Merge branch 'develop' into pr/hroff-1902/3478

config.json.example

@@ -82,6 +82,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },

config_binance.json.example

@@ -87,6 +87,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },

config_full.json.example

@@ -64,6 +64,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
+        {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005}
@@ -123,6 +124,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "freqtrader",
         "password": "SuperSecurePassword"
     },

config_kraken.json.example

@@ -93,6 +93,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },

docs/backtesting.md

@@ -66,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 #### Exporting trades to file
 
 ```bash
-freqtrade backtesting --export trades
+freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
 ```
 
 The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.

docs/bot-basics.md

@@ -0,0 +1,58 @@
+# Freqtrade basics
+
+This page provides you some basic concepts on how Freqtrade works and operates.
+
+## Freqtrade terminology
+
+* Trade: Open position.
+* Open Order: Order which is currently placed on the exchange, and is not yet complete.
+* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
+* Indicators: Technical indicators (SMA, EMA, RSI, ...).
+* Limit order: Limit orders which execute at the defined limit price or better.
+* Market order: Guaranteed to fill, may move price depending on the order size.
+
+## Fee handling
+
+All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
+
+## Bot execution logic
+
+Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
+By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+
+* Fetch open trades from persistence.
+* Calculate current list of tradable pairs.
+* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+  This step is only executed once per Candle to avoid unnecessary network traffic.
+* Call `bot_loop_start()` strategy callback.
+* Analyze strategy per pair.
+  * Call `populate_indicators()`
+  * Call `populate_buy_trend()`
+  * Call `populate_sell_trend()`
+* Check timeouts for open orders.
+  * Calls `check_buy_timeout()` strategy callback for open buy orders.
+  * Calls `check_sell_timeout()` strategy callback for open sell orders.
+* Verifies existing positions and eventually places sell orders.
+  * Considers stoploss, ROI and sell-signal.
+  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
+* Check if trade-slots are still available (if `max_open_trades` is reached).
+* Verifies buy signal trying to enter new positions.
+  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
+
+This loop will be repeated again and again until the bot is stopped.
+
+## Backtesting / Hyperopt execution logic
+
+[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
+
+* Load historic data for configured pairlist.
+* Calculate indicators (calls `populate_indicators()`).
+* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Loops per candle simulating entry and exit points.
+* Generate backtest report output
+
+!!! Note
+    Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.

docs/configuration.md

@@ -275,7 +275,7 @@ the static list of pairs) if we should buy.
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
 
 This allows to buy using limit orders, sell using
-limit-orders, and create stoplosses using using market orders. It also allows to set the
+limit-orders, and create stoplosses using market orders. It also allows to set the
 stoploss "on exchange" which means stoploss order would be placed immediately once
 the buy order is fulfilled.
 If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.
@@ -592,7 +592,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
@@ -602,6 +602,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
+* [`AgeFilter`](#agefilter)
 * [`PrecisionFilter`](#precisionfilter)
 * [`PriceFilter`](#pricefilter)
 * [`ShuffleFilter`](#shufflefilter)
@@ -645,6 +646,16 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 }],
 ```
 
+#### AgeFilter
+
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
+
+When pairs are first listed on an exchange they can suffer huge price drops and volatility
+in the first few days while the pair goes through its price-discovery period. Bots can often
+be caught out buying before the pair has finished dropping in price.
+
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+
 #### PrecisionFilter
 
 Filters low-value coins which would not allow setting stoplosses.
@@ -692,6 +703,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume",
     },
+    {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},

docs/faq.md

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

docs/hyperopt.md

@@ -498,8 +498,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-## Next Step
-
-Now you have a perfect bot and want to control it from Telegram. Your
-next step is to learn the [Telegram usage](telegram-usage.md).

docs/requirements-docs.txt

@@ -1,2 +1,2 @@
-mkdocs-material==5.3.0
+mkdocs-material==5.4.0
 mdx_truly_sane_lists==1.2

docs/rest-api.md

@@ -13,6 +13,7 @@ Sample configuration:
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "Freqtrader",
         "password": "SuperSecret1!"
     },
@@ -232,3 +233,26 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
 > curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh
 {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
 ```
+
+## CORS
+
+All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
+Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
+Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
+
+Users can configure this themselves via the `CORS_origins` configuration setting.
+It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
+
+Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
+
+```jsonc
+{
+    //...
+    "jwt_secret_key": "somethingrandom",
+    "CORS_origins": ["https://frequi.freqtrade.io"],
+    //...
+}
+```
+
+!!! Note
+    We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.

docs/strategy-advanced.md

@@ -1,7 +1,12 @@
 # Advanced Strategies
 
 This page explains some advanced concepts available for strategies.
-If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
+If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
+
+[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
+
+!!! Note
+    All callback methods described below should only be implemented in a strategy if they are actually used.
 
 ## Custom order timeout rules
 
@@ -89,3 +94,108 @@ class Awesomestrategy(IStrategy):
             return True
         return False
 ```
+
+## Bot loop start callback
+
+A simple callback which is called once at the start of every bot throttling iteration.
+This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
+
+``` python
+import requests
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        if self.config['runmode'].value in ('live', 'dry_run'):
+            # Assign this to the class by using self.*
+            # can then be used by populate_* methods
+            self.remote_data = requests.get('https://some_remote_source.example.com')
+
+```
+
+## Bot order confirmation
+
+### Trade entry (buy order) confirmation
+
+`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
+
+``` python
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+```
+
+### Trade exit (sell order) confirmation
+
+`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
+
+``` python
+from freqtrade.persistence import Trade
+
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
+            # Reject force-sells with negative profit
+            # This is just a sample, please adjust to your needs
+            # (this does not necessarily make sense, assuming you know when you're force-selling)
+            return False
+        return True
+
+```

docs/strategy-customization.md

@@ -1,6 +1,8 @@
 # Strategy Customization
 
-This page explains where to customize your strategies, and add new indicators.
+This page explains how to customize your strategies, add new indicators and set up trading rules.
+
+Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.
 
 ## Install a custom strategy file
 
@@ -366,6 +368,7 @@ Please always check the mode of operation to select the correct method to get da
 - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
@@ -384,6 +387,7 @@ if self.dp:
 ```
 
 #### *current_whitelist()*
+
 Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
 
 The strategy might look something like this:
@@ -431,13 +435,32 @@ if self.dp:
 ```
 
 !!! Warning "Warning about backtesting"
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    Be careful when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
     for the backtesting runmode) provides the full time-range in one go,
     so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
 
 !!! Warning "Warning in hyperopt"
     This option cannot currently be used during hyperopt.
 
+#### *get_analyzed_dataframe(pair, timeframe)*
+
+This method is used by freqtrade internally to determine the last signal.
+It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
+
+``` python
+# fetch current dataframe
+if self.dp:
+    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                             timeframe=self.ticker_interval)
+```
+
+!!! Note "No data available"
+    Returns an empty dataframe if the requested pair was not cached.
+    This should not happen when using whitelisted pairs.
+
+!!! Warning "Warning in hyperopt"
+    This option cannot currently be used during hyperopt.
+    
 #### *orderbook(pair, maximum)*
 
 ``` python

freqtrade/constants.py

@@ -22,7 +22,8 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
+                       'AgeFilter', 'PrecisionFilter', 'PriceFilter',
+                       'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -221,6 +222,8 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
+                'jwt_secret_key': {'type': 'string'},
+                'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
                 'verbosity': {'type': 'string', 'enum': ['error', 'info']},
             },
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
@@ -336,4 +339,5 @@ CANCEL_REASON = {
 }
 
