ({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"),
+])
+def test__sell_emoji(default_conf, mocker, msg, expected):
+    del default_conf['fiat_display_currency']
+    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)
+
+    assert telegram._get_sell_emoij(msg) == expected
+
+
 def test__send_msg(default_conf, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     bot = MagicMock()

From 172ca761f2c472bc405e2933f0c4b0b81612e668 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 6 Jun 2020 15:38:42 +0200
Subject: [PATCH 549/783] Fixed typo 'emoij'

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0dc57e5b9..09be7793e 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -154,9 +154,9 @@ class Telegram(RPC):
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60
 
-            msg['emoij'] = self._get_sell_emoij(msg)
+            msg['emoji'] = self._get_sell_emoji(msg)
 
-            message = ("{emoij} *{exchange}:* Selling {pair}\n"
+            message = ("{emoji} *{exchange}:* Selling {pair}\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
@@ -192,7 +192,7 @@ class Telegram(RPC):
 
         self._send_msg(message)
 
-    def _get_sell_emoij(self, msg):
+    def _get_sell_emoji(self, msg):
         """
         Get emoji for sell-side
         """

From d20762aa01c9f3e2ab61dca97d260737e93c6c4c Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 6 Jun 2020 15:46:19 +0200
Subject: [PATCH 550/783] Fixed typo 'emoij' in test file too

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

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7fea19fa9..423f27441 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1505,7 +1505,7 @@ def test__sell_emoji(default_conf, mocker, msg, expected):
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     telegram = Telegram(freqtradebot)
 
-    assert telegram._get_sell_emoij(msg) == expected
+    assert telegram._get_sell_emoji(msg) == expected
 
 
 def test__send_msg(default_conf, mocker) -> None:

From 3bd38171f80c7b420d259f573861a7fed8a6d031 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 6 Jun 2020 17:19:44 +0200
Subject: [PATCH 551/783] DOn't use json.dumps - it's not necessary

---
 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 09a99ad85..2ea697ed4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -636,7 +636,7 @@ class Telegram(RPC):
 
         else:
             sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
-        import json
+
         self._send_msg(
             f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
             f"*Exchange:* `{val['exchange']}`\n"
@@ -644,7 +644,7 @@ class Telegram(RPC):
             f"*Max open Trades:* `{val['max_open_trades']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
             f"*Ask strategy:* ```\n{val['ask_strategy']}```\n"
-            f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
+            f"*Bid strategy:* ```\n{val['bid_strategy']}```\n"
             f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"

From 8d8cf5a2fde3ea20f66991b1eb978e84d514e9d4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 6 Jun 2020 17:28:00 +0200
Subject: [PATCH 552/783] Improve code formatting of telegram

---
 freqtrade/rpc/telegram.py      | 72 +++++++++++++++++-----------------
 tests/rpc/test_rpc_telegram.py | 41 +++++++++----------
 2 files changed, 55 insertions(+), 58 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 965318f64..894955eb5 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -144,8 +144,8 @@ class Telegram(RPC):
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
-            message = "\N{WARNING SIGN} *{exchange}:* " \
-                      "Cancelling Open Buy Order for {pair}".format(**msg)
+            message = ("\N{WARNING SIGN} *{exchange}:* "
+                       "Cancelling Open Buy Order for {pair}".format(**msg))
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
@@ -388,11 +388,11 @@ class Telegram(RPC):
                 )
             for currency in result['currencies']:
                 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. {stake}: {est_stake: .8f}`\n".format(**currency)
+                    curr_output = ("*{currency}:*\n"
+                                   "\t`Available: {free: .8f}`\n"
+                                   "\t`Balance: {balance: .8f}`\n"
+                                   "\t`Pending: {used: .8f}`\n"
+                                   "\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
                 else:
                     curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
 
@@ -403,9 +403,9 @@ class Telegram(RPC):
                 else:
                     output += curr_output
 
-            output += "\n*Estimated Value*:\n" \
-                      "\t`{stake}: {total: .8f}`\n" \
-                      "\t`{symbol}: {value: .2f}`\n".format(**result)
+            output += ("\n*Estimated Value*:\n"
+                       "\t`{stake}: {total: .8f}`\n"
+                       "\t`{symbol}: {value: .2f}`\n").format(**result)
             self._send_msg(output)
         except RPCException as e:
             self._send_msg(str(e))
@@ -598,32 +598,32 @@ class Telegram(RPC):
         :param update: message update
         :return: None
         """
-        forcebuy_text = "*/forcebuy  []:* `Instantly buys the given pair. " \
-                        "Optionally takes a rate at which to buy.` \n"
-        message = "*/start:* `Starts the trader`\n" \
-                  "*/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" \
-                  f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" \
-                  "*/performance:* `Show performance of each finished trade grouped by pair`\n" \
-                  "*/daily :* `Shows profit or loss per day, over the last n days`\n" \
-                  "*/count:* `Show number of trades running compared to allowed number of trades`" \
-                  "\n" \
-                  "*/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" \
-                  "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \
-                  "*/help:* `This help message`\n" \
-                  "*/version:* `Show version`"
+        forcebuy_text = ("*/forcebuy  []:* `Instantly buys the given pair. "
+                         "Optionally takes a rate at which to buy.` \n")
+        message = ("*/start:* `Starts the trader`\n"
+                   "*/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"
+                   f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
+                   "*/performance:* `Show performance of each finished trade grouped by pair`\n"
+                   "*/daily :* `Shows profit or loss per day, over the last n days`\n"
+                   "*/count:* `Show number of trades running compared to allowed number of trades`"
+                   "\n"
+                   "*/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"
+                   "*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
+                   "*/help:* `This help message`\n"
+                   "*/version:* `Show version`")
 
         self._send_msg(message)
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 21b9df81c..b18106ee5 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -71,10 +71,10 @@ def test_init(default_conf, mocker, caplog) -> None:
     assert start_polling.dispatcher.add_handler.call_count > 0
     assert start_polling.start_polling.call_count == 1
 
-    message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
-                  "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
-                  "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \
-                  "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
+    message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
+                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
+                   "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], "
+                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
 
     assert log_has(message_str, caplog)
 
@@ -1016,9 +1016,8 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
     msg_mock.reset_mock()
     telegram._count(update=update, context=MagicMock())
 
-    msg = '
          current    max    total stake\n---------  -----  -------------\n' \
-          '        1      {}          {}
        '\
-        .format(
+    msg = ('
          current    max    total stake\n---------  -----  -------------\n'
+           '        1      {}          {}
        ').format(
             default_conf['max_open_trades'],
             default_conf['stake_amount']
         )
@@ -1441,12 +1440,11 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
-    assert msg_mock.call_args[0][0] \
-        == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
-           '*Amount:* `1333.33333333`\n' \
-           '*Open Rate:* `0.00001099`\n' \
-           '*Current Rate:* `0.00001099`\n' \
-           '*Total:* `(0.001000 BTC)`'
+    assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n'
+                                        '*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:
@@ -1477,15 +1475,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
         'close_date': arrow.utcnow(),
     })
-    assert msg_mock.call_args[0][0] \
-        == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\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%`'
+    assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\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%`')
 
 
 @pytest.mark.parametrize('msg,expected', [

From db4576c50b97e89c524b2de69998e1431d963204 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 10:09:39 +0200
Subject: [PATCH 553/783] Use json for *strategy dump

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 894955eb5..eb53fc68f 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -3,6 +3,7 @@
 """
 This module manage Telegram communication
 """
+import json
 import logging
 from typing import Any, Callable, Dict
 
@@ -665,8 +666,8 @@ class Telegram(RPC):
             f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
             f"*Max open Trades:* `{val['max_open_trades']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
-            f"*Ask strategy:* ```\n{val['ask_strategy']}```\n"
-            f"*Bid strategy:* ```\n{val['bid_strategy']}```\n"
+            f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
+            f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
             f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"

From a6f67247520a9fb52271852cefc80dd05716977d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 11:29:14 +0200
Subject: [PATCH 554/783] Reorder functions in optimize_report

---
 freqtrade/optimize/optimize_reports.py | 136 +++++++++++++------------
 1 file changed, 70 insertions(+), 66 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c148f0f44..d70a80bb3 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -113,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     return tabular_data
 
 
-def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
-    """
-    Generates and returns a text table for the given backtest data and the results dataframe
-    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
-    :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
-    """
-
-    headers = _get_line_header('Pair', stake_currency)
-    floatfmt = _get_line_floatfmt()
-    output = [[
-        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
-    ] for t in pair_results]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers,
-                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
-
-
 def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
@@ -166,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     return tabular_data
 
 
-def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
-                                    stake_currency: str) -> str:
-    """
-    Generate small table outlining Backtest results
-    :param sell_reason_stats: Sell reason metrics
-    :param stake_currency: Stakecurrency used
-    :return: pretty printed table with tabulate as string
-    """
-    headers = [
-        'Sell Reason',
-        'Sells',
-        'Wins',
-        'Draws',
-        'Losses',
-        'Avg Profit %',
-        'Cum Profit %',
-        f'Tot Profit {stake_currency}',
-        'Tot Profit %',
-    ]
-
-    output = [[
-        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
-        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
-     ] for t in sell_reason_stats]
-    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
-
-
 def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
                               all_results: Dict) -> List[Dict]:
     """
@@ -209,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
     return tabular_data
 
 
-def generate_text_table_strategy(strategy_results, stake_currency: str) -> 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 = _get_line_floatfmt()
-    headers = _get_line_header('Strategy', stake_currency)
-
-    output = [[
-        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
-    ] for t in strategy_results]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers,
-                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
-
-
 def generate_edge_table(results: dict) -> str:
 
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
@@ -288,6 +222,76 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
     return result
 
 
+###
+# Start output section
+###
+
+def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generates and returns a text table for the given backtest data and the results dataframe
+    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
+    :param stake_currency: stake-currency - used to correctly name headers
+    :return: pretty printed table with tabulate as string
+    """
+
+    headers = _get_line_header('Pair', stake_currency)
+    floatfmt = _get_line_floatfmt()
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in pair_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
+def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
+                                    stake_currency: str) -> str:
+    """
+    Generate small table outlining Backtest results
+    :param sell_reason_stats: Sell reason metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        'Sell Reason',
+        'Sells',
+        'Wins',
+        'Draws',
+        'Losses',
+        'Avg Profit %',
+        'Cum Profit %',
+        f'Tot Profit {stake_currency}',
+        'Tot Profit %',
+    ]
+
+    output = [[
+        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
+        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
+    ] for t in sell_reason_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
+def generate_text_table_strategy(strategy_results, stake_currency: str) -> 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 = _get_line_floatfmt()
+    headers = _get_line_header('Strategy', stake_currency)
+
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in strategy_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
 def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 

From 499c6772d170f30fb16a5410fd32f3c63c3dcfbd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 11:31:33 +0200
Subject: [PATCH 555/783] Rename tabulate methods

they don't "generate" anything
---
 freqtrade/optimize/optimize_reports.py  | 12 +++++-------
 tests/optimize/test_backtesting.py      |  2 +-
 tests/optimize/test_optimize_reports.py | 14 +++++++-------
 3 files changed, 13 insertions(+), 15 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d70a80bb3..789ad7d46 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -245,8 +245,7 @@ def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str)
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
 
 
-def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
-                                    stake_currency: str) -> str:
+def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
     """
     Generate small table outlining Backtest results
     :param sell_reason_stats: Sell reason metrics
@@ -272,7 +271,7 @@ def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
-def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
+def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
     :param stake_currency: stake-currency - used to correctly name headers
@@ -304,9 +303,8 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
-                                                stake_currency=stake_currency,
-                                                )
+        table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
+                                       stake_currency=stake_currency)
         if isinstance(table, str):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
@@ -322,7 +320,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
 
-        table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
+        table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 40c106975..04c8a4b0e 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -666,7 +666,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     mocker.patch.multiple('freqtrade.optimize.optimize_reports',
                           generate_text_table=gen_table_mock,
-                          generate_text_table_strategy=gen_strattable_mock,
+                          text_table_strategy=gen_strattable_mock,
                           generate_pair_metrics=MagicMock(),
                           generate_sell_reason_stats=sell_reason_mock,
                           generate_strategy_metrics=gen_strat_summary,
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 8bef6e2cc..b4105af7d 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -7,8 +7,8 @@ from arrow import Arrow
 from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (
     generate_pair_metrics, generate_edge_table, generate_sell_reason_stats,
-    generate_text_table, generate_text_table_sell_reason, generate_strategy_metrics,
-    generate_text_table_strategy, store_backtest_result)
+    generate_text_table, text_table_sell_reason, generate_strategy_metrics,
+    text_table_strategy, store_backtest_result)
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 
@@ -69,7 +69,7 @@ def test_generate_pair_metrics(default_conf, mocker):
         pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100)
 
 
-def test_generate_text_table_sell_reason(default_conf):
+def test_text_table_sell_reason(default_conf):
 
     results = pd.DataFrame(
         {
@@ -97,8 +97,8 @@ def test_generate_text_table_sell_reason(default_conf):
 
     sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
                                                    results=results)
-    assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
-                                           stake_currency='BTC') == result_str
+    assert text_table_sell_reason(sell_reason_stats=sell_reason_stats,
+                                  stake_currency='BTC') == result_str
 
 
 def test_generate_sell_reason_stats(default_conf):
@@ -136,7 +136,7 @@ def test_generate_sell_reason_stats(default_conf):
     assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
 
 
-def test_generate_text_table_strategy(default_conf, mocker):
+def test_text_table_strategy(default_conf, mocker):
     results = {}
     results['TestStrategy1'] = pd.DataFrame(
         {
@@ -178,7 +178,7 @@ def test_generate_text_table_strategy(default_conf, mocker):
                                                  max_open_trades=2,
                                                  all_results=results)
 
-    assert generate_text_table_strategy(strategy_results, 'BTC') == result_str
+    assert text_table_strategy(strategy_results, 'BTC') == result_str
 
 
 def test_generate_edge_table(edge_conf, mocker):

From 070913f32729c053eb150db1d473c2c5c027e37d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 11:35:02 +0200
Subject: [PATCH 556/783] Rename text_table generation

---
 freqtrade/optimize/optimize_reports.py  |  6 +++---
 tests/optimize/test_backtesting.py      | 18 +++++++++---------
 tests/optimize/test_optimize_reports.py |  7 +++----
 3 files changed, 15 insertions(+), 16 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 789ad7d46..739640bc5 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -226,7 +226,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
 # Start output section
 ###
 
-def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
+def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
     :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
@@ -298,7 +298,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
 
         # Print results
         print(f"Result for strategy {strategy}")
-        table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency)
+        table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
@@ -309,7 +309,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency)
+        table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 04c8a4b0e..1c9810ec9 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -659,17 +659,17 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
-    gen_table_mock = MagicMock()
+    text_table_mock = MagicMock()
     sell_reason_mock = MagicMock()
-    gen_strattable_mock = MagicMock()
-    gen_strat_summary = MagicMock()
+    strattable_mock = MagicMock()
+    strat_summary = MagicMock()
 
     mocker.patch.multiple('freqtrade.optimize.optimize_reports',
-                          generate_text_table=gen_table_mock,
-                          text_table_strategy=gen_strattable_mock,
+                          text_table_bt_results=text_table_mock,
+                          text_table_strategy=strattable_mock,
                           generate_pair_metrics=MagicMock(),
                           generate_sell_reason_stats=sell_reason_mock,
-                          generate_strategy_metrics=gen_strat_summary,
+                          generate_strategy_metrics=strat_summary,
                           )
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -690,10 +690,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     start_backtesting(args)
     # 2 backtests, 4 tables
     assert backtestmock.call_count == 2
-    assert gen_table_mock.call_count == 4
-    assert gen_strattable_mock.call_count == 1
+    assert text_table_mock.call_count == 4
+    assert strattable_mock.call_count == 1
     assert sell_reason_mock.call_count == 2
-    assert gen_strat_summary.call_count == 1
+    assert strat_summary.call_count == 1
 
     # check the logs, that will contain the backtest result
     exists = [
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index b4105af7d..175405e4c 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -7,13 +7,13 @@ from arrow import Arrow
 from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (
     generate_pair_metrics, generate_edge_table, generate_sell_reason_stats,
-    generate_text_table, text_table_sell_reason, generate_strategy_metrics,
+    text_table_bt_results, text_table_sell_reason, generate_strategy_metrics,
     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):
+def test_text_table_bt_results(default_conf, mocker):
 
     results = pd.DataFrame(
         {
@@ -40,8 +40,7 @@ def test_generate_text_table(default_conf, mocker):
 
     pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
                                          max_open_trades=2, results=results)
-    assert generate_text_table(pair_results,
-                               stake_currency='BTC') == result_str
+    assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
 
 
 def test_generate_pair_metrics(default_conf, mocker):

From 04779411f5066c221ce7fd91a237f0caba9fbd81 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 14:32:01 +0200
Subject: [PATCH 557/783] Add docstring to backtest_stats

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

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 739640bc5..9bcbb4dd7 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -190,7 +190,14 @@ def generate_edge_table(results: dict) -> str:
 
 
 def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
-                            all_results: Dict[str, DataFrame]):
+                            all_results: Dict[str, DataFrame]) -> Dict[str, Any]:
+    """
+    :param config: Configuration object used for backtest
+    :param btdata: Backtest data
+    :param all_results: backtest result - dictionary with { Strategy: results}.
+    :return:
+    Dictionary containing results per strategy and a stratgy summary.
+    """
     stake_currency = config['stake_currency']
     max_open_trades = config['max_open_trades']
     result: Dict[str, Any] = {'strategy': {}}

From 3f9ab0846d6b5197094fddb50f15c5fdfe409688 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 15:17:35 +0200
Subject: [PATCH 558/783] Rename profitperc to profit_percent

---
 freqtrade/data/btanalysis.py  | 15 ++++++++-------
 freqtrade/plot/plotting.py    | 14 +++++++-------
 tests/data/test_btanalysis.py |  2 +-
 tests/test_plotting.py        |  4 ++--
 4 files changed, 18 insertions(+), 17 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index f98135c27..6c498a470 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
@@ -99,7 +99,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
 
-    columns = ["pair", "open_time", "close_time", "profit", "profitperc",
+    columns = ["pair", "open_time", "close_time", "profit", "profit_percent",
                "open_rate", "close_rate", "amount", "duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
@@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :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.
@@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     from freqtrade.exchange import timeframe_to_minutes
     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()
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time'
+                                  )[['profit_percent']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
@@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
 
 
 def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
-                           value_col: str = 'profitperc'
+                           value_col: str = 'profit_percent'
                            ) -> 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 trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :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')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
     :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
     :raise: ValueError if trade-dataframe was found empty.
     """
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f1d114e2b..d519c5f4e 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -162,7 +162,7 @@ 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)}%, "
+        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
                                                   f"{row['sell_reason']}, {row['duration']} min",
                                                   axis=1)
         trade_buys = go.Scatter(
@@ -181,9 +181,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
 
         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"],
+            x=trades.loc[trades['profit_percent'] > 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] > 0, "desc"],
             mode='markers',
             name='Sell - Profit',
             marker=dict(
@@ -194,9 +194,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
             )
         )
         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"],
+            x=trades.loc[trades['profit_percent'] <= 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] <= 0, "desc"],
             mode='markers',
             name='Sell - Loss',
             marker=dict(
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 50cf9db3d..b65db7fd8 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -47,7 +47,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
-    assert "profitperc" in trades.columns
+    assert "profit_percent" in trades.columns
 
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 5bb113784..150329c52 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -124,7 +124,7 @@ def test_plot_trades(testdatadir, caplog):
     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.loc[trades['profitperc'] > 0]) == len(trade_sell.x)
+    assert len(trades.loc[trades['profit_percent'] > 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'
@@ -132,7 +132,7 @@ def test_plot_trades(testdatadir, caplog):
     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 len(trades.loc[trades['profit_percent'] <= 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'

From 0f373e6bb9332500f00b735f4965201c8f34b031 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 15:02:56 +0200
Subject: [PATCH 559/783] Update unrelated tests

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

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index ae639511b..fe2912486 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -298,7 +298,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
         fee_close=fee.return_value,
         exchange='bittrex',
     )
-    trade.open_order_id = 'profit_percent'
+    trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Custom closing rate and regular fee rate
@@ -332,7 +332,7 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
         fee_close=fee.return_value,
         exchange='bittrex',
     )
-    trade.open_order_id = 'profit_percent'
+    trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get percent of profit with a custom rate (Higher than open rate)

From 68395d27454ee307680d381f16652c02ca8d2964 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 15:13:59 +0200
Subject: [PATCH 560/783] Use bracket notation to query results in hyperopt

---
 docs/advanced-hyperopt.md                      | 4 ++--
 freqtrade/optimize/default_hyperopt_loss.py    | 4 ++--
 freqtrade/optimize/hyperopt_loss_onlyprofit.py | 2 +-
 3 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 25b4bd900..5fc674b03 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         * 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()
+        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)
diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/default_hyperopt_loss.py
index 4ab9fbe44..9e780d0ea 100644
--- a/freqtrade/optimize/default_hyperopt_loss.py
+++ b/freqtrade/optimize/default_hyperopt_loss.py
@@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss):
         * 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()
+        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)
diff --git a/freqtrade/optimize/hyperopt_loss_onlyprofit.py b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
index a1c50e727..43176dbad 100644
--- a/freqtrade/optimize/hyperopt_loss_onlyprofit.py
+++ b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
@@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results.profit_percent.sum()
+        total_profit = results['profit_percent'].sum()
         return 1 - total_profit / EXPECTED_MAX_PROFIT

From a75b94f1437ad33664de4beb7c55ef7f77b5cd69 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 15:30:41 +0200
Subject: [PATCH 561/783] use bracket notation for dataframe access

---
 freqtrade/optimize/optimize_reports.py | 30 +++++++++++++-------------
 1 file changed, 15 insertions(+), 15 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 9bcbb4dd7..d89860a73 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -65,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
     """
     return {
         'key': first_column,
-        'trades': len(result.index),
-        'profit_mean': result.profit_percent.mean(),
-        'profit_mean_pct': result.profit_percent.mean() * 100.0,
-        'profit_sum': result.profit_percent.sum(),
-        'profit_sum_pct': result.profit_percent.sum() * 100.0,
-        'profit_total_abs': result.profit_abs.sum(),
-        'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades,
+        'trades': len(result),
+        'profit_mean': result['profit_percent'].mean(),
+        'profit_mean_pct': result['profit_percent'].mean() * 100.0,
+        'profit_sum': result['profit_percent'].sum(),
+        'profit_sum_pct': result['profit_percent'].sum() * 100.0,
+        'profit_total_abs': result['profit_abs'].sum(),
+        'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
         'duration_avg': str(timedelta(
-                            minutes=round(result.trade_duration.mean()))
+                            minutes=round(result['trade_duration'].mean()))
                             ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
-        #                     minutes=round(result.trade_duration.max()))
+        #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
         # 'duration_min': str(timedelta(
-        #                     minutes=round(result.trade_duration.min()))
+        #                     minutes=round(result['trade_duration'].min()))
         #                     ) if not result.empty else '0:00',
-        'wins': len(result[result.profit_abs > 0]),
-        'draws': len(result[result.profit_abs == 0]),
-        'losses': len(result[result.profit_abs < 0]),
+        'wins': len(result[result['profit_abs'] > 0]),
+        'draws': len(result[result['profit_abs'] == 0]),
+        'losses': len(result[result['profit_abs'] < 0]),
     }
 
 
@@ -102,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     tabular_data = []
 
     for pair in data:
-        result = results[results.pair == pair]
-        if skip_nan and result.profit_abs.isnull().all():
+        result = results[results['pair'] == pair]
+        if skip_nan and result['profit_abs'].isnull().all():
             continue
 
         tabular_data.append(_generate_result_line(result, max_open_trades, pair))

From 54226b45b1913383da8cc2922421ce01f83ffeac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 16:02:08 +0200
Subject: [PATCH 562/783] Add test verifying failure

---
 tests/optimize/test_backtesting.py | 27 +++++++++++++++++++++++++++
 1 file changed, 27 insertions(+)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 40c106975..b1e9dec56 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -401,6 +401,33 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
         Backtesting(default_conf)
 
 
+
+def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/BTC']))
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.refresh_pairlist')
+
+    default_conf['ticker_interval'] = "1m"
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    # Use stoploss from strategy
+    del default_conf['stoploss']
+    default_conf['timerange'] = '20180101-20180102'
+
+    default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
+    with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
+        Backtesting(default_conf)
+
+    default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
+    Backtesting(default_conf)
+
+
 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)

From 72ae4b15002801a47ad4b3ae0576b414d37020f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 7 Jun 2020 16:06:20 +0200
Subject: [PATCH 563/783] Load pairlist after strategy to use strategy-config

fail in certain conditions when using strategy-list

Fix #3363
---
 freqtrade/optimize/backtesting.py  | 33 +++++++++++++++++-------------
 tests/optimize/test_backtesting.py |  7 ++++++-
 2 files changed, 25 insertions(+), 15 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b47b38ea4..0c5bb1a0c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -65,20 +65,6 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-        if 'VolumePairList' in self.pairlists.name_list:
-            raise OperationalException("VolumePairList not allowed for backtesting.")
-
-        self.pairlists.refresh_pairlist()
-
-        if len(self.pairlists.whitelist) == 0:
-            raise OperationalException("No pair in whitelist.")
-
-        if config.get('fee'):
-            self.fee = config['fee']
-        else:
-            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
-
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
             IStrategy.dp = self.dataprovider
@@ -101,6 +87,25 @@ class Backtesting:
         self.timeframe = str(self.config.get('ticker_interval'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
+            raise OperationalException(
+                "PrecisionFilter not allowed for backtesting multiple strategies."
+            )
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
+        if config.get('fee'):
+            self.fee = config['fee']
+        else:
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
+
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
         # Load one (first) strategy
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index b1e9dec56..fc03223d2 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -401,7 +401,6 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
         Backtesting(default_conf)
 
 
-
 def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
@@ -427,6 +426,12 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
     Backtesting(default_conf)
 
+    # Multiple strategies
+    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    with pytest.raises(OperationalException,
+                       match='PrecisionFilter not allowed for backtesting multiple strategies.'):
+        Backtesting(default_conf)
+
 
 def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False

From bb07746bd5a6a6fcf2843bfe30d85ea5f5e9c16c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:08:19 +0000
Subject: [PATCH 564/783] Bump pytest-mock from 3.1.0 to 3.1.1

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.1.0 to 3.1.1.
- [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/v3.1.0...v3.1.1)

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 e05231630..6393d2478 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.770
 pytest==5.4.2
 pytest-asyncio==0.12.0
 pytest-cov==2.9.0
-pytest-mock==3.1.0
+pytest-mock==3.1.1
 pytest-random-order==1.0.4
 
 # Convert jupyter notebooks to markdown documents

From 9f482d598ef3b66d3b170b09383f07abe0e9fa50 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:09:38 +0000
Subject: [PATCH 565/783] Bump ccxt from 1.29.5 to 1.29.52

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.29.5 to 1.29.52.
- [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/1.29.5...1.29.52)

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 07bc5caa3..dab3a5da4 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==1.29.5
+ccxt==1.29.52
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From 1c8243e9b31628c5b3f56f15f10937d61c878fb5 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:10:07 +0000
Subject: [PATCH 566/783] Bump numpy from 1.18.4 to 1.18.5

Bumps [numpy](https://github.com/numpy/numpy) from 1.18.4 to 1.18.5.
- [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/v1.18.4...v1.18.5)

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 f5d09db4d..2c68b8f2c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.4
+numpy==1.18.5
 pandas==1.0.4

From 81ed1d6f358cc6243edcdf2e4144e94917add5ba Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:10:29 +0000
Subject: [PATCH 567/783] Bump mkdocs-material from 5.2.2 to 5.2.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.2 to 5.2.3.
- [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/5.2.2...5.2.3)

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 9997fa854..b8ea338de 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.2.2
+mkdocs-material==5.2.3
 mdx_truly_sane_lists==1.2

From 4b5aee7d1ce36d8f3e9c5c567e0eeca271cbcb08 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:21:08 +0000
Subject: [PATCH 568/783] Bump pytest from 5.4.2 to 5.4.3

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.2 to 5.4.3.
- [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/5.4.2...5.4.3)

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 6393d2478..0bb54679d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.8.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.770
-pytest==5.4.2
+pytest==5.4.3
 pytest-asyncio==0.12.0
 pytest-cov==2.9.0
 pytest-mock==3.1.1

From 6029593c431bd11d9742c01d3468c8dfc24bf880 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 8 Jun 2020 09:49:08 +0000
Subject: [PATCH 569/783] Bump mypy from 0.770 to 0.780

Bumps [mypy](https://github.com/python/mypy) from 0.770 to 0.780.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.770...v0.780)

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 0bb54679d..d62b768c1 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==2.0.0
 flake8==3.8.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
-mypy==0.770
+mypy==0.780
 pytest==5.4.3
 pytest-asyncio==0.12.0
 pytest-cov==2.9.0

From ab0003f56517a51e358e24245f53ea054032d151 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 9 Jun 2020 14:33:57 +0200
Subject: [PATCH 570/783] fix #3463 by explicitly failing if no stoploss is
 defined

---
 freqtrade/pairlist/PrecisionFilter.py |  6 +++++-
 tests/pairlist/test_pairlist.py       | 11 +++++++++++
 2 files changed, 16 insertions(+), 1 deletion(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 0331347be..45baf656c 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -5,7 +5,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
-
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
@@ -17,6 +17,10 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        if 'stoploss' not in self._config:
+            raise OperationalException(
+                'PrecisionFilter can only work with stoploss defined. Please add the '
+                'stoploss key to your configuration (overwrites eventual strategy settings).')
         self._stoploss = self._config['stoploss']
         self._enabled = self._stoploss != 0
 
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 421f06911..07f853342 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -362,6 +362,17 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                     assert not log_has(logmsg, caplog)
 
 
+def test_PrecisionFilter_error(mocker, whitelist_conf, tickers) -> None:
+    whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
+    del whitelist_conf['stoploss']
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    with pytest.raises(OperationalException,
+                       match=r"PrecisionFilter can only work with stoploss defined\..*"):
+        PairListManager(MagicMock, whitelist_conf)
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 

From 05deb5ba05361df908e22c18ac02c222f9298a29 Mon Sep 17 00:00:00 2001
From: Mister Render 
Date: Tue, 9 Jun 2020 16:08:20 +0000
Subject: [PATCH 571/783] Fixed typo and missing {

This should help with copy pasting the pairlists code block.
Also fixed minor typo on line 594 (was: "I selects" and is now: "It selects")
---
 docs/configuration.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index da0f015e8..c31af1cc9 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -591,7 +591,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### Volume Pair List
 
-`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
@@ -609,7 +609,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 1800,
-],
+}],
 ```
 
 #### PrecisionFilter

From bd942992ef80bff0c7768ffe7ee57c8965e40265 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 9 Jun 2020 20:47:52 +0200
Subject: [PATCH 572/783] Add documentation about pricing related to market
 orders

---
 docs/configuration.md | 29 +++++++++++++++++++++++++++++
 1 file changed, 29 insertions(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index c31af1cc9..035a65abf 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -333,6 +333,9 @@ 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 "Using market orders"
+    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
 !!! 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.
 
@@ -459,6 +462,9 @@ Prices are always retrieved right before an order is placed, either by querying
 !!! 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.
 
+!!! Warning "Using market orders"
+    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
 ### Buy price
 
 #### Check depth of market
@@ -553,6 +559,29 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
+### Market order pricing
+
+When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
+Assuming both buy and sell are using market orders, a configuration similar to the following might be used
+
+``` jsonc
+  "order_types": {
+    "buy": "market",
+    "sell": "market"
+    // ...
+  },
+  "bid_strategy": {
+    "price_side": "ask",
+    //...
+  },
+  "ask_strategy":{
+    "price_side": "bid",
+    //...
+  },
+```
+
+Obviously, if only one side is using limit orders, different pricing combinations can be used.
+
 ## Pairlists and Pairlist Handlers
 
 Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.

From 6744f8f052d66e1f7a49eff81c6ff57e65fec0cf Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 10 Jun 2020 01:22:55 +0300
Subject: [PATCH 573/783] Remove _load_async_markets

---
 freqtrade/exchange/exchange.py  | 17 +++--------------
 tests/exchange/test_exchange.py | 28 ----------------------------
 2 files changed, 3 insertions(+), 42 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 038fc22bc..773f7a0a4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -256,32 +256,21 @@ class Exchange:
                                      "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
-    def _load_async_markets(self, reload: bool = False) -> None:
-        try:
-            if self._api_async:
-                asyncio.get_event_loop().run_until_complete(
-                    self._api_async.load_markets(reload=reload))
-
-        except ccxt.BaseError as e:
-            logger.warning('Could not load async markets. Reason: %s', e)
-            return
-
     def _load_markets(self) -> None:
-        """ Initialize markets both sync and async """
+        """ Initialize markets """
         try:
             self._api.load_markets()
-            self._load_async_markets()
             self._last_markets_refresh = arrow.utcnow().timestamp
         except ccxt.BaseError as e:
             logger.warning('Unable to initialize markets. Reason: %s', e)
 
     def _reload_markets(self) -> None:
-        """Reload markets both sync and async, if refresh interval has passed"""
+        """Reload markets if refresh interval has passed"""
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
                 > arrow.utcnow().timestamp):
-            return None
+            return
         logger.debug("Performing scheduled market reload..")
         try:
             self._api.load_markets(reload=True)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 32163f696..31efc65ff 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -130,7 +130,6 @@ 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')
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
@@ -318,19 +317,6 @@ def test_set_sandbox_exception(default_conf, mocker):
         exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
 
 
-def test__load_async_markets(default_conf, mocker, caplog):
-    exchange = get_patched_exchange(mocker, default_conf)
-    exchange._api_async.load_markets = get_mock_coro(None)
-    exchange._load_async_markets()
-    assert exchange._api_async.load_markets.call_count == 1
-    caplog.set_level(logging.DEBUG)
-
-    exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
-    exchange._load_async_markets()
-
-    assert log_has('Could not load async markets. Reason: deadbeef', caplog)
-
-
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
@@ -338,7 +324,6 @@ def test__load_markets(default_conf, mocker, caplog):
     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')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
     assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
@@ -406,7 +391,6 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     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)
 
 
@@ -420,7 +404,6 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
     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'):
@@ -470,7 +453,6 @@ def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs d
 
     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)
 
@@ -483,7 +465,6 @@ def test_validate_pairs_not_available(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     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)
@@ -498,7 +479,6 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     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)
@@ -517,7 +497,6 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     })
     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)
@@ -535,7 +514,6 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
     })
     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)
@@ -551,7 +529,6 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
     })
     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)
@@ -567,7 +544,6 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     })
     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.*"):
@@ -742,7 +718,6 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     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')
 
@@ -1934,7 +1909,6 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
 def test_merge_ft_has_dict(default_conf, mocker):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           _init_ccxt=MagicMock(return_value=MagicMock()),
-                          _load_async_markets=MagicMock(),
                           validate_pairs=MagicMock(),
                           validate_timeframes=MagicMock(),
                           validate_stakecurrency=MagicMock()
@@ -1968,7 +1942,6 @@ def test_merge_ft_has_dict(default_conf, mocker):
 def test_get_valid_pair_combination(default_conf, mocker, markets):
     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))
@@ -2041,7 +2014,6 @@ def test_get_markets(default_conf, mocker, markets,
                      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))

From 7d451638a84e9d709291a4038cb06f760bfa9c80 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 10 Jun 2020 01:39:23 +0300
Subject: [PATCH 574/783] Make _reload_markets() public

---
 freqtrade/exchange/exchange.py  |  4 ++--
 freqtrade/freqtradebot.py       |  4 ++--
 tests/exchange/test_exchange.py | 10 +++++-----
 3 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 773f7a0a4..6802a6b9e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -264,8 +264,8 @@ class Exchange:
         except ccxt.BaseError as e:
             logger.warning('Unable to initialize markets. Reason: %s', e)
 
-    def _reload_markets(self) -> None:
-        """Reload markets if refresh interval has passed"""
+    def reload_markets(self) -> None:
+        """Reload markets if refresh interval has passed """
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5104e4f95..8a66957c3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -139,8 +139,8 @@ class FreqtradeBot:
         :return: True if one or more trades has been created or closed, False otherwise
         """
 
-        # Check whether markets have to be reloaded
-        self.exchange._reload_markets()
+        # Check whether markets have to be reloaded and reload them when it's needed
+        self.exchange.reload_markets()
 
         # Query trades from persistence layer
         trades = Trade.get_open_trades()
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 31efc65ff..9914188b8 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -337,7 +337,7 @@ def test__load_markets(default_conf, mocker, caplog):
     assert ex.markets == expected_return
 
 
-def test__reload_markets(default_conf, mocker, caplog):
+def test_reload_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
     initial_markets = {'ETH/BTC': {}}
 
@@ -356,17 +356,17 @@ def test__reload_markets(default_conf, mocker, caplog):
     assert exchange.markets == initial_markets
 
     # less than 10 minutes have passed, no reload
-    exchange._reload_markets()
+    exchange.reload_markets()
     assert exchange.markets == initial_markets
 
     # more than 10 minutes have passed, reload is executed
     exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
-    exchange._reload_markets()
+    exchange.reload_markets()
     assert exchange.markets == updated_markets
     assert log_has('Performing scheduled market reload..', caplog)
 
 
-def test__reload_markets_exception(default_conf, mocker, caplog):
+def test_reload_markets_exception(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
 
     api_mock = MagicMock()
@@ -375,7 +375,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
 
     # less than 10 minutes have passed, no reload
-    exchange._reload_markets()
+    exchange.reload_markets()
     assert exchange._last_markets_refresh == 0
     assert log_has_re(r"Could not reload markets.*", caplog)
 

From 0067a3ab7ceb929b2ded3a7916a064f759f45c69 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Wed, 10 Jun 2020 06:30:29 +0300
Subject: [PATCH 575/783] Change logging level

---
 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 6802a6b9e..e974655cb 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -190,7 +190,7 @@ class Exchange:
     def markets(self) -> Dict:
         """exchange ccxt markets"""
         if not self._api.markets:
-            logger.warning("Markets were not loaded. Loading them now..")
+            logger.info("Markets were not loaded. Loading them now..")
             self._load_markets()
         return self._api.markets
 

From a198b91b873ca428ccb19dc5244a47104c228a2b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 10 Jun 2020 06:36:35 +0200
Subject: [PATCH 576/783] align Spaces in commented config section

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 035a65abf..cb5b6c3ea 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -572,11 +572,11 @@ Assuming both buy and sell are using market orders, a configuration similar to t
   },
   "bid_strategy": {
     "price_side": "ask",
-    //...
+    // ...
   },
   "ask_strategy":{
     "price_side": "bid",
-    //...
+    // ...
   },
 ```
 

From ac92834693fe5e9a3c165c3529c7dbfc4f1a3798 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Tue, 9 Jun 2020 23:03:55 +0200
Subject: [PATCH 577/783] reload_conf & reload_config now both accepted, code
 is more consistent now

---
 docs/rest-api.md                |  6 +++---
 docs/stoploss.md                |  2 +-
 docs/strategy-customization.md  |  2 +-
 docs/telegram-usage.md          |  8 ++++----
 freqtrade/rpc/api_server.py     | 10 +++++-----
 freqtrade/rpc/rpc.py            |  8 ++++----
 freqtrade/rpc/telegram.py       | 12 +++++++-----
 freqtrade/state.py              |  2 +-
 freqtrade/worker.py             |  2 +-
 tests/rpc/test_rpc.py           |  2 +-
 tests/rpc/test_rpc_apiserver.py |  6 +++---
 tests/rpc/test_rpc_telegram.py  | 13 +++++++------
 tests/test_main.py              |  4 ++--
 13 files changed, 40 insertions(+), 37 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index ed5f355b4..33f62f884 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -110,7 +110,7 @@ python3 scripts/rest_client.py --config rest_config.json  [optional par
 | `start` | | Starts the trader
 | `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
+| `reload_config` | | 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
@@ -174,7 +174,7 @@ profit
         Returns the profit summary
         :returns: json object
 
-reload_conf
+reload_config
         Reload configuration
         :returns: json object
 
@@ -196,7 +196,7 @@ stop
 
 stopbuy
         Stop buying (but handle sells gracefully).
-        use reload_conf to reset
+        use reload_config to reset
         :returns: json object
 
 version
diff --git a/docs/stoploss.md b/docs/stoploss.md
index 0e43817ec..7ebe98ee6 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -101,7 +101,7 @@ Simplified example:
 
 ## Changing stoploss on open trades
 
-A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works).
+A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).
 
 The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).
 
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 7197b0fba..92e4453d2 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -557,7 +557,7 @@ 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.
+    Locked pairs are not persisted, so a restart of the bot, or calling `/reload_config` will reset locked pairs.
 
 !!! Warning
     Locking pairs is not functioning during backtesting.
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index f683ae8da..f423a9376 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -52,7 +52,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/start` | | Starts the trader
 | `/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
+| `/reload_config` | | 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 (*) Pending sell orders are marked with a double asterisk (**)
@@ -85,14 +85,14 @@ Below, example of Telegram message you will receive for each command.
 
 ### /stopbuy
 
-> **status:** `Setting max_open_trades to 0. Run /reload_conf to reset.`
+> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
 
 Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
 
 After this, give the bot time to close off open trades (can be checked via `/status table`).
 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. 
+`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
 
 !!! 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.
@@ -209,7 +209,7 @@ Shows the current whitelist
 Shows the current blacklist.
 If Pair is set, then this pair will be added to the pairlist.
 Also supports multiple pairs, seperated by a space.
-Use `/reload_conf` to reset the blacklist.
+Use `/reload_config` to reset the blacklist.
 
 > Using blacklist `StaticPairList` with 2 pairs  
 >`DODGE/BTC`, `HOT/BTC`.
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 9d0899ccd..f424bea92 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -172,8 +172,8 @@ class ApiServer(RPC):
         self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
         self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
                               view_func=self._stopbuy, methods=['POST'])
-        self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf',
-                              view_func=self._reload_conf, methods=['POST'])
+        self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config',
+                              view_func=self._reload_config, methods=['POST'])
         # Info commands
         self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
                               view_func=self._balance, methods=['GET'])
@@ -304,12 +304,12 @@ class ApiServer(RPC):
 
     @require_login
     @rpc_catch_errors
-    def _reload_conf(self):
+    def _reload_config(self):
         """
-        Handler for /reload_conf.
+        Handler for /reload_config.
         Triggers a config file reload
         """
-        msg = self._rpc_reload_conf()
+        msg = self._rpc_reload_config()
         return self.rest_dump(msg)
 
     @require_login
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 00a170ee3..e4c96cf3b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -418,9 +418,9 @@ class RPC:
 
         return {'status': 'already stopped'}
 
-    def _rpc_reload_conf(self) -> Dict[str, str]:
-        """ Handler for reload_conf. """
-        self._freqtrade.state = State.RELOAD_CONF
+    def _rpc_reload_config(self) -> Dict[str, str]:
+        """ Handler for reload_config. """
+        self._freqtrade.state = State.RELOAD_CONFIG
         return {'status': 'reloading config ...'}
 
     def _rpc_stopbuy(self) -> Dict[str, str]:
@@ -431,7 +431,7 @@ class RPC:
             # Set 'max_open_trades' to 0
             self._freqtrade.config['max_open_trades'] = 0
 
-        return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
+        return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
 
     def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index eb53fc68f..e86f35687 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,7 +95,9 @@ class Telegram(RPC):
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
-            CommandHandler('reload_conf', self._reload_conf),
+            CommandHandler('reload_conf', self._reload_config),
+            CommandHandler('reload_config', self._reload_config),
+            CommandHandler('show_conf', self._reload_config),
             CommandHandler('show_config', self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
@@ -436,15 +438,15 @@ class Telegram(RPC):
         self._send_msg('Status: `{status}`'.format(**msg))
 
     @authorized_only
-    def _reload_conf(self, update: Update, context: CallbackContext) -> None:
+    def _reload_config(self, update: Update, context: CallbackContext) -> None:
         """
-        Handler for /reload_conf.
+        Handler for /reload_config.
         Triggers a config file reload
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        msg = self._rpc_reload_conf()
+        msg = self._rpc_reload_config()
         self._send_msg('Status: `{status}`'.format(**msg))
 
     @authorized_only
@@ -617,7 +619,7 @@ class Telegram(RPC):
                    "\n"
                    "*/balance:* `Show account balance per currency`\n"
                    "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
-                   "*/reload_conf:* `Reload configuration file` \n"
+                   "*/reload_config:* `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 "
diff --git a/freqtrade/state.py b/freqtrade/state.py
index 38784c6a4..8ddff71d9 100644
--- a/freqtrade/state.py
+++ b/freqtrade/state.py
@@ -12,7 +12,7 @@ class State(Enum):
     """
     RUNNING = 1
     STOPPED = 2
-    RELOAD_CONF = 3
+    RELOAD_CONFIG = 3
 
     def __str__(self):
         return f"{self.name.lower()}"
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 3f5ab734e..5bdb166c2 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -71,7 +71,7 @@ class Worker:
         state = None
         while True:
             state = self._worker(old_state=state)
-            if state == State.RELOAD_CONF:
+            if state == State.RELOAD_CONFIG:
                 self._reconfigure()
 
     def _worker(self, old_state: Optional[State]) -> State:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index ef1c1bc16..88c82c5ea 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -592,7 +592,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
 
     assert freqtradebot.config['max_open_trades'] != 0
     result = rpc._rpc_stopbuy()
-    assert {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} == result
+    assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result
     assert freqtradebot.config['max_open_trades'] == 0
 
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9b247fefc..a6d38cc9f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -251,10 +251,10 @@ def test_api_cleanup(default_conf, mocker, caplog):
 def test_api_reloadconf(botclient):
     ftbot, client = botclient
 
-    rc = client_post(client, f"{BASE_URI}/reload_conf")
+    rc = client_post(client, f"{BASE_URI}/reload_config")
     assert_response(rc)
     assert rc.json == {'status': 'reloading config ...'}
-    assert ftbot.state == State.RELOAD_CONF
+    assert ftbot.state == State.RELOAD_CONFIG
 
 
 def test_api_stopbuy(botclient):
@@ -263,7 +263,7 @@ def test_api_stopbuy(botclient):
 
     rc = client_post(client, f"{BASE_URI}/stopbuy")
     assert_response(rc)
-    assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
+    assert rc.json == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
     assert ftbot.config['max_open_trades'] == 0
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b18106ee5..afe007347 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -73,8 +73,9 @@ 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'], ['show_config'], "
-                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
+                   "['performance'], ['daily'], ['count'], ['reload_conf'], ['reload_config'], "
+                   "['show_conf'], ['show_config'], ['stopbuy'], ['whitelist'], "
+                   "['blacklist'], ['edge'], ['help'], ['version']]")
 
     assert log_has(message_str, caplog)
 
@@ -666,11 +667,11 @@ def test_stopbuy_handle(default_conf, update, mocker) -> None:
     telegram._stopbuy(update=update, context=MagicMock())
     assert freqtradebot.config['max_open_trades'] == 0
     assert msg_mock.call_count == 1
-    assert 'No more buy will occur from now. Run /reload_conf to reset.' \
+    assert 'No more buy will occur from now. Run /reload_config to reset.' \
         in msg_mock.call_args_list[0][0][0]
 
 
-def test_reload_conf_handle(default_conf, update, mocker) -> None:
+def test_reload_config_handle(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.rpc.telegram.Telegram',
@@ -683,8 +684,8 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     assert freqtradebot.state == State.RUNNING
-    telegram._reload_conf(update=update, context=MagicMock())
-    assert freqtradebot.state == State.RELOAD_CONF
+    telegram._reload_config(update=update, context=MagicMock())
+    assert freqtradebot.state == State.RELOAD_CONFIG
     assert msg_mock.call_count == 1
     assert 'reloading config' in msg_mock.call_args_list[0][0][0]
 
diff --git a/tests/test_main.py b/tests/test_main.py
index 11d0ede3a..48cc47104 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -141,12 +141,12 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
     assert log_has_re(r'SIGINT.*', caplog)
 
 
-def test_main_reload_conf(mocker, default_conf, caplog) -> None:
+def test_main_reload_config(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     # Simulate Running, reload, running workflow
     worker_mock = MagicMock(side_effect=[State.RUNNING,
-                                         State.RELOAD_CONF,
+                                         State.RELOAD_CONFIG,
                                          State.RUNNING,
                                          OperationalException("Oh snap!")])
     mocker.patch('freqtrade.worker.Worker._worker', worker_mock)

From 04fa59769596506c4ff958b0554aaa0ca42c4a1d Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Wed, 10 Jun 2020 16:28:37 +0200
Subject: [PATCH 578/783] Test with multiple commands in one line

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e86f35687..51130e653 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,10 +95,10 @@ class Telegram(RPC):
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
-            CommandHandler('reload_conf', self._reload_config),
-            CommandHandler('reload_config', self._reload_config),
-            CommandHandler('show_conf', self._reload_config),
-            CommandHandler('show_config', self._show_config),
+            #CommandHandler('reload_conf', self._reload_config),
+            CommandHandler(('reload_config' or 'reload_con'), self._reload_config),
+            #CommandHandler('show_conf', self._reload_config),
+            CommandHandler('show_config' or 'show_conf', self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist),
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index afe007347..ce0c9d1f0 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -73,8 +73,8 @@ 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'], ['reload_config'], "
-                   "['show_conf'], ['show_config'], ['stopbuy'], ['whitelist'], "
+                   "['performance'], ['daily'], ['count'], ['reload_config'], "
+                   "['show_config'], ['stopbuy'], ['whitelist'], "
                    "['blacklist'], ['edge'], ['help'], ['version']]")
 
     assert log_has(message_str, caplog)

From 043397c5d7d70d2e7c3821b892486413a8a68a32 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Wed, 10 Jun 2020 16:34:46 +0200
Subject: [PATCH 579/783] reload_conf & reload_config now both accepted, code
 is more consistent now

---
 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 51130e653..e7a8971ec 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -96,7 +96,7 @@ class Telegram(RPC):
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
             #CommandHandler('reload_conf', self._reload_config),
-            CommandHandler(('reload_config' or 'reload_con'), self._reload_config),
+            CommandHandler(('reload_config' or 'reload_conf'), self._reload_config),
             #CommandHandler('show_conf', self._reload_config),
             CommandHandler('show_config' or 'show_conf', self._show_config),
             CommandHandler('stopbuy', self._stopbuy),

From 8c9dea988cf0665744dba54c7b9c0b4c2dfd3cfe Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Wed, 10 Jun 2020 16:55:47 +0200
Subject: [PATCH 580/783] Now supports both commands & fixed test

---
 freqtrade/rpc/telegram.py      | 6 ++----
 tests/rpc/test_rpc_telegram.py | 7 +++----
 2 files changed, 5 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index e7a8971ec..006baee60 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,10 +95,8 @@ class Telegram(RPC):
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
-            #CommandHandler('reload_conf', self._reload_config),
-            CommandHandler(('reload_config' or 'reload_conf'), self._reload_config),
-            #CommandHandler('show_conf', self._reload_config),
-            CommandHandler('show_config' or 'show_conf', self._show_config),
+            CommandHandler(['reload_config', 'reload_conf'], self._reload_config),
+            CommandHandler(['show_config', 'show_conf'], self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist),
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ce0c9d1f0..b19c6d9ee 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -72,10 +72,9 @@ def test_init(default_conf, mocker, caplog) -> None:
     assert start_polling.start_polling.call_count == 1
 
     message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
-                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
-                   "['performance'], ['daily'], ['count'], ['reload_config'], "
-                   "['show_config'], ['stopbuy'], ['whitelist'], "
-                   "['blacklist'], ['edge'], ['help'], ['version']]")
+                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['performance'], "
+                   "['daily'], ['count'], ['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
+                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
 
     assert log_has(message_str, caplog)
 

From 4f643f8481af5ed983615c9a88b9296cc9a21b92 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Wed, 10 Jun 2020 17:12:21 +0200
Subject: [PATCH 581/783] Fix Flake8 error: line too long

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

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b19c6d9ee..0a4352f5b 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -72,9 +72,10 @@ def test_init(default_conf, mocker, caplog) -> None:
     assert start_polling.start_polling.call_count == 1
 
     message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
-                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['performance'], "
-                   "['daily'], ['count'], ['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
-                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
+                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
+                   "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
+                   "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
+                   "['edge'], ['help'], ['version']]")
 
     assert log_has(message_str, caplog)
 

From 69ac5c1ac7a6178113b8f6df8650661f6f3fa284 Mon Sep 17 00:00:00 2001
From: Felipe Lambert 
Date: Mon, 8 Jun 2020 14:55:28 -0300
Subject: [PATCH 582/783] change hyperopt return to better copy to strategy
 file

---
 freqtrade/optimize/hyperopt.py | 18 ++++++++++++++----
 1 file changed, 14 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 3a28de785..58bcbd208 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -12,7 +12,7 @@ from math import ceil
 from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
-from pprint import pprint
+from pprint import pformat
 from typing import Any, Dict, List, Optional
 
 import rapidjson
@@ -244,11 +244,21 @@ class Hyperopt:
     def _params_pretty_print(params, space: str, header: str) -> None:
         if space in params:
             space_params = Hyperopt._space_params(params, space, 5)
+            print(f"\n    # {header}")
             if space == 'stoploss':
-                print(header, space_params.get('stoploss'))
+                print("    stoploss =", space_params.get('stoploss'))
+            elif space == 'roi':
+                minimal_roi_result = rapidjson.dumps(
+                    OrderedDict(
+                        (str(k), v) for k, v in space_params.items()
+                    ),
+                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
+                minimal_roi_result = minimal_roi_result.replace("\n", "\n    ")
+                print(f"    minimal_roi = {minimal_roi_result}")
             else:
-                print(header)
-                pprint(space_params, indent=4)
+                params_result = pformat(space_params, indent=4).replace("}", "\n}")
+                params_result = params_result.replace("{", "{\n ").replace("\n", "\n    ")
+                print(f"    {space}_params = {params_result}")
 
     @staticmethod
     def _space_params(params, space: str, r: int = None) -> Dict:

From a7cd68121beb33cb40520b94439344879c1b7114 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 10 Jun 2020 19:44:34 +0200
Subject: [PATCH 583/783] Have rest-client use new reload_config endpoint

---
 scripts/rest_client.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index b26c32479..1f96bcb69 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -80,18 +80,18 @@ class FtRestClient():
         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_config` to reset.
 
