From d1bb46bed015c7d6364c2aab0a84aba9c5007527 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 05:27:42 +0000
Subject: [PATCH 01/57] Bump py-find-1st from 1.1.4 to 1.1.5

Bumps [py-find-1st](https://github.com/roebel/py_find_1st) from 1.1.4 to 1.1.5.
- [Release notes](https://github.com/roebel/py_find_1st/releases)
- [Commits](https://github.com/roebel/py_find_1st/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 299c07734..2448afe93 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -19,7 +19,7 @@ tables==3.6.1
 blosc==1.10.2
 
 # find first, C search in arrays
-py_find_1st==1.1.4
+py_find_1st==1.1.5
 
 # Load ticker files 30% faster
 python-rapidjson==1.0

From dd7f9181c53b91832b98c549dea2deafdbff350a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 05:27:44 +0000
Subject: [PATCH 02/57] Bump numpy from 1.20.0 to 1.20.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.20.0 to 1.20.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.0...v1.20.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 299c07734..bdaca4a44 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.20.0
+numpy==1.20.1
 pandas==1.2.1
 
 ccxt==1.41.62

From 676cd7bb55d85d8829c1adefce83871e98351896 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 05:27:45 +0000
Subject: [PATCH 03/57] Bump sqlalchemy from 1.3.22 to 1.3.23

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.22 to 1.3.23.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 299c07734..c9559e384 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.2.1
 
 ccxt==1.41.62
 aiohttp==3.7.3
-SQLAlchemy==1.3.22
+SQLAlchemy==1.3.23
 python-telegram-bot==13.1
 arrow==0.17.0
 cachetools==4.2.1

From 22d447b3f51a1f21632e329e991ebcbdc7f17918 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 05:27:46 +0000
Subject: [PATCH 04/57] Bump mkdocs-material from 6.2.7 to 6.2.8

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 6.2.7 to 6.2.8.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/6.2.7...6.2.8)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 85bd72323..94b2fca39 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==6.2.7
+mkdocs-material==6.2.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From 12168cbf01edaa6c11ea5e427a52180a34f549ea Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 08:26:18 +0000
Subject: [PATCH 05/57] Bump ccxt from 1.41.62 to 1.41.70

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.41.62 to 1.41.70.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.41.62...1.41.70)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7a9e6e5da..f496df00d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.1
 pandas==1.2.1
 
-ccxt==1.41.62
+ccxt==1.41.70
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
 python-telegram-bot==13.1

From c412f8df62265131e4a302331ea1de2e5d922d2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Feb 2021 08:28:11 +0000
Subject: [PATCH 06/57] Bump python-telegram-bot from 13.1 to 13.2

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.1 to 13.2.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.1...v13.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7a9e6e5da..c1cc036a7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -4,7 +4,7 @@ pandas==1.2.1
 ccxt==1.41.62
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
-python-telegram-bot==13.1
+python-telegram-bot==13.2
 arrow==0.17.0
 cachetools==4.2.1
 requests==2.25.1

From de727645ab7774abdc54c531370baa051aeb3635 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 8 Feb 2021 19:21:33 +0100
Subject: [PATCH 07/57] FIx random test failure if certain files exist

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

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index bebbc1508..94c3e24f6 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -743,18 +743,18 @@ def test_set_loggers_journald_importerror(mocker, import_fails):
     logger.handlers = orig_handlers
 
 
-def test_set_logfile(default_conf, mocker):
+def test_set_logfile(default_conf, mocker, tmpdir):
     patched_configuration_load_config_file(mocker, default_conf)
-
+    f = Path(tmpdir / "test_file.log")
+    assert not f.is_file()
     arglist = [
-        'trade', '--logfile', 'test_file.log',
+        'trade', '--logfile', str(f),
     ]
     args = Arguments(arglist).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
-    assert validated_conf['logfile'] == "test_file.log"
-    f = Path("test_file.log")
+    assert validated_conf['logfile'] == str(f)
     assert f.is_file()
     try:
         f.unlink()

