Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support

.github/workflows/ci.yml

@@ -16,7 +16,8 @@ on:
 concurrency:
   group: ${{ github.workflow }}-${{ github.ref }}
   cancel-in-progress: true
-
+permissions:
+  repository-projects: read
 jobs:
   build_linux:
 
@@ -321,7 +322,6 @@ jobs:
   build_linux_online:
     # Run pytest with "live" checks
     runs-on: ubuntu-22.04
-    # permissions:
     steps:
     - uses: actions/checkout@v3
 
@@ -425,7 +425,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.8.4
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -433,7 +433,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.8.4
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -466,12 +466,13 @@ jobs:
 
     - name: Build and test and push docker images
       env:
-        IMAGE_NAME: freqtradeorg/freqtrade
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
         build_helpers/publish_docker_multi.sh
 
   deploy_arm:
+    permissions:
+      packages: write
     needs: [ deploy ]
     # Only run on 64bit machines
     runs-on: [self-hosted, linux, ARM64]
@@ -494,8 +495,9 @@ jobs:
 
     - name: Build and test and push docker images
       env:
-        IMAGE_NAME: freqtradeorg/freqtrade
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+        GHCR_USERNAME: ${{ github.actor }}
+        GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
       run: |
         build_helpers/publish_docker_arm64.sh
 

.pre-commit-config.yaml

@@ -13,12 +13,12 @@ repos:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.3.0.4
+          - types-cachetools==5.3.0.5
           - types-filelock==3.2.7
-          - types-requests==2.28.11.15
+          - types-requests==2.28.11.17
-          - types-tabulate==0.9.0.1
+          - types-tabulate==0.9.0.2
-          - types-python-dateutil==2.8.19.9
+          - types-python-dateutil==2.8.19.11
-          - SQLAlchemy==2.0.4
+          - SQLAlchemy==2.0.8
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
@@ -30,7 +30,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.0.251'
+    rev: 'v0.0.255'
     hooks:
       - id: ruff
 

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.10.10-slim-bullseye as base
+FROM python:3.10.11-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

build_helpers/install_ta-lib.sh

@@ -8,8 +8,8 @@ if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make
   if [ $? -ne 0 ]; then

build_helpers/publish_docker_arm64.sh

@@ -3,6 +3,10 @@
 # Use BuildKit, otherwise building on ARM fails
 export DOCKER_BUILDKIT=1
 
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+GHCR_IMAGE_NAME=ghcr.io/freqtrade/freqtrade
+
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
@@ -14,7 +18,6 @@ TAG_ARM=${TAG}_arm
 TAG_PLOT_ARM=${TAG_PLOT}_arm
 TAG_FREQAI_ARM=${TAG_FREQAI}_arm
 TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
 
 echo "Running for ${TAG}"
 
@@ -38,13 +41,13 @@ if [ $? -ne 0 ]; then
     echo "failed building multiarch images"
     return 1
 fi
+
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
+
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
-
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
-
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -59,7 +62,6 @@ fi
 
 docker images
 
-# docker push ${IMAGE_NAME}
 docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -82,14 +84,30 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
 docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
 docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
 
+# copy images to ghcr.io
+
+alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
+mkdir .crane
+chmod a+rwx .crane
+
+echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
+
+crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
+crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
+crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
+crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}
+
 # Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
     echo 'Tagging image as latest'
     docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
     docker manifest push -p ${IMAGE_NAME}:latest
+
+    crane copy ${IMAGE_NAME}:latest ${GHCR_IMAGE_NAME}:latest
 fi
 
 docker images
+rm -rf .crane
 
 # Cleanup old images from arm64 node.
 docker image prune -a --force --filter "until=24h"

build_helpers/publish_docker_multi.sh

@@ -2,6 +2,8 @@
 
 # The below assumes a correctly setup docker buildx environment
 
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
@@ -12,7 +14,6 @@ TAG_PI="${TAG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
 CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
 
 # Add commit and commit_message to docker container
@@ -58,9 +59,9 @@ fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
-docker build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
 
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI

docs/bot-basics.md

@@ -12,6 +12,9 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **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.
+* **Current Profit**: Currently pending (unrealized) profit for this trade. This is mainly used throughout the bot and UI.
+* **Realized Profit**: Already realized profit. Only relevant in combination with [partial exits](strategy-callbacks.md#adjust-trade-position) - which also explains the calculation logic for this.
+* **Total Profit**: Combined realized and unrealized profit. The relative number (%) is calculated against the total investment in this trade.
 
 ## Fee handling
 
@@ -57,10 +60,10 @@ This loop will be repeated again and again until the bot is stopped.
 
 * Load historic data for configured pairlist.
 * Calls `bot_start()` once.
-* Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
+  * Calls `bot_loop_start()` strategy callback.
   * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
   * Calls `adjust_entry_price()` strategy callback for open entry orders.
   * Check for trade entry signals (`enter_long` / `enter_short` columns).

docs/freqai-feature-engineering.md

@@ -6,8 +6,8 @@ Low level feature engineering is performed in the user strategy within a set of
 
 |  Function | Description |
 |---------------|-------------|
-| `feature_engineering__expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
+| `feature_engineering_expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
-| `feature_engineering__expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
+| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
 | `feature_engineering_standard()` | This optional function will be called once with the dataframe of the base timeframe. This is the final function to be called, which means that the dataframe entering this function will contain all the features and columns from the base asset created by the other `feature_engineering_expand` functions. This function is a good place to do custom exotic feature extractions (e.g. tsfresh). This function is also a good place for any feature that should not be auto-expanded upon (e.g., day of the week).
 | `set_freqai_targets()` | Required function to set the targets for the model. All targets must be prepended with `&` to be recognized by the FreqAI internals.
 
@@ -182,11 +182,11 @@ In total, the number of features the user of the presented example strat has cre
  $= 3 * 3 * 3 * 2 * 2 = 108$.
 
 
- ### Gain finer control over `feature_engineering_*` functions with `metadata`
+### Gain finer control over `feature_engineering_*` functions with `metadata`
 
  All `feature_engineering_*` and `set_freqai_targets()` functions are passed a `metadata` dictionary which contains information about the `pair`, `tf` (timeframe), and `period` that FreqAI is automating for feature building. As such, a user can use `metadata` inside `feature_engineering_*` functions as criteria for blocking/reserving features for certain timeframes, periods, pairs etc.
 
- ```py
+ ```python
 def feature_engineering_expand_all(self, dataframe, period, metadata, **kwargs):
  if metadata["tf"] == "1h":
     dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)

docs/freqai-parameter-table.md

@@ -46,7 +46,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset. <br> **Datatype:** Float. <br> Default: `30`.
 | `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training 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, you should be careful to understand the unorthodox nature of this parameter before employing it. <br> **Datatype:** Boolean. <br> Default: `False` (no reversal).
 | `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually. <br> **Datatype:** Boolean. <br> Default: `False`.
-| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Boolean. <br> Default: `False`.
+| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Integer. <br> Default: `0`.
 
 ### Data split parameters
 
@@ -84,6 +84,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
 | `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
 | `randomize_starting_position` | Randomize the starting point of each episode to avoid overfitting. <br> **Datatype:** bool. <br> Default: `False`.
+| `drop_ohlc_from_features` | Do not include the normalized ohlc data in the feature set passed to the agent during training (ohlc will still be used for driving the environment in all cases) <br> **Datatype:** Boolean. <br> **Default:** `False`
 
 ### PyTorch parameters
 

docs/freqai-reinforcement-learning.md

@@ -55,7 +55,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
         dataframe["&-action"] = 0
 ```
 
-Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
+Most of the function remains the same as for typical Regressors, however, the function below shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
 
 ```python
     def feature_engineering_standard(self, dataframe, **kwargs):
@@ -176,9 +176,11 @@ As you begin to modify the strategy and the prediction model, you will quickly r
 
                 factor = 100
 
+                pair = self.pair.replace(':', '')
+
                 # you can use feature values from dataframe
                 # Assumes the shifted RSI indicator has been generated in the strategy.
-                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{self.pair}_"
+                rsi_now = self.raw_features[f"%-rsi-period_10_shift-1_{pair}_"
                                 f"{self.config['timeframe']}"].iloc[self._current_tick]
 
                 # reward agent for entering trades
@@ -246,13 +248,13 @@ FreqAI also provides a built in episodic summary logger called `self.tensorboard
             """
             def calculate_reward(self, action: int) -> float:
                 if not self._is_valid(action):
-                    self.tensorboard_log("is_valid")
+                    self.tensorboard_log("invalid")
                     return -2
 
 ```
 
 !!! Note
-    The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)` would add 0.23 to `float_metric`. In this case you can also disable incrementing using `inc=False` parameter.
+    The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)`. In this case the metric values are not incremented.
 
 ### Choosing a base environment
 

docs/freqai-running.md

@@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
 
 You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
 
+???+ danger "Continual learning enforces a constant parameter space"
+    Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
+
 ## Hyperopt
 
 You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):

docs/includes/protections.md

@@ -149,7 +149,7 @@ The below example assumes a timeframe of 1 hour:
 * Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
 * Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
 * Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
-* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs that had 2 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
 
 ``` python

docs/producer-consumer.md

@@ -42,14 +42,14 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `producers` | **Required.** List of producers <br> **Datatype:** Array.
 | `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
 | `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
-| `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
+| `producers.port` | **Required.** The port matching the above host.<br>*Defaults to `8080`.*<br> **Datatype:** Integer
 | `producers.secure` | **Optional.**  Use ssl in websockets connection. Default False.<br> **Datatype:** string
 | `producers.ws_token` | **Required.**  `ws_token` as configured on the producer.<br> **Datatype:** string
 | | **Optional settings**
 | `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
-| `wait_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `ping_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `False`.*<br> **Datatype:** Boolean.
 | `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
 
 Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.0.15
+mkdocs-material==9.1.5
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.9.2
+pymdown-extensions==9.10
 jinja2==3.1.2

docs/strategy-callbacks.md

@@ -51,7 +51,8 @@ During hyperopt, this runs only once at startup.
 
 ## Bot loop start
 
-A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
+A simple callback which is called once at the start of every bot throttling iteration in dry/live mode (roughly every 5
+seconds, unless configured differently) or once per candle in backtest/hyperopt mode.
 This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
 
 ``` python
@@ -61,11 +62,12 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **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 resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :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'):
@@ -316,11 +318,11 @@ class AwesomeStrategy(IStrategy):
 
         # evaluate highest to lowest, so that highest possible stop is used
         if current_profit > 0.40:
-            return stoploss_from_open(0.25, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.25, current_profit, is_short=trade.is_short, leverage=trade.leverage)
         elif current_profit > 0.25:
-            return stoploss_from_open(0.15, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.15, current_profit, is_short=trade.is_short, leverage=trade.leverage)
         elif current_profit > 0.20:
-            return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
 
         # return maximum stoploss value, keeping current stoploss price unchanged
         return 1

docs/strategy-customization.md

@@ -881,7 +881,7 @@ All columns of the informative dataframe will be available on the returning data
 
 ### *stoploss_from_open()*
 
-Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price.
+Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the entry point instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired trade profit above the entry point.
 
 ??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
 
@@ -889,6 +889,8 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit, False)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
 
+    This function will consider leverage - so at 10x leverage, the actual stoploss would be 0.7% above $100 (0.7% * 10x = 7%).
+
 
     ``` python
 
@@ -907,7 +909,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
             # once the profit has risen above 10%, keep the stoploss at 7% above the open price
             if current_profit > 0.10:
-                return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)
+                return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
 
             return 1
 
@@ -1038,11 +1040,10 @@ from datetime import timedelta, datetime, timezone
 
 # Within populate indicators (or populate_buy):
 if self.config['runmode'].value in ('live', 'dry_run'):
-   # fetch closed trades for the last 2 days
+    # fetch closed trades for the last 2 days
-    trades = Trade.get_trades([Trade.pair == metadata['pair'],
+    trades = Trade.get_trades_proxy(
-                               Trade.open_date > datetime.utcnow() - timedelta(days=2),
+        pair=metadata['pair'], is_open=False, 
-                               Trade.is_open.is_(False),
+        open_date=datetime.now(timezone.utc) - timedelta(days=2))
-                ]).all()
     # Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
     sumprofit = sum(trade.close_profit for trade in trades)
     if sumprofit < 0:

docs/utils.md

@@ -955,3 +955,47 @@ Print trades with id 2 and 3 as json
 ``` bash
 freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json
 ```
+
+### Strategy-Updater
+
+Updates listed strategies or all strategies within the strategies folder to be v3 compliant.
+If the command runs without --strategy-list then all strategies inside the strategies folder will be converted.
+Your original strategy will remain available in the `user_data/strategies_orig_updater/` directory.
+
+!!! Warning "Conversion results"
+    Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
+    We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
+
+```
+usage: freqtrade strategy-updater [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                  [-d PATH] [--userdir PATH]
+                                  [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
+
+options:
+  -h, --help            show this help message and exit
+  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+                        Provide a space-separated list of strategies to
+                        backtest. Please note that timeframe needs to be set
+                        either in config or via command line. When using this
+                        together with `--export trades`, the strategy-name is
+                        injected into the filename (so `backtest-data.json`
+                        becomes `backtest-data-SampleStrategy.json`
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE, --log-file 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, --data-dir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.3.dev'
+__version__ = '2023.4.dev'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/commands/__init__.py

@@ -22,5 +22,6 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
                                                   start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
+from freqtrade.commands.strategy_utils_commands import start_strategy_update
 from freqtrade.commands.trade_commands import start_trading
 from freqtrade.commands.webserver_commands import start_webserver

freqtrade/commands/analyze_commands.py

@@ -40,8 +40,8 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
 
         if (not Path(signals_file).exists()):
             raise OperationalException(
-                (f"Cannot find latest backtest signals file: {signals_file}."
+                f"Cannot find latest backtest signals file: {signals_file}."
-                  "Run backtesting with `--export signals`.")
+                "Run backtesting with `--export signals`."
             )
 
     return config

freqtrade/commands/arguments.py

@@ -111,10 +111,13 @@ ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
                     "list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
-                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
+                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv",
+                    "strategy-updater"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
+ARGS_STRATEGY_UTILS = ["strategy_list", "strategy_path", "recursive_strategy_search"]
+
 
 class Arguments:
     """
@@ -198,8 +201,8 @@ class Arguments:
                                         start_list_freqAI_models, start_list_markets,
                                         start_list_strategies, start_list_timeframes,
                                         start_new_config, start_new_strategy, start_plot_dataframe,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
+                                        start_plot_profit, start_show_trades, start_strategy_update,
-                                        start_trading, start_webserver)
+                                        start_test_pairlist, start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -440,3 +443,11 @@ class Arguments:
                                               parents=[_common_parser])
         webserver_cmd.set_defaults(func=start_webserver)
         self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
+
+        # Add strategy_updater subcommand
+        strategy_updater_cmd = subparsers.add_parser('strategy-updater',
+                                                     help='updates outdated strategy'
+                                                          'files to the current version',
+                                                     parents=[_common_parser])
+        strategy_updater_cmd.set_defaults(func=start_strategy_update)
+        self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)

freqtrade/commands/data_commands.py

@@ -204,11 +204,14 @@ def start_list_data(args: Dict[str, Any]) -> None:
             pair, timeframe, candle_type,
             *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
         ) for pair, timeframe, candle_type in paircombs]
+
         print(tabulate([
             (pair, timeframe, candle_type,
                 start.strftime(DATETIME_PRINT_FORMAT),
                 end.strftime(DATETIME_PRINT_FORMAT))
-            for pair, timeframe, candle_type, start, end in paircombs1
+            for pair, timeframe, candle_type, start, end in sorted(
+                paircombs1,
+                key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]))
             ],
             headers=("Pair", "Timeframe", "Type", 'From', 'To'),
             tablefmt='psql', stralign='right'))

freqtrade/commands/db_commands.py

@@ -1,7 +1,7 @@
 import logging
 from typing import Any, Dict
 
-from sqlalchemy import func
+from sqlalchemy import func, select
 
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.enums import RunMode
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     init_db(config['db_url'])
-    session_target = Trade._session
+    session_target = Trade.session
     init_db(config['db_url_from'])
     logger.info("Starting db migration.")
 
@@ -36,16 +36,16 @@ def start_convert_db(args: Dict[str, Any]) -> None:
 
     session_target.commit()
 
-    for pairlock in PairLock.query:
+    for pairlock in PairLock.get_all_locks():
         pairlock_count += 1
         make_transient(pairlock)
         session_target.add(pairlock)
     session_target.commit()
 
     # Update sequences
-    max_trade_id = session_target.query(func.max(Trade.id)).scalar()
+    max_trade_id = session_target.scalar(select(func.max(Trade.id)))
-    max_order_id = session_target.query(func.max(Order.id)).scalar()
+    max_order_id = session_target.scalar(select(func.max(Order.id)))
-    max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar()
+    max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
 
     set_sequence_ids(session_target.get_bind(),
                      trade_id=max_trade_id,

freqtrade/commands/strategy_utils_commands.py

@@ -0,0 +1,55 @@
+import logging
+import sys
+import time
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
+from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.strategyupdater import StrategyUpdater
+
+
+logger = logging.getLogger(__name__)
+
+
+def start_strategy_update(args: Dict[str, Any]) -> None:
+    """
+    Start the strategy updating script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+
+    if sys.version_info == (3, 8):  # pragma: no cover
+        sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    strategy_objs = StrategyResolver.search_all_objects(
+        config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
+
+    filtered_strategy_objs = []
+    if args['strategy_list']:
+        filtered_strategy_objs = [
+            strategy_obj for strategy_obj in strategy_objs
+            if strategy_obj['name'] in args['strategy_list']
+        ]
+
+    else:
+        # Use all available entries.
+        filtered_strategy_objs = strategy_objs
+
+    processed_locations = set()
+    for strategy_obj in filtered_strategy_objs:
+        if strategy_obj['location'] not in processed_locations:
+            processed_locations.add(strategy_obj['location'])
+            start_conversion(strategy_obj, config)
+
+
+def start_conversion(strategy_obj, config):
+    print(f"Conversion of {Path(strategy_obj['location']).name} started.")
+    instance_strategy_updater = StrategyUpdater()
+    start = time.perf_counter()
+    instance_strategy_updater.start(config, strategy_obj)
+    elapsed = time.perf_counter() - start
+    print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")

freqtrade/configuration/config_validation.py

@@ -27,10 +27,7 @@ def _extend_validator(validator_class):
             if 'default' in subschema:
                 instance.setdefault(prop, subschema['default'])
 
-        for error in validate_properties(
+        yield from validate_properties(validator, properties, instance, schema)
-            validator, properties, instance, schema,
-        ):
-            yield error
 
     return validators.extend(
         validator_class, {'properties': set_defaults}

freqtrade/constants.py

@@ -36,9 +36,10 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', '
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
-AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
+AVAILABLE_PROTECTIONS = ['CooldownPeriod',
-AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
+                         'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
-AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
+AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5', 'feather']
+AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['parquet']
 BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
 BACKTEST_CACHE_DEFAULT = 'day'
@@ -588,6 +589,7 @@ CONF_SCHEMA = {
                 "rl_config": {
                     "type": "object",
                     "properties": {
+                        "drop_ohlc_from_features": {"type": "boolean", "default": False},
                         "train_cycles": {"type": "integer"},
                         "max_trade_duration_candles": {"type": "integer"},
                         "add_state_info": {"type": "boolean", "default": False},
@@ -596,7 +598,7 @@ CONF_SCHEMA = {
                         "model_type": {"type": "string", "default": "PPO"},
                         "policy_type": {"type": "string", "default": "MlpPolicy"},
                         "net_arch": {"type": "array", "default": [128, 128]},
-                        "randomize_startinng_position": {"type": "boolean", "default": False},
+                        "randomize_starting_position": {"type": "boolean", "default": False},
                         "model_reward_parameters": {
                             "type": "object",
                             "properties": {

freqtrade/data/btanalysis.py

@@ -373,7 +373,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
     filters = []
     if strategy:
         filters.append(Trade.strategy == strategy)
-    trades = trade_list_to_dataframe(Trade.get_trades(filters).all())
+    trades = trade_list_to_dataframe(list(Trade.get_trades(filters).all()))
 
     return trades
 

freqtrade/data/dataprovider.py

@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_seconds
 from freqtrade.exchange.types import OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
 from freqtrade.util import PeriodicCache
 