         :return: json object
         """
         return self._post("stopbuy")
 
-    def reload_conf(self):
+    def reload_config(self):
         """Reload configuration.
 
         :return: json object
         """
-        return self._post("reload_conf")
+        return self._post("reload_config")
 
     def balance(self):
         """Get the account balance.

From c66ca957d9a6c5adc2560042d802c29c966988c7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 10 Jun 2020 19:57:47 +0200
Subject: [PATCH 584/783] Add test verifying this behaviour

---
 tests/pairlist/test_pairlist.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 421f06911..c67f7ae1c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -421,6 +421,23 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
     assert log_message in caplog.text
 
 
+@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
+def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, markets, pairlist, tickers):
+    whitelist_conf['pairlists'][0]['method'] = pairlist
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=None),
+                          get_tickers=tickers
+                          )
+    # Assign starting whitelist
+    pairlist_handler = freqtrade.pairlists._pairlist_handlers[0]
+    with pytest.raises(OperationalException, match=r'Markets not loaded.*'):
+        pairlist_handler._whitelist_for_active_markets(['ETH/BTC'])
+
+
 def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
     whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})
 

From 1e7826f3922748449554d01cfb81c7c366c5babb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 10 Jun 2020 19:57:59 +0200
Subject: [PATCH 585/783] Explicitly raise OperationalException if markets are
 not loaded correctly

---
 freqtrade/pairlist/IPairList.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index f48a7dcfd..fd25e0766 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -150,6 +150,9 @@ class IPairList(ABC):
         black_listed
         """
         markets = self._exchange.markets
+        if not markets:
+            raise OperationalException(
+                    'Markets not loaded. Make sure that exchange is initialized correctly.')
 
         sanitized_whitelist: List[str] = []
         for pair in pairlist:

From ab2f5579d8ad638d10a222ff1f84fdff41306c4e Mon Sep 17 00:00:00 2001
From: CoDaXe 
Date: Thu, 11 Jun 2020 20:34:14 -0400
Subject: [PATCH 586/783] Update strategy-customization.md

Fix typo "the an"
---
 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 92e4453d2..be41b196e 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -139,7 +139,7 @@ By letting the bot know how much history is needed, backtest trades can start at
 
 #### Example
 
-Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above.
+Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above.
 
 ``` bash
 freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m

From 9615614e489d194155a896c6cb8c4ca86522ce8f Mon Sep 17 00:00:00 2001
From: CoDaXe 
Date: Fri, 12 Jun 2020 13:13:10 -0400
Subject: [PATCH 587/783] Update hyperopt.md

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

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 8efc51a39..f66534726 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -265,7 +265,7 @@ freqtrade hyperopt --timerange 20180401-20180501
 Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
 
 ```bash
-freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
+freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt
 ```
 
 ### Running Hyperopt with Smaller Search Space

From 9890e26aeb7d1664088b1dc3cad3db1eba69a633 Mon Sep 17 00:00:00 2001
From: John Duong 
Date: Fri, 12 Jun 2020 22:10:18 -0700
Subject: [PATCH 588/783] fix SQL cheatsheet query (#3475)

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

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 895a0536a..88eb0d3d4 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -101,7 +101,7 @@ SET is_open=0,
   close_date=,
   close_rate=,
   close_profit=close_rate/open_rate-1,
-  close_profit_abs = (amount *  * (1 - fee_close) - (amount * open_rate * 1 - fee_open),
+  close_profit_abs = (amount *  * (1 - fee_close) - (amount * open_rate * 1 - fee_open)),
   sell_reason=
 WHERE id=;
 ```
@@ -114,7 +114,7 @@ SET is_open=0,
   close_date='2017-12-20 03:08:45.103418',
   close_rate=0.19638016,
   close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open)
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open))
   sell_reason='force_sell'  
 WHERE id=31;
 ```

From 37bc2d28ad4572234940689fa938a48732d11207 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 13 Jun 2020 13:34:29 +0300
Subject: [PATCH 589/783] Revert "Remove _load_async_markets"

This reverts commit 6744f8f052d66e1f7a49eff81c6ff57e65fec0cf.
---
 freqtrade/exchange/exchange.py  | 17 ++++++++++++++---
 tests/exchange/test_exchange.py | 28 ++++++++++++++++++++++++++++
 2 files changed, 42 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e974655cb..bd44f56f2 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -256,21 +256,32 @@ class Exchange:
                                      "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
+    def _load_async_markets(self, reload: bool = False) -> None:
+        try:
+            if self._api_async:
+                asyncio.get_event_loop().run_until_complete(
+                    self._api_async.load_markets(reload=reload))
+
+        except ccxt.BaseError as e:
+            logger.warning('Could not load async markets. Reason: %s', e)
+            return
+
     def _load_markets(self) -> None:
-        """ Initialize markets """
+        """ Initialize markets both sync and async """
         try:
             self._api.load_markets()
+            self._load_async_markets()
             self._last_markets_refresh = arrow.utcnow().timestamp
         except ccxt.BaseError as e:
             logger.warning('Unable to initialize markets. Reason: %s', e)
 
     def reload_markets(self) -> None:
-        """Reload markets if refresh interval has passed """
+        """Reload markets both sync and async if refresh interval has passed """
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
                 > arrow.utcnow().timestamp):
-            return
+            return None
         logger.debug("Performing scheduled market reload..")
         try:
             self._api.load_markets(reload=True)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 9914188b8..2b63eee23 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -130,6 +130,7 @@ 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')
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
@@ -317,6 +318,19 @@ def test_set_sandbox_exception(default_conf, mocker):
         exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
 
 
+def test__load_async_markets(default_conf, mocker, caplog):
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._api_async.load_markets = get_mock_coro(None)
+    exchange._load_async_markets()
+    assert exchange._api_async.load_markets.call_count == 1
+    caplog.set_level(logging.DEBUG)
+
+    exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
+    exchange._load_async_markets()
+
+    assert log_has('Could not load async markets. Reason: deadbeef', caplog)
+
+
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
@@ -324,6 +338,7 @@ def test__load_markets(default_conf, mocker, caplog):
     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')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
     assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
@@ -391,6 +406,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     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)
 
 
@@ -404,6 +420,7 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
     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'):
@@ -453,6 +470,7 @@ def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs d
 
     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)
 
@@ -465,6 +483,7 @@ def test_validate_pairs_not_available(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     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)
@@ -479,6 +498,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     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)
@@ -497,6 +517,7 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     })
     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)
@@ -514,6 +535,7 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
     })
     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)
@@ -529,6 +551,7 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
     })
     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)
@@ -544,6 +567,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     })
     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.*"):
@@ -718,6 +742,7 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
 
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
     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')
 
@@ -1909,6 +1934,7 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
 def test_merge_ft_has_dict(default_conf, mocker):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           _init_ccxt=MagicMock(return_value=MagicMock()),
+                          _load_async_markets=MagicMock(),
                           validate_pairs=MagicMock(),
                           validate_timeframes=MagicMock(),
                           validate_stakecurrency=MagicMock()
@@ -1942,6 +1968,7 @@ def test_merge_ft_has_dict(default_conf, mocker):
 def test_get_valid_pair_combination(default_conf, mocker, markets):
     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))
@@ -2014,6 +2041,7 @@ def test_get_markets(default_conf, mocker, markets,
                      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))

From 3d9b1077612c272267363c72a1653ec39ffdaa83 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 13 Jun 2020 17:12:37 +0300
Subject: [PATCH 590/783] Changes after review

---
 freqtrade/optimize/hyperopt.py | 20 +++++++++++++-------
 1 file changed, 13 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 58bcbd208..1136fc4a7 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -230,6 +230,9 @@ class Hyperopt:
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(space_params)
             elif space == 'roi':
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
+
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
                 # OrderedDict is used to keep the numeric order of the items
@@ -244,21 +247,24 @@ class Hyperopt:
     def _params_pretty_print(params, space: str, header: str) -> None:
         if space in params:
             space_params = Hyperopt._space_params(params, space, 5)
-            print(f"\n    # {header}")
+            params_result = f"\n# {header}\n"
             if space == 'stoploss':
-                print("    stoploss =", space_params.get('stoploss'))
+                params_result += f"stoploss = {space_params.get('stoploss')}"
             elif space == 'roi':
                 minimal_roi_result = rapidjson.dumps(
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
                     OrderedDict(
                         (str(k), v) for k, v in space_params.items()
                     ),
                     default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
-                minimal_roi_result = minimal_roi_result.replace("\n", "\n    ")
-                print(f"    minimal_roi = {minimal_roi_result}")
+                params_result += f"minimal_roi = {minimal_roi_result}"
             else:
-                params_result = pformat(space_params, indent=4).replace("}", "\n}")
-                params_result = params_result.replace("{", "{\n ").replace("\n", "\n    ")
-                print(f"    {space}_params = {params_result}")
+                params_result += f"{space}_params = {pformat(space_params, indent=4)}"
+                params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
+
+            params_result = params_result.replace("\n", "\n    ")
+            print(params_result)
 
     @staticmethod
     def _space_params(params, space: str, r: int = None) -> Dict:

From ea77edce0519bdd7664fd20fd65416f85bdbaada Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 13 Jun 2020 18:54:54 +0300
Subject: [PATCH 591/783] Make flake 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 1136fc4a7..153ae3861 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -251,9 +251,9 @@ class Hyperopt:
             if space == 'stoploss':
                 params_result += f"stoploss = {space_params.get('stoploss')}"
             elif space == 'roi':
-                minimal_roi_result = rapidjson.dumps(
                 # TODO: get rid of OrderedDict when support for python 3.6 will be
                 # dropped (dicts keep the order as the language feature)
+                minimal_roi_result = rapidjson.dumps(
                     OrderedDict(
                         (str(k), v) for k, v in space_params.items()
                     ),

From be03c22dba4037d371cb26ff43431e10c928f5a0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 14 Jun 2020 00:35:58 +0300
Subject: [PATCH 592/783] Minor: Fix exception message

---
 freqtrade/exchange/binance.py | 2 +-
 freqtrade/exchange/kraken.py  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 4279f392c..4d76c7966 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -78,7 +78,7 @@ class Binance(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 932d82a27..cac9a945c 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -85,7 +85,7 @@ class Kraken(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+                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:

From 1bf333d3200ba931215303b6886be1be89065902 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 14 Jun 2020 00:57:13 +0300
Subject: [PATCH 593/783] Minor: fix test

---
 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 2b63eee23..48c4956cf 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -705,7 +705,7 @@ def test_validate_order_types(default_conf, mocker):
         'buy': 'limit',
         'sell': 'limit',
         'stoploss': 'market',
-        'stoploss_on_exchange': 'false'
+        'stoploss_on_exchange': False
     }
 
     with pytest.raises(OperationalException,

From 4660909e958eb8da2b79e989435c4e7426f5fbba Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 14 Jun 2020 01:07:00 +0300
Subject: [PATCH 594/783] Validate stoploss_on_exchange_limit_ratio at startup
 time

---
 freqtrade/exchange/exchange.py  |  7 +++++++
 tests/exchange/test_exchange.py | 26 +++++++++++++++++++++++---
 2 files changed, 30 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bd44f56f2..820526b49 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -386,6 +386,13 @@ class Exchange:
                 f'On exchange stoploss is not supported for {self.name}.'
             )
 
+        # Limit price threshold: As limit price should always be below stop-price
+        # Used for limit stoplosses on exchange
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if limit_price_pct >= 1.0 or limit_price_pct <= 0.0:
+            raise OperationalException(
+                "stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0")
+
     def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
         """
         Checks if order time in force configured in strategy/config are supported
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 48c4956cf..1aaf95379 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -689,13 +689,13 @@ def test_validate_order_types(default_conf, mocker):
     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',
         'sell': 'limit',
         'stoploss': 'market',
         'stoploss_on_exchange': False
     }
-
     Exchange(default_conf)
 
     type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
@@ -707,7 +707,6 @@ def test_validate_order_types(default_conf, mocker):
         'stoploss': 'market',
         'stoploss_on_exchange': False
     }
-
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         Exchange(default_conf)
@@ -718,11 +717,32 @@ def test_validate_order_types(default_conf, mocker):
         'stoploss': 'limit',
         'stoploss_on_exchange': True
     }
-
     with pytest.raises(OperationalException,
                        match=r'On exchange stoploss is not supported for .*'):
         Exchange(default_conf)
 
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+        'stoploss_on_exchange_limit_ratio': 1.05
+    }
+    with pytest.raises(OperationalException,
+                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
+        Exchange(default_conf)
+
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+        'stoploss_on_exchange_limit_ratio': -0.1
+    }
+    with pytest.raises(OperationalException,
+                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
+        Exchange(default_conf)
+
 
 def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()

From de36f3d850b5f17f027ef2ac0fd1ad147d2c4a47 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 14 Jun 2020 01:42:45 +0300
Subject: [PATCH 595/783] Cosmetics in freqtradebot

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8a66957c3..341cd5416 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -795,10 +795,8 @@ class FreqtradeBot:
             return False
 
         # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if (not stoploss_order):
-
+        if not stoploss_order:
             stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
-
             stop_price = trade.open_rate * (1 + stoploss)
 
             if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):

From f6f7c99b9c558a6410b98b4b884a5c952cce074a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 06:31:05 +0200
Subject: [PATCH 596/783] Adjust typography and add missing space

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 freqtrade/exchange/ftx.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 73347f1eb..f16db96f5 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -60,7 +60,7 @@ class Ftx(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+                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:
@@ -91,7 +91,7 @@ class Ftx(Exchange):
             if len(order) == 1:
                 return order[0]
             else:
-                raise InvalidOrderException(f"Could not get Stoploss Order for id {order_id}")
+                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
 
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(

From 534c242d1b44f0cda20202da85632936fc1e6ab3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 06:33:08 +0200
Subject: [PATCH 597/783] Apply typography to test too

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

diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index bead63096..75e98740c 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -149,7 +149,7 @@ def test_get_stoploss_order(default_conf, mocker):
 
     api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    with pytest.raises(InvalidOrderException, match=r"Could not get Stoploss Order for id X"):
+    with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
         exchange.get_stoploss_order('X', 'TKN/BTC')['status']
 
     with pytest.raises(InvalidOrderException):

From 837aedb0c7622826a2e5b7f2fc2bf105e43d472c Mon Sep 17 00:00:00 2001
From: muletman <66912721+muletman@users.noreply.github.com>
Date: Sun, 14 Jun 2020 17:03:18 +0100
Subject: [PATCH 598/783] Docs: Run multiple instances for new users

This is my proposition of contribution for how new users could get up and running with multiple instances of the bot, based on the conversation I had on Slack with @hroff-1902
It appeared to me that the transparent creation and usage of the sqlite databases, and the necessity to create other databases to run multiple bots at the same time was not so straightforward to me in the first place, despite browsing through the docs. It is evident now ;) but that will maybe save time for devs if any other new user come on slack with the same issue.

Thanks
---
 HowToRunMultipleInstances.md | 51 ++++++++++++++++++++++++++++++++++++
 1 file changed, 51 insertions(+)
 create mode 100644 HowToRunMultipleInstances.md

diff --git a/HowToRunMultipleInstances.md b/HowToRunMultipleInstances.md
new file mode 100644
index 000000000..a5ec4c10c
--- /dev/null
+++ b/HowToRunMultipleInstances.md
@@ -0,0 +1,51 @@
+# How to run multiple instances of freqtrade simultaneously
+
+This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). 
+
+In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason.
+
+As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file)
+
+By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode.
+
+The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance :
+
+```
+freqtrade trade -c MyConfig.json -s MyStrategy
+```
+
+is equivalent to :
+
+```
+freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
+```
+
+That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy.
+
+ If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal :
+
+```
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite
+```
+
+and in the other
+
+```
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite
+```
+
+Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example :
+
+```
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite
+```
+
+and in the other
+
+```
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite
+```
+
+For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page :
+
+https://www.freqtrade.io/en/latest/sql_cheatsheet/

From d337fb6c6a4a3ca3e3f7bfb542b6bf7db0a788a8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 15 Jun 2020 06:35:31 +0200
Subject: [PATCH 599/783] Update some comments

---
 freqtrade/commands/pairlist_commands.py  | 1 -
 freqtrade/optimize/hyperopt_interface.py | 4 ++--
 freqtrade/resolvers/strategy_resolver.py | 2 +-
 tests/strategy/test_strategy.py          | 2 +-
 4 files changed, 4 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index dffe0c82e..77bcb04b4 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr
-        # Do not use timeframe set in the config
         pairlists = PairListManager(exchange, config)
         pairlists.refresh_pairlist()
         results[curr] = pairlists.whitelist
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 00353cbf4..65069b984 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -31,14 +31,14 @@ class IHyperOpt(ABC):
     Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
     """
-    ticker_interval: str  # deprecated
+    ticker_interval: str  # DEPRECATED
     timeframe: str
 
     def __init__(self, config: dict) -> None:
         self.config = config
 
         # Assign ticker_interval to be used in hyperopt
-        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECTED
+        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
     @staticmethod
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 26bce01ca..121a04877 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -54,7 +54,7 @@ class StrategyResolver(IResolver):
             # Assign ticker_interval to timeframe to keep compatibility
             if 'timeframe' not in config:
                 logger.warning(
-                    "DEPRECATED: Please migrate to using timeframe instead of ticker_interval."
+                    "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
                     )
                 strategy.timeframe = strategy.ticker_interval
 
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 85cb8c132..240f3d8ec 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -386,7 +386,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf
 
-    assert log_has('DEPRECATED: Please migrate to using timeframe instead of ticker_interval.',
+    assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
                    caplog)
 
 

From 1853350c7d344a0860d2f2d371ca211dd5f3bb4b Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 15 Jun 2020 09:01:05 +0000
Subject: [PATCH 600/783] Bump mkdocs-material from 5.2.3 to 5.3.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.3 to 5.3.0.
- [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/5.2.3...5.3.0)

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 b8ea338de..666cf5ac4 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.2.3
+mkdocs-material==5.3.0
 mdx_truly_sane_lists==1.2

From d66050522c30da1d7b39fee9ff1ac5b906f39587 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 15 Jun 2020 09:02:14 +0000
Subject: [PATCH 601/783] Bump ccxt from 1.29.52 to 1.30.2

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.29.52 to 1.30.2.
- [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/1.29.52...1.30.2)

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 dab3a5da4..a6420d76a 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==1.29.52
+ccxt==1.30.2
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From f38f3643f55157e52523df7651df79002b319433 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 15 Jun 2020 09:02:34 +0000
Subject: [PATCH 602/783] Bump pytest-cov from 2.9.0 to 2.10.0

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.9.0 to 2.10.0.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.9.0...v2.10.0)

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 d62b768c1..d8d09a0c5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.1.0
 mypy==0.780
 pytest==5.4.3
 pytest-asyncio==0.12.0
-pytest-cov==2.9.0
+pytest-cov==2.10.0
 pytest-mock==3.1.1
 pytest-random-order==1.0.4
 

From df90d631fb3b32327dbae36d0e4d0b25205e7d98 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 15 Jun 2020 10:05:20 +0000
Subject: [PATCH 603/783] Bump flake8 from 3.8.2 to 3.8.3

Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.8.2 to 3.8.3.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.8.2...3.8.3)

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 d8d09a0c5..840eff15f 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==2.0.0
-flake8==3.8.2
+flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.780

From e24ffebe691b3e90ac4c660edbb702aca1ca53c5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 15 Jun 2020 19:24:33 +0200
Subject: [PATCH 604/783] Move Multiple instances section to advanced-setup.md

---
 HowToRunMultipleInstances.md | 51 -----------------------------------
 docs/advanced-setup.md       | 52 ++++++++++++++++++++++++++++++++++++
 2 files changed, 52 insertions(+), 51 deletions(-)
 delete mode 100644 HowToRunMultipleInstances.md

diff --git a/HowToRunMultipleInstances.md b/HowToRunMultipleInstances.md
deleted file mode 100644
index a5ec4c10c..000000000
--- a/HowToRunMultipleInstances.md
+++ /dev/null
@@ -1,51 +0,0 @@
-# How to run multiple instances of freqtrade simultaneously
-
-This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). 
-
-In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason.
-
-As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file)
-
-By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode.
-
-The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance :
-
-```
-freqtrade trade -c MyConfig.json -s MyStrategy
-```
-
-is equivalent to :
-
-```
-freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
-```
-
-That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy.
-
- If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal :
-
-```
-freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite
-```
-
-and in the other
-
-```
-freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite
-```
-
-Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example :
-
-```
-freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite
-```
-
-and in the other
-
-```
-freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite
-```
-
-For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page :
-
-https://www.freqtrade.io/en/latest/sql_cheatsheet/
diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 95480a2c6..9848d04c8 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -4,6 +4,58 @@ This page explains some advanced tasks and configuration options that can be per
 
 If you do not know what things mentioned here mean, you probably do not need it.
 
+## Running multiple instances of Freqtrade
+
+This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). 
+
+In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason.
+
+As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file)
+
+By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode.
+
+The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance :
+
+``` bash
+freqtrade trade -c MyConfig.json -s MyStrategy
+```
+
+is equivalent to:
+
+``` bash
+freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
+```
+
+That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy.
+
+ If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal :
+
+``` bash
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite
+```
+
+and in the other
+
+``` bash
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite
+```
+
+Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example :
+
+``` bash
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite
+```
+
+and in the other
+
+``` bash
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite
+```
+
+For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page:
+
+https://www.freqtrade.io/en/latest/sql_cheatsheet/
+
 ## 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.

From 61ce18a4abb17b3c5c7d46701b62a4b4504410ce Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 15 Jun 2020 19:35:57 +0200
Subject: [PATCH 605/783] Slightly reword certain things - add link in FAQ

---
 docs/advanced-setup.md | 56 ++++++++++++++++++++----------------------
 docs/faq.md            |  4 +++
 2 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 9848d04c8..21e428fa7 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -6,55 +6,51 @@ If you do not know what things mentioned here mean, you probably do not need it.
 
 ## Running multiple instances of Freqtrade
 
-This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). 
+This section will show you how to run multiple bots a the same time, on the same computer (or other devices).
 
-In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason.
+### Things to consider
 
-As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file)
+* use different database files.
+* use different telegram Bots (requires 2 different configuration files).
+* use different ports (*applies only when webserver is enabled).
 
-By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode.
+#### Different database files
 
-The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance :
+In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectently.
+
+Freqtrade will, by default, use seperate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
+For live trading mode, the default database will be `tradesv3.sqlite`, and for dry-run, it will be `tradesv3.dryrun.sqlite`.
+
+The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url.
+So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome.
 
 ``` bash
 freqtrade trade -c MyConfig.json -s MyStrategy
-```
-
-is equivalent to:
-
-``` bash
+# is equivalent to
 freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
 ```
 
-That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy.
+That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
 
- If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal :
+If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy in BTC and USDT, you could use the following commands (in 2 seperate terminals):
 
 ``` bash
-freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite
+# Terminal 1:
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.dryrun.sqlite
+# Terminal 2:
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.dryrun.sqlite
 ```
 
-and in the other
+Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example:
 
 ``` bash
-freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite
+# Terminal 1:
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.live.sqlite
+# Terminal 2:
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite
 ```
 
-Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example :
-
-``` bash
-freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite
-```
-
-and in the other
-
-``` bash
-freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite
-```
-
-For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page:
-
-https://www.freqtrade.io/en/latest/sql_cheatsheet/
+For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md)
 
 ## Configure the bot running as a systemd service
 
diff --git a/docs/faq.md b/docs/faq.md
index 8e8a1bf35..31c49171d 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -45,6 +45,10 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c
 
 You can use the `/forcesell all` command from Telegram.
 
+### I want to run multiple bots on the same machine
+
+Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade).
+
 ### I'm getting the "RESTRICTED_MARKET" message in the log
 
 Currently known to happen for US Bittrex users.  

From 5e4dd44155958487d5ae141953951f9471a3843f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 15 Jun 2020 20:55:06 +0200
Subject: [PATCH 606/783] Fix formatting

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

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 21e428fa7..d3f692f33 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -6,13 +6,13 @@ If you do not know what things mentioned here mean, you probably do not need it.
 
 ## Running multiple instances of Freqtrade
 
-This section will show you how to run multiple bots a the same time, on the same computer (or other devices).
+This section will show you how to run multiple bots a the same time, on the same machine.
 
 ### Things to consider
 
 * use different database files.
 * use different telegram Bots (requires 2 different configuration files).
-* use different ports (*applies only when webserver is enabled).
+* use different ports (applies only when webserver is enabled).
 
 #### Different database files
 

From 9cc04c929ff13595d0e29ab72c75673233eaa648 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 16 Jun 2020 07:17:15 +0200
Subject: [PATCH 607/783] Fix documentation typo

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

diff --git a/docs/data-download.md b/docs/data-download.md
index 903d62854..3fb775e69 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -109,7 +109,7 @@ The following command will convert all candle (OHLCV) data available in `~/.freq
 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
+freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtrade/data/binance -t 5m 15m --erase
 ```
 
 #### Subcommand convert-trade data
@@ -155,7 +155,7 @@ The following command will convert all available trade-data in `~/.freqtrade/dat
 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
+freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```
 
 ### Pairs file

From 3517c86fa28786630bcb49c3c58bcddd41f0cf74 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 16 Jun 2020 16:02:38 +0200
Subject: [PATCH 608/783] Fail if both ticker_interval and timeframe are
 present in a configuration

Otherwise the wrong might be used, as it's unclear which one the intend
of the user is
---
 .../configuration/deprecated_settings.py      |  5 +++++
 tests/test_configuration.py                   | 20 ++++++++++++++-----
 2 files changed, 20 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index cefc6ac14..03ed41ab8 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -72,4 +72,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             "DEPRECATED: "
             "Please use 'timeframe' instead of 'ticker_interval."
         )
+        if 'timeframe' in config:
+            raise OperationalException(
+                "Both 'timeframe' and 'ticker_interval' detected."
+                "Please remove 'ticker_interval' from your configuration to continue operating."
+                )
         config['timeframe'] = config['ticker_interval']
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 689e62ab9..cccc87670 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1144,11 +1144,21 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
 
 def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
     message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
-    process_temporary_deprecated_settings(default_conf)
+    config = deepcopy(default_conf)
+    process_temporary_deprecated_settings(config)
     assert not log_has(message, caplog)
 
-    del default_conf['timeframe']
-    default_conf['ticker_interval'] = '15m'
-    process_temporary_deprecated_settings(default_conf)
+    del config['timeframe']
+    config['ticker_interval'] = '15m'
+    process_temporary_deprecated_settings(config)
     assert log_has(message, caplog)
-    assert default_conf['ticker_interval'] == '15m'
+    assert config['ticker_interval'] == '15m'
+
+    config = deepcopy(default_conf)
+    # Have both timeframe and ticker interval in config
+    # Can also happen when using ticker_interval in configuration, and --timeframe as cli argument
+    config['timeframe'] = '5m'
+    config['ticker_interval'] = '4h'
+    with pytest.raises(OperationalException,
+                       match=r"Both 'timeframe' and 'ticker_interval' detected."):
+        process_temporary_deprecated_settings(config)

From d4fb5af456771083cf3facfd296fc59001d59fdb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 17 Jun 2020 07:23:20 +0200
Subject: [PATCH 609/783] Also reload async markets

fixes #2876 - Logs and Empty ticker history  for new pair
---
 freqtrade/exchange/exchange.py  | 2 ++
 tests/exchange/test_exchange.py | 3 +++
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 35c62db27..b62410c34 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -285,6 +285,8 @@ class Exchange:
         logger.debug("Performing scheduled market reload..")
         try:
             self._api.load_markets(reload=True)
+            # Also reload async markets to avoid issues with newly listed pairs
+            self._load_async_markets(reload=True)
             self._last_markets_refresh = arrow.utcnow().timestamp
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 762ee295e..c9a600d50 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -365,6 +365,7 @@ def test_reload_markets(default_conf, mocker, caplog):
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance",
                                     mock_markets=False)
+    exchange._load_async_markets = MagicMock()
     exchange._last_markets_refresh = arrow.utcnow().timestamp
     updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
 
@@ -373,11 +374,13 @@ def test_reload_markets(default_conf, mocker, caplog):
     # less than 10 minutes have passed, no reload
     exchange.reload_markets()
     assert exchange.markets == initial_markets
+    assert exchange._load_async_markets.call_count == 0
 
     # more than 10 minutes have passed, reload is executed
     exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
     exchange.reload_markets()
     assert exchange.markets == updated_markets
+    assert exchange._load_async_markets.call_count == 1
     assert log_has('Performing scheduled market reload..', caplog)
 
 

From e2465f979bd6641f0413f58719622e471afef807 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 17 Jun 2020 08:33:53 +0200
Subject: [PATCH 610/783] Correctly mock out async_reload

---
 tests/conftest.py               | 1 +
 tests/exchange/test_exchange.py | 7 ++++++-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 3ca431f40..a4106c767 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -56,6 +56,7 @@ def patched_configuration_load_config_file(mocker, config) -> None:
 
 
 def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None:
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
     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())
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index c9a600d50..700aff969 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -319,7 +319,12 @@ def test_set_sandbox_exception(default_conf, mocker):
 
 
 def test__load_async_markets(default_conf, mocker, caplog):
-    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange._load_markets')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    exchange = Exchange(default_conf)
     exchange._api_async.load_markets = get_mock_coro(None)
     exchange._load_async_markets()
     assert exchange._api_async.load_markets.call_count == 1

From 0b8cac68befa83b2e705da8d350442b7a06cfe8c Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 17 Jun 2020 22:49:01 +0300
Subject: [PATCH 611/783] Improve advanced-setup.md

---
 docs/advanced-setup.md | 22 +++++++++++-----------
 1 file changed, 11 insertions(+), 11 deletions(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index d3f692f33..f03bc10c0 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -6,20 +6,20 @@ If you do not know what things mentioned here mean, you probably do not need it.
 
 ## Running multiple instances of Freqtrade
 
-This section will show you how to run multiple bots a the same time, on the same machine.
+This section will show you how to run multiple bots at the same time, on the same machine.
 
 ### Things to consider
 
-* use different database files.
-* use different telegram Bots (requires 2 different configuration files).
-* use different ports (applies only when webserver is enabled).
+* Use different database files.
+* Use different Telegram bots (requires multiple different configuration files; applies only when Telegram is enabled).
+* Use different ports (applies only when Freqtrade REST API webserver is enabled).
 
-#### Different database files
+### Different database files
 
-In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectently.
+In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectedly.
 
-Freqtrade will, by default, use seperate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
-For live trading mode, the default database will be `tradesv3.sqlite`, and for dry-run, it will be `tradesv3.dryrun.sqlite`.
+Freqtrade will, by default, use separate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
+For live trading mode, the default database will be `tradesv3.sqlite` and for dry-run it will be `tradesv3.dryrun.sqlite`.
 
 The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url.
 So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome.
@@ -30,9 +30,9 @@ freqtrade trade -c MyConfig.json -s MyStrategy
 freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
 ```
 
-That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
+It means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
 
-If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy in BTC and USDT, you could use the following commands (in 2 seperate terminals):
+If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy with BTC and USDT stake currencies, you could use the following commands (in 2 separate terminals):
 
 ``` bash
 # Terminal 1:
@@ -50,7 +50,7 @@ freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_
 freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite
 ```
 
-For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md)
+For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
 
 ## Configure the bot running as a systemd service
 

From fd97ad9b76973f7ec463591be62e577a9b703b1e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 12 Jun 2020 14:02:21 +0200
Subject: [PATCH 612/783] Cache analyzed dataframe

---
 freqtrade/data/dataprovider.py  | 34 ++++++++++++++++++++++++++++++---
 freqtrade/strategy/interface.py | 10 +++-------
 2 files changed, 34 insertions(+), 10 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 058ca42da..8dc53b034 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,16 +5,16 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
+from arrow import Arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
-from freqtrade.constants import ListPairsWithTimeframes
-
 
 logger = logging.getLogger(__name__)
 
@@ -25,6 +25,21 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
+        self.__cached_pairs: Dict[Tuple(str, str), DataFrame] = {}
+
+    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+        """
+        Store cached Dataframe.
+        Using private method as this should never be used by a user
+        (but the class is exposed via `self.dp` to the strategy)
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param dataframe: analyzed dataframe
+        """
+        self.__cached_pairs[(pair, timeframe)] = {
+            'data': dataframe,
+            'updated': Arrow.utcnow().datetime,
+        }
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -89,6 +104,19 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
+    def get_analyzed_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
+        """
+        :param pair: pair to get the data for
+        :param timeframe: timeframe to get data for
+        :return: Analyzed Dataframe for this pair
+        """
+        # TODO: check updated time and don't return outdated data.
+        if (pair, timeframe) in self._set_cached_df:
+            return self._set_cached_df[(pair, timeframe)]['data']
+        else:
+            # TODO: this is most likely wrong...
+            raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})")
+
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f9f3a3678..843197602 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -273,6 +273,7 @@ class IStrategy(ABC):
             # Defs that only make change on new candle data.
             dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+            self.dp._set_cached_df(pair, self.timeframe, dataframe)
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
@@ -348,13 +349,8 @@ class IStrategy(ABC):
             return False, False
 
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
-        logger.debug(
-            'trigger: %s (pair=%s) buy=%s sell=%s',
-            latest['date'],
-            pair,
-            str(buy),
-            str(sell)
-        )
+        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
+                     latest['date'], pair, str(buy), str(sell))
         return buy, sell
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,

From 9794914838e9f90bcdbf021583b75499db8ad7e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 12 Jun 2020 14:12:33 +0200
Subject: [PATCH 613/783] store dataframe updated as tuple

---
 freqtrade/constants.py         |  3 ++-
 freqtrade/data/dataprovider.py | 20 ++++++++++----------
 2 files changed, 12 insertions(+), 11 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6741e0605..45df778cd 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -336,4 +336,5 @@ CANCEL_REASON = {
 }
 
 # List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 8dc53b034..d93b77121 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,12 +5,13 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
+from datetime import datetime
 from typing import Any, Dict, List, Optional, Tuple
 
 from arrow import Arrow
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
@@ -25,7 +26,7 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
-        self.__cached_pairs: Dict[Tuple(str, str), DataFrame] = {}
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple(DataFrame, datetime)] = {}
 
     def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
         """
@@ -36,10 +37,7 @@ class DataProvider:
         :param timeframe: Timeframe to get data for
         :param dataframe: analyzed dataframe
         """
-        self.__cached_pairs[(pair, timeframe)] = {
-            'data': dataframe,
-            'updated': Arrow.utcnow().datetime,
-        }
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -104,15 +102,17 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
-    def get_analyzed_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
+    def get_analyzed_dataframe(self, pair: str,
+                               timeframe: str = None) -> Tuple[DataFrame, datetime]:
         """
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
-        :return: Analyzed Dataframe for this pair
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination
         """
         # TODO: check updated time and don't return outdated data.
-        if (pair, timeframe) in self._set_cached_df:
-            return self._set_cached_df[(pair, timeframe)]['data']
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
         else:
             # TODO: this is most likely wrong...
             raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})")

From 95f3ac08d406dd635f74dd68552fd93680c62267 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 13 Jun 2020 07:09:44 +0200
Subject: [PATCH 614/783] Update some comments

---
 freqtrade/strategy/interface.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 843197602..0ef92b315 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -204,6 +204,10 @@ class IStrategy(ABC):
         """
         return []
 
+###
+# END - Intended to be overridden by strategy
+###
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -308,6 +312,7 @@ class IStrategy(ABC):
     def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
+        Used by Bot to get the latest signal
         :param pair: pair in format ANT/BTC
         :param interval: Interval to use (in min)
         :param dataframe: Dataframe to analyze
@@ -496,7 +501,8 @@ class IStrategy(ABC):
 
     def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
-        Creates a dataframe and populates indicators for given candle (OHLCV) data
+        Populates indicators for given candle (OHLCV) data (for multiple pairs)
+        Does not run advice_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
         Has positive effects on memory usage for whatever reason - also when

From 273aaaff12e273c58adf2ba05170b189e5b24125 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 13 Jun 2020 18:06:52 +0200
Subject: [PATCH 615/783] Introduce .analyze() function for Strategy

Fixing a few tests along the way
---
 freqtrade/freqtradebot.py       | 10 +++---
 freqtrade/strategy/interface.py | 59 +++++++++++++++++++++++----------
 tests/conftest.py               |  2 +-
 tests/test_freqtradebot.py      |  1 +
 4 files changed, 47 insertions(+), 25 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 289850709..3ad0d061a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -151,6 +151,8 @@ class FreqtradeBot:
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
+        self.strategy.analyze(self.active_pair_whitelist)
+
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
@@ -420,9 +422,7 @@ class FreqtradeBot:
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(
-            pair, self.strategy.timeframe,
-            self.dataprovider.ohlcv(pair, self.strategy.timeframe))
+        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe)
 
         if buy and not sell:
             stake_amount = self.get_trade_stake_amount(pair)
@@ -697,9 +697,7 @@ class FreqtradeBot:
 
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            (buy, sell) = self.strategy.get_signal(
-                trade.pair, self.strategy.timeframe,
-                self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
+            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe)
 
         if config_ask_strategy.get('use_order_book', False):
             order_book_min = config_ask_strategy.get('order_book_min', 1)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 0ef92b315..9dcc2d613 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,20 +7,19 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -289,6 +288,38 @@ class IStrategy(ABC):
 
         return dataframe
 
+    def analyze_pair(self, pair: str):
+        """
+        Fetch data for this pair from dataprovider and analyze.
+        Stores the dataframe into the dataprovider.
+        The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
+        :param pair: Pair to analyze.
+        """
+        dataframe = self.dp.ohlcv(pair, self.timeframe)
+        if not isinstance(dataframe, DataFrame) or dataframe.empty:
+            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
+            return
+
+        try:
+            df_len, df_close, df_date = self.preserve_df(dataframe)
+
+            dataframe = strategy_safe_wrapper(
+                self._analyze_ticker_internal, message=""
+            )(dataframe, {'pair': pair})
+
+            self.assert_df(dataframe, df_len, df_close, df_date)
+        except StrategyError as error:
+            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
+            return
+
+        if dataframe.empty:
+            logger.warning('Empty dataframe for pair %s', pair)
+            return
+
+    def analyze(self, pairs: List[str]):
+        for pair in pairs:
+            self.analyze_pair(pair)
+
     @staticmethod
     def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
         """ keep some data for dataframes """
@@ -309,30 +340,22 @@ class IStrategy(ABC):
             else:
                 raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
-    def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
         Used by Bot to get the latest signal
         :param pair: pair in format ANT/BTC
-        :param interval: Interval to use (in min)
+        :param timeframe: timeframe to use
         :param dataframe: Dataframe to analyze
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
+
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)
             return False, False
 
-        try:
-            df_len, df_close, df_date = self.preserve_df(dataframe)
-            dataframe = strategy_safe_wrapper(
-                self._analyze_ticker_internal, message=""
-                )(dataframe, {'pair': pair})
-            self.assert_df(dataframe, df_len, df_close, df_date)
-        except StrategyError as error:
-            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
-
-            return False, False
-
         if dataframe.empty:
             logger.warning('Empty dataframe for pair %s', pair)
             return False, False
@@ -343,9 +366,9 @@ class IStrategy(ABC):
         latest_date = arrow.get(latest_date)
 
         # Check if dataframe is out of date
-        interval_minutes = timeframe_to_minutes(interval)
+        timeframe_minutes = timeframe_to_minutes(timeframe)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair,
diff --git a/tests/conftest.py b/tests/conftest.py
index a4106c767..3be7bbd22 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
     :param value: which value IStrategy.get_signal() must return
     :return: None
     """
-    freqtrade.strategy.get_signal = lambda e, s, t: value
+    freqtrade.strategy.get_signal = lambda e, s: value
     freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5d83c893e..e83ac2038 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -912,6 +912,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
+    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False))
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)

From 55fa514ec93a61994c4ee738a5ee4d443c8f15a3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 13 Jun 2020 19:40:58 +0200
Subject: [PATCH 616/783] Adapt most tests

---
 freqtrade/strategy/interface.py  |  4 --
 tests/strategy/test_interface.py | 72 +++++++++++++++-----------------
 2 files changed, 34 insertions(+), 42 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 9dcc2d613..a7d467cb2 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -353,10 +353,6 @@ class IStrategy(ABC):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
 
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
-            return False, False
-
-        if dataframe.empty:
             logger.warning('Empty dataframe for pair %s', pair)
             return False, False
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 59b4d5902..da8de947a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.data.dataprovider import DataProvider
 from tests.conftest import get_patched_exchange, log_has, log_has_re
 
 from .strats.default_strategy import DefaultStrategy
 
 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
+_STRATEGY.dp = DataProvider({}, None, None)
 
 
 def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
@@ -30,61 +32,65 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history.loc[1, 'sell'] = 1
 
     mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
+        _STRATEGY.dp, 'get_analyzed_dataframe',
+        return_value=(mocked_history, 0)
     )
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
     mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
+        _STRATEGY.dp, 'get_analyzed_dataframe',
+        return_value=(mocked_history, 0)
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (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
+        _STRATEGY.dp, 'get_analyzed_dataframe',
+        return_value=(mocked_history, 0)
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
-                                                  DataFrame())
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
-                                                  [])
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
 
 
 def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
-                                                  ohlcv_history)
+    _STRATEGY.analyze_pair('foo')
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
+    caplog.clear()
+
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        side_effect=Exception('invalid ticker history ')
+    )
+    _STRATEGY.analyze_pair('foo')
     assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
 
 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([])
-    )
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
     assert log_has('Empty dataframe for pair xyz', caplog)
 
 
@@ -99,13 +105,10 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
 
     caplog.set_level(logging.INFO)
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
     mocker.patch.object(_STRATEGY, 'assert_df')
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
+
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -120,12 +123,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
 
     caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
     mocker.patch.object(
         _STRATEGY, 'assert_df',
         side_effect=StrategyError('Dataframe returned...')
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
-                                                  ohlcv_history)
+    _STRATEGY.analyze_pair('xyz')
     assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
                    caplog)
 
@@ -157,15 +161,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
     _STRATEGY.disable_dataframe_checks = False
 
 
-def test_get_signal_handles_exceptions(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
-        side_effect=Exception('invalid ticker history ')
-    )
-    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
-
-
 def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -342,6 +337,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 
     )
     strategy = DefaultStrategy({})
+    strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
     ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})

From 8166b37253e06b1b600e2545fd69fab4cdcb1978 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 15 Jun 2020 14:08:57 +0200
Subject: [PATCH 617/783] Explicitly check if dp is available

---
 freqtrade/data/dataprovider.py  | 5 ++---
 freqtrade/strategy/interface.py | 9 +++++++--
 2 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index d93b77121..adc9ea334 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -26,7 +26,7 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
-        self.__cached_pairs: Dict[PairWithTimeframe, Tuple(DataFrame, datetime)] = {}
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
 
     def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
         """
@@ -102,8 +102,7 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
-    def get_analyzed_dataframe(self, pair: str,
-                               timeframe: str = None) -> Tuple[DataFrame, datetime]:
+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
         """
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a7d467cb2..f7a918624 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -14,7 +14,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import StrategyError, OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@@ -276,7 +276,8 @@ class IStrategy(ABC):
             # Defs that only make change on new candle data.
             dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
-            self.dp._set_cached_df(pair, self.timeframe, dataframe)
+            if self.dp:
+                self.dp._set_cached_df(pair, self.timeframe, dataframe)
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
@@ -295,6 +296,8 @@ class IStrategy(ABC):
         The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
         :param pair: Pair to analyze.
         """
+        if not self.dp:
+            raise OperationalException("DataProvider not found.")
         dataframe = self.dp.ohlcv(pair, self.timeframe)
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)
@@ -349,6 +352,8 @@ class IStrategy(ABC):
         :param dataframe: Dataframe to analyze
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
+        if not self.dp:
+            raise OperationalException("DataProvider not found.")
 
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
 

From 7da955556d18e0cd8d9cebcb8dc2b64436d49e26 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 13 Jun 2020 20:04:15 +0200
Subject: [PATCH 618/783] Add test for empty pair case

---
 tests/strategy/test_interface.py | 26 ++++++++++++++++++++++++--
 1 file changed, 24 insertions(+), 2 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index da8de947a..94437d373 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -9,12 +9,12 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.history import load_data
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import StrategyError, OperationalException
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.data.dataprovider import DataProvider
-from tests.conftest import get_patched_exchange, log_has, log_has_re
+from tests.conftest import log_has, log_has_re
 
 from .strats.default_strategy import DefaultStrategy
 
@@ -55,6 +55,28 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
 
 
+def test_trade_no_dataprovider(default_conf, mocker, caplog):
+    strategy = DefaultStrategy({})
+    with pytest.raises(OperationalException, match="DataProvider not found."):
+        strategy.get_signal('ETH/BTC', '5m')
+
+    with pytest.raises(OperationalException, match="DataProvider not found."):
+        strategy.analyze_pair('ETH/BTC')
+
+
+def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([])
+    )
+    mocker.patch.object(_STRATEGY, 'assert_df')
+
+    _STRATEGY.analyze_pair('ETH/BTC')
+
+    assert log_has('Empty dataframe for pair ETH/BTC', caplog)
+
+
 def test_get_signal_empty(default_conf, mocker, caplog):
     mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])

From 77056a3119e5d7e7f9ab82104c09aa5013f6fd0b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 06:52:11 +0200
Subject: [PATCH 619/783] Add bot_loop_start callback

---
 freqtrade/strategy/interface.py | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f7a918624..4483e1e8f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -190,6 +190,15 @@ class IStrategy(ABC):
         """
         return False
 
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. like lock pairs with negative profit in the last hour)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        pass
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.

From bc821c7c208f9ebede5b02b2677416f1806fed31 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 07:00:55 +0200
Subject: [PATCH 620/783] Add documentation for bot_loop_start

---
 docs/strategy-advanced.md                     | 27 +++++++++++++++++++
 freqtrade/freqtradebot.py                     |  2 ++
 freqtrade/strategy/interface.py               |  2 +-
 .../subtemplates/strategy_methods_advanced.j2 |  9 +++++++
 tests/strategy/test_interface.py              | 11 ++++++++
 5 files changed, 50 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 69e2256a1..aba834c55 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -89,3 +89,30 @@ class Awesomestrategy(IStrategy):
             return True
         return False
 ```
+
+## Bot loop start callback
+
+A simple callback which is called at the start of every bot iteration.
+This can be used to perform calculations which are pair independent.
+
+
+``` python
+import requests
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote ressource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        if self.config['runmode'].value in ('live', 'dry_run'):
+            # Assign this to the class by using self.*
+            # can then be used by populate_* methods
+            self.remote_data = requests.get('https://some_remote_source.example.com')
+
+```
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3ad0d061a..a69178691 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -151,6 +151,8 @@ class FreqtradeBot:
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
+        strategy_safe_wrapper(self.strategy.bot_loop_start)()
+
         self.strategy.analyze(self.active_pair_whitelist)
 
         with self._sell_lock:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 4483e1e8f..2ee567c20 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -194,7 +194,7 @@ class IStrategy(ABC):
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
-        (e.g. like lock pairs with negative profit in the last hour)
+        (e.g. gather some remote ressource for comparison)
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         pass
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 0ca35e117..9af086c77 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -1,4 +1,13 @@
 
