Merge branch 'develop' into dev-merge-rl

docs/backtesting.md

@@ -561,6 +561,14 @@ BTC trades at 22.000\$ today (0.001 BTC is related to this) - but the backtestin
 Today's minimum would be `0.001 * 22_000` - or 22\$.  
 However the limit could also be 50$ - based on `0.001 * 50_000` in some historic setting.
 
+#### Trading precision limits
+
+Most exchanges pose precision limits on both price and amounts, so you cannot buy 1.0020401 of a pair, or at a price of 1.24567123123.  
+Instead, these prices and amounts will be rounded or truncated (based on the exchange definition) to the defined trading precision.
+The above values may for example be rounded to an amount of 1.002, and a price of 1.24567.
+
+These precision values are based on current exchange limits (as described in the [above section](#trading-limits-in-backtesting)), as historic precision limits are not available.
+
 ## Improved backtest accuracy
 
 One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).

docs/bot-basics.md

@@ -70,7 +70,7 @@ This loop will be repeated again and again until the bot is stopped.
   * Determine stake size by calling the `custom_stake_amount()` callback.
   * Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
   * Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
-  * For exits based on exit-signal and custom-exit: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
+  * For exits based on exit-signal, custom-exit and partial exits: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
 * Generate backtest report output
 
 !!! Note

docs/configuration.md

@@ -57,10 +57,21 @@ You can specify additional configuration files in `add_config_files`. Files spec
 This is similar to using multiple `--config` parameters, but simpler in usage as you don't have to specify all files for all commands.
 
 !!! Tip "Use multiple configuration files to keep secrets secret"
-    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
+    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.  
+    The 2nd file should only specify what you intend to override.
+    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
+
+    For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
+
+    ``` bash
+    freqtrade trade --config user_data/config1.json --config user_data/config-private.json <...>
+    ```
+
+    The below is equivalent to the example above - but having 2 configuration files in the configuration, for easier reuse.
 
     ``` json title="user_data/config.json"
     "add_config_files": [
+        "config1.json",
         "config-private.json"
     ]
     ```
@@ -69,17 +80,6 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
     freqtrade trade --config user_data/config.json <...>
     ```
 
-    The 2nd file should only specify what you intend to override.
-    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
-
-    For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
-
-    ``` bash
-    freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
-    ```
-
-    This is equivalent to the example above - but `config-private.json` is specified as cli argument.
-
 ??? Note "config collision handling"
     If the same configuration setting takes place in both `config.json` and `config-import.json`, then the parent configuration wins.
     In the below case, `max_open_trades` would be 3 after the merging - as the reusable "import" configuration has this key overwritten.
@@ -110,6 +110,8 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
         "stake_amount": "unlimited"
     }
     ```
+    
+    If multiple files are in the `add_config_files` section, then they will be assumed to be at identical levels, having the last occurrence override the earlier config (unless a parent already defined such a key).
 
 ## Configuration parameters
 
@@ -525,21 +527,28 @@ It means if the order is not executed immediately AND fully then it is cancelled
 It is the same as FOK (above) except it can be partially fulfilled. The remaining part
 is automatically cancelled by the exchange.
 
-The `order_time_in_force` parameter contains a dict with buy and sell time in force policy values.
+**PO (Post only):**
+
+Post only order. The order is either placed as a maker order, or it is canceled.
+This means the order must be placed on orderbook for at at least time in an unfilled state.
+
+#### time_in_force config
+
+The `order_time_in_force` parameter contains a dict with entry and exit time in force policy values.
 This can be set in the configuration file or in the strategy.
 Values set in the configuration file overwrites values set in the strategy.
 
-The possible values are: `gtc` (default), `fok` or `ioc`.
+The possible values are: `GTC` (default), `FOK` or `IOC`.
 
 ``` python
 "order_time_in_force": {
-    "entry": "gtc",
-    "exit": "gtc"
+    "entry": "GTC",
+    "exit": "GTC"
 },
 ```
 
 !!! Warning
-    This is ongoing work. For now, it is supported only for binance and kucoin.
+    This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
 ### What values can be used for fiat_display_currency?

docs/data-download.md

@@ -63,7 +63,7 @@ optional arguments:
                         `jsongz`).
   --trading-mode {spot,margin,futures}
                         Select Trading mode
-  --prepend             Allow data prepending.
+  --prepend             Allow data prepending. (Data-appending is disabled)
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/developer.md

@@ -409,8 +409,9 @@ Determine if crucial bugfixes have been made between this commit and the current
 
 * Merge the release branch (stable) into this branch.
 * Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7.1` should we need to do a second release that month. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
-* Commit this part
-* push that branch to the remote and create a PR against the stable branch
+* Commit this part.
+* push that branch to the remote and create a PR against the stable branch.
+* Update develop version to next version following the pattern `2019.8-dev`.
 