 
@@ -118,8 +119,7 @@ class DataProvider:
         :param new_candle: This is a new candle
         """
         if self.__rpc:
-            self.__rpc.send_msg(
+            msg: RPCAnalyzedDFMsg = {
-                {
                     'type': RPCMessageType.ANALYZED_DF,
                     'data': {
                         'key': pair_key,
@@ -127,7 +127,7 @@ class DataProvider:
                         'la': datetime.now(timezone.utc)
                     }
                 }
-            )
+            self.__rpc.send_msg(msg)
             if new_candle:
                 self.__rpc.send_msg({
                         'type': RPCMessageType.NEW_CANDLE,

freqtrade/data/history/featherdatahandler.py

@@ -4,7 +4,7 @@ from typing import Optional
 from pandas import DataFrame, read_feather, to_datetime
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 from freqtrade.enums import CandleType
 
 from .idatahandler import IDataHandler
@@ -92,12 +92,11 @@ class FeatherDataHandler(IDataHandler):
         :param data: List of Lists containing trade data,
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
+        self.create_dir_if_needed(filename)
 
-        raise NotImplementedError()
+        tradesdata = DataFrame(data, columns=DEFAULT_TRADES_COLUMNS)
-        # array = pa.array(data)
+        tradesdata.to_feather(filename, compression_level=9, compression='lz4')
-        # array
-        # feather.write_feather(data, filename)
 
     def trades_append(self, pair: str, data: TradeList):
         """
@@ -116,14 +115,13 @@ class FeatherDataHandler(IDataHandler):
         :param timerange: Timerange to load trades for - currently not implemented
         :return: List of trades
         """
-        raise NotImplementedError()
+        filename = self._pair_trades_filename(self._datadir, pair)
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        if not filename.exists():
-        # tradesdata = misc.file_load_json(filename)
+            return []
 
-        # if not tradesdata:
+        tradesdata = read_feather(filename)
-        #     return []
 
-        # return tradesdata
+        return tradesdata.values.tolist()
 
     @classmethod
     def _get_file_extension(cls):

freqtrade/enums/rpcmessagetype.py

@@ -4,6 +4,7 @@ from enum import Enum
 class RPCMessageType(str, Enum):
     STATUS = 'status'
     WARNING = 'warning'
+    EXCEPTION = 'exception'
     STARTUP = 'startup'
 
     ENTRY = 'entry'

freqtrade/exchange/__init__.py

@@ -8,15 +8,15 @@ from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
-from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amount_to_contracts,
+from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
-                                               amount_to_precision, available_exchanges,
+                                               amount_to_contracts, amount_to_precision,
-                                               ccxt_exchanges, contracts_to_amount,
+                                               available_exchanges, ccxt_exchanges,
-                                               date_minus_candles, is_exchange_known_ccxt,
+                                               contracts_to_amount, date_minus_candles,
-                                               market_is_active, price_to_precision,
+                                               is_exchange_known_ccxt, market_is_active,
-                                               timeframe_to_minutes, timeframe_to_msecs,
+                                               price_to_precision, timeframe_to_minutes,
-                                               timeframe_to_next_date, timeframe_to_prev_date,
+                                               timeframe_to_msecs, timeframe_to_next_date,
-                                               timeframe_to_seconds, validate_exchange,
+                                               timeframe_to_prev_date, timeframe_to_seconds,
-                                               validate_exchanges)
+                                               validate_exchange, validate_exchanges)
 from freqtrade.exchange.gate import Gate
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.huobi import Huobi

freqtrade/exchange/binance.py

@@ -23,7 +23,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "stop_loss_limit"},
-        "order_time_in_force": ['GTC', 'FOK', 'IOC'],
+        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
         "ohlcv_candle_limit": 1000,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
@@ -31,6 +31,7 @@ class Binance(Exchange):
     }
     _ft_has_futures: Dict = {
         "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
+        "order_time_in_force": ["GTC", "FOK", "IOC"],
         "tickers_have_price": False,
         "floor_leverage": True,
         "stop_price_type_field": "workingType",

freqtrade/exchange/bybit.py

@@ -114,7 +114,7 @@ class Bybit(Exchange):
         data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
         return data
 
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT:
             params = {'leverage': leverage}
             self.set_margin_mode(pair, self.margin_mode, accept_fail=True, params=params)

freqtrade/exchange/exchange.py

@@ -30,13 +30,14 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
                                        retrier_async)
-from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
+from freqtrade.exchange.exchange_utils import (ROUND, ROUND_DOWN, ROUND_UP, CcxtModuleType,
-                                               amount_to_contracts, amount_to_precision,
+                                               amount_to_contract_precision, amount_to_contracts,
-                                               contracts_to_amount, date_minus_candles,
+                                               amount_to_precision, contracts_to_amount,
-                                               is_exchange_known_ccxt, market_is_active,
+                                               date_minus_candles, is_exchange_known_ccxt,
-                                               price_to_precision, timeframe_to_minutes,
+                                               market_is_active, price_to_precision,
-                                               timeframe_to_msecs, timeframe_to_next_date,
+                                               timeframe_to_minutes, timeframe_to_msecs,
-                                               timeframe_to_prev_date, timeframe_to_seconds)
+                                               timeframe_to_next_date, timeframe_to_prev_date,
+                                               timeframe_to_seconds)
 from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
@@ -59,8 +60,8 @@ class Exchange:
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
+        "stop_price_param": "stopPrice",
         "order_time_in_force": ["GTC"],
-        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_has_history": True,  # Some exchanges (Kraken) don't provide history via ohlcv
@@ -69,6 +70,7 @@ class Exchange:
         # Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
         "ohlcv_volume_currency": "base",  # "base" or "quote"
         "tickers_have_quoteVolume": True,
+        "tickers_have_bid_ask": True,  # bid / ask empty for fetch_tickers
         "tickers_have_price": True,
         "trades_pagination": "time",  # Possible are "time" or "id"
         "trades_pagination_arg": "since",
@@ -80,6 +82,8 @@ class Exchange:
         "fee_cost_in_contracts": False,  # Fee cost needs contract conversion
         "needs_trading_fees": False,  # use fetch_trading_fees to cache fees
         "order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
+        # Override createMarketBuyOrderRequiresPrice where ccxt has it wrong
+        "marketOrderRequiresPrice": False,
     }
     _ft_has: Dict = {}
     _ft_has_futures: Dict = {}
@@ -205,6 +209,8 @@ class Exchange:
                 and self._api_async.session):
             logger.debug("Closing async ccxt session.")
             self.loop.run_until_complete(self._api_async.close())
+        if self.loop and not self.loop.is_closed():
+            self.loop.close()
 
     def validate_config(self, config):
         # Check if timeframe is available
@@ -730,12 +736,14 @@ class Exchange:
         """
         return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
 
-    def price_to_precision(self, pair: str, price: float) -> float:
+    def price_to_precision(self, pair: str, price: float, *, rounding_mode: int = ROUND) -> float:
         """
-        Returns the price rounded up to the precision the Exchange accepts.
+        Returns the price rounded to the precision the Exchange accepts.
-        Rounds up
+        The default price_rounding_mode in conf is ROUND.
+        For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
         """
-        return price_to_precision(price, self.get_precision_price(pair), self.precisionMode)
+        return price_to_precision(price, self.get_precision_price(pair),
+                                  self.precisionMode, rounding_mode=rounding_mode)
 
     def price_get_one_pip(self, pair: str, price: float) -> float:
         """
@@ -758,12 +766,12 @@ class Exchange:
         return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
 
     def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
-        max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
+        max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max', leverage)
         if max_stake_amount is None:
             # * Should never be executed
             raise OperationalException(f'{self.name}.get_max_pair_stake_amount should'
                                        'never set max_stake_amount to None')
-        return max_stake_amount / leverage
+        return max_stake_amount
 
     def _get_stake_amount_limit(
         self,
@@ -781,43 +789,41 @@ class Exchange:
         except KeyError:
             raise ValueError(f"Can't get market information for symbol {pair}")
 
+        if isMin:
+            # reserve some percent defined in config (5% default) + stoploss
+            margin_reserve: float = 1.0 + self._config.get('amount_reserve_percent',
+                                                           DEFAULT_AMOUNT_RESERVE_PERCENT)
+            stoploss_reserve = (
+                margin_reserve / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
+            )
+            # it should not be more than 50%
+            stoploss_reserve = max(min(stoploss_reserve, 1.5), 1)
+        else:
+            margin_reserve = 1.0
+            stoploss_reserve = 1.0
+
         stake_limits = []
         limits = market['limits']
         if (limits['cost'][limit] is not None):
             stake_limits.append(
-                self._contracts_to_amount(
+                self._contracts_to_amount(pair, limits['cost'][limit]) * stoploss_reserve
-                    pair,
-                    limits['cost'][limit]
-                )
             )
 
         if (limits['amount'][limit] is not None):
             stake_limits.append(
-                self._contracts_to_amount(
+                self._contracts_to_amount(pair, limits['amount'][limit]) * price * margin_reserve
-                    pair,
-                    limits['amount'][limit] * price
-                )
             )
 
         if not stake_limits:
             return None if isMin else float('inf')
 
-        # reserve some percent defined in config (5% default) + stoploss
-        amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
-                                                        DEFAULT_AMOUNT_RESERVE_PERCENT)
-        amount_reserve_percent = (
-            amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
-        )
-        # it should not be more than 50%
-        amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
-
         # The value returned should satisfy both limits: for amount (base currency) and
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
         return self._get_stake_amount_considering_leverage(
-            max(stake_limits) * amount_reserve_percent,
+            max(stake_limits) if isMin else min(stake_limits),
             leverage or 1.0
-        ) if isMin else min(stake_limits)
+        )
 
     def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float) -> float:
         """
@@ -1018,10 +1024,10 @@ class Exchange:
 
     # Order handling
 
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT:
-            self.set_margin_mode(pair, self.margin_mode)
+            self.set_margin_mode(pair, self.margin_mode, accept_fail)
-            self._set_leverage(leverage, pair)
+            self._set_leverage(leverage, pair, accept_fail)
 
     def _get_params(
         self,
@@ -1033,12 +1039,18 @@ class Exchange:
     ) -> Dict:
         params = self._params.copy()
         if time_in_force != 'GTC' and ordertype != 'market':
-            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({'timeInForce': time_in_force.upper()})
-            params.update({param: time_in_force.upper()})
         if reduceOnly:
             params.update({'reduceOnly': True})
         return params
 
+    def _order_needs_price(self, ordertype: str) -> bool:
+        return (
+            ordertype != 'market'
+            or self._api.options.get("createMarketBuyOrderRequiresPrice", False)
+            or self._ft_has.get('marketOrderRequiresPrice', False)
+        )
+
     def create_order(
         self,
         *,
@@ -1061,8 +1073,7 @@ class Exchange:
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
-            needs_price = (ordertype != 'market'
+            needs_price = self._order_needs_price(ordertype)
-                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
             if not reduceOnly:
@@ -1086,7 +1097,7 @@ class Exchange:
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise ExchangeError(
+            raise InvalidOrderException(
                 f'Could not create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
@@ -1105,11 +1116,11 @@ class Exchange:
         """
         if not self._ft_has.get('stoploss_on_exchange'):
             raise OperationalException(f"stoploss is not implemented for {self.name}.")
-
+        price_param = self._ft_has['stop_price_param']
         return (
-            order.get('stopPrice', None) is None
+            order.get(price_param, None) is None
-            or ((side == "sell" and stop_loss > float(order['stopPrice'])) or
+            or ((side == "sell" and stop_loss > float(order[price_param])) or
-                (side == "buy" and stop_loss < float(order['stopPrice'])))
+                (side == "buy" and stop_loss < float(order[price_param])))
         )
 
     def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
@@ -1136,14 +1147,21 @@ class Exchange:
                           "sell" else (stop_price >= limit_rate))
         # Ensure rate is less than stop price
         if bad_stop_price:
-            raise OperationalException(
+            # This can for example happen if the stop / liquidation price is set to 0
-                'In stoploss limit order, stop price should be more than limit price')
+            # Which is possible if a market-order closes right away.
+            # The InvalidOrderException will bubble up to exit_positions, where it will be
+            # handled gracefully.
+            raise InvalidOrderException(
+                "In stoploss limit order, stop price should be more than limit price. "
+                f"Stop price: {stop_price}, Limit price: {limit_rate}, "
+                f"Limit Price pct: {limit_price_pct}"
+                )
         return limit_rate
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
         params = self._params.copy()
-        # Verify if stopPrice works for your exchange!
+        # Verify if stopPrice works for your exchange, else configure stop_price_param
-        params.update({'stopPrice': stop_price})
+        params.update({self._ft_has['stop_price_param']: stop_price})
         return params
 
     @retrier(retries=0)
@@ -1169,12 +1187,12 @@ class Exchange:
 
         user_order_type = order_types.get('stoploss', 'market')
         ordertype, user_order_type = self._get_stop_order_type(user_order_type)
-
+        round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
-        stop_price_norm = self.price_to_precision(pair, stop_price)
+        stop_price_norm = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
         limit_rate = None
         if user_order_type == 'limit':
             limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
-            limit_rate = self.price_to_precision(pair, limit_rate)
+            limit_rate = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
@@ -1200,7 +1218,7 @@ class Exchange:
 
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
 
-            self._lev_prep(pair, leverage, side)
+            self._lev_prep(pair, leverage, side, accept_fail=True)
             order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, price=limit_rate, params=params)
             self._log_exchange_response('create_stoploss_order', order)
@@ -2525,7 +2543,6 @@ class Exchange:
         self,
         leverage: float,
         pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None,
         accept_fail: bool = False,
     ):
         """
@@ -2543,7 +2560,7 @@ class Exchange:
             self._log_exchange_response('set_leverage', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
-        except ccxt.BadRequest as e:
+        except (ccxt.BadRequest, ccxt.InsufficientFunds) as e:
             if not accept_fail:
                 raise TemporaryError(
                     f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
@@ -2754,10 +2771,10 @@ class Exchange:
             raise OperationalException(
                 f"{self.name} does not support {self.margin_mode} {self.trading_mode}")
 
-        isolated_liq = None
+        liquidation_price = None
         if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
 
-            isolated_liq = self.dry_run_liquidation_price(
+            liquidation_price = self.dry_run_liquidation_price(
                 pair=pair,
                 open_rate=open_rate,
                 is_short=is_short,
@@ -2772,16 +2789,16 @@ class Exchange:
             positions = self.fetch_positions(pair)
             if len(positions) > 0:
                 pos = positions[0]
-                isolated_liq = pos['liquidationPrice']
+                liquidation_price = pos['liquidationPrice']
 
-        if isolated_liq is not None:
+        if liquidation_price is not None:
-            buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer
+            buffer_amount = abs(open_rate - liquidation_price) * self.liquidation_buffer
-            isolated_liq = (
+            liquidation_price_buffer = (
-                isolated_liq - buffer_amount
+                liquidation_price - buffer_amount
                 if is_short else
-                isolated_liq + buffer_amount
+                liquidation_price + buffer_amount
             )
-            return isolated_liq
+            return max(liquidation_price_buffer, 0.0)
         else:
             return None
 

freqtrade/exchange/exchange_utils.py

@@ -2,11 +2,12 @@
 Exchange support utils
 """
 from datetime import datetime, timedelta, timezone
-from math import ceil
+from math import ceil, floor
 from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
-from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
+from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE,
+                  TRUNCATE, decimal_to_precision)
 
 from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
 from freqtrade.util import FtPrecise
@@ -219,35 +220,51 @@ def amount_to_contract_precision(
     return amount
 
 
-def price_to_precision(price: float, price_precision: Optional[float],
+def price_to_precision(
-                       precisionMode: Optional[int]) -> float:
+    price: float,
+    price_precision: Optional[float],
+    precisionMode: Optional[int],
+    *,
+    rounding_mode: int = ROUND,
+) -> float:
     """
-    Returns the price rounded up to the precision the Exchange accepts.
+    Returns the price rounded to the precision the Exchange accepts.
     Partial Re-implementation of ccxt internal method decimal_to_precision(),
-    which does not support rounding up
+    which does not support rounding up.
+    For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
+
     TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
     align with amount_to_precision().
-    !!! Rounds up
     :param price: price to convert
     :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
     :param precisionMode: precision mode to use. Should be used from precisionMode
                           one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :param rounding_mode: rounding mode to use. Defaults to ROUND
     :return: price rounded up to the precision the Exchange accepts
-
     """
     if price_precision is not None and precisionMode is not None:
-        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
-        #                                    precision=price_precision,
-        #                                    counting_mode=self.precisionMode,
-        #                                    ))
         if precisionMode == TICK_SIZE:
+            if rounding_mode == ROUND:
+                ticks = price / price_precision
+                rounded_ticks = round(ticks)
+                return rounded_ticks * price_precision
             precision = FtPrecise(price_precision)
             price_str = FtPrecise(price)
             missing = price_str % precision
             if not missing == FtPrecise("0"):
-                price = round(float(str(price_str - missing + precision)), 14)
+                return round(float(str(price_str - missing + precision)), 14)
-        else:
+            return price
-            symbol_prec = price_precision
+        elif precisionMode in (SIGNIFICANT_DIGITS, DECIMAL_PLACES):
-            big_price = price * pow(10, symbol_prec)
+            ndigits = round(price_precision)
-            price = ceil(big_price) / pow(10, symbol_prec)
+            if rounding_mode == ROUND:
+                return round(price, ndigits)
+            ticks = price * (10**ndigits)
+            if rounding_mode == ROUND_UP:
+                return ceil(ticks) / (10**ndigits)
+            if rounding_mode == TRUNCATE:
+                return int(ticks) / (10**ndigits)
+            if rounding_mode == ROUND_DOWN:
+                return floor(ticks) / (10**ndigits)
+            raise ValueError(f"Unknown rounding_mode {rounding_mode}")
+        raise ValueError(f"Unknown precisionMode {precisionMode}")
     return price

freqtrade/exchange/gate.py

@@ -5,7 +5,6 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, PriceType, TradingMode
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.misc import safe_value_fallback2
 
@@ -28,10 +27,13 @@ class Gate(Exchange):
         "order_time_in_force": ['GTC', 'IOC'],
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
+        "marketOrderRequiresPrice": True,
     }
 
     _ft_has_futures: Dict = {
         "needs_trading_fees": True,
+        "marketOrderRequiresPrice": False,
+        "tickers_have_bid_ask": False,
         "fee_cost_in_contracts": False,  # Set explicitly to false for clarity
         "order_props_in_contracts": ['amount', 'filled', 'remaining'],
         "stop_price_type_field": "price_type",
@@ -49,14 +51,6 @@ class Gate(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def validate_ordertypes(self, order_types: Dict) -> None:
-
-        if self.trading_mode != TradingMode.FUTURES:
-            if any(v == 'market' for k, v in order_types.items()):
-                raise OperationalException(
-                    f'Exchange {self.name} does not support market orders.')
-        super().validate_stop_ordertypes(order_types)
-
     def _get_params(
             self,
             side: BuySell,
@@ -74,8 +68,7 @@ class Gate(Exchange):
         )
         if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
             params['type'] = 'market'
-            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({'timeInForce': 'IOC'})
-            params.update({param: 'IOC'})
         return params
 