+def bot_loop_start(self, **kwargs) -> None:
+    """
+    Called at the start of the bot iteration (one loop).
+    Might be used to perform pair-independent tasks
+    (e.g. gather some remote ressource for comparison)
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    """
+    pass
+
 def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
     Check buy timeout function callback.
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 94437d373..a50b4e1db 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -57,6 +57,9 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
 
 def test_trade_no_dataprovider(default_conf, mocker, caplog):
     strategy = DefaultStrategy({})
+    # Delete DP for sure (suffers from test leakage, as we update this in the base class)
+    if strategy.dp:
+        del strategy.dp
     with pytest.raises(OperationalException, match="DataProvider not found."):
         strategy.get_signal('ETH/BTC', '5m')
 
@@ -418,6 +421,14 @@ def test_is_pair_locked(default_conf):
     assert not strategy.is_pair_locked(pair)
 
 
+def test_is_informative_pairs_callback(default_conf):
+    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    # Should return empty
+    # Uses fallback to base implementation
+    assert [] == strategy.informative_pairs()
+
+
 @pytest.mark.parametrize('error', [
     ValueError, KeyError, Exception,
 ])

From c047e48a47a7b06bba7525e8750fa006c58f9930 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 07:15:24 +0200
Subject: [PATCH 621/783] Add errorsupression to safe wrapper

---
 freqtrade/strategy/strategy_wrapper.py | 6 +++---
 tests/strategy/test_interface.py       | 5 +++++
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py
index 7b9da9140..8fc548074 100644
--- a/freqtrade/strategy/strategy_wrapper.py
+++ b/freqtrade/strategy/strategy_wrapper.py
@@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError
 logger = logging.getLogger(__name__)
 
 
-def strategy_safe_wrapper(f, message: str = "", default_retval=None):
+def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False):
     """
     Wrapper around user-provided methods and functions.
     Caches all exceptions and returns either the default_retval (if it's not None) or raises
@@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"Strategy caused the following exception: {error}"
                 f"{f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
         except Exception as error:
@@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"{message}"
                 f"Unexpected error {error} calling {f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index a50b4e1db..63d3b85a1 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -448,6 +448,11 @@ def test_strategy_safe_wrapper_error(caplog, error):
     assert isinstance(ret, bool)
     assert ret
 
+    caplog.clear()
+    # Test supressing error
+    ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
+    assert log_has_re(r'DeadBeef.*', caplog)
+
 
 @pytest.mark.parametrize('value', [
     1, 22, 55, True, False, {'a': 1, 'b': '112'},

From dea7e3db014f2d8b1888035185b33ac98e37152c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 07:16:56 +0200
Subject: [PATCH 622/783] Use supress_errors in strategy wrapper - ensure it's
 called once

---
 freqtrade/freqtradebot.py  |  2 +-
 tests/test_freqtradebot.py | 12 ++++++++++++
 2 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a69178691..77ded8355 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -151,7 +151,7 @@ class FreqtradeBot:
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start)()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
         self.strategy.analyze(self.active_pair_whitelist)
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index e83ac2038..381531eba 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1964,6 +1964,18 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
         freqtrade.handle_trade(trade)
 
 
+def test_bot_loop_start_called_once(mocker, default_conf, caplog):
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(ftbot)
+    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    ftbot.strategy.analyze = MagicMock()
+
+    ftbot.process()
+    assert log_has_re(r'Strategy caused the following exception.*', caplog)
+    assert ftbot.strategy.bot_loop_start.call_count == 1
+    assert ftbot.strategy.analyze.call_count == 1
+
+
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
                                               fee, mocker) -> None:
     default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}

From 910100f1c88efa16622acc425a8ea41018482c8c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 07:27:13 +0200
Subject: [PATCH 623/783] Improve docstring 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 2ee567c20..abe5f7dfb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -354,7 +354,7 @@ class IStrategy(ABC):
 
     def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]:
         """
-        Calculates current signal based several technical analysis indicators
+        Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the latest signal
         :param pair: pair in format ANT/BTC
         :param timeframe: timeframe to use

From de676bcabac2ca49d5ceea9be5c85dd794b0dbfb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:08:06 +0200
Subject: [PATCH 624/783] Document get_analyzed_dataframe for dataprovider

---
 docs/strategy-customization.md | 15 ++++++++++++++-
 1 file changed, 14 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 08e79d307..1c4c80c47 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -366,6 +366,7 @@ Please always check the mode of operation to select the correct method to get da
 - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-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).
+- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
 - `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 the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
@@ -431,13 +432,25 @@ if self.dp:
 ```
 
 !!! Warning "Warning about backtesting"
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    Be careful 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"
     This option cannot currently be used during hyperopt.
 
+#### *get_analyzed_dataframe(pair, timeframe)*
+
+This method is used by freqtrade internally to determine the last signal.
+It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
+
+``` python
+# fetch current dataframe
+if self.dp:
+    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                             timeframe=self.ticker_interval)
+```
+
 #### *orderbook(pair, maximum)*
 
 ``` python

From 84329ad2ca7297491a11a0fa542fcc5ac729b0a9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:08:19 +0200
Subject: [PATCH 625/783] Add confirm_trade* methods to abort buying or selling

---
 docs/strategy-advanced.md                     | 83 ++++++++++++++++++-
 freqtrade/freqtradebot.py                     | 16 +++-
 freqtrade/strategy/interface.py               | 48 +++++++++++
 .../subtemplates/strategy_methods_advanced.j2 | 52 ++++++++++++
 4 files changed, 197 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index aba834c55..7edb0d05d 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -3,6 +3,9 @@
 This page explains some advanced concepts available for strategies.
 If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
 
+!!! Note
+    All callback methods described below should only be implemented in a strategy if they are also actively used.
+
 ## Custom order timeout rules
 
 Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
@@ -95,7 +98,6 @@ class Awesomestrategy(IStrategy):
 A simple callback which is called at the start of every bot iteration.
 This can be used to perform calculations which are pair independent.
 
-
 ``` python
 import requests
 
@@ -116,3 +118,82 @@ class Awesomestrategy(IStrategy):
             self.remote_data = requests.get('https://some_remote_source.example.com')
 
 ```
+
+## Bot order confirmation
+
+### Trade entry (buy order) confirmation
+
+`confirm_trade_entry()` an be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
+
+``` python
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network reqeusts in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+```
+
+### Trade exit (sell order) confirmation
+
+`confirm_trade_exit()` an be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
+
+``` python
+from freqtrade.persistence import Trade
+
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float,
+                           time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network reqeusts in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
+            # Reject force-sells with negative profit
+            # This is just a sample, please adjust to your needs
+            # (this does not necessarily make sense, assuming you know when you're force-selling)
+            return False
+        return True
+
+```
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 77ded8355..09b794a99 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -497,6 +497,12 @@ class FreqtradeBot:
 
         amount = stake_amount / buy_limit_requested
         order_type = self.strategy.order_types['buy']
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                time_in_force=time_in_force):
+            logger.info(f"User requested abortion of buying {pair}")
+            return False
+
         order = self.exchange.buy(pair=pair, ordertype=order_type,
                                   amount=amount, rate=buy_limit_requested,
                                   time_in_force=time_in_force)
@@ -1077,12 +1083,20 @@ class FreqtradeBot:
             order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_sell_amount(trade.pair, trade.amount)
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+                time_in_force=time_in_force,
+                sell_reason=sell_reason.value):
+            logger.info(f"User requested abortion of selling {trade.pair}")
+            return False
 
         # Execute sell and update trade record
         order = self.exchange.sell(pair=str(trade.pair),
                                    ordertype=order_type,
                                    amount=amount, rate=limit,
-                                   time_in_force=self.strategy.order_time_in_force['sell']
+                                   time_in_force=time_in_force
                                    )
 
         trade.open_order_id = order['id']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index abe5f7dfb..afa8c192e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -199,6 +199,54 @@ class IStrategy(ABC):
         """
         pass
 
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network reqeusts in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float,
+                           time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network reqeusts in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param trade: trade object.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 9af086c77..782c5a475 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -4,10 +4,62 @@ def bot_loop_start(self, **kwargs) -> None:
     Called at the start of the bot iteration (one loop).
     Might be used to perform pair-independent tasks
     (e.g. gather some remote ressource for comparison)
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, this simply does nothing.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     """
     pass
 
+def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                        time_in_force: str, **kwargs) -> bool:
+    """
+    Called right before placing a buy order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network reqeusts in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be bought.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the buy-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
+def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, rate: float,
+                       time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+    """
+    Called right before placing a regular sell order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network reqeusts in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be sold.
+    :param trade: trade object.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in quote currency.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param sell_reason: Sell reason.
+        Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                        'sell_signal', 'force_sell', 'emergency_sell']
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the sell-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
 def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
     Check buy timeout function callback.

From 6d6e7196f43e97c16208c7685f51d3a39cae3206 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:20:23 +0200
Subject: [PATCH 626/783] Test trade entry / exit is called correctly

---
 tests/test_integration.py | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/tests/test_integration.py b/tests/test_integration.py
index 57960503e..fdc3ab1d0 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -79,10 +79,15 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Switch ordertype to market to close trade immediately
     freqtrade.strategy.order_types['sell'] = 'market'
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
     patch_get_signal(freqtrade)
 
     # Create some test data
     freqtrade.enter_positions()
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 3
+    freqtrade.strategy.confirm_trade_entry.reset_mock()
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
     wallets_mock.reset_mock()
     Trade.session = MagicMock()
 
@@ -95,6 +100,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     n = freqtrade.exit_positions(trades)
     assert n == 2
     assert should_sell_mock.call_count == 2
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+    freqtrade.strategy.confirm_trade_exit.reset_mock()
 
     # Only order for 3rd trade needs to be cancelled
     assert cancel_order_mock.call_count == 1

From 7c3fb111f283286a3c7297ab6aef604a9ab4b66d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:23:49 +0200
Subject: [PATCH 627/783] Confirm execute_sell calls confirm_trade_exit

---
 tests/test_freqtradebot.py | 13 ++++++++++++-
 1 file changed, 12 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 381531eba..fd903fe43 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2502,22 +2502,33 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
     # Create some test data
     freqtrade.enter_positions()
+    rpc_mock.reset_mock()
 
     trade = Trade.query.first()
     assert trade
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
 
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_sell_up
     )
+    # Prevented sell ...
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert rpc_mock.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    # Repatch with true
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 1
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,

From 1c1a7150ae9906f9d513c86c611bf51d70d728f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:27:29 +0200
Subject: [PATCH 628/783] ensure confirm_trade_entry is called and has the
 desired effect

---
 tests/test_freqtradebot.py | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fd903fe43..820e69bb0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -975,6 +975,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 2
     bid = 0.11
     buy_rate_mock = MagicMock(return_value=bid)
@@ -996,6 +997,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     )
     pair = 'ETH/BTC'
 
+    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert buy_rate_mock.call_count == 1
+    assert buy_mm.call_count == 0
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 1
+    buy_rate_mock.reset_mock()
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_buy(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
@@ -1003,6 +1011,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     assert call_args['pair'] == pair
     assert call_args['rate'] == bid
     assert call_args['amount'] == stake_amount / bid
+    buy_rate_mock.reset_mock()
 
     # Should create an open trade with an open order id
     # As the order is not fulfilled yet
@@ -1015,7 +1024,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
     # Make sure get_buy_rate wasn't called again
-    assert buy_rate_mock.call_count == 1
+    assert buy_rate_mock.call_count == 0
 
     assert buy_mm.call_count == 2
     call_args = buy_mm.call_args_list[1][1]

From 8b186dbe0eb3872ba685c7a8c156a1b266c4aa92 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 10:49:15 +0200
Subject: [PATCH 629/783] Add additional test scenarios

---
 docs/strategy-advanced.md                     |  4 +--
 freqtrade/strategy/interface.py               |  4 +--
 .../subtemplates/strategy_methods_advanced.j2 |  4 +--
 tests/conftest.py                             |  1 +
 tests/strategy/test_interface.py              |  6 ++--
 tests/test_freqtradebot.py                    | 33 +++++++++++++++++++
 6 files changed, 43 insertions(+), 9 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 7edb0d05d..f1d8c21dc 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -135,7 +135,7 @@ class Awesomestrategy(IStrategy):
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
-        network reqeusts in this method.
+        network requests in this method.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
@@ -171,7 +171,7 @@ class Awesomestrategy(IStrategy):
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
-        network reqeusts in this method.
+        network requests in this method.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index afa8c192e..fab438ae6 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -204,7 +204,7 @@ class IStrategy(ABC):
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
-        network reqeusts in this method.
+        network requests in this method.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
@@ -226,7 +226,7 @@ class IStrategy(ABC):
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
-        network reqeusts in this method.
+        network requests in this method.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 782c5a475..28d2d1c1b 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -17,7 +17,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     """
     Called right before placing a buy order.
     Timing for this function is critical, so avoid doing heavy computations or
-    network reqeusts in this method.
+    network requests in this method.
 
     For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
@@ -39,7 +39,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
     """
     Called right before placing a regular sell order.
     Timing for this function is critical, so avoid doing heavy computations or
-    network reqeusts in this method.
+    network requests in this method.
 
     For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 3be7bbd22..c64f443bc 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -787,6 +787,7 @@ def limit_buy_order():
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 90.99181073,
+        'cost': 0.0009999,
         'remaining': 0.0,
         'status': 'closed'
     }
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 63d3b85a1..176fa43ca 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -57,9 +57,9 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
 
 def test_trade_no_dataprovider(default_conf, mocker, caplog):
     strategy = DefaultStrategy({})
-    # Delete DP for sure (suffers from test leakage, as we update this in the base class)
-    if strategy.dp:
-        del strategy.dp
+    # Delete DP for sure (suffers from test leakage, as this is updated in the base class)
+    if strategy.dp is not None:
+        strategy.dp = None
     with pytest.raises(OperationalException, match="DataProvider not found."):
         strategy.get_signal('ETH/BTC', '5m')
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 820e69bb0..047885942 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1070,6 +1070,39 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     assert not freqtrade.execute_buy(pair, stake_amount)
 
 
+def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch.multiple(
+        'freqtrade.freqtradebot.FreqtradeBot',
+        get_buy_rate=MagicMock(return_value=0.11),
+        _get_min_pair_stake_amount=MagicMock(return_value=1)
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value=limit_buy_order),
+        get_fee=fee,
+    )
+    stake_amount = 2
+    pair = 'ETH/BTC'
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
+    assert not freqtrade.execute_buy(pair, stake_amount)
+
+
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

From e5f7610b5d7b1552f6809171812b3937133ccb12 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 11:38:56 +0200
Subject: [PATCH 630/783] Add bot basics documentation

---
 docs/bot-basics.md             | 58 ++++++++++++++++++++++++++++++++++
 docs/hyperopt.md               |  5 ---
 docs/strategy-advanced.md      |  4 ++-
 docs/strategy-customization.md |  5 ++-
 mkdocs.yml                     |  1 +
 5 files changed, 66 insertions(+), 7 deletions(-)
 create mode 100644 docs/bot-basics.md

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
new file mode 100644
index 000000000..728dcf46e
--- /dev/null
+++ b/docs/bot-basics.md
@@ -0,0 +1,58 @@
+# Freqtrade basics
+
+This page will try to teach you some basic concepts on how freqtrade works and operates.
+
+## Freqtrade terminology
+
+* Trade: Open position
+* Open Order: Order which is currently placed on the exchange, and is not yet complete.
+* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
+* Indicators: Technical indicators (SMA, EMA, RSI, ...).
+* Limit order: Limit orders which execute at the defined limit price or better.
+* Market order: Guaranteed to fill, may move price depending on the order size.
+
+## Fee handling
+
+All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
+
+## Bot execution logic
+
+Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
+By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+
+* Fetch open trades from persistence.
+* Calculate current list of tradable pairs.
+* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+  This step is only executed once per Candle to avoid unnecessary network traffic.
+* Call `bot_loop_start()` strategy callback.
+* Analyze strategy per pair.
+  * Call `populate_indicators()`
+  * Call `populate_buy_trend()`
+  * Call `populate_sell_trend()`
+* Check timeouts for open orders.
+  * Calls `check_buy_timeout()` strategy callback for open buy orders.
+  * Calls `check_sell_timeout()` strategy callback for open sell orders.
+* Verifies existing positions and eventually places sell orders.
+  * Considers stoploss, ROI and sell-signal.
+  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
+* Check if trade-slots are still available (if `max_open_trades` is reached).
+* Verifies buy signal trying to enter new positions.
+  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
+
+This loop will be repeated again and again until the bot is stopped.
+
+## Backtesting / Hyperopt execution logic
+
+[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
+
+* Load historic data for configured pairlist.
+* Calculate indicators (calls `populate_indicators()`).
+* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Loops per candle simulating entry and exit points.
+* Generate backtest report output
+
+!!! Note
+    Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9acb606c3..efb11e188 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -498,8 +498,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-## Next Step
-
-Now you have a perfect bot and want to control it from Telegram. Your
-next step is to learn the [Telegram usage](telegram-usage.md).
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f1d8c21dc..100e96b81 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -1,7 +1,9 @@
 # Advanced Strategies
 
 This page explains some advanced concepts available for strategies.
-If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
+If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
+
+[Freqtrade basics](bot-basics.md) describes in which sequence each method defined below is called, which can be helpful to understand which method to use.
 
 !!! Note
     All callback methods described below should only be implemented in a strategy if they are also actively used.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 1c4c80c47..4a373fb0d 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -1,6 +1,8 @@
 # Strategy Customization
 
-This page explains where to customize your strategies, and add new indicators.
+This page explains how to customize your strategies, and add new indicators.
+
+Please familiarize yourself with [Freqtrade basics](bot-basics.md) first.
 
 ## Install a custom strategy file
 
@@ -385,6 +387,7 @@ if self.dp:
 ```
 
 #### *current_whitelist()*
+
 Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
 
 The strategy might look something like this:
diff --git a/mkdocs.yml b/mkdocs.yml
index ae24e150c..ebd32b3c1 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -3,6 +3,7 @@ nav:
     - Home: index.md
     - Installation Docker: docker.md
     - Installation: installation.md
+    - Freqtrade Basics: bot-basics.md
     - Configuration: configuration.md
     - Strategy Customization: strategy-customization.md
     - Stoploss: stoploss.md

From ab9382434fb7945cd882c6905daddf0664918889 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 11:51:20 +0200
Subject: [PATCH 631/783] Add test for get_analyzed_dataframe

---
 freqtrade/data/dataprovider.py  | 10 +++++-----
 tests/data/test_dataprovider.py | 31 +++++++++++++++++++++++++++++--
 2 files changed, 34 insertions(+), 7 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index adc9ea334..113a092bc 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,7 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from datetime import datetime
+from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
 from arrow import Arrow
@@ -107,14 +107,14 @@ class DataProvider:
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
-            combination
+            combination.
+            Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
         """
-        # TODO: check updated time and don't return outdated data.
         if (pair, timeframe) in self.__cached_pairs:
             return self.__cached_pairs[(pair, timeframe)]
         else:
-            # TODO: this is most likely wrong...
-            raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})")
+
+            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
 
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index def3ad535..c572cd9f3 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,11 +1,12 @@
+from datetime import datetime, timezone
 from unittest.mock import MagicMock
 
-from pandas import DataFrame
 import pytest
+from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -194,3 +195,29 @@ def test_current_whitelist(mocker, default_conf, tickers):
     with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)
         dp.current_whitelist()
+
+
+def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
+
+    default_conf["runmode"] = RunMode.DRY_RUN
+
+    timeframe = default_conf["timeframe"]
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    dp = DataProvider(default_conf, exchange)
+    dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history)
+
+    assert dp.runmode == RunMode.DRY_RUN
+    dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
+    assert dataframe.empty
+    assert isinstance(time, datetime)
+    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)

From 8472fcfff9a6ad93e96ac8800bfe8dbb90277a52 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 14 Jun 2020 11:52:42 +0200
Subject: [PATCH 632/783] Add empty to documentation

---
 docs/strategy-customization.md | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 4a373fb0d..0a1049f3b 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -454,6 +454,13 @@ if self.dp:
                                                              timeframe=self.ticker_interval)
 ```
 
+!!! Note "No data available"
+    Returns an empty dataframe if the requested pair was not cached.
+    This should not happen when using whitelisted pairs.
+
+!!! Warning "Warning in hyperopt"
+    This option cannot currently be used during hyperopt.
+    
 #### *orderbook(pair, maximum)*
 
 ``` python

From f2a778d294a435c2b775dae1c644eef042dfe1dd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 18 Jun 2020 07:03:30 +0200
Subject: [PATCH 633/783] Combine tests for empty dataframe

---
 freqtrade/strategy/interface.py  |  2 +-
 tests/strategy/test_interface.py | 14 +++++---------
 2 files changed, 6 insertions(+), 10 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index fab438ae6..5b5cce268 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -415,7 +415,7 @@ class IStrategy(ABC):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
 
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty dataframe for pair %s', pair)
+            logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
             return False, False
 
         latest_date = dataframe['date'].max()
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 176fa43ca..835465f38 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -89,6 +89,11 @@ def test_get_signal_empty(default_conf, mocker, caplog):
     mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
     assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
+    caplog.clear()
+
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'])
+    assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
 def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
@@ -110,15 +115,6 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
     assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
 
-def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
-    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
-    mocker.patch.object(_STRATEGY, 'assert_df')
-
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
-    assert log_has('Empty dataframe for pair xyz', caplog)
-
-
 def test_get_signal_old_dataframe(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

From 48225e0d80669e100cb56518133a95cc8d6adad0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 18 Jun 2020 07:05:06 +0200
Subject: [PATCH 634/783] Improve interface docstrings for analyze functions

---
 freqtrade/strategy/interface.py | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 5b5cce268..279453920 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -346,7 +346,7 @@ class IStrategy(ABC):
 
         return dataframe
 
-    def analyze_pair(self, pair: str):
+    def analyze_pair(self, pair: str) -> None:
         """
         Fetch data for this pair from dataprovider and analyze.
         Stores the dataframe into the dataprovider.
@@ -376,7 +376,11 @@ class IStrategy(ABC):
             logger.warning('Empty dataframe for pair %s', pair)
             return
 
-    def analyze(self, pairs: List[str]):
+    def analyze(self, pairs: List[str]) -> None:
+        """
+        Analyze all pairs using analyze_pair().
+        :param pairs: List of pairs to analyze
+        """
         for pair in pairs:
             self.analyze_pair(pair)
 
@@ -386,7 +390,9 @@ class IStrategy(ABC):
         return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
 
     def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
-        """ make sure data is unmodified """
+        """
+        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
+        """
         message = ""
         if df_len != len(dataframe):
             message = "length"
@@ -403,10 +409,9 @@ class IStrategy(ABC):
     def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
-        Used by Bot to get the latest signal
+        Used by Bot to get the signal to buy or sell
         :param pair: pair in format ANT/BTC
         :param timeframe: timeframe to use
-        :param dataframe: Dataframe to analyze
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
         if not self.dp:
@@ -429,8 +434,7 @@ class IStrategy(ABC):
         if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
-                (arrow.utcnow() - latest_date).seconds // 60
+                pair, (arrow.utcnow() - latest_date).seconds // 60
             )
             return False, False
 

From f1993fb2f48b986caef0372f1d6e9e0fe39f3c29 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 18 Jun 2020 08:01:09 +0200
Subject: [PATCH 635/783] Pass analyzed dataframe to get_signal

---
 freqtrade/freqtradebot.py        |  8 ++++--
 freqtrade/strategy/interface.py  |  8 ++----
 tests/conftest.py                |  2 +-
 tests/strategy/test_interface.py | 43 ++++++--------------------------
 4 files changed, 16 insertions(+), 45 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09b794a99..59f4447d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -424,7 +424,8 @@ class FreqtradeBot:
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe)
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
+        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
             stake_amount = self.get_trade_stake_amount(pair)
@@ -705,7 +706,10 @@ class FreqtradeBot:
 
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe)
+            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                      self.strategy.timeframe)
+
+            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         if config_ask_strategy.get('use_order_book', False):
             order_book_min = config_ask_strategy.get('order_book_min', 1)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 279453920..969259446 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -406,19 +406,15 @@ class IStrategy(ABC):
             else:
                 raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
-    def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell
         :param pair: pair in format ANT/BTC
         :param timeframe: timeframe to use
+        :param dataframe: Analyzed dataframe to get signal from.
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
-        if not self.dp:
-            raise OperationalException("DataProvider not found.")
-
-        dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
-
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
             return False, False
diff --git a/tests/conftest.py b/tests/conftest.py
index c64f443bc..8e8c1bfaa 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
     :param value: which value IStrategy.get_signal() must return
     :return: None
     """
-    freqtrade.strategy.get_signal = lambda e, s: value
+    freqtrade.strategy.get_signal = lambda e, s, x: value
     freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
 
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 835465f38..70ae067d7 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -31,40 +31,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    mocker.patch.object(
-        _STRATEGY.dp, 'get_analyzed_dataframe',
-        return_value=(mocked_history, 0)
-    )
-
-    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    mocker.patch.object(
-        _STRATEGY.dp, 'get_analyzed_dataframe',
-        return_value=(mocked_history, 0)
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    mocker.patch.object(
-        _STRATEGY.dp, 'get_analyzed_dataframe',
-        return_value=(mocked_history, 0)
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
-
-
-def test_trade_no_dataprovider(default_conf, mocker, caplog):
-    strategy = DefaultStrategy({})
-    # Delete DP for sure (suffers from test leakage, as this is updated in the base class)
-    if strategy.dp is not None:
-        strategy.dp = None
-    with pytest.raises(OperationalException, match="DataProvider not found."):
-        strategy.get_signal('ETH/BTC', '5m')
-
-    with pytest.raises(OperationalException, match="DataProvider not found."):
-        strategy.analyze_pair('ETH/BTC')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -81,18 +56,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
-    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'])
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -126,10 +98,9 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
 
     caplog.set_level(logging.INFO)
-    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 

From eef3c01da73008c9f9a4bb03ff5c4106cbbf68fa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 18 Jun 2020 19:46:03 +0200
Subject: [PATCH 636/783] Fix function header formatting

---
 docs/strategy-advanced.md                                     | 4 ++--
 freqtrade/strategy/interface.py                               | 4 ++--
 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 4 ++--
 tests/strategy/test_interface.py                              | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 100e96b81..c576cb46e 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -168,8 +168,8 @@ class Awesomestrategy(IStrategy):
 
     # ... populate_* methods
 
-    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float,
-                           time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 969259446..f8e59ac7b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -221,8 +221,8 @@ class IStrategy(ABC):
         """
         return True
 
-    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float,
-                           time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 28d2d1c1b..c7ce41bb7 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -34,8 +34,8 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     """
     return True
 
-def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, rate: float,
-                       time_in_force: str, sell_reason: str, ** kwargs) -> bool:
+def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
     """
     Called right before placing a regular sell order.
     Timing for this function is critical, so avoid doing heavy computations or
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 70ae067d7..381454622 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -9,7 +9,7 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.history import load_data
-from freqtrade.exceptions import StrategyError, OperationalException
+from freqtrade.exceptions import StrategyError
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper

From f976905728c45ee21e6daccea25eb25d3ff3ec47 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 18 Jun 2020 20:00:18 +0200
Subject: [PATCH 637/783] Fix more exchange message typos

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 48219096d..4564e671f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -526,13 +526,13 @@ class Exchange:
 
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
-                f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise DependencyException(
-                f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate}.'
+                f'Could not create {ordertype} {side} order on market {pair}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(

From dbf14ccf13d00be1687d4d3b45af252384bbec7f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:13:36 +0000
Subject: [PATCH 638/783] Bump mypy from 0.780 to 0.781

Bumps [mypy](https://github.com/python/mypy) from 0.780 to 0.781.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.780...v0.781)

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 840eff15f..91b33c573 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==2.0.0
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
-mypy==0.780
+mypy==0.781
 pytest==5.4.3
 pytest-asyncio==0.12.0
 pytest-cov==2.10.0

From 993333a61cdc99afbc04aa7e96ffcb582e181776 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:14:25 +0000
Subject: [PATCH 639/783] Bump pandas from 1.0.4 to 1.0.5

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.4 to 1.0.5.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.4...v1.0.5)

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 2c68b8f2c..8376e41aa 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.18.5
-pandas==1.0.4
+pandas==1.0.5

From 432c1b54bfc8332aab70f1a08ba491d08972b7a8 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:14:57 +0000
Subject: [PATCH 640/783] Bump arrow from 0.15.6 to 0.15.7

Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.6 to 0.15.7.
- [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/0.15.6...0.15.7)

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 a6420d76a..767e993de 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -3,7 +3,7 @@
 ccxt==1.30.2
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
-arrow==0.15.6
+arrow==0.15.7
 cachetools==4.1.0
 requests==2.23.0
 urllib3==1.25.9

From dcc95d09339a104977a347499ada458f1855fba7 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:15:33 +0000
Subject: [PATCH 641/783] Bump mkdocs-material from 5.3.0 to 5.3.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.0 to 5.3.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.3.0...5.3.2)

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 666cf5ac4..7ddfc1dfb 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.3.0
+mkdocs-material==5.3.2
 mdx_truly_sane_lists==1.2

From b29f12bfad2e526c4dd3ae2b1bc0fcebe5bc4a9f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:16:00 +0000
Subject: [PATCH 642/783] Bump scipy from 1.4.1 to 1.5.0

Bumps [scipy](https://github.com/scipy/scipy) from 1.4.1 to 1.5.0.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.4.1...v1.5.0)

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 e1b3fef4f..aedfc0eaa 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.4.1
+scipy==1.5.0
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12

From 6d82e41dd1bcf966d89d4ae6d8d7104b8cb14809 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:17:07 +0000
Subject: [PATCH 643/783] Bump ccxt from 1.30.2 to 1.30.31

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.2 to 1.30.31.
- [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/1.30.2...1.30.31)

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 a6420d76a..2e90c6cc1 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==1.30.2
+ccxt==1.30.31
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From 9af1dae53e40f35beb4fc41069a655c95449f52c Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 09:48:54 +0000
Subject: [PATCH 644/783] Bump numpy from 1.18.5 to 1.19.0

Bumps [numpy](https://github.com/numpy/numpy) from 1.18.5 to 1.19.0.
- [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/v1.18.5...v1.19.0)

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 8376e41aa..1e61d165f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.5
+numpy==1.19.0
 pandas==1.0.5

From 1854e3053890552e3892757568c359219c6a3106 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 11:56:51 +0000
Subject: [PATCH 645/783] Bump requests from 2.23.0 to 2.24.0

Bumps [requests](https://github.com/psf/requests) from 2.23.0 to 2.24.0.
- [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/v2.23.0...v2.24.0)

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 767e993de..3519eda69 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -5,7 +5,7 @@ SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.7
 cachetools==4.1.0
-requests==2.23.0
+requests==2.24.0
 urllib3==1.25.9
 wrapt==1.12.1
 jsonschema==3.2.0

From f2807143c65c7bb3e9f46566cb1e3d2f43952a22 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 22 Jun 2020 12:10:52 +0000
Subject: [PATCH 646/783] Bump ccxt from 1.30.2 to 1.30.34

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.2 to 1.30.34.
- [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/1.30.2...1.30.34)

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 767e993de..1c981aee3 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==1.30.2
+ccxt==1.30.34
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.7

From 0509b9a8fce4eacfa55e01a876b909958ffcf4c3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 24 Jun 2020 06:43:19 +0200
Subject: [PATCH 647/783] Show winning vs. losing trades

---
 freqtrade/rpc/rpc.py            | 8 ++++++++
 freqtrade/rpc/telegram.py       | 4 +++-
 tests/rpc/test_rpc_apiserver.py | 2 ++
 3 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index aeaf82662..4cb432aea 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -269,6 +269,8 @@ class RPC:
         profit_closed_coin = []
         profit_closed_ratio = []
         durations = []
+        winning_trades = 0
+        losing_trades = 0
 
         for trade in trades:
             current_rate: float = 0.0
@@ -282,6 +284,10 @@ class RPC:
                 profit_ratio = trade.close_profit
                 profit_closed_coin.append(trade.close_profit_abs)
                 profit_closed_ratio.append(profit_ratio)
+                if trade.close_profit > 0:
+                    winning_trades += 1
+                else:
+                    losing_trades += 1
             else:
                 # Get current rate
                 try:
@@ -344,6 +350,8 @@ class RPC:
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
             'best_pair': best_pair[0] if best_pair else '',
             'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
+            'winning_trades': winning_trades,
+            'losing_trades': losing_trades,
         }
 
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 9b40ee2f6..13cc1afaf 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -366,7 +366,9 @@ class Telegram(RPC):
                              f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
                              f"*Total Trade Count:* `{trade_count}`\n"
                              f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}`")
+                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                             )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 8e73eacf8..77a3e5c30 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -444,6 +444,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'profit_closed_percent_sum': 6.2,
                        'trade_count': 1,
                        'closed_trade_count': 1,
+                       'winning_trades': 1,
+                       'losing_trades': 0,
                        }
 
 

From 3624aec059f0bfc5f8aa587c18fcc97cf7a5cd8b Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 24 Jun 2020 15:21:28 +0100
Subject: [PATCH 648/783] Typos

---
 freqtrade/pairlist/IPairList.py       | 2 +-
 freqtrade/pairlist/PrecisionFilter.py | 2 +-
 freqtrade/pairlist/PriceFilter.py     | 2 +-
 freqtrade/pairlist/ShuffleFilter.py   | 2 +-
 freqtrade/pairlist/SpreadFilter.py    | 2 +-
 freqtrade/pairlist/StaticPairList.py  | 2 +-
 freqtrade/pairlist/VolumePairList.py  | 2 +-
 7 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index fd25e0766..1cca00eba 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -68,7 +68,7 @@ class IPairList(ABC):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
 
diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 0331347be..120f7c4e0 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -27,7 +27,7 @@ class PrecisionFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index b85d68269..29dd88a76 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -24,7 +24,7 @@ class PriceFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True
diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py
index ba3792213..eb4f6dcc3 100644
--- a/freqtrade/pairlist/ShuffleFilter.py
+++ b/freqtrade/pairlist/ShuffleFilter.py
@@ -25,7 +25,7 @@ class ShuffleFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 0147c0068..2527a3131 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -24,7 +24,7 @@ class SpreadFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True
diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index b5c1bc767..aa6268ba3 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -28,7 +28,7 @@ class StaticPairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index d32be3dc9..35dce93eb 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -54,7 +54,7 @@ class VolumePairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

From 676006b99c0610fcbb975325b4544597bc0fcaa7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 24 Jun 2020 17:40:23 +0200
Subject: [PATCH 649/783] --dl-trades should also support increasing download
 span

(by downloading the whole dataset again to avoid missing data in the
middle).
---
 freqtrade/data/history/history_utils.py |  5 +++++
 tests/conftest.py                       |  2 +-
 tests/data/test_history.py              | 22 ++++++++++++++++++++++
 3 files changed, 28 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 4f3f75a87..58bd752ea 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange,
         # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
         # DEFAULT_TRADES_COLUMNS: 1 -> id
 
+        if trades and since < trades[0][0]:
+            # since is before the first trade
+            logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
+            trades = []
+
         from_id = trades[-1][1] if trades else None
         if trades and since < trades[-1][0]:
             # Reset since to the last available point
diff --git a/tests/conftest.py b/tests/conftest.py
index a4106c767..f2143e60e 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1424,7 +1424,7 @@ def trades_for_order():
 
 @pytest.fixture(scope="function")
 def trades_history():
-    return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
+    return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
             [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
             [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
             [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c52163bbc..c2eb2d715 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -557,6 +557,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert ght_mock.call_count == 1
     # Check this in seconds - since we had to convert to seconds above too.
     assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
+    assert ght_mock.call_args_list[0][1]['from_id'] is not None
 
     # clean files freshly downloaded
     _clean_test_file(file1)
@@ -568,6 +569,27 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
+    file2 = testdatadir / 'XRP_ETH-trades.json.gz'
+
+    _backup_file(file2, True)
+
+    ght_mock.reset_mock()
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
+                 ght_mock)
+    # Since before first start date
+    since_time = int(trades_history[0][0] // 1000) - 500
+    timerange = TimeRange('date', None, since_time, 0)
+
+    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
+                                    pair='XRP/ETH', timerange=timerange)
+
+    assert ght_mock.call_count == 1
+
+    assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
+    assert ght_mock.call_args_list[0][1]['from_id'] is None
+    assert log_has_re(r'Start earlier than available data. Redownloading trades for.*', caplog)
+    _clean_test_file(file2)
+
 
 def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
 

From b77a105778842ee012a122ac5f9a8f218fbc3716 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 24 Jun 2020 20:32:19 +0200
Subject: [PATCH 650/783] Add CORS_origins key to configuration

---
 config.json.example                     |  1 +
 config_binance.json.example             |  1 +
 config_full.json.example                |  1 +
 config_kraken.json.example              |  1 +
 docs/rest-api.md                        | 24 ++++++++++++++++++++++++
 freqtrade/constants.py                  |  2 ++
 freqtrade/rpc/api_server.py             |  4 +++-
 freqtrade/templates/base_config.json.j2 |  1 +
 8 files changed, 34 insertions(+), 1 deletion(-)

diff --git a/config.json.example b/config.json.example
index 9e3daa2b5..77a147d0c 100644
--- a/config.json.example
+++ b/config.json.example
@@ -82,6 +82,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },
diff --git a/config_binance.json.example b/config_binance.json.example
index b45e69bba..82943749d 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -87,6 +87,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },
diff --git a/config_full.json.example b/config_full.json.example
index 1fd1b44a5..3a8667da4 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -123,6 +123,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "freqtrader",
         "password": "SuperSecurePassword"
     },
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 7e4001ff3..fb983a4a3 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -93,6 +93,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },
diff --git a/docs/rest-api.md b/docs/rest-api.md
index 33f62f884..630c952b4 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -13,6 +13,7 @@ Sample configuration:
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "Freqtrader",
         "password": "SuperSecret1!"
     },
@@ -232,3 +233,26 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
 > curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh
 {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
 ```
+
+## CORS
+
+All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
+Since most request to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
+Also, the Standard disallows `*` CORS policies for requests with credentials, so this setting must be done appropriately.
+
+Users can configure this themselfs via the `CORS_origins` configuration setting.
+It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
+
+Assuming your Application would be deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
+
+```jsonc
+{
+    //...
+    "jwt_secret_key": "somethingrandom",
+    "CORS_origins": ["https://frequi.freqtrade.io"],
+    //...
+}
+```
+
+!!! Note
+    We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6741e0605..1f8944ed9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -221,6 +221,8 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
+                'jwt_secret_key': {'type': 'string'},
+                'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
                 'verbosity': {'type': 'string', 'enum': ['error', 'info']},
             },
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f424bea92..a2cef9a98 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -90,7 +90,9 @@ class ApiServer(RPC):
         self._config = freqtrade.config
         self.app = Flask(__name__)
         self._cors = CORS(self.app,
-                          resources={r"/api/*": {"supports_credentials": True, }}
+                          resources={r"/api/*": {
+                              "supports_credentials": True,
+                              "origins": self._config['api_server'].get('CORS_origins', [])}}
                           )
 
         # Setup the Flask-JWT-Extended extension
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 118ae348b..b362690f9 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -59,6 +59,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },

From 5423d8588ecb6bf1c9094f9ca89b19585fe3ddaf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 24 Jun 2020 20:32:35 +0200
Subject: [PATCH 651/783] Test for cors settings

---
 tests/rpc/test_rpc_apiserver.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 8e73eacf8..0acb31282 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -24,6 +24,7 @@ def botclient(default_conf, mocker):
     default_conf.update({"api_server": {"enabled": True,
                                         "listen_ip_address": "127.0.0.1",
                                         "listen_port": 8080,
+                                        "CORS_origins": ['http://example.com'],
                                         "username": _TEST_USER,
                                         "password": _TEST_PASS,
                                         }})
@@ -40,13 +41,13 @@ def client_post(client, url, data={}):
                        content_type="application/json",
                        data=data,
                        headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
-                                'Origin': 'example.com'})
+                                'Origin': 'http://example.com'})
 
 
 def client_get(client, url):
     # Add fake Origin to ensure CORS kicks in
     return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
-                                    'Origin': 'example.com'})
+                                    'Origin': 'http://example.com'})
 
 
 def assert_response(response, expected_code=200, needs_cors=True):
@@ -54,6 +55,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
     assert response.content_type == "application/json"
     if needs_cors:
         assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list
+        assert ('Access-Control-Allow-Origin', 'http://example.com') in response.headers._list
 
 
 def test_api_not_found(botclient):
@@ -110,7 +112,7 @@ def test_api_token_login(botclient):
     rc = client.get(f"{BASE_URI}/count",
                     content_type="application/json",
                     headers={'Authorization': f'Bearer {rc.json["access_token"]}',
-                             'Origin': 'example.com'})
+                             'Origin': 'http://example.com'})
     assert_response(rc)
 
 
@@ -122,7 +124,7 @@ def test_api_token_refresh(botclient):
                      content_type="application/json",
                      data=None,
                      headers={'Authorization': f'Bearer {rc.json["refresh_token"]}',
-                              'Origin': 'example.com'})
+                              'Origin': 'http://example.com'})
     assert_response(rc)
     assert 'access_token' in rc.json
     assert 'refresh_token' not in rc.json

From ab7f5a2bcf41e3e0c988b5e66d8f02d6ed39a4b4 Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 24 Jun 2020 23:58:12 +0100
Subject: [PATCH 652/783] Added pairslist AgeFilter

---
 config_full.json.example        |  1 +
 docs/configuration.md           | 14 +++++-
 freqtrade/constants.py          |  3 +-
 freqtrade/pairlist/AgeFilter.py | 76 +++++++++++++++++++++++++++++++++
 tests/pairlist/test_pairlist.py | 76 +++++++++++++++++++++++++++++++--
 5 files changed, 164 insertions(+), 6 deletions(-)
 create mode 100644 freqtrade/pairlist/AgeFilter.py

diff --git a/config_full.json.example b/config_full.json.example
index 1fd1b44a5..5b8fa256b 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -64,6 +64,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
+        {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005}
diff --git a/docs/configuration.md b/docs/configuration.md
index 8438d55da..e7a79361a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -592,7 +592,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
@@ -602,6 +602,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
+* [`AgeFilter`](#agefilter)
 * [`PrecisionFilter`](#precisionfilter)
 * [`PriceFilter`](#pricefilter)
 * [`ShuffleFilter`](#shufflefilter)
@@ -645,6 +646,16 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 }],
 ```
 
+#### AgeFilter
+
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
+
+When pairs are first listed on an exchange they can suffer huge price drops and volatility
+in the first few days while the pair goes through its price-discovery period. Bots can often
+be caught out buying before the pair has finished dropping in price.
+
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+
 #### PrecisionFilter
 
 Filters low-value coins which would not allow setting stoplosses.
@@ -692,6 +703,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume",
     },
+    {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6741e0605..92824f4c4 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -22,7 +22,8 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
+                       'AgeFilter', 'PrecisionFilter', 'PriceFilter',
+                       'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py
new file mode 100644
index 000000000..a23682599
--- /dev/null
+++ b/freqtrade/pairlist/AgeFilter.py
@@ -0,0 +1,76 @@
+"""
+Minimum age (days listed) pair list filter
+"""
+import logging
+import arrow
+from typing import Any, Dict
+
+from freqtrade.misc import plural
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class AgeFilter(IPairList):
+
+    # Checked symbols cache (dictionary of ticker symbol => timestamp)
+    _symbolsChecked: Dict[str, int] = {}
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._enabled = self._min_days_listed >= 1
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with age less than "
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+
+    def _validate_pair(self, ticker: dict) -> bool:
+        """
+        Validate age for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+
+        # Check symbol in cache
+        if ticker['symbol'] in self._symbolsChecked:
+            return True
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._min_days_listed)
+                       .float_timestamp) * 1000
+
+        daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'],
+                                                          timeframe='1d',
+                                                          since_ms=since_ms)
+
+        if daily_candles is not None:
+            if len(daily_candles) > self._min_days_listed:
+                # We have fetched at least the minimum required number of daily candles
+                # Add to cache, store the time we last checked this symbol
+                self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000
+                return True
+            else:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because age is less than "
+                                                 f"{self._min_days_listed} "
+                                                 f"{plural(self._min_days_listed, 'day')}")
+                return False
+        return False
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index c67f7ae1c..87ecced21 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -57,6 +57,31 @@ def whitelist_conf_2(default_conf):
     return default_conf
 
 
+@pytest.fixture(scope="function")
+def whitelist_conf_3(default_conf):
+    default_conf['stake_currency'] = 'BTC'
+    default_conf['exchange']['pair_whitelist'] = [
+        'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
+        'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
+    ]
+    default_conf['exchange']['pair_blacklist'] = [
+        'BLK/BTC'
+    ]
+    default_conf['pairlists'] = [
+        {
+            "method": "VolumePairList",
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+            "refresh_period": 0,
+        },
+        {
+            "method": "AgeFilter",
+            "min_days_listed": 2
+        }
+    ]
+    return default_conf
+
+
 @pytest.fixture(scope="function")
 def static_pl_conf(whitelist_conf):
     whitelist_conf['pairlists'] = [
@@ -220,11 +245,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 2},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
      "ETH", []),
+    # AgeFilter and VolumePairList (require 2 days only, all should pass age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 2}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
+    # AgeFilter and VolumePairList (require 10 days, all should fail age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 10}],
+     "BTC", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
@@ -272,7 +306,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
-     "USDT", 3),  # whitelist_result is integer -- check only lenght of randomized pairlist
+     "USDT", 3),  # whitelist_result is integer -- check only length of randomized pairlist
+    # AgeFilter only
+    ([{"method": "AgeFilter", "min_days_listed": 2}],
+     "BTC", 'filter_at_the_beginning'),  # OperationalException expected
     # PrecisionFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "PrecisionFilter"}],
@@ -307,8 +344,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", 'static_in_the_middle'),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
-                                      pairlists, base_currency, whitelist_result,
-                                      caplog) -> None:
+                                      ohlcv_history_list, pairlists, base_currency,
+                                      whitelist_result, caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
     whitelist_conf['stake_currency'] = base_currency
 
@@ -324,8 +361,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,
-                          markets=PropertyMock(return_value=shitcoinmarkets),
+                          markets=PropertyMock(return_value=shitcoinmarkets)
                           )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
+    )
 
     # Set whitelist_result to None if pairlist is invalid and should produce exception
     if whitelist_result == 'filter_at_the_beginning':
@@ -346,6 +387,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             len(whitelist) == whitelist_result
 
         for pairlist in pairlists:
+            if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
+                    len(ohlcv_history_list) <= pairlist['min_days_listed']:
+                assert log_has_re(r'^Removed .* from whitelist, because age is less than '
+                                  r'.* day.*', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                   r'would be <= stop limit.*', caplog)
@@ -468,6 +513,29 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
     assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
+def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3)
+    assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
+    freqtrade.pairlists.refresh_pairlist()
+    assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
+
+    previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count
+    freqtrade.pairlists.refresh_pairlist()
+    # Should not have increased since first call.
+    assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
+
+
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 

From 6734269bfcb253171a84a51efeb212b18b7cbff1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 25 Jun 2020 19:22:50 +0200
Subject: [PATCH 653/783] Use >= to compare for winning trades

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 4cb432aea..d6f840aa9 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -284,7 +284,7 @@ class RPC:
                 profit_ratio = trade.close_profit
                 profit_closed_coin.append(trade.close_profit_abs)
                 profit_closed_ratio.append(profit_ratio)
-                if trade.close_profit > 0:
+                if trade.close_profit >= 0:
                     winning_trades += 1
                 else:
                     losing_trades += 1

From da8e87660e35e50f9d955dce703cd4cdfe9d50ca Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 26 Jun 2020 06:39:47 +0200
Subject: [PATCH 654/783] Add missing data fillup to FAQ

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

diff --git a/docs/faq.md b/docs/faq.md
index 31c49171d..7e9551051 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -49,6 +49,16 @@ You can use the `/forcesell all` command from Telegram.
 
 Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade).
 
+### I'm getting "Missing data fillup" messages in the log
+
+This message is just a warning that the latest candles had missing candles in them.
+Depending on the exchange, this can indicate that the pair didn't have a trade for `` - and the exchange does only return candles with volume.
+On low volume pairs, this is a rather common occurance.
+
+If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details.
+
+Independently of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
+
 ### I'm getting the "RESTRICTED_MARKET" message in the log
 
 Currently known to happen for US Bittrex users.  

From 185fab7b57fc7e47e05e06022a2df1ef32f688aa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 27 Jun 2020 15:26:55 +0200
Subject: [PATCH 655/783] Change some wordings in documentation

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/rest-api.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 630c952b4..a8d902b53 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -237,13 +237,13 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
 ## CORS
 
 All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
-Since most request to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
-Also, the Standard disallows `*` CORS policies for requests with credentials, so this setting must be done appropriately.
+Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
+Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
 
-Users can configure this themselfs via the `CORS_origins` configuration setting.
+Users can configure this themselves via the `CORS_origins` configuration setting.
 It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
 
-Assuming your Application would be deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
+Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
 
 ```jsonc
 {

From e11d22a6a2d997da487a298d87b6de7927f33a10 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 27 Jun 2020 15:31:37 +0200
Subject: [PATCH 656/783] Apply suggestions from code review

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/faq.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index 7e9551051..151b2c054 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -52,12 +52,12 @@ Please look at the [advanced setup documentation Page](advanced-setup.md#running
 ### I'm getting "Missing data fillup" messages in the log
 
 This message is just a warning that the latest candles had missing candles in them.
-Depending on the exchange, this can indicate that the pair didn't have a trade for `` - and the exchange does only return candles with volume.
+Depending on the exchange, this can indicate that the pair didn't have a trade for the timeframe you are using - and the exchange does only return candles with volume.
 On low volume pairs, this is a rather common occurance.
 