 ### Create changelog from git commits
 

docs/exchanges.md

@@ -61,8 +61,8 @@ Binance supports [time_in_force](configuration.md#understand-order_time_in_force
 
 ### Binance Blacklist
 
-For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
-Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
+For Binance, it is suggested to add `"BNB/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `BNB` on the account or unless you're willing to disable using `BNB` for fees.
+Binance accounts may use `BNB` for fees, and if a trade happens to be on `BNB`, further trades may consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
 
 ### Binance Futures
 
@@ -205,8 +205,8 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)
 
 ### Kucoin Blacklists
 
-For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
-Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
+For Kucoin, it is suggested to add `"KCS/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `KCS` on the account or unless you're willing to disable using `KCS` for fees. 
+Kucoin accounts may use `KCS` for fees, and if a trade happens to be on `KCS`, further trades may consume this position and make the initial `KCS` trade unsellable as the expected amount is not there anymore.
 
 ## Huobi
 
@@ -278,7 +278,7 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
 "exchange": {
     "name": "kraken",
     "_ft_has_params": {
-        "order_time_in_force": ["gtc", "fok"],
+        "order_time_in_force": ["GTC", "FOK"],
         "ohlcv_candle_limit": 200
         }
     //...

docs/faq.md

@@ -77,9 +77,9 @@ Freqtrade will not provide incomplete candles to strategies. Using incomplete ca
 
 You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.
 
-### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
+### Is there a setting to only Exit the trades being held and not perform any new Entries?
 
-You can use the `/stopbuy` command in Telegram to prevent future buys, followed by `/forceexit all` (sell all open trades).
+You can use the `/stopentry` command in Telegram to prevent future trade entry, followed by `/forceexit all` (sell all open trades).
 
 ### I want to run multiple bots on the same machine
 

docs/freqai.md

@@ -38,14 +38,14 @@ The example strategy, example prediction model, and example config can be found
 The user provides FreqAI with a set of custom *base* indicators (the same way as in a typical Freqtrade strategy) as well as target values (*labels*).
 FreqAI trains a model to predict the target values based on the input of custom indicators, for each pair in the whitelist. These models are consistently retrained to adapt to market conditions. FreqAI offers the ability to both backtest strategies (emulating reality with periodic retraining) and deploy dry/live runs. In dry/live conditions, FreqAI can be set to constant retraining in a background thread in an effort to keep models as up to date as possible.
 
-An overview of the algorithm is shown below, explaining the data processing pipeline and the model usage. 
+An overview of the algorithm is shown below, explaining the data processing pipeline and the model usage.
 
-![freqai-algo](assets/freqai_algo.png)
+![freqai-algo](assets/freqai_algo.jpg)
 
 ### Important machine learning vocabulary
 
 **Features** - the quantities with which a model is trained. All features for a single candle is stored as a vector. In FreqAI, the user
-builds the feature sets from anything they can construct in the strategy. 
+builds the feature sets from anything they can construct in the strategy.
 
 **Labels** - the target values that a model is trained
 toward. Each set of features is associated with a single label that is
@@ -53,12 +53,12 @@ defined by the user within the strategy. These labels intentionally look into th
 future, and are not available to the model during dry/live/backtesting.
 
 **Training** - the process of feeding individual feature sets, composed of historic data, with associated labels into the
-model with the goal of matching input feature sets to associated labels. 
+model with the goal of matching input feature sets to associated labels.
 
 **Train data** - a subset of the historic data that is fed to the model during
 training. This data directly influences weight connections in the model.
 
-**Test data** - a subset of the historic data that is used to evaluate the performance of the model after training. This data does not influence nodal weights within the model. 
+**Test data** - a subset of the historic data that is used to evaluate the performance of the model after training. This data does not influence nodal weights within the model.
 