 # List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]

freqtrade/data/dataprovider.py

@@ -5,16 +5,17 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional
+from datetime import datetime, timezone
+from typing import Any, Dict, List, Optional, Tuple
 
+from arrow import Arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
-from freqtrade.constants import ListPairsWithTimeframes
-
 
 logger = logging.getLogger(__name__)
 
@@ -25,6 +26,18 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+
+    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+        """
+        Store cached Dataframe.
+        Using private method as this should never be used by a user
+        (but the class is exposed via `self.dp` to the strategy)
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param dataframe: analyzed dataframe
+        """
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -89,6 +102,20 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
+        """
+        :param pair: pair to get the data for
+        :param timeframe: timeframe to get data for
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination.
+            Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
+        """
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
+        else:
+
+            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair
@@ -105,7 +132,7 @@ class DataProvider:
         """
         try:
             return self._exchange.fetch_ticker(pair)
-        except DependencyException:
+        except ExchangeError:
             return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:

freqtrade/data/history/history_utils.py

@@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange,
         # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
         # DEFAULT_TRADES_COLUMNS: 1 -> id
 
+        if trades and since < trades[0][0]:
+            # since is before the first trade
+            logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
+            trades = []
+
         from_id = trades[-1][1] if trades else None
         if trades and since < trades[-1][0]:
             # Reset since to the last available point

freqtrade/exceptions.py

@@ -37,7 +37,21 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
-class TemporaryError(FreqtradeException):
+class RetryableOrderError(InvalidOrderException):
+    """
+    This is returned when the order is not found.
+    This Error will be repeated with increasing backof (in line with DDosError).
+    """
+
+
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class TemporaryError(ExchangeError):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user
@@ -45,6 +59,13 @@ class TemporaryError(FreqtradeException):
     """
 
 
+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
     """
     Errors with custom user-code deteced.

freqtrade/exchange/binance.py

@@ -4,9 +4,11 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -39,6 +41,7 @@ class Binance(Exchange):
         """
         return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
@@ -77,7 +80,7 @@ class Binance(Exchange):
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
@@ -88,6 +91,8 @@ class Binance(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/common.py

@@ -1,6 +1,10 @@
+import asyncio
 import logging
+import time
+from functools import wraps
 
-from freqtrade.exceptions import TemporaryError
+from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
+                                  TemporaryError)
 
 logger = logging.getLogger(__name__)
 
@@ -88,6 +92,13 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
+def calculate_backoff(retrycount, max_retries):
+    """
+    Calculate backoff
+    """
+    return (max_retries - retrycount) ** 2 + 1
+
+
 def retrier_async(f):
     async def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -99,6 +110,10 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                    logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -106,19 +121,31 @@ def retrier_async(f):
     return wrapper
 
 
-def retrier(f):
+def retrier(_func=None, retries=API_RETRY_COUNT):
-    def wrapper(*args, **kwargs):
+    def decorator(f):
-        count = kwargs.pop('count', API_RETRY_COUNT)
+        @wraps(f)
-        try:
+        def wrapper(*args, **kwargs):
-            return f(*args, **kwargs)
+            count = kwargs.pop('count', retries)
-        except TemporaryError as ex:
+            try:
-            logger.warning('%s() returned exception: "%s"', f.__name__, ex)
+                return f(*args, **kwargs)
-            if count > 0:
+            except (TemporaryError, RetryableOrderError) as ex:
-                count -= 1
+                logger.warning('%s() returned exception: "%s"', f.__name__, ex)
-                kwargs.update({'count': count})
+                if count > 0:
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
+                    count -= 1
-                return wrapper(*args, **kwargs)
+                    kwargs.update({'count': count})
-            else:
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
-                logger.warning('Giving up retrying: %s()', f.__name__)
+                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
-                raise ex
+                        # increasing backoff
-    return wrapper
+                        backoff_delay = calculate_backoff(count + 1, retries)
+                        logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        time.sleep(backoff_delay)
+                    return wrapper(*args, **kwargs)
+                else:
+                    logger.warning('Giving up retrying: %s()', f.__name__)
+                    raise ex
+        return wrapper
+    # Support both @retrier and @retrier(retries=2) syntax
+    if _func is None:
+        return decorator
+    else:
+        return decorator(_func)

freqtrade/exchange/exchange.py

@@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-from freqtrade.constants import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
@@ -351,7 +352,7 @@ class Exchange:
         for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
             if pair in self.markets and self.markets[pair].get('active'):
                 return pair
-        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+        raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
     def validate_timeframes(self, timeframe: Optional[str]) -> None:
         """
@@ -525,15 +526,17 @@ class Exchange:
                                           amount, rate_for_order, params)
 
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Could not create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@@ -613,6 +616,8 @@ class Exchange:
             balances.pop("used", None)
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -627,6 +632,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@@ -637,9 +644,11 @@ class Exchange:
     def fetch_ticker(self, pair: str) -> dict:
         try:
             if pair not in self._api.markets or not self._api.markets[pair].get('active'):
-                raise DependencyException(f"Pair {pair} not available")
+                raise ExchangeError(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@@ -773,6 +782,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical '
                 f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                  f'for pair {pair} due to {e.__class__.__name__}. '
@@ -809,6 +820,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
                                  f'Message: {e}') from e
@@ -940,7 +953,7 @@ class Exchange:
     def check_order_canceled_empty(self, order: Dict) -> bool:
         """
         Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from get_order()
+        :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
         return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@@ -955,13 +968,15 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
     cancel_stoploss_order = cancel_order
 
     def is_cancel_order_result_suitable(self, corder) -> bool:
@@ -975,7 +990,7 @@ class Exchange:
         """
         Cancel order returning a result.
         Creates a fake result if cancel order returns a non-usable result
-        and get_order does not work (certain exchanges don't return cancelled orders)
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
         :param order_id: Orderid to cancel
         :param pair: Pair corresponding to order_id
         :param amount: Amount to use for fake response
@@ -988,7 +1003,7 @@ class Exchange:
         except InvalidOrderException:
             logger.warning(f"Could not cancel order {order_id}.")
         try:
-            order = self.get_order(order_id, pair)
+            order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
             logger.warning(f"Could not fetch cancelled order {order_id}.")
             order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
@@ -996,7 +1011,7 @@ class Exchange:
         return order
 
     @retrier
-    def get_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
@@ -1007,17 +1022,22 @@ class Exchange:
                     f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to get_stoploss_order to allow easy overriding in other classes
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
-    get_stoploss_order = get_order
+    fetch_stoploss_order = fetch_order
 
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
@@ -1034,6 +1054,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@@ -1070,7 +1092,8 @@ class Exchange:
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
-
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@@ -1087,6 +1110,8 @@ class Exchange:
 
             return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                            price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
@@ -1136,7 +1161,7 @@ class Exchange:
 
                 fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
                 return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except DependencyException:
+            except ExchangeError:
                 return None
 
     def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:

freqtrade/exchange/ftx.py

@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -26,6 +27,7 @@ class Ftx(Exchange):
         """
         return order['type'] == 'stop' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss order.
@@ -59,7 +61,7 @@ class Ftx(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
@@ -68,6 +70,8 @@ class Ftx(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
@@ -75,7 +79,7 @@ class Ftx(Exchange):
             raise OperationalException(e) from e
 
     @retrier
-    def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
@@ -96,6 +100,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@@ -111,6 +117,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/kraken.py

@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -45,6 +46,8 @@ class Kraken(Exchange):
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -58,6 +61,7 @@ class Kraken(Exchange):
         """
         return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
@@ -84,7 +88,7 @@ class Kraken(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
+            raise ExchangeError(
                 f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
@@ -93,6 +97,8 @@ class Kraken(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/freqtradebot.py