 If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details.
 
-Independently of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
+Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
 
 ### I'm getting the "RESTRICTED_MARKET" message in the log
 

From e813573f270eb8e5579b063d8426954cd87c1451 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 27 Jun 2020 18:35:46 +0200
Subject: [PATCH 657/783] Warning message for open trades when stopping bot

---
 freqtrade/freqtradebot.py | 13 +++++++++++++
 freqtrade/worker.py       |  3 +++
 2 files changed, 16 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 289850709..2a1a1492c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -175,6 +175,19 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+    def check_for_open_trades(self):
+        open_trades = Trade.get_trades([Trade.is_open == True,
+                                   ]).all()
+
+        if len(open_trades) is not 0:
+            msg = {
+                f'type': RPCMessageType.WARNING_NOTIFICATION,
+                f'status': f'{len(open_trades)} OPEN TRADES ACTIVE\n\n'
+                           f'Handle these trades manually or \'/start\' the bot again '
+                           f'and use \'/stopbuy\' to handle open trades gracefully.'
+            }
+            self.rpc.send_msg(msg)
+
     def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
         Refresh active whitelist from pairlist or edge and extend it with
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 5bdb166c2..2fc206bd5 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -90,6 +90,9 @@ class Worker:
             if state == State.RUNNING:
                 self.freqtrade.startup()
 
+            if state == State.STOPPED:
+                self.freqtrade.check_for_open_trades()
+
             # Reset heartbeat timestamp to log the heartbeat message at
             # first throttling iteration when the state changes
             self._heartbeat_msg = 0

From 0642ab76bf0f69180a498a3b48e7b5ca25a4b26e Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 27 Jun 2020 18:40:44 +0200
Subject: [PATCH 658/783] Added information to the new function

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2a1a1492c..060250b49 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -176,6 +176,10 @@ class FreqtradeBot:
             self.cancel_all_open_orders()
 
     def check_for_open_trades(self):
+        """
+        Notify the user when he stops the bot
+        and there are still open trades active.
+        """
         open_trades = Trade.get_trades([Trade.is_open == True,
                                    ]).all()
 

From 48289e8ca78236f6e2b9dc7eeb67409117f3d0eb Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 27 Jun 2020 20:24:50 +0200
Subject: [PATCH 659/783] Added exchange name, removed capital letters

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 060250b49..e3bb5b70b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -177,7 +177,7 @@ class FreqtradeBot:
 
     def check_for_open_trades(self):
         """
-        Notify the user when he stops the bot
+        Notify the user when the bot is stopped
         and there are still open trades active.
         """
         open_trades = Trade.get_trades([Trade.is_open == True,
@@ -186,9 +186,10 @@ class FreqtradeBot:
         if len(open_trades) is not 0:
             msg = {
                 f'type': RPCMessageType.WARNING_NOTIFICATION,
-                f'status': f'{len(open_trades)} OPEN TRADES ACTIVE\n\n'
-                           f'Handle these trades manually or \'/start\' the bot again '
-                           f'and use \'/stopbuy\' to handle open trades gracefully.'
+                f'status': f'{len(open_trades)} open trades active.\n\n'
+                           f'Handle these trades manually on {self.exchange.name}, '
+                           f'or \'/start\' the bot again and use \'/stopbuy\' '
+                           f'to handle open trades gracefully.'
             }
             self.rpc.send_msg(msg)
 

From b938c536fa5cd61f86311e6e83d3901228cc91b9 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 27 Jun 2020 21:46:53 +0200
Subject: [PATCH 660/783] Trying to fix flake8 errors

---
 freqtrade/freqtradebot.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e3bb5b70b..6d9002c77 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -180,16 +180,16 @@ class FreqtradeBot:
         Notify the user when the bot is stopped
         and there are still open trades active.
         """
-        open_trades = Trade.get_trades([Trade.is_open == True,
-                                   ]).all()
+        open_trades = Trade.get_trades([Trade.is_open == 1,
+                                       ]).all()
 
-        if len(open_trades) is not 0:
+        if len(open_trades) != 0:
             msg = {
-                f'type': RPCMessageType.WARNING_NOTIFICATION,
-                f'status': f'{len(open_trades)} open trades active.\n\n'
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status':  f'{len(open_trades)} open trades active.\n\n'
                            f'Handle these trades manually on {self.exchange.name}, '
                            f'or \'/start\' the bot again and use \'/stopbuy\' '
-                           f'to handle open trades gracefully.'
+                           f'to handle open trades gracefully.',
             }
             self.rpc.send_msg(msg)
 

From e5676867a871771dbc887f332464a1b0509e233f Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sat, 27 Jun 2020 21:53:12 +0200
Subject: [PATCH 661/783] Trying to fix flake8 errors

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6d9002c77..a0bfe5bc4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -180,8 +180,7 @@ class FreqtradeBot:
         Notify the user when the bot is stopped
         and there are still open trades active.
         """
-        open_trades = Trade.get_trades([Trade.is_open == 1,
-                                       ]).all()
+        open_trades = Trade.get_trades([Trade.is_open == 1]).all()
 
         if len(open_trades) != 0:
             msg = {

From 118f0511719a9479b83f5010367debc66c5b695d Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Sun, 28 Jun 2020 11:02:50 +0200
Subject: [PATCH 662/783] Added message in cleanup and fixes

---
 freqtrade/freqtradebot.py | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a0bfe5bc4..e9e65ccac 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -119,6 +119,8 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+        self.check_for_open_trades()
+
         self.rpc.cleanup()
         persistence.cleanup()
 
@@ -185,10 +187,11 @@ class FreqtradeBot:
         if len(open_trades) != 0:
             msg = {
                 'type': RPCMessageType.WARNING_NOTIFICATION,
-                'status':  f'{len(open_trades)} open trades active.\n\n'
-                           f'Handle these trades manually on {self.exchange.name}, '
-                           f'or \'/start\' the bot again and use \'/stopbuy\' '
-                           f'to handle open trades gracefully.',
+                'status':  f"{len(open_trades)} open trades active.\n\n"
+                           f"Handle these trades manually on {self.exchange.name}, "
+                           f"or '/start' the bot again and use '/stopbuy' "
+                           f"to handle open trades gracefully. \n"
+                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
             }
             self.rpc.send_msg(msg)
 

From 2c45114a64c31ff1abaed6e6d22bf0fe0561e2f4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 11:17:06 +0200
Subject: [PATCH 663/783] Implement DDos backoff (1s)

---
 freqtrade/exceptions.py         |  7 +++++++
 freqtrade/exchange/binance.py   |  7 +++++--
 freqtrade/exchange/common.py    |  8 +++++++-
 freqtrade/exchange/exchange.py  | 30 ++++++++++++++++++++++++++----
 freqtrade/exchange/ftx.py       | 11 +++++++++--
 freqtrade/exchange/kraken.py    |  6 +++++-
 tests/exchange/test_exchange.py | 19 +++++++++++++++++--
 7 files changed, 76 insertions(+), 12 deletions(-)

diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index 7cfed87e8..bc84f30b8 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -45,6 +45,13 @@ class TemporaryError(FreqtradeException):
     """
 
 
+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
     """
     Errors with custom user-code deteced.
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 4279f392c..3a98f161b 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, DependencyException,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
@@ -88,6 +89,8 @@ class Binance(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index a10d41247..1f74412c6 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,8 @@
+import asyncio
 import logging
+import time
 
-from freqtrade.exceptions import TemporaryError
+from freqtrade.exceptions import DDosProtection, TemporaryError
 
 logger = logging.getLogger(__name__)
 
@@ -99,6 +101,8 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    await asyncio.sleep(1)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -117,6 +121,8 @@ def retrier(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    time.sleep(1)
                 return wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b62410c34..09f27e638 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, DependencyException,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-from freqtrade.constants import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
@@ -527,6 +528,8 @@ class Exchange:
                 f'Could not create {ordertype} {side} order on market {pair}.'
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@@ -606,6 +609,8 @@ class Exchange:
             balances.pop("used", None)
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -620,6 +625,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@@ -633,6 +640,8 @@ class Exchange:
                 raise DependencyException(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@@ -766,6 +775,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical '
                 f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                  f'for pair {pair} due to {e.__class__.__name__}. '
@@ -802,6 +813,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
                                  f'Message: {e}') from e
@@ -948,6 +961,8 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
@@ -1003,6 +1018,8 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@@ -1027,6 +1044,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@@ -1063,7 +1082,8 @@ class Exchange:
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
-
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@@ -1080,6 +1100,8 @@ class Exchange:
 
             return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                            price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index f16db96f5..7d0778ae5 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, DependencyException,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -68,6 +69,8 @@ class Ftx(Exchange):
                 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.DDoSProtection as e:
+            raise DDosProtection(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
@@ -96,6 +99,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@@ -111,6 +116,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 932d82a27..7710b8e9b 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -4,7 +4,7 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
@@ -45,6 +45,8 @@ class Kraken(Exchange):
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -93,6 +95,8 @@ class Kraken(Exchange):
                 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.DDoSProtection as e:
+            raise DDosProtection(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
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 700aff969..f3a3a3789 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -4,14 +4,14 @@ import copy
 import logging
 from datetime import datetime, timezone
 from random import randint
-from unittest.mock import MagicMock, Mock, PropertyMock
+from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
 import arrow
 import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
 from freqtrade.exchange.common import API_RETRY_COUNT
@@ -38,6 +38,14 @@ def get_mock_coro(return_value):
 
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
+
+    with patch('freqtrade.exchange.common.time.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+            getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -52,6 +60,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+
+    with patch('freqtrade.exchange.common.asyncio.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock)
+            await getattr(exchange, fun)(**kwargs)
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)

From 5bd4798ed0953ab1b94fd5a2cc388cdd82eccf50 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 11:56:29 +0200
Subject: [PATCH 664/783] Add retrier to stoploss calls (but without retrying)

---
 freqtrade/exchange/binance.py   |  2 ++
 freqtrade/exchange/common.py    | 44 +++++++++++++++++++--------------
 freqtrade/exchange/ftx.py       |  1 +
 freqtrade/exchange/kraken.py    |  1 +
 tests/exchange/test_binance.py  | 15 ++++-------
 tests/exchange/test_exchange.py | 24 ++++++++++++------
 tests/exchange/test_ftx.py      | 16 ++++--------
 tests/exchange/test_kraken.py   | 15 +++--------
 8 files changed, 61 insertions(+), 57 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 3a98f161b..ee9566282 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -8,6 +8,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException,
                                   InvalidOrderException, OperationalException,
                                   TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -40,6 +41,7 @@ class Binance(Exchange):
         """
         return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 1f74412c6..d931e1789 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,7 @@
 import asyncio
 import logging
 import time
+from functools import wraps
 
 from freqtrade.exceptions import DDosProtection, TemporaryError
 
@@ -110,21 +111,28 @@ def retrier_async(f):
     return wrapper
 
 
-def retrier(f):
-    def wrapper(*args, **kwargs):
-        count = kwargs.pop('count', API_RETRY_COUNT)
-        try:
-            return f(*args, **kwargs)
-        except TemporaryError 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)
-                if isinstance(ex, DDosProtection):
-                    time.sleep(1)
-                return wrapper(*args, **kwargs)
-            else:
-                logger.warning('Giving up retrying: %s()', f.__name__)
-                raise ex
-    return wrapper
+def retrier(_func=None, retries=API_RETRY_COUNT):
+    def decorator(f):
+        @wraps(f)
+        def wrapper(*args, **kwargs):
+            count = kwargs.pop('count', retries)
+            try:
+                return f(*args, **kwargs)
+            except TemporaryError 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)
+                    if isinstance(ex, DDosProtection):
+                        time.sleep(1)
+                    return wrapper(*args, **kwargs)
+                else:
+                    logger.warning('Giving up retrying: %s()', f.__name__)
+                    raise ex
+        return wrapper
+    # Support both @retrier and @retrier() syntax
+    if _func is None:
+        return decorator
+    else:
+        return decorator(_func)
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 7d0778ae5..f1bd23b52 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -27,6 +27,7 @@ class Ftx(Exchange):
         """
         return order['type'] == 'stop' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     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 7710b8e9b..01aa647b4 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -60,6 +60,7 @@ class Kraken(Exchange):
         """
         return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 52faa284b..72da708b4 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -5,8 +5,9 @@ import ccxt
 import pytest
 
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+                                  OperationalException)
 from tests.conftest import get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
 @pytest.mark.parametrize('limitratio,expected', [
@@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
         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(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(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_binance(default_conf, mocker):
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index f3a3a3789..15ab0d3d9 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -37,20 +37,20 @@ def get_mock_coro(return_value):
 
 
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           fun, mock_ccxt_fun, **kwargs):
+                           fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
 
     with patch('freqtrade.exchange.common.time.sleep'):
         with pytest.raises(DDosProtection):
             api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
             exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
             getattr(exchange, fun)(**kwargs)
-        assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@@ -59,19 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
 
 
-async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
+                               retries=API_RETRY_COUNT + 1, **kwargs):
 
     with patch('freqtrade.exchange.common.asyncio.sleep'):
         with pytest.raises(DDosProtection):
             api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef"))
             exchange = get_patched_exchange(mocker, default_conf, api_mock)
             await getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@@ -1142,9 +1144,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
         exchange.get_balance(currency='BTC')
 
 
-def test_get_balances_dry_run(default_conf, mocker):
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_get_balances_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
-    exchange = get_patched_exchange(mocker, default_conf)
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     assert exchange.get_balances() == {}
 
 
@@ -2126,6 +2129,13 @@ def test_get_markets(default_conf, mocker, markets,
     assert sorted(pairs.keys()) == sorted(expected_keys)
 
 
+def test_get_markets_error(default_conf, mocker):
+    ex = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
+    with pytest.raises(OperationalException, match="Markets were not loaded."):
+        ex.get_markets('LTC', 'USDT', True, False)
+
+
 def test_timeframe_to_minutes():
     assert timeframe_to_minutes("5m") == 5
     assert timeframe_to_minutes("10m") == 10
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 75e98740c..1b7d68770 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -6,9 +6,9 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import get_patched_exchange
+
 from .test_exchange import ccxt_exceptionhandlers
 
 STOPLOSS_ORDERTYPE = 'stop'
@@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
         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, 'ftx')
-        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, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_ftx(default_conf, mocker):
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 0950979cf..9451c0b9e 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -6,8 +6,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker):
         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={})
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_kraken(default_conf, mocker):

From e74d2af85788b2e52a4025105e5f6063f29b50e9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 15:44:58 +0200
Subject: [PATCH 665/783] Have TemporaryError a subCategory of
 DependencyException

so it's safe to raise out of the exchange
---
 freqtrade/exceptions.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index bc84f30b8..1ddb2a396 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -37,7 +37,7 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
-class TemporaryError(FreqtradeException):
+class TemporaryError(DependencyException):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user

From bf61bc9d8329aed5ecc7fa034ccb458c1c442434 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 16:01:40 +0200
Subject: [PATCH 666/783] Introduce ExchangeError

---
 freqtrade/data/dataprovider.py |  4 ++--
 freqtrade/exceptions.py        |  9 ++++++++-
 freqtrade/exchange/binance.py  |  4 ++--
 freqtrade/exchange/exchange.py | 12 ++++++------
 freqtrade/exchange/ftx.py      |  4 ++--
 freqtrade/exchange/kraken.py   |  7 ++++---
 freqtrade/freqtradebot.py      |  8 ++++----
 freqtrade/rpc/rpc.py           | 12 ++++++------
 8 files changed, 34 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 058ca42da..b677f374b 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 from freqtrade.constants import ListPairsWithTimeframes
@@ -105,7 +105,7 @@ class DataProvider:
         """
         try:
             return self._exchange.fetch_ticker(pair)
-        except DependencyException:
+        except ExchangeError:
             return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index 1ddb2a396..995a2cdb7 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -37,7 +37,14 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
-class TemporaryError(DependencyException):
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class TemporaryError(ExchangeError):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index ee9566282..08e84ee34 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -4,7 +4,7 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DDosProtection, DependencyException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
                                   InvalidOrderException, OperationalException,
                                   TemporaryError)
 from freqtrade.exchange import Exchange
@@ -80,7 +80,7 @@ class Binance(Exchange):
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} sell order on market {pair}.'
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 09f27e638..d48e47909 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -20,7 +20,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.exceptions import (DDosProtection, DependencyException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
                                   InvalidOrderException, OperationalException,
                                   TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
@@ -352,7 +352,7 @@ class Exchange:
         for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
             if pair in self.markets and self.markets[pair].get('active'):
                 return pair
-        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+        raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
     def validate_timeframes(self, timeframe: Optional[str]) -> None:
         """
@@ -519,12 +519,12 @@ class Exchange:
                                           amount, rate_for_order, params)
 
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Could not create {ordertype} {side} order on market {pair}.'
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
@@ -637,7 +637,7 @@ class Exchange:
     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")
+                raise ExchangeError(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
         except ccxt.DDoSProtection as e:
@@ -1151,7 +1151,7 @@ class Exchange:
 
                 fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
                 return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except DependencyException:
+            except ExchangeError:
                 return None
 
     def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index f1bd23b52..be815d336 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -4,7 +4,7 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DDosProtection, DependencyException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
                                   InvalidOrderException, OperationalException,
                                   TemporaryError)
 from freqtrade.exchange import Exchange
@@ -61,7 +61,7 @@ class Ftx(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 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
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 01aa647b4..2ca4ba167 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -87,7 +88,7 @@ class Kraken(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 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
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 289850709..2e59d915d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -11,14 +11,14 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
-from requests.exceptions import RequestException
 
 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, PricingError
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback
 from freqtrade.pairlist.pairlistmanager import PairListManager
@@ -755,7 +755,7 @@ class FreqtradeBot:
             logger.warning('Selling the trade forcefully')
             self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)
 
-        except DependencyException:
+        except ExchangeError:
             trade.stoploss_order_id = None
             logger.exception('Unable to place a stoploss order on exchange.')
         return False
@@ -891,7 +891,7 @@ class FreqtradeBot:
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException, InvalidOrderException):
+            except (ExchangeError, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index aeaf82662..aab3da258 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.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -130,7 +130,7 @@ class RPC:
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (ExchangeError, PricingError):
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
@@ -174,7 +174,7 @@ class RPC:
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
@@ -286,7 +286,7 @@ class RPC:
                 # Get current rate
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
 
@@ -352,7 +352,7 @@ class RPC:
         total = 0.0
         try:
             tickers = self._freqtrade.exchange.get_tickers()
-        except (TemporaryError, DependencyException):
+        except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
@@ -373,7 +373,7 @@ class RPC:
                         if pair.startswith(stake_currency):
                             rate = 1.0 / rate
                         est_stake = rate * balance.total
-                except (TemporaryError, DependencyException):
+                except (ExchangeError):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
             total = total + (est_stake or 0)

From 29d3ff1bc922690b2aae5865cc574613ec454631 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 16:04:04 +0200
Subject: [PATCH 667/783] Adjust tests to work with ExchangeError

---
 tests/data/test_dataprovider.py |  6 +++---
 tests/exchange/test_exchange.py |  2 +-
 tests/rpc/test_rpc.py           | 11 ++++++-----
 tests/test_freqtradebot.py      | 15 +++++++--------
 4 files changed, 17 insertions(+), 17 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index def3ad535..2f91dcd38 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,11 +1,11 @@
 from unittest.mock import MagicMock
 
-from pandas import DataFrame
 import pytest
+from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -164,7 +164,7 @@ def test_ticker(mocker, default_conf, tickers):
     assert 'symbol' in res
     assert res['symbol'] == 'ETH/BTC'
 
-    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found'))
     mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
     exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, exchange)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 15ab0d3d9..64ea317aa 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -64,7 +64,7 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu
 
     with patch('freqtrade.exchange.common.asyncio.sleep'):
         with pytest.raises(DDosProtection):
-            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef"))
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
             exchange = get_patched_exchange(mocker, default_conf, api_mock)
             await getattr(exchange, fun)(**kwargs)
         assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0ffbaa72a..45243e5e6 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -8,12 +8,13 @@ import pytest
 from numpy import isnan
 
 from freqtrade.edge import PairInfo
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, 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 get_patched_freqtradebot, patch_get_signal, create_mock_trades
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
+                            patch_get_signal)
 
 
 # Functions for recurrent object patching
@@ -106,7 +107,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -209,7 +210,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -365,7 +366,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 
     # Test non-available pair
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5d83c893e..f2967411b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -9,13 +9,12 @@ from unittest.mock import ANY, MagicMock, PropertyMock
 
 import arrow
 import pytest
-import requests
 
 from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC,
                                  UNLIMITED_STAKE_AMOUNT)
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, PricingError,
-                                  TemporaryError)
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  PricingError, TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
@@ -1172,7 +1171,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
 
     mocker.patch(
         'freqtrade.exchange.Exchange.stoploss',
-        side_effect=DependencyException()
+        side_effect=ExchangeError()
     )
     trade.is_open = True
     freqtrade.handle_stoploss_on_exchange(trade)
@@ -1216,7 +1215,7 @@ 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_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss=MagicMock(side_effect=DependencyException()),
+        stoploss=MagicMock(side_effect=ExchangeError()),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1442,7 +1441,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     # Fail creating stoploss order
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
+    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@@ -2320,7 +2319,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
+        get_order=MagicMock(side_effect=ExchangeError('Oh snap')),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)

From e040c518cac73e6ee1ad551757eef93407fc6fdc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 16:18:39 +0200
Subject: [PATCH 668/783] Dynamic backoff on DDos errors

---
 freqtrade/exchange/common.py    | 11 +++++++++--
 tests/exchange/test_exchange.py | 14 +++++++++++++-
 2 files changed, 22 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index d931e1789..b0f6b14e3 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -91,6 +91,13 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
+def calculate_backoff(retry, max_retries):
+    """
+    Calculate backoff
+    """
+    return retry ** 2 + 1
+
+
 def retrier_async(f):
     async def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -125,13 +132,13 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     kwargs.update({'count': count})
                     logger.warning('retrying %s() still for %s times', f.__name__, count)
                     if isinstance(ex, DDosProtection):
-                        time.sleep(1)
+                        time.sleep(calculate_backoff(count, retries))
                     return wrapper(*args, **kwargs)
                 else:
                     logger.warning('Giving up retrying: %s()', f.__name__)
                     raise ex
         return wrapper
-    # Support both @retrier and @retrier() syntax
+    # Support both @retrier and @retrier(retries=2) syntax
     if _func is None:
         return decorator
     else:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 64ea317aa..358452caf 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -14,7 +14,7 @@ from pandas import DataFrame
 from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.common import API_RETRY_COUNT
+from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff
 from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
                                          timeframe_to_minutes,
                                          timeframe_to_msecs,
@@ -2296,3 +2296,15 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
 
     ex = get_patched_exchange(mocker, default_conf)
     assert ex.calculate_fee_rate(order) == expected
+
+
+@pytest.mark.parametrize('retry,max_retries,expected', [
+    (0, 3, 1),
+    (1, 3, 2),
+    (2, 3, 5),
+    (3, 3, 10),
+    (0, 1, 1),
+    (1, 1, 2),
+])
+def test_calculate_backoff(retry, max_retries, expected):
+    assert calculate_backoff(retry, max_retries) == expected

From 92c70fb903f59d9651f50efb3061f36a32d13cf3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 16:27:35 +0200
Subject: [PATCH 669/783] Rename get_order to fetch_order (to align to ccxt
 naming)

---
 freqtrade/exchange/exchange.py  | 10 +++---
 freqtrade/freqtradebot.py       |  6 ++--
 freqtrade/persistence.py        |  2 +-
 freqtrade/rpc/rpc.py            |  4 +--
 tests/exchange/test_exchange.py | 12 +++----
 tests/rpc/test_rpc.py           |  8 ++---
 tests/test_freqtradebot.py      | 60 ++++++++++++++++-----------------
 7 files changed, 51 insertions(+), 51 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d48e47909..5a19b34af 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -946,7 +946,7 @@ class Exchange:
     def check_order_canceled_empty(self, order: Dict) -> bool:
         """
         Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from get_order()
+        :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
         return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@@ -983,7 +983,7 @@ class Exchange:
         """
         Cancel order returning a result.
         Creates a fake result if cancel order returns a non-usable result
-        and get_order does not work (certain exchanges don't return cancelled orders)
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
         :param order_id: Orderid to cancel
         :param pair: Pair corresponding to order_id
         :param amount: Amount to use for fake response
@@ -996,7 +996,7 @@ class Exchange:
         except InvalidOrderException:
             logger.warning(f"Could not cancel order {order_id}.")
         try:
-            order = self.get_order(order_id, pair)
+            order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
             logger.warning(f"Could not fetch cancelled order {order_id}.")
             order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
@@ -1004,7 +1004,7 @@ class Exchange:
         return order
 
     @retrier
-    def get_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
@@ -1027,7 +1027,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     # Assign method to get_stoploss_order to allow easy overriding in other classes
-    get_stoploss_order = get_order
+    get_stoploss_order = fetch_order
 
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2e59d915d..0d9c5e27c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -890,7 +890,7 @@ class FreqtradeBot:
             try:
                 if not trade.open_order_id:
                     continue
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
             except (ExchangeError, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
@@ -923,7 +923,7 @@ class FreqtradeBot:
 
         for trade in Trade.get_open_order_trades():
             try:
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
             except (DependencyException, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
@@ -1202,7 +1202,7 @@ class FreqtradeBot:
         # Update trade with order values
         logger.info('Found open order for %s', trade)
         try:
-            order = action_order or self.exchange.get_order(order_id, trade.pair)
+            order = action_order or self.exchange.fetch_order(order_id, trade.pair)
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 097a2f984..a6c1de402 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -360,7 +360,7 @@ class Trade(_DECL_BASE):
     def update(self, order: Dict) -> None:
         """
         Updates this entity with amount and actual open/close rates.
-        :param order: order retrieved by exchange.get_order()
+        :param order: order retrieved by exchange.fetch_order()
         :return: None
         """
         order_type = order['type']
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index aab3da258..cc5f35f0d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -126,7 +126,7 @@ class RPC:
             for trade in trades:
                 order = None
                 if trade.open_order_id:
-                    order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                    order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
@@ -442,7 +442,7 @@ class RPC:
         def _exec_forcesell(trade: Trade) -> None:
             # Check if there is there is an open order
             if trade.open_order_id:
-                order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
 
                 # Cancel open LIMIT_BUY orders and close trade
                 if order and order['status'] == 'open' \
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 358452caf..cf38b3cd5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1865,31 +1865,31 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_order(default_conf, mocker, exchange_name):
+def test_fetch_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_order('Y', 'TKN/BTC')
+        exchange.fetch_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_order', 'fetch_order',
+                           'fetch_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
 
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 45243e5e6..de9327ba9 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -607,7 +607,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         cancel_order=cancel_order_mock,
-        get_order=MagicMock(
+        fetch_order=MagicMock(
             return_value={
                 'status': 'closed',
                 'type': 'limit',
@@ -653,7 +653,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     trade = Trade.query.filter(Trade.id == '1').first()
     filled_amount = trade.amount / 2
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',
@@ -672,7 +672,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',
@@ -689,7 +689,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.enter_positions()
     # make an limit-sell open trade
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f2967411b..3b00f3371 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -762,7 +762,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -831,7 +831,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -858,7 +858,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1063,7 +1063,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1178,7 +1178,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert log_has('Unable to place a stoploss order on exchange.', caplog)
     assert trade.stoploss_order_id is None
 
-    # Fifth case: get_order returns InvalidOrder
+    # Fifth case: fetch_order returns InvalidOrder
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
     stoploss.reset_mock()
@@ -1193,7 +1193,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = None
     trade.is_open = False
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_order')
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order')
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
@@ -1248,7 +1248,7 @@ 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,
-        get_order=MagicMock(return_value={'status': 'canceled'}),
+        fetch_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1588,7 +1588,7 @@ 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))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1612,7 +1612,7 @@ def test_exit_positions(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)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
 
     trade = MagicMock()
     trade.open_order_id = None
@@ -1633,7 +1633,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1672,8 +1672,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
 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))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
@@ -1697,8 +1697,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
                                                        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))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
@@ -1723,7 +1723,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
 def test_update_trade_state_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)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1740,7 +1740,7 @@ def test_update_trade_state_exception(mocker, default_conf,
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  MagicMock(side_effect=InvalidOrderException))
 
     trade = MagicMock()
@@ -1756,8 +1756,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, 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))
+    # fetch_order should not be called!!
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     wallet_mock = MagicMock()
     mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
 
@@ -1972,7 +1972,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2021,7 +2021,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_mock,
         get_fee=fee
     )
@@ -2051,7 +2051,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2078,7 +2078,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
         fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=DependencyException),
+        fetch_order=MagicMock(side_effect=DependencyException),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2104,7 +2104,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2151,7 +2151,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2182,7 +2182,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order_with_result=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2209,7 +2209,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2237,7 +2237,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
@@ -2275,7 +2275,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
@@ -2319,7 +2319,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=ExchangeError('Oh snap')),
+        fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -4016,7 +4016,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
 @pytest.mark.usefixtures("init_persistence")
 def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
     default_conf['cancel_open_orders_on_exit'] = True
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')

From cbcbb4bdb533247076b338035b640dc0f29f0495 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 16:30:24 +0200
Subject: [PATCH 670/783] Rename get_stoploss_order to fetch_stoploss_order
 (align with fetch_order)

---
 freqtrade/exchange/exchange.py  |  6 +++---
 freqtrade/exchange/ftx.py       |  2 +-
 freqtrade/freqtradebot.py       |  4 ++--
 tests/exchange/test_exchange.py | 12 ++++++------
 tests/exchange/test_ftx.py      | 14 +++++++-------
 tests/test_freqtradebot.py      | 18 +++++++++---------
 tests/test_integration.py       |  2 +-
 7 files changed, 29 insertions(+), 29 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 5a19b34af..daa73ca35 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -969,7 +969,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
     cancel_stoploss_order = cancel_order
 
     def is_cancel_order_result_suitable(self, corder) -> bool:
@@ -1026,8 +1026,8 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to get_stoploss_order to allow easy overriding in other classes
-    get_stoploss_order = fetch_order
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order
 
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index be815d336..b75f77ca4 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -79,7 +79,7 @@ class Ftx(Exchange):
             raise OperationalException(e) from e
 
     @retrier
-    def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0d9c5e27c..bd6bba344 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -773,8 +773,8 @@ class FreqtradeBot:
 
         try:
             # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
-                if trade.stoploss_order_id else None
+            stoploss_order = self.exchange.fetch_stoploss_order(
+                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index cf38b3cd5..fc4bf490c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1894,7 +1894,7 @@ def test_fetch_order(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_stoploss_order(default_conf, mocker, exchange_name):
+def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     # Don't test FTX here - that needs a seperate test
     if exchange_name == 'ftx':
         return
@@ -1903,25 +1903,25 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name):
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_stoploss_order', 'fetch_order',
+                           'fetch_stoploss_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
 
 
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 1b7d68770..eb7d83be3 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -124,34 +124,34 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
     assert not exchange.stoploss_adjust(1501, order)
 
 
-def test_get_stoploss_order(default_conf, mocker):
+def test_fetch_stoploss_order(default_conf, mocker):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id='ftx')
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
 
     api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
     with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
-        exchange.get_stoploss_order('X', 'TKN/BTC')['status']
+        exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_orders.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
-                           'get_stoploss_order', 'fetch_orders',
+                           'fetch_stoploss_order', 'fetch_orders',
                            order_id='_', pair='TKN/BTC')
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 3b00f3371..ef48bdc34 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1125,7 +1125,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id == 100
@@ -1138,7 +1138,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
     stoploss.reset_mock()
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1163,7 +1163,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'average': 2,
         'amount': limit_buy_order['amount'],
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
     assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
     assert trade.stoploss_order_id is None
@@ -1182,7 +1182,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
@@ -1214,7 +1214,7 @@ 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,
-        get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
+        fetch_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=ExchangeError()),
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1331,7 +1331,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 5%
     assert freqtrade.handle_trade(trade) is False
@@ -1431,7 +1431,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     }
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
@@ -1511,7 +1511,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
@@ -2773,7 +2773,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         "fee": None,
         "trades": None
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_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 57960503e..168286e6d 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -62,7 +62,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        get_stoploss_order=stoploss_order_mock,
+        fetch_stoploss_order=stoploss_order_mock,
         cancel_stoploss_order=cancel_order_mock,
     )
 

From 6362bfc36ef843c60046a94de8184b51a09f64e7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 19:40:33 +0200
Subject: [PATCH 671/783] Fix calculate_backoff implementation

---
 freqtrade/exchange/common.py    |  4 ++--
 tests/exchange/test_exchange.py | 18 +++++++++---------
 2 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index b0f6b14e3..d3ba8cef6 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -91,11 +91,11 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
-def calculate_backoff(retry, max_retries):
+def calculate_backoff(retrycount, max_retries):
     """
     Calculate backoff
     """
-    return retry ** 2 + 1
+    return (max_retries - retrycount) ** 2 + 1
 
 
 def retrier_async(f):
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index fc4bf490c..8c397fe68 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2298,13 +2298,13 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
     assert ex.calculate_fee_rate(order) == expected
 
 
-@pytest.mark.parametrize('retry,max_retries,expected', [
-    (0, 3, 1),
-    (1, 3, 2),
-    (2, 3, 5),
-    (3, 3, 10),
-    (0, 1, 1),
-    (1, 1, 2),
+@pytest.mark.parametrize('retrycount,max_retries,expected', [
+    (0, 3, 10),
+    (1, 3, 5),
+    (2, 3, 2),
+    (3, 3, 1),
+    (0, 1, 2),
+    (1, 1, 1),
 ])
-def test_calculate_backoff(retry, max_retries, expected):
-    assert calculate_backoff(retry, max_retries) == expected
+def test_calculate_backoff(retrycount, max_retries, expected):
+    assert calculate_backoff(retrycount, max_retries) == expected

From c6124180fe14bcdf9f78676d021c2e8e6880d1e7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 19:45:42 +0200
Subject: [PATCH 672/783] Fix bug when fetching orders fails

---
 freqtrade/exceptions.py         |  7 +++++++
 freqtrade/exchange/common.py    | 14 ++++++++------
 freqtrade/exchange/exchange.py  |  5 ++++-
 tests/exchange/test_exchange.py | 12 ++++++++++++
 tests/test_freqtradebot.py      |  2 +-
 5 files changed, 32 insertions(+), 8 deletions(-)

diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index 995a2cdb7..c85fccc4b 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -37,6 +37,13 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
+class RetryableOrderError(InvalidOrderException):
+    """
+    This is returned when the order is not found.
+    This Error will be repeated with increasing backof (in line with DDosError).
+    """
+
+
 class ExchangeError(DependencyException):
     """
     Error raised out of the exchange.
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index d3ba8cef6..9b7d8dfea 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -3,7 +3,8 @@ import logging
 import time
 from functools import wraps
 
-from freqtrade.exceptions import DDosProtection, TemporaryError
+from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
+                                  TemporaryError)
 
 logger = logging.getLogger(__name__)
 
@@ -109,8 +110,8 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
-                if isinstance(ex, DDosProtection):
-                    await asyncio.sleep(1)
+                if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                    await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT))
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -125,14 +126,15 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
             count = kwargs.pop('count', retries)
             try:
                 return f(*args, **kwargs)
-            except TemporaryError as ex:
+            except (TemporaryError, RetryableOrderError) 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)
-                    if isinstance(ex, DDosProtection):
-                        time.sleep(calculate_backoff(count, retries))
+                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                        # increasing backoff
+                        time.sleep(calculate_backoff(count + 1, retries))
                     return wrapper(*args, **kwargs)
                 else:
                     logger.warning('Giving up retrying: %s()', f.__name__)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index daa73ca35..a3a548176 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -22,7 +22,7 @@ from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError,
                                   InvalidOrderException, OperationalException,
-                                  TemporaryError)
+                                  RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
 
@@ -1015,6 +1015,9 @@ class Exchange:
                     f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8c397fe68..66f88d82f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1888,6 +1888,18 @@ def test_fetch_order(default_conf, mocker, exchange_name):
         exchange.fetch_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
 
+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    with patch('freqtrade.exchange.common.time.sleep') as tm:
+        with pytest.raises(InvalidOrderException):
+            exchange.fetch_order(order_id='_', pair='TKN/BTC')
+        # Ensure backoff is called
+        assert tm.call_args_list[0][0][0] == 1
+        assert tm.call_args_list[1][0][0] == 2
+        assert tm.call_args_list[2][0][0] == 5
+        assert tm.call_args_list[3][0][0] == 10
+    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
+
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'fetch_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ef48bdc34..654e6ca4f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2078,7 +2078,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
         fetch_ticker=ticker,
-        fetch_order=MagicMock(side_effect=DependencyException),
+        fetch_order=MagicMock(side_effect=ExchangeError),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )

From 4d9ecf137b5d2d037e888a56eda4a0bd78925f7c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 28 Jun 2020 20:17:03 +0200
Subject: [PATCH 673/783] Fix failing test in python 3.7

can't use Magicmock in 3.7 (works in 3.8 though).
---
 freqtrade/exchange/common.py    | 2 +-
 tests/exchange/test_exchange.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 9b7d8dfea..cc70bb875 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -110,7 +110,7 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
-                if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                if isinstance(ex, DDosProtection):
                     await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT))
                 return await wrapper(*args, **kwargs)
             else:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 66f88d82f..251f257f7 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -62,7 +62,7 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
                                retries=API_RETRY_COUNT + 1, **kwargs):
 
-    with patch('freqtrade.exchange.common.asyncio.sleep'):
+    with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
         with pytest.raises(DDosProtection):
             api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
             exchange = get_patched_exchange(mocker, default_conf, api_mock)

From fe0b17c70c82e429afbdf5a17e4242275548ad2f Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 09:01:20 +0000
Subject: [PATCH 674/783] Bump progressbar2 from 3.51.3 to 3.51.4

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.51.3 to 3.51.4.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.51.3...v3.51.4)

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 aedfc0eaa..2784bc156 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -7,4 +7,4 @@ scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
 joblib==0.15.1
-progressbar2==3.51.3
+progressbar2==3.51.4

From e06b00921416acdd8f05ab9a770ebe0a21689254 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 09:02:57 +0000
Subject: [PATCH 675/783] Bump plotly from 4.8.1 to 4.8.2

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.8.1 to 4.8.2.
- [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/v4.8.1...v4.8.2)

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 cb13a59bf..ec5af3dbf 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.8.1
+plotly==4.8.2
 

From 4e5910afba3a72efe0735a0f257b6328ff3c8f24 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 09:03:19 +0000
Subject: [PATCH 676/783] Bump mkdocs-material from 5.3.2 to 5.3.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.2 to 5.3.3.
- [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/5.3.2...5.3.3)

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 7ddfc1dfb..a0505c84b 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.3.2
+mkdocs-material==5.3.3
 mdx_truly_sane_lists==1.2

From be2b326a6e208d7f0835c7c899c6649764cdd924 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 09:03:58 +0000
Subject: [PATCH 677/783] Bump pytest-asyncio from 0.12.0 to 0.14.0

Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.12.0 to 0.14.0.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.12.0...v0.14.0)

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 91b33c573..7d68a0c3b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.781
 pytest==5.4.3
-pytest-asyncio==0.12.0
+pytest-asyncio==0.14.0
 pytest-cov==2.10.0
 pytest-mock==3.1.1
 pytest-random-order==1.0.4

From 9e1ce0c67ab1dbb505a35d1c3e1e24e5b946e9c7 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 09:04:12 +0000
Subject: [PATCH 678/783] Bump sqlalchemy from 1.3.17 to 1.3.18

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.17 to 1.3.18.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

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 916b0e24b..06549d2bf 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==1.30.34
-SQLAlchemy==1.3.17
+SQLAlchemy==1.3.18
 python-telegram-bot==12.7
 arrow==0.15.7
 cachetools==4.1.0

From 449d4625336096658e1cbd39f8c9ed6ef9677af4 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 12:12:58 +0000
Subject: [PATCH 679/783] Bump python-telegram-bot from 12.7 to 12.8

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.7 to 12.8.
- [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/v12.7...v12.8)

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 06549d2bf..06eddb536 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -2,7 +2,7 @@
 # mainly used for Raspberry pi installs
 ccxt==1.30.34
 SQLAlchemy==1.3.18
-python-telegram-bot==12.7
+python-telegram-bot==12.8
 arrow==0.15.7
 cachetools==4.1.0
 requests==2.24.0

From c06b2802882ec70b7f725ca39818212d75e0e1d5 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 12:14:27 +0000
Subject: [PATCH 680/783] Bump mypy from 0.781 to 0.782

Bumps [mypy](https://github.com/python/mypy) from 0.781 to 0.782.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.781...v0.782)

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 7d68a0c3b..ed4f8f713 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==2.0.0
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
-mypy==0.781
+mypy==0.782
 pytest==5.4.3
 pytest-asyncio==0.14.0
 pytest-cov==2.10.0

From 8fb1683bdc1237ec55f2f5a47379b424ab6a5ea2 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 12:32:42 +0000
Subject: [PATCH 681/783] Bump cachetools from 4.1.0 to 4.1.1

Bumps [cachetools](https://github.com/tkem/cachetools) from 4.1.0 to 4.1.1.
- [Release notes](https://github.com/tkem/cachetools/releases)
- [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/tkem/cachetools/compare/v4.1.0...v4.1.1)

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 06eddb536..4c0f93ef7 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -4,7 +4,7 @@ ccxt==1.30.34
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.7
-cachetools==4.1.0
+cachetools==4.1.1
 requests==2.24.0
 urllib3==1.25.9
 wrapt==1.12.1

From a9064117a5b35c7d6a2f63a0edce3c9188fa27de Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 29 Jun 2020 12:53:58 +0000
Subject: [PATCH 682/783] Bump ccxt from 1.30.34 to 1.30.48

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.34 to 1.30.48.
- [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/1.30.34...1.30.48)

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 4c0f93ef7..2948b8f35 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==1.30.34
+ccxt==1.30.48
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.7

From b95065d70179318f1841708c64c7e333e763afb2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 29 Jun 2020 20:00:42 +0200
Subject: [PATCH 683/783] Log backoff

---
 freqtrade/exchange/common.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index cc70bb875..0610e8447 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -111,7 +111,9 @@ def retrier_async(f):
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
                 if isinstance(ex, DDosProtection):
-                    await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT))
+                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                    logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -134,7 +136,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     logger.warning('retrying %s() still for %s times', f.__name__, count)
                     if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
                         # increasing backoff
-                        time.sleep(calculate_backoff(count + 1, retries))
+                        backoff_delay = calculate_backoff(count + 1, retries)
+                        logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        time.sleep(backoff_delay)
                     return wrapper(*args, **kwargs)
                 else:
                     logger.warning('Giving up retrying: %s()', f.__name__)

From efd6e4a87535adb95fa4eb7710259dd130a7395e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 30 Jun 2020 07:16:08 +0200
Subject: [PATCH 684/783] Add test for check_for_open_trades

---
 tests/test_freqtradebot.py | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5d83c893e..d3014d7a8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4029,3 +4029,19 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     freqtrade.cancel_all_open_orders()
     assert buy_mock.call_count == 1
     assert sell_mock.call_count == 1
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_check_for_open_trades(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 0
+
+    create_mock_trades(fee)
+    trade = Trade.query.first()
+    trade.is_open = True
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 1
+    assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']

From 61ae471eef74bd18619ce26710d5650e06d05ccb Mon Sep 17 00:00:00 2001
From: HumanBot 
Date: Tue, 30 Jun 2020 10:13:27 -0400
Subject: [PATCH 685/783] fixed --export trades command

refers to issue 3413 @ https://github.com/freqtrade/freqtrade/issues/3413
---
 docs/backtesting.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 51b2e953b..ecd48bdc9 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -66,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 #### Exporting trades to file
 
 ```bash
-freqtrade backtesting --export trades
+freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
 ```
 
 The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.