 ## Install prerequisites
 
@@ -89,10 +89,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 |------------|-------------|
 |  |  **General configuration parameters**
 | `freqai` | **Required.** <br> The parent dictionary containing all the parameters for controlling FreqAI. <br> **Datatype:** Dictionary.
-| `startup_candles` | Number of candles needed for *backtesting only* to ensure all indicators are non NaNs at the start of the first train period. <br> **Datatype:** Positive integer.
 | `purge_old_models` | Delete obsolete models (otherwise, all historic models will remain on disk). <br> **Datatype:** Boolean. Default: `False`.
 | `train_period_days` | **Required.** <br> Number of days to use for the training data (width of the sliding window). <br> **Datatype:** Positive integer.
 | `backtest_period_days` | **Required.** <br> Number of days to inference from the trained model before sliding the window defined above, and retraining the model. This can be fractional days, but beware that the user-provided `timerange` will be divided by this number to yield the number of trainings necessary to complete the backtest. <br> **Datatype:** Float.
+| `save_backtest_models` | Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when users wish to tune entry/exit parameters). If a user wishes to save models to disk when running backtesting, they should activate `save_backtest_models`. A user may wish to do this if they plan to use the same model files for starting a dry/live instance with the same `identifier`. <br> **Datatype:** Boolean. Default: `False`.
 | `identifier` | **Required.** <br> A unique name for the current model. This can be reused to reload pre-trained models/data. <br> **Datatype:** String.
 | `live_retrain_hours` | Frequency of retraining during dry/live runs. <br> Default set to 0, which means the model will retrain as often as possible. <br> **Datatype:** Float > 0.
 | `expiration_hours` | Avoid making predictions if a model is more than `expiration_hours` old. <br> Defaults set to 0, which means models never expire. <br> **Datatype:** Positive integer.
@@ -104,19 +104,21 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `include_corr_pairlist` | A list of correlated coins that FreqAI will add as additional features to all `pair_whitelist` coins. All indicators set in `populate_any_indicators` during feature engineering (see details [here](#feature-engineering)) will be created for each coin in this list, and that set of features is added to the base asset feature set. <br> **Datatype:** List of assets (strings).
 | `label_period_candles` | Number of candles into the future that the labels are created for. This is used in `populate_any_indicators` (see `templates/FreqaiExampleStrategy.py` for detailed usage). The user can create custom labels, making use of this parameter or not. <br> **Datatype:** Positive integer.
 | `include_shifted_candles` | Add features from previous candles to subsequent candles to add historical information. FreqAI takes all features from the `include_shifted_candles` previous candles, duplicates and shifts them so that the information is available for the subsequent candle. <br> **Datatype:** Positive integer.
-| `weight_factor` | Used to set weights for training data points according to their recency. See details about how it works [here](#controlling-the-model-learning-process). <br> **Datatype:** Positive float (typically < 1). 
-| `indicator_max_period_candles` | The maximum period used in `populate_any_indicators()` for indicator creation. FreqAI uses this information in combination with the maximum timeframe to calculate how many data points that should be downloaded so that the first data point does not have a NaN. <br> **Datatype:** Positive integer.
+| `weight_factor` | Used to set weights for training data points according to their recency. See details about how it works [here](#controlling-the-model-learning-process). <br> **Datatype:** Positive float (typically < 1).
+| `indicator_max_period_candles` | **No longer used**. User must use the strategy set `startup_candle_count` which defines the maximum *period* used in `populate_any_indicators()` for indicator creation (timeframe independent). FreqAI uses this information in combination with the maximum timeframe to calculate how many data points it should download so that the first data point does not have a NaN <br> **Datatype:** positive integer.
 | `indicator_periods_candles` | Calculate indicators for `indicator_periods_candles` time periods and add them to the feature set. <br> **Datatype:** List of positive integers.
 | `stratify_training_data` | This value is used to indicate the grouping of the data. For example, 2 would set every 2nd data point into a separate dataset to be pulled from during training/testing. See details about how it works [here](#stratifying-the-data-for-training-and-testing-the-model) <br> **Datatype:** Positive integer.
-| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](#reducing-data-dimensionality-with-principal-component-analysis) <br> **Datatype:** Boolean. 
+| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](#reducing-data-dimensionality-with-principal-component-analysis) <br> **Datatype:** Boolean.
 | `DI_threshold` | Activates the Dissimilarity Index for outlier detection when > 0. See details about how it works [here](#removing-outliers-with-the-dissimilarity-index). <br> **Datatype:** Positive float (typically < 1).
 | `use_SVM_to_remove_outliers` | Train a support vector machine to detect and remove outliers from the training data set, as well as from incoming data points. See details about how it works [here](#removing-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Boolean.
 | `svm_params` | All parameters available in Sklearn's `SGDOneClassSVM()`. See details about some select parameters [here](#removing-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Dictionary.
-| `use_DBSCAN_to_remove_outliers` | Cluster data using DBSCAN to identify and remove outliers from training and prediction data. See details about how it works [here](#removing-outliers-with-dbscan). <br> **Datatype:** Boolean. 
+| `use_DBSCAN_to_remove_outliers` | Cluster data using DBSCAN to identify and remove outliers from training and prediction data. See details about how it works [here](#removing-outliers-with-dbscan). <br> **Datatype:** Boolean.
+| `outlier_protection_percentage` | If more than `outlier_protection_percentage` fraction of points are removed as outliers, FreqAI will log a warning message and ignore outlier detection while keeping the original dataset intact. <br> **Datatype:** float. Default: `30`
+| `reverse_train_test_order` | If true, FreqAI will train on the latest data split and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, users should be careful to understand unorthodox nature of this parameter before employing it. <br> **Datatype:** bool. Default: False
 |  |  **Data split parameters**
 | `data_split_parameters` | Include any additional parameters available from Scikit-learn `test_train_split()`, which are shown [here](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website). <br> **Datatype:** Dictionary.
 | `test_size` | Fraction of data that should be used for testing instead of training. <br> **Datatype:** Positive float < 1.
-| `shuffle` | Shuffle the training data points during training. Typically, for time-series forecasting, this is set to `False`. <br> 