From c5ab3a80a596769786b12821cafec4ea08108b6f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 8 Feb 2021 19:35:22 +0100
Subject: [PATCH 08/57] Check if order is a dict before parsing

closes #4331
---
 freqtrade/persistence/models.py |  4 ++++
 tests/test_persistence.py       | 10 +++++++++-
 2 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 375709423..dff59819c 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -171,6 +171,10 @@ class Order(_DECL_BASE):
         """
         Get all non-closed orders - useful when trying to batch-update orders
         """
+        if not isinstance(order, dict):
+            logger.warning(f"{order} is not a valid response object.")
+            return
+
         filtered_orders = [o for o in orders if o.order_id == order.get('id')]
         if filtered_orders:
             oobj = filtered_orders[0]
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 9921f541b..d0d29f142 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1074,7 +1074,7 @@ def test_get_best_pair(fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_order_from_ccxt():
+def test_update_order_from_ccxt(caplog):
     # Most basic order return (only has orderid)
     o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
     assert isinstance(o, Order)
@@ -1120,6 +1120,14 @@ def test_update_order_from_ccxt():
     with pytest.raises(DependencyException, match=r"Order-id's don't match"):
         o.update_from_ccxt_object(ccxt_order)
 
+    message = "aaaa is not a valid response object."
+    assert not log_has(message, caplog)
+    Order.update_orders([o], 'aaaa')
+    assert log_has(message, caplog)
+
+    # Call regular update - shouldn't fail.
+    Order.update_orders([o], {'id': '1234'})
+
 
 @pytest.mark.usefixtures("init_persistence")
 def test_select_order(fee):

From 427d762746980a3a50702b6ea8de1d28325e26c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 8 Feb 2021 19:37:24 +0100
Subject: [PATCH 09/57] Improve tests for cancel_order to be more realistic

---
 tests/exchange/test_exchange.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index cd24e113e..352250fc7 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2072,9 +2072,9 @@ def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, cap
 def test_cancel_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = False
     api_mock = MagicMock()
-    api_mock.cancel_order = MagicMock(return_value=123)
+    api_mock.cancel_order = MagicMock(return_value={'id': '123'})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
+    assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == {'id': '123'}
 
     with pytest.raises(InvalidOrderException):
         api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
@@ -2091,9 +2091,9 @@ def test_cancel_order(default_conf, mocker, exchange_name):
 def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = False
     api_mock = MagicMock()
-    api_mock.cancel_order = MagicMock(return_value=123)
+    api_mock.cancel_order = MagicMock(return_value={'id': '123'})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == 123
+    assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == {'id': '123'}
 
     with pytest.raises(InvalidOrderException):
         api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))

From 7ee149da5d26c7889e4d561bc2154111226dc84c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 8 Feb 2021 20:08:32 +0100
Subject: [PATCH 10/57] Improve plotting errorhandling

closes #4327
---
 freqtrade/plot/plotting.py | 20 +++++++++++---------
 1 file changed, 11 insertions(+), 9 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f45ba9b25..4325e537e 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -53,7 +53,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
 
-    if startup_candles:
+    if startup_candles and data:
         min_date, max_date = get_timerange(data)
         logger.info(f"Loading data from {min_date} to {max_date}")
         timerange.adjust_start_if_necessary(timeframe_to_seconds(config.get('timeframe', '5m')),
@@ -67,14 +67,16 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
         if not filename.is_dir() and not filename.is_file():
             logger.warning("Backtest file is missing skipping trades.")
             no_trades = True
-
-    trades = load_trades(
-        config['trade_source'],
-        db_url=config.get('db_url'),
-        exportfilename=filename,
-        no_trades=no_trades,
-        strategy=config.get('strategy'),
-    )
+    try:
+        trades = load_trades(
+            config['trade_source'],
+            db_url=config.get('db_url'),
+            exportfilename=filename,
+            no_trades=no_trades,
+            strategy=config.get('strategy'),
+        )
+    except ValueError as e:
+        raise OperationalException(e) from e
     trades = trim_dataframe(trades, timerange, 'open_date')
 
     return {"ohlcv": data,

From 86fa75b2863eac67edffd20c1fdb7cc853d2d08e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 9 Feb 2021 06:55:36 +0100
Subject: [PATCH 11/57] Pin version of cryptography

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

diff --git a/requirements.txt b/requirements.txt
index 59ef69f4f..5d03a9c2d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,6 +2,8 @@ numpy==1.20.1
 pandas==1.2.1
 
 ccxt==1.41.70
+# Pin cryptography for now due to rust build errors with piwheels
+cryptography==3.3.2
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
 python-telegram-bot==13.2

From 3110d2dbb192efe7944b09f68a10410daad39fea Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 9 Feb 2021 20:03:03 +0100
Subject: [PATCH 12/57] Add small test cases