@@ -11,14 +11,14 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
-from requests.exceptions import RequestException
 
 from freqtrade import __version__, constants, persistence
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingError
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback
 from freqtrade.pairlist.pairlistmanager import PairListManager
@@ -119,6 +119,8 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+        self.check_for_open_trades()
+
         self.rpc.cleanup()
         persistence.cleanup()
 
@@ -151,6 +153,10 @@ class FreqtradeBot:
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+
+        self.strategy.analyze(self.active_pair_whitelist)
+
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
@@ -175,6 +181,24 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+    def check_for_open_trades(self):
+        """
+        Notify the user when the bot is stopped
+        and there are still open trades active.
+        """
+        open_trades = Trade.get_trades([Trade.is_open == 1]).all()
+
+        if len(open_trades) != 0:
+            msg = {
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status':  f"{len(open_trades)} open trades active.\n\n"
+                           f"Handle these trades manually on {self.exchange.name}, "
+                           f"or '/start' the bot again and use '/stopbuy' "
+                           f"to handle open trades gracefully. \n"
+                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
+            }
+            self.rpc.send_msg(msg)
+
     def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
         Refresh active whitelist from pairlist or edge and extend it with
@@ -420,9 +444,8 @@ class FreqtradeBot:
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
-            pair, self.strategy.timeframe,
+        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
-            self.dataprovider.ohlcv(pair, self.strategy.timeframe))
 
         if buy and not sell:
             stake_amount = self.get_trade_stake_amount(pair)
@@ -495,6 +518,12 @@ class FreqtradeBot:
 
         amount = stake_amount / buy_limit_requested
         order_type = self.strategy.order_types['buy']
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                time_in_force=time_in_force):
+            logger.info(f"User requested abortion of buying {pair}")
+            return False
+
         order = self.exchange.buy(pair=pair, ordertype=order_type,
                                   amount=amount, rate=buy_limit_requested,
                                   time_in_force=time_in_force)
@@ -697,9 +726,10 @@ class FreqtradeBot:
 
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            (buy, sell) = self.strategy.get_signal(
+            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
-                trade.pair, self.strategy.timeframe,
+                                                                      self.strategy.timeframe)
-                self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
+
+            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         if config_ask_strategy.get('use_order_book', False):
             order_book_min = config_ask_strategy.get('order_book_min', 1)
@@ -755,7 +785,7 @@ class FreqtradeBot:
             logger.warning('Selling the trade forcefully')
             self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)
 
-        except DependencyException:
+        except ExchangeError:
             trade.stoploss_order_id = None
             logger.exception('Unable to place a stoploss order on exchange.')
         return False
@@ -773,8 +803,8 @@ class FreqtradeBot:
 
         try:
             # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
+            stoploss_order = self.exchange.fetch_stoploss_order(
-                if trade.stoploss_order_id else None
+                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
@@ -888,8 +918,8 @@ class FreqtradeBot:
             try:
                 if not trade.open_order_id:
                     continue
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException, InvalidOrderException):
+            except (ExchangeError, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
@@ -921,7 +951,7 @@ class FreqtradeBot:
 
         for trade in Trade.get_open_order_trades():
             try:
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
             except (DependencyException, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
@@ -1075,12 +1105,20 @@ class FreqtradeBot:
             order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_sell_amount(trade.pair, trade.amount)
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+                time_in_force=time_in_force,
+                sell_reason=sell_reason.value):
+            logger.info(f"User requested abortion of selling {trade.pair}")
+            return False
 
         # Execute sell and update trade record
         order = self.exchange.sell(pair=str(trade.pair),
                                    ordertype=order_type,
                                    amount=amount, rate=limit,
-                                   time_in_force=self.strategy.order_time_in_force['sell']
+                                   time_in_force=time_in_force
                                    )
 
         trade.open_order_id = order['id']
@@ -1200,7 +1238,7 @@ class FreqtradeBot:
         # Update trade with order values
         logger.info('Found open order for %s', trade)
         try:
-            order = action_order or self.exchange.get_order(order_id, trade.pair)
+            order = action_order or self.exchange.fetch_order(order_id, trade.pair)
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False

freqtrade/optimize/backtesting.py

@@ -65,20 +65,6 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-        if 'VolumePairList' in self.pairlists.name_list:
-            raise OperationalException("VolumePairList not allowed for backtesting.")
-
-        self.pairlists.refresh_pairlist()
-
-        if len(self.pairlists.whitelist) == 0:
-            raise OperationalException("No pair in whitelist.")
-
-        if config.get('fee'):
-            self.fee = config['fee']
-        else:
-            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
-
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
             IStrategy.dp = self.dataprovider
@@ -101,6 +87,25 @@ class Backtesting:
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
+            raise OperationalException(
+                "PrecisionFilter not allowed for backtesting multiple strategies."
+            )
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
+        if config.get('fee'):
+            self.fee = config['fee']
+        else:
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
+
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
         # Load one (first) strategy

freqtrade/pairlist/AgeFilter.py

@@ -0,0 +1,76 @@
+"""
+Minimum age (days listed) pair list filter
+"""
+import logging
+import arrow
+from typing import Any, Dict
+
+from freqtrade.misc import plural
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class AgeFilter(IPairList):
+
+    # Checked symbols cache (dictionary of ticker symbol => timestamp)
+    _symbolsChecked: Dict[str, int] = {}
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._enabled = self._min_days_listed >= 1
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with age less than "
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+
+    def _validate_pair(self, ticker: dict) -> bool:
+        """
+        Validate age for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+
+        # Check symbol in cache
+        if ticker['symbol'] in self._symbolsChecked:
+            return True
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._min_days_listed)
+                       .float_timestamp) * 1000
+
+        daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'],
+                                                          timeframe='1d',
+                                                          since_ms=since_ms)
+
+        if daily_candles is not None:
+            if len(daily_candles) > self._min_days_listed:
+                # We have fetched at least the minimum required number of daily candles
+                # Add to cache, store the time we last checked this symbol
+                self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000
+                return True
+            else:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because age {len(daily_candles)} is less than "
+                                                 f"{self._min_days_listed} "
+                                                 f"{plural(self._min_days_listed, 'day')}")
+                return False
+        return False

freqtrade/pairlist/IPairList.py

@@ -68,7 +68,7 @@ class IPairList(ABC):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
 

freqtrade/pairlist/PrecisionFilter.py

@@ -5,7 +5,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
-
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
@@ -17,6 +17,10 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        if 'stoploss' not in self._config:
+            raise OperationalException(
+                'PrecisionFilter can only work with stoploss defined. Please add the '
+                'stoploss key to your configuration (overwrites eventual strategy settings).')
         self._stoploss = self._config['stoploss']
         self._enabled = self._stoploss != 0
 
@@ -27,7 +31,7 @@ class PrecisionFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/PriceFilter.py

@@ -24,7 +24,7 @@ class PriceFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/ShuffleFilter.py

@@ -25,7 +25,7 @@ class ShuffleFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False

freqtrade/pairlist/SpreadFilter.py

@@ -24,7 +24,7 @@ class SpreadFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/StaticPairList.py

@@ -28,7 +28,7 @@ class StaticPairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False

freqtrade/pairlist/VolumePairList.py

@@ -54,7 +54,7 @@ class VolumePairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/persistence.py