+| `shuffle` | Shuffle the training data points during training. Typically, for time-series forecasting, this is set to `False`. <br>
 |  |  **Model training parameters**
 | `model_training_parameters` | A flexible dictionary that includes all parameters available by the user selected model library. For example, if the user uses `LightGBMRegressor`, this dictionary can contain any parameter available by the `LightGBMRegressor` [here](https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.LGBMRegressor.html) (external website). If the user selects a different model, such as `PPO` from stable_baselines3, this dictionary can contain any parameter from that model.  <br> **Datatype:** Dictionary
 | `n_estimators` | The number of boosted trees to fit in regression. <br> **Datatype:** Integer.
@@ -175,7 +177,6 @@ The user interface is isolated to the typical Freqtrade config file. A FreqAI co
             ],
             "label_period_candles": 24,
             "include_shifted_candles": 2,
-            "indicator_max_period_candles": 20,
             "indicator_periods_candles": [10, 20]
         },
         "data_split_parameters" : {
@@ -192,6 +193,9 @@ The user interface is isolated to the typical Freqtrade config file. A FreqAI co
 The FreqAI strategy requires the user to include the following lines of code in the standard Freqtrade strategy:
 
 ```python
+    # user should define the maximum startup candle count (the largest number of candles
+    # passed to any single indicator)
+    startup_candle_count: int = 20
 
     def informative_pairs(self):
         whitelist_pairs = self.dp.current_whitelist()
@@ -208,9 +212,9 @@ The FreqAI strategy requires the user to include the following lines of code in
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 
-        # the model will return all labels created by user in `populate_any_indicators` 
-        # (& appended targets), an indication of whether or not the prediction should be accepted, 
-        # the target mean/std values for each of the labels created by user in 
+        # the model will return all labels created by user in `populate_any_indicators`
+        # (& appended targets), an indication of whether or not the prediction should be accepted,
+        # the target mean/std values for each of the labels created by user in
         # `populate_any_indicators()` for each training period.
 
         dataframe = self.freqai.start(dataframe, metadata, self)
@@ -285,6 +289,17 @@ The FreqAI strategy requires the user to include the following lines of code in
 
 Notice how the `populate_any_indicators()` is where the user adds their own features ([more information](#feature-engineering)) and labels ([more information](#setting-classifier-targets)). See a full example at `templates/FreqaiExampleStrategy.py`.
 
+### Setting the `startup_candle_count`
+Users need to take care to set the `startup_candle_count` in their strategy the same way they would for any normal Freqtrade strategy (see details [here](strategy-customization.md/#strategy-startup-period)). This value is used by Freqtrade to ensure that a sufficient amount of data is provided when calling on the `dataprovider` to avoid any NaNs at the beginning of the first training. Users can easily set this value by identifying the longest period (in candle units) that they pass to their indicator creation functions (e.g. talib functions). In the present example, the user would pass 20 to as this value (since it is the maximum value in their `indicators_periods_candles`).
+
+!!! Note
+    Typically it is best for users to be safe and multiply their expected `startup_candle_count` by 2. There are instances where the talib functions actually require more data than just the passed `period`. Anecdotally, multiplying the `startup_candle_count` by 2 always leads to a fully NaN free training dataset. Look out for this log message to confirm that your data is clean:
+
+    ```
+    2022-08-31 15:14:04 - freqtrade.freqai.data_kitchen - INFO - dropped 0 training points due to NaNs in populated dataset 4319.
+    ```
+
+
 ## Creating a dynamic target
 
 The `&*_std/mean` return values describe the statistical fit of the user defined label *during the most recent training*. This value allows the user to know the rarity of a given prediction. For example, `templates/FreqaiExampleStrategy.py`, creates a `target_roi` which is based on filtering out predictions that are below a given z-score of 1.25.
@@ -318,7 +333,7 @@ The user is encouraged to inherit `train()` and `predict()` to let them customiz
 ## Feature engineering
 
 Features are added by the user inside the `populate_any_indicators()` method of the strategy
-by prepending indicators with `%`, and labels with `&`.  
+by prepending indicators with `%`, and labels with `&`.
 
 There are some important components/structures that the user *must* include when building their feature set; the use of these is shown below:
 
@@ -427,13 +442,13 @@ In total, the number of features the user of the presented example strat has cre
 length of `include_timeframes` * no. features in `populate_any_indicators()` * length of `include_corr_pairlist` * no. `include_shifted_candles` * length of `indicator_periods_candles`
  $= 3 * 3 * 3 * 2 * 2 = 108$.
 
-Another structure to consider is the location of the labels at the bottom of the example function (below `if set_generalized_indicators:`). 
+Another structure to consider is the location of the labels at the bottom of the example function (below `if set_generalized_indicators:`).
 This is where the user will add single features and labels to their feature set to avoid duplication of them from
 various configuration parameters that multiply the feature set, such as `include_timeframes`.
 
 !!! Note
     Features **must** be defined in `populate_any_indicators()`. Definining FreqAI features in `populate_indicators()`
-    will cause the algorithm to fail in live/dry mode. If the user wishes to add generalized features that are not associated with 
+    will cause the algorithm to fail in live/dry mode. If the user wishes to add generalized features that are not associated with
     a specific pair or timeframe, they should use the following structure inside `populate_any_indicators()`
     (as exemplified in `freqtrade/templates/FreqaiExampleStrategy.py`):
 
@@ -442,7 +457,7 @@ various configuration parameters that multiply the feature set, such as `include
 
             ...
 
-            # Add generalized indicators here (because in live, it will call only this function to populate 
+            # Add generalized indicators here (because in live, it will call only this function to populate
             # indicators for retraining). Notice how we ensure not to add them multiple times by associating
             # these generalized indicators to the basepair/timeframe
             if set_generalized_indicators:
@@ -478,7 +493,7 @@ Additionally, the example classifier models do not accommodate multiple labels,
 
 There are two ways to train and deploy an adaptive machine learning model. FreqAI enables live deployment as well as backtesting analyses. In both cases, a model is trained periodically, as shown in the following figure.
 
-![freqai-window](assets/freqai_moving-window.png)
+![freqai-window](assets/freqai_moving-window.jpg)
 
 ### Running the model live
 
@@ -510,7 +525,7 @@ and if a full `live_retrain_hours` has elapsed since the end of the loaded model
 The FreqAI backtesting module can be executed with the following command:
 