---
 tests/exchange/test_exchange.py    | 3 +++
 tests/optimize/test_backtesting.py | 5 ++++-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 352250fc7..f35a84725 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2462,6 +2462,9 @@ def test_timeframe_to_prev_date():
 
     date = datetime.now(tz=timezone.utc)
     assert timeframe_to_prev_date("5m") < date
+    # Does not round
+    time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
+    assert timeframe_to_prev_date('5m', time) == time
 
 
 def test_timeframe_to_next_date():
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 5f811e2e5..c8d4338af 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -341,12 +341,14 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
     mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
+    sbs = mocker.patch('freqtrade.optimize.backtesting.store_backtest_stats')
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
 
     default_conf['timeframe'] = '1m'
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'trades'
+    default_conf['exportfilename'] = 'export.txt'
     default_conf['timerange'] = '-1510694220'
 
     backtesting = Backtesting(default_conf)
@@ -361,6 +363,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
         assert log_has(line, caplog)
     assert backtesting.strategy.dp._pairlists is not None
     assert backtesting.strategy.bot_loop_start.call_count == 1
+    assert sbs.call_count == 1
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:

From aa79574c0c60ba68f8b9ee8e5649d8a785010f5c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 11 Feb 2021 17:09:31 +0100
Subject: [PATCH 13/57] Position-size should NEVER be over available_capital

Part of #4353
---
 freqtrade/edge/edge_positioning.py |  3 ++-
 tests/edge/test_edge.py            | 39 ++++++++++++++++++++----------
 2 files changed, 28 insertions(+), 14 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index e549a3701..2bdef1c89 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -159,7 +159,8 @@ class Edge:
         available_capital = (total_capital + capital_in_trade) * self._capital_ratio
         allowed_capital_at_risk = available_capital * self._allowed_risk
         max_position_size = abs(allowed_capital_at_risk / stoploss)
-        position_size = min(max_position_size, free_capital)
+        # Position size must be below available capital.
+        position_size = min(min(max_position_size, free_capital), available_capital)
         if pair in self._cached_pairs:
             logger.info(
                 'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index f25dad35b..c30bce6a4 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -209,7 +209,7 @@ def test_nonexisting_stoploss(mocker, edge_conf):
     assert edge.stoploss('N/O') == -0.1
 
 
-def test_stake_amount(mocker, edge_conf):
+def test_edge_stake_amount(mocker, edge_conf):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
@@ -217,20 +217,33 @@ def test_stake_amount(mocker, edge_conf):
             'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
         }
     ))
-    free = 100
-    total = 100
-    in_trade = 25
-    assert edge.stake_amount('E/F', free, total, in_trade) == 31.25
+    assert edge._capital_ratio == 0.5
+    assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
+                             capital_in_trade=25) == 31.25
 
-    free = 20
-    total = 100
-    in_trade = 25
-    assert edge.stake_amount('E/F', free, total, in_trade) == 20
+    assert edge.stake_amount('E/F', free_capital=20, total_capital=100,
+                             capital_in_trade=25) == 20
 
-    free = 0
-    total = 100
-    in_trade = 25
-    assert edge.stake_amount('E/F', free, total, in_trade) == 0
+    assert edge.stake_amount('E/F', free_capital=0, total_capital=100,
+                             capital_in_trade=25) == 0
+
+    # Test with increased allowed_risk
+    # Result should be no more than allowed capital
+    edge._allowed_risk = 0.4
+    edge._capital_ratio = 0.5
+    assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
+                             capital_in_trade=25) == 62.5
+
+    assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
+                             capital_in_trade=0) == 50
+
+    edge._capital_ratio = 1
+    # Full capital is available
+    assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
+                             capital_in_trade=0) == 100
+    # Full capital is available
+    assert edge.stake_amount('E/F', free_capital=0, total_capital=100,
+                             capital_in_trade=0) == 0
 
 
 def test_nonexisting_stake_amount(mocker, edge_conf):

From 843fb204e9aa680b53aa16061815519d74456ca8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 11 Feb 2021 20:21:07 +0100
Subject: [PATCH 14/57] Fix problem with inf values returned from dataframe for
 api methods

---
 freqtrade/rpc/api_server/api_v1.py | 2 +-
 freqtrade/rpc/rpc.py               | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index a2082103b..3588f2196 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -167,7 +167,7 @@ def reload_config(rpc: RPC = Depends(get_rpc)):
 