From 81850b5fdf5b860db1802fbda0998a2d1662b4dd Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Thu, 2 Jul 2020 11:26:52 +0200
Subject: [PATCH 686/783] AgeFilter add actual amount of days in log message
 (debug info)

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

diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py
index a23682599..b489a59bc 100644
--- a/freqtrade/pairlist/AgeFilter.py
+++ b/freqtrade/pairlist/AgeFilter.py
@@ -69,7 +69,7 @@ class AgeFilter(IPairList):
                 return True
             else:
                 self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                 f"because age is less than "
+                                                 f"because age {len(daily_candles)} is less than "
                                                  f"{self._min_days_listed} "
                                                  f"{plural(self._min_days_listed, 'day')}")
                 return False

From 99ac2659f3566526ebbecf95af76a5030871f5fc Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Thu, 2 Jul 2020 11:27:33 +0200
Subject: [PATCH 687/783] Init FIAT converter in api_server.py

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

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index a2cef9a98..351842e10 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -17,6 +17,7 @@ from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
 from freqtrade.rpc.rpc import RPC, RPCException
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 
 logger = logging.getLogger(__name__)
 
@@ -105,6 +106,9 @@ class ApiServer(RPC):
         # Register application handling
         self.register_rest_rpc_urls()
 
+        if self._config.get('fiat_display_currency', None):
+            self._fiat_converter = CryptoToFiatConverter()
+
         thread = threading.Thread(target=self.run, daemon=True)
         thread.start()
 

From db965332b99622fa93ae1638a94cf49688bd1e81 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Thu, 2 Jul 2020 11:38:38 +0200
Subject: [PATCH 688/783] Update tests for AgeFilter message

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

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 072e497f3..a2644fe8c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -389,7 +389,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
         for pairlist in pairlists:
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
                     len(ohlcv_history_list) <= pairlist['min_days_listed']:
-                assert log_has_re(r'^Removed .* from whitelist, because age is less than '
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
                                   r'.* day.*', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '

From 39fa58973527431b5c66040d2b44f8f184abe788 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Thu, 2 Jul 2020 13:39:02 +0200
Subject: [PATCH 689/783] Update API test, currently just with 'ANY'

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

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index cd2b0d311..2935094a5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -431,14 +431,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'latest_trade_date': 'just now',
                        'latest_trade_timestamp': ANY,
                        'profit_all_coin': 6.217e-05,
-                       'profit_all_fiat': 0,
+                       'profit_all_fiat': ANY,
                        'profit_all_percent': 6.2,
                        'profit_all_percent_mean': 6.2,
                        'profit_all_ratio_mean': 0.06201058,
                        'profit_all_percent_sum': 6.2,
                        'profit_all_ratio_sum': 0.06201058,
                        'profit_closed_coin': 6.217e-05,
-                       'profit_closed_fiat': 0,
+                       'profit_closed_fiat': ANY,
                        'profit_closed_percent': 6.2,
                        'profit_closed_ratio_mean': 0.06201058,
                        'profit_closed_percent_mean': 6.2,

From f32e522bd73579d532541a7b444ced723a65e159 Mon Sep 17 00:00:00 2001
From: Theagainmen <24569139+Theagainmen@users.noreply.github.com>
Date: Thu, 2 Jul 2020 20:03:15 +0200
Subject: [PATCH 690/783] Update API test, removed 'ANY'

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

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 2935094a5..45aa57588 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -431,14 +431,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'latest_trade_date': 'just now',
                        'latest_trade_timestamp': ANY,
                        'profit_all_coin': 6.217e-05,
-                       'profit_all_fiat': ANY,
+                       'profit_all_fiat': 0.76748865,
                        'profit_all_percent': 6.2,
                        'profit_all_percent_mean': 6.2,
                        'profit_all_ratio_mean': 0.06201058,
                        'profit_all_percent_sum': 6.2,
                        'profit_all_ratio_sum': 0.06201058,
                        'profit_closed_coin': 6.217e-05,
-                       'profit_closed_fiat': ANY,
+                       'profit_closed_fiat': 0.76748865,
                        'profit_closed_percent': 6.2,
                        'profit_closed_ratio_mean': 0.06201058,
                        'profit_closed_percent_mean': 6.2,

From 23c0db925e22652b7e53b758bb21f0e6e1896600 Mon Sep 17 00:00:00 2001
From: Jean-Baptiste LE STANG 
Date: Thu, 2 Jul 2020 20:55:16 +0200
Subject: [PATCH 691/783] Adding a dataprovider to the strategy before plotting

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

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index e8b0b4938..ae9f9c409 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -15,6 +15,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.data.dataprovider import DataProvider
 
 logger = logging.getLogger(__name__)
 
@@ -474,6 +475,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
         pair_counter += 1
         logger.info("analyse pair %s", pair)
 
+        strategy.dp = DataProvider(config,config["exchange"])
         df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(df_analyzed, trades_pair)

From 20e8a29262e190f5be2d5f792a7bbaf03d6a2c73 Mon Sep 17 00:00:00 2001
From: Jean-Baptiste LE STANG 
Date: Thu, 2 Jul 2020 20:55:16 +0200
Subject: [PATCH 692/783] Adding a dataprovider to the strategy before plotting

Fix flake8
---
 freqtrade/plot/plotting.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index e8b0b4938..db83448c0 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -15,6 +15,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.data.dataprovider import DataProvider
 
 logger = logging.getLogger(__name__)
 
@@ -474,6 +475,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
         pair_counter += 1
         logger.info("analyse pair %s", pair)
 
+        strategy.dp = DataProvider(config, config["exchange"])
         df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(df_analyzed, trades_pair)

From c4a9a79be08fdc26865ac23b53879b81076f3c3f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jul 2020 09:43:49 +0200
Subject: [PATCH 693/783] Apply suggested documentation changes from code
 review

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/bot-basics.md              |  4 ++--
 docs/strategy-advanced.md       | 12 ++++++------
 docs/strategy-customization.md  |  4 ++--
 freqtrade/strategy/interface.py |  2 +-
 4 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 728dcf46e..44f493456 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -1,10 +1,10 @@
 # Freqtrade basics
 
-This page will try to teach you some basic concepts on how freqtrade works and operates.
+This page provides you some basic concepts on how Freqtrade works and operates.
 
 ## Freqtrade terminology
 
-* Trade: Open position
+* Trade: Open position.
 * Open Order: Order which is currently placed on the exchange, and is not yet complete.
 * Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
 * Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index c576cb46e..a5977e5dc 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -3,7 +3,7 @@
 This page explains some advanced concepts available for strategies.
 If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
 
-[Freqtrade basics](bot-basics.md) describes in which sequence each method defined below is called, which can be helpful to understand which method to use.
+[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
 
 !!! Note
     All callback methods described below should only be implemented in a strategy if they are also actively used.
@@ -97,8 +97,8 @@ class Awesomestrategy(IStrategy):
 
 ## Bot loop start callback
 
-A simple callback which is called at the start of every bot iteration.
-This can be used to perform calculations which are pair independent.
+A simple callback which is called once at the start of every bot throttling iteration.
+This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
 
 ``` python
 import requests
@@ -111,7 +111,7 @@ class Awesomestrategy(IStrategy):
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
-        (e.g. gather some remote ressource for comparison)
+        (e.g. gather some remote resource for comparison)
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         if self.config['runmode'].value in ('live', 'dry_run'):
@@ -125,7 +125,7 @@ class Awesomestrategy(IStrategy):
 
 ### Trade entry (buy order) confirmation
 
-`confirm_trade_entry()` an be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
+`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
 
 ``` python
 class Awesomestrategy(IStrategy):
@@ -158,7 +158,7 @@ class Awesomestrategy(IStrategy):
 
 ### Trade exit (sell order) confirmation
 
-`confirm_trade_exit()` an be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
+`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
 
 ``` python
 from freqtrade.persistence import Trade
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 0a1049f3b..50fec79dc 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -1,8 +1,8 @@
 # Strategy Customization
 
-This page explains how to customize your strategies, and add new indicators.
+This page explains how to customize your strategies, add new indicators and set up trading rules.
 
-Please familiarize yourself with [Freqtrade basics](bot-basics.md) first.
+Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.
 
 ## Install a custom strategy file
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f8e59ac7b..f3c5e154d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -194,7 +194,7 @@ class IStrategy(ABC):
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
-        (e.g. gather some remote ressource for comparison)
+        (e.g. gather some remote resource for comparison)
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         pass

From 75318525a96b018fe138aaaf3a51773a6b437e88 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 4 Jul 2020 16:41:19 +0200
Subject: [PATCH 694/783] Update docs/strategy-advanced.md

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index a5977e5dc..e4bab303e 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -6,7 +6,7 @@ If you're just getting started, please be familiar with the methods described in
 [Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
 
 !!! Note
-    All callback methods described below should only be implemented in a strategy if they are also actively used.
+    All callback methods described below should only be implemented in a strategy if they are actually used.
 
 ## Custom order timeout rules
 

From f63045b0e982940615dbe48d176d2fb9397837f0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jul 2020 09:11:49 +0000
Subject: [PATCH 695/783] Bump ccxt from 1.30.48 to 1.30.64

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.48 to 1.30.64.
- [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/1.30.48...1.30.64)

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 2948b8f35..2f225c93c 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==1.30.48
+ccxt==1.30.64
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.7

From 4c8bee1e5d23c947ae2e3a26157a0a7373249826 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jul 2020 09:12:15 +0000
Subject: [PATCH 696/783] Bump mkdocs-material from 5.3.3 to 5.4.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.3 to 5.4.0.
- [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/5.3.3...5.4.0)

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 a0505c84b..3a236ee87 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.3.3
+mkdocs-material==5.4.0
 mdx_truly_sane_lists==1.2

From 93dd70c77ddc717219b5d9cb9007f28d04469bfd Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jul 2020 09:13:05 +0000
Subject: [PATCH 697/783] Bump joblib from 0.15.1 to 0.16.0

Bumps [joblib](https://github.com/joblib/joblib) from 0.15.1 to 0.16.0.
- [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/0.15.1...0.16.0)

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 2784bc156..da34e54b2 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,5 +6,5 @@ scipy==1.5.0
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.15.1
+joblib==0.16.0
 progressbar2==3.51.4

From deb34d287990c5959afc34b04c270751f8336a21 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 6 Jul 2020 19:58:28 +0000
Subject: [PATCH 698/783] Bump scipy from 1.5.0 to 1.5.1

Bumps [scipy](https://github.com/scipy/scipy) from 1.5.0 to 1.5.1.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.5.0...v1.5.1)

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 da34e54b2..4773d9877 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.5.0
+scipy==1.5.1
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12

From 2e45859aef515efa5136054835f876fcb4e614f3 Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 8 Jul 2020 18:06:30 +0100
Subject: [PATCH 699/783] Added range checks to min_days_listed in AgeFilter

---
 freqtrade/exchange/exchange.py  |  5 +++++
 freqtrade/pairlist/AgeFilter.py | 10 ++++++++++
 tests/pairlist/test_pairlist.py | 32 ++++++++++++++++++++++++++++++++
 3 files changed, 47 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a3a548176..8aab225c6 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -187,6 +187,11 @@ class Exchange:
     def timeframes(self) -> List[str]:
         return list((self._api.timeframes or {}).keys())
 
+    @property
+    def ohlcv_candle_limit(self) -> int:
+        """exchange ohlcv candle limit"""
+        return int(self._ohlcv_candle_limit)
+
     @property
     def markets(self) -> Dict:
         """exchange ccxt markets"""
diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py
index b489a59bc..101f19cbe 100644
--- a/freqtrade/pairlist/AgeFilter.py
+++ b/freqtrade/pairlist/AgeFilter.py
@@ -23,6 +23,16 @@ class AgeFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+
+        if self._min_days_listed < 1:
+            self.log_on_refresh(logger.info, "min_days_listed must be >= 1, "
+                                             "ignoring filter")
+        if self._min_days_listed > exchange.ohlcv_candle_limit:
+            self._min_days_listed = min(self._min_days_listed, exchange.ohlcv_candle_limit)
+            self.log_on_refresh(logger.info, "min_days_listed exceeds "
+                                             "exchange max request size "
+                                             f"({exchange.ohlcv_candle_limit}), using "
+                                             f"min_days_listed={self._min_days_listed}")
         self._enabled = self._min_days_listed >= 1
 
     @property
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index a2644fe8c..6b96501c9 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -524,6 +524,38 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
     assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
+def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog) -> None:
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': -1}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    get_patched_freqtradebot(mocker, default_conf)
+
+    assert log_has_re(r'min_days_listed must be >= 1, '
+                      r'ignoring filter', caplog)
+
+
+def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog) -> None:
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': 99999}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    get_patched_freqtradebot(mocker, default_conf)
+
+    assert log_has_re(r'^min_days_listed exceeds '
+                      r'exchange max request size', caplog)
+
+
 def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
 
     mocker.patch.multiple('freqtrade.exchange.Exchange',

From 091285ba43a9b17fd47b434e67f388dbf63f90cd Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 8 Jul 2020 18:32:14 +0100
Subject: [PATCH 700/783] Fix flake8 error in test_pairlist.py

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

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 6b96501c9..f95f001c9 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -524,7 +524,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
     assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
-def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog) -> None:
+def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'AgeFilter', 'min_days_listed': -1}]
 
@@ -540,7 +540,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
                       r'ignoring filter', caplog)
 
 
-def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog) -> None:
+def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'AgeFilter', 'min_days_listed': 99999}]
 

From 14eab9be04569a16fea2a56ccb636fb0d205a267 Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 8 Jul 2020 22:02:04 +0100
Subject: [PATCH 701/783] Added min_price, max_price to PriceFilter

---
 config_full.json.example          |  2 +-
 docs/configuration.md             | 15 ++++++++--
 freqtrade/pairlist/PriceFilter.py | 49 ++++++++++++++++++++++++++-----
 tests/pairlist/test_pairlist.py   | 17 ++++++++---
 4 files changed, 67 insertions(+), 16 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index e1be01690..d5bfd3fe1 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -66,7 +66,7 @@
         },
         {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01},
+        {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005}
     ],
     "exchange": {
diff --git a/docs/configuration.md b/docs/configuration.md
index e7a79361a..74bacacc0 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -662,16 +662,25 @@ Filters low-value coins which would not allow setting stoplosses.
 
 #### PriceFilter
 
-The `PriceFilter` allows filtering of pairs by price.
+The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
+* `min_price`
+* `max_price`
+* `low_price_ratio`
 
-Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
 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. Here is what the PriceFilters takes over.
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
 
 #### ShuffleFilter
 
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 29dd88a76..1afc60999 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -18,7 +18,11 @@ class PriceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
-        self._enabled = self._low_price_ratio != 0
+        self._min_price = pairlistconfig.get('min_price', 0)
+        self._max_price = pairlistconfig.get('max_price', 0)
+        self._enabled = (self._low_price_ratio != 0) or \
+                        (self._min_price != 0) or \
+                        (self._max_price != 0)
 
     @property
     def needstickers(self) -> bool:
@@ -33,7 +37,18 @@ class PriceFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
+        active_price_filters = []
+        if self._low_price_ratio != 0:
+            active_price_filters.append(f"below {self._low_price_ratio * 100}%")
+        if self._min_price != 0:
+            active_price_filters.append(f"below {self._min_price:.8f}")
+        if self._max_price != 0:
+            active_price_filters.append(f"above {self._max_price:.8f}")
+
+        if len(active_price_filters):
+            return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
+
+        return f"{self.name} - No price filters configured."
 
     def _validate_pair(self, ticker) -> bool:
         """
@@ -46,10 +61,28 @@ class PriceFilter(IPairList):
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
-        changeperc = compare / ticker['last']
-        if changeperc > self._low_price_ratio:
-            self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                             f"because 1 unit is {changeperc * 100:.3f}%")
-            return False
+
+        # Perform low_price_ratio check.
+        if self._low_price_ratio != 0:
+            compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+            changeperc = compare / ticker['last']
+            if changeperc > self._low_price_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because 1 unit is {changeperc * 100:.3f}%")
+                return False
+
+        # Perform min_price check.
+        if self._min_price != 0:
+            if ticker['last'] < self._min_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price < {self._min_price:.8f}")
+                return False
+
+        # Perform max_price check.
+        if self._max_price != 0:
+            if ticker['last'] > self._max_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price > {self._max_price:.8f}")
+                return False
+
         return True
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index f95f001c9..09cbe9d5f 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -275,11 +275,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
      "USDT", ['ETH/USDT', 'NANO/USDT']),
-    # Hot is removed by precision_filter, Fuel by low_price_filter.
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ripple by min_price.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.01}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ethereum by max_price.
+    ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "max_price": 0.05}],
+     "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}],
@@ -319,7 +324,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", 'filter_at_the_beginning'),  # OperationalException expected
     # PriceFilter after StaticPairList
     ([{"method": "StaticPairList"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.000001, "max_price": 0.1}],
      "BTC", ['ETH/BTC', 'TKN/BTC']),
     # PriceFilter only
     ([{"method": "PriceFilter", "low_price_ratio": 0.02}],
@@ -396,6 +401,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                   r'would be <= stop limit.*', caplog)
             if pairlist['method'] == 'PriceFilter' and whitelist_result:
                 assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price < .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price > .*%$', caplog) or
                         log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
                                    r"is empty.*", caplog))
             if pairlist['method'] == 'VolumePairList':

From 40bdc93653bc97666145f914e5dcc2ea49b49c8a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 10 Jul 2020 20:21:33 +0200
Subject: [PATCH 702/783] Add test for short_desc of priceFilter

---
 freqtrade/pairlist/PriceFilter.py |  6 +++---
 tests/pairlist/test_pairlist.py   | 30 ++++++++++++++++++++++++++++++
 2 files changed, 33 insertions(+), 3 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 1afc60999..5ee1df078 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -20,9 +20,9 @@ class PriceFilter(IPairList):
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
         self._min_price = pairlistconfig.get('min_price', 0)
         self._max_price = pairlistconfig.get('max_price', 0)
-        self._enabled = (self._low_price_ratio != 0) or \
-                        (self._min_price != 0) or \
-                        (self._max_price != 0)
+        self._enabled = ((self._low_price_ratio != 0) or
+                         (self._min_price != 0) or
+                         (self._max_price != 0))
 
     @property
     def needstickers(self) -> bool:
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 09cbe9d5f..cf54a09ae 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -588,6 +588,36 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
     assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
 
 
+@pytest.mark.parametrize("pairlistconfig,expected", [
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010,
+      "max_price": 1.0}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below "
+                         "0.1% or below 0.00000010 or above 1.00000000.'}]"
+     ),
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]"
+     ),
+    ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]"
+     ),
+    ({"method": "PriceFilter", "min_price": 0.00002000},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]"
+     ),
+    ({"method": "PriceFilter"},
+     "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]"
+     ),
+])
+def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, expected):
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True)
+                          )
+    whitelist_conf['pairlists'] = [pairlistconfig]
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    short_desc = str(freqtrade.pairlists.short_desc())
+    assert short_desc == expected
+
+
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 

From 588043af86d86cce4b90f65e34a8f49e98767db8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jul 2020 07:29:11 +0200
Subject: [PATCH 703/783] Fix documentation brackets, add delete trade hints

---
 docs/sql_cheatsheet.md | 31 +++++++++++++++++++++++--------
 1 file changed, 23 insertions(+), 8 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 1d396b8ce..3d34d6fe2 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -100,8 +100,8 @@ UPDATE trades
 SET is_open=0,
   close_date=,
   close_rate=,
-  close_profit=close_rate/open_rate-1,
-  close_profit_abs = (amount *  * (1 - fee_close) - (amount * open_rate * 1 - fee_open)),
+  close_profit = close_rate / open_rate - 1,
+  close_profit_abs = (amount *  * (1 - fee_close) - (amount * (open_rate * 1 - fee_open))),
   sell_reason=
 WHERE id=;
 ```
@@ -111,24 +111,39 @@ WHERE id=;
 ```sql
 UPDATE trades
 SET is_open=0,
-  close_date='2017-12-20 03:08:45.103418',
+  close_date='2020-06-20 03:08:45.103418',
   close_rate=0.19638016,
   close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open))
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open)))
   sell_reason='force_sell'  
 WHERE id=31;
 ```
 
-## Insert manually a new trade
+## Manually insert a new trade
 
 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, , , , '')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, , , , '')
 ```
 
-##### Example:
+### Insert trade example
 
 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2020-06-28 12:44:24.000000')
 ```
+
+## Remove trade from the database
+
+Maybe you'd like to remove a trade from the database, because something went wrong.
+
+```sql
+DELETE FROM trades WHERE id = ;
+```
+
+```sql
+DELETE FROM trades WHERE id = 31;
+```
+
+!!! Warning
+    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the where clause.

From ecbca3fab023f7e82661fdd4eb10bb71c2a9e036 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 11 Jul 2020 07:29:34 +0200
Subject: [PATCH 704/783] Add sqlite3 to dockerfile

---
 Dockerfile             | 2 +-
 Dockerfile.armhf       | 2 +-
 docs/sql_cheatsheet.md | 9 +++++++++
 3 files changed, 11 insertions(+), 2 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index b6333fb13..29808b383 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,7 +1,7 @@
 FROM python:3.8.3-slim-buster
 
 RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev \
+    && apt-get -y install curl build-essential libssl-dev sqlite3 \
     && apt-get clean \
     && pip install --upgrade pip
 
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index d6e2aa3a1..45ed2dac9 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,7 +1,7 @@
 FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
 
 RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 \
+  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 sqlite3 \
   && apt-get clean \
   && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 3d34d6fe2..56f76b5b7 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -13,6 +13,15 @@ Feel free to use a visual Database editor like SqliteBrowser if you feel more co
 sudo apt-get install sqlite3
 ```
 
+### Using sqlite3 via docker-compose
+
+The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system.
+
+``` bash
+docker-compose exec freqtrade /bin/bash
+sqlite3 .sqlite
+```
+
 ## Open the DB
 
 ```bash

From f0a1a1720f861ba534be18d144b3ed08751975aa Mon Sep 17 00:00:00 2001
From: HumanBot 
Date: Sat, 11 Jul 2020 15:21:54 -0400
Subject: [PATCH 705/783] removed duplicate

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

diff --git a/docs/configuration.md b/docs/configuration.md
index e7a79361a..09a1e76fe 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -275,7 +275,7 @@ the static list of pairs) if we should buy.
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
 
 This allows to buy using limit orders, sell using
-limit-orders, and create stoplosses using using market orders. It also allows to set the
+limit-orders, and create stoplosses using market orders. It also allows to set the
 stoploss "on exchange" which means stoploss order would be placed immediately once
 the buy order is fulfilled.
 If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.

From 422825ea1b57494716697e550884fd00b8bac80f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 09:50:53 +0200
Subject: [PATCH 706/783] Add ohlcv_get_available_data to find available data

---
 freqtrade/data/history/idatahandler.py    |  9 +++++++++
 freqtrade/data/history/jsondatahandler.py | 14 +++++++++++++-
 2 files changed, 22 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index d5d7c16db..e255710cb 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -13,6 +13,7 @@ from typing import List, Optional, Type
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import (clean_ohlcv_dataframe,
                                       trades_remove_duplicates, trim_dataframe)
 from freqtrade.exchange import timeframe_to_seconds
@@ -28,6 +29,14 @@ class IDataHandler(ABC):
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
 
+    @abstractclassmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Pair
+        """
+
     @abstractclassmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 01320f129..79a848d07 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -8,7 +8,8 @@ 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 freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import trades_dict_to_list
 
 from .idatahandler import IDataHandler, TradeList
@@ -21,6 +22,17 @@ class JsonDataHandler(IDataHandler):
     _use_zip = False
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
+    @classmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Pair
+        """
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\S+)(?=.json)', p.name)
+                for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp if len(match.groups()) > 1]
+
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """

From d4fc52d2d5b6e9bd6a5fe06ce902ea6460375db4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 09:56:46 +0200
Subject: [PATCH 707/783] Add tests for ohlcv_get_available_data

---
 freqtrade/data/history/jsondatahandler.py |  5 +++--
 tests/data/test_history.py                | 14 ++++++++++++++
 2 files changed, 17 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 79a848d07..4ef35cf55 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -29,9 +29,10 @@ class JsonDataHandler(IDataHandler):
         :param datadir: Directory to search for ohlcv files
         :return: List of Pair
         """
-        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\S+)(?=.json)', p.name)
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
                 for p in datadir.glob(f"*.{cls._get_file_extension()}")]
-        return [(match[1].replace('_', '/'), match[2]) for match in _tmp if len(match.groups()) > 1]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp
+                if match and len(match.groups()) > 1]
 
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c2eb2d715..d84c212b1 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -631,6 +631,20 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir):
     assert set(pairs) == {'UNITTEST/BTC'}
 
 
+def test_jsondatahandler_ohlcv_get_available_data(testdatadir):
+    paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir)
+    # Convert to set to avoid failures due to sorting
+    assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'),
+                              ('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'),
+                              ('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'),
+                              ('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'),
+                              ('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'),
+                              ('UNITTEST/BTC', '8m')}
+
+    paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir)
+    assert set(paircombs) == {('UNITTEST/BTC', '8m')}
+
+
 def test_jsondatahandler_trades_get_pairs(testdatadir):
     pairs = JsonGzDataHandler.trades_get_pairs(testdatadir)
     # Convert to set to avoid failures due to sorting

From 02afde857d204f91d9170bb9bf22439b07e8c2cc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 09:57:00 +0200
Subject: [PATCH 708/783] Add list-data command

---
 freqtrade/commands/__init__.py      |  3 ++-
 freqtrade/commands/arguments.py     | 15 +++++++++++++--
 freqtrade/commands/data_commands.py | 23 +++++++++++++++++++++++
 3 files changed, 38 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 2d0c7733c..4ce3eb421 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data,
-                                              start_download_data)
+                                              start_download_data,
+                                              start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir,
                                                 start_new_hyperopt,
                                                 start_new_strategy)
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 72f2a02f0..a49d917a5 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -54,6 +54,8 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv"]
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
 
@@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
-                    "list-markets", "list-pairs", "list-strategies",
+                    "list-markets", "list-pairs", "list-strategies", "list-data",
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
@@ -159,7 +161,7 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.commands import (start_create_userdir, start_convert_data,
-                                        start_download_data,
+                                        start_download_data, start_list_data,
                                         start_hyperopt_list, start_hyperopt_show,
                                         start_list_exchanges, start_list_hyperopts,
                                         start_list_markets, start_list_strategies,
@@ -233,6 +235,15 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
+        # Add list-data subcommand
+        list_data_cmd = subparsers.add_parser(
+            'list-data',
+            help='List downloaded data.',
+            parents=[_common_parser],
+        )
+        list_data_cmd.set_defaults(func=start_list_data)
+        self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd)
+
         # Add backtesting subcommand
         backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
                                                 parents=[_common_parser, _strategy_parser])
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index fc3a49f1d..4a37bdc08 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -1,5 +1,6 @@
 import logging
 import sys
+from collections import defaultdict
 from typing import Any, Dict, List
 
 import arrow
@@ -11,6 +12,7 @@ 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 timeframe_to_minutes
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -88,3 +90,24 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
         convert_trades_format(config,
                               convert_from=args['format_from'], convert_to=args['format_to'],
                               erase=args['erase'])
+
+
+def start_list_data(args: Dict[str, Any]) -> None:
+    """
+    List available backtest data
+    """
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    from freqtrade.data.history.idatahandler import get_datahandlerclass
+    from tabulate import tabulate
+    dhc = get_datahandlerclass(config['dataformat_ohlcv'])
+    paircombs = dhc.ohlcv_get_available_data(config['datadir'])
+
+    print(f"Found {len(paircombs)} pair / timeframe combinations.")
+    groupedpair = defaultdict(list)
+    for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
+        groupedpair[pair].append(timeframe)
+
+    print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
+                   headers=("pairs", "timeframe")))

From 5bb81abce26b4e1bc44f7bc28cc0cf04397fea57 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 10:01:37 +0200
Subject: [PATCH 709/783] Add test for start_list_data

---
 tests/commands/test_commands.py | 29 +++++++++++++++++++++++------
 1 file changed, 23 insertions(+), 6 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 46350beff..9c741e102 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -6,12 +6,12 @@ import pytest
 
 from freqtrade.commands import (start_convert_data, start_create_userdir,
                                 start_download_data, start_hyperopt_list,
-                                start_hyperopt_show, start_list_exchanges,
-                                start_list_hyperopts, start_list_markets,
-                                start_list_strategies, start_list_timeframes,
-                                start_new_hyperopt, start_new_strategy,
-                                start_show_trades, start_test_pairlist,
-                                start_trading)
+                                start_hyperopt_show, start_list_data,
+                                start_list_exchanges, start_list_hyperopts,
+                                start_list_markets, start_list_strategies,
+                                start_list_timeframes, start_new_hyperopt,
+                                start_new_strategy, start_show_trades,
+                                start_test_pairlist, start_trading)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
@@ -1043,6 +1043,23 @@ def test_convert_data_trades(mocker, testdatadir):
     assert trades_mock.call_args[1]['erase'] is False
 
 
+def test_start_list_data(testdatadir, capsys):
+    args = [
+        "list-data",
+        "--data-format-ohlcv",
+        "json",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_list_data(pargs)
+    captured = capsys.readouterr()
+    assert "Found 16 pair / timeframe combinations." in captured.out
+    assert "\npairs         timeframe\n" in captured.out
+    assert "\nUNITTEST/BTC  1m, 5m, 8m, 30m\n" in captured.out
+
+
 @pytest.mark.usefixtures("init_persistence")
 def test_show_trades(mocker, fee, capsys, caplog):
     mocker.patch("freqtrade.persistence.init")

From 33c3990972495f1754744b98775f63e99a85aa0b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 10:05:47 +0200
Subject: [PATCH 710/783] Add documentation for list-data command

---
 docs/data-download.md | 49 +++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 49 insertions(+)

diff --git a/docs/data-download.md b/docs/data-download.md
index 3fb775e69..7fbad0b6c 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -158,6 +158,55 @@ It'll also remove original jsongz data files (`--erase` parameter).
 freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```
 
+### Subcommand list-data
+
+You can get a list of downloaded data using the `list-data` subcommand.
+
+```
+usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH] [--exchange EXCHANGE]
+                           [--data-format-ohlcv {json,jsongz}]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
+#### Example list-data
+
+```bash
+> freqtrade list-data --userdir ~/.freqtrade/user_data/
+
+Found 33 pair / timeframe combinations.
+pairs       timeframe
+----------  -----------------------------------------
+ADA/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ADA/ETH     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
+```
+
 ### Pairs file
 
 In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.

From b035d9e2671b57cbb09ab340d432349b934182b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 10:23:09 +0200
Subject: [PATCH 711/783] Update return type comment

---
 freqtrade/commands/data_commands.py       | 5 +++--
 freqtrade/data/history/idatahandler.py    | 2 +-
 freqtrade/data/history/jsondatahandler.py | 2 +-
 3 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 4a37bdc08..d3f70b9ec 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -99,9 +99,10 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    from freqtrade.data.history.idatahandler import get_datahandlerclass
+    from freqtrade.data.history.idatahandler import get_datahandler
     from tabulate import tabulate
-    dhc = get_datahandlerclass(config['dataformat_ohlcv'])
+    dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
+
     paircombs = dhc.ohlcv_get_available_data(config['datadir'])
 
     print(f"Found {len(paircombs)} pair / timeframe combinations.")
diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index e255710cb..96d288e01 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -34,7 +34,7 @@ class IDataHandler(ABC):
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
-        :return: List of Pair
+        :return: List of Tuples of (pair, timeframe)
         """
 
     @abstractclassmethod
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 4ef35cf55..2e7c0f773 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -27,7 +27,7 @@ class JsonDataHandler(IDataHandler):
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
-        :return: List of Pair
+        :return: List of Tuples of (pair, timeframe)
         """
         _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
                 for p in datadir.glob(f"*.{cls._get_file_extension()}")]

From ed2e35ba5d01fda20ec867d1b28ca020c78752f3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 12 Jul 2020 12:36:16 +0200
Subject: [PATCH 712/783] Update docs/sql_cheatsheet.md

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/sql_cheatsheet.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 56f76b5b7..f4cb473ff 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -155,4 +155,4 @@ DELETE FROM trades WHERE id = 31;
 ```
 
 !!! Warning
-    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the where clause.
+    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.

From 79af6180bddee3a442c730b24d47f4496980b402 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jul 2020 09:00:50 +0000
Subject: [PATCH 713/783] Bump pytest-mock from 3.1.1 to 3.2.0

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.1.1 to 3.2.0.
- [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/v3.1.1...v3.2.0)

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 ed4f8f713..249aa9089 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.782
 pytest==5.4.3
 pytest-asyncio==0.14.0
 pytest-cov==2.10.0
-pytest-mock==3.1.1
+pytest-mock==3.2.0
 pytest-random-order==1.0.4
 
 # Convert jupyter notebooks to markdown documents

From 58eb26d73a44d782a56ae5a64bf5477dbde3f98e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jul 2020 09:01:14 +0000
Subject: [PATCH 714/783] Bump pycoingecko from 1.2.0 to 1.3.0

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 1.2.0 to 1.3.0.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/compare/1.2.0...1.3.0)

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 2f225c93c..34340612d 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -11,7 +11,7 @@ wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.18
 tabulate==0.8.7
-pycoingecko==1.2.0
+pycoingecko==1.3.0
 jinja2==2.11.2
 
 # find first, C search in arrays

From d1e4e463ae7d2c9f7361e68581a1617652869ba6 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jul 2020 09:01:58 +0000
Subject: [PATCH 715/783] Bump ccxt from 1.30.64 to 1.30.93

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.64 to 1.30.93.
- [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/1.30.64...1.30.93)

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 2f225c93c..fc38f4ee6 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==1.30.64
+ccxt==1.30.93
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.7

From 50573bd3978464d012f5c76408a4699b19c86fc0 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 13 Jul 2020 09:02:07 +0000
Subject: [PATCH 716/783] Bump coveralls from 2.0.0 to 2.1.1

Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 2.0.0 to 2.1.1.
- [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/2.0.0...2.1.1)

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 ed4f8f713..2b9c4c8f9 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==2.0.0
+coveralls==2.1.1
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0

From 0b36693accbf5b0435ebf5daeea0485737d443dd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 13 Jul 2020 19:48:21 +0200
Subject: [PATCH 717/783] Add filter for stoploss_on_exchange_limit_ratio to
 constants

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 8a5332475..1dadc6e16 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -156,7 +156,9 @@ CONF_SCHEMA = {
                 'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss_on_exchange': {'type': 'boolean'},
-                'stoploss_on_exchange_interval': {'type': 'number'}
+                'stoploss_on_exchange_interval': {'type': 'number'},
+                'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
+                                                     'maximum': 1.0}
             },
             'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
         },

From 01f325a9e4cd65a0bb117f031f25d0da593002c9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 13 Jul 2020 21:15:33 +0200
Subject: [PATCH 718/783] Send timeframe min and ms in show_config response

---
 freqtrade/rpc/rpc.py            | 4 ++++
 tests/rpc/test_rpc_apiserver.py | 2 ++
 2 files changed, 6 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e0eb12d23..c73fcbf54 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -12,6 +12,8 @@ import arrow
 from numpy import NAN, mean
 
 from freqtrade.exceptions import ExchangeError, PricingError
+
+from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -103,6 +105,8 @@ class RPC:
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'ticker_interval': config['timeframe'],  # DEPRECATED
             'timeframe': config['timeframe'],
+            'timeframe_ms': timeframe_to_msecs(config['timeframe']),
+            'timeframe_min': timeframe_to_minutes(config['timeframe']),
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 45aa57588..355b63f48 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -326,6 +326,8 @@ def test_api_show_config(botclient, mocker):
     assert rc.json['exchange'] == 'bittrex'
     assert rc.json['ticker_interval'] == '5m'
     assert rc.json['timeframe'] == '5m'
+    assert rc.json['timeframe_ms'] == 300000
+    assert rc.json['timeframe_min'] == 5
     assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
     assert 'bid_strategy' in rc.json

From 62c55b18631398c7447b5eed355fa495f0a299af Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jul 2020 06:55:34 +0200
Subject: [PATCH 719/783] Enhance formatting, Add pair filter

---
 docs/data-download.md               |  5 ++++-
 freqtrade/commands/arguments.py     |  2 +-
 freqtrade/commands/data_commands.py |  6 +++++-
 tests/commands/test_commands.py     | 21 +++++++++++++++++++--
 4 files changed, 29 insertions(+), 5 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 7fbad0b6c..a2bbec837 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -166,6 +166,7 @@ You can get a list of downloaded data using the `list-data` subcommand.
 usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                            [--userdir PATH] [--exchange EXCHANGE]
                            [--data-format-ohlcv {json,jsongz}]
+                           [-p PAIRS [PAIRS ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -174,6 +175,9 @@ optional arguments:
   --data-format-ohlcv {json,jsongz}
                         Storage format for downloaded candle (OHLCV) data.
                         (default: `json`).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -190,7 +194,6 @@ Common arguments:
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
-
 ```
 
 #### Example list-data
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index a49d917a5..e6f6f8167 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -54,7 +54,7 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
-ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv"]
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index d3f70b9ec..13b796a1e 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -105,10 +105,14 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     paircombs = dhc.ohlcv_get_available_data(config['datadir'])
 
+    if args['pairs']:
+        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
+
     print(f"Found {len(paircombs)} pair / timeframe combinations.")
     groupedpair = defaultdict(list)
     for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
         groupedpair[pair].append(timeframe)
 
     print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
-                   headers=("pairs", "timeframe")))
+                   headers=("Pair", "Timeframe"),
+                   tablefmt='psql', stralign='right'))
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9c741e102..ffced956d 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1056,8 +1056,25 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 16 pair / timeframe combinations." in captured.out
-    assert "\npairs         timeframe\n" in captured.out
-    assert "\nUNITTEST/BTC  1m, 5m, 8m, 30m\n" in captured.out
+    assert "\n|         Pair |       Timeframe |\n" in captured.out
+    assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |\n" in captured.out
+
+    args = [
+        "list-data",
+        "--data-format-ohlcv",
+        "json",
+        "--pairs", "XRP/ETH",
+        "--datadir",
+        str(testdatadir),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_list_data(pargs)
+    captured = capsys.readouterr()
+    assert "Found 2 pair / timeframe combinations." in captured.out
+    assert "\n|    Pair |   Timeframe |\n" in captured.out
+    assert "UNITTEST/BTC" not in captured.out
+    assert "\n| XRP/ETH |      1m, 5m |\n" in captured.out
 
 
 @pytest.mark.usefixtures("init_persistence")

From ae55d54967b22c0b9d41d533194ebb96a3b63d82 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Tue, 14 Jul 2020 06:33:57 +0000
Subject: [PATCH 720/783] Bump python from 3.8.3-slim-buster to
 3.8.4-slim-buster

Bumps python from 3.8.3-slim-buster to 3.8.4-slim-buster.

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

diff --git a/Dockerfile b/Dockerfile
index 29808b383..f27167cc5 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.8.3-slim-buster
+FROM python:3.8.4-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev sqlite3 \

From 0228b63418bb35d680c9c4bfe8e0c2b492cf3b6a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 14 Jul 2020 16:42:47 +0200
Subject: [PATCH 721/783] Don't print empty table

---
 freqtrade/commands/data_commands.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 13b796a1e..aa0b826b5 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -113,6 +113,7 @@ def start_list_data(args: Dict[str, Any]) -> None:
     for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
         groupedpair[pair].append(timeframe)
 
-    print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
-                   headers=("Pair", "Timeframe"),
-                   tablefmt='psql', stralign='right'))
+    if groupedpair:
+        print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
+                       headers=("Pair", "Timeframe"),
+                       tablefmt='psql', stralign='right'))

From 1051ab917ad999d09eb2964940a5e3f5381dc22c Mon Sep 17 00:00:00 2001
From: gambcl 
Date: Wed, 15 Jul 2020 12:40:54 +0100
Subject: [PATCH 722/783] Replaced logging with OperationalException when
 AgeFilter given invalid parameters

---
 freqtrade/pairlist/AgeFilter.py | 12 +++++-------
 tests/pairlist/test_pairlist.py | 15 +++++++--------
 2 files changed, 12 insertions(+), 15 deletions(-)

diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py
index 101f19cbe..7b6b126c3 100644
--- a/freqtrade/pairlist/AgeFilter.py
+++ b/freqtrade/pairlist/AgeFilter.py
@@ -5,6 +5,7 @@ import logging
 import arrow
 from typing import Any, Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -25,14 +26,11 @@ class AgeFilter(IPairList):
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
 
         if self._min_days_listed < 1:
-            self.log_on_refresh(logger.info, "min_days_listed must be >= 1, "
-                                             "ignoring filter")
+            raise OperationalException("AgeFilter requires min_days_listed must be >= 1")
         if self._min_days_listed > exchange.ohlcv_candle_limit:
-            self._min_days_listed = min(self._min_days_listed, exchange.ohlcv_candle_limit)
-            self.log_on_refresh(logger.info, "min_days_listed exceeds "
-                                             "exchange max request size "
-                                             f"({exchange.ohlcv_candle_limit}), using "
-                                             f"min_days_listed={self._min_days_listed}")
+            raise OperationalException("AgeFilter requires min_days_listed must not exceed "
+                                       "exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit})")
         self._enabled = self._min_days_listed >= 1
 
     @property
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index cf54a09ae..e23102162 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -543,10 +543,9 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
                           get_tickers=tickers
                           )
 
-    get_patched_freqtradebot(mocker, default_conf)
-
-    assert log_has_re(r'min_days_listed must be >= 1, '
-                      r'ignoring filter', caplog)
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter requires min_days_listed must be >= 1'):
+        get_patched_freqtradebot(mocker, default_conf)
 
 
 def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog):
@@ -559,10 +558,10 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
                           get_tickers=tickers
                           )
 
-    get_patched_freqtradebot(mocker, default_conf)
-
-    assert log_has_re(r'^min_days_listed exceeds '
-                      r'exchange max request size', caplog)
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter requires min_days_listed must not exceed '
+                             r'exchange max request size \([0-9]+\)'):
+        get_patched_freqtradebot(mocker, default_conf)
 
 
 def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):

From c1191400a4f5c705b394e209c30810dd0d1e669f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jul 2020 19:20:07 +0200
Subject: [PATCH 723/783] Allow 0 fee value by correctly checking for None

---
 freqtrade/optimize/backtesting.py  | 2 +-
 tests/optimize/test_backtesting.py | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e5014dd5a..214c92e0e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -101,7 +101,7 @@ class Backtesting:
         if len(self.pairlists.whitelist) == 0:
             raise OperationalException("No pair in whitelist.")
 
-        if config.get('fee'):
+        if config.get('fee', None) is not None:
             self.fee = config['fee']
         else:
             self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 67da38648..caa40fe84 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -308,6 +308,11 @@ def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
     assert backtesting.fee == 0.1234
     assert fee_mock.call_count == 0
 
+    default_conf['fee'] = 0.0
+    backtesting = Backtesting(default_conf)
+    assert backtesting.fee == 0.0
+    assert fee_mock.call_count == 0
+
 
 def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)

From 5cebc9f39df700205711776c23949e7fc57ee7eb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 15 Jul 2020 19:28:40 +0200
Subject: [PATCH 724/783] Move stoploss_on_exchange_limit_ratio to
 configuration schema

---
 freqtrade/exchange/exchange.py  |  7 -------
 tests/exchange/test_exchange.py | 22 ----------------------
 tests/test_configuration.py     |  8 ++++++++
 3 files changed, 8 insertions(+), 29 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d91a33926..fd9c83d51 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -389,13 +389,6 @@ class Exchange:
                 f'On exchange stoploss is not supported for {self.name}.'
             )
 
-        # Limit price threshold: As limit price should always be below stop-price
-        # Used for limit stoplosses on exchange
-        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        if limit_price_pct >= 1.0 or limit_price_pct <= 0.0:
-            raise OperationalException(
-                "stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0")
-
     def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
         """
         Checks if order time in force configured in strategy/config are supported
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 1101f3e74..60c4847f6 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -746,28 +746,6 @@ def test_validate_order_types(default_conf, mocker):
                        match=r'On exchange stoploss is not supported for .*'):
         Exchange(default_conf)
 
-    default_conf['order_types'] = {
-        'buy': 'limit',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False,
-        'stoploss_on_exchange_limit_ratio': 1.05
-    }
-    with pytest.raises(OperationalException,
-                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
-        Exchange(default_conf)
-
-    default_conf['order_types'] = {
-        'buy': 'limit',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False,
-        'stoploss_on_exchange_limit_ratio': -0.1
-    }
-    with pytest.raises(OperationalException,
-                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
-        Exchange(default_conf)
-
 
 def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index cccc87670..ca5d6eadc 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -871,6 +871,14 @@ def test_load_config_default_exchange_name(all_conf) -> None:
         validate_config_schema(all_conf)
 
 
+def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None:
+    all_conf['order_types']['stoploss_on_exchange_limit_ratio'] = 1.15
+
+    with pytest.raises(ValidationError,
+                       match=r"1.15 is greater than the maximum"):
+        validate_config_schema(all_conf)
+
+
 @pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
                                   ("exchange", "key", ""),
                                   ("exchange", "secret", ""),

From eaf2b53d591001674a9a9ceb24c9e2cefae00387 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Thu, 16 Jul 2020 05:10:46 +0000
Subject: [PATCH 725/783] Update Dependabot config file

---
 .dependabot/config.yml | 17 -----------------
 .github/dependabot.yml | 13 +++++++++++++
 2 files changed, 13 insertions(+), 17 deletions(-)
 delete mode 100644 .dependabot/config.yml
 create mode 100644 .github/dependabot.yml

diff --git a/.dependabot/config.yml b/.dependabot/config.yml
deleted file mode 100644
index 66b91e99f..000000000
--- a/.dependabot/config.yml
+++ /dev/null
@@ -1,17 +0,0 @@
-version: 1
-
-update_configs:
-  - package_manager: "python"
-    directory: "/"
-    update_schedule: "weekly"
-    allowed_updates:
-    - match:
-        update_type: "all"
-    target_branch: "develop"
-
-  - package_manager: "docker"
-    directory: "/"
-    update_schedule: "daily"
-    allowed_updates:
-    - match:
-        update_type: "all"
diff --git a/.github/dependabot.yml b/.github/dependabot.yml
new file mode 100644
index 000000000..44ff606b4
--- /dev/null
+++ b/.github/dependabot.yml
@@ -0,0 +1,13 @@
+version: 2
+updates:
+- package-ecosystem: docker
+  directory: "/"
+  schedule:
+    interval: daily
+  open-pull-requests-limit: 10
+- package-ecosystem: pip
+  directory: "/"
+  schedule:
+    interval: weekly
+  open-pull-requests-limit: 10
+  target-branch: develop

From cd7ba99528576e2961d4e7f38bc47e7c3216c658 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Thu, 16 Jul 2020 07:23:16 +0000
Subject: [PATCH 726/783] Bump ccxt from 1.30.93 to 1.31.37

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.93 to 1.31.37.
- [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/1.30.93...1.31.37)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 1cfc44ab4..d5c5fd832 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==1.30.93
+ccxt==1.31.37
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.7

From 49395601e98cc0ba8824f96aab92ed7aebb430d7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 19 Jul 2020 10:02:06 +0200
Subject: [PATCH 727/783] Improve informative pair sample

---
 docs/strategy-customization.md | 47 +++++++++++++++++++++++++++++-----
 1 file changed, 40 insertions(+), 7 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 50fec79dc..98c71b4b2 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -392,9 +392,9 @@ Imagine you've developed a strategy that trades the `5m` timeframe using signals
 
 The strategy might look something like this:
 
-*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
 
-Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
 
 Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
 
@@ -410,18 +410,49 @@ class SampleStrategy(IStrategy):
 
     def informative_pairs(self):
 
-        # get access to all pairs available in whitelist. 
+        # get access to all pairs available in whitelist.
         pairs = self.dp.current_whitelist()
         # Assign tf to each pair so they can be downloaded and cached for strategy.
         informative_pairs = [(pair, '1d') for pair in pairs]
         return informative_pairs
 
-    def populate_indicators(self, dataframe, metadata):
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        inf_tf = '1d'
         # Get the informative pair
         informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
-        # Get the 14 day ATR.
-        atr = ta.ATR(informative, timeperiod=14)
+        # Get the 14 day rsi
+        informative['rsi'] = ta.RSI(informative, timeperiod=14)
+
+        # Rename columns to be unique
+        informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+        # Assuming inf_tf = '1d' - then the columns will now be:
+        # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
+        # Combine the 2 dataframes
+        # all indicators on the informative sample MUST be calculated before this point
+        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
+        # FFill to have the 1d value available in every row throughout the day.
+        # Without this, comparisons would only work once per day.
+        dataframe = dataframe.ffill()
+        # Calculate rsi of the original dataframe (5m timeframe)
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
         # Do other stuff
+        # ...
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                (dataframe['rsi_1d'] < 30) &                     # Ensure daily RSI is < 30
+                (dataframe['volume'] > 0)                        # Ensure this candle had volume (important for backtesting)
+            ),
+            'buy'] = 1
+
 ```
 
 #### *get_pair_dataframe(pair, timeframe)*
@@ -460,7 +491,7 @@ if self.dp:
 
 !!! Warning "Warning in hyperopt"
     This option cannot currently be used during hyperopt.
-    
+
 #### *orderbook(pair, maximum)*
 
 ``` python
@@ -493,6 +524,7 @@ if self.dp:
     data returned from the exchange and add appropriate error handling / defaults.
 