 ```bash
-freqtrade backtesting --strategy FreqaiExampleStrategy --config config_freqai.example.json --freqaimodel LightGBMRegressor --timerange 20210501-20210701
+freqtrade backtesting --strategy FreqaiExampleStrategy --config config_examples/config_freqai.example.json --freqaimodel LightGBMRegressor --timerange 20210501-20210701
 ```
 
 Backtesting mode requires the user to have the data pre-downloaded (unlike in dry/live mode where FreqAI automatically downloads the necessary data). The user should be careful to consider that the time range of the downloaded data is more than the backtesting time range. This is because FreqAI needs data prior to the desired backtesting time range in order to train a model to be ready to make predictions on the first candle of the user-set backtesting time range. More details on how to calculate the data to download can be found [here](#deciding-the-sliding-training-window-and-backtesting-duration).
@@ -537,23 +552,17 @@ the user is asking FreqAI to use a training period of 30 days and backtest on th
 This means that if the user sets `--timerange 20210501-20210701`,
 FreqAI will train have trained 8 separate models at the end of `--timerange` (because the full range comprises 8 weeks). After the training of the model, FreqAI will backtest the subsequent 7 days. The "sliding window" then moves one week forward (emulating FreqAI retraining once per week in live mode) and the new model uses the previous 30 days (including the 7 days used for backtesting by the previous model) to train. This is repeated until the end of `--timerange`.
 
-In live mode, the required training data is automatically computed and downloaded. However, in backtesting mode,
-the user must manually enter the required number of `startup_candles` in the config. This value
-is used to increase the data to FreqAI, which should be sufficient to enable all indicators
-to be NaN free at the beginning of the first training. This is done by identifying the
-longest timeframe (`4h` in presented example config) and the longest indicator period (`20` days in presented example config)
-and adding this to the `train_period_days`. The units need to be in the base candle time frame:
-`startup_candles` = ( 4 hours * 20 max period * 60 minutes/hour + 30 day train_period_days * 1440 minutes per day ) / 5 min (base time frame) = 9360.
-
-!!! Note
-    In dry/live mode, this is all precomputed and handled automatically. Thus, `startup_candle` has no influence on dry/live mode.
-
 !!! Note
     Although fractional `backtest_period_days` is allowed, the user should be aware that the `--timerange` is divided by this value to determine the number of models that FreqAI will need to train in order to backtest the full range. For example, if the user wants to set a `--timerange` of 10 days, and asks for a `backtest_period_days` of 0.1, FreqAI will need to train 100 models per pair to complete the full backtest. Because of this, a true backtest of FreqAI adaptive training would take a *very* long time. The best way to fully test a model is to run it dry and let it constantly train. In this case, backtesting would take the exact same amount of time as a dry run.
 
+### Downloading data for backtesting
+Live/dry instances will download the data automatically for the user, but users who wish to use backtesting functionality still need to download the necessary data using `download-data` (details [here](data-download/#data-downloading)). FreqAI users need to pay careful attention to understanding how much *additional* data needs to be downloaded to ensure that they have a sufficient amount of training data *before* the start of their backtesting timerange. The amount of additional data can be roughly estimated by taking subtracting `train_period_days` and the `startup_candle_count` ([details](#setting-the-startupcandlecount)) from the beginning of the desired backtesting timerange. 
+
+As an example, if we wish to backtest the `--timerange` above of `20210501-20210701`, and we use the example config which sets `train_period_days` to 15. The startup candle count is 40 on a maximum `include_timeframes` of 1h. We would need 20210501 - 15 days - 40 * 1h / 24 hours = 20210414 (16.7 days earlier than the start of the desired training timerange).
+
 ### Defining model expirations
 
-During dry/live mode, FreqAI trains each coin pair sequentially (on separate threads/GPU from the main Freqtrade bot). This means that there is always an age discrepancy between models. If a user is training on 50 pairs, and each pair requires 5 minutes to train, the oldest model will be over 4 hours old. This may be undesirable if the characteristic time scale (the trade duration target) for a strategy is less than 4 hours. The user can decide to only make trade entries if the model is less than 
+During dry/live mode, FreqAI trains each coin pair sequentially (on separate threads/GPU from the main Freqtrade bot). This means that there is always an age discrepancy between models. If a user is training on 50 pairs, and each pair requires 5 minutes to train, the oldest model will be over 4 hours old. This may be undesirable if the characteristic time scale (the trade duration target) for a strategy is less than 4 hours. The user can decide to only make trade entries if the model is less than
 a certain number of hours old by setting the `expiration_hours` in the config file:
 