 
 @router.get('/pair_candles', response_model=PairHistory, tags=['candle data'])
-def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc=Depends(get_rpc)):
+def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_analysed_dataframe(pair, timeframe, limit)
 
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 27563f73b..464b341eb 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -9,7 +9,7 @@ from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
-from numpy import NAN, int64, mean
+from numpy import NAN, inf, int64, mean
 from pandas import DataFrame
 
 from freqtrade.configuration.timerange import TimeRange
@@ -747,6 +747,7 @@ class RPC:
                 sell_mask = (dataframe['sell'] == 1)
                 sell_signals = int(sell_mask.sum())
                 dataframe.loc[sell_mask, '_sell_signal_open'] = dataframe.loc[sell_mask, 'open']
+            dataframe = dataframe.replace([inf, -inf], NAN)
             dataframe = dataframe.replace({NAN: None})
 
         res = {

From dd23f6bcbcd569a0857ac0dc1920b24c2065f05e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 11 Feb 2021 20:29:31 +0100
Subject: [PATCH 15/57] Fix type for getting pairs

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

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 464b341eb..7549c38be 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -776,7 +776,8 @@ class RPC:
             })
         return res
 
-    def _rpc_analysed_dataframe(self, pair: str, timeframe: str, limit: int) -> Dict[str, Any]:
+    def _rpc_analysed_dataframe(self, pair: str, timeframe: str,
+                                limit: Optional[int]) -> Dict[str, Any]:
 
         _data, last_analyzed = self._freqtrade.dataprovider.get_analyzed_dataframe(
             pair, timeframe)

From 072abde9b71b34022e3a5f5c867847ec12a211fd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 12 Feb 2021 20:32:41 +0100
Subject: [PATCH 16/57] Introduce round_coin_value to simplify coin rounding

---
 freqtrade/constants.py                 | 10 +++++++++
 freqtrade/misc.py                      | 25 +++++++++++++++++++++++
 freqtrade/optimize/optimize_reports.py | 11 +++++-----
 tests/test_misc.py                     | 28 +++++++++++++++++++++++---
 4 files changed, 66 insertions(+), 8 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 69301ca0e..802ddc2b1 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -45,6 +45,16 @@ USERPATH_NOTEBOOKS = 'notebooks'
 
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 
+
+# Define decimals per coin for outputs
+# Only used for outputs.
+DECIMAL_PER_COIN_FALLBACK = 3  # Should be low to avoid listing all possible FIAT's
+DECIMALS_PER_COIN = {
+    'BTC': 8,
+    'ETH': 5,
+}
+
+
 # Soure files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 22e14b564..7bbc24056 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -11,10 +11,35 @@ from typing.io import IO
 
 import rapidjson
 
+from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
+
 
 logger = logging.getLogger(__name__)
 
 
+def decimals_per_coin(coin: str):
+    """
+    Helper method getting decimal amount for this coin
+    example usage: f".{decimals_per_coin('USD')}f"
+    :param coin: Which coin are we printing the price / value for
+    """
+    return DECIMALS_PER_COIN.get(coin, DECIMAL_PER_COIN_FALLBACK)
+
+
+def round_coin_value(value: float, coin: str, show_coin_name=True) -> str:
+    """
+    Get price value for this coin
+    :param value: Value to be printed
+    :param coin: Which coin are we printing the price / value for
+    :param show_coin_name: Return string in format: "222.22 USDT" or "222.22"
+    :return: Formatted / rounded value (with or without coin name)
+    """
+    if show_coin_name:
+        return f"{value:.{decimals_per_coin(coin)}f} {coin}"
+    else:
+        return f"{value:.{decimals_per_coin(coin)}f}"
+
+
 def shorten_date(_date: str) -> str:
     """
     Trim the date so it fits on small screens
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 8edfbaf8d..c70a4cd2d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -10,7 +10,7 @@ from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.btanalysis import calculate_market_change, calculate_max_drawdown
-from freqtrade.misc import file_dump_json
+from freqtrade.misc import file_dump_json, round_coin_value, decimals_per_coin
 
 
 logger = logging.getLogger(__name__)
@@ -38,11 +38,12 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
 