@@ -360,7 +360,7 @@ class Trade(_DECL_BASE):
     def update(self, order: Dict) -> None:
         """
         Updates this entity with amount and actual open/close rates.
-        :param order: order retrieved by exchange.get_order()
+        :param order: order retrieved by exchange.fetch_order()
         :return: None
         """
         order_type = order['type']

freqtrade/rpc/api_server.py

@@ -17,6 +17,7 @@ from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
 from freqtrade.rpc.rpc import RPC, RPCException
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 
 logger = logging.getLogger(__name__)
 
@@ -90,7 +91,9 @@ class ApiServer(RPC):
         self._config = freqtrade.config
         self.app = Flask(__name__)
         self._cors = CORS(self.app,
-                          resources={r"/api/*": {"supports_credentials": True, }}
+                          resources={r"/api/*": {
+                              "supports_credentials": True,
+                              "origins": self._config['api_server'].get('CORS_origins', [])}}
                           )
 
         # Setup the Flask-JWT-Extended extension
@@ -103,6 +106,9 @@ class ApiServer(RPC):
         # Register application handling
         self.register_rest_rpc_urls()
 
+        if self._config.get('fiat_display_currency', None):
+            self._fiat_converter = CryptoToFiatConverter()
+
         thread = threading.Thread(target=self.run, daemon=True)
         thread.start()
 

freqtrade/rpc/rpc.py

@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from numpy import NAN, mean
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -126,11 +126,11 @@ class RPC:
             for trade in trades:
                 order = None
                 if trade.open_order_id:
-                    order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                    order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (ExchangeError, PricingError):
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
@@ -174,7 +174,7 @@ class RPC:
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
@@ -269,6 +269,8 @@ class RPC:
         profit_closed_coin = []
         profit_closed_ratio = []
         durations = []
+        winning_trades = 0
+        losing_trades = 0
 
         for trade in trades:
             current_rate: float = 0.0
@@ -282,11 +284,15 @@ class RPC:
                 profit_ratio = trade.close_profit
                 profit_closed_coin.append(trade.close_profit_abs)
                 profit_closed_ratio.append(profit_ratio)
+                if trade.close_profit >= 0:
+                    winning_trades += 1
+                else:
+                    losing_trades += 1
             else:
                 # Get current rate
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
 
@@ -344,6 +350,8 @@ class RPC:
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
             'best_pair': best_pair[0] if best_pair else '',
             'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
+            'winning_trades': winning_trades,
+            'losing_trades': losing_trades,
         }
 
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
@@ -352,7 +360,7 @@ class RPC:
         total = 0.0
         try:
             tickers = self._freqtrade.exchange.get_tickers()
-        except (TemporaryError, DependencyException):
+        except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
@@ -373,7 +381,7 @@ class RPC:
                         if pair.startswith(stake_currency):
                             rate = 1.0 / rate
                         est_stake = rate * balance.total
-                except (TemporaryError, DependencyException):
+                except (ExchangeError):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
             total = total + (est_stake or 0)
@@ -442,7 +450,7 @@ class RPC:
         def _exec_forcesell(trade: Trade) -> None:
             # Check if there is there is an open order
             if trade.open_order_id:
-                order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
 
                 # Cancel open LIMIT_BUY orders and close trade
                 if order and order['status'] == 'open' \

freqtrade/rpc/telegram.py

@@ -366,7 +366,9 @@ class Telegram(RPC):
                              f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
                              f"*Total Trade Count:* `{trade_count}`\n"
                              f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}`")
+                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                             )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")

freqtrade/strategy/interface.py

@@ -7,20 +7,19 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import StrategyError, OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -191,6 +190,63 @@ class IStrategy(ABC):
         """
         return False
 
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        pass
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param trade: trade object.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -204,6 +260,10 @@ class IStrategy(ABC):
         """
         return []
 
+###
+# END - Intended to be overridden by strategy
+###
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -273,6 +333,8 @@ class IStrategy(ABC):
             # Defs that only make change on new candle data.
             dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+            if self.dp:
+                self.dp._set_cached_df(pair, self.timeframe, dataframe)
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
@@ -284,13 +346,53 @@ class IStrategy(ABC):
 
         return dataframe
 
+    def analyze_pair(self, pair: str) -> None:
+        """
+        Fetch data for this pair from dataprovider and analyze.
+        Stores the dataframe into the dataprovider.
+        The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
+        :param pair: Pair to analyze.
+        """
+        if not self.dp:
+            raise OperationalException("DataProvider not found.")
+        dataframe = self.dp.ohlcv(pair, self.timeframe)
+        if not isinstance(dataframe, DataFrame) or dataframe.empty:
+            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
+            return
+
+        try:
+            df_len, df_close, df_date = self.preserve_df(dataframe)
+
+            dataframe = strategy_safe_wrapper(
+                self._analyze_ticker_internal, message=""
+            )(dataframe, {'pair': pair})
+
+            self.assert_df(dataframe, df_len, df_close, df_date)
+        except StrategyError as error:
+            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
+            return
+
+        if dataframe.empty:
+            logger.warning('Empty dataframe for pair %s', pair)
+            return
+
+    def analyze(self, pairs: List[str]) -> None:
+        """
+        Analyze all pairs using analyze_pair().
+        :param pairs: List of pairs to analyze
+        """
+        for pair in pairs:
+            self.analyze_pair(pair)
+
     @staticmethod
     def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
         """ keep some data for dataframes """
         return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
 
     def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
-        """ make sure data is unmodified """
+        """
+        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
+        """
         message = ""
         if df_len != len(dataframe):
             message = "length"
@@ -304,31 +406,17 @@ class IStrategy(ABC):
             else:
                 raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
-    def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
-        Calculates current signal based several technical analysis indicators
+        Calculates current signal based based on the buy / sell columns of the dataframe.
+        Used by Bot to get the signal to buy or sell
         :param pair: pair in format ANT/BTC
-        :param interval: Interval to use (in min)
+        :param timeframe: timeframe to use
-        :param dataframe: Dataframe to analyze
+        :param dataframe: Analyzed dataframe to get signal from.
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
+            logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False
-
-        try:
-            df_len, df_close, df_date = self.preserve_df(dataframe)
-            dataframe = strategy_safe_wrapper(
-                self._analyze_ticker_internal, message=""
-                )(dataframe, {'pair': pair})
-            self.assert_df(dataframe, df_len, df_close, df_date)
-        except StrategyError as error:
-            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
-
-            return False, False
-
-        if dataframe.empty:
-            logger.warning('Empty dataframe for pair %s', pair)
             return False, False
 
         latest_date = dataframe['date'].max()
@@ -337,24 +425,18 @@ class IStrategy(ABC):
         latest_date = arrow.get(latest_date)
 
         # Check if dataframe is out of date
-        interval_minutes = timeframe_to_minutes(interval)
+        timeframe_minutes = timeframe_to_minutes(timeframe)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
+                pair, (arrow.utcnow() - latest_date).seconds // 60
-                (arrow.utcnow() - latest_date).seconds // 60
             )
             return False, False
 
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
-        logger.debug(
+        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
-            'trigger: %s (pair=%s) buy=%s sell=%s',
+                     latest['date'], pair, str(buy), str(sell))
-            latest['date'],
-            pair,
-            str(buy),
-            str(sell)
-        )
         return buy, sell
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
@@ -500,7 +582,8 @@ class IStrategy(ABC):
 
     def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
-        Creates a dataframe and populates indicators for given candle (OHLCV) data
+        Populates indicators for given candle (OHLCV) data (for multiple pairs)
+        Does not run advice_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
         Has positive effects on memory usage for whatever reason - also when

freqtrade/strategy/strategy_wrapper.py

@@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError
 logger = logging.getLogger(__name__)
 