 ```json
@@ -640,15 +649,15 @@ The user can stratify (group) the training/testing data using:
 
 This will split the data chronologically so that every Xth data point is used to test the model after training. In the
 example above, the user is asking for every third data point in the dataframe to be used for
-testing; the other points are used for training. 
+testing; the other points are used for training.
 
-The test data is used to evaluate the performance of the model after training. If the test score is high, the model is able to capture the behavior of the data well. If the test score is low, either the model either does not capture the complexity of the data, the test data is significantly different from the train data, or a different model should be used. 
+The test data is used to evaluate the performance of the model after training. If the test score is high, the model is able to capture the behavior of the data well. If the test score is low, either the model either does not capture the complexity of the data, the test data is significantly different from the train data, or a different model should be used.
 
 ### Controlling the model learning process
 
 Model training parameters are unique to the machine learning library selected by the user. FreqAI allows the user to set any parameter for any library using the `model_training_parameters` dictionary in the user configuration file. The example configuration file (found in `config_examples/config_freqai.example.json`) show some of the example parameters associated with `Catboost` and `LightGBM`, but the user can add any parameters available in those libraries.
 
-Data split parameters are defined in `data_split_parameters` which can be any parameters associated with `Sklearn`'s `train_test_split()` function. 
+Data split parameters are defined in `data_split_parameters` which can be any parameters associated with `Sklearn`'s `train_test_split()` function.
 
 FreqAI includes some additional parameters such as `weight_factor`, which allows the user to weight more recent data more strongly
 than past data via an exponential function:
@@ -657,7 +666,7 @@ $$ W_i = \exp(\frac{-i}{\alpha*n}) $$
 
 where $W_i$ is the weight of data point $i$ in a total set of $n$ data points. Below is a figure showing the effect of different weight factors on the data points (candles) in a feature set.
 
-![weight-factor](assets/freqai_weight-factor.png)
+![weight-factor](assets/freqai_weight-factor.jpg)
 
 `train_test_split()` has a parameters called `shuffle` that allows the user to keep the data unshuffled. This is particularly useful to avoid biasing training with temporally auto-correlated data.
 
@@ -678,7 +687,7 @@ The user can tell FreqAI to remove outlier data points from the training/test da
     }
 ```
 
-Equity and crypto markets suffer from a high level of non-patterned noise in the form of outlier data points. The Dissimilarity Index (DI) aims to quantify the uncertainty associated with each prediction made by the model. The DI allows predictions which are outliers (not existent in the model feature space) to be thrown out due to low levels of certainty. 
+Equity and crypto markets suffer from a high level of non-patterned noise in the form of outlier data points. The Dissimilarity Index (DI) aims to quantify the uncertainty associated with each prediction made by the model. The DI allows predictions which are outliers (not existent in the model feature space) to be thrown out due to low levels of certainty.
 
 To do so, FreqAI measures the distance between each training data point (feature vector), $X_{a}$, and all other training data points:
 
@@ -696,11 +705,11 @@ which enables the estimation of the Dissimilarity Index as:
 
 $$ DI_k = d_k/\overline{d} $$
 
-The user can tweak the DI through the `DI_threshold` to increase or decrease the extrapolation of the trained model. 
+The user can tweak the DI through the `DI_threshold` to increase or decrease the extrapolation of the trained model.
 
 Below is a figure that describes the DI for a 3D data set.
 
-![DI](assets/freqai_DI.png)
+![DI](assets/freqai_DI.jpg)
 
 #### Removing outliers using a Support Vector Machine (SVM)
 
@@ -715,11 +724,11 @@ The user can tell FreqAI to remove outlier data points from the training/test da
 ```
 
 FreqAI will train an SVM on the training data (or components of it if the user activated
-`principal_component_analysis`) and remove any data point that the SVM deems to be beyond the feature space. 
+`principal_component_analysis`) and remove any data point that the SVM deems to be beyond the feature space.
 