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime,

freqtrade/exchange/kraken.py

@@ -12,6 +12,7 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.exchange_utils import ROUND_DOWN, ROUND_UP
 from freqtrade.exchange.types import Tickers
 
 
@@ -109,6 +110,7 @@ class Kraken(Exchange):
         if self.trading_mode == TradingMode.FUTURES:
             params.update({'reduceOnly': True})
 
+        round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
         if order_types.get('stoploss', 'market') == 'limit':
             ordertype = "stop-loss-limit"
             limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
@@ -116,11 +118,11 @@ class Kraken(Exchange):
                 limit_rate = stop_price * limit_price_pct
             else:
                 limit_rate = stop_price * (2 - limit_price_pct)
-            params['price2'] = self.price_to_precision(pair, limit_rate)
+            params['price2'] = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
         else:
             ordertype = "stop-loss"
 
-        stop_price = self.price_to_precision(pair, stop_price)
+        stop_price = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
@@ -158,7 +160,6 @@ class Kraken(Exchange):
         self,
         leverage: float,
         pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None,
         accept_fail: bool = False,
     ):
         """

freqtrade/exchange/okx.py

@@ -1,14 +1,16 @@
 import logging
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.enums.pricetype import PriceType
-from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
+from freqtrade.exceptions import (DDosProtection, OperationalException, RetryableOrderError,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange, date_minus_candles
 from freqtrade.exchange.common import retrier
+from freqtrade.misc import safe_value_fallback2
 
 
 logger = logging.getLogger(__name__)
@@ -24,11 +26,14 @@ class Okx(Exchange):
         "ohlcv_candle_limit": 100,  # Warning, special case with data prior to X months
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
+        "stoploss_order_types": {"limit": "limit"},
+        "stoploss_on_exchange": True,
+        "stop_price_param": "stopLossPrice",
     }
     _ft_has_futures: Dict = {
         "tickers_have_quoteVolume": False,
         "fee_cost_in_contracts": True,
-        "stop_price_type_field": "tpTriggerPxType",
+        "stop_price_type_field": "slTriggerPxType",
         "stop_price_type_value_mapping": {
             PriceType.LAST: "last",
             PriceType.MARK: "index",
@@ -121,10 +126,9 @@ class Okx(Exchange):
         return params
 
     @retrier
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
             try:
-                # TODO-lev: Test me properly (check mgnMode passed)
                 res = self._api.set_leverage(
                     leverage=leverage,
                     symbol=pair,
@@ -157,3 +161,61 @@ class Okx(Exchange):
 
         pair_tiers = self._leverage_tiers[pair]
         return pair_tiers[-1]['maxNotional'] / leverage
+
+    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+        params = super()._get_stop_params(side, ordertype, stop_price)
+        if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
+            params['tdMode'] = self.margin_mode.value
+            params['posSide'] = self._get_posSide(side, True)
+        return params
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+
+        try:
+            params1 = {'stop': True}
+            order_reg = self._api.fetch_order(order_id, pair, params=params1)
+            self._log_exchange_response('fetch_stoploss_order', order_reg)
+            return order_reg
+        except ccxt.OrderNotFound:
+            pass
+        params2 = {'stop': True, 'ordType': 'conditional'}
+        for method in (self._api.fetch_open_orders, self._api.fetch_closed_orders,
+                       self._api.fetch_canceled_orders):
+            try:
+                orders = method(pair, params=params2)
+                orders_f = [order for order in orders if order['id'] == order_id]
+                if orders_f:
+                    order = orders_f[0]
+                    if (order['status'] == 'closed'
+                            and (real_order_id := order.get('info', {}).get('ordId')) is not None):
+                        # Once a order triggered, we fetch the regular followup order.
+                        order_reg = self.fetch_order(real_order_id, pair)
+                        self._log_exchange_response('fetch_stoploss_order1', order_reg)
+                        order_reg['id_stop'] = order_reg['id']
+                        order_reg['id'] = order_id
+                        order_reg['type'] = 'stoploss'
+                        order_reg['status_stop'] = 'triggered'
+                        return order_reg
+                    order['type'] = 'stoploss'
+                    return order
+            except ccxt.BaseError:
+                pass
+        raise RetryableOrderError(
+                f'StoplossOrder not found (pair: {pair} id: {order_id}).')
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        if order['type'] == 'stop':
+            return safe_value_fallback2(order, order, 'id_stop', 'id')
+        return order['id']
+
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        params1 = {'stop': True}
+        # 'ordType': 'conditional'
+        #
+        return self.cancel_order(
+            order_id=order_id,
+            pair=pair,
+            params=params1,
+        )

freqtrade/freqai/RL/Base3ActionRLEnv.py

@@ -47,7 +47,7 @@ class Base3ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):
@@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
             elif action == Actions.Sell.value and not self.can_short:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/RL/Base4ActionRLEnv.py

@@ -48,20 +48,10 @@ class Base4ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
 
             if action == Actions.Neutral.value:
                 self._position = Positions.Neutral
@@ -69,16 +59,16 @@ class Base4ActionRLEnv(BaseEnvironment):
                 self._last_trade_tick = None
             elif action == Actions.Long_enter.value:
                 self._position = Positions.Long
-                trade_type = "long"
+                trade_type = "enter_long"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Short_enter.value:
                 self._position = Positions.Short
-                trade_type = "short"
+                trade_type = "enter_short"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -86,7 +76,7 @@ class Base4ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/RL/Base5ActionRLEnv.py

@@ -49,20 +49,10 @@ class Base5ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
 
             if action == Actions.Neutral.value:
                 self._position = Positions.Neutral
@@ -70,21 +60,21 @@ class Base5ActionRLEnv(BaseEnvironment):
                 self._last_trade_tick = None
             elif action == Actions.Long_enter.value:
                 self._position = Positions.Long
-                trade_type = "long"
+                trade_type = "enter_long"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Short_enter.value:
                 self._position = Positions.Short
-                trade_type = "short"
+                trade_type = "enter_short"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Long_exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit_long"
                 self._last_trade_tick = None
             elif action == Actions.Short_exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit_short"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -92,7 +82,7 @@ class Base5ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/RL/BaseEnvironment.py

@@ -137,7 +137,8 @@ class BaseEnvironment(gym.Env):
         self.np_random, seed = seeding.np_random(seed)
         return [seed]
 
-    def tensorboard_log(self, metric: str, value: Union[int, float] = 1, inc: bool = True):
+    def tensorboard_log(self, metric: str, value: Optional[Union[int, float]] = None,
+                        inc: Optional[bool] = None, category: str = "custom"):
         """
         Function builds the tensorboard_metrics dictionary
         to be parsed by the TensorboardCallback. This
@@ -149,17 +150,24 @@ class BaseEnvironment(gym.Env):
 
         def calculate_reward(self, action: int) -> float:
             if not self._is_valid(action):
-                self.tensorboard_log("is_valid")
+                self.tensorboard_log("invalid")
                 return -2
 
         :param metric: metric to be tracked and incremented
-        :param value: value to increment `metric` by
+        :param value: `metric` value
-        :param inc: sets whether the `value` is incremented or not
+        :param inc: (deprecated) sets whether the `value` is incremented or not
+        :param category: `metric` category
         """
-        if not inc or metric not in self.tensorboard_metrics:
+        increment = True if value is None else False
-            self.tensorboard_metrics[metric] = value
+        value = 1 if increment else value
+
+        if category not in self.tensorboard_metrics:
+            self.tensorboard_metrics[category] = {}
+
+        if not increment or metric not in self.tensorboard_metrics[category]:
+            self.tensorboard_metrics[category][metric] = value
         else:
-            self.tensorboard_metrics[metric] += value
+            self.tensorboard_metrics[category][metric] += value
 
     def reset_tensorboard_log(self):
         self.tensorboard_metrics = {}

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -114,6 +114,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
 
         # normalize all data based on train_dataset only
         prices_train, prices_test = self.build_ohlc_price_dataframes(dk.data_dictionary, pair, dk)
+
         data_dictionary = dk.normalize_data(data_dictionary)
 
         # data cleaning/analysis
@@ -148,12 +149,8 @@ class BaseReinforcementLearningModel(IFreqaiModel):
 
         env_info = self.pack_env_dict(dk.pair)
 
-        self.train_env = self.MyRLEnv(df=train_df,
+        self.train_env = self.MyRLEnv(df=train_df, prices=prices_train, **env_info)
-                                      prices=prices_train,
+        self.eval_env = Monitor(self.MyRLEnv(df=test_df, prices=prices_test, **env_info))
-                                      **env_info)
-        self.eval_env = Monitor(self.MyRLEnv(df=test_df,
-                                             prices=prices_test,
-                                             **env_info))
         self.eval_callback = EvalCallback(self.eval_env, deterministic=True,
                                           render=False, eval_freq=len(train_df),
                                           best_model_save_path=str(dk.data_path))
@@ -238,6 +235,9 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         filtered_dataframe, _ = dk.filter_features(
             unfiltered_df, dk.training_features_list, training_filter=False
         )
+
+        filtered_dataframe = self.drop_ohlc_from_df(filtered_dataframe, dk)
+
         filtered_dataframe = dk.normalize_data_from_metadata(filtered_dataframe)
         dk.data_dictionary["prediction_features"] = filtered_dataframe
 
@@ -285,7 +285,6 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         train_df = data_dictionary["train_features"]
         test_df = data_dictionary["test_features"]
 
-        # %-raw_volume_gen_shift-2_ETH/USDT_1h
         # price data for model training and evaluation
         tf = self.config['timeframe']
         rename_dict = {'%-raw_open': 'open', '%-raw_low': 'low',
@@ -318,8 +317,24 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         prices_test.rename(columns=rename_dict, inplace=True)
         prices_test.reset_index(drop=True)
 
+        train_df = self.drop_ohlc_from_df(train_df, dk)
+        test_df = self.drop_ohlc_from_df(test_df, dk)
+
         return prices_train, prices_test
 
+    def drop_ohlc_from_df(self, df: DataFrame, dk: FreqaiDataKitchen):
+        """
+        Given a dataframe, drop the ohlc data
+        """
+        drop_list = ['%-raw_open', '%-raw_low', '%-raw_high', '%-raw_close']
+
+        if self.rl_config["drop_ohlc_from_features"]:
+            df.drop(drop_list, axis=1, inplace=True)
+            feature_list = dk.training_features_list
+            dk.training_features_list = [e for e in feature_list if e not in drop_list]
+
+        return df
+
     def load_model_from_disk(self, dk: FreqaiDataKitchen) -> Any:
         """
         Can be used by user if they are trying to limit_ram_usage *and*

freqtrade/freqai/RL/TensorboardCallback.py

@@ -13,7 +13,7 @@ class TensorboardCallback(BaseCallback):
     episodic summary reports.
     """
     def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
-        super(TensorboardCallback, self).__init__(verbose)
+        super().__init__(verbose)
         self.model: Any = None
         self.logger = None  # type: Any
         self.training_env: BaseEnvironment = None  # type: ignore
@@ -46,14 +46,12 @@ class TensorboardCallback(BaseCallback):
         local_info = self.locals["infos"][0]
         tensorboard_metrics = self.training_env.get_attr("tensorboard_metrics")[0]
 
-        for info in local_info:
+        for metric in local_info:
-            if info not in ["episode", "terminal_observation"]:
+            if metric not in ["episode", "terminal_observation"]:
-                self.logger.record(f"_info/{info}", local_info[info])
+                self.logger.record(f"info/{metric}", local_info[metric])
 
-        for info in tensorboard_metrics:
+        for category in tensorboard_metrics:
-            if info in [action.name for action in self.actions]:
+            for metric in tensorboard_metrics[category]:
-                self.logger.record(f"_actions/{info}", tensorboard_metrics[info])
+                self.logger.record(f"{category}/{metric}", tensorboard_metrics[category][metric])
-            else:
-                self.logger.record(f"_custom/{info}", tensorboard_metrics[info])
 
         return True

freqtrade/freqai/data_kitchen.py

@@ -251,7 +251,7 @@ class FreqaiDataKitchen:
                 (drop_index == 0) & (drop_index_labels == 0)
             ]
             logger.info(
-                f"dropped {len(unfiltered_df) - len(filtered_df)} training points"
+                f"{self.pair}: dropped {len(unfiltered_df) - len(filtered_df)} training points"
                 f" due to NaNs in populated dataset {len(unfiltered_df)}."
             )
             if (1 - len(filtered_df) / len(unfiltered_df)) > 0.1 and self.live:
@@ -675,7 +675,7 @@ class FreqaiDataKitchen:
                 ]
 
             logger.info(
-                f"SVM tossed {len(y_pred) - kept_points.sum()}"
+                f"{self.pair}: SVM tossed {len(y_pred) - kept_points.sum()}"
                 f" test points from {len(y_pred)} total points."
             )
 
@@ -949,7 +949,7 @@ class FreqaiDataKitchen:
 
         if (len(do_predict) - do_predict.sum()) > 0:
             logger.info(
-                f"DI tossed {len(do_predict) - do_predict.sum()} predictions for "
+                f"{self.pair}: DI tossed {len(do_predict) - do_predict.sum()} predictions for "
                 "being too far from training data."
             )
 

freqtrade/freqai/freqai_interface.py

@@ -105,6 +105,10 @@ class IFreqaiModel(ABC):
         self.data_provider: Optional[DataProvider] = None
         self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
         self.can_short = True  # overridden in start() with strategy.can_short
+        self.model: Any = None
+        if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
+            self.ft_params.update({'principal_component_analysis': False})
+            logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
 
         record_params(config, self.full_path)
 
@@ -154,8 +158,7 @@ class IFreqaiModel(ABC):
                 dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
                 dataframe = dk.remove_features_from_df(dk.return_dataframe)
             else:
-                logger.info(
+                logger.info("Backtesting using historic predictions (live models)")
-                    "Backtesting using historic predictions (live models)")
                 dk = self.start_backtesting_from_historic_predictions(
                     dataframe, metadata, self.dk)
                 dataframe = dk.return_dataframe
@@ -339,13 +342,14 @@ class IFreqaiModel(ABC):
                     except Exception as msg:
                         logger.warning(
                             f"Training {pair} raised exception {msg.__class__.__name__}. "
-                            f"Message: {msg}, skipping.")
+                            f"Message: {msg}, skipping.", exc_info=True)
+                        self.model = None
 
                     self.dd.pair_dict[pair]["trained_timestamp"] = int(
                         tr_train.stopts)
-                    if self.plot_features:
+                    if self.plot_features and self.model is not None:
                         plot_feature_importance(self.model, pair, dk, self.plot_features)
-                    if self.save_backtest_models:
+                    if self.save_backtest_models and self.model is not None:
                         logger.info('Saving backtest model to disk.')
                         self.dd.save_data(self.model, pair, dk)
                     else:

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -100,7 +100,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
             """
             # first, penalize if the action is not valid
             if not self._is_valid(action):
-                self.tensorboard_log("is_valid")
+                self.tensorboard_log("invalid", category="actions")
                 return -2
 
             pnl = self.get_unrealized_profit()

freqtrade/freqtradebot.py

@@ -21,7 +21,8 @@ from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode,
                              State, TradingMode)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
+from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, timeframe_to_next_date,
+                                timeframe_to_seconds)
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
 from freqtrade.persistence import Order, PairLocks, Trade, init_db
@@ -30,6 +31,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
+from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
+                                     RPCSellMsg)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import FtPrecise
@@ -133,13 +136,13 @@ class FreqtradeBot(LoggingMixin):
         # Initialize protections AFTER bot start - otherwise parameters are not loaded.
         self.protections = ProtectionManager(self.config, self.strategy.protections)
 
-    def notify_status(self, msg: str) -> None:
+    def notify_status(self, msg: str, msg_type=RPCMessageType.STATUS) -> None:
         """
         Public method for users of this class (worker, etc.) to send notifications
         via RPC about changes in the bot status.
         """
         self.rpc.send_msg({
-            'type': RPCMessageType.STATUS,
+            'type': msg_type,
             'status': msg
         })
 
@@ -212,7 +215,8 @@ class FreqtradeBot(LoggingMixin):
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.gather_informative_pairs())
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+            current_time=datetime.now(timezone.utc))
 
         self.strategy.analyze(self.active_pair_whitelist)
 
@@ -586,7 +590,7 @@ class FreqtradeBot(LoggingMixin):
 
         min_entry_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
                                                                   current_entry_rate,
-                                                                  self.strategy.stoploss)
+                                                                  0.0)
         min_exit_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
                                                                  current_exit_rate,
                                                                  self.strategy.stoploss)
@@ -594,7 +598,7 @@ class FreqtradeBot(LoggingMixin):
         stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,
             current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
             current_profit=current_entry_profit, min_stake=min_entry_stake,
@@ -700,7 +704,8 @@ class FreqtradeBot(LoggingMixin):
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
-            pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_)
+            pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_,
+            pos_adjust)
 
         if not stake_amount:
             return False
@@ -809,6 +814,9 @@ class FreqtradeBot(LoggingMixin):
                 precision_mode=self.exchange.precisionMode,
                 contract_size=self.exchange.get_contract_size(pair),
             )
+            stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
+            trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
+
         else:
             # This is additional buy, we reset fee_open_currency so timeout checking can work
             trade.is_open = True
@@ -818,7 +826,7 @@ class FreqtradeBot(LoggingMixin):
 
         trade.orders.append(order_obj)
         trade.recalc_trade_from_orders()
-        Trade.query.session.add(trade)
+        Trade.session.add(trade)
         Trade.commit()
 
         # Updating wallets
@@ -846,11 +854,13 @@ class FreqtradeBot(LoggingMixin):
                 logger.info(f"Canceling stoploss on exchange for {trade}")
                 co = self.exchange.cancel_stoploss_order_with_result(
                     trade.stoploss_order_id, trade.pair, trade.amount)
-                trade.update_order(co)
+                self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True)
+
                 # Reset stoploss order id.
                 trade.stoploss_order_id = None
             except InvalidOrderException:
-                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
+                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
+                                 f"for pair {trade.pair}")
         return trade
 
     def get_valid_enter_price_and_stake(
@@ -860,7 +870,12 @@ class FreqtradeBot(LoggingMixin):
         trade: Optional[Trade],
         order_adjust: bool,
         leverage_: Optional[float],
+        pos_adjust: bool,
     ) -> Tuple[float, float, float]:
+        """
+        Validate and eventually adjust (within limits) limit, amount and leverage
+        :return: Tuple with (price, amount, leverage)
+        """
 
         if price:
             enter_limit_requested = price
@@ -906,7 +921,9 @@ class FreqtradeBot(LoggingMixin):
         # We do however also need min-stake to determine leverage, therefore this is ignored as
         # edge-case for now.
         min_stake_amount = self.exchange.get_min_pair_stake_amount(
-            pair, enter_limit_requested, self.strategy.stoploss, leverage)
+            pair, enter_limit_requested,
+            self.strategy.stoploss if not pos_adjust else 0.0,
+            leverage)
         max_stake_amount = self.exchange.get_max_pair_stake_amount(
             pair, enter_limit_requested, leverage)
 