 
-def strategy_safe_wrapper(f, message: str = "", default_retval=None):
+def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False):
     """
     Wrapper around user-provided methods and functions.
     Caches all exceptions and returns either the default_retval (if it's not None) or raises
@@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"Strategy caused the following exception: {error}"
                 f"{f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
         except Exception as error:
@@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"{message}"
                 f"Unexpected error {error} calling {f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
 

freqtrade/templates/base_config.json.j2

@@ -59,6 +59,7 @@
         "listen_port": 8080,
         "verbosity": "info",
         "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "",
         "password": ""
     },

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -1,4 +1,65 @@
 
+def bot_loop_start(self, **kwargs) -> None:
+    """
+    Called at the start of the bot iteration (one loop).
+    Might be used to perform pair-independent tasks
+    (e.g. gather some remote ressource for comparison)
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, this simply does nothing.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    """
+    pass
+
+def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                        time_in_force: str, **kwargs) -> bool:
+    """
+    Called right before placing a buy order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be bought.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the buy-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
+def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+    """
+    Called right before placing a regular sell order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be sold.
+    :param trade: trade object.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in quote currency.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param sell_reason: Sell reason.
+        Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                        'sell_signal', 'force_sell', 'emergency_sell']
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the sell-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
 def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
     Check buy timeout function callback.

freqtrade/worker.py

@@ -90,6 +90,9 @@ class Worker:
             if state == State.RUNNING:
                 self.freqtrade.startup()
 
+            if state == State.STOPPED:
+                self.freqtrade.check_for_open_trades()
+
             # Reset heartbeat timestamp to log the heartbeat message at
             # first throttling iteration when the state changes
             self._heartbeat_msg = 0

mkdocs.yml

@@ -3,6 +3,7 @@ nav:
     - Home: index.md
     - Installation Docker: docker.md
     - Installation: installation.md
+    - Freqtrade Basics: bot-basics.md
     - Configuration: configuration.md
     - Strategy Customization: strategy-customization.md
     - Stoploss: stoploss.md

requirements-common.txt

@@ -1,11 +1,11 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.30.2
+ccxt==1.30.64
-SQLAlchemy==1.3.17
+SQLAlchemy==1.3.18
-python-telegram-bot==12.7
+python-telegram-bot==12.8
-arrow==0.15.6
+arrow==0.15.7
-cachetools==4.1.0
+cachetools==4.1.1
-requests==2.23.0
+requests==2.24.0
 urllib3==1.25.9
 wrapt==1.12.1
 jsonschema==3.2.0

requirements-dev.txt

@@ -7,9 +7,9 @@ coveralls==2.0.0
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
-mypy==0.780
+mypy==0.782
 pytest==5.4.3
-pytest-asyncio==0.12.0
+pytest-asyncio==0.14.0
 pytest-cov==2.10.0
 pytest-mock==3.1.1
 pytest-random-order==1.0.4

requirements-hyperopt.txt

@@ -2,9 +2,9 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.4.1
+scipy==1.5.1
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.15.1
+joblib==0.16.0
-progressbar2==3.51.3
+progressbar2==3.51.4

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.8.1
+plotly==4.8.2
 

requirements.txt

@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.5
+numpy==1.19.0
-pandas==1.0.4
+pandas==1.0.5

tests/conftest.py

@@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
     :param value: which value IStrategy.get_signal() must return
     :return: None
     """
-    freqtrade.strategy.get_signal = lambda e, s, t: value
+    freqtrade.strategy.get_signal = lambda e, s, x: value
     freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
 
 
@@ -787,6 +787,7 @@ def limit_buy_order():
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 90.99181073,
+        'cost': 0.0009999,
         'remaining': 0.0,
         'status': 'closed'
     }
@@ -1424,7 +1425,7 @@ def trades_for_order():
 
 @pytest.fixture(scope="function")
 def trades_history():
-    return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
+    return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
             [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
             [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
             [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],

tests/data/test_dataprovider.py

@@ -1,11 +1,12 @@
+from datetime import datetime, timezone
 from unittest.mock import MagicMock
 
-from pandas import DataFrame
 import pytest
+from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -164,7 +165,7 @@ def test_ticker(mocker, default_conf, tickers):
     assert 'symbol' in res
     assert res['symbol'] == 'ETH/BTC'
 
-    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found'))
     mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
     exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, exchange)
@@ -194,3 +195,29 @@ def test_current_whitelist(mocker, default_conf, tickers):
     with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)
         dp.current_whitelist()
+
+
+def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
+
+    default_conf["runmode"] = RunMode.DRY_RUN
+
+    timeframe = default_conf["timeframe"]
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    dp = DataProvider(default_conf, exchange)
+    dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history)
+
+    assert dp.runmode == RunMode.DRY_RUN
+    dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert ohlcv_history.equals(dataframe)
+    assert isinstance(time, datetime)
+
+    dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
+    assert dataframe.empty
+    assert isinstance(time, datetime)
+    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)

tests/data/test_history.py

@@ -557,6 +557,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert ght_mock.call_count == 1
     # Check this in seconds - since we had to convert to seconds above too.
     assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
+    assert ght_mock.call_args_list[0][1]['from_id'] is not None
 
     # clean files freshly downloaded
     _clean_test_file(file1)
@@ -568,6 +569,27 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
+    file2 = testdatadir / 'XRP_ETH-trades.json.gz'
+
+    _backup_file(file2, True)
+
+    ght_mock.reset_mock()
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
+                 ght_mock)
+    # Since before first start date
+    since_time = int(trades_history[0][0] // 1000) - 500
+    timerange = TimeRange('date', None, since_time, 0)
+
+    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
+                                    pair='XRP/ETH', timerange=timerange)
+
+    assert ght_mock.call_count == 1
+
+    assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
+    assert ght_mock.call_args_list[0][1]['from_id'] is None
+    assert log_has_re(r'Start earlier than available data. Redownloading trades for.*', caplog)
+    _clean_test_file(file2)
+
 
 def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
 

tests/exchange/test_binance.py

@@ -5,8 +5,9 @@ import ccxt
 import pytest
 
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+                                  OperationalException)
 from tests.conftest import get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
 @pytest.mark.parametrize('limitratio,expected', [
@@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
-    with pytest.raises(TemporaryError):
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+                           "stoploss", "create_order", retries=1,
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_binance(default_conf, mocker):

tests/exchange/test_exchange.py

@@ -4,17 +4,17 @@ import copy
 import logging
 from datetime import datetime, timezone
 from random import randint
-from unittest.mock import MagicMock, Mock, PropertyMock
+from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
 import arrow
 import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.common import API_RETRY_COUNT
+from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff
 from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
                                          timeframe_to_minutes,
                                          timeframe_to_msecs,
@@ -37,12 +37,20 @@ def get_mock_coro(return_value):
 
 
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           fun, mock_ccxt_fun, **kwargs):
+                           fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
+
+    with patch('freqtrade.exchange.common.time.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+            getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@@ -51,12 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
 
 
-async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
+                               retries=API_RETRY_COUNT + 1, **kwargs):
+
+    with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock)
+            await getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
-    assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
@@ -1147,9 +1164,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
         exchange.get_balance(currency='BTC')
 
 
-def test_get_balances_dry_run(default_conf, mocker):
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_get_balances_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
-    exchange = get_patched_exchange(mocker, default_conf)
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     assert exchange.get_balances() == {}
 
 
@@ -1867,36 +1885,48 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_order(default_conf, mocker, exchange_name):
+def test_fetch_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_order('Y', 'TKN/BTC')
+        exchange.fetch_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
 