-def _get_line_floatfmt() -> List[str]:
+def _get_line_floatfmt(stake_currency: str) -> List[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())
     """
-    return ['s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', 'd', 'd', 'd']
+    return ['s', 'd', '.2f', '.2f', f'.{decimals_per_coin(stake_currency)}f',
+            '.2f', 'd', 'd', 'd', 'd']
 
 
 def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
@@ -352,7 +353,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
     """
 
     headers = _get_line_header('Pair', stake_currency)
-    floatfmt = _get_line_floatfmt()
+    floatfmt = _get_line_floatfmt(stake_currency)
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
         t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
@@ -396,7 +397,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :return: pretty printed table with tabulate as string
     """
-    floatfmt = _get_line_floatfmt()
+    floatfmt = _get_line_floatfmt(stake_currency)
     headers = _get_line_header('Strategy', stake_currency)
 
     output = [[
diff --git a/tests/test_misc.py b/tests/test_misc.py
index 429da135a..e6ba70aee 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -6,9 +6,31 @@ from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.misc import (file_dump_json, file_load_json, format_ms_time, pair_to_filename,
-                            plural, render_template, render_template_with_fallback,
-                            safe_value_fallback, safe_value_fallback2, shorten_date)
+from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
+                            pair_to_filename, plural, render_template,
+                            render_template_with_fallback, round_coin_value, safe_value_fallback,
+                            safe_value_fallback2, shorten_date)
+
+
+def test_decimals_per_coin():
+    assert decimals_per_coin('USDT') == 3
+    assert decimals_per_coin('EUR') == 3
+    assert decimals_per_coin('BTC') == 8
+    assert decimals_per_coin('ETH') == 5
+
+
+def test_round_coin_value():
+    assert round_coin_value(222.222222, 'USDT') == '222.222 USDT'
+    assert round_coin_value(222.2, 'USDT') == '222.200 USDT'
+    assert round_coin_value(222.12745, 'EUR') == '222.127 EUR'
+    assert round_coin_value(0.1274512123, 'BTC') == '0.12745121 BTC'
+    assert round_coin_value(0.1274512123, 'ETH') == '0.12745 ETH'
+
+    assert round_coin_value(222.222222, 'USDT', False) == '222.222'
+    assert round_coin_value(222.2, 'USDT', False) == '222.200'
+    assert round_coin_value(222.12745, 'EUR', False) == '222.127'
+    assert round_coin_value(0.1274512123, 'BTC', False) == '0.12745121'
+    assert round_coin_value(0.1274512123, 'ETH', False) == '0.12745'
 
 
 def test_shorten_date() -> None:

From e7acee79045bfb5aa8cf485d5aa151d4c33fbf30 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 13 Feb 2021 16:05:56 +0100
Subject: [PATCH 17/57] Improve coin value output by rounding coin specific

---
 freqtrade/optimize/optimize_reports.py |  6 ++--
 freqtrade/rpc/telegram.py              | 46 ++++++++++++++------------
 tests/rpc/test_rpc_telegram.py         |  6 ++--
 3 files changed, 32 insertions(+), 26 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c70a4cd2d..118253e86 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -10,7 +10,7 @@ from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.btanalysis import calculate_market_change, calculate_max_drawdown
-from freqtrade.misc import file_dump_json, round_coin_value, decimals_per_coin
+from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
 
 logger = logging.getLogger(__name__)
@@ -384,7 +384,9 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
 
     output = [[
         t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
-        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_total_pct'],
+        t['profit_mean_pct'], t['profit_sum_pct'],
+        round_coin_value(t['profit_total_abs'], stake_currency, False),
+        t['profit_total_pct'],
     ] for t in sell_reason_stats]
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0f7005639..a16299e4b 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -18,6 +18,7 @@ from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
 from freqtrade.exceptions import OperationalException
+from freqtrade.misc import round_coin_value
 from freqtrade.rpc import RPC, RPCException, RPCHandler, RPCMessageType
 
 
@@ -189,14 +190,14 @@ class Telegram(RPCHandler):
             else:
                 msg['stake_amount_fiat'] = 0
 