@@ -930,12 +947,11 @@ class FreqtradeBot(LoggingMixin):
 
         return enter_limit_requested, stake_amount, leverage
 
-    def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
+    def _notify_enter(self, trade: Trade, order: Order, order_type: str,
                       fill: bool = False, sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a entry order occurred.
         """
-        msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
         open_rate = order.safe_price
 
         if open_rate is None:
@@ -946,9 +962,9 @@ class FreqtradeBot(LoggingMixin):
             current_rate = self.exchange.get_rate(
                 trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCBuyMsg = {
             'trade_id': trade.id,
-            'type': msg_type,
+            'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
             'exchange': trade.exchange.capitalize(),
@@ -960,6 +976,7 @@ class FreqtradeBot(LoggingMixin):
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
             'open_date': trade.open_date or datetime.utcnow(),
@@ -978,7 +995,7 @@ class FreqtradeBot(LoggingMixin):
         current_rate = self.exchange.get_rate(
             trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCCancelMsg = {
             'trade_id': trade.id,
             'type': RPCMessageType.ENTRY_CANCEL,
             'buy_tag': trade.enter_tag,
@@ -990,7 +1007,9 @@ class FreqtradeBot(LoggingMixin):
             'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
+            'open_rate': trade.open_rate,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': trade.amount,
             'open_date': trade.open_date,
@@ -1013,12 +1032,16 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             try:
+                try:
+                    if (self.strategy.order_types.get('stoploss_on_exchange') and
+                            self.handle_stoploss_on_exchange(trade)):
+                        trades_closed += 1
+                        Trade.commit()
+                        continue
 
-                if (self.strategy.order_types.get('stoploss_on_exchange') and
+                except InvalidOrderException as exception:
-                        self.handle_stoploss_on_exchange(trade)):
+                    logger.warning(
-                    trades_closed += 1
+                        f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
-                    Trade.commit()
-                    continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
@@ -1122,8 +1145,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Exiting the trade forcefully')
-            self.execute_trade_exit(trade, stop_price, exit_check=ExitCheckTuple(
+            self.emergency_exit(trade, stop_price)
-                exit_type=ExitType.EMERGENCY_EXIT))
 
         except ExchangeError:
             trade.stoploss_order_id = None
@@ -1151,7 +1173,8 @@ class FreqtradeBot(LoggingMixin):
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
         if stoploss_order:
-            trade.update_order(stoploss_order)
+            self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
+                                    stoploss_order=True)
 
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
@@ -1215,7 +1238,9 @@ class FreqtradeBot(LoggingMixin):
         :param order: Current on exchange stoploss order
         :return: None
         """
-        stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stoploss_or_liquidation)
+        stoploss_norm = self.exchange.price_to_precision(
+            trade.pair, trade.stoploss_or_liquidation,
+            rounding_mode=ROUND_DOWN if trade.is_short else ROUND_UP)
 
         if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
@@ -1225,13 +1250,8 @@ class FreqtradeBot(LoggingMixin):
                 # cancelling the current stoploss on exchange first
                 logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
                             f"(orderid:{order['id']}) in order to add another one ...")
-                try:
+
-                    co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
+                self.cancel_stoploss_on_exchange(trade)
-                                                                         trade.amount)
-                    trade.update_order(co)
-                except InvalidOrderException:
-                    logger.exception(f"Could not cancel stoploss order {order['id']} "
-                                     f"for pair {trade.pair}")
 
                 # Create new stoploss order
                 if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
@@ -1281,13 +1301,16 @@ class FreqtradeBot(LoggingMixin):
             if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
                 logger.warning(f'Emergency exiting trade {trade}, as the exit order '
                                f'timed out {max_timeouts} times.')
-                try:
+                self.emergency_exit(trade, order['price'])
-                    self.execute_trade_exit(
+
-                        trade, order['price'],
+    def emergency_exit(self, trade: Trade, price: float) -> None:
-                        exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
+        try:
-                except DependencyException as exception:
+            self.execute_trade_exit(
-                    logger.warning(
+                trade, price,
-                        f'Unable to emergency sell trade {trade.pair}: {exception}')
+                exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
+        except DependencyException as exception:
+            logger.warning(
+                f'Unable to emergency exit trade {trade.pair}: {exception}')
 
     def replace_order(self, order: Dict, order_obj: Optional[Order], trade: Trade) -> None:
         """
@@ -1460,35 +1483,34 @@ class FreqtradeBot(LoggingMixin):
                     return False
 
             try:
-                co = self.exchange.cancel_order_with_result(order['id'], trade.pair,
+                order = self.exchange.cancel_order_with_result(
-                                                            trade.amount)
+                    order['id'], trade.pair, trade.amount)
             except InvalidOrderException:
                 logger.exception(
                     f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
                 return False
-            trade.close_rate = None
+
-            trade.close_rate_requested = None
-            trade.close_profit = None
-            trade.close_profit_abs = None
             # Set exit_reason for fill message
             exit_reason_prev = trade.exit_reason
             trade.exit_reason = trade.exit_reason + f", {reason}" if trade.exit_reason else reason
-            self.update_trade_state(trade, trade.open_order_id, co)
             # Order might be filled above in odd timing issues.
-            if co.get('status') in ('canceled', 'cancelled'):
+            if order.get('status') in ('canceled', 'cancelled'):
                 trade.exit_reason = None
                 trade.open_order_id = None
             else:
                 trade.exit_reason = exit_reason_prev
-
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
             cancelled = True
         else:
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
+            trade.exit_reason = None
-            self.update_trade_state(trade, trade.open_order_id, order)
             trade.open_order_id = None
 
+        self.update_trade_state(trade, trade.open_order_id, order)
+
+        logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
+        trade.close_rate = None
+        trade.close_rate_requested = None
+
         self._notify_exit_cancel(
             trade,
             order_type=self.strategy.order_types['exit'],
@@ -1651,7 +1673,7 @@ class FreqtradeBot(LoggingMixin):
             amount = trade.amount
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellMsg = {
             'type': (RPCMessageType.EXIT_FILL if fill
                      else RPCMessageType.EXIT),
             'trade_id': trade.id,
@@ -1677,6 +1699,7 @@ class FreqtradeBot(LoggingMixin):
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency'),
             'sub_trade': sub_trade,
             'cumulative_profit': trade.realized_profit,
@@ -1707,7 +1730,7 @@ class FreqtradeBot(LoggingMixin):
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellCancelMsg = {
             'type': RPCMessageType.EXIT_CANCEL,
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
@@ -1729,6 +1752,7 @@ class FreqtradeBot(LoggingMixin):
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,
             'sub_trade': sub_trade,
@@ -1760,11 +1784,11 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # Update trade with order values
-        logger.info(f'Found open order for {trade}')
+        if not stoploss_order:
+            logger.info(f'Found open order for {trade}')
         try:
-            order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id,
+            order = action_order or self.exchange.fetch_order_or_stoploss_order(
-                                                                                trade.pair,
+                order_id, trade.pair, stoploss_order)
-                                                                                stoploss_order)
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
@@ -1793,7 +1817,7 @@ class FreqtradeBot(LoggingMixin):
                     # TODO: should shorting/leverage be supported by Edge,
                     # then this will need to be fixed.
                     trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
-            if order.get('side') == trade.entry_side or trade.amount > 0:
+            if order.get('side') == trade.entry_side or (trade.amount > 0 and trade.is_open):
                 # Must also run for partial exits
                 # TODO: Margin will need to use interest_rate as well.
                 # interest_rate = self.exchange.get_interest_rate()
@@ -1829,21 +1853,27 @@ class FreqtradeBot(LoggingMixin):
                 self.handle_protections(trade.pair, trade.trade_direction)
         elif send_msg and not trade.open_order_id and not stoploss_order:
             # Enter fill
-            self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
+            self._notify_enter(trade, order, order.order_type, fill=True, sub_trade=sub_trade)
 
     def handle_protections(self, pair: str, side: LongShort) -> None:
         # Lock pair for one candle to prevent immediate rebuys
         self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
         prot_trig = self.protections.stop_per_pair(pair, side=side)
         if prot_trig:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg: RPCProtectionMsg = {
-            msg.update(prot_trig.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
+                **prot_trig.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
         prot_trig_glb = self.protections.global_stop(side=side)
         if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
+            msg = {
-            msg.update(prot_trig_glb.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
+                **prot_trig_glb.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,

freqtrade/misc.py

@@ -6,8 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Mapping, Optional, Union
+from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
-from typing.io import IO
 from urllib.parse import urlparse
 
 import orjson
@@ -103,7 +102,7 @@ def file_dump_joblib(filename: Path, data: Any, log: bool = True) -> None:
     logger.debug(f'done joblib dump to "{filename}"')
 
 
-def json_load(datafile: IO) -> Any:
+def json_load(datafile: Union[gzip.GzipFile, TextIO]) -> Any:
     """
     load data with rapidjson
     Use this to have a consistent experience,

freqtrade/optimize/backtesting.py

@@ -203,9 +203,10 @@ class Backtesting:
         # since a "perfect" stoploss-exit is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+        # Update can_short flag
+        self._can_short = self.trading_mode != TradingMode.SPOT and strategy.can_short
 
         self.strategy.ft_bot_start()
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
@@ -442,10 +443,6 @@ class Backtesting:
                 # Worst case: price ticks tiny bit above open and dives down.
                 stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(
                     (trade.stop_loss_pct or 0.0) / leverage))
-                if is_short:
-                    assert stop_rate > row[LOW_IDX]
-                else:
-                    assert stop_rate < row[HIGH_IDX]
 
             # Limit lower-end to candle low to avoid exits below the low.
             # This still remains "worst case" - but "worst realistic case".
@@ -526,7 +523,7 @@ class Backtesting:
         max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
         stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,  # type: ignore[arg-type]
             current_time=current_date, current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake,
@@ -744,12 +741,12 @@ class Backtesting:
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
                 side=direction, entry_tag=entry_tag,
-            ) if self._can_short else 1.0
+            ) if self.trading_mode != TradingMode.SPOT else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(
-            pair, propose_rate, -0.05, leverage=leverage) or 0
+            pair, propose_rate, -0.05 if not pos_adjust else 0.0, leverage=leverage) or 0
         max_stake_amount = self.exchange.get_max_pair_stake_amount(
             pair, propose_rate, leverage=leverage)
         stake_available = self.wallets.get_available_stake_amount()
@@ -1034,6 +1031,9 @@ class Backtesting:
                                   requested_stake=(
                                     order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
+                # Delete trade if no successful entries happened (if placing the new order failed)
+                if trade.open_order_id is None and trade.nr_of_successful_entries == 0:
+                    return True
                 self.replaced_entry_orders += 1
             else:
                 # assumption: there can't be multiple open entry orders at any given time
@@ -1159,6 +1159,8 @@ class Backtesting:
         while current_time <= end_date:
             open_trade_count_start = LocalTrade.bt_open_open_trade_count
             self.check_abort()
+            strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+                current_time=current_time)
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 row = self.validate_row(data, pair, row_index, current_time)

freqtrade/optimize/hyperopt_tools.py

@@ -1,4 +1,3 @@
-import io
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
@@ -24,6 +23,8 @@ logger = logging.getLogger(__name__)
 
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
+HYPER_PARAMS_FILE_FORMAT = rapidjson.NM_NATIVE | rapidjson.NM_NAN
+
 
 def hyperopt_serializer(x):
     if isinstance(x, np.integer):
@@ -77,9 +78,18 @@ class HyperoptTools():
         with filename.open('w') as f:
             rapidjson.dump(final_params, f, indent=2,
                            default=hyperopt_serializer,
-                           number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                           number_mode=HYPER_PARAMS_FILE_FORMAT
                            )
 
+    @staticmethod
+    def load_params(filename: Path) -> Dict:
+        """
+        Load parameters from file
+        """
+        with filename.open('r') as f:
+            params = rapidjson.load(f, number_mode=HYPER_PARAMS_FILE_FORMAT)
+        return params
+
     @staticmethod
     def try_export_params(config: Config, strategy_name: str, params: Dict):
         if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
@@ -190,7 +200,7 @@ class HyperoptTools():
             for s in ['buy', 'sell', 'protection',
                       'roi', 'stoploss', 'trailing', 'max_open_trades']:
                 HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
-            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+            print(rapidjson.dumps(result_dict, default=str, number_mode=HYPER_PARAMS_FILE_FORMAT))
 
         else:
             HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:",
@@ -464,8 +474,8 @@ class HyperoptTools():
             return
 
         try:
-            io.open(csv_file, 'w+').close()
+            Path(csv_file).open('w+').close()
-        except IOError:
+        except OSError:
             logger.error(f"Failed to create CSV file: {csv_file}")
             return
 

freqtrade/persistence/models.py

@@ -2,7 +2,9 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from typing import Any, Dict
+import threading
+from contextvars import ContextVar
+from typing import Any, Dict, Final, Optional
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
@@ -19,6 +21,22 @@ from freqtrade.persistence.trade_model import Order, Trade
 logger = logging.getLogger(__name__)
 
 
+REQUEST_ID_CTX_KEY: Final[str] = 'request_id'
+_request_id_ctx_var: ContextVar[Optional[str]] = ContextVar(REQUEST_ID_CTX_KEY, default=None)
+
+
+def get_request_or_thread_id() -> Optional[str]:
+    """
+    Helper method to get either async context (for fastapi requests), or thread id
+    """
+    id = _request_id_ctx_var.get()
+    if id is None:
+        # when not in request context - use thread id
+        id = str(threading.current_thread().ident)
+
+    return id
+
+
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
 
 
@@ -53,13 +71,11 @@ def init_db(db_url: str) -> None:
 
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
-    # We should use the scoped_session object - not a seperately initialized version
+    # Since we also use fastAPI, we need to make it aware of the request id, too
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
+    Trade.session = scoped_session(sessionmaker(
-    Order._session = Trade._session
+        bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
-    PairLock._session = Trade._session
+    Order.session = Trade.session
-    Trade.query = Trade._session.query_property()
+    PairLock.session = Trade.session
-    Order.query = Trade._session.query_property()
-    PairLock.query = Trade._session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
     ModelBase.metadata.create_all(engine)

freqtrade/persistence/pairlock.py

@@ -1,9 +1,8 @@
 from datetime import datetime, timezone
 from typing import Any, ClassVar, Dict, Optional
 
-from sqlalchemy import String, or_
+from sqlalchemy import ScalarResult, String, or_, select
-from sqlalchemy.orm import Mapped, Query, mapped_column
+from sqlalchemy.orm import Mapped, mapped_column
-from sqlalchemy.orm.scoping import _QueryDescriptorType
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.persistence.base import ModelBase, SessionType
@@ -14,8 +13,7 @@ class PairLock(ModelBase):
     Pair Locks database model.
     """
     __tablename__ = 'pairlocks'
-    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType]
-    _session: ClassVar[SessionType]
 
     id: Mapped[int] = mapped_column(primary_key=True)
 
@@ -38,7 +36,8 @@ class PairLock(ModelBase):
             f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
 
     @staticmethod
-    def query_pair_locks(pair: Optional[str], now: datetime, side: str = '*') -> Query:
+    def query_pair_locks(
+            pair: Optional[str], now: datetime, side: str = '*') -> ScalarResult['PairLock']:
         """
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -54,9 +53,11 @@ class PairLock(ModelBase):
         else:
             filters.append(PairLock.side == '*')
 
-        return PairLock.query.filter(
+        return PairLock.session.scalars(select(PairLock).filter(*filters))
-            *filters
+
-        )
+    @staticmethod
+    def get_all_locks() -> ScalarResult['PairLock']:
+        return PairLock.session.scalars(select(PairLock))
 
     def to_json(self) -> Dict[str, Any]:
         return {

freqtrade/persistence/pairlock_middleware.py

@@ -1,6 +1,8 @@
 import logging
 from datetime import datetime, timezone
-from typing import List, Optional
+from typing import List, Optional, Sequence
+
+from sqlalchemy import select
 
 from freqtrade.exchange import timeframe_to_next_date
 from freqtrade.persistence.models import PairLock
@@ -51,15 +53,15 @@ class PairLocks():
             active=True
         )
         if PairLocks.use_db:
-            PairLock.query.session.add(lock)
+            PairLock.session.add(lock)
-            PairLock.query.session.commit()
+            PairLock.session.commit()
         else:
             PairLocks.locks.append(lock)
         return lock
 
     @staticmethod
-    def get_pair_locks(
+    def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None,
-            pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]:
+                       side: str = '*') -> Sequence[PairLock]:
         """
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -106,7 +108,7 @@ class PairLocks():
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
-            PairLock.query.session.commit()
+            PairLock.session.commit()
 
     @staticmethod
     def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
@@ -126,11 +128,11 @@ class PairLocks():
                        PairLock.active.is_(True),
                        PairLock.reason == reason
                        ]
-            locks = PairLock.query.filter(*filters)
+            locks = PairLock.session.scalars(select(PairLock).filter(*filters)).all()
             for lock in locks:
                 logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.")
                 lock.active = False
-            PairLock.query.session.commit()
+            PairLock.session.commit()
         else:
             # used in backtesting mode; don't show log messages for speed
             locksb = PairLocks.get_pair_locks(None)
@@ -165,11 +167,11 @@ class PairLocks():
         )
 
     @staticmethod
-    def get_all_locks() -> List[PairLock]:
+    def get_all_locks() -> Sequence[PairLock]:
         """
         Return all locks, also locks with expired end date
         """
         if PairLocks.use_db:
-            return PairLock.query.all()
+            return PairLock.get_all_locks().all()
         else:
             return PairLocks.locks

freqtrade/persistence/trade_model.py

@@ -5,17 +5,18 @@ import logging
 from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from math import isclose
-from typing import Any, ClassVar, Dict, List, Optional, cast
+from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
 
-from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
+from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
-from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
+                        UniqueConstraint, desc, func, select)
-from sqlalchemy.orm.scoping import _QueryDescriptorType
+from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
 from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.exchange import amount_to_contract_precision, price_to_precision
+from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
+                                price_to_precision)
 from freqtrade.leverage import interest
 from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.util import FtPrecise
@@ -36,8 +37,7 @@ class Order(ModelBase):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
-    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType]
-    _session: ClassVar[SessionType]
 
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
@@ -263,12 +263,12 @@ class Order(ModelBase):
         return o
 
     @staticmethod
-    def get_open_orders() -> List['Order']:
+    def get_open_orders() -> Sequence['Order']:
         """
         Retrieve open orders from the database
         :return: List of open orders
         """
-        return Order.query.filter(Order.ft_is_open.is_(True)).all()
+        return Order.session.scalars(select(Order).filter(Order.ft_is_open.is_(True))).all()
 
     @staticmethod
     def order_by_id(order_id: str) -> Optional['Order']:
@@ -276,7 +276,7 @@ class Order(ModelBase):
         Retrieve order based on order_id
         :return: Order or None
         """
-        return Order.query.filter(Order.order_id == order_id).first()
+        return Order.session.scalars(select(Order).filter(Order.order_id == order_id)).first()
 
 
 class LocalTrade():
@@ -561,6 +561,9 @@ class LocalTrade():
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
             'open_order_id': self.open_order_id,
+            'amount_precision': self.amount_precision,
+            'price_precision': self.price_precision,
+            'precision_mode': self.precision_mode,
             'orders': orders,
         }
 
@@ -595,7 +598,8 @@ class LocalTrade():
         """
         Method used internally to set self.stop_loss.
         """
-        stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode)
+        stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode,
+                                            rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
         if not self.stop_loss:
             self.initial_stop_loss = stop_loss_norm
         self.stop_loss = stop_loss_norm
@@ -626,7 +630,8 @@ class LocalTrade():
         if self.initial_stop_loss_pct is None or refresh:
             self.__set_stop_loss(new_loss, stoploss)
             self.initial_stop_loss = price_to_precision(
-                new_loss, self.price_precision, self.precision_mode)
+                new_loss, self.price_precision, self.precision_mode,
+                rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
             self.initial_stop_loss_pct = -1 * abs(stoploss)
 
         # evaluate if the stop loss needs to be updated
@@ -690,21 +695,24 @@ class LocalTrade():
             else:
                 logger.warning(
                     f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+
+        elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
+            self.stoploss_order_id = None
+            self.close_rate_requested = self.stop_loss
+            self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
+            if self.is_open:
+                logger.info(f'{order.order_type.upper()} is hit for {self}.')
+        else:
+            raise ValueError(f'Unknown order type: {order.order_type}')
+
+        if order.ft_order_side != self.entry_side:
             amount_tr = amount_to_contract_precision(self.amount, self.amount_precision,
                                                      self.precision_mode, self.contract_size)
             if isclose(order.safe_amount_after_fee, amount_tr, abs_tol=MATH_CLOSE_PREC):
                 self.close(order.safe_price)
             else:
                 self.recalc_trade_from_orders()
-        elif order.ft_order_side == 'stoploss' and order.status not in ('canceled', 'open'):
+
-            self.stoploss_order_id = None
-            self.close_rate_requested = self.stop_loss
-            self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
-            if self.is_open:
-                logger.info(f'{order.order_type.upper()} is hit for {self}.')
-            self.close(order.safe_price)
-        else:
-            raise ValueError(f'Unknown order type: {order.order_type}')
         Trade.commit()
 
     def close(self, rate: float, *, show_msg: bool = True) -> None:
@@ -1088,6 +1096,11 @@ class LocalTrade():
         In live mode, converts the filter to a database query and returns all rows
         In Backtest mode, uses filters on Trade.trades to get the result.
 