+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    with patch('freqtrade.exchange.common.time.sleep') as tm:
+        with pytest.raises(InvalidOrderException):
+            exchange.fetch_order(order_id='_', pair='TKN/BTC')
+        # Ensure backoff is called
+        assert tm.call_args_list[0][0][0] == 1
+        assert tm.call_args_list[1][0][0] == 2
+        assert tm.call_args_list[2][0][0] == 5
+        assert tm.call_args_list[3][0][0] == 10
+    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
+
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_order', 'fetch_order',
+                           'fetch_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_stoploss_order(default_conf, mocker, exchange_name):
+def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     # Don't test FTX here - that needs a seperate test
     if exchange_name == 'ftx':
         return
@@ -1905,25 +1935,25 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name):
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'get_stoploss_order', 'fetch_order',
+                           'fetch_stoploss_order', 'fetch_order',
                            order_id='_', pair='TKN/BTC')
 
 
@@ -2131,6 +2161,13 @@ def test_get_markets(default_conf, mocker, markets,
     assert sorted(pairs.keys()) == sorted(expected_keys)
 
 
+def test_get_markets_error(default_conf, mocker):
+    ex = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
+    with pytest.raises(OperationalException, match="Markets were not loaded."):
+        ex.get_markets('LTC', 'USDT', True, False)
+
+
 def test_timeframe_to_minutes():
     assert timeframe_to_minutes("5m") == 5
     assert timeframe_to_minutes("10m") == 10
@@ -2291,3 +2328,15 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
 
     ex = get_patched_exchange(mocker, default_conf)
     assert ex.calculate_fee_rate(order) == expected
+
+
+@pytest.mark.parametrize('retrycount,max_retries,expected', [
+    (0, 3, 10),
+    (1, 3, 5),
+    (2, 3, 2),
+    (3, 3, 1),
+    (0, 1, 2),
+    (1, 1, 1),
+])
+def test_calculate_backoff(retrycount, max_retries, expected):
+    assert calculate_backoff(retrycount, max_retries) == expected

tests/exchange/test_ftx.py

@@ -6,9 +6,9 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import DependencyException, InvalidOrderException
-                                  OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
+
 from .test_exchange import ccxt_exceptionhandlers
 
 STOPLOSS_ORDERTYPE = 'stop'
@@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
-    with pytest.raises(TemporaryError):
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+                           "stoploss", "create_order", retries=1,
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_ftx(default_conf, mocker):
@@ -130,34 +124,34 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
     assert not exchange.stoploss_adjust(1501, order)
 
 
-def test_get_stoploss_order(default_conf, mocker):
+def test_fetch_stoploss_order(default_conf, mocker):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id='ftx')
     exchange._dry_run_open_orders['X'] = order
-    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
 
     with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.get_stoploss_order('Y', 'TKN/BTC')
+        exchange.fetch_stoploss_order('Y', 'TKN/BTC')
 
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
+    assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
 
     api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
     with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
-        exchange.get_stoploss_order('X', 'TKN/BTC')['status']
+        exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_orders.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
-                           'get_stoploss_order', 'fetch_orders',
+                           'fetch_stoploss_order', 'fetch_orders',
                            order_id='_', pair='TKN/BTC')

tests/exchange/test_kraken.py

@@ -6,8 +6,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import DependencyException, InvalidOrderException
-                                  OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
-    with pytest.raises(TemporaryError):
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+                           "stoploss", "create_order", retries=1,
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
-
-    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_order_dry_run_kraken(default_conf, mocker):

tests/optimize/test_backtesting.py

@@ -401,6 +401,38 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
         Backtesting(default_conf)
 
 
+def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/BTC']))
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.refresh_pairlist')
+
+    default_conf['ticker_interval'] = "1m"
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    # Use stoploss from strategy
+    del default_conf['stoploss']
+    default_conf['timerange'] = '20180101-20180102'
+
+    default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
+    with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
+        Backtesting(default_conf)
+
+    default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
+    Backtesting(default_conf)
+
+    # Multiple strategies
+    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    with pytest.raises(OperationalException,
+                       match='PrecisionFilter not allowed for backtesting multiple strategies.'):
+        Backtesting(default_conf)
+
+
 def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

tests/pairlist/test_pairlist.py

@@ -57,6 +57,31 @@ def whitelist_conf_2(default_conf):
     return default_conf
 
 
+@pytest.fixture(scope="function")
+def whitelist_conf_3(default_conf):
+    default_conf['stake_currency'] = 'BTC'
+    default_conf['exchange']['pair_whitelist'] = [
+        'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
+        'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
+    ]
+    default_conf['exchange']['pair_blacklist'] = [
+        'BLK/BTC'
+    ]
+    default_conf['pairlists'] = [
+        {
+            "method": "VolumePairList",
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+            "refresh_period": 0,
+        },
+        {
+            "method": "AgeFilter",
+            "min_days_listed": 2
+        }
+    ]
+    return default_conf
+
+
 @pytest.fixture(scope="function")
 def static_pl_conf(whitelist_conf):
     whitelist_conf['pairlists'] = [
@@ -220,11 +245,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 2},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
      "ETH", []),
+    # AgeFilter and VolumePairList (require 2 days only, all should pass age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 2}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
+    # AgeFilter and VolumePairList (require 10 days, all should fail age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 10}],
+     "BTC", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
@@ -272,7 +306,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
-     "USDT", 3),  # whitelist_result is integer -- check only lenght of randomized pairlist
+     "USDT", 3),  # whitelist_result is integer -- check only length of randomized pairlist
+    # AgeFilter only
+    ([{"method": "AgeFilter", "min_days_listed": 2}],
+     "BTC", 'filter_at_the_beginning'),  # OperationalException expected
     # PrecisionFilter after StaticPairList
     ([{"method": "StaticPairList"},
       {"method": "PrecisionFilter"}],
@@ -307,8 +344,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", 'static_in_the_middle'),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
-                                      pairlists, base_currency, whitelist_result,
+                                      ohlcv_history_list, pairlists, base_currency,
-                                      caplog) -> None:
+                                      whitelist_result, caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
     whitelist_conf['stake_currency'] = base_currency
 
@@ -324,8 +361,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,
-                          markets=PropertyMock(return_value=shitcoinmarkets),
+                          markets=PropertyMock(return_value=shitcoinmarkets)
                           )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
+    )
 
     # Set whitelist_result to None if pairlist is invalid and should produce exception
     if whitelist_result == 'filter_at_the_beginning':
@@ -346,6 +387,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             len(whitelist) == whitelist_result
 
         for pairlist in pairlists:
+            if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
+                    len(ohlcv_history_list) <= pairlist['min_days_listed']:
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
+                                  r'.* day.*', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                   r'would be <= stop limit.*', caplog)
@@ -362,6 +407,17 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                     assert not log_has(logmsg, caplog)
 
 
+def test_PrecisionFilter_error(mocker, whitelist_conf, tickers) -> None:
+    whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
+    del whitelist_conf['stoploss']
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    with pytest.raises(OperationalException,
+                       match=r"PrecisionFilter can only work with stoploss defined\..*"):
+        PairListManager(MagicMock, whitelist_conf)
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 
@@ -468,6 +524,29 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
     assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
+def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3)
+    assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
+    freqtrade.pairlists.refresh_pairlist()
+    assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
+
+    previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count
+    freqtrade.pairlists.refresh_pairlist()
+    # Should not have increased since first call.
+    assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
+
+
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 

tests/rpc/test_rpc.py

@@ -8,12 +8,13 @@ import pytest
 from numpy import isnan
 
 from freqtrade.edge import PairInfo
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import ExchangeError, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
+                            patch_get_signal)
 
