Merge branch 'feat/short' into lev-exchange

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.9.6-slim-buster as base
+FROM python:3.9.7-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

README.md

@@ -37,7 +37,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Documentation
 

build_helpers/publish_docker_arm64.sh

@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
@@ -74,7 +74,5 @@ fi
 
 docker images
 
-if [ $? -ne 0 ]; then
+# Cleanup old images from arm64 node.
-    echo "failed building image"
+docker image prune -a --force --filter "until=24h"
-    return 1
-fi

build_helpers/publish_docker_multi.sh

@@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

config_examples/config_full.example.json

@@ -174,7 +174,7 @@
         "heartbeat_interval": 60
     },
     "disable_dataframe_checks": false,
-    "strategy": "DefaultStrategy",
+    "strategy": "SampleStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"

docs/advanced-hyperopt.md

@@ -335,7 +335,7 @@ Once the optimized parameters and conditions have been implemented into your str
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
 

docs/backtesting.md

@@ -18,6 +18,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
+                             [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
 
@@ -55,6 +56,9 @@ optional arguments:
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
+  --timeframe-detail TIMEFRAME_DETAIL
+                        Specify detail timeframe for backtesting (`1m`, `5m`,
+                        `30m`, `1h`, `1d`).
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that ticker-interval needs to be
@@ -62,7 +66,7 @@ optional arguments:
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
-                        DefaultStrategy.json`
+                        SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
@@ -425,7 +429,12 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
-### Assumptions made by backtesting
+### Further backtest-result analysis
+
+To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+
+## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
@@ -456,10 +465,30 @@ Also, keep in mind that past results don't guarantee future success.
 
 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
 
-### Further backtest-result analysis
+### Improved backtest accuracy
 
-To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
-You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
+
+While backtesting does take some assumptions (read above) about this - this can never be perfect, and will always be biased in one way or the other.
+To mitigate this, freqtrade can use a lower (faster) timeframe to simulate intra-candle movements.
+
+To utilize this, you can append `--timeframe-detail 5m` to your regular backtesting command.
+
+``` bash
+freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
+```
+
+This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
+All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
+
+`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.
+
+Obviously this will require more memory (5m data is bigger than 1h data), and will also impact runtime (depending on the amount of trades and trade durations).
+Also, data must be available / downloaded already.
+
+!!! Tip
+    You can use this function as the last part of strategy development, to ensure your strategy is not exploiting one of the [backtesting assumptions](#assumptions-made-by-backtesting). Strategies that perform similarly well with this mode have a good chance to perform well in dry/live modes too (although only forward-testing (dry-mode) can really confirm a strategy).
 
 ## Backtesting multiple strategies
 

docs/bot-basics.md

@@ -7,7 +7,7 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **Strategy**: Your trading strategy, telling the bot what to do.
 * **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).
+* **Pair**: Tradable pair, usually in the format of Base/Quote (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.
@@ -35,12 +35,13 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * 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.
+  * Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
-  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
   * 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.
+  * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
+  * Determine stake size by calling the `custom_stake_amount()` callback.
   * 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.
@@ -52,9 +53,10 @@ This loop will be repeated again and again until the bot is stopped.
 * Load historic data for configured pairlist.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
-* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
+* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
-* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy)
 * Loops per candle simulating entry and exit points.
+  * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
+  * Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
 * Generate backtest report output
 
 !!! Note

docs/configuration.md

@@ -105,11 +105,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
 | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

docs/developer.md

@@ -240,11 +240,18 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
 !!! Note
     This section is a Work in Progress and is not a complete guide on how to test a new exchange with Freqtrade.
 
+!!! Note
+    Make sure to use an up-to-date version of CCXT before running any of the below tests.
+    You can get the latest version of ccxt by running `pip install -U ccxt` with activated virtual environment.
+    Native docker is not supported for these tests, however the available dev-container will support all required actions and eventually necessary changes.
+
 Most exchanges supported by CCXT should work out of the box.
 
 To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
 Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
 
+Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+
 ### Stoploss On Exchange
 
 Check if the new exchange supports Stoploss on Exchange orders through their API.

docs/exchanges.md

@@ -105,7 +105,7 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 
 ## Kucoin
 
-Kucoin requries a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
 
 ```json
 "exchange": {

docs/hyperopt.md

@@ -48,7 +48,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--hyperopt-path PATH] [--eps] [--dmmp]
                           [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
+                          [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
@@ -92,7 +92,7 @@ optional arguments:
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
   -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
+  --spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
                         Specify which parameters to hyperopt. Space-separated
                         list.
   --print-all           Print all results, not only the best ones.
@@ -456,7 +456,7 @@ class MyAwesomeStrategy(IStrategy):
                 "only_per_pair": False
             })
 
-        return protection
+        return prot
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # ...
@@ -576,7 +576,8 @@ Legal values are:
 * `roi`: just optimize the minimal profit table for your strategy
 * `stoploss`: search for the best stoploss value
 * `trailing`: search for the best trailing stop values
-* `default`: `all` except `trailing`
+* `protection`: search for the best protection parameters (read the [protections section](#optimizing-protections) on how to properly define these)
+* `default`: `all` except `trailing` and `protection`
 * space-separated list of any of the above values for example `--spaces roi stoploss`
 
 The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
@@ -826,8 +827,8 @@ 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 configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).

docs/includes/pairlists.md

@@ -58,7 +58,7 @@ This option must be configured along with `exchange.skip_pair_validation` in the
 
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange.
 
 The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
@@ -74,11 +74,14 @@ Filtering instances (not the first position in the list) will not apply any cach
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 1800
     }
 ],
 ```
 
+You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
+
 `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
 
 For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
@@ -89,6 +92,7 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 86400,
         "lookback_days": 7
     }
@@ -109,6 +113,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 3600,
         "lookback_timeframe": "1h",
         "lookback_period": 72

docs/index.md

@@ -47,7 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Requirements
 

docs/requirements-docs.txt

@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.2
+mkdocs-material==7.2.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

docs/strategy-advanced.md

@@ -357,6 +357,55 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ---
 
+## Custom order price rules
+
+By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
+
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
+
+!!! Note
+    If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
+
+### Custom order entry and exit price example
+
+``` python
+from datetime import datetime, timedelta, timezone
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def custom_entry_price(self, pair: str, current_time: datetime,
+                           proposed_rate, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        
+        return new_entryprice
+
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_profit: float, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        
+        return new_exitprice
+
+```
+
+!!! Warning
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
+
+!!! Example
+    If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
+
+!!! Warning "No backtesting support"
+    Custom entry-prices are currently not supported during backtesting.
+
 ## Custom order timeout rules
 
 Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.

docs/strategy_analysis_example.md

@@ -228,7 +228,7 @@ graph = generate_candlestick_graph(pair=pair,
 # Show graph inline
 # graph.show()
 