 ***
+
 ### Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@@ -516,6 +548,7 @@ if self.wallets:
 - `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.

From 3271c773a76d93b361a8816d6e3ee39e20468186 Mon Sep 17 00:00:00 2001
From: Alex Pham <20041501+thopd88@users.noreply.github.com>
Date: Sun, 19 Jul 2020 21:30:55 +0700
Subject: [PATCH 728/783] Fix SQL syntax error when compare pair strings

First happens in Postgres
---
 freqtrade/rpc/rpc.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c73fcbf54..69faff533 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -523,7 +523,7 @@ class RPC:
         # check if valid pair
 
         # check if pair already has an open pair
-        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
         if trade:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
@@ -532,7 +532,7 @@ class RPC:
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price):
-            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
         else:
             return None

From dd3a2675b53c30e9f3ff23e9799d2cfd41352fb0 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Sun, 19 Jul 2020 22:02:53 +0700
Subject: [PATCH 729/783] Add telegram trades command to list recent trades

---
 freqtrade/rpc/telegram.py | 43 +++++++++++++++++++++++++++++++++++++++
 1 file changed, 43 insertions(+)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 13cc1afaf..72dbd2ea7 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -92,6 +92,7 @@ class Telegram(RPC):
             CommandHandler('stop', self._stop),
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
+            CommandHandler('trades', self._trades),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -496,6 +497,48 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _trades(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /trades 
+        Returns last n recent trades.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        stake_cur = self._config['stake_currency']
+        fiat_disp_cur = self._config.get('fiat_display_currency', '')
+        try:
+            nrecent = int(context.args[0])
+        except (TypeError, ValueError, IndexError):
+            nrecent = 10
+        try:
+            trades = self._rpc_trade_history(
+                nrecent
+            )
+            trades_tab = tabulate(
+                [[trade['open_date'],
+                  trade['pair'],
+                  f"{trade['open_rate']}",
+                  f"{trade['stake_amount']}",
+                  trade['close_date'],
+                  f"{trade['close_rate']}",
+                  f"{trade['close_profit_abs']}"] for trade in trades['trades']],
+                headers=[
+                    'Open Date',
+                    'Pair',
+                    'Open rate',
+                    'Stake Amount',
+                    'Close date',
+                    'Close rate',
+                    'Profit',
+                ],
+                tablefmt='simple')
+            message = f'{nrecent} recent trades:\n
        {trades_tab}
        '
+            self._send_msg(message, parse_mode=ParseMode.HTML)
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _performance(self, update: Update, context: CallbackContext) -> None:
         """

From 08fdd7d86331c5a2c55c69c130350a7b21a104e3 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Sun, 19 Jul 2020 22:10:59 +0700
Subject: [PATCH 730/783] Add telegram /delete command to delete tradeid

code inspired from _rpc_forcesell
---
 freqtrade/rpc/rpc.py      | 22 ++++++++++++++++++++++
 freqtrade/rpc/telegram.py | 19 +++++++++++++++++++
 2 files changed, 41 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c73fcbf54..2a3feea25 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -537,6 +537,28 @@ class RPC:
         else:
             return None
 
+    def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
+        """
+        Handler for delete .
+        Delete the given trade
+        """
+        def _exec_delete(trade: Trade) -> None:
+            Trade.session.delete(trade)
+            Trade.session.flush()
+
+        with self._freqtrade._sell_lock:
+            trade = Trade.get_trades(
+                trade_filter=[Trade.id == trade_id, ]
+            ).first()
+            if not trade:
+                logger.warning('delete: Invalid argument received')
+                raise RPCException('invalid argument')
+
+            _exec_delete(trade)
+            Trade.session.flush()
+            self._freqtrade.wallets.update()
+            return {'result': f'Deleted trade {trade_id}.'}
+
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
         Handler for performance.
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 72dbd2ea7..474376938 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -93,6 +93,7 @@ class Telegram(RPC):
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
             CommandHandler('trades', self._trades),
+            CommandHandler('delete', self._delete),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -497,6 +498,24 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _delete(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /delete .
+        Delete the given trade
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        trade_id = context.args[0] if len(context.args) > 0 else None
+        try:
+            msg = self._rpc_delete(trade_id)
+            self._send_msg('Delete Result: `{result}`'.format(**msg))
+
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _trades(self, update: Update, context: CallbackContext) -> None:
         """

From 37a9edfa35a8321ca38d353ab081a17263ea8f68 Mon Sep 17 00:00:00 2001
From: Pan Long 
Date: Mon, 20 Jul 2020 00:37:06 +0800
Subject: [PATCH 731/783] Correct a typo in stop loss doc.

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

diff --git a/docs/stoploss.md b/docs/stoploss.md
index ed00c1e33..bf7270dff 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -84,7 +84,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
 
 ``` python
     trailing_stop_positive_offset = 0.011
-    trailing_only_offset_is_reached = true
+    trailing_only_offset_is_reached = True
 ```
 
 Simplified example:

From 28f4a1101e58e38df1fddc22ff573e852a80de33 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Mon, 20 Jul 2020 10:54:17 +0700
Subject: [PATCH 732/783] Revert "Add telegram /delete command to delete
 tradeid"

This reverts commit 08fdd7d86331c5a2c55c69c130350a7b21a104e3.
---
 freqtrade/rpc/rpc.py      | 22 ----------------------
 freqtrade/rpc/telegram.py | 19 -------------------
 2 files changed, 41 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2a3feea25..c73fcbf54 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -537,28 +537,6 @@ class RPC:
         else:
             return None
 
-    def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
-        """
-        Handler for delete .
-        Delete the given trade
-        """
-        def _exec_delete(trade: Trade) -> None:
-            Trade.session.delete(trade)
-            Trade.session.flush()
-
-        with self._freqtrade._sell_lock:
-            trade = Trade.get_trades(
-                trade_filter=[Trade.id == trade_id, ]
-            ).first()
-            if not trade:
-                logger.warning('delete: Invalid argument received')
-                raise RPCException('invalid argument')
-
-            _exec_delete(trade)
-            Trade.session.flush()
-            self._freqtrade.wallets.update()
-            return {'result': f'Deleted trade {trade_id}.'}
-
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
         Handler for performance.
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 474376938..72dbd2ea7 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -93,7 +93,6 @@ class Telegram(RPC):
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
             CommandHandler('trades', self._trades),
-            CommandHandler('delete', self._delete),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -498,24 +497,6 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e))
 
-    @authorized_only
-    def _delete(self, update: Update, context: CallbackContext) -> None:
-        """
-        Handler for /delete .
-        Delete the given trade
-        :param bot: telegram bot
-        :param update: message update
-        :return: None
-        """
-
-        trade_id = context.args[0] if len(context.args) > 0 else None
-        try:
-            msg = self._rpc_delete(trade_id)
-            self._send_msg('Delete Result: `{result}`'.format(**msg))
-
-        except RPCException as e:
-            self._send_msg(str(e))
-
     @authorized_only
     def _trades(self, update: Update, context: CallbackContext) -> None:
         """

From eaa7370174e1b5188192e99bb205f2f03e8063b0 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Mon, 20 Jul 2020 11:08:18 +0700
Subject: [PATCH 733/783] add /delete command

---
 freqtrade/rpc/rpc.py      | 22 ++++++++++++++++++++++
 freqtrade/rpc/telegram.py | 20 ++++++++++++++++++++
 2 files changed, 42 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c73fcbf54..b76259ad2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -536,6 +536,28 @@ class RPC:
             return trade
         else:
             return None
+            
+    def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
+        """
+        Handler for delete .
+        Delete the given trade
+        """
+        def _exec_delete(trade: Trade) -> None:
+            Trade.session.delete(trade)
+            Trade.session.flush()
+
+        with self._freqtrade._sell_lock:
+            trade = Trade.get_trades(
+                trade_filter=[Trade.id == trade_id, ]
+            ).first()
+            if not trade:
+                logger.warning('delete: Invalid argument received')
+                raise RPCException('invalid argument')
+
+            _exec_delete(trade)
+            Trade.session.flush()
+            self._freqtrade.wallets.update()
+            return {'result': f'Deleted trade {trade_id}.'}
 
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 13cc1afaf..7d006c4e5 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -92,6 +92,7 @@ class Telegram(RPC):
             CommandHandler('stop', self._stop),
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
+            CommandHandler('delete', self._delete),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -496,6 +497,24 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _delete(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /delete .
+        Delete the given trade
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        trade_id = context.args[0] if len(context.args) > 0 else None
+        try:
+            msg = self._rpc_delete(trade_id)
+            self._send_msg('Delete Result: `{result}`'.format(**msg))
+
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _performance(self, update: Update, context: CallbackContext) -> None:
         """
@@ -613,6 +632,7 @@ class Telegram(RPC):
                    "*/forcesell |all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"
                    f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
+                   "*/delete :* `Instantly delete the given trade in the database`\n"
                    "*/performance:* `Show performance of each finished trade grouped by pair`\n"
                    "*/daily :* `Shows profit or loss per day, over the last n days`\n"
                    "*/count:* `Show number of trades running compared to allowed number of trades`"

From 811028ae926c47ee60e1904da2a3468e2c753bdd Mon Sep 17 00:00:00 2001
From: gautier pialat 
Date: Mon, 20 Jul 2020 07:17:34 +0200
Subject: [PATCH 734/783] missing coma in sql request

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

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index f4cb473ff..748b16928 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -123,7 +123,7 @@ SET is_open=0,
   close_date='2020-06-20 03:08:45.103418',
   close_rate=0.19638016,
   close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open)))
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))),
   sell_reason='force_sell'  
 WHERE id=31;
 ```

From 4c97527b041234d6865d24fb490963b1c17b88ea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jul 2020 19:11:15 +0200
Subject: [PATCH 735/783] FIx failing test

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 72dbd2ea7..343b26072 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -506,8 +506,6 @@ class Telegram(RPC):
         :param update: message update
         :return: None
         """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
         try:
             nrecent = int(context.args[0])
         except (TypeError, ValueError, IndexError):
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 0a4352f5b..1ea211584 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -60,7 +60,7 @@ def test__init__(default_conf, mocker) -> None:
     assert telegram._config == default_conf
 
 
-def test_init(default_conf, mocker, caplog) -> None:
+def test_telegram_init(default_conf, mocker, caplog) -> None:
     start_polling = MagicMock()
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling))
 
@@ -72,7 +72,7 @@ def test_init(default_conf, mocker, caplog) -> None:
     assert start_polling.start_polling.call_count == 1
 
     message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
-                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
+                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
                    "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
                    "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
                    "['edge'], ['help'], ['version']]")

From 21dcef113431e4b42be7acc33d6353f1db33d96e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jul 2020 19:50:29 +0200
Subject: [PATCH 736/783] Add trade_id to webhooks

allowing for easier corelation of different messages
---
 docs/webhook-config.md         | 4 ++++
 freqtrade/freqtradebot.py      | 4 ++++
 tests/rpc/test_rpc_telegram.py | 3 +++
 tests/test_freqtradebot.py     | 4 ++++
 4 files changed, 15 insertions(+)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 70a41dd46..db6d4d1ef 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne
 The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@@ -63,6 +64,7 @@ Possible parameters are:
 The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@@ -79,6 +81,7 @@ Possible parameters are:
 The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`
@@ -100,6 +103,7 @@ Possible parameters are:
 The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 38afe3230..a6d96ef77 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -598,6 +598,7 @@ class FreqtradeBot:
         Sends rpc notification when a buy occured.
         """
         msg = {
+            'trade_id': trade.id,
             'type': RPCMessageType.BUY_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
@@ -621,6 +622,7 @@ class FreqtradeBot:
         current_rate = self.get_buy_rate(trade.pair, False)
 
         msg = {
+            'trade_id': trade.id,
             'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
@@ -1149,6 +1151,7 @@ class FreqtradeBot:
 
         msg = {
             'type': RPCMessageType.SELL_NOTIFICATION,
+            'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
@@ -1191,6 +1194,7 @@ class FreqtradeBot:
 
         msg = {
             'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+            'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 0a4352f5b..631817624 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -725,6 +725,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'profit',
@@ -784,6 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
@@ -832,6 +834,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     msg = rpc_mock.call_args_list[0][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ada0d87fd..c7089abfe 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2572,6 +2572,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     assert rpc_mock.call_count == 1
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
+        'trade_id': 1,
         'type': RPCMessageType.SELL_NOTIFICATION,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
@@ -2622,6 +2623,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
@@ -2678,6 +2680,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
 
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'loss',
@@ -2883,6 +2886,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
+        'trade_id': 1,
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'gain': 'profit',

From 7d6708fc6a3fa56381f72882ab09a330e207f792 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 20 Jul 2020 20:03:03 +0200
Subject: [PATCH 737/783] Reduce severity of hyperopt "does not provide"
 messages

closes #3371
---
 freqtrade/resolvers/hyperopt_resolver.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 633363134..abbfee6ed 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -42,14 +42,14 @@ class HyperOptResolver(IResolver):
                                                 extra_dir=config.get('hyperopt_path'))
 
         if not hasattr(hyperopt, 'populate_indicators'):
-            logger.warning("Hyperopt class does not provide populate_indicators() method. "
-                           "Using populate_indicators from the strategy.")
+            logger.info("Hyperopt class does not provide populate_indicators() method. "
+                        "Using populate_indicators from the strategy.")
         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.")
+            logger.info("Hyperopt class does not provide populate_buy_trend() method. "
+                        "Using populate_buy_trend from the strategy.")
         if not hasattr(hyperopt, 'populate_sell_trend'):
-            logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
-                           "Using populate_sell_trend from the strategy.")
+            logger.info("Hyperopt class does not provide populate_sell_trend() method. "
+                        "Using populate_sell_trend from the strategy.")
         return hyperopt
 
 

From 939f91734f2723a72f6545feef2edfef8beaa9c4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 21 Jul 2020 20:34:19 +0200
Subject: [PATCH 738/783] Test confirming 0 division ...

---
 tests/conftest.py               | 52 +++++++++++++++++++++++++++++++--
 tests/pairlist/test_pairlist.py |  9 ++++--
 2 files changed, 56 insertions(+), 5 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 43dc8ca78..e2bdf7da5 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -661,7 +661,8 @@ def shitcoinmarkets(markets):
     Fixture with shitcoin markets - used to test filters in pairlists
     """
     shitmarkets = deepcopy(markets)
-    shitmarkets.update({'HOT/BTC': {
+    shitmarkets.update({
+        'HOT/BTC': {
             'id': 'HOTBTC',
             'symbol': 'HOT/BTC',
             'base': 'HOT',
@@ -766,7 +767,32 @@ def shitcoinmarkets(markets):
             "spot": True,
             "future": False,
             "active": True
-    },
+        },
+        'ADADOUBLE/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "ADADOUBLEUSDT",
+            "symbol": "ADADOUBLE/USDT",
+            "base": "ADADOUBLE",
+            "quote": "USDT",
+            "baseId": "ADADOUBLE",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+        },
         })
     return shitmarkets
 
@@ -1388,6 +1414,28 @@ def tickers():
             "quoteVolume": 0.0,
             "info": {}
         },
+        "ADADOUBLE/USDT": {
+            "symbol": "ADADOUBLE/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": None,
+            "low": None,
+            "bid": 0.7305,
+            "bidVolume": None,
+            "ask": 0.7342,
+            "askVolume": None,
+            "vwap": None,
+            "open": None,
+            "close": None,
+            "last": 0,
+            "previousClose": None,
+            "change": None,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 0.0,
+            "quoteVolume": 0.0,
+            "info": {}
+        },
     })
 
 
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index e23102162..efe4a784b 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -235,7 +235,7 @@ 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', 'NANO/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
     # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
@@ -303,11 +303,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 77}],
-     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+     "USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
     # ShuffleFilter, other seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 42}],
-     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']),
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
@@ -347,6 +347,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       {"method": "StaticPairList"}],
      "BTC", 'static_in_the_middle'),
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       ohlcv_history_list, pairlists, base_currency,

From 6a10c715fae72a466afb040dae8e1a55334c38f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 21 Jul 2020 20:34:29 +0200
Subject: [PATCH 739/783] Fix 0 division (if last = 0, something went wrong!)

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

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 5ee1df078..b3b2f43dc 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -56,7 +56,7 @@ class PriceFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
-        if ticker['last'] is None:
+        if ticker['last'] is None or ticker['last'] == 0:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")

From 2a5f8d889588e258191bc67f524d3b72d6a47d66 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 22 Jul 2020 06:22:45 +0000
Subject: [PATCH 740/783] Bump python from 3.8.4-slim-buster to
 3.8.5-slim-buster

Bumps python from 3.8.4-slim-buster to 3.8.5-slim-buster.

Signed-off-by: dependabot[bot] 
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index f27167cc5..e1220e3b8 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.8.4-slim-buster
+FROM python:3.8.5-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev sqlite3 \

From f5f529cacedd2fe9cb2807b1e6ce4b0b520158f2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 22 Jul 2020 15:15:50 +0200
Subject: [PATCH 741/783] Use correct initialization of DataProvider

---
 freqtrade/plot/plotting.py | 8 +++++---
 tests/test_plotting.py     | 4 +++-
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index db83448c0..a933c6a76 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -10,12 +10,13 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
-from freqtrade.resolvers import StrategyResolver
-from freqtrade.data.dataprovider import DataProvider
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
@@ -468,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
     """
     strategy = StrategyResolver.load_strategy(config)
 
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
+    IStrategy.dp = DataProvider(config, exchange)
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
     pair_counter = 0
@@ -475,7 +478,6 @@ def load_and_plot_trades(config: Dict[str, Any]):
         pair_counter += 1
         logger.info("analyse pair %s", pair)
 
-        strategy.dp = DataProvider(config, config["exchange"])
         df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
         trades_pair = trades.loc[trades['pair'] == pair]
         trades_pair = extract_trades_of_period(df_analyzed, trades_pair)
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 05805eb24..8f4512c4b 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -21,7 +21,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
                                      load_and_plot_trades, plot_profit,
                                      plot_trades, store_plot_file)
 from freqtrade.resolvers import StrategyResolver
-from tests.conftest import get_args, log_has, log_has_re
+from tests.conftest import get_args, log_has, log_has_re, patch_exchange
 
 
 def fig_generating_mock(fig, *args, **kwargs):
@@ -316,6 +316,8 @@ def test_start_plot_dataframe(mocker):
 
 
 def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
+    patch_exchange(mocker)
+
     default_conf['trade_source'] = 'file'
     default_conf["datadir"] = testdatadir
     default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"

From 0502fe0496382e6cc2a04161ad3a15f4f9f40e26 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Thu, 23 Jul 2020 09:36:05 +0700
Subject: [PATCH 742/783] New /trades 3 columns and exclude open trades

---
 freqtrade/rpc/telegram.py | 16 +++++-----------
 1 file changed, 5 insertions(+), 11 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 343b26072..87a0cdd62 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,6 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
+import arrow
 from typing import Any, Callable, Dict
 
 from tabulate import tabulate
@@ -506,6 +507,7 @@ class Telegram(RPC):
         :param update: message update
         :return: None
         """
+        stake_cur = self._config['stake_currency']
         try:
             nrecent = int(context.args[0])
         except (TypeError, ValueError, IndexError):
@@ -515,21 +517,13 @@ class Telegram(RPC):
                 nrecent
             )
             trades_tab = tabulate(
-                [[trade['open_date'],
+                [[arrow.get(trade['open_date']).humanize(),
                   trade['pair'],
-                  f"{trade['open_rate']}",
-                  f"{trade['stake_amount']}",
-                  trade['close_date'],
-                  f"{trade['close_rate']}",
-                  f"{trade['close_profit_abs']}"] for trade in trades['trades']],
+                  f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] for trade in trades['trades'] if trade['close_profit'] is not None],
                 headers=[
                     'Open Date',
                     'Pair',
-                    'Open rate',
-                    'Stake Amount',
-                    'Close date',
-                    'Close rate',
-                    'Profit',
+                    f'Profit ({stake_cur})',
                 ],
                 tablefmt='simple')
             message = f'{nrecent} recent trades:\n
        {trades_tab}
        '

From a3daf8e41c209e061a3e50f1b5fcba3802bf6421 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Thu, 23 Jul 2020 09:47:53 +0700
Subject: [PATCH 743/783] Fix line too long

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 87a0cdd62..943d092db 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -519,7 +519,8 @@ class Telegram(RPC):
             trades_tab = tabulate(
                 [[arrow.get(trade['open_date']).humanize(),
                   trade['pair'],
-                  f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] for trade in trades['trades'] if trade['close_profit'] is not None],
+                  f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
+                  for trade in trades['trades'] if trade['close_profit'] is not None],
                 headers=[
                     'Open Date',
                     'Pair',

From 0bad55637e5e5907d9133df6973c1926056ac6d0 Mon Sep 17 00:00:00 2001
From: thopd88 <20041501+thopd88@users.noreply.github.com>
Date: Thu, 23 Jul 2020 10:12:52 +0700
Subject: [PATCH 744/783] fix flake8 indent error

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 943d092db..66583fa53 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -520,7 +520,7 @@ class Telegram(RPC):
                 [[arrow.get(trade['open_date']).humanize(),
                   trade['pair'],
                   f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
-                  for trade in trades['trades'] if trade['close_profit'] is not None],
+                 for trade in trades['trades'] if trade['close_profit'] is not None],
                 headers=[
                     'Open Date',
                     'Pair',

From 0f18b2a0d45d3056cd52830f3081b359895bb044 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:12:14 +0200
Subject: [PATCH 745/783] Add test and fix case where no trades were closed yet

---
 freqtrade/rpc/telegram.py      |  3 ++-
 tests/rpc/test_rpc_telegram.py | 35 ++++++++++++++++++++++++++++++++--
 2 files changed, 35 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 66583fa53..153be1e25 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -527,7 +527,8 @@ class Telegram(RPC):
                     f'Profit ({stake_cur})',
                 ],
                 tablefmt='simple')
-            message = f'{nrecent} recent trades:\n
        {trades_tab}
        '
+            message = (f"{min(trades['trades_count'], nrecent)} recent trades:\n"
+                       + (f"
        {trades_tab}
        " if trades['trades_count'] > 0 else ''))
             self._send_msg(message, parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 1ea211584..f011b631d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -21,8 +21,9 @@ from freqtrade.rpc import RPCMessageType
 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_whitelist)
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
+                            log_has, patch_exchange, patch_get_signal,
+                            patch_whitelist)
 
 
 class DummyCls(Telegram):
@@ -1143,6 +1144,36 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
     assert 'Pair      Winrate    Expectancy    Stoploss' in msg_mock.call_args_list[0][0][0]
 
 
+def test_telegram_trades(mocker, update, default_conf, fee):
+    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)
+    context = MagicMock()
+    context.args = []
+
+    telegram._trades(update=update, context=context)
+    assert "0 recent trades:" in msg_mock.call_args_list[0][0][0]
+    assert "
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HcmV?d00001

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index 7dbdd77dd..0a55b6ddd 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -7,10 +7,10 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

From a8f523adae66fb0eb4f28ffff4cd8394c7b6b0d4 Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 19:32:28 +0400
Subject: [PATCH 291/783] attached pairlist manager onto dataprovider init for
 unified access to dynamic whitelist

---
 freqtrade/data/dataprovider.py  | 12 +++++----
 freqtrade/freqtradebot.py       |  6 ++---
 tests/data/test_dataprovider.py | 46 ++++++++++++++++++++-------------
 3 files changed, 38 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index af0914939..01397d6b7 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,6 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -18,9 +19,10 @@ logger = logging.getLogger(__name__)
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists: Optional = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
@@ -125,8 +127,8 @@ class DataProvider:
         As available pairs does not show whitelist until after informative pairs have been cached.
         :return: list of pairs in whitelist
         """
-        from freqtrade.pairlist.pairlistmanager import PairListManager
 
-        pairlists = PairListManager(self._exchange, self._config)
-        pairlists.refresh_pairlist()
-        return pairlists.whitelist
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4f4b3e3bb..73f0873e4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -71,15 +71,15 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.pairlists = PairListManager(self.exchange, self.config)
+
+        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e5af80bc8..247703619 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,12 @@
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import MagicMock, patch
 
 from pandas import DataFrame
+import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot
+from tests.conftest import get_patched_exchange
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -151,21 +153,29 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
-    default_conf.update(
-        {"pairlists": [{"method": "VolumePairList",
-                        "number_assets": 10,
-                        "sort_key": "quoteVolume"}], }, )
-    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
+@patch('freqtrade.exchange.Exchange')
+def test_current_whitelist(exchange, PairListManager, default_conf):
+    # patch default conf to volumepairlist
+    default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
-    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
-                          exchange_has=MagicMock(return_value=True), )
-    bot = get_patched_freqtradebot(mocker, default_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', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+    pairlist = PairListManager(exchange, default_conf)
+    dp = DataProvider(default_conf, exchange, pairlist)
 
-    current_wl = bot.dataprovider.current_whitelist()
-    assert whitelist == current_wl
+    # Simulate volumepairs from exchange.
+    # pairlist.refresh_pairlist()
+    # Set the pairs manually... this would be done in refresh pairlist default whitelist + volumePL - blacklist
+    default_whitelist = default_conf['exchange']['pair_whitelist']
+    default_blacklist = default_conf['exchange']['pair_blacklist']
+    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
+    current_whitelist = list(set(volume_pairlist + default_whitelist))
+    for pair in default_blacklist:
+        if pair in current_whitelist:
+            current_whitelist.remove(pair)
+    pairlist._whitelist = current_whitelist
+
+    assert dp.current_whitelist() == pairlist._whitelist
+
+    with pytest.raises(OperationalException) as e:
+        dp = DataProvider(default_conf, exchange)
+        dp.current_whitelist()

From bc9efc31ad6c6e0806111384e6fa8229285d298a Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 6 May 2020 19:48:57 +0400
Subject: [PATCH 292/783] Added Method for accessing current pair list on
 initialization for dynamic informative pairs

moved import into function to avoid circular import with hyperopt
---
 freqtrade/data/dataprovider.py  | 14 ++++++++++++++
 tests/data/test_dataprovider.py | 33 +++++++++++++++++++++++++--------
 2 files changed, 39 insertions(+), 8 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 1df710152..af0914939 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -116,3 +116,17 @@ class DataProvider:
         can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
         """
         return RunMode(self._config.get('runmode', RunMode.OTHER))
+
+    def current_whitelist(self) -> List[str]:
+        """
+        fetch latest available whitelist.
+
+        Useful when you have a large whitelist and need to call each pair as an informative pair.
+        As available pairs does not show whitelist until after informative pairs have been cached.
+        :return: list of pairs in whitelist
+        """
+        from freqtrade.pairlist.pairlistmanager import PairListManager
+
+        pairlists = PairListManager(self._exchange, self._config)
+        pairlists.refresh_pairlist()
+        return pairlists.whitelist
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 2b3dda188..e5af80bc8 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,10 @@
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange
+from tests.conftest import get_patched_exchange, get_patched_freqtradebot
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -64,8 +64,8 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC",
-                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
+        .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
@@ -90,10 +90,7 @@ def test_available_pairs(mocker, default_conf, ohlcv_history):
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
-    assert dp.available_pairs == [
-        ("XRP/BTC", ticker_interval),
-        ("UNITTEST/BTC", ticker_interval),
-    ]
+    assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):
@@ -152,3 +149,23 @@ def test_market(mocker, default_conf, markets):
 
     res = dp.market('UNITTEST/BTC')
     assert res is None
+
+
+def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
+    default_conf.update(
+        {"pairlists": [{"method": "VolumePairList",
+                        "number_assets": 10,
+                        "sort_key": "quoteVolume"}], }, )
+    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=True), )
+    bot = get_patched_freqtradebot(mocker, default_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', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+
+    current_wl = bot.dataprovider.current_whitelist()
+    assert whitelist == current_wl

From a5bfa5515cbdbab500dbe9df614730107804bacd Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 20:13:06 +0400
Subject: [PATCH 293/783] Fix flake8 mypy

---
 freqtrade/data/dataprovider.py  | 2 +-
 tests/data/test_dataprovider.py | 6 ++++--
 2 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 01397d6b7..984652e24 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -22,7 +22,7 @@ class DataProvider:
     def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
-        self._pairlists: Optional = pairlists
+        self._pairlists = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 247703619..45ce1c009 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -164,7 +164,9 @@ def test_current_whitelist(exchange, PairListManager, default_conf):
 
     # Simulate volumepairs from exchange.
     # pairlist.refresh_pairlist()
-    # Set the pairs manually... this would be done in refresh pairlist default whitelist + volumePL - blacklist
+
+    # Set the pairs manually... this would be done in refresh pairlist
+    # default whitelist + volumePL - blacklist
     default_whitelist = default_conf['exchange']['pair_whitelist']
     default_blacklist = default_conf['exchange']['pair_blacklist']
     volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
@@ -176,6 +178,6 @@ def test_current_whitelist(exchange, PairListManager, default_conf):
 
     assert dp.current_whitelist() == pairlist._whitelist
 
-    with pytest.raises(OperationalException) as e:
+    with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)
         dp.current_whitelist()

From 9fbe1357902aa90243309781f164e7328fdc5b9a Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 19:32:28 +0400
Subject: [PATCH 294/783] attached pairlist manager onto dataprovider init for
 unified access to dynamic whitelist

---
 freqtrade/data/dataprovider.py  | 12 +++++----
 freqtrade/freqtradebot.py       |  6 ++---
 tests/data/test_dataprovider.py | 48 ++++++++++++++++++++-------------
 3 files changed, 40 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index af0914939..984652e24 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,6 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -18,9 +19,10 @@ logger = logging.getLogger(__name__)
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
@@ -125,8 +127,8 @@ class DataProvider:
         As available pairs does not show whitelist until after informative pairs have been cached.
         :return: list of pairs in whitelist
         """
-        from freqtrade.pairlist.pairlistmanager import PairListManager
 
-        pairlists = PairListManager(self._exchange, self._config)
-        pairlists.refresh_pairlist()
-        return pairlists.whitelist
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4f4b3e3bb..73f0873e4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -71,15 +71,15 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.pairlists = PairListManager(self.exchange, self.config)
+
+        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e5af80bc8..45ce1c009 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,12 @@
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import MagicMock, patch
 
 from pandas import DataFrame
+import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot
+from tests.conftest import get_patched_exchange
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -151,21 +153,31 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
-    default_conf.update(
-        {"pairlists": [{"method": "VolumePairList",
-                        "number_assets": 10,
-                        "sort_key": "quoteVolume"}], }, )
-    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
+@patch('freqtrade.exchange.Exchange')
+def test_current_whitelist(exchange, PairListManager, default_conf):
+    # patch default conf to volumepairlist
+    default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
-    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
-                          exchange_has=MagicMock(return_value=True), )
-    bot = get_patched_freqtradebot(mocker, default_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', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+    pairlist = PairListManager(exchange, default_conf)
+    dp = DataProvider(default_conf, exchange, pairlist)
 
-    current_wl = bot.dataprovider.current_whitelist()
-    assert whitelist == current_wl
+    # Simulate volumepairs from exchange.
+    # pairlist.refresh_pairlist()
+
+    # Set the pairs manually... this would be done in refresh pairlist
+    # default whitelist + volumePL - blacklist
+    default_whitelist = default_conf['exchange']['pair_whitelist']
+    default_blacklist = default_conf['exchange']['pair_blacklist']
+    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
+    current_whitelist = list(set(volume_pairlist + default_whitelist))
+    for pair in default_blacklist:
+        if pair in current_whitelist:
+            current_whitelist.remove(pair)
+    pairlist._whitelist = current_whitelist
+
+    assert dp.current_whitelist() == pairlist._whitelist
+
+    with pytest.raises(OperationalException):
+        dp = DataProvider(default_conf, exchange)
+        dp.current_whitelist()

From c8f3ef884b13e359c572043b6e9e7892a448cb2d Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 11 May 2020 20:22:19 +0300
Subject: [PATCH 295/783] Minor: Add filterwarning for DeprecationWarning in
 test

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

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 6c2d6c9dd..093cbf966 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -649,6 +649,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         assert log_has(line, caplog)
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker)

From 258071928f8c673ab18cff5442c9abf5c0026f0e Mon Sep 17 00:00:00 2001
From: prashanthsandela 
Date: Mon, 11 May 2020 17:21:04 -0700
Subject: [PATCH 296/783] Correct log path in doc.

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

diff --git a/docs/docker.md b/docs/docker.md
index cd24994bc..ad98864a6 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -65,7 +65,7 @@ docker-compose up -d
 
 #### Docker-compose logs
 
-Logs will be written to `user_data/freqtrade.log`. 
+Logs will be written to `user_data/logs/freqtrade.log`. 
 Alternatively, you can check the latest logs using `docker-compose logs -f`.
 
 #### Database

From e864db1843c378b0eb8c6936f1b8a4aa3230eddc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 06:38:14 +0200
Subject: [PATCH 297/783] Update test for dp.current_whitelist

---
 tests/data/test_dataprovider.py | 27 +++++++++++----------------
 1 file changed, 11 insertions(+), 16 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 45ce1c009..3e42abb95 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,9 +1,10 @@
-from unittest.mock import MagicMock, patch
+from unittest.mock import MagicMock
 
 from pandas import DataFrame
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
@@ -153,30 +154,24 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
-@patch('freqtrade.exchange.Exchange')
-def test_current_whitelist(exchange, PairListManager, default_conf):
+def test_current_whitelist(mocker, default_conf, tickers):
     # patch default conf to volumepairlist
     default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers)
+    exchange = get_patched_exchange(mocker, default_conf)
+
     pairlist = PairListManager(exchange, default_conf)
     dp = DataProvider(default_conf, exchange, pairlist)
 
     # Simulate volumepairs from exchange.
-    # pairlist.refresh_pairlist()
-
-    # Set the pairs manually... this would be done in refresh pairlist
-    # default whitelist + volumePL - blacklist
-    default_whitelist = default_conf['exchange']['pair_whitelist']
-    default_blacklist = default_conf['exchange']['pair_blacklist']
-    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
-    current_whitelist = list(set(volume_pairlist + default_whitelist))
-    for pair in default_blacklist:
-        if pair in current_whitelist:
-            current_whitelist.remove(pair)
-    pairlist._whitelist = current_whitelist
+    pairlist.refresh_pairlist()
 
     assert dp.current_whitelist() == pairlist._whitelist
+    # The identity of the 2 lists should be identical
+    assert dp.current_whitelist() is pairlist._whitelist
 
     with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)

From aa25461e8854cd7e525b3b7eeddf1bfd8ae3a8d3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 07:20:59 +0200
Subject: [PATCH 298/783] Show forcebuy status so it's visible before calling
 forcebuy.

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 10eeb572f..851092f1a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -104,6 +104,7 @@ class RPC:
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
+            'forcebuy_enabled': self._freqtrade.config.get('forcebuy_enable', False),
             'state': str(self._freqtrade.state)
         }
         return val

From e2b9c248568a03b30016a3c13ac72b5f8f51ef91 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 12 May 2020 13:54:13 +0300
Subject: [PATCH 299/783] Docs: Fix sample in strategy-advanced

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

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 39e92d651..684e58f22 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -20,7 +20,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):
@@ -59,7 +59,7 @@ class Awesomestrategy(IStrategy):
 ### Custom order timeout example (using additional data)
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):

From 77c9334c50cc43453b71e5ab4bd9e3353e8f80c0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 13:39:24 +0200
Subject: [PATCH 300/783] Use available config object

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 851092f1a..d3b6b9639 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -104,7 +104,7 @@ class RPC:
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
-            'forcebuy_enabled': self._freqtrade.config.get('forcebuy_enable', False),
+            'forcebuy_enabled': config.get('forcebuy_enable', False),
             'state': str(self._freqtrade.state)
         }
         return val

From f1367b38a4c52c605287d876721c9070873eb901 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 12 May 2020 14:42:33 +0300
Subject: [PATCH 301/783] Docs: Fix the fix

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

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 684e58f22..69e2256a1 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -20,7 +20,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime
+from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):

From 63dfe3669ff994b535adde5f1609bbba283de69f Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 13 May 2020 00:25:57 +0400
Subject: [PATCH 302/783] Updated docs for #3267

---
 docs/strategy-customization.md | 160 +++++++++++++++++++++------------
 1 file changed, 105 insertions(+), 55 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c4fc55811..20cde7556 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -324,62 +324,9 @@ class Awesomestrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
-### Additional data (DataProvider)
+***
 
-The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
-
-All methods return `None` in case of failure (do not raise an exception).
-
-Please always check the mode of operation to select the correct method to get data (samples see below).
-
-#### Possible options for DataProvider
-
-- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `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 / historical candle (OHLCV) data for the first informative pair
-
-``` python
-if self.dp:
-    inf_pair, inf_timeframe = self.informative_pairs()[0]
-    informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             timeframe=inf_timeframe)
-```
-
-!!! 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"
-    This option cannot currently be used during hyperopt.
-
-#### Orderbook
-
-``` python
-if self.dp:
-    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]
-```
-
-!!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
-    method is used.
-
-#### Available Pairs
-
-``` python
-if self.dp:
-    for pair, timeframe in self.dp.available_pairs:
-        print(f"available {pair}, {timeframe}")
-```
+### Additional data (informative_pairs)
 
 #### Get data for non-tradeable pairs
 
@@ -404,6 +351,108 @@ 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 being blocked.
 
+***
+
+### Additional data (DataProvider)
+
+The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+
+All methods return `None` in case of failure (do not raise an exception).
+
+Please always check the mode of operation to select the correct method to get data (samples see below).
+
+#### Possible options for DataProvider
+
+- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
+- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
+- [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-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).
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
+- `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.
+- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
+- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- `runmode` - Property containing the current runmode.
+
+#### Example Usages:
+
+#### *available_pairs*
+
+``` python
+if self.dp:
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
+```
+
+#### *current_whitelist()*
+Imagine you've developed a strategy that trades the `1m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+
+The strategy might look something like this:
+
+*Scan through the top 10 pairs by volume using the `VolumePairList` every minute and use a 14 day ATR to buy and sell.*
+
+Due to the limited available data, it's impossible to resample our `1m` candles into daily candles for use in the 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1/3 of a daily candle. We need 14 days at least!
+
+Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
+
+This is where calling `self.dp.current_whitelist()` comes in handy.
+
+```python
+class SampleStrategy(IStrategy):
+    # strategy init stuff...
+
+    ticker_interval = '1m'
+
+    # more strategy init stuff..
+
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist. 
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        return informative_pairs
+
+    def populate_indicators(self, dataframe, metadata):
+        # Get the informative pair
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
+        # Get the 14 day ATR.
+        atr = ta.ATR(informative, timeperiod=14)
+        # Assign the Daily atr to the 1 minute dataframe.
+        dataframe['daily_atr'] = atr
+```
+
+#### *get_pair_dataframe(pair, timeframe)*
+
+``` python
+# fetch live / historical candle (OHLCV) data for the first informative pair
+if self.dp:
+    inf_pair, inf_timeframe = self.informative_pairs()[0]
+    informative = self.dp.get_pair_dataframe(pair=inf_pair,
+                                             timeframe=inf_timeframe)
+```
+
+!!! 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"
+    This option cannot currently be used during hyperopt.
+
+#### *orderbook(pair, maximum)*
+
+``` python
+if self.dp:
+    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]
+```
+
+!!! Warning
+    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+    method is used.
+
+***
 ### Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@@ -426,6 +475,7 @@ 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.

From 0c3bdd66aca0dab2ce912a547c57e24239babc95 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 06:50:52 +0200
Subject: [PATCH 303/783] Update sql cheatsheet iwth current table structure

---
 docs/sql_cheatsheet.md | 79 +++++++++++++++++++++++++++---------------
 1 file changed, 51 insertions(+), 28 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index b7b38c3dc..895a0536a 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -1,13 +1,20 @@
 # SQL Helper
+
 This page contains some help if you want to edit your sqlite db.
 
 ## Install sqlite3
-**Ubuntu/Debian installation**
+
+Sqlite3 is a terminal based sqlite application.
+Feel free to use a visual Database editor like SqliteBrowser if you feel more comfortable with that.
+
+### Ubuntu/Debian installation
+
 ```bash
 sudo apt-get install sqlite3
 ```
 
 ## Open the DB
+
 ```bash
 sqlite3
 .open 
@@ -16,45 +23,61 @@ sqlite3
 ## Table structure
 
 ### List tables
+
 ```bash
 .tables
 ```
 
 ### Display table structure
+
 ```bash
 .schema 
 ```
 
 ### Trade table structure
+
 ```sql
-CREATE TABLE trades (
-	id INTEGER NOT NULL,
-	exchange VARCHAR NOT NULL,
-	pair VARCHAR NOT NULL,
-	is_open BOOLEAN NOT NULL,
-	fee_open FLOAT NOT NULL,
-	fee_close FLOAT NOT NULL,
-	open_rate FLOAT,
-	open_rate_requested FLOAT,
-	close_rate FLOAT,
-	close_rate_requested FLOAT,
-	close_profit FLOAT,
-	stake_amount FLOAT NOT NULL,
-	amount FLOAT,
-	open_date DATETIME NOT NULL,
-	close_date DATETIME,
-	open_order_id VARCHAR,
-	stop_loss FLOAT,
-	initial_stop_loss FLOAT,
-	stoploss_order_id VARCHAR,
-	stoploss_last_update DATETIME,
-	max_rate FLOAT,
-	sell_reason VARCHAR,
-	strategy VARCHAR,
-	ticker_interval INTEGER,
-	PRIMARY KEY (id),
-	CHECK (is_open IN (0, 1))
+CREATE TABLE trades
+    id INTEGER NOT NULL,
+    exchange VARCHAR NOT NULL,
+    pair VARCHAR NOT NULL,
+    is_open BOOLEAN NOT NULL,
+    fee_open FLOAT NOT NULL,
+    fee_open_cost FLOAT,
+    fee_open_currency VARCHAR,
+    fee_close FLOAT NOT NULL,
+    fee_close_cost FLOAT,
+    fee_close_currency VARCHAR,
+    open_rate FLOAT,
+    open_rate_requested FLOAT,
+    open_trade_price FLOAT,
+    close_rate FLOAT,
+    close_rate_requested FLOAT,
+    close_profit FLOAT,
+    close_profit_abs FLOAT,
+    stake_amount FLOAT NOT NULL,
+    amount FLOAT,
+    open_date DATETIME NOT NULL,
+    close_date DATETIME,
+    open_order_id VARCHAR,
+    stop_loss FLOAT,
+    stop_loss_pct FLOAT,
+    initial_stop_loss FLOAT,
+    initial_stop_loss_pct FLOAT,
+    stoploss_order_id VARCHAR,
+    stoploss_last_update DATETIME,
+    max_rate FLOAT,
+    min_rate FLOAT,
+    sell_reason VARCHAR,
+    strategy VARCHAR,
+    ticker_interval INTEGER,
+    PRIMARY KEY (id),
+    CHECK (is_open IN (0, 1))
 );
+CREATE INDEX ix_trades_stoploss_order_id ON trades (stoploss_order_id);
+CREATE INDEX ix_trades_pair ON trades (pair);
+CREATE INDEX ix_trades_is_open ON trades (is_open);
+
 ```
 
 ## Get all trades in the table

From fe3ea8e7ec4f3c8af8dfec2a02b5299a926acf58 Mon Sep 17 00:00:00 2001
From: bmoulkaf 
Date: Wed, 13 May 2020 05:15:18 +0000
Subject: [PATCH 304/783] Fix stoploss on binance bug

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

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 875628af9..37183dc2c 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -72,7 +72,7 @@ class Binance(Exchange):
             rate = self.price_to_precision(pair, rate)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=stop_price, params=params)
+                                           amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order

From 6e86a47764d1d246d4603292c864547200fa5bbf Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 13 May 2020 14:49:16 +0400
Subject: [PATCH 305/783] updated docs

---
 docs/strategy-customization.md | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 20cde7556..d5bc76c65 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -383,13 +383,13 @@ if self.dp:
 ```
 
 #### *current_whitelist()*
-Imagine you've developed a strategy that trades the `1m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
 
 The strategy might look something like this:
 
-*Scan through the top 10 pairs by volume using the `VolumePairList` every minute and use a 14 day ATR to buy and sell.*
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
 
-Due to the limited available data, it's impossible to resample our `1m` candles into daily candles for use in the 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1/3 of a daily candle. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
 
 Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
 
@@ -399,7 +399,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
 class SampleStrategy(IStrategy):
     # strategy init stuff...
 
-    ticker_interval = '1m'
+    ticker_interval = '5m'
 
     # more strategy init stuff..
 
@@ -416,8 +416,7 @@ class SampleStrategy(IStrategy):
         informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
         # Get the 14 day ATR.
         atr = ta.ATR(informative, timeperiod=14)
-        # Assign the Daily atr to the 1 minute dataframe.
-        dataframe['daily_atr'] = atr
+        # Do other stuff
 ```
 
 #### *get_pair_dataframe(pair, timeframe)*

From 6ff457e3911fecb1e471b1b4950c277eefc26300 Mon Sep 17 00:00:00 2001
From: Pedro Torres 
Date: Wed, 13 May 2020 20:50:11 +0800
Subject: [PATCH 306/783] Update doc Ta_lib
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