 
 # Functions for recurrent object patching
@@ -106,7 +107,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -209,7 +210,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -365,7 +366,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 
     # Test non-available pair
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
@@ -606,7 +607,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         cancel_order=cancel_order_mock,
-        get_order=MagicMock(
+        fetch_order=MagicMock(
             return_value={
                 'status': 'closed',
                 'type': 'limit',
@@ -652,7 +653,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     trade = Trade.query.filter(Trade.id == '1').first()
     filled_amount = trade.amount / 2
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',
@@ -671,7 +672,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',
@@ -688,7 +689,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.enter_positions()
     # make an limit-sell open trade
     mocker.patch(
-        'freqtrade.exchange.Exchange.get_order',
+        'freqtrade.exchange.Exchange.fetch_order',
         return_value={
             'status': 'open',
             'type': 'limit',

tests/rpc/test_rpc_apiserver.py

@@ -24,6 +24,7 @@ def botclient(default_conf, mocker):
     default_conf.update({"api_server": {"enabled": True,
                                         "listen_ip_address": "127.0.0.1",
                                         "listen_port": 8080,
+                                        "CORS_origins": ['http://example.com'],
                                         "username": _TEST_USER,
                                         "password": _TEST_PASS,
                                         }})
@@ -40,13 +41,13 @@ def client_post(client, url, data={}):
                        content_type="application/json",
                        data=data,
                        headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
-                                'Origin': 'example.com'})
+                                'Origin': 'http://example.com'})
 
 
 def client_get(client, url):
     # Add fake Origin to ensure CORS kicks in
     return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
-                                    'Origin': 'example.com'})
+                                    'Origin': 'http://example.com'})
 
 
 def assert_response(response, expected_code=200, needs_cors=True):
@@ -54,6 +55,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
     assert response.content_type == "application/json"
     if needs_cors:
         assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list
+        assert ('Access-Control-Allow-Origin', 'http://example.com') in response.headers._list
 
 
 def test_api_not_found(botclient):
@@ -110,7 +112,7 @@ def test_api_token_login(botclient):
     rc = client.get(f"{BASE_URI}/count",
                     content_type="application/json",
                     headers={'Authorization': f'Bearer {rc.json["access_token"]}',
-                             'Origin': 'example.com'})
+                             'Origin': 'http://example.com'})
     assert_response(rc)
 
 
@@ -122,7 +124,7 @@ def test_api_token_refresh(botclient):
                      content_type="application/json",
                      data=None,
                      headers={'Authorization': f'Bearer {rc.json["refresh_token"]}',
-                              'Origin': 'example.com'})
+                              'Origin': 'http://example.com'})
     assert_response(rc)
     assert 'access_token' in rc.json
     assert 'refresh_token' not in rc.json
@@ -429,14 +431,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'latest_trade_date': 'just now',
                        'latest_trade_timestamp': ANY,
                        'profit_all_coin': 6.217e-05,
-                       'profit_all_fiat': 0,
+                       'profit_all_fiat': 0.76748865,
                        'profit_all_percent': 6.2,
                        'profit_all_percent_mean': 6.2,
                        'profit_all_ratio_mean': 0.06201058,
                        'profit_all_percent_sum': 6.2,
                        'profit_all_ratio_sum': 0.06201058,
                        'profit_closed_coin': 6.217e-05,
-                       'profit_closed_fiat': 0,
+                       'profit_closed_fiat': 0.76748865,
                        'profit_closed_percent': 6.2,
                        'profit_closed_ratio_mean': 0.06201058,
                        'profit_closed_percent_mean': 6.2,
@@ -444,6 +446,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'profit_closed_percent_sum': 6.2,
                        'trade_count': 1,
                        'closed_trade_count': 1,
+                       'winning_trades': 1,
+                       'losing_trades': 0,
                        }
 
 

tests/strategy/test_interface.py

@@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from tests.conftest import get_patched_exchange, log_has, log_has_re
+from freqtrade.data.dataprovider import DataProvider
+from tests.conftest import log_has, log_has_re
 
 from .strats.default_strategy import DefaultStrategy
 
 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
+_STRATEGY.dp = DataProvider({}, None, None)
 
 
 def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
@@ -29,63 +31,60 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    mocker.patch.object(
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    mocker.patch.object(
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    mocker.patch.object(
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
 
 
-def test_get_signal_empty(default_conf, mocker, caplog):
+def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
-                                                  DataFrame())
-    assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
-    caplog.clear()
-
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
-                                                  [])
-    assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
-
-
-def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        side_effect=ValueError('xyz')
-    )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
-                                                  ohlcv_history)
-    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
-
-
-def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
-    caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([])
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
+    _STRATEGY.analyze_pair('ETH/BTC')
-                                                  ohlcv_history)
+
-    assert log_has('Empty dataframe for pair xyz', caplog)
+    assert log_has('Empty dataframe for pair ETH/BTC', caplog)
+
+
+def test_get_signal_empty(default_conf, mocker, caplog):
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
+    caplog.clear()
+
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
+    caplog.clear()
+
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
+
+
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        side_effect=ValueError('xyz')
+    )
+    _STRATEGY.analyze_pair('foo')
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
+    caplog.clear()
+
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        side_effect=Exception('invalid ticker history ')
+    )
+    _STRATEGY.analyze_pair('foo')
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
 
 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
@@ -99,13 +98,9 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
 
     caplog.set_level(logging.INFO)
-    mocker.patch.object(
-        _STRATEGY, '_analyze_ticker_internal',
-        return_value=mocked_history
-    )
     mocker.patch.object(_STRATEGY, 'assert_df')
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
+
-                                                  ohlcv_history)
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -120,12 +115,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
     mocked_history.loc[1, 'buy'] = 1
 
     caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
+    mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
     mocker.patch.object(
         _STRATEGY, 'assert_df',
         side_effect=StrategyError('Dataframe returned...')
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
+    _STRATEGY.analyze_pair('xyz')
-                                                  ohlcv_history)
     assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
                    caplog)
 
@@ -157,15 +153,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
     _STRATEGY.disable_dataframe_checks = False
 
 
-def test_get_signal_handles_exceptions(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf)
-    mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
-        side_effect=Exception('invalid ticker history ')
-    )
-    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
-
-
 def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -342,6 +329,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 
     )
     strategy = DefaultStrategy({})
+    strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
     ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
@@ -400,6 +388,14 @@ def test_is_pair_locked(default_conf):
     assert not strategy.is_pair_locked(pair)
 
 
+def test_is_informative_pairs_callback(default_conf):
+    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    # Should return empty
+    # Uses fallback to base implementation
+    assert [] == strategy.informative_pairs()
+
+
 @pytest.mark.parametrize('error', [
     ValueError, KeyError, Exception,
 ])
@@ -419,6 +415,11 @@ def test_strategy_safe_wrapper_error(caplog, error):
     assert isinstance(ret, bool)
     assert ret
 
+    caplog.clear()
+    # Test supressing error
+    ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
+    assert log_has_re(r'DeadBeef.*', caplog)
+
 