-# Render graph in a seperate window
+# Render graph in a separate window
 graph.show(renderer="browser")
 
 ```

freqtrade/commands/arguments.py

@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet",
+                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",

freqtrade/commands/build_config_commands.py

@@ -66,16 +66,22 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "stake_amount",
-            "message": "Please insert your stake amount:",
+            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "0.01",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",
             "name": "max_open_trades",
             "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "3",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",

freqtrade/commands/cli_options.py

@@ -135,6 +135,10 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
+    "timeframe_detail": Arg(
+        '--timeframe-detail',
+        help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
     "position_stacking": Arg(
         '--eps', '--enable-position-stacking',
         help='Allow buying the same pair multiple times (position stacking).',
@@ -162,7 +166,7 @@ AVAILABLE_CLI_OPTIONS = {
         'Please note that ticker-interval needs to be set either in config '
         'or via command line. When using this together with `--export trades`, '
         'the strategy-name is injected into the filename '
-        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
         nargs='+',
     ),
     "export": Arg(

freqtrade/commands/deploy_commands.py

@@ -74,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        if args["strategy"] == "DefaultStrategy":
-            raise OperationalException("DefaultStrategy is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
 
@@ -128,8 +126,6 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if 'hyperopt' in args and args['hyperopt']:
-        if args['hyperopt'] == 'DefaultHyperopt':
-            raise OperationalException("DefaultHyperopt is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
 

freqtrade/commands/hyperopt_commands.py

@@ -1,6 +1,6 @@
 import logging
 from operator import itemgetter
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from colorama import init as colorama_init
 
@@ -28,30 +28,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
-    }
-
     results_file = get_latest_hyperopt_file(
         config['user_data_dir'] / 'hyperopt_results',
         config.get('hyperoptexportfilename'))
 
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
-    total_epochs = len(epochs)
-
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
 
     if print_colorized:
         colorama_init(autoreset=True)
@@ -59,7 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if not export_csv:
         try:
             print(HyperoptTools.get_result_table(config, epochs, total_epochs,
-                                                 not filteroptions['only_best'],
+                                                 not config.get('hyperopt_list_best', False),
                                                  print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
@@ -71,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
+            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
         )
 
 
@@ -91,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     n = config.get('hyperopt_show_index', -1)
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
-    }
-
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
-    total_epochs = len(epochs)
 
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -137,138 +102,3 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
-
-
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
-    """
-    Filter our items from the list of hyperopt results
-    TODO: after 2021.5 remove all "legacy" mode queries.
-    """
-    if filteroptions['only_best']:
-        epochs = [x for x in epochs if x['is_best']]
-    if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics'].get(
-            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
-
-    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
-    return epochs
-
-
-def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
-    """
-    Filter epochs with trade-counts > trades
-    """
-    return [
-        x for x in epochs
-        if x['results_metrics'].get(
-            'trade_count', x['results_metrics'].get('total_trades', 0)
-        ) > trade_count
-    ]
-
-
-def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_trades'] > 0:
-        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
-
-    if filteroptions['filter_max_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'trade_count', x['results_metrics'].get('total_trades')
-            ) < filteroptions['filter_max_trades']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
-
-    def get_duration_value(x):
-        # Duration in minutes ...
-        if 'duration' in x['results_metrics']:
-            return x['results_metrics']['duration']
-        else:
-            # New mode
-            if 'holding_avg_s' in x['results_metrics']:
-                avg = x['results_metrics']['holding_avg_s']
-                return avg // 60
-            raise OperationalException(
-                "Holding-average not available. Please omit the filter on average time, "
-                "or rerun hyperopt with this version")
-
-    if filteroptions['filter_min_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) > filteroptions['filter_min_avg_time']
-        ]
-    if filteroptions['filter_max_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) < filteroptions['filter_max_avg_time']
-        ]
-
-    return epochs
-
-
-def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) > filteroptions['filter_min_avg_profit']
-        ]
-    if filteroptions['filter_max_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) < filteroptions['filter_max_avg_profit']
-        ]
-    if filteroptions['filter_min_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) > filteroptions['filter_min_total_profit']
-        ]
-    if filteroptions['filter_max_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) < filteroptions['filter_max_total_profit']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
-    if filteroptions['filter_max_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
-
-    return epochs

freqtrade/configuration/configuration.py

@@ -242,6 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
+        self._args_to_config(config, argname='timeframe_detail',
+                             logstring='Parameter --timeframe-detail detected, '
+                             'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')

freqtrade/constants.py

@@ -49,6 +49,8 @@ USERPATH_NOTEBOOKS = 'notebooks'
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 ENV_VAR_PREFIX = 'FREQTRADE__'
 
+NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
+
 
 # Define decimals per coin for outputs
 # Only used for outputs.
@@ -191,6 +193,9 @@ CONF_SCHEMA = {
             },
             'required': ['price_side']
         },
+        'custom_price_max_distance_ratio': {
+           'type': 'number', 'minimum': 0.0
+        },
         'order_types': {
             'type': 'object',
             'properties': {

freqtrade/data/btanalysis.py

@@ -19,7 +19,7 @@ logger = logging.getLogger(__name__)
 BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
                        "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
-# Mid-term format, crated by BacktestResult Named Tuple
+# Mid-term format, created by BacktestResult Named Tuple
 BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
                        'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
                        'fee_close', 'amount', 'profit_abs', 'profit_ratio']

freqtrade/data/converter.py

@@ -242,7 +242,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
@@ -267,7 +267,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)

freqtrade/data/history/history_utils.py

@@ -117,10 +117,11 @@ def refresh_data(datadir: Path,
     :param timerange: Limit data to be loaded to this timerange
     """
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
+    for idx, pair in enumerate(pairs):
-        _download_pair_history(pair=pair, timeframe=timeframe,
+        process = f'{idx}/{len(pairs)}'
-                               datadir=datadir, timerange=timerange,
+        _download_pair_history(pair=pair, process=process,
-                               exchange=exchange, data_handler=data_handler)
+                               timeframe=timeframe, datadir=datadir,
+                               timerange=timerange, exchange=exchange, data_handler=data_handler)
 
 
 def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
@@ -153,13 +154,14 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     return data, start_ms
 
 
-def _download_pair_history(datadir: Path,
+def _download_pair_history(pair: str, *,
+                           datadir: Path,
                            exchange: Exchange,
-                           pair: str, *,
-                           new_pairs_days: int = 30,
                            timeframe: str = '5m',
-                           timerange: Optional[TimeRange] = None,
+                           process: str = '',
-                           data_handler: IDataHandler = None) -> bool:
+                           new_pairs_days: int = 30,
+                           data_handler: IDataHandler = None,
+                           timerange: Optional[TimeRange] = None) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
@@ -177,7 +179,7 @@ def _download_pair_history(datadir: Path,
 
     try:
         logger.info(
-            f'Download history data for pair: "{pair}", timeframe: {timeframe} '
+            f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe} '
             f'and store in {datadir}.'
         )
 
@@ -234,7 +236,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
+    for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
             logger.info(f"Skipping pair {pair}...")
@@ -247,10 +249,11 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                         f'Deleting existing data for pair {pair}, interval {timeframe}.')
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
-            _download_pair_history(datadir=datadir, exchange=exchange,
+            process = f'{idx}/{len(pairs)}'
-                                   pair=pair, timeframe=str(timeframe),
+            _download_pair_history(pair=pair, process=process,
-                                   new_pairs_days=new_pairs_days,
+                                   datadir=datadir, exchange=exchange,
-                                   timerange=timerange, data_handler=data_handler)
+                                   timerange=timerange, data_handler=data_handler,
+                                   timeframe=str(timeframe), new_pairs_days=new_pairs_days)
     return pairs_not_available
 
 

freqtrade/edge/edge_positioning.py

@@ -151,7 +151,7 @@ class Edge:
         # Fake run-mode to Edge
         prior_rm = self.config['runmode']
         self.config['runmode'] = RunMode.EDGE
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
         self.config['runmode'] = prior_rm
 
         # Print timeframe

freqtrade/exchange/__init__.py

@@ -15,6 +15,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          timeframe_to_seconds, validate_exchange,
                                          validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
+from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin

freqtrade/exchange/exchange.py

@@ -19,7 +19,8 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
                                             decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import Collateral
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -366,9 +367,16 @@ class Exchange:
     def validate_stakecurrency(self, stake_currency: str) -> None:
         """
         Checks stake-currency against available currencies on the exchange.
+        Only runs on startup. If markets have not been loaded, there's been a problem with
+        the connection to the exchange.
         :param stake_currency: Stake-currency to validate
         :raise: OperationalException if stake-currency is not available.
         """
+        if not self._markets:
+            raise OperationalException(
+                'Could not load markets, therefore cannot start. '
+                'Please investigate the above error for more details.'
+                )
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
@@ -646,6 +654,8 @@ class Exchange:
         if self.exchange_has('fetchL2OrderBook'):
             ob = self.fetch_l2_order_book(pair, 20)
             ob_type = 'asks' if side == 'buy' else 'bids'
+            slippage = 0.05
+            max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage))
 
             remaining_amount = amount
             filled_amount = 0
@@ -654,7 +664,9 @@ class Exchange:
                 book_entry_coin_volume = book_entry[1]
                 if remaining_amount > 0:
                     if remaining_amount < book_entry_coin_volume:
+                        # Orderbook at this slot bigger than remaining amount
                         filled_amount += remaining_amount * book_entry_price
+                        break
                     else:
                         filled_amount += book_entry_coin_volume * book_entry_price
                     remaining_amount -= book_entry_coin_volume
@@ -663,7 +675,14 @@ class Exchange:
             else:
                 # If remaining_amount wasn't consumed completely (break was not called)
                 filled_amount += remaining_amount * book_entry_price
-            forecast_avg_filled_price = filled_amount / amount
+            forecast_avg_filled_price = max(filled_amount, 0) / amount
+            # Limit max. slippage to specified value
+            if side == 'buy':
+                forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
+
+            else:
+                forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
+
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
         return rate
@@ -822,7 +841,7 @@ class Exchange:
         :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', 'cancelled')
+        return (order.get('status') in NON_OPEN_EXCHANGE_STATES
                 and order.get('filled') == 0.0)
 
     @retrier
@@ -1056,7 +1075,7 @@ class Exchange:
             logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
-            if ticker['last']:
+            if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
                     balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
@@ -1271,7 +1290,7 @@ class Exchange:
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
 
         input_coroutines = []
-
+        cached_pairs = []
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
             if (((pair, timeframe) not in self._klines)
@@ -1283,6 +1302,7 @@ class Exchange:
                     "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
                     pair, timeframe
                 )
+                cached_pairs.append((pair, timeframe))
 
         results = asyncio.get_event_loop().run_until_complete(
             asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -1305,6 +1325,10 @@ class Exchange:
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df
+        # Return cached klines
+        for pair, timeframe in cached_pairs:
+            results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
+
         return results_df
 
     def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:

freqtrade/exchange/gateio.py

@@ -0,0 +1,23 @@
+""" Gate.io exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Gateio(Exchange):
+    """
+    Gate.io exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1000,
+    }

freqtrade/freqtradebot.py

@@ -433,11 +433,11 @@ class FreqtradeBot(LoggingMixin):
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+                    return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+            return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
         else:
             return False
 
@@ -465,8 +465,8 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
             return False
 
-    def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
+    def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
+                      forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -479,7 +479,13 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+            custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                                       default_retval=proposed_buy_rate)(
+                pair=pair, current_time=datetime.now(timezone.utc),
+                proposed_rate=proposed_buy_rate)
+
+            buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -743,7 +749,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Selling the trade forcefully')
-            self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+            self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
                 sell_type=SellType.EMERGENCY_SELL))
 
         except ExchangeError:
@@ -861,7 +867,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell)
+            self.execute_trade_exit(trade, sell_rate, should_sell)
             return True
         return False
 
@@ -943,7 +949,7 @@ class FreqtradeBot(LoggingMixin):
         was_trade_fully_canceled = False
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
-        if order['status'] not in ('cancelled', 'canceled', 'closed'):
+        if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
             filled_val = order.get('filled', 0.0) or 0.0
             filled_stake = filled_val * trade.open_rate
             minstake = self.exchange.get_min_pair_stake_amount(
@@ -959,7 +965,7 @@ class FreqtradeBot(LoggingMixin):
             # Avoid race condition where the order could not be cancelled coz its already filled.
             # Simply bailing here is the only safe way - as this order will then be
             # handled in the next iteration.
-            if corder.get('status') not in ('cancelled', 'canceled', 'closed'):
+            if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
                 logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
                 return False
         else:
@@ -981,7 +987,7 @@ class FreqtradeBot(LoggingMixin):
             # if trade is partially complete, edit the stake details for the trade
             # and close the order
             # cancel_order may not contain the full order dict, so we need to fallback
-            # to the order dict aquired before cancelling.
+            # to the order dict acquired before cancelling.
             # we need to fall back to the values from order if corder does not contain these keys.
             trade.amount = filled_amount
             trade.stake_amount = trade.amount * trade.open_rate
@@ -1062,9 +1068,9 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
+    def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
         """
-        Executes a limit sell for the given trade and limit
+        Executes a trade exit for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sell_reason: Reason the sell was triggered