Update the document with the latest Ta_lib-0.4.18. 👍
The requirements-common.txt has been updated previously on commit a379e68cf441407c9c04264714bfc7dbcc8e635d
---
 docs/installation.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/installation.md b/docs/installation.md
index 88e2ef6eb..f017bef96 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -248,14 +248,14 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version)
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version)
 
 ```cmd
 >cd \path\freqtrade-develop
 >python -m venv .env
 >.env\Scripts\activate.bat
 REM optionally install ta-lib from wheel
-REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
+REM >pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl
 >pip install -r requirements.txt
 >pip install -e .
 >freqtrade

From b3dd0a68d56f179eb11a6d3996420a1490922836 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 13 May 2020 18:51:38 +0300
Subject: [PATCH 307/783] minor: fix typo in configuration.md

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

diff --git a/docs/configuration.md b/docs/configuration.md
index 67e8578dd..eb7f02d5c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -108,7 +108,7 @@ 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:** Positive Intege
+| `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

From 60f26ba5014bccb42f6df91fd776b1f4ab5745f3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 20:25:32 +0200
Subject: [PATCH 308/783] use update_trade_state also for closed stoploss
 orders

---
 freqtrade/freqtradebot.py  | 59 ++++++++++++++++++++------------------
 tests/test_freqtradebot.py |  3 +-
 tests/test_integration.py  |  4 ++-
 3 files changed, 36 insertions(+), 30 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1f9573122..8732533f7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -752,7 +752,7 @@ class FreqtradeBot:
         # 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)
+            self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
                                     timeframe_to_next_date(self.config['ticker_interval']))
@@ -1123,7 +1123,7 @@ class FreqtradeBot:
 #
 
     def update_trade_state(self, trade: Trade, action_order: dict = None,
-                           order_amount: float = None) -> bool:
+                           order_amount: float = None, sl_order: bool = False) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
         Handles closing both buy and sell orders.
@@ -1131,34 +1131,37 @@ class FreqtradeBot:
         """
         # 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 False
-            # Try update amount (binance-fix)
-            try:
-                new_amount = self.get_real_amount(trade, order, order_amount)
-                if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
-                    order['amount'] = new_amount
-                    order.pop('filled', None)
-                    trade.recalc_open_trade_price()
-            except DependencyException as exception:
-                logger.warning("Could not update trade amount: %s", exception)
+            order_id = trade.open_order_id
+        elif trade.stoploss_order_id and sl_order:
+            order_id = trade.stoploss_order_id
+        else:
+            return False
+        # Update trade with order values
+        logger.info('Found open order for %s', trade)
+        try:
+            order = action_order or self.exchange.get_order(order_id, trade.pair)
+        except InvalidOrderException as exception:
+            logger.warning('Unable to fetch order %s: %s', order_id, exception)
+            return False
+        # Try update amount (binance-fix)
+        try:
+            new_amount = self.get_real_amount(trade, order, order_amount)
+            if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+                order['amount'] = new_amount
+                order.pop('filled', None)
+                trade.recalc_open_trade_price()
+        except DependencyException as exception:
+            logger.warning("Could not update trade amount: %s", exception)
 
-            if self.exchange.check_order_canceled_empty(order):
-                # Trade has been cancelled on exchange
-                # Handling of this will happen in check_handle_timeout.
-                return True
-            trade.update(order)
+        if self.exchange.check_order_canceled_empty(order):
+            # Trade has been cancelled on exchange
+            # Handling of this will happen in check_handle_timeout.
+            return True
+        trade.update(order)
 
-            # Updating wallets when order is closed
-            if not trade.is_open:
-                self.wallets.update()
-
-        return False
+        # Updating wallets when order is closed
+        if not trade.is_open:
+            self.wallets.update()
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b426368c9..2ff51dffd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1140,7 +1140,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'status': 'closed',
         'type': 'stop_loss_limit',
         'price': 3,
-        'average': 2
+        'average': 2,
+        'amount': limit_buy_order['amount'],
     })
     mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 90cdde61f..1396e86f5 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -44,6 +44,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     }
     stoploss_order_closed = stoploss_order_open.copy()
     stoploss_order_closed['status'] = 'closed'
+    stoploss_order_closed['filled'] = stoploss_order_closed['amount']
+
     # 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])
@@ -98,7 +100,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     assert cancel_order_mock.call_count == 1
     # Wallets must be updated between stoploss cancellation and selling, and will be updated again
     # during update_trade_state
-    assert wallets_mock.call_count == 3
+    assert wallets_mock.call_count == 4
 
     trade = trades[0]
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value

From 255ff6cd0641d2f5796038d34ae4ead799eecff3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 20:52:40 +0200
Subject: [PATCH 309/783] Should return False if it's not been cancelled empty

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

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8732533f7..7b012d7d3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1162,6 +1162,7 @@ class FreqtradeBot:
         # Updating wallets when order is closed
         if not trade.is_open:
             self.wallets.update()
+        return False
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:

From ced812660bf6a0aeb41923ca82fada4c5df5c52c Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 13 May 2020 22:37:50 +0300
Subject: [PATCH 310/783] Minor fix in the strategy 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 d5bc76c65..dd451128c 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -331,7 +331,7 @@ class Awesomestrategy(IStrategy):
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
-Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see above).
+Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
 These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
 
 The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.

From aae096c6ae30cbff0af2bf0db53f493b363e68cc Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 14 May 2020 13:36:48 +0300
Subject: [PATCH 311/783] Handle fetching ticker for non-existing pair safe way

---
 freqtrade/data/dataprovider.py | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 2efceae62..7ada4f642 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -97,9 +97,14 @@ class DataProvider:
 
     def ticker(self, pair: str):
         """
-        Return last ticker data
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
-        return self._exchange.fetch_ticker(pair)
+        try:
+            return self._exchange.fetch_ticker(pair)
+        except DependencyException:
+            return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
         """

From 38fd361c6865ec3986748b27f25bb90452472c1c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 May 2020 14:40:40 +0200
Subject: [PATCH 312/783] Add note about PI and docker

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

diff --git a/docs/docker.md b/docs/docker.md
index ad98864a6..9e4e8eefc 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -22,6 +22,9 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 !!! Note
     All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
+!!! Note "Docker on Raspberry"
+    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or ``freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
+
 ### 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.

From 78b81bac48e2fbb5acee8f2f2ca897620b10a929 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 14 May 2020 16:43:16 +0300
Subject: [PATCH 313/783] Add test for dp.ticker()

---
 tests/data/test_dataprovider.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 3e42abb95..32ddfe99e 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -154,6 +154,23 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
+def test_ticker(mocker, default_conf, tickers, markets):
+    api_mock = MagicMock()
+    api_mock.markets = markets
+    api_mock.fetch_ticker = MagicMock(side_effect=lambda x: tickers().get(x))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
+
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('ETH/BTC')
+
+    assert type(res) is dict
+    assert 'symbol' in res
+    assert res['symbol'] == 'ETH/BTC'
+
+    res = dp.ticker('UNITTEST/BTC')
+    assert res == {}
+
+
 def test_current_whitelist(mocker, default_conf, tickers):
     # patch default conf to volumepairlist
     default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}

From fb92300cfab9da7069b506a9943699d268b8066e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 May 2020 15:48:23 +0200
Subject: [PATCH 314/783] Update docs/docker.md

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/docker.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker.md b/docs/docker.md
index 9e4e8eefc..92478088a 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -23,7 +23,7 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
     All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
 !!! Note "Docker on Raspberry"
-    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or ``freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
+    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or `freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
 
 ### Docker quick start
 

From 481f9ba6d6f10befedcddaddd63d973ed3aa7cb0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:00:55 +0300
Subject: [PATCH 315/783] Use list comprehension instead of filter()

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

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index eb44fe725..7ac350de9 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -26,6 +26,7 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'`number_assets` not specified. Please check your configuration '
                 '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)
@@ -36,9 +37,11 @@ class VolumePairList(IPairList):
                 'Exchange does not support dynamic whitelist.'
                 'Please edit your config and restart the bot'
             )
+
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
+
         if self._sort_key != 'quoteVolume':
             logger.warning(
                 "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated."
@@ -81,7 +84,9 @@ class VolumePairList(IPairList):
                                              self._sort_key, self._min_value)
         else:
             pairs = pairlist
+
         self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
+
         return pairs
 
     def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
@@ -100,11 +105,11 @@ class VolumePairList(IPairList):
                                 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.
+            # If other pairlist is in front, use the incoming 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))
+            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
 
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
 

From 2924b70fd70861555cfb664e0ce8c5ab3d6d359c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:41:41 +0300
Subject: [PATCH 316/783] Cosmetics in tests/pairlist/

---
 tests/pairlist/test_pairlist.py | 48 ++++++++++++++++-----------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index f9e2893c3..10886d87c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -69,44 +69,44 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
 
 
 def test_load_pairlist_noexist(mocker, markets, default_conf):
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    plm = PairListManager(bot.exchange, default_conf)
+    plm = PairListManager(freqtrade.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.load_pairlist('NonexistingPairList', bot.exchange, plm,
+        PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm,
                                        default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
 
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.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 set(whitelist) == set(freqtrade.pairlists.whitelist)
     # Ensure config dict hasn't been changed
     assert (static_pl_conf['exchange']['pair_whitelist'] ==
-            freqtradebot.config['exchange']['pair_whitelist'])
+            freqtrade.config['exchange']['pair_whitelist'])
 
 
 def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = 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()
+    freqtrade.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 static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
+    assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
 
 
 def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
@@ -116,7 +116,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         get_tickers=tickers,
         exchange_has=MagicMock(return_value=True),
     )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -124,9 +124,9 @@ 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', 'XRP/BTC', 'HOT/BTC']
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
 
-    assert whitelist == bot.pairlists.whitelist
+    assert whitelist == freqtrade.pairlists.whitelist
 
     whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
                                     'config': {}
@@ -136,7 +136,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
-        PairListManager(bot.exchange, whitelist_conf)
+        PairListManager(freqtrade.exchange, whitelist_conf)
 
 
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@@ -144,13 +144,13 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
     )
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
 
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
     whitelist_conf['exchange']['pair_whitelist'] = []
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     pairslist = whitelist_conf['exchange']['pair_whitelist']
 
     assert set(whitelist) == set(pairslist)
@@ -312,18 +312,18 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           exchange_has=MagicMock(return_value=True),
                           get_tickers=tickers
                           )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert bot.pairlists._pairlists[0]._last_refresh == 0
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
     assert tickers.call_count == 0
-    bot.pairlists.refresh_pairlist()
+    freqtrade.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 freqtrade.pairlists._pairlists[0]._last_refresh != 0
+    lrf = freqtrade.pairlists._pairlists[0]._last_refresh
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert bot.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):

From f0c3a0d2f88ce57443c3313100cdb796f8c46f4a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:59:13 +0300
Subject: [PATCH 317/783] Simplify VolumePairList

---
 freqtrade/pairlist/VolumePairList.py | 25 ++++++++++++-------------
 tests/pairlist/test_pairlist.py      |  2 +-
 2 files changed, 13 insertions(+), 14 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 7ac350de9..602a2e7cb 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -27,6 +27,7 @@ class VolumePairList(IPairList):
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
 
+        self._stake_currency = config['stake_currency']
         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)
@@ -79,9 +80,7 @@ class VolumePairList(IPairList):
                 (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
 
             self._last_refresh = int(datetime.now().timestamp())
-            pairs = self._gen_pair_whitelist(pairlist, tickers,
-                                             self._config['stake_currency'],
-                                             self._sort_key, self._min_value)
+            pairs = self._gen_pair_whitelist(pairlist, tickers)
         else:
             pairs = pairlist
 
@@ -89,29 +88,29 @@ class VolumePairList(IPairList):
 
         return pairs
 
-    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
-                            base_currency: str, key: str, min_val: int) -> List[str]:
+    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
-        :param base_currency: base currency as str
-        :param key: sort key (defaults to 'quoteVolume')
+        :param pairlist: pairlist to filter or sort
         :param tickers: Tickers (from exchange.get_tickers()).
         :return: List of pairs
         """
         if self._pairlist_pos == 0:
             # If VolumePairList is the first in the list, use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
-            filtered_tickers = [v for k, v in tickers.items()
-                                if (self._exchange.get_pair_quote_currency(k) == base_currency
-                                    and v[key] is not None)]
+            filtered_tickers = [
+                    v for k, v in tickers.items()
+                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                    and v[self._sort_key] is not None)]
         else:
             # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
-        if min_val > 0:
-            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
+        if self._min_value > 0:
+            filtered_tickers = [
+                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
-        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 10886d87c..61f6b4bd5 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -206,6 +206,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                       pairlists, base_currency, whitelist_result,
                                       caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -215,7 +216,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    freqtrade.config['stake_currency'] = base_currency
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 

From afa7a5846b29eaf0794a06e5ad9ec8514aca0fac Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:05:31 +0300
Subject: [PATCH 318/783] Simplify PriceFilter

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

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 2f7e98e24..a7c2bd2d9 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -38,14 +38,12 @@ class PriceFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker['last'] is None:
-
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
-                                                                    ticker['last'])
-        changeperc = (compare - ticker['last']) / ticker['last']
+        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+        changeperc = compare / ticker['last']
         if changeperc > self._low_price_ratio:
             self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
                                              f"because 1 unit is {changeperc * 100:.3f}%")

From 794ed304b1a3356d010feafe7d57816dc07b657e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:17:23 +0300
Subject: [PATCH 319/783] Make stoploss an attribute

---
 freqtrade/pairlist/PrecisionFilter.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 2a2ba46b7..35eed5392 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.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
 
@@ -9,6 +9,16 @@ logger = logging.getLogger(__name__)
 
 class PrecisionFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._stoploss = self._config.get('stoploss')
+        if self._stoploss is not None:
+            # Precalculate sanitized stoploss value to avoid recalculation for every pair
+            self._stoploss = 1 - abs(self._stoploss)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -49,15 +59,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        stoploss = self._config.get('stoploss')
-        if stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            stoploss = 1 - abs(stoploss)
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
             ticker = tickers.get(p)
             # Filter out assets which would not allow setting a stoploss
-            if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
+            if not ticker or (self._stoploss
+                              and not self._validate_precision_filter(ticker, self._stoploss)):
                 pairlist.remove(p)
                 continue
 

From 2aa80f915d5a494fc30637c5f785d9a92f05c72f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:24:18 +0300
Subject: [PATCH 320/783] Cosmetics: improve readability

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

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 35eed5392..7491cf1b0 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -44,15 +44,19 @@ class PrecisionFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
+
         # Adjust stop-prices to precision
         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:
             self.log_on_refresh(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: Dict) -> List[str]:

From cbb2ce3708b7f1a88e6b255ef2006ac98b360788 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:55:28 +0300
Subject: [PATCH 321/783] Simplify PriceFilter

---
 freqtrade/pairlist/PriceFilter.py | 16 +++++++---------
 1 file changed, 7 insertions(+), 9 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index a7c2bd2d9..166515148 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -58,14 +58,12 @@ class PriceFilter(IPairList):
         :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 = tickers.get(p)
-            if not ticker:
-                pairlist.remove(p)
-
-            # Filter out assets which would not allow setting a stoploss
-            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
-                pairlist.remove(p)
+        if self._low_price_ratio:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_ticker_lowprice(ticker):
+                    pairlist.remove(p)
 
         return pairlist

From 143e6f52af7d9f177975226e4a699d23338d51d4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 05:14:06 +0300
Subject: [PATCH 322/783] Simplify SpreadFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 17 +++++++-------
 freqtrade/pairlist/SpreadFilter.py    | 33 ++++++++++++++++-----------
 2 files changed, 28 insertions(+), 22 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 7491cf1b0..422cd865c 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -41,7 +41,7 @@ class PrecisionFilter(IPairList):
         :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
+        :return: True if the pair can stay, False if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
 
@@ -63,13 +63,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            # Filter out assets which would not allow setting a stoploss
-            if not ticker or (self._stoploss
-                              and not self._validate_precision_filter(ticker, self._stoploss)):
-                pairlist.remove(p)
-                continue
+        if self._stoploss:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_precision_filter(ticker, self._stoploss):
+                    pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 49731ef11..5b886135f 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -31,8 +31,24 @@ class SpreadFilter(IPairList):
         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]:
+    def _validate_spread(self, ticker: dict) -> bool:
+        """
+        Validate spread for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+        if 'bid' in ticker and 'ask' in ticker:
+            spread = 1 - ticker['bid'] / ticker['ask']
+            if spread > self._max_spread_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because spread {spread * 100:.3f}% >"
+                                                 f"{self._max_spread_ratio * 100}%")
+                return False
+            else:
+                return True
+        return False
 
+    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
@@ -41,19 +57,10 @@ class SpreadFilter(IPairList):
         :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:
-                    self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                     f"because spread {spread * 100:.3f}% >"
-                                                     f"{self._max_spread_ratio * 100}%")
-                    pairlist.remove(p)
-            else:
+            ticker = tickers[p]
+            # Filter out assets
+            if not self._validate_spread(ticker):
                 pairlist.remove(p)
 
         return pairlist

From 92b6d3e2fadb0d233839870e4a1e40f94eb496f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 May 2020 08:04:14 +0200
Subject: [PATCH 323/783] Adjust test to reflect correct behaviour

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

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index e4599dcd7..1753af363 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -42,7 +42,8 @@ def test_stoploss_order_binance(default_conf, mocker):
     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
+    # Price should be 1% below stopprice
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220 * 0.99
     assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling

From a7b469e83d67e0f0201e7ef0489ca5aab83b6dc6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 May 2020 08:09:53 +0200
Subject: [PATCH 324/783] Add test verifying correct price reduction on limit
 stoploss orders

---
 tests/exchange/test_binance.py | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 1753af363..52faa284b 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -9,7 +9,12 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 
 
-def test_stoploss_order_binance(default_conf, mocker):
+@pytest.mark.parametrize('limitratio,expected', [
+    (None, 220 * 0.99),
+    (0.99, 220 * 0.99),
+    (0.98, 220 * 0.98),
+])
+def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -20,7 +25,6 @@ def test_stoploss_order_binance(default_conf, mocker):
             '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)
@@ -32,8 +36,8 @@ def test_stoploss_order_binance(default_conf, mocker):
                                   order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
-
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
 
     assert 'id' in order
     assert 'info' in order
@@ -43,7 +47,7 @@ def test_stoploss_order_binance(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     # Price should be 1% below stopprice
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220 * 0.99
+    assert api_mock.create_order.call_args_list[0][1]['price'] == expected
     assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling

From 33091f95c29734c013d17acb88264dd2275f1ecb Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Fri, 15 May 2020 06:24:54 +0000
Subject: [PATCH 325/783] Bump python from 3.8.2-slim-buster to
 3.8.3-slim-buster

Bumps python from 3.8.2-slim-buster to 3.8.3-slim-buster.

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

diff --git a/Dockerfile b/Dockerfile
index d986f20ae..b6333fb13 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.8.2-slim-buster
+FROM python:3.8.3-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

From 323b491962e468a75a99d48a21ee79b4ae6dac3e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 16:35:48 +0300
Subject: [PATCH 326/783] Add description and example for dp.ticker() to the
 docs

---
 docs/strategy-customization.md | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index dd451128c..42474c2dc 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -367,9 +367,10 @@ Please always check the mode of operation to select the correct method to get da
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-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).
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `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.
+- `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 the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- `ticker(pair)` - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
 #### Example Usages:
@@ -451,6 +452,17 @@ if self.dp:
     The order book is not part of the historic data which means backtesting and hyperopt will not work if this
     method is used.
 
+#### *ticker(pair)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ticker = self.dp.ticker(metadata['pair'])
+        dataframe['last_price'] = ticker['last']
+        dataframe['volume24h'] = ticker['quoteVolume']
+        dataframe['vwap'] = ticker['vwap']
+```
+
 ***
 ### Additional data (Wallets)
 

From 06b12c0a7095e0b4ee611694cbff26bdb88fed1e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 18:46:28 +0300
Subject: [PATCH 327/783] Add warning to docs for ticker data

---
 docs/strategy-customization.md | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 42474c2dc..c50266183 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -370,7 +370,7 @@ Please always check the mode of operation to select the correct method to get da
 - `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 the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
-- `ticker(pair)` - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
+- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
 #### Example Usages:
@@ -463,6 +463,12 @@ if self.dp:
         dataframe['vwap'] = ticker['vwap']
 ```
 
+!!! Warning
+    Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    data returned from the exchange you are working with.
+
 ***
 ### Additional data (Wallets)
 

From d84cb3be77b9aeda62331594ef1ce2500e5f7ee3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 19:19:52 +0300
Subject: [PATCH 328/783] Improve test

---
 tests/data/test_dataprovider.py | 17 +++++++++--------
 1 file changed, 9 insertions(+), 8 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 32ddfe99e..c2d6e82f1 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -5,7 +5,7 @@ import pytest
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -154,19 +154,20 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_ticker(mocker, default_conf, tickers, markets):
-    api_mock = MagicMock()
-    api_mock.markets = markets
-    api_mock.fetch_ticker = MagicMock(side_effect=lambda x: tickers().get(x))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
-
+def test_ticker(mocker, default_conf, tickers):
+    ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, exchange)
     res = dp.ticker('ETH/BTC')
-
     assert type(res) is dict
     assert 'symbol' in res
     assert res['symbol'] == 'ETH/BTC'
 
+    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
     res = dp.ticker('UNITTEST/BTC')
     assert res == {}
 

From ac076ee0af6b0ee95b902534af2a4ac51c855da8 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 21:51:33 +0300
Subject: [PATCH 329/783] 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 c50266183..7197b0fba 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -467,7 +467,7 @@ if self.dp:
     Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
     vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
     does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
-    data returned from the exchange you are working with.
+    data returned from the exchange and add appropriate error handling / defaults.
 
 ***
 ### Additional data (Wallets)

From 61f6acb5c99734542971e49b170663eda05a93f5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 07:07:24 +0200
Subject: [PATCH 330/783] Add cors support - needed for UI

---
 freqtrade/rpc/api_server.py     | 2 ++
 requirements-common.txt         | 1 +
 setup.py                        | 2 +-
 tests/rpc/test_rpc_apiserver.py | 1 +
 4 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 68f4b1ca9..61eacf639 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -7,6 +7,7 @@ from typing import Any, Callable, Dict
 from arrow import Arrow
 from flask import Flask, jsonify, request
 from flask.json import JSONEncoder
+from flask_cors import CORS
 from flask_jwt_extended import (JWTManager, create_access_token,
                                 create_refresh_token, get_jwt_identity,
                                 jwt_refresh_token_required,
@@ -88,6 +89,7 @@ class ApiServer(RPC):
 
         self._config = freqtrade.config
         self.app = Flask(__name__)
+        self._cors = CORS(self.app, resources={r"/api/*": {"origins": "*"}})
 
         # Setup the Flask-JWT-Extended extension
         self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get(
diff --git a/requirements-common.txt b/requirements-common.txt
index 02c4ebc20..017974c9e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -26,6 +26,7 @@ sdnotify==0.3.2
 # Api server
 flask==1.1.2
 flask-jwt-extended==3.24.1
+flask-cors==3.0.8
 
 # Support for colorized terminal output
 colorama==0.4.3
diff --git a/setup.py b/setup.py
index 8c0de095e..20963a15f 100644
--- a/setup.py
+++ b/setup.py
@@ -16,7 +16,7 @@ if readme_file.is_file():
     readme_long = (Path(__file__).parent / "README.md").read_text()
 
 # Requirements used for submodules
-api = ['flask', 'flask-jwt-extended']
+api = ['flask', 'flask-jwt-extended', 'flask-cors']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index ffdd5be15..b953097d5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -49,6 +49,7 @@ def client_get(client, url):
 def assert_response(response, expected_code=200):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
+    assert ('Access-Control-Allow-Origin', '*') in response.headers._list
 
 
 def test_api_not_found(botclient):

From 1b3864ebf8eb29f8e089e721d17377f22ed44384 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 09:21:36 +0300
Subject: [PATCH 331/783] Make flake happy

---
 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 602a2e7cb..46ff4b9c8 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -101,7 +101,7 @@ class VolumePairList(IPairList):
             filtered_tickers = [
                     v for k, v in tickers.items()
                     if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                    and v[self._sort_key] is not None)]
+                        and v[self._sort_key] is not None)]
         else:
             # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]

From c3f3242f28f01b282c6970b45a3f3bbfeea7955c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 11:05:34 +0200
Subject: [PATCH 332/783] Add tests for cancel_open_orders_on_exit

---
 tests/test_freqtradebot.py | 24 +++++++++++++++++++++---
 1 file changed, 21 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8adc834cf..8e3bc8928 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -48,13 +48,31 @@ def test_freqtradebot_state(mocker, default_conf, markets) -> None:
     assert freqtrade.state is State.STOPPED
 
 
-def test_cleanup(mocker, default_conf, caplog) -> None:
-    mock_cleanup = MagicMock()
-    mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
+def test_process_stopped(mocker, default_conf) -> None:
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
+    freqtrade.process_stopped()
+    assert coo_mock.call_count == 0
+
+    default_conf['cancel_open_orders_on_exit'] = True
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.process_stopped()
+    assert coo_mock.call_count == 1
+
+
+def test_bot_cleanup(mocker, default_conf, caplog) -> None:
+    mock_cleanup = mocker.patch('freqtrade.persistence.cleanup')
+    coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     freqtrade.cleanup()
     assert log_has('Cleaning up modules ...', caplog)
     assert mock_cleanup.call_count == 1
+    assert coo_mock.call_count == 0
+
+    freqtrade.config['cancel_open_orders_on_exit'] = True
+    freqtrade.cleanup()
+    assert coo_mock.call_count == 1
 
 
 def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:

From bf257469658d1917e8fe55ec7b28917e20863849 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:09:50 +0300
Subject: [PATCH 333/783] Introduce datatype for informative pairs

---
 freqtrade/data/dataprovider.py  | 8 +++++---
 freqtrade/exchange/exchange.py  | 3 ++-
 freqtrade/strategy/interface.py | 3 ++-
 3 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 7ada4f642..58cd5442b 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -9,11 +9,13 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
+from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -25,8 +27,8 @@ class DataProvider:
         self._pairlists = pairlists
 
     def refresh(self,
-                pairlist: List[Tuple[str, str]],
-                helping_pairs: List[Tuple[str, str]] = None) -> None:
+                pairlist: ListPairsWithTimeframes,
+                helping_pairs: ListPairsWithTimeframes = None) -> None:
         """
         Refresh data, called with each cycle
         """
@@ -36,7 +38,7 @@ class DataProvider:
             self._exchange.refresh_latest_ohlcv(pairlist)
 
     @property
-    def available_pairs(self) -> List[Tuple[str, str]]:
+    def available_pairs(self) -> ListPairsWithTimeframes:
         """
         Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6ad7ad582..43ed65787 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,6 +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.common import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
@@ -676,7 +677,7 @@ class Exchange:
         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]]:
+    def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
         Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6268b8a43..68666efab 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -12,6 +12,7 @@ from typing import Dict, List, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
+from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
@@ -185,7 +186,7 @@ class IStrategy(ABC):
         """
         return False
 
-    def informative_pairs(self) -> List[Tuple[str, str]]:
+    def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
         These pair/interval combinations are non-tradeable, unless they are part

From 035a12ce6171289c26127b6f679df6e8de1f5836 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:25:32 +0300
Subject: [PATCH 334/783] Move _create_pair_whitelist to dataprovider

---
 freqtrade/data/dataprovider.py | 11 +++++++++--
 freqtrade/freqtradebot.py      |  8 +-------
 2 files changed, 10 insertions(+), 9 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 58cd5442b..ad7b7ada3 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -25,6 +25,7 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
+        self._timeframe = self._config['ticker_interval']
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -45,6 +46,12 @@ class DataProvider:
         """
         return list(self._exchange._klines.keys())
 
+    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+        """
+        Create list of pair tuples with (pair, ticker_interval)
+        """
+        return [(pair, timeframe or self._timeframe) for pair in pairs]
+
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get candle (OHLCV) data for the given pair as DataFrame
@@ -55,7 +62,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._timeframe),
                                          copy=copy)
         else:
             return DataFrame()
@@ -67,7 +74,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._timeframe,
                                  datadir=self._config['datadir']
                                  )
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3893a3ee0..f365a30fd 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -145,7 +145,7 @@ class FreqtradeBot:
         self.active_pair_whitelist = self._refresh_whitelist(trades)
 
         # Refreshing candles
-        self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
+        self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
         with self._sell_lock:
@@ -184,12 +184,6 @@ class FreqtradeBot:
             _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]]:
-        """
-        Create pair-whitelist tuple with (pair, ticker_interval)
-        """
-        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

From f8b01f5a43981e71534f2e4ce70717da9374a3ed Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:28:36 +0300
Subject: [PATCH 335/783] Make flake happy

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

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index ad7b7ada3..95348e56e 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,7 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f365a30fd..151a319e2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -7,7 +7,7 @@ import traceback
 from datetime import datetime
 from math import isclose
 from threading import Lock
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 68666efab..5173265bc 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -20,6 +20,7 @@ from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 

From facaaabc1eaec70639919087b8dcd5a55c882599 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:49:24 +0300
Subject: [PATCH 336/783] Rename _refresh_whitelist()

---
 freqtrade/freqtradebot.py | 9 +++++----
 tests/conftest.py         | 2 +-
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 151a319e2..6b99e95b6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -84,7 +84,7 @@ 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 = self._refresh_whitelist()
+        self.active_pair_whitelist = self._refresh_active_whitelist()
 
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
@@ -142,7 +142,7 @@ class FreqtradeBot:
         # Query trades from persistence layer
         trades = Trade.get_open_trades()
 
-        self.active_pair_whitelist = self._refresh_whitelist(trades)
+        self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
         # Refreshing candles
         self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
@@ -165,9 +165,10 @@ class FreqtradeBot:
 
         Trade.session.flush()
 
-    def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
+    def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
-        Refresh whitelist from pairlist or edge and extend it with trades.
+        Refresh active whitelist from pairlist or edge and extend it with
+        pairs that have open trades.
         """
         # Refresh whitelist
         self.pairlists.refresh_pairlist()
diff --git a/tests/conftest.py b/tests/conftest.py
index 40ab436cf..623447e9c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -92,7 +92,7 @@ def patch_wallet(mocker, free=999.9) -> None:
 
 
 def patch_whitelist(mocker, conf) -> None:
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_active_whitelist',
                  MagicMock(return_value=conf['exchange']['pair_whitelist']))
 
 

From e7c11ed2cfe16574e455e0706da04a8982cda8bd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:59:47 +0300
Subject: [PATCH 337/783] Fix fetching timeframe (failed in backtesting)

---
 freqtrade/data/dataprovider.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 95348e56e..602a92358 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -25,7 +25,6 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
-        self._timeframe = self._config['ticker_interval']
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -50,7 +49,7 @@ class DataProvider:
         """
         Create list of pair tuples with (pair, ticker_interval)
         """
-        return [(pair, timeframe or self._timeframe) for pair in pairs]
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
 
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
@@ -62,7 +61,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._timeframe),
+            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -74,7 +73,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._timeframe,
+                                 timeframe=timeframe or self._config['ticker_interval'],
                                  datadir=self._config['datadir']
                                  )
 

From 22a08768f73112f8f1e1cddbb63774cb988c0eba Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 12:40:25 +0200
Subject: [PATCH 338/783] Add test for cancel_open_order

---
 tests/test_freqtradebot.py | 20 +++++++++++++++++++-
 1 file changed, 19 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e3bc8928..940ae8e77 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -22,7 +22,7 @@ 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_whitelist)
+                            patch_get_signal, patch_wallet, patch_whitelist, create_mock_trades)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -3882,3 +3882,21 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+    default_conf['cancel_open_orders_on_exit'] = True
+    mocker.patch('freqtrade.exchange.Exchange.get_order',
+                 side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
+    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
+    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    assert len(trades) == 3
+    freqtrade.cancel_all_open_orders()
+    assert buy_mock.call_count == 1
+    assert sell_mock.call_count == 1
+

From 7a11219b613b2ce782afa113456e2571a54817cc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 13:17:48 +0200
Subject: [PATCH 339/783] Reword some documentation strings

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md             | 2 +-
 freqtrade/commands/cli_options.py | 2 +-
 freqtrade/freqtradebot.py         | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index b0b840fcc..7405fc92e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -51,7 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
-| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. This will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions. 
        *Defaults to `False`.* 
         **Datatype:** Boolean
+| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. 
        *Defaults to `false`.* 
         **Datatype:** Boolean
 | `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/commands/cli_options.py b/freqtrade/commands/cli_options.py
index cca9d7048..7a2110a91 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -111,7 +111,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "cancel_open_orders_on_exit": Arg(
         '--cancel-open-orders-on-exit',
-        help='Close unfilled open orders when the bot stops / exits',
+        help='Close unfilled and partially filled open orders when the bot stops / exits.',
         action='store_true',
     ),
     # Optimize common
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index cad8b4aea..3b3758f36 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -170,7 +170,7 @@ class FreqtradeBot:
 
     def process_stopped(self) -> None:
         """
-        Close all trades that were left open
+        Close all orders that were left open
         """
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()

From fed75d8718303b837f5192711f9a68189a9c7efa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 13:23:40 +0200
Subject: [PATCH 340/783] remove --cancel_open_orders cli switch

---
 freqtrade/commands/arguments.py          | 2 +-
 freqtrade/commands/cli_options.py        | 5 -----
 freqtrade/configuration/configuration.py | 5 -----
 tests/test_arguments.py                  | 8 --------
 tests/test_configuration.py              | 2 --
 5 files changed, 1 insertion(+), 21 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 234b719f7..a03da00ab 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
 
 ARGS_STRATEGY = ["strategy", "strategy_path"]
 
-ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "cancel_open_orders_on_exit"]
+ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
 ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
                         "max_open_trades", "stake_amount", "fee"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 7a2110a91..a8f2ffdba 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -109,11 +109,6 @@ AVAILABLE_CLI_OPTIONS = {
         help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
         action='store_true',
     ),
-    "cancel_open_orders_on_exit": Arg(
-        '--cancel-open-orders-on-exit',
-        help='Close unfilled and partially filled open orders when the bot stops / exits.',
-        action='store_true',
-    ),
     # Optimize common
     "ticker_interval": Arg(
         '-i', '--ticker-interval',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 188d79f90..7edd9bca1 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -134,11 +134,6 @@ class Configuration:
         if config['runmode'] not in TRADING_MODES:
             return
 
-        if self.args.get('cancel_open_orders_on_exit', False):
-            config.update({
-                'cancel_open_orders_on_exit': self.args.get('cancel_open_orders_on_exit')
-            })
-
         if config.get('dry_run', False):
             logger.info('Dry run is enabled')
             if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 91501384b..0052a61d0 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -64,14 +64,6 @@ def test_parse_args_db_url() -> None:
     assert args["db_url"] == 'sqlite:///test.sqlite'
 
 
-def test_parse_args_cancel_open_orders_on_exit() -> None:
-    args = Arguments(['trade']).get_parsed_arg()
-    assert args["cancel_open_orders_on_exit"] is False
-
-    args = Arguments(['trade', '--cancel-open-orders-on-exit']).get_parsed_arg()
-    assert args["cancel_open_orders_on_exit"] is True
-
-
 def test_parse_args_verbose() -> None:
     args = Arguments(['trade', '-v']).get_parsed_arg()
     assert args["verbosity"] == 1
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 0315ffe1b..c89f1381e 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -250,7 +250,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path',
         '--db-url', 'sqlite:///someurl',
-        '--cancel-open-orders-on-exit',
     ]
     args = Arguments(arglist).get_parsed_arg()
     configuration = Configuration(args)
@@ -259,7 +258,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     assert validated_conf.get('strategy') == 'TestStrategy'
     assert validated_conf.get('strategy_path') == '/some/path'
     assert validated_conf.get('db_url') == 'sqlite:///someurl'
-    assert validated_conf.get('cancel_open_orders_on_exit') is True
 
     # Test conf provided db_url prod
     conf = default_conf.copy()

From 5f2a871637b62a0a327750118b4d28e86169c428 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 17:15:58 +0300
Subject: [PATCH 341/783] Add missing module

---
 freqtrade/data/common.py | 7 +++++++
 1 file changed, 7 insertions(+)
 create mode 100644 freqtrade/data/common.py

diff --git a/freqtrade/data/common.py b/freqtrade/data/common.py
new file mode 100644
index 000000000..7a61d51ea
--- /dev/null
+++ b/freqtrade/data/common.py
@@ -0,0 +1,7 @@
+"""
+Common datatypes
+"""
+from typing import List, Tuple
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]

From baf5f4f29cd0caa5d0c76471e989a193daec0bcd Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 16 May 2020 21:28:54 +0300
Subject: [PATCH 342/783] Update freqtrade/constants.py

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

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 0c8dde8c4..e56586bbc 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -326,6 +326,6 @@ SCHEMA_MINIMAL_REQUIRED = [
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
     "PARTIALLY_FILLED": "partially filled - keeping order open",
-    "ALL_CANCELLED": "cancelled (all unfilled orders cancelled)",
+    "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
     "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
 }

From d457542d962796011a4dd23259d1a453182720d2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 11:11:49 +0300
Subject: [PATCH 343/783] Fix PrecisionFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 422cd865c..85fa592f8 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -14,10 +14,8 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._stoploss = self._config.get('stoploss')
-        if self._stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            self._stoploss = 1 - abs(self._stoploss)
+        # Precalculate sanitized stoploss value to avoid recalculation for every pair
+        self._stoploss = 1 - abs(self._config['stoploss'])
 
     @property
     def needstickers(self) -> bool:
@@ -63,12 +61,11 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        if self._stoploss:
-            # Copy list since we're modifying this list
-            for p in deepcopy(pairlist):
-                ticker = tickers[p]
-                # Filter out assets which would not allow setting a stoploss
-                if not self._validate_precision_filter(ticker, self._stoploss):
-                    pairlist.remove(p)
+        # Copy list since we're modifying this list
+        for p in deepcopy(pairlist):
+            ticker = tickers[p]
+            # Filter out assets which would not allow setting a stoploss
+            if not self._validate_precision_filter(ticker, self._stoploss):
+                pairlist.remove(p)
 
         return pairlist

From ce185a3b193429a0ca00cb8119ad8a99e786f422 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 11:39:18 +0300
Subject: [PATCH 344/783] Remove pairs with no ticker available when it's
 needed

---
 freqtrade/pairlist/pairlistmanager.py | 20 ++++++++++++++++++--
 1 file changed, 18 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5b4c5b602..07dec912e 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -5,6 +5,7 @@ Provides lists as configured in config.json
 
  """
 import logging
+from copy import deepcopy
 from typing import Dict, List
 
 from cachetools import TTLCache, cached
@@ -79,13 +80,14 @@ class PairListManager():
         Run pairlist through all configured pairlists.
         """
 
-        pairlist = self._whitelist.copy()
-
         # tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
+        # Adjust whitelist if filters are using tickers
+        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
+
         # Process all pairlists in chain
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
@@ -94,3 +96,17 @@ class PairListManager():
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
+
+    def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
+        """
+        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        pairs that do not have ticker available
+        """
+        if self._tickers_needed:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers.get(p)
+                if not ticker:
+                    pairlist.remove(p)
+
+        return pairlist

From 1e76bff1bd5cef49fa7f61de13ece4e5fc354b96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 10:52:20 +0200
Subject: [PATCH 345/783] Add sell_order_status to keep track of cancellations

---
 freqtrade/persistence.py        | 9 +++++++--
 freqtrade/rpc/telegram.py       | 8 ++++++--
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 2 ++
 tests/rpc/test_rpc_telegram.py  | 1 +
 tests/test_persistence.py       | 3 +++
 6 files changed, 21 insertions(+), 4 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index ea34fd5bf..3f7f4e0e9 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, 'fee_close_cost'):
+    if not has_column(cols, 'sell_order_status'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -113,6 +113,7 @@ def check_migrate(engine) -> None:
         close_profit_abs = get_column_def(
             cols, 'close_profit_abs',
             f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
+        sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -131,7 +132,7 @@ def check_migrate(engine) -> None:
                 stake_amount, amount, open_date, close_date, open_order_id,
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
                 stoploss_order_id, stoploss_last_update,
-                max_rate, min_rate, sell_reason, strategy,
+                max_rate, min_rate, sell_reason, sell_order_status, strategy,
                 ticker_interval, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
@@ -153,6 +154,7 @@ 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,
+                {sell_order_status} sell_order_status,
                 {strategy} strategy, {ticker_interval} ticker_interval,
                 {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
@@ -228,6 +230,7 @@ class Trade(_DECL_BASE):
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
     sell_reason = Column(String, nullable=True)
+    sell_order_status = Column(String, nullable=True)
     strategy = Column(String, nullable=True)
     ticker_interval = Column(Integer, nullable=True)
 
@@ -267,6 +270,7 @@ class Trade(_DECL_BASE):
             'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
             'sell_reason': self.sell_reason,
+            'sell_order_status': self.sell_order_status,
             'stop_loss': self.stop_loss,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'initial_stop_loss': self.initial_stop_loss,
@@ -370,6 +374,7 @@ class Trade(_DECL_BASE):
         self.close_profit_abs = self.calc_profit()
         self.close_date = datetime.utcnow()
         self.is_open = False
+        self.sell_order_status = 'closed'
         self.open_order_id = None
         logger.info(
             'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 856b8f138..19307253c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -226,9 +226,13 @@ class Telegram(RPC):
                     # Adding stoploss and stoploss percentage only if it is not None
                     "*Stoploss:* `{stop_loss:.8f}` " +
                     ("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""),
-
-                    "*Open Order:* `{open_order}`" if r['open_order'] else ""
                 ]
+                if r['open_order']:
+                    if r['sell_order_status']:
+                        lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
+                    else:
+                        lines.append("*Open Order:* `{open_order}`")
+
                 # Filter empty lines using list-comprehension
                 messages.append("\n".join([l for l in lines if l]).format(**r))
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a1e6d9f26..8a4c812a7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -60,6 +60,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
@@ -103,6 +104,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b953097d5..a0e8e0c9e 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -520,6 +520,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'open_rate_requested': 1.098e-05,
                         'open_trade_price': 0.0010025,
                         'sell_reason': None,
+                        'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
                         'ticker_interval': 5}]
 
@@ -626,6 +627,7 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'open_rate_requested': None,
                        'open_trade_price': 0.2460546025,
                        'sell_reason': None,
+                       'sell_order_status': None,
                        'strategy': None,
                        'ticker_interval': None
                        }
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index bbc961763..b84073dcc 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -170,6 +170,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
             'current_profit': -0.59,
             'initial_stop_loss': 1.098e-05,
             'stop_loss': 1.099e-05,
+            'sell_order_status': None,
             'initial_stop_loss_pct': -0.05,
             'stop_loss_pct': -0.01,
             'open_order': '(limit buy rem=0.00000000)'
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 5c7686e28..25afed397 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -477,6 +477,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.close_rate_requested is None
     assert trade.close_rate is not None
     assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
+    assert trade.sell_order_status is None
 
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
@@ -756,6 +757,7 @@ def test_to_json(default_conf, fee):
                       'stake_amount': 0.001,
                       'close_profit': None,
                       'sell_reason': None,
+                      'sell_order_status': None,
                       'stop_loss': None,
                       'stop_loss_pct': None,
                       'initial_stop_loss': None,
@@ -810,6 +812,7 @@ def test_to_json(default_conf, fee):
                       'open_rate_requested': None,
                       'open_trade_price': 12.33075,
                       'sell_reason': None,
+                      'sell_order_status': None,
                       'strategy': None,
                       'ticker_interval': None}
 

From dd55d2eea378fa385bbfa7a6ad7b9d6f81e1818a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 10:53:07 +0200
Subject: [PATCH 346/783] Reduce spammyness of parcial cancel orders

---
 freqtrade/freqtradebot.py | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3b3758f36..c0d7026b2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -879,10 +879,10 @@ class FreqtradeBot:
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
-            trade_state_update = self.update_trade_state(trade, order)
+            fully_cancelled = self.update_trade_state(trade, order)
 
             if (order['side'] == 'buy' and (
-                    trade_state_update
+                    fully_cancelled
                     or self._check_timed_out('buy', order)
                     or strategy_safe_wrapper(self.strategy.check_buy_timeout,
                                              default_retval=False)(pair=trade.pair,
@@ -891,7 +891,7 @@ class FreqtradeBot:
                 self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
             elif (order['side'] == 'sell' and (
-                  trade_state_update
+                  fully_cancelled
                   or self._check_timed_out('sell', order)
                   or strategy_safe_wrapper(self.strategy.check_sell_timeout,
                                            default_retval=False)(pair=trade.pair,
@@ -1126,6 +1126,11 @@ class FreqtradeBot:
         """
         Sends rpc notification when a sell cancel occured.
         """
+        if trade.sell_order_status == reason:
+            return
+        else:
+            trade.sell_order_status = reason
+
         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)

From 2074d986a6c91d4bc8d80e713a8d846a3307eb83 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 11:12:30 +0200
Subject: [PATCH 347/783] Update test to verify we're not spamming messages

---
 freqtrade/freqtradebot.py  |  4 ++--
 tests/test_freqtradebot.py | 31 ++++++++++++++++++++++++-------
 2 files changed, 26 insertions(+), 9 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c0d7026b2..a6d32d8fe 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -881,7 +881,7 @@ class FreqtradeBot:
 
             fully_cancelled = self.update_trade_state(trade, order)
 
-            if (order['side'] == 'buy' and (
+            if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
                     fully_cancelled
                     or self._check_timed_out('buy', order)
                     or strategy_safe_wrapper(self.strategy.check_buy_timeout,
@@ -890,7 +890,7 @@ class FreqtradeBot:
                                                                    order=order))):
                 self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
-            elif (order['side'] == 'sell' and (
+            elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
                   fully_cancelled
                   or self._check_timed_out('sell', order)
                   or strategy_safe_wrapper(self.strategy.check_sell_timeout,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5c5785ca3..fb4765b48 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2407,30 +2407,47 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_sell_limit(mocker, default_conf) -> None:
-    patch_RPCManager(mocker)
+def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
+    send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        cancel_order=cancel_order_mock
+        cancel_order=cancel_order_mock,
     )
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_sell_cancel = MagicMock()
 
-    trade = MagicMock()
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=2,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456",
+        open_date=arrow.utcnow().datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+    )
     order = {'remaining': 1,
              'amount': 1,
              'status': "open"}
     reason = CANCEL_REASON['TIMEOUT']
     assert freqtrade.handle_cancel_sell(trade, order, reason)
     assert cancel_order_mock.call_count == 1
+    assert send_msg_mock.call_count == 1
+
+    send_msg_mock.reset_mock()
+
     order['amount'] = 2
-    assert (freqtrade.handle_cancel_sell(trade, order, reason)
-            == CANCEL_REASON['PARTIALLY_FILLED'])
+    assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
     # Assert cancel_order was not called (callcount remains unchanged)
     assert cancel_order_mock.call_count == 1
+    assert send_msg_mock.call_count == 1
+    assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
+    # Message should not be iterated again
+    assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED']
+    assert send_msg_mock.call_count == 1
 
 
 def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:

From 285bc2511e61eb37a852b651f1e76ffc1eafa01a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 11:23:55 +0200
Subject: [PATCH 348/783] Improve testcov for default check_*_timeout methods

---
 tests/test_freqtradebot.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fb4765b48..a1358abdc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1976,6 +1976,10 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 
     Trade.session.add(open_trade)
 
+    # Ensure default is to return empty (so not mocked yet)
+    freqtrade.check_handle_timedout()
+    assert cancel_order_mock.call_count == 0
+
     # Return false - trade remains open
     freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
     freqtrade.check_handle_timedout()
@@ -2106,6 +2110,9 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     open_trade.is_open = False
 
     Trade.session.add(open_trade)
+    # Ensure default is false
+    freqtrade.check_handle_timedout()
+    assert cancel_order_mock.call_count == 0
 
     freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
     # Return false - No impact

From 97c50f86e984c7b48ab6ec192c1835ba9b9ef178 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:10:11 +0300
Subject: [PATCH 349/783] Cleanup pairlistmanager

---
 freqtrade/pairlist/pairlistmanager.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 07dec912e..b01f1342b 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList manager class
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
@@ -14,6 +11,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -79,8 +77,7 @@ class PairListManager():
         """
         Run pairlist through all configured pairlists.
         """
-
-        # tickers should be cached to avoid calling the exchange on each call.
+        # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
@@ -92,21 +89,21 @@ class PairListManager():
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        # Validation against blacklist happens after the pairlists to ensure
+        # blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
     def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
         """
-        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
         pairs that do not have ticker available
         """
         if self._tickers_needed:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers.get(p)
-                if not ticker:
+                if p not in tickers:
                     pairlist.remove(p)
 
         return pairlist

From ae69d31095bb5241690036c39acb2ca768b96f26 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:13:26 +0300
Subject: [PATCH 350/783] Cosmetics in IPairList