-The parameter `shuffle` is by default set to `False` to ensure consistent results. If it is set to `True`, running the SVM multiple times on the same data set might result in different outcomes due to `max_iter` being to low for the algorithm to reach the demanded `tol`. Increasing `max_iter` solves this issue but causes the procedure to take longer time. 
+The parameter `shuffle` is by default set to `False` to ensure consistent results. If it is set to `True`, running the SVM multiple times on the same data set might result in different outcomes due to `max_iter` being to low for the algorithm to reach the demanded `tol`. Increasing `max_iter` solves this issue but causes the procedure to take longer time.
 
-The parameter `nu`, *very* broadly, is the amount of data points that should be considered outliers. 
+The parameter `nu`, *very* broadly, is the amount of data points that should be considered outliers.
 
 #### Removing outliers with DBSCAN
 
@@ -737,7 +746,7 @@ DBSCAN is an unsupervised machine learning algorithm that clusters data without
 
 Given a number of data points $N$, and a distance $\varepsilon$, DBSCAN clusters the data set by setting all data points that have $N-1$ other data points within a distance of $\varepsilon$ as *core points*. A data point that is within a distance of $\varepsilon$ from a *core point* but that does not have $N-1$ other data points within a distance of $\varepsilon$ from itself is considered an *edge point*. A cluster is then the collection of *core points* and *edge points*. Data points that have no other data points at a distance $<\varepsilon$ are considered outliers. The figure below shows a cluster with $N = 3$.
 
-![dbscan](assets/freqai_dbscan.png)
+![dbscan](assets/freqai_dbscan.jpg)
 
 FreqAI uses `sklearn.cluster.DBSCAN` (details are available on scikit-learn's webpage [here](#https://scikit-learn.org/stable/modules/generated/sklearn.cluster.DBSCAN.html)) with `min_samples` ($N$) taken as double the no. of user-defined features, and `eps` ($\varepsilon$) taken as the longest distance in the *k-distance graph* computed from the nearest neighbors in the pairwise distances of all data points in the feature set.
 

docs/hyperopt.md

@@ -40,7 +40,8 @@ pip install -r requirements-hyperopt.txt
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [--recursive-strategy-search] [-i TIMEFRAME]
+                          [--recursive-strategy-search] [--freqaimodel NAME]
+                          [--freqaimodel-path PATH] [-i TIMEFRAME]
                           [--timerange TIMERANGE]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
@@ -53,7 +54,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
-                          [--ignore-missing-spaces]
+                          [--ignore-missing-spaces] [--analyze-per-epoch]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -129,6 +130,7 @@ optional arguments:
   --ignore-missing-spaces, --ignore-unparameterized-spaces
                         Suppress errors for any requested Hyperopt spaces that
                         do not contain any parameters.
+  --analyze-per-epoch   Run populate_indicators once per epoch.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -154,6 +156,10 @@ Strategy arguments:
   --recursive-strategy-search
                         Recursively search for a strategy in the strategies
                         folder.
+  --freqaimodel NAME    Specify a custom freqaimodels.
+  --freqaimodel-path PATH
+                        Specify additional lookup path for freqaimodels.
+
 ```
 
 ### Hyperopt checklist
@@ -185,7 +191,7 @@ Rarely you may also need to create a [nested class](advanced-hyperopt.md#overrid
 
 ### Hyperopt execution logic
 
-Hyperopt will first load your data into memory and will then run `populate_indicators()` once per Pair to generate all indicators.
+Hyperopt will first load your data into memory and will then run `populate_indicators()` once per Pair to generate all indicators, unless `--analyze-per-epoch` is specified.
 
 Hyperopt will then spawn into different processes (number of processors, or `-j <n>`), and run backtesting over and over again, changing the parameters that are part of the `--spaces` defined.
 
@@ -426,9 +432,10 @@ While this strategy is most likely too simple to provide consistent profit, it s
     `range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.
 
 ??? Hint "Performance tip"
-    By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.  
-    While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
-    You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.
+    During normal hyperopting, indicators are calculated once and supplied to each epoch, linearly increasing RAM usage as a factor of increasing cores. As this also has performance implications, hyperopt provides `--analyze-per-epoch` which will move the execution of `populate_indicators()` to the epoch process, calculating a single value per parameter per epoch instead of using the `.range` functionality. In this case, `.range` functionality will only return the actually used value. This will reduce RAM usage, but increase CPU usage. However, your hyperopting run will be less likely to fail due to Out Of Memory (OOM) issues.
+
+    In either case, you should try to use space ranges as small as possible this will improve CPU/RAM usage in both scenarios.
+
 
 ## Optimizing protections
 
@@ -879,6 +886,7 @@ To combat these, you have multiple options:
 * Avoid using `--timeframe-detail` (this loads a lot of additional data into memory).
 * Reduce the number of parallel processes (`-j <n>`).
 * Increase the memory of your machine.
+* Use `--analyze-per-epoch` if you're using a lot of parameters with `.range` functionality.
 
 
 ## The objective has been evaluated at this point before.

docs/leverage.md

@@ -13,7 +13,7 @@
     Please only use advanced trading modes when you know how freqtrade (and your strategy) works.
     Also, never risk more than what you can afford to lose.
 
-Please read the [strategy migration guide](strategy_migration.md#strategy-migration-between-v2-and-v3) to migrate your strategy from a freqtrade v2 strategy, to v3 strategy that can short and trade futures.
+If you already have an existing strategy, please read the [strategy migration guide](strategy_migration.md#strategy-migration-between-v2-and-v3) to migrate your strategy from a freqtrade v2 strategy, to strategy of version 3 which can short and trade futures.
 
 ## Shorting
 
@@ -62,6 +62,13 @@ You will also have to pick a "margin mode" (explanation below) - with freqtrade
 "margin_mode": "isolated"
 ```
 