@@ -1080,6 +1086,17 @@ class FreqtradeBot(LoggingMixin):
            and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 
+        # set custom_exit_price if available
+        proposed_limit_rate = limit
+        current_profit = trade.calc_profit_ratio(limit)
+        custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                                  default_retval=proposed_limit_rate)(
+            pair=trade.pair, trade=trade,
+            current_time=datetime.now(timezone.utc),
+            proposed_rate=proposed_limit_rate, current_profit=current_profit)
+
+        limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
+
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
@@ -1129,7 +1146,7 @@ class FreqtradeBot(LoggingMixin):
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.sell_reason
         # In case of market sell orders the order can be closed immediately
-        if order.get('status', 'unknown') == 'closed':
+        if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
         Trade.commit()
 
@@ -1368,7 +1385,9 @@ class FreqtradeBot(LoggingMixin):
         if fee_currency:
             # fee_rate should use mean
             fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
-            trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
+            if fee_rate is not None and fee_rate < 0.02:
+                # Only update if fee-rate is < 2%
+                trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")
@@ -1379,3 +1398,26 @@ class FreqtradeBot(LoggingMixin):
                                               amount=amount, fee_abs=fee_abs)
         else:
             return amount
+
+    def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
+        """
+        Return the valid price.
+        Check if the custom price is of the good type if not return proposed_price
+        :return: valid price for the order
+        """
+        if custom_price:
+            try:
+                valid_custom_price = float(custom_price)
+            except ValueError:
+                valid_custom_price = proposed_price
+        else:
+            valid_custom_price = proposed_price
+
+        cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
+        min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
+        max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
+
+        # Bracket between min_custom_price_allowed and max_custom_price_allowed
+        return max(
+            min(valid_custom_price, max_custom_price_allowed),
+            min_custom_price_allowed)

freqtrade/optimize/backtesting.py

@@ -86,6 +86,17 @@ class Backtesting:
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
+        # Load detail timeframe if specified
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
+        if self.timeframe_detail:
+            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            if self.timeframe_min <= self.timeframe_detail_min:
+                raise OperationalException(
+                    "Detail timeframe must be smaller than strategy timeframe.")
+
+        else:
+            self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -130,6 +141,9 @@ class Backtesting:
         self.abort = False
 
     def __del__(self):
+        self.cleanup()
+
+    def cleanup(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
@@ -185,6 +199,23 @@ class Backtesting:
         self.progress.set_new_value(1)
         return data, self.timerange
 
+    def load_bt_data_detail(self) -> None:
+        """
+        Loads backtest detail data (smaller timeframe) if necessary.
+        """
+        if self.timeframe_detail:
+            self.detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            self.detail_data = {}
+
     def prepare_backtest(self, enable_protections):
         """
         Backtesting setup method - called once for every call to "backtest()".
@@ -215,7 +246,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -223,13 +254,10 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
-            has_buy_tag = 'buy_tag' in pair_data
-            headers = headers + ['buy_tag'] if has_buy_tag else headers
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                if has_buy_tag:
+                pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
-                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}),
@@ -242,14 +270,13 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            if has_buy_tag:
+            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
-                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
-
-            df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
 
+            df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed[headers].values.tolist()
@@ -321,15 +348,16 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+    def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
-
+                                         sell_row: Tuple) -> Optional[LocalTrade]:
+        sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
-                                         sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX],
+                                         sell_candle_time, sell_row[BUY_IDX],
                                          sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         if sell.sell_flag:
-            trade.close_date = sell_row[DATE_IDX].to_pydatetime()
+            trade.close_date = sell_candle_time
             trade.sell_reason = sell.sell_reason
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -341,7 +369,7 @@ class Backtesting:
                     rate=closerate,
                     time_in_force=time_in_force,
                     sell_reason=sell.sell_reason,
-                    current_time=sell_row[DATE_IDX].to_pydatetime()):
+                    current_time=sell_candle_time):
                 return None
 
             trade.close(closerate, show_msg=False)
@@ -349,6 +377,32 @@ class Backtesting:
 
         return None
 
+    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+        if self.timeframe_detail and trade.pair in self.detail_data:
+            sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
+            sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
+
+            detail_data = self.detail_data[trade.pair]
+            detail_data = detail_data.loc[
+                (detail_data['date'] >= sell_candle_time) &
+                (detail_data['date'] < sell_candle_end)
+             ]
+            if len(detail_data) == 0:
+                # Fall back to "regular" data if no detail data was found for this candle
+                return self._get_sell_trade_entry_for_candle(trade, sell_row)
+            detail_data['buy'] = sell_row[BUY_IDX]
+            detail_data['sell'] = sell_row[SELL_IDX]
+            headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+            for det_row in detail_data[headers].values.tolist():
+                res = self._get_sell_trade_entry_for_candle(trade, det_row)
+                if res:
+                    return res
+
+            return None
+
+        else:
+            return self._get_sell_trade_entry_for_candle(trade, sell_row)
+
     def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         try:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
@@ -465,6 +519,8 @@ class Backtesting:
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
+                    # Row is treated as "current incomplete candle".
+                    # Buy / sell signals are shifted by 1 to compensate for this.
                     row = data[pair][row_index]
                 except IndexError:
                     # missing Data for one pair at the end.
@@ -476,8 +532,8 @@ class Backtesting:
                     continue
 
                 row_index += 1
-                self.dataprovider._set_dataframe_max_index(row_index)
                 indexes[pair] = row_index
+                self.dataprovider._set_dataframe_max_index(row_index)
 
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
@@ -501,7 +557,7 @@ class Backtesting:
                         open_trades[pair].append(trade)
                         LocalTrade.add_bt_trade(trade)
 
-                for trade in open_trades[pair]:
+                for trade in list(open_trades[pair]):
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
                     # Sell occurred
@@ -532,7 +588,8 @@ class Backtesting:
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
-    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, DataFrame],
+                              timerange: TimeRange):
         self.progress.init_step(BacktestState.ANALYZE, 0)
 
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
@@ -551,7 +608,7 @@ class Backtesting:
             max_open_trades = 0
 
         # need to reprocess data every time to populate signals
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe
         preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
@@ -592,6 +649,7 @@ class Backtesting:
         data: Dict[str, Any] = {}
 
         data, timerange = self.load_bt_data()
+        self.load_bt_data_detail()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:

freqtrade/optimize/hyperopt.py

@@ -107,13 +107,25 @@ class Hyperopt:
             # Populate "fallback" functions here
             # (hasattr is slow so should not be run during "regular" operations)
             if hasattr(self.custom_hyperopt, 'populate_indicators'):
-                self.backtesting.strategy.advise_indicators = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                    )
+                self.backtesting.strategy.populate_indicators = (  # type: ignore
                     self.custom_hyperopt.populate_indicators)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-                self.backtesting.strategy.advise_buy = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_buy_trend = (  # type: ignore
                     self.custom_hyperopt.populate_buy_trend)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-                self.backtesting.strategy.advise_sell = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_sell_trend = (  # type: ignore
                     self.custom_hyperopt.populate_sell_trend)  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
@@ -394,7 +406,7 @@ class Hyperopt:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
-        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.backtesting.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe to get correct dates for output.
         processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)

freqtrade/optimize/hyperopt_auto.py

@@ -74,7 +74,7 @@ class HyperOptAuto(IHyperOpt):
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
     def protection_space(self) -> List['Dimension']:
-        return self._get_indicator_space('protection', 'indicator_space')
+        return self._get_indicator_space('protection', 'protection_space')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)

freqtrade/optimize/hyperopt_epoch_filters.py

@@ -0,0 +1,128 @@
+import logging
+from typing import List
+
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict, log: bool = True) -> List:
+    """
+    Filter our items from the list of hyperopt results
+    """
+    if filteroptions['only_best']:
+        epochs = [x for x in epochs if x['is_best']]
+    if filteroptions['only_profitable']:
+        epochs = [x for x in epochs
+                  if x['results_metrics'].get('profit_total', 0) > 0]
+
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+    if log:
+        logger.info(f"{len(epochs)} " +
+                    ("best " if filteroptions['only_best'] else "") +
+                    ("profitable " if filteroptions['only_profitable'] else "") +
+                    "epochs found.")
+    return epochs
+
+
+def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
+    """
+    Filter epochs with trade-counts > trades
+    """
+    return [
+        x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count
+    ]
+
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_trades'] > 0:
+        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
+
+    if filteroptions['filter_max_trades'] > 0:
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
+    def get_duration_value(x):
+        # Duration in minutes ...
+        if 'holding_avg_s' in x['results_metrics']:
+            avg = x['results_metrics']['holding_avg_s']
+            return avg // 60
+        raise OperationalException(
+            "Holding-average not available. Please omit the filter on average time, "
+            "or rerun hyperopt with this version")
+
+    if filteroptions['filter_min_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) > filteroptions['filter_min_avg_time']
+        ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) < filteroptions['filter_max_avg_time']
+        ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            > filteroptions['filter_min_avg_profit']
+        ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            < filteroptions['filter_max_avg_profit']
+        ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get('profit_total_abs', 0)
+            > filteroptions['filter_min_total_profit']
+        ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get('profit_total_abs', 0)
+            < filteroptions['filter_max_total_profit']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
+    if filteroptions['filter_max_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
+
+    return epochs

freqtrade/optimize/hyperopt_tools.py

@@ -4,7 +4,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
 import rapidjson
@@ -15,6 +15,7 @@ from pandas import isna, json_normalize
 from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
+from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
 
 
 logger = logging.getLogger(__name__)
@@ -89,46 +90,70 @@ class HyperoptTools():
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
     @staticmethod
-    def _read_results_pickle(results_file: Path) -> List:
+    def _read_results(results_file: Path, batch_size: int = 10) -> Iterator[List[Any]]:
         """
-        Read hyperopt results from pickle file
+        Stream hyperopt results from file
-        LEGACY method - new files are written as json and cannot be read with this method.
-        """
-        from joblib import load
-
-        logger.info(f"Reading pickled epochs from '{results_file}'")
-        data = load(results_file)
-        return data
-
-    @staticmethod
-    def _read_results(results_file: Path) -> List:
-        """
-        Read hyperopt results from file
         """
         import rapidjson
         logger.info(f"Reading epochs from '{results_file}'")
         with results_file.open('r') as f:
-            data = [rapidjson.loads(line) for line in f]
+            data = []
-        return data
+            for line in f:
+                data += [rapidjson.loads(line)]
+                if len(data) >= batch_size:
+                    yield data
+                    data = []
+        yield data
 
     @staticmethod
-    def load_previous_results(results_file: Path) -> List:
+    def _test_hyperopt_results_exist(results_file) -> bool:
-        """
-        Load data for epochs from the file if we have one
-        """
-        epochs: List = []
         if results_file.is_file() and results_file.stat().st_size > 0:
             if results_file.suffix == '.pickle':
-                epochs = HyperoptTools._read_results_pickle(results_file)
+                raise OperationalException(
-            else:
+                    "Legacy hyperopt results are no longer supported."
-                epochs = HyperoptTools._read_results(results_file)
+                    "Please rerun hyperopt or use an older version to load this file."
-            # Detection of some old format, without 'is_best' field saved
+                )
-            if epochs[0].get('is_best') is None:
+            return True
+        else:
+            # No file found.
+            return False
+
+    @staticmethod
+    def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
+        filteroptions = {
+            'only_best': config.get('hyperopt_list_best', False),
+            'only_profitable': config.get('hyperopt_list_profitable', False),
+            'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+            'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
+            'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+            'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+            'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+            'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+            'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+            'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+            'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+            'filter_max_objective': config.get('hyperopt_list_max_objective', None),
+        }
+        if not HyperoptTools._test_hyperopt_results_exist(results_file):
+            # No file found.
+            return [], 0
+
+        epochs = []
+        total_epochs = 0
+        for epochs_tmp in HyperoptTools._read_results(results_file):
+            if total_epochs == 0 and epochs_tmp[0].get('is_best') is None:
                 raise OperationalException(
                     "The file with HyperoptTools results is incompatible with this version "
                     "of Freqtrade and cannot be loaded.")
-            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
+            total_epochs += len(epochs_tmp)
-        return epochs
+            epochs += hyperopt_filter_epochs(epochs_tmp, filteroptions, log=False)
+
+        logger.info(f"Loaded {total_epochs} previous evaluations from disk.")
+
+        # Final filter run ...
+        epochs = hyperopt_filter_epochs(epochs, filteroptions, log=True)
+
+        return epochs, total_epochs
 
     @staticmethod
     def show_epoch_details(results, total_epochs: int, print_json: bool,
@@ -433,21 +458,14 @@ class HyperoptTools():
         trials['Best'] = ''
         trials['Stake currency'] = config['stake_currency']
 
-        if 'results_metrics.total_trades' in trials:
+        base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
+                        'results_metrics.profit_mean', 'results_metrics.profit_median',
-                            'results_metrics.profit_mean', 'results_metrics.profit_median',
+                        'results_metrics.profit_total',
-                            'results_metrics.profit_total',
+                        'Stake currency',
-                            'Stake currency',
+                        'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
-                            'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
+                        'loss', 'is_initial_point', 'is_best']
-                            'loss', 'is_initial_point', 'is_best']
+        perc_multi = 100
-            perc_multi = 100
+
-        else:
-            perc_multi = 1
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
-                            'results_metrics.avg_profit', 'results_metrics.median_profit',
-                            'results_metrics.total_profit',