+        :param pair: Filter by pair
+        :param is_open: Filter by open/closed status
+        :param open_date: Filter by open_date (filters via trade.open_date > input)
+        :param close_date: Filter by close_date (filters via trade.close_date > input)
+                           Will implicitly only return closed trades.
         :return: unsorted List[Trade]
         """
 
@@ -1148,7 +1161,9 @@ class LocalTrade():
         get open trade count
         """
         if Trade.use_db:
-            return Trade.query.filter(Trade.is_open.is_(True)).count()
+            return Trade.session.execute(
+                select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
+            ).scalar_one()
         else:
             return LocalTrade.bt_open_open_trade_count
 
@@ -1181,8 +1196,7 @@ class Trade(ModelBase, LocalTrade):
     Note: Fields must be aligned with LocalTrade class
     """
     __tablename__ = 'trades'
-    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType]
-    _session: ClassVar[SessionType]
 
     use_db: bool = True
 
@@ -1282,18 +1296,18 @@ class Trade(ModelBase, LocalTrade):
     def delete(self) -> None:
 
         for order in self.orders:
-            Order.query.session.delete(order)
+            Order.session.delete(order)
 
-        Trade.query.session.delete(self)
+        Trade.session.delete(self)
         Trade.commit()
 
     @staticmethod
     def commit():
-        Trade.query.session.commit()
+        Trade.session.commit()
 
     @staticmethod
     def rollback():
-        Trade.query.session.rollback()
+        Trade.session.rollback()
 
     @staticmethod
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
@@ -1327,7 +1341,7 @@ class Trade(ModelBase, LocalTrade):
             )
 
     @staticmethod
-    def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
+    def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select:
         """
         Helper function to query Trades using filters.
         NOTE: Not supported in Backtesting.
@@ -1342,22 +1356,35 @@ class Trade(ModelBase, LocalTrade):
         if trade_filter is not None:
             if not isinstance(trade_filter, list):
                 trade_filter = [trade_filter]
-            this_query = Trade.query.filter(*trade_filter)
+            this_query = select(Trade).filter(*trade_filter)
         else:
-            this_query = Trade.query
+            this_query = select(Trade)
         if not include_orders:
             # Don't load order relations
             # Consider using noload or raiseload instead of lazyload
             this_query = this_query.options(lazyload(Trade.orders))
         return this_query
 
+    @staticmethod
+    def get_trades(trade_filter=None, include_orders: bool = True) -> ScalarResult['Trade']:
+        """
+        Helper function to query Trades using filters.
+        NOTE: Not supported in Backtesting.
+        :param trade_filter: Optional filter to apply to trades
+                             Can be either a Filter object, or a List of filters
+                             e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
+                             e.g. `(trade_filter=Trade.id == trade_id)`
+        :return: unsorted query object
+        """
+        return Trade.session.scalars(Trade.get_trades_query(trade_filter, include_orders))
+
     @staticmethod
     def get_open_order_trades() -> List['Trade']:
         """
         Returns all open trades
         NOTE: Not supported in Backtesting.
         """
-        return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
+        return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
 
     @staticmethod
     def get_open_trades_without_assigned_fees():
@@ -1387,11 +1414,12 @@ class Trade(ModelBase, LocalTrade):
         Retrieves total realized profit
         """
         if Trade.use_db:
-            total_profit = Trade.query.with_entities(
+            total_profit: float = Trade.session.execute(
-                func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+                select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
+            ).scalar_one()
         else:
-            total_profit = sum(
+            total_profit = sum(t.close_profit_abs  # type: ignore
-                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+                               for t in LocalTrade.get_trades_proxy(is_open=False))
         return total_profit or 0
 
     @staticmethod
@@ -1401,8 +1429,9 @@ class Trade(ModelBase, LocalTrade):
         in stake currency
         """
         if Trade.use_db:
-            total_open_stake_amount = Trade.query.with_entities(
+            total_open_stake_amount = Trade.session.scalar(
-                func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
+                select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True))
+            )
         else:
             total_open_stake_amount = sum(
                 t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
@@ -1418,15 +1447,18 @@ class Trade(ModelBase, LocalTrade):
         if minutes:
             start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
-        pair_rates = Trade.query.with_entities(
+
-            Trade.pair,
+        pair_rates = Trade.session.execute(
-            func.sum(Trade.close_profit).label('profit_sum'),
+            select(
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                Trade.pair,
-            func.count(Trade.pair).label('count')
+                func.sum(Trade.close_profit).label('profit_sum'),
-        ).filter(*filters)\
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            .group_by(Trade.pair) \
+                func.count(Trade.pair).label('count')
-            .order_by(desc('profit_sum_abs')) \
+            ).filter(*filters)
-            .all()
+            .group_by(Trade.pair)
+            .order_by(desc('profit_sum_abs'))
+            ).all()
+
         return [
             {
                 'pair': pair,
@@ -1451,15 +1483,16 @@ class Trade(ModelBase, LocalTrade):
         if (pair is not None):
             filters.append(Trade.pair == pair)
 
-        enter_tag_perf = Trade.query.with_entities(
+        enter_tag_perf = Trade.session.execute(
-            Trade.enter_tag,
+            select(
-            func.sum(Trade.close_profit).label('profit_sum'),
+                Trade.enter_tag,
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.count(Trade.pair).label('count')
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-        ).filter(*filters)\
+                func.count(Trade.pair).label('count')
-            .group_by(Trade.enter_tag) \
+            ).filter(*filters)
-            .order_by(desc('profit_sum_abs')) \
+            .group_by(Trade.enter_tag)
-            .all()
+            .order_by(desc('profit_sum_abs'))
+        ).all()
 
         return [
             {
@@ -1483,16 +1516,16 @@ class Trade(ModelBase, LocalTrade):
         filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
-
+        sell_tag_perf = Trade.session.execute(
-        sell_tag_perf = Trade.query.with_entities(
+            select(
-            Trade.exit_reason,
+                Trade.exit_reason,
-            func.sum(Trade.close_profit).label('profit_sum'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
+                func.count(Trade.pair).label('count')
-        ).filter(*filters)\
+            ).filter(*filters)
-            .group_by(Trade.exit_reason) \
+            .group_by(Trade.exit_reason)
-            .order_by(desc('profit_sum_abs')) \
+            .order_by(desc('profit_sum_abs'))
-            .all()
+        ).all()
 
         return [
             {
@@ -1516,18 +1549,18 @@ class Trade(ModelBase, LocalTrade):
         filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
-
+        mix_tag_perf = Trade.session.execute(
-        mix_tag_perf = Trade.query.with_entities(
+            select(
-            Trade.id,
+                Trade.id,
-            Trade.enter_tag,
+                Trade.enter_tag,
-            Trade.exit_reason,
+                Trade.exit_reason,
-            func.sum(Trade.close_profit).label('profit_sum'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
+                func.count(Trade.pair).label('count')
-        ).filter(*filters)\
+            ).filter(*filters)
-            .group_by(Trade.id) \
+            .group_by(Trade.id)
-            .order_by(desc('profit_sum_abs')) \
+            .order_by(desc('profit_sum_abs'))
-            .all()
+        ).all()
 
         return_list: List[Dict] = []
         for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
@@ -1563,11 +1596,15 @@ class Trade(ModelBase, LocalTrade):
         NOTE: Not supported in Backtesting.
         :returns: Tuple containing (pair, profit_sum)
         """
-        best_pair = Trade.query.with_entities(
+        best_pair = Trade.session.execute(
-            Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
+            select(
-        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
+                Trade.pair,
-            .group_by(Trade.pair) \
+                func.sum(Trade.close_profit).label('profit_sum')
-            .order_by(desc('profit_sum')).first()
+            ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))
+            .group_by(Trade.pair)
+            .order_by(desc('profit_sum'))
+        ).first()
+
         return best_pair
 
     @staticmethod
@@ -1577,12 +1614,13 @@ class Trade(ModelBase, LocalTrade):
         NOTE: Not supported in Backtesting.
         :returns: Tuple containing (pair, profit_sum)
         """
-        trading_volume = Order.query.with_entities(
+        trading_volume = Trade.session.execute(
-            func.sum(Order.cost).label('volume')
+            select(
-        ).filter(
+                func.sum(Order.cost).label('volume')
-            Order.order_filled_date >= start_date,
+            ).filter(
-            Order.status == 'closed'
+                Order.order_filled_date >= start_date,
-        ).scalar()
+                Order.status == 'closed'
+            )).scalar_one()
         return trading_volume
 
     @staticmethod
@@ -1631,8 +1669,10 @@ class Trade(ModelBase, LocalTrade):
             stop_loss=data["stop_loss_abs"],
             stop_loss_pct=data["stop_loss_ratio"],
             stoploss_order_id=data["stoploss_order_id"],
-            stoploss_last_update=(datetime.fromtimestamp(data["stoploss_last_update"] // 1000,
+            stoploss_last_update=(
-                                  tz=timezone.utc) if data["stoploss_last_update"] else None),
+                datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
+                                       tz=timezone.utc)
+                if data["stoploss_last_update_timestamp"] else None),
             initial_stop_loss=data["initial_stop_loss_abs"],
             initial_stop_loss_pct=data["initial_stop_loss_ratio"],
             min_rate=data["min_rate"],

freqtrade/plot/plotting.py

@@ -1,4 +1,5 @@
 import logging
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Dict, List, Optional
 
@@ -635,7 +636,7 @@ def load_and_plot_trades(config: Config):
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     IStrategy.dp = DataProvider(config, exchange)
     strategy.ft_bot_start()
-    strategy.bot_loop_start()
+    strategy.bot_loop_start(datetime.now(timezone.utc))
     plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
     timerange = plot_elements['timerange']
     trades = plot_elements['trades']

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -6,6 +6,7 @@ from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import ROUND_UP
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -61,9 +62,10 @@ class PrecisionFilter(IPairList):
         stop_price = ticker['last'] * self._stoploss
 
         # Adjust stop-prices to precision
-        sp = self._exchange.price_to_precision(pair, stop_price)
+        sp = self._exchange.price_to_precision(pair, stop_price, rounding_mode=ROUND_UP)
 
-        stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99)
+        stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99,
+                                                           rounding_mode=ROUND_UP)
         logger.debug(f"{pair} - {sp} : {stop_gap_price}")
 
         if sp <= stop_gap_price:

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -5,6 +5,7 @@ import logging
 from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -22,6 +23,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.get_option('tickers_have_bid_ask'):
+            raise OperationalException(
+                f"{self.name} requires exchange to have bid/ask data for tickers, "
+                "which is not available for the selected exchange / trading mode."
+            )
+
     @property
     def needstickers(self) -> bool:
         """

freqtrade/rpc/api_server/api_schemas.py

@@ -276,6 +276,10 @@ class TradeSchema(BaseModel):
     funding_fees: Optional[float]
     trading_mode: Optional[TradingMode]
 
+    amount_precision: Optional[float]
+    price_precision: Optional[float]
+    precision_mode: Optional[int]
+
 
 class OpenTradeSchema(TradeSchema):
     stoploss_current_dist: Optional[float]
@@ -286,6 +290,7 @@ class OpenTradeSchema(TradeSchema):
     current_rate: float
     total_profit_abs: float
     total_profit_fiat: Optional[float]
+    total_profit_ratio: Optional[float]
 
     open_order: Optional[str]
 
@@ -310,7 +315,7 @@ class LockModel(BaseModel):
     lock_timestamp: int
     pair: str
     side: str
-    reason: str
+    reason: Optional[str]
 
 
 class Locks(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -42,7 +42,8 @@ logger = logging.getLogger(__name__)
 # 2.22: Add FreqAI to backtesting
 # 2.23: Allow plot config request in webserver mode
 # 2.24: Add cancel_open_order endpoint
-API_VERSION = 2.24
+# 2.25: Add several profit values to /status endpoint
+API_VERSION = 2.25
 
 # Public API, requires no auth.
 router_public = APIRouter()

freqtrade/rpc/api_server/deps.py

@@ -1,9 +1,11 @@
-from typing import Any, Dict, Iterator, Optional
+from typing import Any, AsyncIterator, Dict, Optional
+from uuid import uuid4
 
 from fastapi import Depends
 
 from freqtrade.enums import RunMode
 from freqtrade.persistence import Trade
+from freqtrade.persistence.models import _request_id_ctx_var
 from freqtrade.rpc.rpc import RPC, RPCException
 
 from .webserver import ApiServer
@@ -15,12 +17,19 @@ def get_rpc_optional() -> Optional[RPC]:
     return None
 
 
-def get_rpc() -> Optional[Iterator[RPC]]:
+async def get_rpc() -> Optional[AsyncIterator[RPC]]:
+
     _rpc = get_rpc_optional()
     if _rpc:
+        request_id = str(uuid4())
+        ctx_token = _request_id_ctx_var.set(request_id)
         Trade.rollback()
-        yield _rpc
+        try:
-        Trade.rollback()
+            yield _rpc
+        finally:
+            Trade.session.remove()
+            _request_id_ctx_var.reset(ctx_token)
+
     else:
         raise RPCException('Bot is not in the correct state')
 

freqtrade/rpc/api_server/uvicorn_threaded.py

@@ -55,7 +55,7 @@ class UvicornServer(uvicorn.Server):
 
     @contextlib.contextmanager
     def run_in_thread(self):
-        self.thread = threading.Thread(target=self.run)
+        self.thread = threading.Thread(target=self.run, name='FTUvicorn')
         self.thread.start()
         while not self.started:
             time.sleep(1e-3)

freqtrade/rpc/api_server/webserver.py

@@ -13,6 +13,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.api_server.ws.message_stream import MessageStream
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -108,7 +109,7 @@ class ApiServer(RPCHandler):
         cls._has_rpc = False
         cls._rpc = None
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Publish the message to the message stream
         """

freqtrade/rpc/rpc.py

@@ -5,7 +5,7 @@ import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
-from typing import Any, Dict, Generator, List, Optional, Tuple, Union
+from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
 
 import arrow
 import psutil
@@ -13,6 +13,7 @@ from dateutil.relativedelta import relativedelta
 from dateutil.tz import tzlocal
 from numpy import NAN, inf, int64, mean
 from pandas import DataFrame, NaT
+from sqlalchemy import func, select
 
 from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
@@ -29,6 +30,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.rpc.rpc_types import RPCSendMsg
 from freqtrade.wallets import PositionWallet, Wallet
 
 
@@ -78,7 +80,7 @@ class RPCHandler:
         """ Cleanup pending module resources """
 
     @abstractmethod
-    def send_msg(self, msg: Dict[str, str]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Sends a message to all registered rpc modules """
 
 
@@ -122,7 +124,8 @@ class RPC:
                                 if config['max_open_trades'] != float('inf') else -1),
             'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
             'stoploss': config.get('stoploss'),
-            'stoploss_on_exchange': config.get('stoploss_on_exchange', False),
+            'stoploss_on_exchange': config.get('order_types',
+                                               {}).get('stoploss_on_exchange', False),
             'trailing_stop': config.get('trailing_stop'),
             'trailing_stop_positive': config.get('trailing_stop_positive'),
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
@@ -158,7 +161,7 @@ class RPC:
         """
         # Fetch open trades
         if trade_ids:
-            trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
+            trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
         else:
             trades = Trade.get_open_trades()
 
@@ -192,6 +195,11 @@ class RPC:
                     current_profit = trade.close_profit or 0.0
                     current_profit_abs = trade.close_profit_abs or 0.0
                 total_profit_abs = trade.realized_profit + current_profit_abs
+                total_profit_ratio: Optional[float] = None
+                if trade.max_stake_amount:
+                    total_profit_ratio = (
+                        (total_profit_abs / trade.max_stake_amount) * trade.leverage
+                    )
 