---
 freqtrade/pairlist/IPairList.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e089e546c..e2eb364bc 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList base class
+"""
 import logging
 from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
@@ -13,6 +10,7 @@ from cachetools import TTLCache, cached
 
 from freqtrade.exchange import market_is_active
 
+
 logger = logging.getLogger(__name__)
 
 

From 16622bbfadc26561fe134a08f7bfeaba89134390 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:26:21 +0300
Subject: [PATCH 351/783] Cosmetics in pair lists

---
 freqtrade/pairlist/PrecisionFilter.py | 7 +++++--
 freqtrade/pairlist/PriceFilter.py     | 7 +++++--
 freqtrade/pairlist/SpreadFilter.py    | 4 ++++
 freqtrade/pairlist/StaticPairList.py  | 8 ++++----
 freqtrade/pairlist/VolumePairList.py  | 9 +++++----
 5 files changed, 23 insertions(+), 12 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 85fa592f8..6bd9c594e 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -1,9 +1,13 @@
+"""
+Precision pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -63,9 +67,8 @@ class PrecisionFilter(IPairList):
         """
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
-            ticker = tickers[p]
             # Filter out assets which would not allow setting a stoploss
-            if not self._validate_precision_filter(ticker, self._stoploss):
+            if not self._validate_precision_filter(tickers[p], self._stoploss):
                 pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 166515148..167717656 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -1,9 +1,13 @@
+"""
+Price pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -61,9 +65,8 @@ class PriceFilter(IPairList):
         if self._low_price_ratio:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers[p]
                 # Filter out assets which would not allow setting a stoploss
-                if not self._validate_ticker_lowprice(ticker):
+                if not self._validate_ticker_lowprice(tickers[p]):
                     pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 5b886135f..88e143a50 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -1,9 +1,13 @@
+"""
+Spread pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index 0050fbd5c..07e559168 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -1,14 +1,14 @@
 """
-Static List provider
+Static Pair List provider
 
-Provides lists as configured in config.json
-
- """
+Provides pair white list as it configured in config
+"""
 import logging
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 46ff4b9c8..e20fb3577 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -1,9 +1,8 @@
 """
 Volume PairList provider
 
-Provides lists as configured in config.json
-
- """
+Provides dynamic pair list based on trade volumes
+"""
 import logging
 from datetime import datetime
 from typing import Any, Dict, List
@@ -11,8 +10,10 @@ from typing import Any, Dict, List
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
+
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 
@@ -115,7 +116,7 @@ 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, aswarning=False)
-        # Limit to X number of pairs
+        # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
         return pairs

From 943a2a08f858d472a84be39080dcc7c6cf93eb2f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 20:12:01 +0200
Subject: [PATCH 352/783] Improve daily API format

---
 freqtrade/rpc/rpc.py            | 26 ++++++++++++--------------
 freqtrade/rpc/telegram.py       | 20 ++++++++++++--------
 tests/rpc/test_rpc.py           | 16 +++++++++-------
 tests/rpc/test_rpc_apiserver.py |  6 ++++--
 4 files changed, 37 insertions(+), 31 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d3b6b9639..7e2934579 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -206,28 +206,26 @@ class RPC:
                 'trades': len(trades)
             }
 
-        return [
-            [
-                key,
-                '{value:.8f} {symbol}'.format(
-                    value=float(value['amount']),
-                    symbol=stake_currency
-                ),
-                '{value:.3f} {symbol}'.format(
+        data = [
+            {
+                'date': key,
+                'abs_profit': f'{float(value["amount"]):.8f}',
+                'fiat_value': '{value:.3f}'.format(
                     value=self._fiat_converter.convert_amount(
                         value['amount'],
                         stake_currency,
                         fiat_display_currency
                     ) if self._fiat_converter else 0,
-                    symbol=fiat_display_currency
                 ),
-                '{value} trade{s}'.format(
-                    value=value['trades'],
-                    s='' if value['trades'] < 2 else 's'
-                ),
-            ]
+                'trade_count': f'{value["trades"]}',
+            }
             for key, value in profit_days.items()
         ]
+        return {
+            'stake_currency': stake_currency,
+            'fiat_display_currency': fiat_display_currency,
+            'data': data
+        }
 
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 856b8f138..c77567429 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -276,14 +276,18 @@ class Telegram(RPC):
                 stake_cur,
                 fiat_disp_cur
             )
-            stats_tab = tabulate(stats,
-                                 headers=[
-                                     'Day',
-                                     f'Profit {stake_cur}',
-                                     f'Profit {fiat_disp_cur}',
-                                     f'Trades'
-                                 ],
-                                 tablefmt='simple')
+            stats_tab = tabulate(
+                [[day['date'],
+                  f"{day['abs_profit']} {stats['stake_currency']}",
+                  f"{day['fiat_value']} {stats['fiat_display_currency']}",
+                  f"{day['trade_count']} trades"] for day in stats['data']],
+                headers=[
+                    'Day',
+                    f'Profit {stake_cur}',
+                    f'Profit {fiat_disp_cur}',
+                    f'Trades',
+                ],
+                tablefmt='simple')
             message = f'Daily Profit over the last {timescale} days:\n
        " not in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee)
+
+    context = MagicMock()
+    context.args = [5]
+    telegram._trades(update=update, context=context)
+    msg_mock.call_count == 1
+    assert "3 recent trades:" in msg_mock.call_args_list[0][0][0]
+    assert "Profit (" in msg_mock.call_args_list[0][0][0]
+    assert "Open Date" in msg_mock.call_args_list[0][0][0]
+    assert "
        " in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

From 8300eb59d4b448b4f04da34b80efd603a32a6002 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:49:44 +0200
Subject: [PATCH 746/783] Extend create_mock_trades to create 4 trades

2 closed, and 2 open trades
---
 tests/commands/test_commands.py |  2 +-
 tests/conftest.py               | 14 ++++++++++++++
 tests/data/test_btanalysis.py   |  2 +-
 tests/test_freqtradebot.py      |  2 +-
 tests/test_persistence.py       |  6 +++---
 5 files changed, 20 insertions(+), 6 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index ffced956d..3ec7e4798 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1089,7 +1089,7 @@ def test_show_trades(mocker, fee, capsys, caplog):
     pargs = get_args(args)
     pargs['config'] = None
     start_show_trades(pargs)
-    assert log_has("Printing 3 Trades: ", caplog)
+    assert log_has("Printing 4 Trades: ", caplog)
     captured = capsys.readouterr()
     assert "Trade(id=1" in captured.out
     assert "Trade(id=2" in captured.out
diff --git a/tests/conftest.py b/tests/conftest.py
index 43dc8ca78..fe8d54480 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -199,6 +199,20 @@ def create_mock_trades(fee):
     )
     Trade.session.add(trade)
 
+    trade = Trade(
+        pair='XRP/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.05,
+        close_rate=0.06,
+        close_profit=0.01,
+        exchange='bittrex',
+        is_open=False,
+    )
+    Trade.session.add(trade)
+
     # Simulate prod entry
     trade = Trade(
         pair='ETC/BTC',
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index b65db7fd8..718c02f05 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -43,7 +43,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
 
     trades = load_trades_from_db(db_url=default_conf['db_url'])
     assert init_mock.call_count == 1
-    assert len(trades) == 3
+    assert len(trades) == 4
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ada0d87fd..54e33be4d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4090,7 +4090,7 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)
     trades = Trade.query.all()
-    assert len(trades) == 3
+    assert len(trades) == 4
     freqtrade.cancel_all_open_orders()
     assert buy_mock.call_count == 1
     assert sell_mock.call_count == 1
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8dd27e53a..ab23243a5 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -989,7 +989,7 @@ def test_get_overall_performance(fee):
     create_mock_trades(fee)
     res = Trade.get_overall_performance()
 
-    assert len(res) == 1
+    assert len(res) == 2
     assert 'pair' in res[0]
     assert 'profit' in res[0]
     assert 'count' in res[0]
@@ -1004,5 +1004,5 @@ def test_get_best_pair(fee):
     create_mock_trades(fee)
     res = Trade.get_best_pair()
     assert len(res) == 2
-    assert res[0] == 'ETC/BTC'
-    assert res[1] == 0.005
+    assert res[0] == 'XRP/BTC'
+    assert res[1] == 0.01

From fdc84eef5905d81a69076199990d3e7bf999e938 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:50:45 +0200
Subject: [PATCH 747/783] /trades shall only return closed trades

---
 freqtrade/rpc/rpc.py            |  5 +++--
 freqtrade/rpc/telegram.py       |  2 +-
 tests/rpc/test_rpc.py           | 11 +++++------
 tests/rpc/test_rpc_apiserver.py |  8 ++++----
 tests/rpc/test_rpc_telegram.py  |  2 +-
 5 files changed, 14 insertions(+), 14 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c73fcbf54..b39d5aec4 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -252,9 +252,10 @@ class RPC:
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
         if limit > 0:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+                Trade.id.desc()).limit(limit)
         else:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).all()
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
 
         output = [trade.to_json() for trade in trades]
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 153be1e25..17f0e21f9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -520,7 +520,7 @@ class Telegram(RPC):
                 [[arrow.get(trade['open_date']).humanize(),
                   trade['pair'],
                   f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
-                 for trade in trades['trades'] if trade['close_profit'] is not None],
+                 for trade in trades['trades']],
                 headers=[
                     'Open Date',
                     'Pair',
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index de9327ba9..e5859fcd9 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -284,12 +284,11 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
     assert isinstance(trades['trades'][1], dict)
 
     trades = rpc._rpc_trade_history(0)
-    assert len(trades['trades']) == 3
-    assert trades['trades_count'] == 3
-    # The first trade is for ETH ... sorting is descending
-    assert trades['trades'][-1]['pair'] == 'ETH/BTC'
-    assert trades['trades'][0]['pair'] == 'ETC/BTC'
-    assert trades['trades'][1]['pair'] == 'ETC/BTC'
+    assert len(trades['trades']) == 2
+    assert trades['trades_count'] == 2
+    # The first closed trade is for ETC ... sorting is descending
+    assert trades['trades'][-1]['pair'] == 'ETC/BTC'
+    assert trades['trades'][0]['pair'] == 'XRP/BTC'
 
 
 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 355b63f48..f4d7b8ca3 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -368,12 +368,12 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
 
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
-    assert len(rc.json['trades']) == 3
-    assert rc.json['trades_count'] == 3
-    rc = client_get(client, f"{BASE_URI}/trades?limit=2")
-    assert_response(rc)
     assert len(rc.json['trades']) == 2
     assert rc.json['trades_count'] == 2
+    rc = client_get(client, f"{BASE_URI}/trades?limit=1")
+    assert_response(rc)
+    assert len(rc.json['trades']) == 1
+    assert rc.json['trades_count'] == 1
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f011b631d..cfe0ade6f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1168,7 +1168,7 @@ def test_telegram_trades(mocker, update, default_conf, fee):
     context.args = [5]
     telegram._trades(update=update, context=context)
     msg_mock.call_count == 1
-    assert "3 recent trades:" in msg_mock.call_args_list[0][0][0]
+    assert "2 recent trades:" in msg_mock.call_args_list[0][0][0]
     assert "Profit (" in msg_mock.call_args_list[0][0][0]
     assert "Open Date" in msg_mock.call_args_list[0][0][0]
     assert "
        " in msg_mock.call_args_list[0][0][0]

From e0c14e6214a79e25d0c6b1d6b189001d89d89e4f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:54:45 +0200
Subject: [PATCH 748/783] Add /trades to help (so users know about it)

---
 docs/telegram-usage.md    | 1 +
 freqtrade/rpc/telegram.py | 1 +
 2 files changed, 2 insertions(+)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index f423a9376..250293d25 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -56,6 +56,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/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 (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | | List all recently closed 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`).
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 17f0e21f9..ab784c962 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -646,6 +646,7 @@ class Telegram(RPC):
                    "         *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"
+                   "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\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 6ce4fd7aff2c9cd78d86b4830e172526eb26877d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:10 +0000
Subject: [PATCH 749/783] Bump arrow from 0.15.7 to 0.15.8

Bumps [arrow](https://github.com/arrow-py/arrow) from 0.15.7 to 0.15.8.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/0.15.7...0.15.8)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index d5c5fd832..63b2c0441 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -3,7 +3,7 @@
 ccxt==1.31.37
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
-arrow==0.15.7
+arrow==0.15.8
 cachetools==4.1.1
 requests==2.24.0
 urllib3==1.25.9

From d1d6f69e43b31491edfc01efb74a12da1349e57e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:13 +0000
Subject: [PATCH 750/783] Bump scipy from 1.5.1 to 1.5.2

Bumps [scipy](https://github.com/scipy/scipy) from 1.5.1 to 1.5.2.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.5.1...v1.5.2)

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

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 4773d9877..ce08f08e0 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.5.1
+scipy==1.5.2
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12

From 2ff03e173d3634128f47666a3777e0f838ad9374 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:17 +0000
Subject: [PATCH 751/783] Bump numpy from 1.19.0 to 1.19.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.19.0 to 1.19.1.
- [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/v1.19.0...v1.19.1)

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

diff --git a/requirements.txt b/requirements.txt
index 1e61d165f..2392d4cb2 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.19.0
+numpy==1.19.1
 pandas==1.0.5

From 838743bf01590b885e5bb1ddf5cacf009d02f673 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:25 +0000
Subject: [PATCH 752/783] Bump mkdocs-material from 5.4.0 to 5.5.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.4.0 to 5.5.0.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.4.0...5.5.0)

Signed-off-by: dependabot[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 3a236ee87..2a2405f8e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.4.0
+mkdocs-material==5.5.0
 mdx_truly_sane_lists==1.2

From 63e7490a55baae19beed1652c0bb0ba7c15e0cc9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:45 +0000
Subject: [PATCH 753/783] Bump plotly from 4.8.2 to 4.9.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.8.2 to 4.9.0.
- [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/v4.8.2...v4.9.0)

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

diff --git a/requirements-plot.txt b/requirements-plot.txt
index ec5af3dbf..51d14d636 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.8.2
+plotly==4.9.0
 

From b4d22f10001f8ad2c977bf1e47a79e39fc5094b6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:53:36 +0000
Subject: [PATCH 754/783] Bump urllib3 from 1.25.9 to 1.25.10

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.9 to 1.25.10.
- [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/1.25.9...1.25.10)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 63b2c0441..e0a9af77e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -6,7 +6,7 @@ python-telegram-bot==12.8
 arrow==0.15.8
 cachetools==4.1.1
 requests==2.24.0
-urllib3==1.25.9
+urllib3==1.25.10
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.18

From dbcccac6cd08bac45cec087f691300b77e962a2b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:53:51 +0000
Subject: [PATCH 755/783] Bump ccxt from 1.31.37 to 1.32.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.31.37 to 1.32.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.31.37...1.32.3)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 63b2c0441..db06fee98 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==1.31.37
+ccxt==1.32.3
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From 7318d02ebc1331adba985d4c2525344c262437b1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Jul 2020 07:05:17 +0000
Subject: [PATCH 756/783] Bump ccxt from 1.32.3 to 1.32.7

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.3 to 1.32.7.
- [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/1.32.3...1.32.7)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index ba41d3ac2..942fe3792 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==1.32.3
+ccxt==1.32.7
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From 14cb29aae1d5fba8fe7d735ddfff7f0aa451434a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 28 Jul 2020 08:16:55 +0200
Subject: [PATCH 757/783] Add test for remove_pumps in edge

---
 tests/edge/test_edge.py | 95 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 95 insertions(+)

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index cf9cb6fe1..7373778ad 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -409,3 +409,98 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
     final = edge._process_expectancy(trades_df)
     assert len(final) == 0
     assert isinstance(final, dict)
+
+
+def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
+    edge_conf['edge']['min_trade_number'] = 2
+    edge_conf['edge']['remove_pumps'] = True
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+
+    freqtrade.exchange.get_fee = fee
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    trades = [
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:05:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:10:00.000000000'),
+         'open_index': 1,
+         'close_index': 1,
+         'trade_duration': '',
+         'open_rate': 17,
+         'close_rate': 15,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:30:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:40:00.000000000'),
+         'open_index': 6,
+         'close_index': 7,
+         'trade_duration': '',
+         'open_rate': 26,
+         'close_rate': 134,
+         'exit_type': 'sell_signal'}
+    ]
+
+    trades_df = DataFrame(trades)
+    trades_df = edge._fill_calculable_fields(trades_df)
+    final = edge._process_expectancy(trades_df)
+
+    assert 'TEST/BTC' in final
+    assert final['TEST/BTC'].stoploss == -0.9
+    assert final['TEST/BTC'].nb_trades == len(trades_df) - 1
+    assert round(final['TEST/BTC'].winrate, 10) == 0.0

From d1cbc567e4895111f877827c9007030a8cf843c1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 28 Jul 2020 13:41:09 +0200
Subject: [PATCH 758/783] Fix filtering for bumped pairs

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

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 41252ee51..1993eded3 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -281,8 +281,8 @@ class Edge:
         #
         # 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()])
+            results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+                              + results['profit_abs'].mean()]
         ##########################################################################
 
         # Removing trades having a duration more than X minutes (set in config)

From 071e82043aabb4e63aa4fdbe8426ceadb449c015 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Aug 2020 15:59:50 +0200
Subject: [PATCH 759/783] Better handle cancelled buy orders

---
 freqtrade/exchange/exchange.py  |  2 +-
 freqtrade/freqtradebot.py       |  6 ++++++
 tests/exchange/test_exchange.py |  2 +-
 tests/test_freqtradebot.py      | 29 +++++++++++++++++++++++------
 4 files changed, 31 insertions(+), 8 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 04ad10a68..c3779ff8e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -999,7 +999,7 @@ class Exchange:
             if self.is_cancel_order_result_suitable(corder):
                 return corder
         except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id}.")
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
         try:
             order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a6d96ef77..b866842b7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -976,6 +976,12 @@ class FreqtradeBot:
             reason = constants.CANCEL_REASON['TIMEOUT']
             corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
                                                             trade.amount)
+            # Avoid race condition where the order could not be cancelled coz its already filled.
+            # Simply bailing here is the only safe way - as this order will then be
+            # handled in the next iteration.
+            if corder.get('status') not in ('canceled', 'closed'):
+                logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
+                return False
         else:
             # Order was cancelled already, so we can reuse the existing dict
             corder = order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 60c4847f6..4f5cfa9e1 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1818,7 +1818,7 @@ def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, cap
 
     res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541)
     assert isinstance(res, dict)
-    assert log_has("Could not cancel order 1234.", caplog)
+    assert log_has("Could not cancel order 1234 for ETH/BTC.", caplog)
     assert log_has("Could not fetch cancelled order 1234.", caplog)
     assert res['amount'] == 1541
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fd57eae6f..d93672ea7 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2023,11 +2023,16 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
+    cancel_buy_order = deepcopy(limit_buy_order_old)
+    cancel_buy_order['status'] = 'canceled'
+    cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
+
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
+        cancel_order_with_result=cancel_order_wr_mock,
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2060,7 +2065,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
     # Trade should be closed since the function returns true
     freqtrade.check_handle_timedout()
-    assert cancel_order_mock.call_count == 1
+    assert cancel_order_wr_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()
     nb_trades = len(trades)
@@ -2071,7 +2076,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 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(return_value=limit_buy_order_old)
+    limit_buy_cancel = deepcopy(limit_buy_order_old)
+    limit_buy_cancel['status'] = 'canceled'
+    cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2259,7 +2266,10 @@ 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(return_value=limit_buy_order_old_partial)
+    limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
+    limit_buy_canceled['status'] = 'canceled'
+
+    cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2392,7 +2402,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    cancel_order_mock = MagicMock(return_value=limit_buy_order)
+    cancel_buy_order = deepcopy(limit_buy_order)
+    cancel_buy_order['status'] = 'canceled'
+    del cancel_buy_order['filled']
+
+    cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2412,9 +2426,12 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
-    limit_buy_order['filled'] = 2
-    mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
+    # Order remained open for some reason (cancel failed)
+    cancel_buy_order['status'] = 'open'
+    cancel_order_mock = MagicMock(return_value=cancel_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],

From 99bfa839ebcc6673ec435c53250b27b0ca9d437b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:12:15 +0200
Subject: [PATCH 760/783] Improve logging for sell exception

---
 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 b866842b7..967f68b90 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -660,7 +660,7 @@ class FreqtradeBot:
                     trades_closed += 1
 
             except DependencyException as exception:
-                logger.warning('Unable to sell trade: %s', exception)
+                logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
 
         # Updating wallets if any trade occured
         if trades_closed:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d93672ea7..15dd5d4ee 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1660,6 +1660,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     trade = MagicMock()
     trade.open_order_id = None
     trade.open_fee = 0.001
+    trade.pair = 'ETH/BTC'
     trades = [trade]
 
     # Test raise of DependencyException exception
@@ -1669,7 +1670,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     )
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    assert log_has('Unable to sell trade: ', caplog)
+    assert log_has('Unable to sell trade ETH/BTC: ', caplog)
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:

From 6c77feee8501a5290a4e6941ae873a31da92edcf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:18:19 +0200
Subject: [PATCH 761/783] Improve some exchange logs

---
 freqtrade/exchange/exchange.py  |  4 ++--
 tests/exchange/test_exchange.py | 12 ++++++++++++
 2 files changed, 14 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c3779ff8e..dcdb36c84 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1022,10 +1022,10 @@ class Exchange:
             return self._api.fetch_order(order_id, pair)
         except ccxt.OrderNotFound as e:
             raise RetryableOrderError(
-                f'Order not found (id: {order_id}). Message: {e}') from e
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 4f5cfa9e1..673399fa6 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2315,6 +2315,18 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
     (3, 3, 1),
     (0, 1, 2),
     (1, 1, 1),
+    (0, 4, 17),
+    (1, 4, 10),
+    (2, 4, 5),
+    (3, 4, 2),
+    (4, 4, 1),
+    (0, 5, 26),
+    (1, 5, 17),
+    (2, 5, 10),
+    (3, 5, 5),
+    (4, 5, 2),
+    (5, 5, 1),
+
 ])
 def test_calculate_backoff(retrycount, max_retries, expected):
     assert calculate_backoff(retrycount, max_retries) == expected

From 3915101d2d8d0a7c4d3f0bfcc547cddbefa27205 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:24:10 +0200
Subject: [PATCH 762/783] Add more backoff to fetch_order endpoint

---
 freqtrade/exchange/exchange.py  | 2 +-
 freqtrade/exchange/ftx.py       | 2 +-
 tests/exchange/test_exchange.py | 5 +++--
 tests/exchange/test_ftx.py      | 1 +
 4 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index dcdb36c84..ec787ca3a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1008,7 +1008,7 @@ class Exchange:
 
         return order
 
-    @retrier
+    @retrier(retries=5)
     def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index b75f77ca4..01e8267ad 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -78,7 +78,7 @@ class Ftx(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    @retrier
+    @retrier(retries=5)
     def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 673399fa6..350c2d3cb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1896,10 +1896,10 @@ def test_fetch_order(default_conf, mocker, exchange_name):
         assert tm.call_args_list[1][0][0] == 2
         assert tm.call_args_list[2][0][0] == 5
         assert tm.call_args_list[3][0][0] == 10
-    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
+    assert api_mock.fetch_order.call_count == 6
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'fetch_order', 'fetch_order',
+                           'fetch_order', 'fetch_order', retries=6,
                            order_id='_', pair='TKN/BTC')
 
 
@@ -1932,6 +1932,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'fetch_stoploss_order', 'fetch_order',
+                           retries=6,
                            order_id='_', pair='TKN/BTC')
 
 
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index eb7d83be3..bed92d276 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -154,4 +154,5 @@ def test_fetch_stoploss_order(default_conf, mocker):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
                            'fetch_stoploss_order', 'fetch_orders',
+                           retries=6,
                            order_id='_', pair='TKN/BTC')

From 5ff09a06c7a74875184aea4cfc159d32825b4566 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:30 +0000
Subject: [PATCH 763/783] Bump pytest from 5.4.3 to 6.0.1

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.3 to 6.0.1.
- [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/5.4.3...6.0.1)

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 9f9be638d..c02a439d3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.782
-pytest==5.4.3
+pytest==6.0.1
 pytest-asyncio==0.14.0
 pytest-cov==2.10.0
 pytest-mock==3.2.0

From 809b3ddafc5863caab228cd75c10f5ae8e496e5a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:31 +0000
Subject: [PATCH 764/783] Bump mkdocs-material from 5.5.0 to 5.5.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.0 to 5.5.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.0...5.5.1)

Signed-off-by: dependabot[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 2a2405f8e..c30661b6a 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.0
+mkdocs-material==5.5.1
 mdx_truly_sane_lists==1.2

From 1855a444fa29f574aa29f5f6e936c9bfd1d879e0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:32 +0000
Subject: [PATCH 765/783] Bump pandas from 1.0.5 to 1.1.0

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.5 to 1.1.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.5...v1.1.0)

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

diff --git a/requirements.txt b/requirements.txt
index 2392d4cb2..d65f90325 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.19.1
-pandas==1.0.5
+pandas==1.1.0

From b3f04d89d259c49f8db954aababe9e812f6f4ca6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:50 +0000
Subject: [PATCH 766/783] Bump ccxt from 1.32.7 to 1.32.45

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.7 to 1.32.45.
- [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/1.32.7...1.32.45)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 942fe3792..62cde9dbc 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==1.32.7
+ccxt==1.32.45
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From a33346c6b660c518a70bdde9a56dc805046d08b8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Aug 2020 19:21:46 +0200
Subject: [PATCH 767/783] Fix testing errors - which surfaced with pytest 6.0.1

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 04ad10a68..c3fe3e601 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -258,8 +258,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(name, "No Sandbox URL in CCXT, exiting. "
-                                     "Please check your config.json")
+                logger.warning(f"No Sandbox URL in CCXT for {name}, exiting. "
+                                "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fd57eae6f..dcddf34e3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1726,6 +1726,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_order_id="123456",
@@ -1816,6 +1817,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
         open_rate=0.245441,
         fee_open=0.0025,
         fee_close=0.0025,
+        open_date=arrow.utcnow().datetime,
         open_order_id="123456",
         is_open=True,
     )

From a3688b159fcf703a5cc390d0ae70d884db717762 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Aug 2020 19:28:57 +0200
Subject: [PATCH 768/783] Improve formatting

---
 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 c3fe3e601..c4ed75878 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -258,8 +258,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(f"No Sandbox URL in CCXT for {name}, exiting. "
-                                "Please check your config.json")
+                logger.warning(
+                    f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:

From 215972c68f3efa6397a6d5a6b17fa2c4ea1a3bea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:41:22 +0200
Subject: [PATCH 769/783] Implement /delete for api-server

---
 freqtrade/rpc/api_server.py | 11 +++++++++++
 freqtrade/rpc/rpc.py        |  4 ++--
 freqtrade/rpc/telegram.py   |  2 +-
 3 files changed, 14 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 351842e10..f7481fee4 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -200,6 +200,8 @@ class ApiServer(RPC):
                               view_func=self._ping, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/trades', 'trades',
                               view_func=self._trades, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/trades/', 'trades_delete',
+                              view_func=self._trades_delete, methods=['DELETE'])
         # Combined actions and infos
         self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
                               methods=['GET', 'POST'])
@@ -424,6 +426,15 @@ class ApiServer(RPC):
         results = self._rpc_trade_history(limit)
         return self.rest_dump(results)
 
+    @require_login
+    @rpc_catch_errors
+    def _trades_delete(self, tradeid):
+        """
+        Handler for DELETE /trades/ endpoint.
+        """
+        result = self._rpc_delete(tradeid)
+        return self.rest_dump(result)
+
     @require_login
     @rpc_catch_errors
     def _whitelist(self):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6627ed16..b79cac243 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -537,7 +537,7 @@ class RPC:
             return trade
         else:
             return None
-            
+
     def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
         """
         Handler for delete .
@@ -558,7 +558,7 @@ class RPC:
             _exec_delete(trade)
             Trade.session.flush()
             self._freqtrade.wallets.update()
-            return {'result': f'Deleted trade {trade_id}.'}
+            return {'result_msg': f'Deleted trade {trade_id}.'}
 
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 20c1cc9dc..293e3a686 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -547,7 +547,7 @@ class Telegram(RPC):
         trade_id = context.args[0] if len(context.args) > 0 else None
         try:
             msg = self._rpc_delete(trade_id)
-            self._send_msg('Delete Result: `{result}`'.format(**msg))
+            self._send_msg('Delete Result: `{result_msg}`'.format(**msg))
 
         except RPCException as e:
             self._send_msg(str(e))

From 26c7341b7d712b4f1bb671722ee0bf0f6e55a42b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:41:38 +0200
Subject: [PATCH 770/783] Add test for api-server DELETE trade

---
 tests/rpc/test_rpc_apiserver.py | 38 ++++++++++++++++++++++++++++++++-
 1 file changed, 37 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f4d7b8ca3..99f17383f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -50,6 +50,12 @@ def client_get(client, url):
                                     'Origin': 'http://example.com'})
 
 
+def client_delete(client, url):
+    # Add fake Origin to ensure CORS kicks in
+    return client.delete(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                       'Origin': 'http://example.com'})
+
+
 def assert_response(response, expected_code=200, needs_cors=True):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
@@ -352,7 +358,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
 
 
-def test_api_trades(botclient, mocker, ticker, fee, markets):
+def test_api_trades(botclient, mocker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
     mocker.patch.multiple(
@@ -376,6 +382,36 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
     assert rc.json['trades_count'] == 1
 
 
+def test_api_delete_trade(botclient, mocker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    # Error - trade won't exist yet.
+    assert_response(rc, 502)
+
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    assert len(trades) > 2
+
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    assert_response(rc)
+    assert rc.json['result_msg'] == 'Deleted trade 1.'
+    assert len(trades) - 1 == len(Trade.query.all())
+
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    # Trade is gone now.
+    assert_response(rc, 502)
+    assert len(trades) - 1 == len(Trade.query.all())
+    rc = client_delete(client, f"{BASE_URI}/trades/2")
+    assert_response(rc)
+    assert rc.json['result_msg'] == 'Deleted trade 2.'
+    assert len(trades) - 2 == len(Trade.query.all())
+
+
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))

From 4b0164770c50d3efdef5fb979bdcf71452f01ef6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:49:59 +0200
Subject: [PATCH 771/783] Add test for /delete

---
 freqtrade/rpc/telegram.py      |  4 ++--
 tests/rpc/test_rpc_telegram.py | 27 +++++++++++++++++++++++++++
 2 files changed, 29 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 293e3a686..19d3e1bd9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -94,7 +94,7 @@ class Telegram(RPC):
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
             CommandHandler('trades', self._trades),
-            CommandHandler('delete', self._delete),
+            CommandHandler('delete', self._delete_trade),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -535,7 +535,7 @@ class Telegram(RPC):
             self._send_msg(str(e))
 
     @authorized_only
-    def _delete(self, update: Update, context: CallbackContext) -> None:
+    def _delete_trade(self, update: Update, context: CallbackContext) -> None:
         """
         Handler for /delete .
         Delete the given trade
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 62a4f49a1..c8ac05d0d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1177,6 +1177,33 @@ def test_telegram_trades(mocker, update, default_conf, fee):
     assert "
        " in msg_mock.call_args_list[0][0][0]
 
 
+def test_telegram_delete_trade(mocker, update, default_conf, fee):
+    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)
+    context = MagicMock()
+    context.args = []
+
+    telegram._delete_trade(update=update, context=context)
+    assert "invalid argument" in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee)
+
+    context = MagicMock()
+    context.args = [1]
+    telegram._delete_trade(update=update, context=context)
+    msg_mock.call_count == 1
+    assert "Delete Result" in msg_mock.call_args_list[0][0][0]
+    assert "Deleted trade 1." in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

From b954af33cfa06387684297c3f6cce35813603414 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 16:01:41 +0200
Subject: [PATCH 772/783] Fix type erorr in callable

---
 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 f7481fee4..f28a35ff0 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -56,7 +56,7 @@ def require_login(func: Callable[[Any, Any], Any]):
 
 
 # Type should really be Callable[[ApiServer], Any], but that will create a circular dependency
-def rpc_catch_errors(func: Callable[[Any], Any]):
+def rpc_catch_errors(func: Callable[..., Any]):
 
     def func_wrapper(obj, *args, **kwargs):
 

From 9163c7f3d3bb0854bcaceea5cef2980ea8ef6a19 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:43:05 +0200
Subject: [PATCH 773/783] Improve api response

---
 freqtrade/rpc/api_server.py     |  4 ++++
 tests/rpc/test_rpc_apiserver.py | 17 ++++++++++++++---
 2 files changed, 18 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f28a35ff0..06926ac35 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -431,6 +431,10 @@ class ApiServer(RPC):
     def _trades_delete(self, tradeid):
         """
         Handler for DELETE /trades/ endpoint.
+        Removes the trade from the database (tries to cancel open orders first!)
+        get:
+          param:
+            tradeid: Numeric trade-id assigned to the trade.
         """
         result = self._rpc_delete(tradeid)
         return self.rest_dump(result)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 99f17383f..ccdec6fdc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -385,31 +385,42 @@ def test_api_trades(botclient, mocker, fee, markets):
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
+    stoploss_mock = MagicMock()
+    cancel_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        markets=PropertyMock(return_value=markets)
+        markets=PropertyMock(return_value=markets),
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
     )
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     # Error - trade won't exist yet.
     assert_response(rc, 502)
 
     create_mock_trades(fee)
+    ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
+    trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
 
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     assert_response(rc)
-    assert rc.json['result_msg'] == 'Deleted trade 1.'
+    assert rc.json['result_msg'] == 'Deleted trade 1. Closed 1 open orders.'
     assert len(trades) - 1 == len(Trade.query.all())
+    assert cancel_mock.call_count == 1
 
+    cancel_mock.reset_mock()
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     # Trade is gone now.
     assert_response(rc, 502)
+    assert cancel_mock.call_count == 0
+
     assert len(trades) - 1 == len(Trade.query.all())
     rc = client_delete(client, f"{BASE_URI}/trades/2")
     assert_response(rc)
-    assert rc.json['result_msg'] == 'Deleted trade 2.'
+    assert rc.json['result_msg'] == 'Deleted trade 2. Closed 2 open orders.'
     assert len(trades) - 2 == len(Trade.query.all())
+    assert stoploss_mock.call_count == 1
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):

From 817f5289db94895a6db6e0b045fcf40aa75047b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:43:22 +0200
Subject: [PATCH 774/783] /delete should Cancel open orders (and stoploss
 orders)

---
 freqtrade/rpc/rpc.py  | 46 +++++++++++++++++++++++-----------
 tests/rpc/test_rpc.py | 57 ++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 88 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b79cac243..58fdebe85 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -11,9 +11,9 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from numpy import NAN, mean
 
-from freqtrade.exceptions import ExchangeError, PricingError
-
-from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes
+from freqtrade.exceptions import (ExchangeError, InvalidOrderException,
+                                  PricingError)
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -541,24 +541,42 @@ class RPC:
     def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
         """
         Handler for delete .
-        Delete the given trade
+        Delete the given trade and close eventually existing open orders.
         """
-        def _exec_delete(trade: Trade) -> None:
-            Trade.session.delete(trade)
-            Trade.session.flush()
-
         with self._freqtrade._sell_lock:
-            trade = Trade.get_trades(
-                trade_filter=[Trade.id == trade_id, ]
-            ).first()
+            c_count = 0
+            trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
             if not trade:
-                logger.warning('delete: Invalid argument received')
+                logger.warning('delete trade: Invalid argument received')
                 raise RPCException('invalid argument')
 
-            _exec_delete(trade)
+            # Try cancelling regular order if that exists
+            if trade.open_order_id:
+                try:
+                    self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            # cancel stoploss on exchange ...
+            if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
+                    and trade.stoploss_order_id):
+                try:
+                    self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
+                                                                   trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            Trade.session.delete(trade)
             Trade.session.flush()
             self._freqtrade.wallets.update()
-            return {'result_msg': f'Deleted trade {trade_id}.'}
+            return {
+                'result': 'success',
+                'trade_id': trade_id,
+                'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
+                'cancel_order_count': c_count,
+            }
 
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e5859fcd9..b4a781459 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -8,7 +8,7 @@ import pytest
 from numpy import isnan
 
 from freqtrade.edge import PairInfo
-from freqtrade.exceptions import ExchangeError, TemporaryError
+from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -291,6 +291,61 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
     assert trades['trades'][0]['pair'] == 'XRP/BTC'
 
 
+def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    stoploss_mock = MagicMock()
+    cancel_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets),
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot.strategy.order_types['stoploss_on_exchange'] = True
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+    with pytest.raises(RPCException, match='invalid argument'):
+        rpc._rpc_delete('200')
+
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    trades[1].stoploss_order_id = '1234'
+    trades[2].stoploss_order_id = '1234'
+    assert len(trades) > 2
+
+    res = rpc._rpc_delete('1')
+    assert isinstance(res, dict)
+    assert res['result'] == 'success'
+    assert res['trade_id'] == '1'
+    assert res['cancel_order_count'] == 1
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 0
+    cancel_mock.reset_mock()
+    stoploss_mock.reset_mock()
+
+    res = rpc._rpc_delete('2')
+    assert isinstance(res, dict)
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 1
+    assert res['cancel_order_count'] == 2
+
+    stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                                 side_effect=InvalidOrderException)
+
+    res = rpc._rpc_delete('3')
+    assert stoploss_mock.call_count == 1
+    stoploss_mock.reset_mock()
+
+    cancel_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_order',
+                               side_effect=InvalidOrderException)
+
+    res = rpc._rpc_delete('4')
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 0
+
+
 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
                               limit_buy_order, limit_sell_order, mocker) -> None:
     mocker.patch.multiple(

From 075c73b9e38e7f71ce5eb32e2bc8930b1c947fa0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:56:49 +0200
Subject: [PATCH 775/783] Improve formatting of telegram message

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 58fdebe85..8a1ff7e96 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -6,7 +6,7 @@ from abc import abstractmethod
 from datetime import date, datetime, timedelta
 from enum import Enum
 from math import isnan
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
 from numpy import NAN, mean
@@ -538,7 +538,7 @@ class RPC:
         else:
             return None
 
-    def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
+    def _rpc_delete(self, trade_id: str) -> Dict[str, Union[str, int]]:
         """
         Handler for delete .
         Delete the given trade and close eventually existing open orders.
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 19d3e1bd9..dde19fddb 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -547,7 +547,10 @@ class Telegram(RPC):
         trade_id = context.args[0] if len(context.args) > 0 else None
         try:
             msg = self._rpc_delete(trade_id)
-            self._send_msg('Delete Result: `{result_msg}`'.format(**msg))
+            self._send_msg((
+                'Delete Result: `{result_msg}`'
+                'Please make sure to take care of this asset on the exchange manually.'
+            ).format(**msg))
 
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index c8ac05d0d..ac8dc62c6 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1200,8 +1200,8 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee):
     context.args = [1]
     telegram._delete_trade(update=update, context=context)
     msg_mock.call_count == 1
-    assert "Delete Result" in msg_mock.call_args_list[0][0][0]
     assert "Deleted trade 1." in msg_mock.call_args_list[0][0][0]
+    assert "Please make sure to take care of this asset" in msg_mock.call_args_list[0][0][0]
 
 
 def test_help_handle(default_conf, update, mocker) -> None:

From 8ed3b81c618293106ad821585ad3fbe89d8685e5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:57:28 +0200
Subject: [PATCH 776/783] Implement /delete in rest client

---
 docs/rest-api.md          | 43 +++++++++++++++++++++------------------
 docs/telegram-usage.md    |  1 +
 freqtrade/rpc/telegram.py |  2 +-
 scripts/rest_client.py    | 12 +++++++++++
 4 files changed, 37 insertions(+), 21 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index a8d902b53..2887a9ffc 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -106,26 +106,29 @@ python3 scripts/rest_client.py --config rest_config.json  [optional par
 
 ## Available commands
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `start` | | Starts the trader
-| `stop` | | Stops the trader
-| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `reload_config` | | Reloads the configuration file
-| `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
-| `forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
-| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `forcebuy  [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `performance` | | Show performance of each finished trade grouped by pair
-| `balance` | | Show account balance per currency
-| `daily ` | 7 | Shows profit or loss per day, over the last n days
-| `whitelist` | | Show the current whitelist
-| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `edge` | | Show validated pairs by Edge if it is enabled.
-| `version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `ping` | Simple command testing the API Readiness - requires no authentication.
+| `start` | Starts the trader
+| `stop` | Stops the trader
+| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `reload_config` | Reloads the configuration file
+| `trades` | List last trades.
+| `delete_trade ` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `show_config` | Shows part of the current configuration with relevant settings to operation
+| `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
+| `forcesell ` | Instantly sells the given trade  (Ignoring `minimum_roi`).
+| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `forcebuy  [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `performance` | Show performance of each finished trade grouped by pair
+| `balance` | Show account balance per currency
+| `daily ` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `whitelist` | Show the current whitelist
+| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `edge` | Show validated pairs by Edge if it is enabled.
+| `version` | Show version
 
 Possible commands can be listed from the rest-client script using the `help` command.
 
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 250293d25..b81ef012b 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -57,6 +57,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/status` | | Lists all open trades
 | `/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 (**)
 | `/trades [limit]` | | List all recently closed trades in a table format.
+| `/delete ` | | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | | Displays number of trades used and available
 | `/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/telegram.py b/freqtrade/rpc/telegram.py
index dde19fddb..f1d3cde21 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -548,7 +548,7 @@ class Telegram(RPC):
         try:
             msg = self._rpc_delete(trade_id)
             self._send_msg((
-                'Delete Result: `{result_msg}`'
+                '`{result_msg}`\n'
                 'Please make sure to take care of this asset on the exchange manually.'
             ).format(**msg))
 
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 1f96bcb69..51ea596f6 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -62,6 +62,9 @@ class FtRestClient():
     def _get(self, apipath, params: dict = None):
         return self._call("GET", apipath, params=params)
 
+    def _delete(self, apipath, params: dict = None):
+        return self._call("DELETE", apipath, params=params)
+
     def _post(self, apipath, params: dict = None, data: dict = None):
         return self._call("POST", apipath, params=params, data=data)
 
@@ -164,6 +167,15 @@ class FtRestClient():
         """
         return self._get("trades", params={"limit": limit} if limit else 0)
 
+    def delete_trade(self, trade_id):
+        """Delete trade from the database.
+        Tries to close open orders. Requires manual handling of this asset on the exchange.
+
+        :param trade_id: Deletes the trade with this ID from the database.
+        :return: json object
+        """
+        return self._delete("trades/{}".format(trade_id))
+
     def whitelist(self):
         """Show the current whitelist.
 

From 5082acc33f1220f95490c56c4fa1d8571ae6faf4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 07:54:54 +0200
Subject: [PATCH 777/783] Fix typos in documentation

---
 docs/rest-api.md       | 2 +-
 docs/telegram-usage.md | 8 +++++---
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 2887a9ffc..68754f79a 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -46,7 +46,7 @@ secrets.token_hex()
 
 ### Configuration with docker
 
-If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
+If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
 
 ``` json
     "api_server": {
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b81ef012b..b050a7a60 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -9,7 +9,7 @@ Telegram user id.
 
 Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
 
-Send the message `/newbot`. 
+Send the message `/newbot`.
 
 *BotFather response:*
 
@@ -115,6 +115,7 @@ For each open trade, the bot will send you the following message.
 ### /status table
 
 Return the status of all open trades in a table format.
+
 ```
    ID  Pair      Since    Profit
 ----  --------  -------  --------
@@ -125,6 +126,7 @@ Return the status of all open trades in a table format.
 ### /count
 
 Return the number of trades used and available.
+
 ```
 current    max
 ---------  -----
@@ -210,7 +212,7 @@ Shows the current whitelist
 
 Shows the current blacklist.
 If Pair is set, then this pair will be added to the pairlist.
-Also supports multiple pairs, seperated by a space.
+Also supports multiple pairs, separated by a space.
 Use `/reload_config` to reset the blacklist.
 
 > Using blacklist `StaticPairList` with 2 pairs  
@@ -218,7 +220,7 @@ Use `/reload_config` to reset the blacklist.
 
 ### /edge
 
-Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
+Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
 
 > **Edge only validated following pairs:**
 ```

From eba73307e42ce6b94d5bed393c40c0bfbbafd05c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Fri, 7 Aug 2020 01:13:36 +0200
Subject: [PATCH 778/783] Update strategy_methods_advanced.j2

Fix def confirm_trade_exit arguments
---
 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index c7ce41bb7..5ca6e6971 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -34,7 +34,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     """
     return True
 
-def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
                        rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
     """
     Called right before placing a regular sell order.

From f3ce54150e92f66c70b82f91276f10fab7e801a4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 15:06:13 +0200
Subject: [PATCH 779/783] Simplify Telegram table

---
 docs/telegram-usage.md | 48 +++++++++++++++++++++---------------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b050a7a60..9776b26ba 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -47,30 +47,30 @@ Per default, the Telegram bot shows predefined commands. Some commands
 are only available by sending them to the bot. The table below list the
 official commands. You can ask at any moment for help with `/help`.
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `/start` | | Starts the trader
-| `/stop` | | Stops the trader
-| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `/reload_config` | | Reloads the configuration file
-| `/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 (*) Pending sell orders are marked with a double asterisk (**)
-| `/trades [limit]` | | List all recently closed trades in a table format.
-| `/delete ` | | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
-| `/count` | | Displays number of trades used and available
-| `/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`).
-| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `/forcebuy  [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `/performance` | | Show performance of each finished trade grouped by pair
-| `/balance` | | Show account balance per currency
-| `/daily ` | 7 | Shows profit or loss per day, over the last n days
-| `/whitelist` | | Show the current whitelist
-| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `/edge` | | Show validated pairs by Edge if it is enabled.
-| `/help` | | Show help message
-| `/version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `/start` | Starts the trader
+| `/stop` | Stops the trader
+| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `/reload_config` | Reloads the configuration file
+| `/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 (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | List all recently closed trades in a table format.
+| `/delete ` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `/count` | Displays number of trades used and available
+| `/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`).
+| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `/forcebuy  [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `/performance` | Show performance of each finished trade grouped by pair
+| `/balance` | Show account balance per currency
+| `/daily ` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `/whitelist` | Show the current whitelist
+| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `/edge` | Show validated pairs by Edge if it is enabled.
+| `/help` | Show help message
+| `/version` | Show version
 
 ## Telegram commands in action
 

From 17613f203a2f898b8388a7eb85c82ac1acf5c5e8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Aug 2020 06:17:04 +0000
Subject: [PATCH 780/783] Bump mkdocs-material from 5.5.1 to 5.5.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.1 to 5.5.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.1...5.5.3)

Signed-off-by: dependabot[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 c30661b6a..4068e364b 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.1
+mkdocs-material==5.5.3
 mdx_truly_sane_lists==1.2

From 1afe4df7be5234630475ebdffc6d875c2467ddf1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Aug 2020 06:17:36 +0000
Subject: [PATCH 781/783] Bump ccxt from 1.32.45 to 1.32.88

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.45 to 1.32.88.
- [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/1.32.45...1.32.88)

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

diff --git a/requirements-common.txt b/requirements-common.txt
index 62cde9dbc..b7e71eada 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==1.32.45
+ccxt==1.32.88
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From c9c43d2f0b6adc59811a292efe95448d411f1499 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 15:27:41 +0200
Subject: [PATCH 782/783] Move log-message of retrying before decrementing
 count

Otherwise the message is always one round "late".
---
 freqtrade/exchange/common.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 0610e8447..cbab742b7 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -107,9 +107,9 @@ def retrier_async(f):
         except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
+                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 count -= 1
                 kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 if isinstance(ex, DDosProtection):
                     backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
                     logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
@@ -131,9 +131,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
             except (TemporaryError, RetryableOrderError) as ex:
                 logger.warning('%s() returned exception: "%s"', f.__name__, ex)
                 if count > 0:
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
                     count -= 1
                     kwargs.update({'count': count})
-                    logger.warning('retrying %s() still for %s times', f.__name__, count)
                     if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)

From d77c53960dfc789a5ae013ac89a04b26f4f4456f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 19:27:25 +0200
Subject: [PATCH 783/783] Show API backoff in logs to better investigate
 eventual problems)

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

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index cbab742b7..3bba9be72 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -112,7 +112,7 @@ def retrier_async(f):
                 kwargs.update({'count': count})
                 if isinstance(ex, DDosProtection):
                     backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
-                    logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
                     await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
@@ -137,7 +137,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)
-                        logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
                         time.sleep(backoff_delay)
                     return wrapper(*args, **kwargs)
                 else:

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