-                            'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                            'loss', 'is_initial_point', 'is_best']
         param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
         trials = trials[base_metrics + param_metrics]
 
@@ -475,11 +493,6 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        if perc_multi == 1:
-            trials['Avg duration'] = trials['Avg duration'].apply(
-                lambda x: f'{x:,.1f} m' if isinstance(
-                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

freqtrade/optimize/optimize_reports.py

@@ -368,6 +368,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
         'timeframe': config['timeframe'],
+        'timeframe_detail': config.get('timeframe_detail', ''),
         'timerange': config.get('timerange', ''),
         'enable_protections': config.get('enable_protections', False),
         'strategy_name': strategy,

freqtrade/persistence/models.py

@@ -13,7 +13,7 @@ from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
 from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.leverage import interest
@@ -164,9 +164,9 @@ class Order(_DECL_BASE):
             self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
 
         self.ft_is_open = True
-        if self.status in ('closed', 'canceled', 'cancelled'):
+        if self.status in NON_OPEN_EXCHANGE_STATES:
             self.ft_is_open = False
-            if order.get('filled', 0) > 0:
+            if (order.get('filled', 0.0) or 0.0) > 0:
                 self.order_filled_date = datetime.now(timezone.utc)
         self.order_update_date = datetime.now(timezone.utc)
 
@@ -451,12 +451,12 @@ class LocalTrade():
         LocalTrade.trades_open = []
         LocalTrade.total_profit = 0
 
-    def adjust_min_max_rates(self, current_price: float) -> None:
+    def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
         """
         Adjust the max_rate and min_rate.
         """
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
-        self.min_rate = min(current_price, self.min_rate or self.open_rate)
+        self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
     def adjust_stop_loss(self, current_price: float, stoploss: float,
                          initial: bool = False) -> None:

freqtrade/plot/plotting.py

@@ -538,7 +538,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     - Initializes plot-script
     - Get candle (OHLCV) data
     - Generate Dafaframes populated with indicators and signals based on configured strategy
-    - Load trades excecuted during the selected period
+    - Load trades executed during the selected period
     - Generate Plotly plot objects
     - Generate plot files
     :return: None

freqtrade/plugins/pairlist/IPairList.py

@@ -150,18 +150,20 @@ class IPairList(LoggingMixin, ABC):
         for pair in pairlist:
             # pair is not in the generated dynamic market or has the wrong stake currency
             if pair not in markets:
-                logger.warning(f"Pair {pair} is not compatible with exchange "
+                self.log_once(f"Pair {pair} is not compatible with exchange "
-                               f"{self._exchange.name}. Removing it from whitelist..")
+                              f"{self._exchange.name}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             if not self._exchange.market_is_tradable(markets[pair]):
-                logger.warning(f"Pair {pair} is not tradable with Freqtrade."
+                self.log_once(f"Pair {pair} is not tradable with Freqtrade."
-                               "Removing it from whitelist..")
+                              "Removing it from whitelist..", logger.warning)
                 continue
 
             if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
-                logger.warning(f"Pair {pair} is not compatible with your stake currency "
+                self.log_once(f"Pair {pair} is not compatible with your stake currency "
-                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                              f"{self._config['stake_currency']}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             # Check if market is active

freqtrade/plugins/pairlist/VolumePairList.py

@@ -4,6 +4,7 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+from functools import partial
 from typing import Any, Dict, List
 
 import arrow
@@ -115,7 +116,7 @@ class VolumePairList(IPairList):
         pairlist = self._pair_cache.get('pairlist')
         if pairlist:
             # Item found - no refresh necessary
-            return pairlist
+            return pairlist.copy()
         else:
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
@@ -126,7 +127,7 @@ class VolumePairList(IPairList):
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)
-            self._pair_cache['pairlist'] = pairlist
+            self._pair_cache['pairlist'] = pairlist.copy()
 
         return pairlist
 
@@ -203,7 +204,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
+        pairs = self.verify_blacklist(pairs, partial(self.log_once, logmethod=logger.info))
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -120,5 +120,6 @@ class RangeStabilityFilter(IPairList):
                         logger.info)
                     result = False
             self._pair_cache[pair] = result
-
+        else:
+            self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info)
         return result

freqtrade/rpc/api_server/api_backtest.py

@@ -46,11 +46,14 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             if (
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
+                if ApiServer._bt.timeframe_detail:
+                    ApiServer._bt.load_bt_data_detail()
 
             # Only reload data if timeframe changed.
             if (

freqtrade/rpc/api_server/api_schemas.py

@@ -324,6 +324,7 @@ class PairHistory(BaseModel):
 class BacktestRequest(BaseModel):
     strategy: str
     timeframe: Optional[str]
+    timeframe_detail: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[Union[float, str]]

freqtrade/rpc/api_server/api_v1.py

@@ -223,11 +223,11 @@ def list_strategies(config=Depends(get_config)):
 @router.get('/strategy/{strategy}', response_model=StrategyResponse, tags=['strategy'])
 def get_strategy(strategy: str, config=Depends(get_config)):
 
-    config = deepcopy(config)
+    config_ = deepcopy(config)
     from freqtrade.resolvers.strategy_resolver import StrategyResolver
     try:
-        strategy_obj = StrategyResolver._load_strategy(strategy, config,
+        strategy_obj = StrategyResolver._load_strategy(strategy, config_,
-                                                       extra_dir=config.get('strategy_path'))
+                                                       extra_dir=config_.get('strategy_path'))
     except OperationalException:
         raise HTTPException(status_code=404, detail='Strategy not found')
 

freqtrade/rpc/api_server/uvicorn_threaded.py

@@ -32,8 +32,11 @@ class UvicornServer(uvicorn.Server):
             asyncio_setup()
         else:
             asyncio.set_event_loop(uvloop.new_event_loop())
-
+        try:
-        loop = asyncio.get_event_loop()
+            loop = asyncio.get_event_loop()
+        except RuntimeError:
+            # When running in a thread, we'll not have an eventloop yet.
+            loop = asyncio.new_event_loop()
         loop.run_until_complete(self.serve(sockets=sockets))
 
     @contextlib.contextmanager

freqtrade/rpc/api_server/web_ui.py

@@ -29,6 +29,16 @@ async def ui_version():
     }
 
 
+def is_relative_to(path, base) -> bool:
+    # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
+    try:
+        path.relative_to(base)
+        return True
+    except ValueError:
+        pass
+    return False
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
@@ -37,8 +47,11 @@ async def index_html(rest_of_path: str):
     if rest_of_path.startswith('api') or rest_of_path.startswith('.'):
         raise HTTPException(status_code=404, detail="Not Found")
     uibase = Path(__file__).parent / 'ui/installed/'
-    if (uibase / rest_of_path).is_file():
+    filename = uibase / rest_of_path
-        return FileResponse(str(uibase / rest_of_path))
+    # It's security relevant to check "relative_to".
+    # Without this, Directory-traversal is possible.
+    if filename.is_file() and is_relative_to(filename, uibase):
+        return FileResponse(str(filename))
 
     index_file = uibase / 'index.html'
     if not index_file.is_file():

freqtrade/rpc/fiat_convert.py

@@ -5,7 +5,7 @@ e.g BTC to USD
 
 import datetime
 import logging
-from typing import Dict
+from typing import Dict, List
 
 from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
@@ -25,8 +25,7 @@ class CryptoToFiatConverter:
     """
     __instance = None
     _coingekko: CoinGeckoAPI = None
-
+    _coinlistings: List[Dict] = []
-    _cryptomap: Dict = {}
     _backoff: float = 0.0
 
     def __new__(cls):
@@ -49,9 +48,8 @@ class CryptoToFiatConverter:
 
     def _load_cryptomap(self) -> None:
         try:
-            coinlistings = self._coingekko.get_coins_list()
+            # Use list-comprehension to ensure we get a list.
-            # Create mapping table from symbol to coingekko_id
+            self._coinlistings = [x for x in self._coingekko.get_coins_list()]
-            self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
         except RequestException as request_exception:
             if "429" in str(request_exception):
                 logger.warning(
@@ -69,6 +67,24 @@ class CryptoToFiatConverter:
             logger.error(
                 f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
 
+    def _get_gekko_id(self, crypto_symbol):
+        if not self._coinlistings:
+            if self._backoff <= datetime.datetime.now().timestamp():
+                self._load_cryptomap()
+                # Still not loaded.
+                if not self._coinlistings:
+                    return None
+            else:
+                return None
+        found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
+        if len(found) == 1:
+            return found[0]['id']
+
+        if len(found) > 0:
+            # Wrong!
+            logger.warning(f"Found multiple mappings in goingekko for {crypto_symbol}.")
+            return None
+
     def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
         """
         Convert an amount of crypto-currency to fiat
@@ -143,22 +159,14 @@ class CryptoToFiatConverter:
         if crypto_symbol == fiat_symbol:
             return 1.0
 
-        if self._cryptomap == {}:
+        _gekko_id = self._get_gekko_id(crypto_symbol)
-            if self._backoff <= datetime.datetime.now().timestamp():
-                self._load_cryptomap()
-                # return 0.0 if we still don't have data to check, no reason to proceed
-                if self._cryptomap == {}:
-                    return 0.0
-            else:
-                return 0.0
 
-        if crypto_symbol not in self._cryptomap:
+        if not _gekko_id:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
             logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
             return 0.0
 
         try:
-            _gekko_id = self._cryptomap[crypto_symbol]
             return float(
                 self._coingekko.get_price(
                     ids=_gekko_id,

freqtrade/rpc/rpc.py

@@ -557,7 +557,7 @@ class RPC:
                 current_rate = self._freqtrade.exchange.get_rate(
                     trade.pair, refresh=False, side="sell")
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
-                self._freqtrade.execute_sell(trade, current_rate, sell_reason)
+                self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
 
         if self._freqtrade.state != State.RUNNING:
@@ -613,7 +613,7 @@ class RPC:
         stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
-        if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+        if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
             Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
@@ -776,7 +776,7 @@ class RPC:
         if has_content:
 
             dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
-            # Move open to seperate column when signal for easy plotting
+            # Move open to separate column when signal for easy plotting
             if 'buy' in dataframe.columns:
                 buy_mask = (dataframe['buy'] == 1)
                 buy_signals = int(buy_mask.sum())

freqtrade/strategy/interface.py

@@ -120,6 +120,8 @@ class IStrategy(ABC, HyperStrategyMixin):
     # and wallets - access to the current balance.
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
+    # Filled from configuration
+    stake_currency: str
     # container variable for strategy source code
     __source__: str = ''
 
@@ -280,6 +282,43 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+                           **kwargs) -> float:
+        """
+        Custom entry price logic, returning the new entry price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set entry price
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New entry price value if provided
+        """
+        return proposed_rate
+
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_profit: float, **kwargs) -> float:
+        """
+        Custom exit price logic, returning the new exit price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set exit price
+
+        :param pair: Pair that's currently analyzed
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime
+        :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New exit price value if provided
+        """
+        return proposed_rate
+
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
@@ -577,7 +616,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        trade.adjust_min_max_rates(high or current_rate)
+        trade.adjust_min_max_rates(high or current_rate, low or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
@@ -741,7 +780,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return current_profit > roi
 
-    def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
+    def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Populates indicators for given candle (OHLCV) data (for multiple pairs)
         Does not run advise_buy or advise_sell!

freqtrade/templates/base_config.json.j2

@@ -25,7 +25,7 @@
     "ask_strategy": {
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1,
+        "order_book_top": 1
     },
     {{ exchange | indent(4) }},
     "pairlists": [

freqtrade/templates/subtemplates/exchange_binance.j2

@@ -36,6 +36,6 @@
         "BNB/TUSD",
         "BNB/USDC",
         "BNB/USDS",
-        "BNB/USDT",
+        "BNB/USDT"
     ]
 }

requirements-dev.txt

@@ -6,7 +6,7 @@
 coveralls==3.2.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.3.0
+flake8-tidy-imports==4.4.1
 mypy==0.910
 pytest==6.2.4
 pytest-asyncio==0.15.1
@@ -19,7 +19,7 @@ isort==5.9.3
 nbconvert==6.1.0
 
 # mypy types
-types-cachetools==0.1.9
+types-cachetools==4.2.0
-types-filelock==0.1.4
+types-filelock==0.1.5
-types-requests==2.25.1
+types-requests==2.25.6
-types-tabulate==0.1.1
+types-tabulate==0.8.2

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.1.0
+plotly==5.3.0
 

requirements.txt

@@ -1,11 +1,11 @@
-numpy==1.21.1
+numpy==1.21.2
-pandas==1.3.1
+pandas==1.3.2
 
-ccxt==1.54.24
+ccxt==1.55.56
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.7
+cryptography==3.4.8
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.22
+SQLAlchemy==1.4.23
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
@@ -31,8 +31,8 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.68.0
+fastapi==0.68.1
-uvicorn==0.14.0
+uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
 
@@ -40,4 +40,4 @@ aiofiles==0.7.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.19
+prompt-toolkit==3.0.20

setup.sh

@@ -119,6 +119,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install hdf5
     fi
+    export HDF5_DIR=$(brew --prefix)
 
     if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
     then
@@ -127,6 +128,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install c-blosc
     fi    
+    export CBLOSC_DIR=$(brew --prefix)
 }
 
 # Install bot MacOS
@@ -163,7 +165,7 @@ function update() {
 # Reset Develop or Stable branch
 function reset() {
     echo "----------------------------"
-    echo "Reseting branch and virtual env"
+    echo "Resetting branch and virtual env"
     echo "----------------------------"
 
     if [ "1" == $(git branch -vv |grep -cE "\* develop|\* stable") ]

tests/commands/test_commands.py

@@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
-def test_start_new_strategy_DefaultStrat(mocker, caplog):
-    args = [
-        "new-strategy",
-        "--strategy",
-        "DefaultStrategy"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultStrategy is not allowed as name\."):
-        start_new_strategy(get_args(args))
-
-
 def test_start_new_strategy_no_arg(mocker, caplog):
     args = [
         "new-strategy",
@@ -552,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
-def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
-    args = [
-        "new-hyperopt",
-        "--hyperopt",
-        "DefaultHyperopt"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultHyperopt is not allowed as name\."):
-        start_new_hyperopt(get_args(args))
-
-
 def test_start_new_hyperopt_no_arg(mocker):
     args = [
         "new-hyperopt",
@@ -827,9 +805,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" not in captured.out
+    assert "legacy_strategy_v1.py" not in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
     # Test regular output
     args = [
@@ -842,9 +820,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" in captured.out
+    assert "legacy_strategy_v1.py" in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
 
 def test_start_list_hyperopts(mocker, caplog, capsys):
@@ -861,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
     assert "test_hyperopt.py" not in captured.out
 
     # Test regular output
@@ -876,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
@@ -938,247 +916,261 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
         pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
-                       saved_hyperopt_results_legacy, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
-    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
+    mocker.patch(
-        mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
-            'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
+        return_value=True
-            MagicMock(return_value=res)
         )
 
-        args = [
+    def fake_iterator(*args, **kwargs):
-            "hyperopt-list",
+        yield from [saved_hyperopt_results]
-            "--no-details",
+
-            "--no-color",
+    mocker.patch(
-        ]
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
-        pargs = get_args(args)
+        side_effect=fake_iterator
-        pargs['config'] = None
+    )
-        start_hyperopt_list(pargs)
+
-        captured = capsys.readouterr()
+    args = [
-        assert all(x in captured.out
+        "hyperopt-list",
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
+        "--no-details",
-                             " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