                 # Calculate fiat profit
                 if not isnan(current_profit_abs) and self._fiat_converter:
@@ -224,6 +232,7 @@ class RPC:
 
                     total_profit_abs=total_profit_abs,
                     total_profit_fiat=total_profit_fiat,
+                    total_profit_ratio=total_profit_ratio,
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
                     stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
@@ -333,11 +342,13 @@ class RPC:
         for day in range(0, timescale):
             profitday = start_date - time_offset(day)
             # Only query for necessary columns for performance reasons.
-            trades = Trade.query.session.query(Trade.close_profit_abs).filter(
+            trades = Trade.session.execute(
-                Trade.is_open.is_(False),
+                select(Trade.close_profit_abs)
-                Trade.close_date >= profitday,
+                .filter(Trade.is_open.is_(False),
-                Trade.close_date < (profitday + time_offset(1))
+                        Trade.close_date >= profitday,
-            ).order_by(Trade.close_date).all()
+                        Trade.close_date < (profitday + time_offset(1)))
+                .order_by(Trade.close_date)
+            ).all()
 
             curdayprofit = sum(
                 trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
@@ -375,19 +386,25 @@ class RPC:
         """ Returns the X last trades """
         order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
         if limit:
-            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+            trades = Trade.session.scalars(
-                order_by).limit(limit).offset(offset)
+                Trade.get_trades_query([Trade.is_open.is_(False)])
+                .order_by(order_by)
+                .limit(limit)
+                .offset(offset))
         else:
-            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+            trades = Trade.session.scalars(
-                Trade.close_date.desc())
+                Trade.get_trades_query([Trade.is_open.is_(False)])
+                .order_by(Trade.close_date.desc()))
 
         output = [trade.to_json() for trade in trades]
+        total_trades = Trade.session.scalar(
+            select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
 
         return {
             "trades": output,
             "trades_count": len(output),
             "offset": offset,
-            "total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
+            "total_trades": total_trades,
         }
 
     def _rpc_stats(self) -> Dict[str, Any]:
@@ -429,8 +446,8 @@ class RPC:
         """ Returns cumulative profit statistics """
         trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
                         Trade.is_open.is_(True))
-        trades: List[Trade] = Trade.get_trades(
+        trades: Sequence[Trade] = Trade.session.scalars(Trade.get_trades_query(
-            trade_filter, include_orders=False).order_by(Trade.id).all()
+            trade_filter, include_orders=False).order_by(Trade.id)).all()
 
         profit_all_coin = []
         profit_all_ratio = []
@@ -939,12 +956,12 @@ class RPC:
     def _rpc_delete_lock(self, lockid: Optional[int] = None,
                          pair: Optional[str] = None) -> Dict[str, Any]:
         """ Delete specific lock(s) """
-        locks = []
+        locks: Sequence[PairLock] = []
 
         if pair:
             locks = PairLocks.get_pair_locks(pair)
         if lockid:
-            locks = PairLock.query.filter(PairLock.id == lockid).all()
+            locks = PairLock.session.scalars(select(PairLock).filter(PairLock.id == lockid)).all()
 
         for lock in locks:
             lock.active = False

freqtrade/rpc/rpc_manager.py

@@ -3,11 +3,12 @@ This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
 from collections import deque
-from typing import Any, Dict, List
+from typing import List
 
 from freqtrade.constants import Config
 from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -58,7 +59,7 @@ class RPCManager:
             mod.cleanup()
             del mod
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Send given message to all registered rpc modules.
         A message consists of one or more key value pairs of strings.
@@ -69,10 +70,6 @@ class RPCManager:
         """
         if msg.get('type') not in NO_ECHO_MESSAGES:
             logger.info('Sending rpc message: %s', msg)
-        if 'pair' in msg:
-            msg.update({
-                'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
-                })
         for mod in self.registered_modules:
             logger.debug('Forwarding message to rpc.%s', mod.name)
             try:

freqtrade/rpc/rpc_types.py

@@ -0,0 +1,128 @@
+from datetime import datetime
+from typing import Any, List, Literal, Optional, TypedDict, Union
+
+from freqtrade.constants import PairWithTimeframe
+from freqtrade.enums import RPCMessageType
+
+
+class RPCSendMsgBase(TypedDict):
+    pass
+    # ty1pe: Literal[RPCMessageType]
+
+
+class RPCStatusMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING]
+    status: str
+
+
+class RPCStrategyMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STRATEGY_MSG]
+    msg: str
+
+
+class RPCProtectionMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.PROTECTION_TRIGGER, RPCMessageType.PROTECTION_TRIGGER_GLOBAL]
+    id: int
+    pair: str
+    base_currency: Optional[str]
+    lock_time: str
+    lock_timestamp: int
+    lock_end_time: str
+    lock_end_timestamp: int
+    reason: str
+    side: str
+    active: bool
+
+
+class RPCWhitelistMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.WHITELIST]
+    data: List[str]
+
+
+class __RPCBuyMsgBase(RPCSendMsgBase):
+    trade_id: int
+    buy_tag: Optional[str]
+    enter_tag: Optional[str]
+    exchange: str
+    pair: str
+    base_currency: str
+    leverage: Optional[float]
+    direction: str
+    limit: float
+    open_rate: float
+    order_type: str
+    stake_amount: float
+    stake_currency: str
+    fiat_currency: Optional[str]
+    amount: float
+    open_date: datetime
+    current_rate: Optional[float]
+    sub_trade: bool
+
+
+class RPCBuyMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]
+
+
+class RPCCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY_CANCEL]
+    reason: str
+
+
+class RPCSellMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
+    cumulative_profit: float
+    gain: str  # Literal["profit", "loss"]
+    close_rate: float
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+    # current_rate: Optional[float]
+    order_rate: Optional[float]
+
+
+class RPCSellCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT_CANCEL]
+    reason: str
+    gain: str  # Literal["profit", "loss"]
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+
+
+class _AnalyzedDFData(TypedDict):
+    key: PairWithTimeframe
+    df: Any
+    la: datetime
+
+
+class RPCAnalyzedDFMsg(RPCSendMsgBase):
+    """New Analyzed dataframe message"""
+    type: Literal[RPCMessageType.ANALYZED_DF]
+    data: _AnalyzedDFData
+
+
+class RPCNewCandleMsg(RPCSendMsgBase):
+    """New candle ping message, issued once per new candle/pair"""
+    type: Literal[RPCMessageType.NEW_CANDLE]
+    data: PairWithTimeframe
+
+
+RPCSendMsg = Union[
+    RPCStatusMsg,
+    RPCStrategyMsg,
+    RPCProtectionMsg,
+    RPCWhitelistMsg,
+    RPCBuyMsg,
+    RPCCancelMsg,
+    RPCSellMsg,
+    RPCSellCancelMsg,
+    RPCAnalyzedDFMsg,
+    RPCNewCandleMsg
+    ]

freqtrade/rpc/telegram.py

@@ -30,6 +30,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -83,6 +84,8 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             self._send_msg(str(e))
         except BaseException:
             logger.exception('Exception occurred within Telegram module')
+        finally:
+            Trade.session.remove()
 
     return wrapper
 
@@ -414,6 +417,9 @@ class Telegram(RPCHandler):
 
         elif msg_type == RPCMessageType.WARNING:
             message = f"\N{WARNING SIGN} *Warning:* `{msg['status']}`"
+        elif msg_type == RPCMessageType.EXCEPTION:
+            # Errors will contain exceptions, which are wrapped in tripple ticks.
+            message = f"\N{WARNING SIGN} *ERROR:* \n {msg['status']}"
 
         elif msg_type == RPCMessageType.STARTUP:
             message = f"{msg['status']}"
@@ -424,14 +430,14 @@ class Telegram(RPCHandler):
             return None
         return message
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
 
         default_noti = 'on'
 
         msg_type = msg['type']
         noti = ''
-        if msg_type == RPCMessageType.EXIT:
+        if msg['type'] == RPCMessageType.EXIT:
             sell_noti = self._config['telegram'] \
                 .get('notification_settings', {}).get(str(msg_type), {})
             # For backward compatibility sell still can be string
@@ -448,7 +454,7 @@ class Telegram(RPCHandler):
             # Notification disabled
             return
 
-        message = self.compose_message(deepcopy(msg), msg_type)
+        message = self.compose_message(deepcopy(msg), msg_type)  # type: ignore
         if message:
             self._send_msg(message, disable_notification=(noti == 'silent'))
 
@@ -510,14 +516,14 @@ class Telegram(RPCHandler):
                 if prev_avg_price:
                     minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
 
-                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg profit")
+                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg Profit")
                 if is_open:
                     lines.append("({})".format(cur_entry_datetime
                                                .humanize(granularity=["day", "hour", "minute"])))
                 lines.append(f"*Amount:* {cur_entry_amount} "
                              f"({round_coin_value(order['cost'], quote_currency)})")
                 lines.append(f"*Average {wording} Price:* {cur_entry_average} "
-                             f"({price_to_1st_entry:.2%} from 1st entry rate)")
+                             f"({price_to_1st_entry:.2%} from 1st entry Rate)")
                 lines.append(f"*Order filled:* {order['order_filled_date']}")
 
                 # TODO: is this really useful?
@@ -569,6 +575,8 @@ class Telegram(RPCHandler):
                                  and not o['ft_order_side'] == 'stoploss'])
             r['exit_reason'] = r.get('exit_reason', "")
             r['stake_amount_r'] = round_coin_value(r['stake_amount'], r['quote_currency'])
+            r['max_stake_amount_r'] = round_coin_value(
+                r['max_stake_amount'] or r['stake_amount'], r['quote_currency'])
             r['profit_abs_r'] = round_coin_value(r['profit_abs'], r['quote_currency'])
             r['realized_profit_r'] = round_coin_value(r['realized_profit'], r['quote_currency'])
             r['total_profit_abs_r'] = round_coin_value(
@@ -580,31 +588,37 @@ class Telegram(RPCHandler):
                 f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}"
                 + " ` ({leverage}x)`" if r.get('leverage') else "",
                 "*Amount:* `{amount} ({stake_amount_r})`",
+                "*Total invested:* `{max_stake_amount_r}`" if position_adjust else "",
                 "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
                 "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
             ]
 
             if position_adjust:
                 max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
-                lines.append("*Number of Entries:* `{num_entries}" + max_buy_str + "`")
+                lines.extend([
-                lines.append("*Number of Exits:* `{num_exits}`")
+                    "*Number of Entries:* `{num_entries}" + max_buy_str + "`",
+                    "*Number of Exits:* `{num_exits}`"
+                ])
 
             lines.extend([
                 "*Open Rate:* `{open_rate:.8f}`",
                 "*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
                 "*Open Date:* `{open_date}`",
                 "*Close Date:* `{close_date}`" if r['close_date'] else "",
-                "*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
+                " \n*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
                 ("*Unrealized Profit:* " if r['is_open'] else "*Close Profit: *")
                 + "`{profit_ratio:.2%}` `({profit_abs_r})`",
             ])
 
             if r['is_open']:
                 if r.get('realized_profit'):
-                    lines.append(
+                    lines.extend([
-                        "*Realized Profit:* `{realized_profit_r} {realized_profit_ratio:.2%}`")
+                        "*Realized Profit:* `{realized_profit_ratio:.2%} ({realized_profit_r})`",
-                    lines.append("*Total Profit:* `{total_profit_abs_r}` ")
+                        "*Total Profit:* `{total_profit_ratio:.2%} ({total_profit_abs_r})`"
+                    ])
 
+                # Append empty line to improve readability
+                lines.append(" ")
                 if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
                         and r['initial_stop_loss_ratio'] is not None):
                     # Adding initial stoploss only if it is different from stoploss
@@ -1329,7 +1343,7 @@ class Telegram(RPCHandler):
         message = tabulate({k: [v] for k, v in counts.items()},
                            headers=['current', 'max', 'total stake'],
                            tablefmt='simple')
-        message = "<pre>{}</pre>".format(message)
+        message = f"<pre>{message}</pre>"
         logger.debug(message)
         self._send_msg(message, parse_mode=ParseMode.HTML,
                        reload_able=True, callback_path="update_count",
@@ -1631,7 +1645,7 @@ class Telegram(RPCHandler):
             ])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
-        msg += "\nUpdated: {}".format(datetime.now().ctime())
+        msg += f"\nUpdated: {datetime.now().ctime()}"
         if not query.message:
             return
         chat_id = query.message.chat_id

freqtrade/rpc/webhook.py

@@ -10,6 +10,7 @@ from requests import RequestException, post
 from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -41,7 +42,7 @@ class Webhook(RPCHandler):
         """
         pass
 
-    def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+    def _get_value_dict(self, msg: RPCSendMsg) -> Optional[Dict[str, Any]]:
         whconfig = self._config['webhook']
         # Deprecated 2022.10 - only keep generic method.
         if msg['type'] in [RPCMessageType.ENTRY]:
@@ -58,6 +59,7 @@ class Webhook(RPCHandler):
             valuedict = whconfig.get('webhookexitcancel')
         elif msg['type'] in (RPCMessageType.STATUS,
                              RPCMessageType.STARTUP,
+                             RPCMessageType.EXCEPTION,
                              RPCMessageType.WARNING):
             valuedict = whconfig.get('webhookstatus')
         elif msg['type'].value in whconfig:
@@ -74,7 +76,7 @@ class Webhook(RPCHandler):
             return None
         return valuedict
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
         try:
 
@@ -112,7 +114,7 @@ class Webhook(RPCHandler):
                     response = post(self._url, data=payload['data'],
                                     headers={'Content-Type': 'text/plain'})
                 else:
-                    raise NotImplementedError('Unknown format: {}'.format(self._format))
+                    raise NotImplementedError(f'Unknown format: {self._format}')
 
                 # Throw a RequestException if the post was not successful
                 response.raise_for_status()

freqtrade/strategy/hyper.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import deep_merge_dicts, json_load
+from freqtrade.misc import deep_merge_dicts
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.strategy.parameters import BaseParameter
 
@@ -124,8 +124,7 @@ class HyperStrategyMixin:
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
             try:
-                with filename.open('r') as f:
+                params = HyperoptTools.load_params(filename)
-                    params = json_load(f)
                 if params.get('strategy_name') != self.__class__.__name__:
                     raise OperationalException('Invalid parameter file provided.')
                 return params

freqtrade/strategy/interface.py

@@ -251,11 +251,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         pass
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **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 resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         pass

freqtrade/strategy/strategy_helper.py

@@ -86,37 +86,41 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
 def stoploss_from_open(
     open_relative_stop: float,
     current_profit: float,
-    is_short: bool = False
+    is_short: bool = False,
+    leverage: float = 1.0
 ) -> float:
     """
-
+    Given the current profit, and a desired stop loss value relative to the trade entry price,
-    Given the current profit, and a desired stop loss value relative to the open price,
     return a stop loss value that is relative to the current price, and which can be
     returned from `custom_stoploss`.
 
     The requested stop can be positive for a stop above the open price, or negative for
     a stop below the open price. The return value is always >= 0.
+    `open_relative_stop` will be considered as adjusted for leverage if leverage is provided..
 
     Returns 0 if the resulting stop price would be above/below (longs/shorts) the current price
 
-    :param open_relative_stop: Desired stop loss percentage relative to open price
+    :param open_relative_stop: Desired stop loss percentage, relative to the open price,
+                               adjusted for leverage
     :param current_profit: The current profit percentage
     :param is_short: When true, perform the calculation for short instead of long
+    :param leverage: Leverage to use for the calculation
     :return: Stop loss value relative to current price
     """
 
     # formula is undefined for current_profit -1 (longs) or 1 (shorts), return maximum value
-    if (current_profit == -1 and not is_short) or (is_short and current_profit == 1):
+    _current_profit = current_profit / leverage
+    if (_current_profit == -1 and not is_short) or (is_short and _current_profit == 1):
         return 1
 
     if is_short is True:
-        stoploss = -1 + ((1 - open_relative_stop) / (1 - current_profit))
+        stoploss = -1 + ((1 - open_relative_stop / leverage) / (1 - _current_profit))
     else:
-        stoploss = 1 - ((1 + open_relative_stop) / (1 + current_profit))
+        stoploss = 1 - ((1 + open_relative_stop / leverage) / (1 + _current_profit))
 
     # negative stoploss values indicate the requested stop price is higher/lower
     # (long/short) than the current price
-    return max(stoploss, 0.0)
+    return max(stoploss * leverage, 0.0)
 
 
 def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float:

freqtrade/strategy/strategyupdater.py

@@ -0,0 +1,255 @@
+import shutil
+from pathlib import Path
+
+import ast_comments
+
+from freqtrade.constants import Config
+
+
+class StrategyUpdater:
+    name_mapping = {
+        'ticker_interval': 'timeframe',
+        'buy': 'enter_long',
+        'sell': 'exit_long',
+        'buy_tag': 'enter_tag',
+        'sell_reason': 'exit_reason',
+
+        'sell_signal': 'exit_signal',
+        'custom_sell': 'custom_exit',
+        'force_sell': 'force_exit',
+        'emergency_sell': 'emergency_exit',
+
+        # Strategy/config settings:
+        'use_sell_signal': 'use_exit_signal',
+        'sell_profit_only': 'exit_profit_only',
+        'sell_profit_offset': 'exit_profit_offset',
+        'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
+        'forcebuy_enable': 'force_entry_enable',
+    }
+
+    function_mapping = {
+        'populate_buy_trend': 'populate_entry_trend',
+        'populate_sell_trend': 'populate_exit_trend',
+        'custom_sell': 'custom_exit',
+        'check_buy_timeout': 'check_entry_timeout',
+        'check_sell_timeout': 'check_exit_timeout',
+        # '': '',
+    }
+    # order_time_in_force, order_types, unfilledtimeout
+    otif_ot_unfilledtimeout = {
+        'buy': 'entry',
+        'sell': 'exit',
+    }
+
+    # create a dictionary that maps the old column names to the new ones
+    rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
+
+    def start(self, config: Config, strategy_obj: dict) -> None:
+        """
+        Run strategy updater
+        It updates a strategy to v3 with the help of the ast-module
+        :return: None
+        """
+
+        source_file = strategy_obj['location']
+        strategies_backup_folder = Path.joinpath(config['user_data_dir'], "strategies_orig_updater")
+        target_file = Path.joinpath(strategies_backup_folder, strategy_obj['location_rel'])
+
+        # read the file
+        with Path(source_file).open('r') as f:
+            old_code = f.read()
+        if not strategies_backup_folder.is_dir():
+            Path(strategies_backup_folder).mkdir(parents=True, exist_ok=True)
+
+        # backup original
+        # => currently no date after the filename,
+        # could get overridden pretty fast if this is fired twice!
+        # The folder is always the same and the file name too (currently).
+        shutil.copy(source_file, target_file)
+
+        # update the code
+        new_code = self.update_code(old_code)
+        # write the modified code to the destination folder
+        with Path(source_file).open('w') as f:
+            f.write(new_code)
+
+    # define the function to update the code
+    def update_code(self, code):
+        # parse the code into an AST
+        tree = ast_comments.parse(code)
+
+        # use the AST to update the code
+        updated_code = self.modify_ast(tree)
+
+        # return the modified code without executing it
+        return updated_code
+
+    # function that uses the ast module to update the code
+    def modify_ast(self, tree):  # noqa
+        # use the visitor to update the names and functions in the AST
+        NameUpdater().visit(tree)
+
+        # first fix the comments, so it understands "\n" properly inside multi line comments.
+        ast_comments.fix_missing_locations(tree)
+        ast_comments.increment_lineno(tree, n=1)
+
+        # generate the new code from the updated AST
+        # without indent {} parameters would just be written straight one after the other.
+
+        # ast_comments would be amazing since this is the only solution that carries over comments,
+        # but it does currently not have an unparse function, hopefully in the future ... !
+        # return ast_comments.unparse(tree)
+
+        return ast_comments.unparse(tree)
+
+
+# Here we go through each respective node, slice, elt, key ... to replace outdated entries.
+class NameUpdater(ast_comments.NodeTransformer):
+    def generic_visit(self, node):
+
+        # space is not yet transferred from buy/sell to entry/exit and thereby has to be skipped.
+        if isinstance(node, ast_comments.keyword):
+            if node.arg == "space":
+                return node
+
+        # from here on this is the original function.
+        for field, old_value in ast_comments.iter_fields(node):
+            if isinstance(old_value, list):
+                new_values = []
+                for value in old_value:
+                    if isinstance(value, ast_comments.AST):
+                        value = self.visit(value)
+                        if value is None:
+                            continue
+                        elif not isinstance(value, ast_comments.AST):
+                            new_values.extend(value)
+                            continue
+                    new_values.append(value)
+                old_value[:] = new_values
+            elif isinstance(old_value, ast_comments.AST):
+                new_node = self.visit(old_value)
+                if new_node is None:
+                    delattr(node, field)
+                else:
+                    setattr(node, field, new_node)
+        return node
+
+    def visit_Expr(self, node):
+        if hasattr(node.value, "left") and hasattr(node.value.left, "id"):
+            node.value.left.id = self.check_dict(StrategyUpdater.name_mapping, node.value.left.id)
+            self.visit(node.value)
+        return node
+
+    # Renames an element if contained inside a dictionary.
+    @staticmethod
+    def check_dict(current_dict: dict, element: str):
+        if element in current_dict:
+            element = current_dict[element]
+        return element
+
+    def visit_arguments(self, node):
+        if isinstance(node.args, list):
+            for arg in node.args:
+                arg.arg = self.check_dict(StrategyUpdater.name_mapping, arg.arg)
+        return node
+
+    def visit_Name(self, node):
+        # if the name is in the mapping, update it
+        node.id = self.check_dict(StrategyUpdater.name_mapping, node.id)
+        return node
+
+    def visit_Import(self, node):
+        # do not update the names in import statements
+        return node
+
+    def visit_ImportFrom(self, node):
+        # if hasattr(node, "module"):
+        #    if node.module == "freqtrade.strategy.hyper":
+        #        node.module = "freqtrade.strategy"
+        return node
+
+    def visit_If(self, node: ast_comments.If):
+        for child in ast_comments.iter_child_nodes(node):
+            self.visit(child)
+        return node
+
+    def visit_FunctionDef(self, node):
+        node.name = self.check_dict(StrategyUpdater.function_mapping, node.name)
+        self.generic_visit(node)
+        return node
+
+    def visit_Attribute(self, node):
+        if (
+                isinstance(node.value, ast_comments.Name)
+                and node.value.id == 'trade'
+                and node.attr == 'nr_of_successful_buys'
+        ):
+            node.attr = 'nr_of_successful_entries'
+        return node
+
+    def visit_ClassDef(self, node):
+        # check if the class is derived from IStrategy
+        if any(isinstance(base, ast_comments.Name) and
+               base.id == 'IStrategy' for base in node.bases):
+            # check if the INTERFACE_VERSION variable exists
+            has_interface_version = any(
+                isinstance(child, ast_comments.Assign) and
+                isinstance(child.targets[0], ast_comments.Name) and
+                child.targets[0].id == 'INTERFACE_VERSION'
+                for child in node.body
+            )
+
+            # if the INTERFACE_VERSION variable does not exist, add it as the first child
+            if not has_interface_version:
+                node.body.insert(0, ast_comments.parse('INTERFACE_VERSION = 3').body[0])
+            # otherwise, update its value to 3
+            else:
+                for child in node.body:
+                    if (
+                            isinstance(child, ast_comments.Assign)
+                            and isinstance(child.targets[0], ast_comments.Name)
+                            and child.targets[0].id == 'INTERFACE_VERSION'
+                    ):
+                        child.value = ast_comments.parse('3').body[0].value
+        self.generic_visit(node)
+        return node
+
+    def visit_Subscript(self, node):
+        if isinstance(node.slice, ast_comments.Constant):
+            if node.slice.value in StrategyUpdater.rename_dict:
+                # Replace the slice attributes with the values from rename_dict
+                node.slice.value = StrategyUpdater.rename_dict[node.slice.value]
+        if hasattr(node.slice, "elts"):
+            self.visit_elts(node.slice.elts)
+        if hasattr(node.slice, "value"):
+            if hasattr(node.slice.value, "elts"):
+                self.visit_elts(node.slice.value.elts)
+        return node
+
+    # elts can have elts (technically recursively)
+    def visit_elts(self, elts):
+        if isinstance(elts, list):
+            for elt in elts:
+                self.visit_elt(elt)
+        else:
+            self.visit_elt(elts)
+        return elts
+
+    # sub function again needed since the structure itself is highly flexible ...
+    def visit_elt(self, elt):
+        if isinstance(elt, ast_comments.Constant) and elt.value in StrategyUpdater.rename_dict:
+            elt.value = StrategyUpdater.rename_dict[elt.value]
+        if hasattr(elt, "elts"):
+            self.visit_elts(elt.elts)
+        if hasattr(elt, "args"):
+            if isinstance(elt.args, ast_comments.arguments):
+                self.visit_elts(elt.args)
+            else:
+                for arg in elt.args:
+                    self.visit_elts(arg)
+        return elt
+
+    def visit_Constant(self, node):
+        node.value = self.check_dict(StrategyUpdater.otif_ot_unfilledtimeout, node.value)
+        node.value = self.check_dict(StrategyUpdater.name_mapping, node.value)
+        return node

freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2

@@ -1,5 +1,5 @@
 
-def bot_loop_start(self, **kwargs) -> None:
+def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
     """
     Called at the start of the bot iteration (one loop).
     Might be used to perform pair-independent tasks
@@ -8,6 +8,7 @@ def bot_loop_start(self, **kwargs) -> None:
     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 current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     """
     pass

freqtrade/util/binance_mig.py

@@ -1,6 +1,7 @@
 import logging
 
 from packaging import version
+from sqlalchemy import select
 
 from freqtrade.constants import Config
 from freqtrade.enums.tradingmode import TradingMode
@@ -44,7 +45,7 @@ def _migrate_binance_futures_db(config: Config):
             # Should symbol be migrated too?
             # order.symbol = new_pair
     Trade.commit()
-    pls = PairLock.query.filter(PairLock.pair.notlike('%:%'))
+    pls = PairLock.session.scalars(select(PairLock).filter(PairLock.pair.notlike('%:%'))).all()
     for pl in pls:
         pl.pair = f"{pl.pair}:{config['stake_currency']}"
     # print(pls)

freqtrade/vendor/qtpylib/indicators.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-#
 # QTPyLib: Quantitative Trading Python Library
 # https://github.com/ranaroussi/qtpylib
 #
@@ -18,7 +16,6 @@
 # limitations under the License.
 #
 
-import sys
 import warnings
 from datetime import datetime, timedelta
 
@@ -27,11 +24,6 @@ import pandas as pd
 from pandas.core.base import PandasObject
 
 
-# =============================================
-# check min, python version
-if sys.version_info < (3, 4):
-    raise SystemError("QTPyLib requires Python version >= 3.4")
-
 # =============================================
 warnings.simplefilter(action="ignore", category=RuntimeWarning)
 

freqtrade/worker.py

@@ -12,7 +12,7 @@ import sdnotify
 from freqtrade import __version__
 from freqtrade.configuration import Configuration
 from freqtrade.constants import PROCESS_THROTTLE_SECS, RETRY_TIMEOUT, Config
-from freqtrade.enums import State
+from freqtrade.enums import RPCMessageType, State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.exchange import timeframe_to_next_date
 from freqtrade.freqtradebot import FreqtradeBot
@@ -185,7 +185,10 @@ class Worker:
             tb = traceback.format_exc()
             hint = 'Issue `/start` if you think it is safe to restart.'
 
-            self.freqtrade.notify_status(f'OperationalException:\n```\n{tb}```{hint}')
+            self.freqtrade.notify_status(
+                f'*OperationalException:*\n```\n{tb}```\n {hint}',
+                msg_type=RPCMessageType.EXCEPTION
+            )
 
             logger.exception('OperationalException. Stopping trader ...')
             self.freqtrade.state = State.STOPPED

pyproject.toml

@@ -1,3 +1,7 @@
+[build-system]
+requires = ["setuptools >= 46.4.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
 [tool.black]
 line-length = 100
 exclude = '''
@@ -48,10 +52,6 @@ ignore_errors = true
 module = "telegram.*"
 implicit_optional = true
 
-[build-system]
-requires = ["setuptools >= 46.4.0", "wheel"]
-build-backend = "setuptools.build_meta"
-
 [tool.pyright]
 include = ["freqtrade"]
 exclude = [
@@ -68,15 +68,19 @@ target-version = "py38"
 extend-select = [
   "C90",    # mccabe
   # "N",    # pep8-naming
-  # "UP",   # pyupgrade
+  "UP",     # pyupgrade
   "TID",    # flake8-tidy-imports
   # "EXE",  # flake8-executable
   "YTT",    # flake8-2020
+  # "S",    # flake8-bandit
   # "DTZ",  # flake8-datetimez
   # "RSE",  # flake8-raise
   # "TCH",  # flake8-type-checking
-  "PTH",  # flake8-use-pathlib
+  "PTH",    # flake8-use-pathlib
 ]
 
 [tool.ruff.mccabe]
 max-complexity = 12
+
+[tool.ruff.per-file-ignores]
+"tests/*" = ["S"]

requirements-dev.txt

@@ -7,11 +7,11 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-ruff==0.0.253
+ruff==0.0.260
-mypy==1.0.1
+mypy==1.1.1
-pre-commit==3.1.1
+pre-commit==3.2.1
-pytest==7.2.1
+pytest==7.2.2
-pytest-asyncio==0.20.3
+pytest-asyncio==0.21.0
 pytest-cov==4.0.0
 pytest-mock==3.10.0
 pytest-random-order==1.1.0
@@ -22,11 +22,11 @@ time-machine==2.9.0
 httpx==0.23.3
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.2.9
+nbconvert==7.2.10
 
 # mypy types
-types-cachetools==5.3.0.4
+types-cachetools==5.3.0.5
 types-filelock==3.2.7
-types-requests==2.28.11.15
+types-requests==2.28.11.17
-types-tabulate==0.9.0.1
+types-tabulate==0.9.0.2
-types-python-dateutil==2.8.19.9
+types-python-dateutil==2.8.19.11

requirements-freqai.txt

@@ -5,7 +5,7 @@
 # Required for freqai
 scikit-learn==1.1.3
 joblib==1.2.0
-catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11'
+catboost==1.1.1; platform_machine != 'aarch64' and 'arm' not in platform_machine and python_version < '3.11'
 lightgbm==3.3.5
-xgboost==1.7.4
+xgboost==1.7.5
-tensorboard==2.12.0
+tensorboard==2.12.1

requirements-hyperopt.txt

@@ -5,5 +5,5 @@
 scipy==1.10.1
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
-filelock==3.9.0
+filelock==3.10.6
 progressbar2==4.2.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.13.1
+plotly==5.14.0

requirements.txt

@@ -2,15 +2,15 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.8.54
+ccxt==3.0.50
-cryptography==39.0.1
+cryptography==40.0.1
 aiohttp==3.8.4
-SQLAlchemy==2.0.4
+SQLAlchemy==2.0.8
 python-telegram-bot==13.15
 arrow==1.2.3
 cachetools==4.2.2
 requests==2.28.2
-urllib3==1.26.14
+urllib3==1.26.15
 jsonschema==4.17.3
 TA-Lib==0.4.25
 technical==1.4.0
@@ -26,17 +26,17 @@ pyarrow==11.0.0; platform_machine != 'armv7l'
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.9
+python-rapidjson==1.10
 # Properly format api responses
-orjson==3.8.6
+orjson==3.8.9
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.92.0
+fastapi==0.95.0
-pydantic==1.10.5
+pydantic==1.10.7
-uvicorn==0.20.0
+uvicorn==0.21.1
 pyjwt==2.6.0
 aiofiles==23.1.0
 psutil==5.9.4
@@ -45,7 +45,7 @@ psutil==5.9.4
 colorama==0.4.6
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.37
+prompt-toolkit==3.0.38
 # Extensions to datetime library
 python-dateutil==2.8.2
 
@@ -53,5 +53,7 @@ python-dateutil==2.8.2
 schedule==1.1.0
 
 #WS Messages
-websockets==10.4
+websockets==11.0
 janus==1.0.0
+
+ast-comments==1.0.1

scripts/rest_client.py

@@ -340,11 +340,13 @@ class FtRestClient():
         :param limit: Limit result to the last n candles.
         :return: json object
         """
-        return self._get("pair_candles", params={
+        params = {
             "pair": pair,
             "timeframe": timeframe,
-            "limit": limit,
+        }
-        })
+        if limit:
+            params['limit'] = limit
+        return self._get("pair_candles", params=params)
 
     def pair_history(self, pair, timeframe, strategy, timerange=None):
         """Return historic, analyzed dataframe

setup.py

@@ -59,7 +59,7 @@ setup(
     install_requires=[
         # from requirements.txt
         'ccxt>=2.6.26',
-        'SQLAlchemy',
+        'SQLAlchemy>=2.0.6',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',
         'cachetools',

tests/commands/test_commands.py

@@ -14,7 +14,8 @@ from freqtrade.commands import (start_backtesting_show, start_convert_data, star
                                 start_hyperopt_show, start_install_ui, start_list_data,
                                 start_list_exchanges, start_list_markets, start_list_strategies,
                                 start_list_timeframes, start_new_strategy, start_show_trades,
-                                start_test_pairlist, start_trading, start_webserver)
+                                start_strategy_update, start_test_pairlist, start_trading,
+                                start_webserver)
 from freqtrade.commands.db_commands import start_convert_db
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
@@ -1546,3 +1547,37 @@ def test_start_convert_db(mocker, fee, tmpdir, caplog):
     start_convert_db(pargs)
 
     assert db_target_file.is_file()
+
+
+def test_start_strategy_updater(mocker, tmpdir):
+    sc_mock = mocker.patch('freqtrade.commands.strategy_utils_commands.start_conversion')
+    teststrats = Path(__file__).parent.parent / 'strategy/strats'
+    args = [
+        "strategy-updater",
+        "--userdir",
+        str(tmpdir),
+        "--strategy-path",
+        str(teststrats),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_strategy_update(pargs)
+    # Number of strategies in the test directory
+    assert sc_mock.call_count == 11
+
+    sc_mock.reset_mock()
+    args = [
+        "strategy-updater",
+        "--userdir",
+        str(tmpdir),
+        "--strategy-path",
+        str(teststrats),
+        "--strategy-list",
+        "StrategyTestV3",
+        "StrategyTestV2"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_strategy_update(pargs)
+    # Number of strategies in the test directory
+    assert sc_mock.call_count == 2

tests/conftest.py

@@ -299,7 +299,7 @@ def create_mock_trades(fee, is_short: Optional[bool] = False, use_db: bool = Tru
     """
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
     is_short1 = is_short if is_short is not None else True
@@ -332,11 +332,11 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
     Create some fake trades ...
     """
     if use_db:
-        Trade.query.session.rollback()
+        Trade.session.rollback()
 
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
 
@@ -366,7 +366,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
-        Trade.query.session.flush()
+        Trade.session.flush()
 
 
 def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
@@ -375,7 +375,7 @@ def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool
     """
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
 

tests/data/test_btanalysis.py

@@ -98,7 +98,7 @@ def test_load_backtest_data_new_format(testdatadir):
     assert bt_data.equals(bt_data3)
 
     with pytest.raises(ValueError, match=r"File .* does not exist\."):
-        load_backtest_data(str("filename") + "nofile")
+        load_backtest_data("filename" + "nofile")
 
     with pytest.raises(ValueError, match=r"Unknown dataformat."):
         load_backtest_data(testdatadir / "backtest_results" / LAST_BT_RESULT_FN)

tests/data/test_datahandler.py

@@ -252,7 +252,7 @@ def test_datahandler__check_empty_df(testdatadir, caplog):
     assert log_has_re(expected_text, caplog)
 
 
-@pytest.mark.parametrize('datahandler', ['feather', 'parquet'])
+@pytest.mark.parametrize('datahandler', ['parquet'])
 def test_datahandler_trades_not_supported(datahandler, testdatadir, ):
     dh = get_datahandler(testdatadir, datahandler)
     with pytest.raises(NotImplementedError):
@@ -496,6 +496,58 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
     assert unlinkmock.call_count == 2
 
 
+def test_featherdatahandler_trades_load(testdatadir):
+    dh = get_datahandler(testdatadir, 'feather')
+    trades = dh.trades_load('XRP/ETH')
+    assert isinstance(trades, list)
+    assert trades[0][0] == 1570752011620
+    assert trades[-1][-1] == 0.1986231
+
+    trades1 = dh.trades_load('UNITTEST/NONEXIST')
+    assert trades1 == []
+
+
+def test_featherdatahandler_trades_store(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+    dh = get_datahandler(testdatadir, 'feather')
+    trades = dh.trades_load('XRP/ETH')
+
+    dh1 = get_datahandler(tmpdir1, 'feather')
+    dh1.trades_store('XRP/NEW', trades)
+    file = tmpdir1 / 'XRP_NEW-trades.feather'
+    assert file.is_file()
+    # Load trades back
+    trades_new = dh1.trades_load('XRP/NEW')
+
+    assert len(trades_new) == len(trades)
+    assert trades[0][0] == trades_new[0][0]
+    assert trades[0][1] == trades_new[0][1]
+    # assert trades[0][2] == trades_new[0][2]  # This is nan - so comparison does not make sense
+    assert trades[0][3] == trades_new[0][3]
+    assert trades[0][4] == trades_new[0][4]
+    assert trades[0][5] == trades_new[0][5]
+    assert trades[0][6] == trades_new[0][6]
+    assert trades[-1][0] == trades_new[-1][0]
+    assert trades[-1][1] == trades_new[-1][1]
+    # assert trades[-1][2] == trades_new[-1][2]  # This is nan - so comparison does not make sense
+    assert trades[-1][3] == trades_new[-1][3]
+    assert trades[-1][4] == trades_new[-1][4]
+    assert trades[-1][5] == trades_new[-1][5]
+    assert trades[-1][6] == trades_new[-1][6]
+
+
+def test_featherdatahandler_trades_purge(mocker, testdatadir):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
+    dh = get_datahandler(testdatadir, 'feather')
+    assert not dh.trades_purge('UNITTEST/NONEXIST')
+    assert unlinkmock.call_count == 0
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    assert dh.trades_purge('UNITTEST/NONEXIST')
+    assert unlinkmock.call_count == 1
+
+
 def test_gethandlerclass():
     cl = get_datahandlerclass('json')
     assert cl == JsonDataHandler

tests/data/test_history.py

@@ -409,7 +409,7 @@ def test_init_with_refresh(default_conf, mocker) -> None:
 
 
 def test_file_dump_json_tofile(testdatadir) -> None:
-    file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
+    file = testdatadir / f'test_{uuid.uuid4()}.json'
     data = {'bar': 'foo'}
 
     # check the file we will create does not exist

tests/exchange/test_binance.py

@@ -11,6 +11,19 @@ from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
+@pytest.mark.parametrize('side,type,time_in_force,expected', [
+    ('buy', 'limit', 'gtc', {'timeInForce': 'GTC'}),
+    ('buy', 'limit', 'IOC', {'timeInForce': 'IOC'}),
+    ('buy', 'market', 'IOC', {}),
+    ('buy', 'limit', 'PO', {'timeInForce': 'PO'}),
+    ('sell', 'limit', 'PO', {'timeInForce': 'PO'}),
+    ('sell', 'market', 'PO', {}),
+    ])
+def test__get_params_binance(default_conf, mocker, side, type, time_in_force, expected):
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    assert exchange._get_params(side, type, 1, False, time_in_force) == expected
+
+
 @pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT])
 @pytest.mark.parametrize('limitratio,expected,side', [
     (None, 220 * 0.99, "sell"),
@@ -35,11 +48,11 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte
     default_conf['margin_mode'] = MarginMode.ISOLATED
     default_conf['trading_mode'] = trademode
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
@@ -114,11 +127,11 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
     order_type = 'stop_loss_limit'
     default_conf['dry_run'] = True
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
@@ -542,7 +555,6 @@ def test__set_leverage_binance(mocker, default_conf):
         "set_leverage",
         pair="XRP/USDT",
         leverage=5.0,
-        trading_mode=TradingMode.FUTURES
     )
 
 

tests/exchange/test_ccxt_compat.py

@@ -37,7 +37,7 @@ EXCHANGES = {
         'stake_currency': 'USDT',
         'use_ci_proxy': True,
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': True,
@@ -66,7 +66,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': False,
         'sample_order': [{
             "symbol": "SOLUSDT",
@@ -91,7 +91,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
     },
@@ -99,7 +99,7 @@ EXCHANGES = {
         'pair': 'XRP/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
         'sample_order': [
@@ -141,7 +141,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': True,
@@ -215,7 +215,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': False,
@@ -226,7 +226,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures_pair': 'BTC/USDT:USDT',
         'futures': True,
         'leverage_tiers_public': True,
@@ -253,14 +253,14 @@ EXCHANGES = {
         'pair': 'ETH/BTC',
         'stake_currency': 'BTC',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': False,
     },
     'bitvavo': {
         'pair': 'BTC/EUR',
         'stake_currency': 'EUR',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': False,
     },

tests/exchange/test_exchange.py

@@ -8,12 +8,13 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
 import arrow
 import ccxt
 import pytest
+from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
 from pandas import DataFrame
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
-                                  InvalidOrderException, OperationalException, PricingError,
+                                  InsufficientFundsError, InvalidOrderException,
-                                  TemporaryError)
+                                  OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, amount_to_precision,
                                 date_minus_candles, market_is_active, price_to_precision,
                                 timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
@@ -113,18 +114,21 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu
             exchange = get_patched_exchange(mocker, default_conf, api_mock)
             await getattr(exchange, fun)(**kwargs)
         assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+    exchange.close()
 