 @pytest.mark.parametrize('value', [
     1, 22, 55, True, False, {'a': 1, 'b': '112'},

tests/test_freqtradebot.py

@@ -9,13 +9,12 @@ from unittest.mock import ANY, MagicMock, PropertyMock
 
 import arrow
 import pytest
-import requests
 
 from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC,
                                  UNLIMITED_STAKE_AMOUNT)
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, ExchangeError,
-                                  OperationalException, PricingError,
+                                  InvalidOrderException, OperationalException,
-                                  TemporaryError)
+                                  PricingError, TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
@@ -763,7 +762,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -832,7 +831,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -859,7 +858,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_order=MagicMock(return_value=limit_buy_order),
+        fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -912,6 +911,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
+    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False))
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)
@@ -974,6 +974,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 2
     bid = 0.11
     buy_rate_mock = MagicMock(return_value=bid)
@@ -995,6 +996,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     )
     pair = 'ETH/BTC'
 
+    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert buy_rate_mock.call_count == 1
+    assert buy_mm.call_count == 0
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 1
+    buy_rate_mock.reset_mock()
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_buy(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
@@ -1002,6 +1010,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     assert call_args['pair'] == pair
     assert call_args['rate'] == bid
     assert call_args['amount'] == stake_amount / bid
+    buy_rate_mock.reset_mock()
 
     # Should create an open trade with an open order id
     # As the order is not fulfilled yet
@@ -1014,7 +1023,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
     # Make sure get_buy_rate wasn't called again
-    assert buy_rate_mock.call_count == 1
+    assert buy_rate_mock.call_count == 0
 
     assert buy_mm.call_count == 2
     call_args = buy_mm.call_args_list[1][1]
@@ -1060,11 +1069,44 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     assert not freqtrade.execute_buy(pair, stake_amount)
 
 
+def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch.multiple(
+        'freqtrade.freqtradebot.FreqtradeBot',
+        get_buy_rate=MagicMock(return_value=0.11),
+        _get_min_pair_stake_amount=MagicMock(return_value=1)
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value=limit_buy_order),
+        get_fee=fee,
+    )
+    stake_amount = 2
+    pair = 'ETH/BTC'
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    assert freqtrade.execute_buy(pair, stake_amount)
+
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
+    assert not freqtrade.execute_buy(pair, stake_amount)
+
+
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1126,7 +1168,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id == 100
@@ -1139,7 +1181,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
     stoploss.reset_mock()
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1164,7 +1206,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'average': 2,
         'amount': limit_buy_order['amount'],
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
     assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
     assert trade.stoploss_order_id is None
@@ -1172,18 +1214,18 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
 
     mocker.patch(
         'freqtrade.exchange.Exchange.stoploss',
-        side_effect=DependencyException()
+        side_effect=ExchangeError()
     )
     trade.is_open = True
     freqtrade.handle_stoploss_on_exchange(trade)
     assert log_has('Unable to place a stoploss order on exchange.', caplog)
     assert trade.stoploss_order_id is None
 
-    # Fifth case: get_order returns InvalidOrder
+    # Fifth case: fetch_order returns InvalidOrder
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
@@ -1194,7 +1236,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = None
     trade.is_open = False
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.get_order')
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order')
     mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
@@ -1215,8 +1257,8 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
-        get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
+        fetch_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss=MagicMock(side_effect=DependencyException()),
+        stoploss=MagicMock(side_effect=ExchangeError()),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -1249,7 +1291,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=sell_mock,
         get_fee=fee,
-        get_order=MagicMock(return_value={'status': 'canceled'}),
+        fetch_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1332,7 +1374,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 5%
     assert freqtrade.handle_trade(trade) is False
@@ -1432,7 +1474,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     }
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
@@ -1442,7 +1484,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     # Fail creating stoploss order
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
+    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@@ -1512,7 +1554,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
@@ -1589,7 +1631,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1613,7 +1655,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
 
 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
 
     trade = MagicMock()
     trade.open_order_id = None
@@ -1634,7 +1676,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  return_value=limit_buy_order['amount'])
@@ -1673,8 +1715,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
                                           mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
+    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
@@ -1698,8 +1740,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
                                                        limit_buy_order, mocker, caplog):
     trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
+    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
@@ -1724,7 +1766,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
 def test_update_trade_state_exception(mocker, default_conf,
                                       limit_buy_order, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1741,7 +1783,7 @@ def test_update_trade_state_exception(mocker, default_conf,
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  MagicMock(side_effect=InvalidOrderException))
 
     trade = MagicMock()
@@ -1757,8 +1799,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # get_order should not be called!!
+    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     wallet_mock = MagicMock()
     mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
 
@@ -1963,6 +2005,18 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
         freqtrade.handle_trade(trade)
 
 
+def test_bot_loop_start_called_once(mocker, default_conf, caplog):
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(ftbot)
+    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    ftbot.strategy.analyze = MagicMock()
+
+    ftbot.process()
+    assert log_has_re(r'Strategy caused the following exception.*', caplog)
+    assert ftbot.strategy.bot_loop_start.call_count == 1
+    assert ftbot.strategy.analyze.call_count == 1
+
+
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
                                               fee, mocker) -> None:
     default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
@@ -1973,7 +2027,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2022,7 +2076,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_mock,
         get_fee=fee
     )
@@ -2052,7 +2106,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old),
+        fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2079,7 +2133,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
         fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=DependencyException),
+        fetch_order=MagicMock(side_effect=ExchangeError),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2105,7 +2159,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2152,7 +2206,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2183,7 +2237,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_sell_order_old),
+        fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order_with_result=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2210,7 +2264,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2238,7 +2292,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
@@ -2276,7 +2330,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(return_value=limit_buy_order_old_partial),
+        fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
@@ -2320,7 +2374,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
+        fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
         cancel_order=cancel_order_mock
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2489,22 +2543,33 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
     # Create some test data
     freqtrade.enter_positions()
+    rpc_mock.reset_mock()
 
     trade = Trade.query.first()
     assert trade
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
 
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_sell_up
     )
+    # Prevented sell ...
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert rpc_mock.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    # Repatch with true
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 1
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
@@ -2774,7 +2839,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         "fee": None,
         "trades": None
     })
-    mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed)
 
     freqtrade.exit_positions(trades)
     assert trade.stoploss_order_id is None
@@ -4017,7 +4082,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
 @pytest.mark.usefixtures("init_persistence")
 def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
     default_conf['cancel_open_orders_on_exit'] = True
-    mocker.patch('freqtrade.exchange.Exchange.get_order',
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
@@ -4029,3 +4094,19 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     freqtrade.cancel_all_open_orders()
     assert buy_mock.call_count == 1
     assert sell_mock.call_count == 1
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_check_for_open_trades(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 0
+
+    create_mock_trades(fee)
+    trade = Trade.query.first()
+    trade.is_open = True
+
+    freqtrade.check_for_open_trades()
+    assert freqtrade.rpc.send_msg.call_count == 1
+    assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']

tests/test_integration.py

@@ -62,7 +62,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        get_stoploss_order=stoploss_order_mock,
+        fetch_stoploss_order=stoploss_order_mock,
         cancel_stoploss_order=cancel_order_mock,
     )
 
@@ -79,10 +79,15 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Switch ordertype to market to close trade immediately
     freqtrade.strategy.order_types['sell'] = 'market'
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
     patch_get_signal(freqtrade)
 
     # Create some test data
     freqtrade.enter_positions()
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 3
+    freqtrade.strategy.confirm_trade_entry.reset_mock()
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
     wallets_mock.reset_mock()
     Trade.session = MagicMock()
 
@@ -95,6 +100,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     n = freqtrade.exit_positions(trades)
     assert n == 2
     assert should_sell_mock.call_count == 2
+    assert freqtrade.strategy.confirm_trade_entry.call_count == 0
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+    freqtrade.strategy.confirm_trade_exit.reset_mock()
 
     # Only order for 3rd trade needs to be cancelled
     assert cancel_order_mock.call_count == 1