+        "--no-color",
-                             " 11/12", " 12/12"])
+    ]
-        args = [
+    pargs = get_args(args)
-            "hyperopt-list",
+    pargs['config'] = None
-            "--best",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-        ]
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
-        pargs = get_args(args)
+                         " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
-        pargs['config'] = None
+                         " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--best",
-                   for x in [" 1/12", " 5/12", " 10/12"])
+        "--no-details",
-        assert all(x not in captured.out
+        "--no-color",
-                   for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
+    ]
-                             " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--profitable",
+    captured = capsys.readouterr()
-            "--no-details",
+    assert all(x in captured.out
-            "--no-color",
+               for x in [" 1/12", " 5/12", " 10/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        pargs['config'] = None
+                         " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--profitable",
-                   for x in [" 2/12", " 10/12"])
+        "--no-details",
-        assert all(x not in captured.out
+        "--no-color",
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+    ]
-                             " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--profitable",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-        ]
+               for x in [" 2/12", " 10/12"])
-        pargs = get_args(args)
+    assert all(x not in captured.out
-        pargs['config'] = None
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        start_hyperopt_list(pargs)
+                         " 11/12", " 12/12"])
-        captured = capsys.readouterr()
+    args = [
-        assert all(x in captured.out
+        "hyperopt-list",
-                   for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
+        "--profitable",
-                             "Sell hyperspace params", "ROI table", "Stoploss"])
+        "--no-color",
-        assert all(x not in captured.out
+    ]
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+    pargs = get_args(args)
-                             " 11/12", " 12/12"])
+    pargs['config'] = None
-        args = [
+    start_hyperopt_list(pargs)
-            "hyperopt-list",
+    captured = capsys.readouterr()
-            "--no-details",
+    assert all(x in captured.out
-            "--no-color",
+               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
-            "--min-trades", "20",
+                         "Sell hyperspace params", "ROI table", "Stoploss"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        pargs['config'] = None
+                         " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--min-trades", "20",
-                   for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+    ]
-        args = [
+    pargs = get_args(args)
-            "hyperopt-list",
+    pargs['config'] = None
-            "--profitable",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--max-trades", "20",
+               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
-        pargs['config'] = None
+    args = [
-        start_hyperopt_list(pargs)
+        "hyperopt-list",
-        captured = capsys.readouterr()
+        "--profitable",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 2/12", " 10/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--max-trades", "20",
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+    ]
-                             " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--profitable",
+    captured = capsys.readouterr()
-            "--no-details",
+    assert all(x in captured.out
-            "--no-color",
+               for x in [" 2/12", " 10/12"])
-            "--min-avg-profit", "0.11",
+    assert all(x not in captured.out
-        ]
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        pargs = get_args(args)
+                         " 11/12", " 12/12"])
-        pargs['config'] = None
+    args = [
-        start_hyperopt_list(pargs)
+        "hyperopt-list",
-        captured = capsys.readouterr()
+        "--profitable",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 2/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--min-avg-profit", "0.11",
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+    ]
-                             " 10/12", " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--max-avg-profit", "0.10",
+               for x in [" 2/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        pargs['config'] = None
+                         " 10/12", " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+        "--no-color",
-                             " 11/12"])
+        "--max-avg-profit", "0.10",
-        assert all(x not in captured.out
+    ]
-                   for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--min-total-profit", "0.4",
+               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-        ]
+                         " 11/12"])
-        pargs = get_args(args)
+    assert all(x not in captured.out
-        pargs['config'] = None
+               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 10/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--min-total-profit", "0.4",
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+    ]
-                             " 9/12", " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--max-total-profit", "0.4",
+               for x in [" 10/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-        pargs['config'] = None
+                         " 9/12", " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+        "--no-color",
-                             " 9/12", " 11/12"])
+        "--max-total-profit", "0.4",
-        assert all(x not in captured.out
+    ]
-                   for x in [" 4/12", " 10/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--min-objective", "0.1",
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-        ]
+                         " 9/12", " 11/12"])
-        pargs = get_args(args)
+    assert all(x not in captured.out
-        pargs['config'] = None
+               for x in [" 4/12", " 10/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 10/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--min-objective", "0.1",
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+    ]
-                             " 9/12", " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--max-objective", "0.1",
+    assert all(x in captured.out
-        ]
+               for x in [" 10/12"])
-        pargs = get_args(args)
+    assert all(x not in captured.out
-        pargs['config'] = None
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-        start_hyperopt_list(pargs)
+                         " 9/12", " 11/12", " 12/12"])
-        captured = capsys.readouterr()
+    args = [
-        assert all(x in captured.out
+        "hyperopt-list",
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+        "--no-details",
-                             " 9/12", " 11/12"])
+        "--max-objective", "0.1",
-        assert all(x not in captured.out
+    ]
-                   for x in [" 4/12", " 10/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--profitable",
+    captured = capsys.readouterr()
-            "--no-details",
+    assert all(x in captured.out
-            "--no-color",
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-            "--min-avg-time", "2000",
+                         " 9/12", " 11/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 4/12", " 10/12", " 12/12"])
-        pargs['config'] = None
+    args = [
-        start_hyperopt_list(pargs)
+        "hyperopt-list",
-        captured = capsys.readouterr()
+        "--profitable",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 10/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--min-avg-time", "2000",
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+    ]
-                             " 8/12", " 9/12", " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--max-avg-time", "1500",
+               for x in [" 10/12"])
-        ]
+    assert all(x not in captured.out
-        pargs = get_args(args)
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
-        pargs['config'] = None
+                         " 8/12", " 9/12", " 11/12", " 12/12"])
-        start_hyperopt_list(pargs)
+    args = [
-        captured = capsys.readouterr()
+        "hyperopt-list",
-        assert all(x in captured.out
+        "--no-details",
-                   for x in [" 2/12", " 6/12"])
+        "--no-color",
-        assert all(x not in captured.out
+        "--max-avg-time", "1500",
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+    ]
-                             " 9/12", " 10/12", " 11/12", " 12/12"])
+    pargs = get_args(args)
-        args = [
+    pargs['config'] = None
-            "hyperopt-list",
+    start_hyperopt_list(pargs)
-            "--no-details",
+    captured = capsys.readouterr()
-            "--no-color",
+    assert all(x in captured.out
-            "--export-csv",
+               for x in [" 2/12", " 6/12"])
-            str(csv_file),
+    assert all(x not in captured.out
-        ]
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
-        pargs = get_args(args)
+                         " 9/12", " 10/12", " 11/12", " 12/12"])
-        pargs['config'] = None
+    args = [
-        start_hyperopt_list(pargs)
+        "hyperopt-list",
-        captured = capsys.readouterr()
+        "--no-details",
-        log_has("CSV file created: test_file.csv", caplog)
+        "--no-color",
-        assert csv_file.is_file()
+        "--export-csv",
-        line = csv_file.read_text()
+        str(csv_file),
-        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+    ]
-                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+    pargs = get_args(args)
-        csv_file.unlink()
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    log_has("CSV file created: test_file.csv", caplog)
+    assert csv_file.is_file()
+    line = csv_file.read_text()
+    assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+            or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+    csv_file.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
     mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
-        MagicMock(return_value=saved_hyperopt_results)
+        return_value=True
+    )
+
+    def fake_iterator(*args, **kwargs):
+        yield from [saved_hyperopt_results]
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
+        side_effect=fake_iterator
     )
     mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')
 

tests/conftest.py

@@ -360,7 +360,7 @@ def get_default_conf(testdatadir):
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "disableparamexport": True,
         "internals": {},
         "export": "none",
@@ -1851,138 +1851,6 @@ def open_trade():
     )
 
 
-@pytest.fixture
-def saved_hyperopt_results_legacy():
-    return [
-        {
-            'loss': 0.4366182531161519,
-            'params_dict': {
-                'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0},  # noqa: E501
-            'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
-            'total_profit': -0.00125625,
-            'current_epoch': 1,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 20.0,
-            'params_dict': {
-                'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
-                'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
-                'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.338070047333259}},
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
-            'total_profit': 6.185e-05,
-            'current_epoch': 2,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 14.241196856510731,
-            'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
-            'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599},  # noqa: E501
-            'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
-            'total_profit': -0.13639474,
-            'current_epoch': 3,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
-        }, {
-            'loss': 0.22195522184191518,
-            'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
-            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
-            'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427},  # noqa: E501
-            'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
-            'total_profit': -0.002480140000000001,
-            'current_epoch': 5,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 0.545315889154162,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
-            'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769},  # noqa: E501
-            'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
-            'total_profit': -0.0041773,
-            'current_epoch': 6,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 4.713497421432944,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
-            'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
-            'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
-            'total_profit': -0.06339929,
-            'current_epoch': 7,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 20.0,  # noqa: E501
-            'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
-            'total_profit': 0.0,
-            'current_epoch': 8,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 2.4731817780991223,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
-            'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196},  # noqa: E501
-            'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
-            'total_profit': -0.044050070000000004,  # noqa: E501
-            'current_epoch': 9,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': -0.2604606005845212,  # noqa: E501
-            'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
-            'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0},  # noqa: E501
-            'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
-            'total_profit': 0.00021629,
-            'current_epoch': 10,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 4.876465945994304,  # noqa: E501
-            'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
-            'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025},  # noqa: E501
-            'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
-            'total_profit': -0.07436117,
-            'current_epoch': 11,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0,
-            'current_epoch': 12,
-            'is_initial_point': True,
-            'is_best': False
-            }
-    ]
-
-
 @pytest.fixture
 def saved_hyperopt_results():
     hyperopt_res = [

tests/conftest_trades.py

@@ -33,7 +33,7 @@ def mock_trade_1(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='dry_run_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
         exchange='binance',
         is_open=False,
         open_order_id='dry_run_sell_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
         close_profit_abs=0.000155,
         exchange='binance',
         is_open=False,
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='prod_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')

tests/data/test_btanalysis.py

@@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
 def test_load_backtest_data_multi(testdatadir):
 
     filename = testdatadir / "backtest-result_multistrat.json"
-    for strategy in ('DefaultStrategy', 'TestStrategy'):
+    for strategy in ('StrategyTestV2', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
         assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
             assert col in trades.columns
-    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
+    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
     assert len(trades) == 4
     trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
     assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
                 no_trades=False,
-                strategy="DefaultStrategy",
+                strategy="StrategyTestV2",
                 )
 
     assert db_mock.call_count == 1

tests/data/test_converter.py

@@ -119,7 +119,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # 3rd candle has been filled
     row = data2.loc[2, :]
     assert row['volume'] == 0
-    # close shoult match close of previous candle
+    # close should match close of previous candle
     assert row['close'] == data.loc[1, 'close']
     assert row['open'] == row['close']
     assert row['high'] == row['close']

tests/data/test_dataprovider.py

@@ -66,7 +66,7 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
     hdf5loadmock.assert_not_called()
     jsonloadmock.assert_called_once()
 
-    # Swiching to dataformat hdf5
+    # Switching to dataformat hdf5
     hdf5loadmock.reset_mock()
     jsonloadmock.reset_mock()
     default_conf["dataformat_ohlcv"] = "hdf5"

tests/data/test_history.py

@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC", timeframe: 1m '
+        r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
-        'and store in .*', caplog
+        r'and store in .*', caplog
     )
 
 
@@ -200,15 +200,15 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts == test_data[0][0] - 1000
 
     # timeframe starts in the center of the cached data
-    # should return the chached data w/o the last item
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
 
     assert_frame_equal(data, test_data_df.iloc[:-1])
     assert test_data[-2][0] <= start_ts < test_data[-1][0]
 
-    # timeframe starts after the chached data
+    # timeframe starts after the cached data
-    # should return the chached data w/o the last item
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
     assert_frame_equal(data, test_data_df.iloc[:-1])
@@ -278,8 +278,10 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
         return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
+                           timeframe='1m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+                           timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 
@@ -378,10 +380,10 @@ def test_file_dump_json_tofile(testdatadir) -> None:
 def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -396,10 +398,10 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -420,11 +422,11 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
 def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='5m',

tests/exchange/test_ccxt_compat.py

@@ -42,6 +42,11 @@ EXCHANGES = {
         'hasQuoteVolume': True,
         'timeframe': '5m',
     },
+    'gateio': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '5m',
+    },
 }
 
 
@@ -142,8 +147,8 @@ class TestCCXTExchange():
     def test_ccxt_get_fee(self, exchange):
         exchange, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
-
+        threshold = 0.01
-        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
+        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