     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 == retries
+    exchange.close()
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+    exchange.close()
 
 
 def test_init(default_conf, mocker, caplog):
@@ -312,35 +316,54 @@ def test_amount_to_precision(amount, precision_mode, precision, expected,):
     assert amount_to_precision(amount, precision, precision_mode) == expected
 
 
-@pytest.mark.parametrize("price,precision_mode,precision,expected", [
+@pytest.mark.parametrize("price,precision_mode,precision,expected,rounding_mode", [
-    (2.34559, 2, 4, 2.3456),
+    # Tests for DECIMAL_PLACES, ROUND_UP
-    (2.34559, 2, 5, 2.34559),
+    (2.34559, 2, 4, 2.3456, ROUND_UP),
-    (2.34559, 2, 3, 2.346),
+    (2.34559, 2, 5, 2.34559, ROUND_UP),
-    (2.9999, 2, 3, 3.000),
+    (2.34559, 2, 3, 2.346, ROUND_UP),
-    (2.9909, 2, 3, 2.991),
+    (2.9999, 2, 3, 3.000, ROUND_UP),
-    # Tests for Tick_size
+    (2.9909, 2, 3, 2.991, ROUND_UP),
-    (2.34559, 4, 0.0001, 2.3456),
+    # Tests for DECIMAL_PLACES, ROUND
-    (2.34559, 4, 0.00001, 2.34559),
+    (2.345600000000001, DECIMAL_PLACES, 4, 2.3456, ROUND),
-    (2.34559, 4, 0.001, 2.346),
+    (2.345551, DECIMAL_PLACES, 4, 2.3456, ROUND),
-    (2.9999, 4, 0.001, 3.000),
+    (2.49, DECIMAL_PLACES, 0, 2., ROUND),
-    (2.9909, 4, 0.001, 2.991),
+    (2.51, DECIMAL_PLACES, 0, 3., ROUND),
-    (2.9909, 4, 0.005, 2.995),
+    (5.1, DECIMAL_PLACES, -1, 10., ROUND),
-    (2.9973, 4, 0.005, 3.0),
+    (4.9, DECIMAL_PLACES, -1, 0., ROUND),
-    (2.9977, 4, 0.005, 3.0),
+    # Tests for TICK_SIZE, ROUND_UP
-    (234.43, 4, 0.5, 234.5),
+    (2.34559, TICK_SIZE, 0.0001, 2.3456, ROUND_UP),
-    (234.53, 4, 0.5, 235.0),
+    (2.34559, TICK_SIZE, 0.00001, 2.34559, ROUND_UP),
-    (0.891534, 4, 0.0001, 0.8916),
+    (2.34559, TICK_SIZE, 0.001, 2.346, ROUND_UP),
-    (64968.89, 4, 0.01, 64968.89),
+    (2.9999, TICK_SIZE, 0.001, 3.000, ROUND_UP),
-    (0.000000003483, 4, 1e-12, 0.000000003483),
+    (2.9909, TICK_SIZE, 0.001, 2.991, ROUND_UP),
-
+    (2.9909, TICK_SIZE, 0.005, 2.995, ROUND_UP),
+    (2.9973, TICK_SIZE, 0.005, 3.0, ROUND_UP),
+    (2.9977, TICK_SIZE, 0.005, 3.0, ROUND_UP),
+    (234.43, TICK_SIZE, 0.5, 234.5, ROUND_UP),
+    (234.53, TICK_SIZE, 0.5, 235.0, ROUND_UP),
+    (0.891534, TICK_SIZE, 0.0001, 0.8916, ROUND_UP),
+    (64968.89, TICK_SIZE, 0.01, 64968.89, ROUND_UP),
+    (0.000000003483, TICK_SIZE, 1e-12, 0.000000003483, ROUND_UP),
+    # Tests for TICK_SIZE, ROUND
+    (2.49, TICK_SIZE, 1., 2., ROUND),
+    (2.51, TICK_SIZE, 1., 3., ROUND),
+    (2.000000051, TICK_SIZE, 0.0000001, 2.0000001, ROUND),
+    (2.000000049, TICK_SIZE, 0.0000001, 2., ROUND),
+    (2.9909, TICK_SIZE, 0.005, 2.990, ROUND),
+    (2.9973, TICK_SIZE, 0.005, 2.995, ROUND),
+    (2.9977, TICK_SIZE, 0.005, 3.0, ROUND),
+    (234.24, TICK_SIZE, 0.5, 234., ROUND),
+    (234.26, TICK_SIZE, 0.5, 234.5, ROUND),
+    # Tests for TRUNCATTE
+    (2.34559, 2, 4, 2.3455, TRUNCATE),
+    (2.34559, 2, 5, 2.34559, TRUNCATE),
+    (2.34559, 2, 3, 2.345, TRUNCATE),
+    (2.9999, 2, 3, 2.999, TRUNCATE),
+    (2.9909, 2, 3, 2.990, TRUNCATE),
 ])
-def test_price_to_precision(price, precision_mode, precision, expected):
+def test_price_to_precision(price, precision_mode, precision, expected, rounding_mode):
-    # digits counting mode
+    assert price_to_precision(
-    # DECIMAL_PLACES = 2
+        price, precision, precision_mode, rounding_mode=rounding_mode) == expected
-    # SIGNIFICANT_DIGITS = 3
-    # TICK_SIZE = 4
-
-    assert price_to_precision(price, precision, precision_mode) == expected
 
 
 @pytest.mark.parametrize("price,precision_mode,precision,expected", [
@@ -414,7 +437,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     }
     mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
+    expected_result = 2 * 2 * (1 + 0.05)
     assert pytest.approx(result) == expected_result
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
@@ -423,14 +446,14 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 20000
 
-    # min amount and cost are set (cost is minimal)
+    # min amount and cost are set (cost is minimal and therefore ignored)
     markets["ETH/BTC"]["limits"] = {
         'cost': {'min': 2, 'max': None},
         'amount': {'min': 2, 'max': None},
     }
     mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
+    expected_result = max(2, 2 * 2) * (1 + 0.05)
     assert pytest.approx(result) == expected_result
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
@@ -473,6 +496,9 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
 
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, 12.0)
+    assert result == 1000 / 12
+
     markets["ETH/BTC"]["contractSize"] = '0.01'
     default_conf['trading_mode'] = 'futures'
     default_conf['margin_mode'] = 'isolated'
@@ -1039,9 +1065,9 @@ def test_validate_ordertypes(default_conf, mocker):
     ('bybit', 'last', True),
     ('bybit', 'mark', True),
     ('bybit', 'index', True),
-    # ('okx', 'last', True),
+    ('okx', 'last', True),
-    # ('okx', 'mark', True),
+    ('okx', 'mark', True),
-    # ('okx', 'index', True),
+    ('okx', 'index', True),
     ('gate', 'last', True),
     ('gate', 'mark', True),
     ('gate', 'index', True),
@@ -1436,7 +1462,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'buy'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
+        assert api_mock.create_order.call_args[0][4] is None
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
@@ -1541,7 +1570,10 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'buy'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
+        assert api_mock.create_order.call_args[0][4] is None
     # Market orders should not send timeInForce!!
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
 
@@ -1585,7 +1617,10 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
+        assert api_mock.create_order.call_args[0][4] is None
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
@@ -1599,13 +1634,13 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][4] == 200
 
     # test exception handling
-    with pytest.raises(DependencyException):
+    with pytest.raises(InsufficientFundsError):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
                               leverage=1.0)
 
-    with pytest.raises(DependencyException):
+    with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200,
@@ -1679,7 +1714,10 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
+        assert api_mock.create_order.call_args[0][4] is None
     # Market orders should not send timeInForce!!
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
 
@@ -2248,7 +2286,6 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
     assert res[pair2].at[0, 'open']
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
     ohlcv = [
@@ -2277,7 +2314,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
     assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
-
+    exchange.close()
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_get_candle_history", "fetch_ohlcv",
@@ -2292,15 +2329,17 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
                                                  (arrow.utcnow().int_timestamp - 2000) * 1000)
 
+    exchange.close()
+
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
                                                    r'historical candle \(OHLCV\) data\..*'):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
                                                  (arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
 
-@pytest.mark.asyncio
 async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
     from freqtrade.exchange.common import _reset_logging_mixin
     _reset_logging_mixin()
@@ -2341,9 +2380,9 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
         # Expect the "returned exception" message 12 times (4 retries * 3 (loop))
         assert num_log_has_re(msg, caplog) == 12
         assert num_log_has_re(msg2, caplog) == 9
+    exchange.close()
 
 
-@pytest.mark.asyncio
 async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     """ Test empty exchange result """
     ohlcv = []
@@ -2363,6 +2402,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     assert res[2] == CandleType.SPOT
     assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
+    exchange.close()
 
 
 def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
@@ -2757,7 +2797,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     assert res_ohlcv[9][5] == 2.31452783
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
                                    fetch_trades_result):
@@ -2785,8 +2824,8 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
     assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
     assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
     assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
+    exchange.close()
 
-    exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_fetch_trades", "fetch_trades",
                                pair='ABCD/BTC', since=None)
@@ -2796,15 +2835,16 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
                                                    r'historical trade data\..*'):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, exchange_name,
                                                  fetch_trades_result):
@@ -2839,6 +2879,7 @@ async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, e
     pair = 'ETH/USDT:USDT'
     res = await exchange._async_fetch_trades(pair, since=None, params=None)
     assert res[0][5] == 300
+    exchange.close()
 
 
 @pytest.mark.asyncio
@@ -3387,7 +3428,7 @@ def test_merge_ft_has_dict(default_conf, mocker):
     ex = Binance(default_conf)
     assert ex._ft_has != Exchange._ft_has_default
     assert ex.get_option('stoploss_on_exchange')
-    assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC']
+    assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC', 'PO']
     assert ex.get_option('trades_pagination') == 'id'
     assert ex.get_option('trades_pagination_arg') == 'fromId'
 
@@ -3868,29 +3909,6 @@ def test_get_stake_amount_considering_leverage(
         stake_amount, leverage) == min_stake_with_lev
 
 
-@pytest.mark.parametrize("exchange_name,trading_mode", [
-    ("binance", TradingMode.FUTURES),
-])
-def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
-
-    api_mock = MagicMock()
-    api_mock.set_leverage = MagicMock()
-    type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
-    default_conf['dry_run'] = False
-
-    ccxt_exceptionhandlers(
-        mocker,
-        default_conf,
-        api_mock,
-        exchange_name,
-        "_set_leverage",
-        "set_leverage",
-        pair="XRP/USDT",
-        leverage=5.0,
-        trading_mode=trading_mode
-    )
-
-
 @pytest.mark.parametrize("margin_mode", [
     (MarginMode.CROSS),
     (MarginMode.ISOLATED)
@@ -4830,7 +4848,6 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name
     )
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize('exchange_name', EXCHANGES)
 async def test_get_market_leverage_tiers(mocker, default_conf, exchange_name):
     default_conf['exchange']['name'] = exchange_name
@@ -5287,7 +5304,7 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
     })
     default_conf['dry_run'] = False
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     exchange.get_contract_size = MagicMock(return_value=contract_size)
@@ -5307,3 +5324,10 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
     assert order['cost'] == 100
     assert order['filled'] == 100
     assert order['remaining'] == 100
+
+
+def test_price_to_precision_with_default_conf(default_conf, mocker):
+    conf = copy.deepcopy(default_conf)
+    patched_ex = get_patched_exchange(mocker, conf)
+    prec_price = patched_ex.price_to_precision("XRP/USDT", 1.0000000101)
+    assert prec_price == 1.00000001

tests/exchange/test_gate.py

@@ -4,42 +4,9 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.enums import MarginMode, TradingMode
-from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import Gate
-from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import EXMS, get_patched_exchange
 
 
-def test_validate_order_types_gate(default_conf, mocker):
-    default_conf['exchange']['name'] = 'gate'
-    mocker.patch(f'{EXMS}._init_ccxt')
-    mocker.patch(f'{EXMS}._load_markets', return_value={})
-    mocker.patch(f'{EXMS}.validate_pairs')
-    mocker.patch(f'{EXMS}.validate_timeframes')
-    mocker.patch(f'{EXMS}.validate_stakecurrency')
-    mocker.patch(f'{EXMS}.validate_pricing')
-    mocker.patch(f'{EXMS}.name', 'Gate')
-    exch = ExchangeResolver.load_exchange('gate', default_conf, True)
-    assert isinstance(exch, Gate)
-
-    default_conf['order_types'] = {
-        'entry': 'market',
-        'exit': 'limit',
-        'stoploss': 'market',
-        'stoploss_on_exchange': False
-    }
-
-    with pytest.raises(OperationalException,
-                       match=r'Exchange .* does not support market orders.'):
-        ExchangeResolver.load_exchange('gate', default_conf, True)
-
-    # market-orders supported on futures markets.
-    default_conf['trading_mode'] = 'futures'
-    default_conf['margin_mode'] = 'isolated'
-    ex = ExchangeResolver.load_exchange('gate', default_conf, True)
-    assert ex
-
-
 @pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_gate(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='gate')

tests/exchange/test_huobi.py

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -27,11 +27,11 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected,
     })
     default_conf['dry_run'] = False
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side=side,
@@ -80,11 +80,11 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
     order_type = 'stop-limit'
     default_conf['dry_run'] = True
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side='sell', leverage=1.0)

tests/exchange/test_kraken.py

@@ -29,7 +29,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     default_conf['dry_run'] = False
 
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
     order = exchange.create_order(
@@ -192,7 +192,7 @@ def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adj
 
     default_conf['dry_run'] = False
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 
@@ -263,7 +263,7 @@ def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 

tests/exchange/test_kucoin.py

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -27,11 +27,11 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected
     })
     default_conf['dry_run'] = False
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
     if order_type == 'limit':
-        with pytest.raises(OperationalException):
+        with pytest.raises(InvalidOrderException):
             order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                              order_types={
                                                  'stoploss': order_type,
@@ -88,11 +88,11 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
     order_type = 'market'
     default_conf['dry_run'] = True
     mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
-    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
+    mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss': 'limit',
                                                       'stoploss_on_exchange_limit_ratio': 1.05},

tests/exchange/test_okx.py

@@ -2,11 +2,13 @@ from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
+import ccxt
 import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.exceptions import RetryableOrderError
 from freqtrade.exchange.exchange import timeframe_to_minutes
-from tests.conftest import get_mock_coro, get_patched_exchange, log_has
+from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -476,3 +478,116 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog,
     exchange.load_leverage_tiers()
 
     assert log_has(logmsg, caplog)
+
+
+def test__set_leverage_okx(mocker, default_conf):
+
+    api_mock = MagicMock()
+    api_mock.set_leverage = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = TradingMode.FUTURES
+    default_conf['margin_mode'] = MarginMode.ISOLATED
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange._lev_prep('BTC/USDT:USDT', 3.2, 'buy')
+    assert api_mock.set_leverage.call_count == 1
+    # Leverage is rounded to 3.
+    assert api_mock.set_leverage.call_args_list[0][1]['leverage'] == 3.2
+    assert api_mock.set_leverage.call_args_list[0][1]['symbol'] == 'BTC/USDT:USDT'
+    assert api_mock.set_leverage.call_args_list[0][1]['params'] == {
+        'mgnMode': 'isolated',
+        'posSide': 'net'}
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        "okx",
+        "_lev_prep",
+        "set_leverage",
+        pair="XRP/USDT:USDT",
+        leverage=5.0,
+        side='buy'
+    )
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_fetch_stoploss_order_okx(default_conf, mocker):
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.fetch_order = MagicMock()
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='okx')
+
+    exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert api_mock.fetch_order.call_count == 1
+    assert api_mock.fetch_order.call_args_list[0][0][0] == '1234'
+    assert api_mock.fetch_order.call_args_list[0][0][1] == 'ETH/BTC'
+    assert api_mock.fetch_order.call_args_list[0][1]['params'] == {'stop': True}
+
+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound)
+    api_mock.fetch_open_orders = MagicMock(return_value=[])
+    api_mock.fetch_closed_orders = MagicMock(return_value=[])
+    api_mock.fetch_canceled_orders = MagicMock(creturn_value=[])
+
+    with pytest.raises(RetryableOrderError):
+        exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert api_mock.fetch_order.call_count == 1
+    assert api_mock.fetch_open_orders.call_count == 1
+    assert api_mock.fetch_closed_orders.call_count == 1
+    assert api_mock.fetch_canceled_orders.call_count == 1
+
+    api_mock.fetch_order.reset_mock()
+    api_mock.fetch_open_orders.reset_mock()
+    api_mock.fetch_closed_orders.reset_mock()
+    api_mock.fetch_canceled_orders.reset_mock()
+
+    api_mock.fetch_closed_orders = MagicMock(return_value=[
+        {
+            'id': '1234',
+            'status': 'closed',
+            'info': {'ordId': '123455'}
+        }
+    ])
+    mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value={'id': '123455'}))
+    resp = exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert api_mock.fetch_order.call_count == 1
+    assert api_mock.fetch_open_orders.call_count == 1
+    assert api_mock.fetch_closed_orders.call_count == 1
+    assert api_mock.fetch_canceled_orders.call_count == 0
+
+    assert resp['id'] == '1234'
+    assert resp['id_stop'] == '123455'
+    assert resp['type'] == 'stoploss'
+
+    default_conf['dry_run'] = True
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='okx')
+    dro_mock = mocker.patch(f"{EXMS}.fetch_dry_run_order", MagicMock(return_value={'id': '123455'}))
+
+    api_mock.fetch_order.reset_mock()
+    api_mock.fetch_open_orders.reset_mock()
+    api_mock.fetch_closed_orders.reset_mock()
+    api_mock.fetch_canceled_orders.reset_mock()
+    resp = exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+
+    assert api_mock.fetch_order.call_count == 0
+    assert api_mock.fetch_open_orders.call_count == 0
+    assert api_mock.fetch_closed_orders.call_count == 0
+    assert api_mock.fetch_canceled_orders.call_count == 0
+    assert dro_mock.call_count == 1
+
+
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side):
+    exchange = get_patched_exchange(mocker, default_conf, id='okx')
+    order = {
+        'type': 'stoploss',
+        'price': 1500,
+        'stopLossPrice': 1500,
+    }
+    assert exchange.stoploss_adjust(sl1, order, side=side)
+    assert not exchange.stoploss_adjust(sl2, order, side=side)

tests/freqai/conftest.py

@@ -79,7 +79,9 @@ def make_rl_config(conf):
             "rr": 1,
             "profit_aim": 0.02,
             "win_reward_factor": 2
-        }}
+        },
+        "drop_ohlc_from_features": False
+        }
 
     return conf
 

tests/freqai/test_freqai_interface.py

@@ -71,13 +71,6 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
     freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer})
 
-    if 'ReinforcementLearner' in model:
-        model_save_ext = 'zip'
-        freqai_conf = make_rl_config(freqai_conf)
-        # test the RL guardrails
-        freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
-        freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
-
     if 'ReinforcementLearner' in model:
         model_save_ext = 'zip'
         freqai_conf = make_rl_config(freqai_conf)
@@ -87,6 +80,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
 
     if 'test_3ac' in model or 'test_4ac' in model:
         freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
+        freqai_conf["freqai"]["rl_config"]["drop_ohlc_from_features"] = True
 
     if 'PyTorchMLPRegressor' in model:
         model_save_ext = 'zip'