+##### Pair namings
+
+Freqtrade follows the [ccxt naming conventions for futures](https://docs.ccxt.com/en/latest/manual.html?#perpetual-swap-perpetual-future).
+A futures pair will therefore have the naming of `base/quote:settle` (e.g. `ETH/USDT:USDT`).
+
+Binance is currently still an exception to this naming scheme, where pairs are named `ETH/USDT` also for futures markets, but will be aligned as soon as CCXT is ready.
+
 ### Margin mode
 
 On top of `trading_mode` - you will also have to configure your `margin_mode`.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.3.1
-mkdocs-material==8.4.1
+mkdocs-material==8.4.2
 mdx_truly_sane_lists==1.3
 pymdown-extensions==9.5
 jinja2==3.1.2

docs/rest-api.md

@@ -163,6 +163,8 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `strategy <strategy>` | Get specific Strategy content. **Alpha**
 | `available_pairs` | List available backtest data. **Alpha**
 | `version` | Show version.
+| `sysinfo` | Show informations about the system load.
+| `health` | Show bot health (last bot loop).
 
 !!! Warning "Alpha status"
     Endpoints labeled with *Alpha status* above may change at any time without notice.
@@ -227,6 +229,11 @@ forceexit
 	Force-exit a trade.
 
         :param tradeid: Id of the trade (can be received via status command)
+        :param ordertype: Order type to use (must be market or limit)
+        :param amount: Amount to sell. Full sell if not given
+
+health
+	Provides a quick health check of the running bot.
 
 locks
 	Return current locks
@@ -312,6 +319,7 @@ version
 
 whitelist
 	Show the current whitelist.
+
 ```
 
 ### OpenAPI interface

docs/strategy-callbacks.md

@@ -423,7 +423,7 @@ class AwesomeStrategy(IStrategy):
 !!! Warning "Backtesting"
     Custom prices are supported in backtesting (starting with 2021.12), and orders will fill if the price falls within the candle's low/high range.
     Orders that don't fill immediately are subject to regular timeout handling, which happens once per (detail) candle.
-    `custom_exit_price()` is only called for sells of type exit_signal and Custom exit. All other exit-types will use regular backtesting prices.
+    `custom_exit_price()` is only called for sells of type exit_signal, Custom exit and partial exits. All other exit-types will use regular backtesting prices.
 
 ## Custom order timeout rules
 
@@ -654,7 +654,7 @@ Position adjustments will always be applied in the direction of the trade, so a
     Stoploss is still calculated from the initial opening price, not averaged price.
     Regular stoploss rules still apply (cannot move down).
 
-    While `/stopbuy` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
+    While `/stopentry` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
 
 !!! Warning "Backtesting"
     During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.

docs/strategy-customization.md

@@ -166,7 +166,7 @@ Additional technical libraries can be installed as necessary, or custom indicato
 
 Most indicators have an instable startup period, in which they are either not available (NaN), or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
 To account for this, the strategy can be assigned the `startup_candle_count` attribute.
-This should be set to the maximum number of candles that the strategy requires to calculate stable indicators.
+This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. In the case where a user includes higher timeframes with informative pairs, the `startup_candle_count` does not necessarily change. The value is the maximum period (in candles) that any of the informatives timeframes need to compute stable indicators.
 
 In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles.
 

docs/strategy_migration.md

@@ -332,8 +332,8 @@ After:
 
 ``` python hl_lines="2 3"
     order_time_in_force: Dict = {
-        "entry": "gtc",
-        "exit": "gtc",
+        "entry": "GTC",
+        "exit": "GTC",
     }
 ```
 

docs/telegram-usage.md

@@ -149,7 +149,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
     Only the following commands are allowed. Command arguments are not supported!
 
-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
 
 ## Telegram commands
 
@@ -161,7 +161,7 @@ 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.
+| `/stopbuy | /stopentry` | 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
 | `/logs [limit]` | Show last log messages.