-        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
+        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
-        assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
+        assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
-        assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
+        assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold

tests/exchange/test_exchange.py

@@ -591,7 +591,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
 
 
 @pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
-def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
+def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
     default_conf['stake_currency'] = stake_currency
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
@@ -605,7 +605,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     Exchange(default_conf)
 
 
-def test_validate_stake_currency_error(default_conf, mocker, caplog):
+def test_validate_stakecurrency_error(default_conf, mocker, caplog):
     default_conf['stake_currency'] = 'XRP'
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
@@ -621,6 +621,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
                        'Available currencies are: BTC, ETH, USDT'):
         Exchange(default_conf)
 
+    type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+
+    with pytest.raises(OperationalException,
+                       match=r'Could not load markets, therefore cannot start\. Please.*'):
+        Exchange(default_conf)
+
 
 def test_get_quote_currencies(default_conf, mocker):
     ex = get_patched_exchange(mocker, default_conf)
@@ -1018,16 +1025,21 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
     assert order['fee']
 
 
-@pytest.mark.parametrize("side,amount,endprice", [
+@pytest.mark.parametrize("side,rate,amount,endprice", [
-    ("buy", 1, 25.566),
+    # spread is 25.263-25.266
-    ("buy", 100, 25.5672),  # Requires interpolation
+    ("buy", 25.564, 1, 25.566),
-    ("buy", 1000, 25.575),  # More than orderbook return
+    ("buy", 25.564, 100, 25.5672),  # Requires interpolation
-    ("sell", 1, 25.563),
+    ("buy", 25.590, 100, 25.5672),  # Price above spread ... average is lower
-    ("sell", 100, 25.5625),  # Requires interpolation
+    ("buy", 25.564, 1000, 25.575),  # More than orderbook return
-    ("sell", 1000, 25.5555),  # More than orderbook return
+    ("buy", 24.000, 100000, 25.200),  # Run into max_slippage of 5%
+    ("sell", 25.564, 1, 25.563),
+    ("sell", 25.564, 100, 25.5625),  # Requires interpolation
+    ("sell", 25.510, 100, 25.5625),  # price below spread - average is higher
+    ("sell", 25.564, 1000, 25.5555),  # More than orderbook return
+    ("sell", 27, 10000, 25.65),  # max-slippage 5%
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
+def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
                                           exchange_name, order_book_l2_usd):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1037,7 +1049,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, en
                           )
 
     order = exchange.create_dry_run_order(
-        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
+        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side
@@ -1593,13 +1605,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
     # empty dicts
     assert not exchange._klines
-    exchange.refresh_latest_ohlcv(pairs, cache=False)
+    res = exchange.refresh_latest_ohlcv(pairs, cache=False)
     # No caching
     assert not exchange._klines
+
+    assert len(res) == len(pairs)
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     exchange._api_async.fetch_ohlcv.reset_mock()
 
-    exchange.refresh_latest_ohlcv(pairs)
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert len(res) == len(pairs)
 
     assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
     assert exchange._klines
@@ -1616,12 +1631,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
         assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
 
     # test caching
-    exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    assert len(res) == len(pairs)
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
                    f"timeframe {pairs[0][1]} ...",
                    caplog)
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
+                                        cache=False)
+    assert len(res) == 3
 
 
 @pytest.mark.asyncio
@@ -1873,6 +1892,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
 
+@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
+    ('buy', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('buy', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('buy', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('buy', 'bid', None, None, 4,  0, 5),  # No rate available
+    ('sell', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('sell', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('sell', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('sell', 'bid', None, None, 4,  0, 5),  # bid not available
+])
+def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
+                               last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['ask_last_balance'] = last_ab
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'last': last, 'bid': bid})
+
+    with pytest.raises(PricingError):
+        exchange.get_rate('ETH/BTC', refresh=True, side=entry)
+
+
 @pytest.mark.parametrize('side,expected', [
     ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
     ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side

tests/optimize/__init__.py

@@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
         frame[column] = frame[column].astype('float64')
+    if 'buy_tag' not in columns:
+        frame['buy_tag'] = None
     return frame

tests/optimize/conftest.py

@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
         'runmode': RunMode.HYPEROPT,
-        'hyperopt': 'DefaultHyperOpt',
+        'hyperopt': 'HyperoptTestSepFile',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                          'epochs': 1,

tests/optimize/hyperopts/hyperopt_test_sep_file.py

@@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-class DefaultHyperOpt(IHyperOpt):
+class HyperoptTestSepFile(IHyperOpt):
     """
     Default hyperopt provided by the Freqtrade bot.
     You can override it with your own Hyperopt

tests/optimize/test_backtesting.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -85,7 +86,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     data = load_data_test(contour, testdatadir)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
@@ -107,7 +108,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     return {
         'processed': processed,
@@ -154,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--export', 'none'
     ]
 
@@ -189,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--enable-position-stacking',
@@ -239,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -250,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -268,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_backtesting(pargs)
@@ -289,7 +290,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
-    assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
+    assert callable(backtesting.strategy.advise_all_indicators)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -301,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
 def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
-    default_conf['strategy_list'] = ['DefaultStrategy',
+    default_conf['strategy_list'] = ['StrategyTestV2',
                                      'SampleStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -335,14 +336,14 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
                              fill_up_missing=True)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    processed2 = strategy.ohlcvdata_to_dataframe(data)
+    processed2 = strategy.advise_all_indicators(data)
     assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
@@ -440,6 +441,15 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
     with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
         Backtesting(default_conf)
 
+    default_conf.update({
+        'pairlists': [{"method": "StaticPairList"}],
+        'timeframe_detail': '1d',
+    })
+
+    with pytest.raises(OperationalException,
+                       match='Detail timeframe must be smaller than strategy timeframe.'):
+        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))
@@ -472,7 +482,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -490,7 +500,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     pair = 'UNITTEST/BTC'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
-        1,  # Sell
+        1,  # Buy
         0.001,  # Open
         0.0011,  # Close
         0,  # Sell
@@ -535,6 +545,90 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
+    backtesting.cleanup()
+
+
+def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
+    default_conf['use_sell_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    patch_exchange(mocker)
+    default_conf['timeframe_detail'] = '1m'
+    default_conf['max_open_trades'] = 2
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    pair = 'UNITTEST/BTC'
+    row = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
+        1,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        201.5,  # High
+        '',  # Buy Signal Name
+    ]
+
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+
+    row_sell = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+        0,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        210.5,  # High
+        '',  # Buy Signal Name
+    ]
+    row_detail = pd.DataFrame(
+        [
+            [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+                1, 200, 199, 0, 197, 200.1, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
+                0, 199, 199.5, 0, 199, 199.7, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
+                0, 199.5, 200.5, 0, 199, 200.8, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
+                0, 200.5, 210.5, 0, 193, 210.5, '',  # ROI sell (?)
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
+                0, 200, 199, 0, 193, 200.1, '',
+            ],
+        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
+    )
+
+    # No data available.
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
+
+    # Enter new trade
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+    # Assign empty ... no result.
+    backtesting.detail_data[pair] = pd.DataFrame(
+        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
+
+    res = backtesting._get_sell_trade_entry(trade, row)
+    assert res is None
+
+    # Assign backtest-detail data
+    backtesting.detail_data[pair] = row_detail
+
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    # Sell at minute 3 (not available above!)
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
+    assert round(res.close_rate, 3) == round(209.0225, 3)
+
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False
@@ -547,7 +641,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     timerange = TimeRange('date', None, 1517227800, 0)
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     result = backtesting.backtest(
         processed=processed,
@@ -581,7 +675,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],
          'stop_loss_ratio': [-0.1, -0.1],
-         'min_rate': [0.1038, 0.10302485],
+         'min_rate': [0.10370188, 0.10300000000000001],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'buy_tag': [None, None],
@@ -612,7 +706,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
         processed=processed,
@@ -631,7 +725,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     dict_of_tickerrows = load_data_test('raise', testdatadir)
-    dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
+    dataframes = backtesting.strategy.advise_all_indicators(dict_of_tickerrows)
     dataframe = dataframes['UNITTEST/BTC']
     cols = dataframe.columns
     # assert the dataframe got some of the indicator columns
@@ -691,7 +785,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 1
         sell_value = 1
@@ -707,7 +801,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
 
 def test_backtest_only_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 0
         sell_value = 1
@@ -739,8 +833,13 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
-    # Cached data should be 200 (no change since required_startup is 0)
+    # Cached data should be 200
-    assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
+    analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
+    assert len(analyzed_df) == 200
+    # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
+    # during backtesting)
+    expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
+    assert analyzed_df.iloc[-1]['date'].to_pydatetime() == expected_last_candle_date
 
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
@@ -772,7 +871,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     data = trim_dictlist(data, -500)
 
     # Remove data for one pair from the beginning of the data
-    data[pair] = data[pair][tres:].reset_index()
+    if tres > 0:
+        data[pair] = data[pair][tres:].reset_index()
     default_conf['timeframe'] = '5m'
 
     backtesting = Backtesting(default_conf)
@@ -780,7 +880,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     backtest_conf = {
         'processed': processed,
@@ -798,8 +898,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     # Cached data correctly removed amounts
-    removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
+    offset = 1 if tres == 0 else 0
+    removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
+    assert len(backtesting.dataprovider.get_analyzed_dataframe(
+        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,
@@ -825,7 +928,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', str(testdatadir),
         '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
@@ -896,8 +999,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -919,8 +1022,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
@@ -1000,8 +1103,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -1017,8 +1120,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
@@ -1030,3 +1133,102 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
+                                                  caplog, testdatadir, capsys):
+    # Tests detail-data loading
+    default_conf.update({
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.0, 0.0],
+                            'profit_abs': [0.0, 0.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00', ], utc=True),
+                            'trade_duration': [235, 40],
+                            'is_open': [False, False],
+                            'stake_amount': [0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485],
+                            'close_rate': [0.104969, 0.103541],
+                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            })
+    result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
+                            'profit_ratio': [0.03, 0.01, 0.1],
+                            'profit_abs': [0.01, 0.02, 0.2],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 05:30:00'], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 08:30:00'], utc=True),
+                            'trade_duration': [47, 40, 20],
+                            'is_open': [False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.122541],
+                            'close_rate': [0.104969, 0.103541, 0.123541],
+                            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            })
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        },
+        {
+            'results': result2,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/ETH']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--timeframe', '5m',
+        '--timeframe-detail', '1m',
+        '--strategy-list',
+        'StrategyTestV2'
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--timeframe detected ... Using timeframe: 5m ...',
+        'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
+        f'Using data directory: {testdatadir} ...',
+        'Loading data from 2019-10-11 00:00:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Backtesting with data from 2019-10-11 01:40:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Running backtesting for Strategy StrategyTestV2',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'SELL REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out

tests/optimize/test_edge_cli.py

@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_edge(pargs)

tests/optimize/test_hyperopt.py

@@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-from .hyperopts.default_hyperopt import DefaultHyperOpt
+from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
 
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
-    hyperopt = DefaultHyperOpt
+    hyperopt = HyperoptTestSepFile
     delattr(hyperopt, 'populate_indicators')
     delattr(hyperopt, 'populate_buy_trend')
     delattr(hyperopt, 'populate_sell_trend')
@@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
         MagicMock(return_value=hyperopt(default_conf))
     )
-    default_conf.update({'hyperopt': 'DefaultHyperOpt'})
+    default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
     x = HyperOptResolver.load_hyperopt(default_conf)
     assert not hasattr(x, 'populate_indicators')
     assert not hasattr(x, 'populate_buy_trend')
@@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-path',
         str(Path(__file__).parent / "hyperopts"),
         '--epochs', '5',
@@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -351,7 +351,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     del hyperopt_conf['timeframe']
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -426,7 +426,7 @@ def test_hyperopt_format_results(hyperopt):
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -438,7 +438,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
 
 def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -463,7 +463,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 
 def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -660,7 +660,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -713,7 +713,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'print_json': True})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -761,7 +761,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -805,7 +805,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     hyperopt_conf.update({'spaces': 'roi stoploss'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -844,7 +844,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     hyperopt_conf.update({'spaces': 'all', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -886,7 +886,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'buy'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: sell_strategy_generator() is actually not called because
@@ -940,7 +940,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'sell', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: buy_strategy_generator() is actually not called because
@@ -985,7 +985,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
     hyperopt_conf.update({'spaces': space})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     delattr(hyperopt.custom_hyperopt.__class__, method)

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has, log_has_re
+from tests.conftest import log_has
 
 
 # Functions for recurrent object patching
@@ -20,9 +20,14 @@ def create_results() -> List[Dict]:
 
 
 def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert hyperopt_epochs == ([], 0)
+
     # Test writing to temp dir and reading again
     epochs = create_results()
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     caplog.set_level(logging.DEBUG)
 
@@ -33,68 +38,79 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt._save_result(epochs[0])
     assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
 
-    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
     assert len(hyperopt_epochs) == 2
+    assert hyperopt_epochs[1] == 2
+    assert len(hyperopt_epochs[0]) == 2
 
-
+    result_gen = HyperoptTools._read_results(hyperopt.results_file, 1)
-def test_load_previous_results(testdatadir, caplog) -> None:
+    epoch = next(result_gen)
-
+    assert len(epoch) == 1
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+    assert epoch[0] == epochs[0]
-
+    epoch = next(result_gen)
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+    assert len(epoch) == 1
-
+    epoch = next(result_gen)
-    assert len(hyperopt_epochs) == 5
+    assert len(epoch) == 0
-    assert log_has_re(r"Reading pickled epochs from .*", caplog)
+    with pytest.raises(StopIteration):
-
+        next(result_gen)
-    caplog.clear()
-
-    # Modern version
-    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading epochs from .*", caplog)
 
 
 def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
-    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
-                 return_value=[{'asdf': '222'}])
     results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
+    with pytest.raises(OperationalException,
-        HyperoptTools.load_previous_results(results_file)
+                       match=r"Legacy hyperopt results are no longer supported.*"):
+        HyperoptTools.load_filtered_results(results_file, {})
 
 
 @pytest.mark.parametrize("spaces, expected_results", [
     (['buy'],
-     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['sell'],
-     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['roi'],
-     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['stoploss'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['trailing'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['buy', 'roi'],
-     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['all'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['default', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['all', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
+    (['all'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
+    (['protection'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': True}),
 ])
 def test_has_space(hyperopt_conf, spaces, expected_results):
-    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
         hyperopt_conf.update({'spaces': spaces})
         assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
 
@@ -151,9 +167,9 @@ def test__pprint_dict():
 
 def test_get_strategy_filename(default_conf):
 
-    x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
     assert isinstance(x, Path)
-    assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+    assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
     assert x is None
@@ -161,7 +177,7 @@ def test_get_strategy_filename(default_conf):
 
 def test_export_params(tmpdir):
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -189,12 +205,12 @@ def test_export_params(tmpdir):
         }
 
     }
-    HyperoptTools.export_params(params, "DefaultStrategy", filename)
+    HyperoptTools.export_params(params, "StrategyTestV2", filename)
 
     assert filename.is_file()
 
     content = rapidjson.load(filename.open('r'))
-    assert content['strategy_name'] == 'DefaultStrategy'
+    assert content['strategy_name'] == 'StrategyTestV2'
     assert 'params' in content
     assert "buy" in content["params"]
     assert "sell" in content["params"]
@@ -207,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
     default_conf['disableparamexport'] = False
     export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -236,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
         FTHYPT_FILEVERSION: 2,
 
     }
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
 
     assert log_has("Strategy not found, not exporting parameter file.", caplog)
     assert export_mock.call_count == 0
     caplog.clear()
 
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
 
     assert export_mock.call_count == 1
-    assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
+    assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
-    assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+    assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
 
 
 def test_params_print(capsys):

tests/optimize/test_hyperoptloss.py

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
+from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 

tests/optimize/test_optimize_reports.py

@@ -52,7 +52,7 @@ def test_text_table_bt_results():
 
 
 def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     StrategyResolver.load_strategy(default_conf)
 
     results = {'DefStrat': {

tests/rpc/test_fiat_convert.py

@@ -22,7 +22,7 @@ def test_fiat_convert_is_supported(mocker):
 def test_fiat_convert_find_price(mocker):
     fiat_convert = CryptoToFiatConverter()
 
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._backoff = 0
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
                  return_value=None)
@@ -44,7 +44,7 @@ def test_fiat_convert_find_price(mocker):
 
 
 def test_fiat_convert_unsupported_crypto(mocker, caplog):
-    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._coinlistings', return_value=[])
     fiat_convert = CryptoToFiatConverter()
     assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
     assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
@@ -88,9 +88,9 @@ def test_fiat_convert_two_FIAT(mocker):
 def test_loadcryptomap(mocker):
 
     fiat_convert = CryptoToFiatConverter()
-    assert len(fiat_convert._cryptomap) == 2
+    assert len(fiat_convert._coinlistings) == 2
 
-    assert fiat_convert._cryptomap["btc"] == "bitcoin"
+    assert fiat_convert._get_gekko_id("btc") == "bitcoin"
 
 
 def test_fiat_init_network_exception(mocker):
@@ -102,11 +102,10 @@ def test_fiat_init_network_exception(mocker):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
+    assert len(fiat_convert._coinlistings) == 0
-    assert length_cryptomap == 0
 
 
 def test_fiat_convert_without_network(mocker):
@@ -132,11 +131,10 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
+    assert len(fiat_convert._coinlistings) == 0
-    assert length_cryptomap == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
     assert log_has(
         'Too many requests for Coingecko API, backing off and trying again later.',
@@ -144,20 +142,33 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
 
 
+def test_fiat_multiple_coins(mocker, caplog):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._coinlistings = [
+        {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
+        {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
+        {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+    ]
+
+    assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
+    assert fiat_convert._get_gekko_id('hnt') is None
+
+    assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
+
+
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
-    listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
+    listmock = MagicMock(return_value=None)
     mocker.patch.multiple(
         'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
         get_coins_list=listmock,
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = []
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
+    assert len(fiat_convert._coinlistings) == 0
-    assert length_cryptomap == 0
     assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
                       caplog)
 

tests/rpc/test_rpc.py

@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -200,7 +200,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -247,7 +247,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -379,7 +379,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -467,7 +467,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -534,7 +534,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -575,7 +575,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -620,7 +620,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -641,7 +641,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -663,7 +663,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -695,7 +695,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -813,7 +813,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -846,7 +846,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -871,7 +871,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -897,7 +897,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -910,7 +910,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -921,7 +921,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):

tests/rpc/test_rpc_apiserver.py

@@ -109,6 +109,11 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    # Test directory traversal
+    rc = client_get(client, '%2F%2F%2Fetc/passwd')
+    assert rc.status_code == 200
+    assert '`freqtrade install-ui`' in rc.text
+
 
 def test_api_ui_version(botclient, mocker):
     ftbot, client = botclient
@@ -442,7 +447,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -504,7 +509,7 @@ def test_api_locks(botclient):
 
 def test_api_show_config(botclient, mocker):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -522,7 +527,7 @@ def test_api_show_config(botclient, mocker):
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -540,7 +545,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 def test_api_trades(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -568,7 +573,7 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -588,7 +593,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -662,7 +667,7 @@ def test_api_logs(botclient):
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -678,7 +683,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -729,7 +734,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -757,7 +762,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 def test_api_performance(botclient, fee):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     trade = Trade(
         pair='LTC/ETH',
@@ -803,7 +808,7 @@ def test_api_performance(botclient, fee):
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -874,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'open_trade_value': 15.1668225,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -979,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         close_rate=0.265441,
         id=22,
         timeframe=5,
-        strategy="DefaultStrategy"
+        strategy="StrategyTestV2"
     ))
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
 
@@ -1029,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'open_trade_value': 0.24605460,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -1046,7 +1051,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
@@ -1096,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
     assert_response(rc)
     assert 'strategy' in rc.json()
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert 'columns' in rc.json()
     assert 'data_start_ts' in rc.json()
     assert 'data_start' in rc.json()
@@ -1134,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No pair
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No Timeframe
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No timerange
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&strategy=DefaultStrategy")
+                    "&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No strategy
@@ -1158,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
     # Working
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 200)
     assert rc.json()['length'] == 289
     assert len(rc.json()['data']) == rc.json()['length']
     assert 'columns' in rc.json()
     assert 'data' in rc.json()
     assert rc.json()['pair'] == 'UNITTEST/BTC'
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
     assert rc.json()['data_start_ts'] == 1515628800000
     assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1174,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No data found
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20200111-20200112&strategy=DefaultStrategy")
+                    "&timerange=20200111-20200112&strategy=StrategyTestV2")
     assert_response(rc, 502)
     assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
                                   "No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1212,21 +1217,21 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
     assert rc.json() == {'strategies': [
-        'DefaultStrategy',
         'HyperoptableStrategy',
-        'TestStrategyLegacy'
+        'StrategyTestV2',
+        'TestStrategyLegacyV1'
     ]}
 
 
 def test_api_strategy(botclient):
     ftbot, client = botclient
 
-    rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
+    rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
 
     assert_response(rc)
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
 
-    data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
+    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
     assert rc.json()['code'] == data
 
     rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@@ -1283,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
 
     # start backtesting
     data = {
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "timeframe": "5m",
         "timerange": "20180110-20180111",
         "max_open_trades": 3,

tests/rpc/test_rpc_telegram.py

@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -229,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -286,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -330,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -401,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -433,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -488,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -514,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -537,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -550,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -579,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -678,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -737,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -798,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -839,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -877,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -906,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -923,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     context = MagicMock()
     context.args = []
@@ -951,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -979,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1008,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
@@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
     msg_mock.reset_mock()
@@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
 

tests/strategy/strats/failing_strategy.py

@@ -5,5 +5,5 @@ import nonexiting_module  # noqa
 from freqtrade.strategy.interface import IStrategy
 
 
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     pass

tests/strategy/strats/legacy_strategy_v1.py

@@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
 # --------------------------------
 
 # This class is a sample. Feel free to customize it.
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     """
     This is a test strategy using the legacy function headers, which will be
     removed in a future update.

tests/strategy/strats/strategy_test_v2.py

@@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy.interface import IStrategy
 
 
-class DefaultStrategy(IStrategy):
+class StrategyTestV2(IStrategy):
     """
-    Default Strategy provided by freqtrade bot.
+    Strategy used by tests freqtrade bot.
     Please do not modify this strategy, it's  intended for internal use only.
     Please look at the SampleStrategy in the user_data/strategy directory
     or strategy repository https://github.com/freqtrade/freqtrade-strategies

tests/strategy/test_default_strategy.py

@@ -4,20 +4,20 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
-def test_default_strategy_structure():
+def test_strategy_test_v2_structure():
-    assert hasattr(DefaultStrategy, 'minimal_roi')
+    assert hasattr(StrategyTestV2, 'minimal_roi')
-    assert hasattr(DefaultStrategy, 'stoploss')
+    assert hasattr(StrategyTestV2, 'stoploss')
-    assert hasattr(DefaultStrategy, 'timeframe')
+    assert hasattr(StrategyTestV2, 'timeframe')
-    assert hasattr(DefaultStrategy, 'populate_indicators')
+    assert hasattr(StrategyTestV2, 'populate_indicators')
-    assert hasattr(DefaultStrategy, 'populate_buy_trend')
+    assert hasattr(StrategyTestV2, 'populate_buy_trend')
-    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+    assert hasattr(StrategyTestV2, 'populate_sell_trend')
 
 
-def test_default_strategy(result, fee):
+def test_strategy_test_v2(result, fee):
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
 
     metadata = {'pair': 'ETH/BTC'}
     assert type(strategy.minimal_roi) is dict

tests/strategy/test_interface.py

@@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
 # Avoid to reinit the same object again and again
-_STRATEGY = DefaultStrategy(config={})
+_STRATEGY = StrategyTestV2(config={})
 _STRATEGY.dp = DataProvider({}, None, None)
 
 
@@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_ignore_expired_candle(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.ignore_buying_expired_candle_after = 60
 
@@ -232,25 +232,25 @@ def test_assert_df(ohlcv_history, caplog):
     _STRATEGY.disable_dataframe_checks = False
 
 
-def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
+def test_advise_all_indicators(default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    processed = strategy.ohlcvdata_to_dataframe(data)
+    processed = strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
-def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
+def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    strategy.ohlcvdata_to_dataframe(data)
+    strategy.advise_all_indicators(data)
     assert aimock.call_count == 1
     # Ensure that a copy of the dataframe is passed to advice_indicators
     assert aimock.call_args_list[0][0][0] is not data
@@ -262,7 +262,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
     min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
                     {0: 0.1, 20: 0.05, 55: 0.01}]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -301,7 +301,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
                      },
                     ]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -336,7 +336,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
                30: 0.05,
                55: 0.30,
                }
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.minimal_roi = min_roi
     trade = Trade(
@@ -389,7 +389,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
 def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
                            profit2, adjusted2, expected2, custom_stop) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -402,7 +402,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         exchange='binance',
         open_rate=1,
     )
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     strategy.trailing_stop = trailing
     strategy.trailing_stop_positive = -0.05
     strategy.use_custom_stoploss = custom
@@ -437,7 +437,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -491,7 +491,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -522,7 +522,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
@@ -554,8 +554,9 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 
 @pytest.mark.usefixtures("init_persistence")
 def test_is_pair_locked(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     PairLocks.timeframe = default_conf['timeframe']
+    PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)
     # No lock should be present
     assert len(PairLocks.get_pair_locks(None)) == 0
@@ -606,7 +607,7 @@ def test_is_pair_locked(default_conf):
 
 
 def test_is_informative_pairs_callback(default_conf):
-    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    default_conf.update({'strategy': 'TestStrategyLegacyV1'})
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
@@ -633,7 +634,7 @@ def test_strategy_safe_wrapper_error(caplog, error):
     assert ret
 
     caplog.clear()
-    # Test supressing error
+    # Test suppressing error
     ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
     assert log_has_re(r'DeadBeef.*', caplog)
 

tests/strategy/test_strategy_loading.py

@@ -18,7 +18,7 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_name='DefaultStrategy',
+        object_name='StrategyTestV2',
         add_source=True,
     )
     assert issubclass(s, IStrategy)
@@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
-    default_conf['strategy'] = 'DefaultStrategy'
+    default_conf['strategy'] = 'StrategyTestV2'
     extra_dir = Path.cwd() / 'some/path'
     with pytest.raises(OperationalException):
-        StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+        StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
                                         extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
 
 
 def test_strategy(result, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'minimal_roi': {
             "20": 0.1,
             "0": 0.5
@@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
 def test_strategy_override_stoploss(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'stoploss': -0.5
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
 def test_strategy_override_trailing_stop(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
 def test_strategy_override_trailing_stop_positive(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop_positive': -0.1,
         'trailing_stop_positive_offset': -0.2
 
@@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'timeframe': 60,
         'stake_currency': 'ETH'
     })
@@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'process_only_new_candles': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
         'stoploss_on_exchange': True,
     }
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': order_types
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
                    " 'stoploss_on_exchange': True}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': {'buy': 'market'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-types mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
     }
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': order_time_in_force
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
                    " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': {'buy': 'fok'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-time-in-force mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
 def test_strategy_override_use_sell_signal(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert strategy.use_sell_signal
@@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert default_conf['use_sell_signal']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
 def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert not strategy.sell_profit_only
@@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not default_conf['sell_profit_only']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_deprecate_populate_indicators(result, default_conf):
     default_location = Path(__file__).parent / "strats"
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     with warnings.catch_warnings(record=True) as w:
@@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
 def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"
     del default_conf['timeframe']
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
 
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 

tests/test_arguments.py

@@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
         '-c', 'test_conf.json',
         '--ticker-interval', '1m',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'SampleStrategy'
     ]
     call_args = Arguments(args).get_parsed_arg()

tests/test_configuration.py

@@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
         '--ticker-interval', '1m',
@@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--export', 'trades',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategy'
     ]
 

tests/test_freqtradebot.py

@@ -185,7 +185,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
             limit_buy_order_open['id'] = str(i)
             result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
-            freqtrade.execute_buy('ETH/BTC', result)
+            freqtrade.execute_entry('ETH/BTC', result)
         else:
             with pytest.raises(DependencyException):
                 freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@@ -584,8 +584,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     patch_get_signal(freqtrade)
 
     # Create 2 existing trades
-    freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
-    freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
@@ -776,7 +776,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
@@ -799,7 +799,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     )
     pair = 'ETH/BTC'
 
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(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
@@ -807,7 +807,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     limit_buy_order_open['id'] = '22'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
     call_args = buy_mm.call_args_list[0][1]
@@ -826,7 +826,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Test calling with price
     limit_buy_order_open['id'] = '33'
     fix_price = 0.06
-    assert freqtrade.execute_buy(pair, stake_amount, fix_price)
+    assert freqtrade.execute_entry(pair, stake_amount, fix_price)
     # Make sure get_rate wasn't called again
     assert buy_rate_mock.call_count == 0
 
@@ -844,7 +844,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
     assert trade.open_order_id is None
@@ -861,7 +861,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
     assert trade.open_order_id == '555'
@@ -873,7 +873,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '556'
 
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[4]
     assert trade
     assert trade.stake_amount == 150
@@ -881,7 +881,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Exception case
     limit_buy_order['id'] = '557'
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[5]
     assert trade
     assert trade.stake_amount == 2.0
@@ -896,16 +896,50 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
     # Fail to get price...
     mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
 
     with pytest.raises(PricingError, match="Could not determine buy price."):
-        freqtrade.execute_buy(pair, stake_amount)
+        freqtrade.execute_entry(pair, stake_amount)
+
+    # In case of custom entry price
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5566'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
+    assert freqtrade.execute_entry(pair, stake_amount)
+    trade = Trade.query.all()[6]
+    assert trade
+    assert trade.open_rate_requested == 0.508
+
+    # In case of custom entry price set to None
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5567'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: None
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=MagicMock(return_value=10),
+    )
+
+    assert freqtrade.execute_entry(pair, stake_amount)
+    trade = Trade.query.all()[7]
+    assert trade
+    assert trade.open_rate_requested == 10
+
+    # In case of custom entry price not float type
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5568'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
+    assert freqtrade.execute_entry(pair, stake_amount)
+    trade = Trade.query.all()[8]
+    assert trade
+    assert trade.open_rate_requested == 10
 
 
-def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -923,18 +957,18 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
     pair = 'ETH/BTC'
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '222'
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '2223'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
 
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
@@ -1929,7 +1963,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1974,7 +2008,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()
@@ -1982,7 +2016,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     trade = Trade.query.first()
     trade.is_open = True
 
-    # FIX: sniffing logs, suggest handle_trade should not execute_sell
+    # FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
     #      instead that responsibility should be moved out of handle_trade(),
     #      we might just want to check if we are in a sell condition without
     #      executing
@@ -2609,7 +2643,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
     assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2637,16 +2671,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         fetch_ticker=ticker_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+                                 sell_reason=SellCheckTuple(sell_type=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'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     assert rpc_mock.call_count == 1
@@ -2673,7 +2707,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     } == last_msg
 
 
-def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2698,8 +2732,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2725,8 +2759,73 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     } == last_msg
 
 
-def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
-                                                        ticker_sell_down, mocker) -> None:
+                                              mocker) -> None:
+    rpc_mock = patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
+    )
+    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
+    )
+
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
+
+    # Set a custom exit price
+    freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+
+    # Sell price must be different to default bid price
+
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    assert rpc_mock.call_count == 1
+    last_msg = rpc_mock.call_args_list[-1][0][0]
+    assert {
+        'trade_id': 1,
+        'type': RPCMessageType.SELL,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'gain': 'profit',
+        'limit': 1.170e-05,
+        'amount': 91.07468123,
+        'order_type': 'limit',
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.041e-05,
+        'profit_ratio': 0.06025919,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'USD',
+        'sell_reason': SellType.SELL_SIGNAL.value,
+        'open_date': ANY,
+        'close_date': ANY,
+        'close_rate': ANY,
+    } == last_msg
+
+
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+                                                              ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2756,8 +2855,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     # Setting trade stoploss to 0.01
 
     trade.stop_loss = 0.00001099 * 0.99
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2784,7 +2883,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     } == last_msg
 
 
-def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
+def test_execute_trade_exit_sloe_cancel_exception(
+        mocker, default_conf, ticker, fee, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
@@ -2811,14 +2911,14 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     freqtrade.config['dry_run'] = False
     trade.stoploss_order_id = "abcd"
 
-    freqtrade.execute_sell(trade=trade, limit=1234,
+    freqtrade.execute_trade_exit(trade=trade, limit=1234,
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
-                                                mocker) -> None:
+                                                      mocker) -> None:
 
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
@@ -2862,8 +2962,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         fetch_ticker=ticker_sell_up
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
     assert trade
@@ -2871,8 +2971,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     assert rpc_mock.call_count == 3
 
 
-def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
-                                                         mocker) -> None:
+                                                               mocker) -> None:
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2943,8 +3043,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
-def test_execute_sell_market_order(default_conf, ticker, fee,
+def test_execute_trade_exit_market_order(default_conf, ticker, fee,
-                                   ticker_sell_up, mocker) -> None:
+                                         ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2970,8 +3070,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
@@ -3001,8 +3101,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
+def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
-                                               ticker_sell_up, mocker) -> None:
+                                                     ticker_sell_up, mocker) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
@@ -3029,8 +3129,8 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
     )
 
     sell_reason = SellCheckTuple(sell_type=SellType.ROI)
-    assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
-                                      sell_reason=sell_reason)
+                                            sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
 
@@ -3286,8 +3386,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     trade.close(ticker_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
@@ -4512,3 +4612,43 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
+
+
+def test_get_valid_price(mocker, default_conf) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['custom_price_max_distance_ratio'] = 0.02
+
+    custom_price_string = "10"
+    custom_price_badstring = "10abc"
+    custom_price_float = 10.0
+    custom_price_int = 10
+
+    custom_price_over_max_alwd = 11.0
+    custom_price_under_min_alwd = 9.0
+    proposed_price = 10.1
+
+    valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+    valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
+    valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
+    valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
+
+    valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
+    valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
+
+    assert isinstance(valid_price_from_string, float)
+    assert isinstance(valid_price_from_badstring, float)
+    assert isinstance(valid_price_from_int, float)
+    assert isinstance(valid_price_from_float, float)
+
+    assert valid_price_from_string == custom_price_float
+    assert valid_price_from_badstring == proposed_price
+    assert valid_price_from_int == custom_price_int
+    assert valid_price_from_float == custom_price_float
+
+    assert valid_price_at_max_alwd < custom_price_over_max_alwd
+    assert valid_price_at_max_alwd > proposed_price
+
+    assert valid_price_at_min_alwd > custom_price_under_min_alwd
+    assert valid_price_at_min_alwd < proposed_price

tests/test_integration.py

@@ -9,7 +9,7 @@ from freqtrade.strategy.interface import SellCheckTuple
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 
-def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
+def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
                                                      limit_buy_order, mocker) -> None:
     """
     Tests workflow of selling stoploss_on_exchange.

tests/test_persistence.py

@@ -1587,25 +1587,30 @@ def test_adjust_min_max_rates(fee):
         open_rate=1,
     )
 
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     assert trade.max_rate == 1
     assert trade.min_rate == 1
 
     # check min adjusted, max remained
-    trade.adjust_min_max_rates(0.96)
+    trade.adjust_min_max_rates(0.96, 0.96)
     assert trade.max_rate == 1
     assert trade.min_rate == 0.96
 
     # check max adjusted, min remains
-    trade.adjust_min_max_rates(1.05)
+    trade.adjust_min_max_rates(1.05, 1.05)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
     # current rate "in the middle" - no adjustment
-    trade.adjust_min_max_rates(1.03)
+    trade.adjust_min_max_rates(1.03, 1.03)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
+    # current rate "in the middle" - no adjustment
+    trade.adjust_min_max_rates(1.10, 0.91)
+    assert trade.max_rate == 1.10
+    assert trade.min_rate == 0.91
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])
@@ -2099,6 +2104,11 @@ def test_update_order_from_ccxt(caplog):
     assert o.ft_is_open
     assert o.order_filled_date is None
 
+    # Order is unfilled, "filled" not set
+    # https://github.com/freqtrade/freqtrade/issues/5404
+    ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
+    o.update_from_ccxt_object(ccxt_order)
+
     # Order has been closed
     ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
     o.update_from_ccxt_object(ccxt_order)

tests/test_plotting.py

@@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     indicators1 = {"ema10": {}}
     indicators2 = {"macd": {"color": "red"}}
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
                              "fill_to": "macdhist"}}
 
     ind_plain = {"macd": {"fill_to": "macdhist"}}
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators

tests/test_wallets.py

@@ -157,13 +157,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
-    freqtrade.execute_buy('ETH/USDT', result)
+    freqtrade.execute_entry('ETH/USDT', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
     assert result == result1
 
     # create 2 trades, order amount should be None
-    freqtrade.execute_buy('LTC/BTC', result)
+    freqtrade.execute_entry('LTC/BTC', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
     assert result == 0