-            message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
-                       "*Amount:* `{amount:.8f}`\n"
-                       "*Open Rate:* `{limit:.8f}`\n"
-                       "*Current Rate:* `{current_rate:.8f}`\n"
-                       "*Total:* `({stake_amount:.6f} {stake_currency}").format(**msg)
+            message = (f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}\n"
+                       f"*Amount:* `{msg['amount']:.8f}`\n"
+                       f"*Open Rate:* `{msg['limit']:.8f}`\n"
+                       f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
+                       f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}")
 
             if msg.get('fiat_currency', None):
-                message += ", {stake_amount_fiat:.3f} {fiat_currency}".format(**msg)
+                message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
@@ -365,7 +366,7 @@ class Telegram(RPCHandler):
             )
             stats_tab = tabulate(
                 [[day['date'],
-                  f"{day['abs_profit']:.8f} {stats['stake_currency']}",
+                  f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}",
                   f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}",
                   f"{day['trade_count']} trades"] for day in stats['data']],
                 headers=[
@@ -415,18 +416,18 @@ class Telegram(RPCHandler):
             # Message to display
             if stats['closed_trade_count'] > 0:
                 markdown_msg = ("*ROI:* Closed trades\n"
-                                f"∙ `{profit_closed_coin:.8f} {stake_cur} "
+                                f"∙ `{round_coin_value(profit_closed_coin, stake_cur)} "
                                 f"({profit_closed_percent_mean:.2f}%) "
                                 f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
-                                f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+                                f"∙ `{round_coin_value(profit_closed_fiat, fiat_disp_cur)}`\n")
             else:
                 markdown_msg = "`No closed trade` \n"
 
             markdown_msg += (f"*ROI:* All trades\n"
-                             f"∙ `{profit_all_coin:.8f} {stake_cur} "
+                             f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
                              f"({profit_all_percent_mean:.2f}%) "
                              f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
-                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
+                             f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
                              f"*Total Trade Count:* `{trade_count}`\n"
                              f"*First Trade opened:* `{first_trade_date}`\n"
                              f"*Latest Trade opened:* `{latest_trade_date}\n`"
@@ -494,15 +495,17 @@ class Telegram(RPCHandler):
                     "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                 )
-            for currency in result['currencies']:
-                if currency['est_stake'] > 0.0001:
-                    curr_output = ("*{currency}:*\n"
-                                   "\t`Available: {free: .8f}`\n"
-                                   "\t`Balance: {balance: .8f}`\n"
-                                   "\t`Pending: {used: .8f}`\n"
-                                   "\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
+            for curr in result['currencies']:
+                if curr['est_stake'] > 0.0001:
+                    curr_output = (
+                        f"*{curr['currency']}:*\n"
+                        f"\t`Available: {curr['free']:.8f}`\n"
+                        f"\t`Balance: {curr['balance']:.8f}`\n"
+                        f"\t`Pending: {curr['used']:.8f}`\n"
+                        f"\t`Est. {curr['stake']}: "
+                        f"{round_coin_value(curr['est_stake'], curr['stake'], False)}`\n")
                 else:
-                    curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
+                    curr_output = "*{currency}:* not showing <1$ amount \n".format(**curr)
 
                 # Handle overflowing messsage length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@@ -512,8 +515,9 @@ class Telegram(RPCHandler):
                     output += curr_output
 
             output += ("\n*Estimated Value*:\n"
-                       "\t`{stake}: {total: .8f}`\n"
-                       "\t`{symbol}: {value: .2f}`\n").format(**result)
+                       f"\t`{result['stake']}: {result['total']: .8f}`\n"
+                       f"\t`{result['symbol']}: "
+                       f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
             self._send_msg(output)
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 1c34b6b26..f065bb4c5 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -519,7 +519,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     assert '*EUR:*' in result
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
-    assert 'BTC:  12.00000000' in result
+    assert 'BTC: 12.00000000' in result
     assert '*XRP:* not showing <1$ amount' in result
 
 
@@ -1205,7 +1205,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
-           '*Total:* `(0.001000 BTC, 12.345 USD)`'
+           '*Total:* `(0.00100000 BTC, 12.345 USD)`'
 
     freqtradebot.config['telegram']['notification_settings'] = {'buy': 'off'}
     caplog.clear()
@@ -1389,7 +1389,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
                                         '*Amount:* `1333.33333333`\n'
                                         '*Open Rate:* `0.00001099`\n'
                                         '*Current Rate:* `0.00001099`\n'
-                                        '*Total:* `(0.001000 BTC)`')
+                                        '*Total:* `(0.00100000 BTC)`')
 
 
 def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:

From d4c8be915cc66e6995d383f27cdd2733e7343bca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 13 Feb 2021 16:11:49 +0100
Subject: [PATCH 18/57] Use fstring where possible

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

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a16299e4b..88019601c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -505,7 +505,7 @@ class Telegram(RPCHandler):
                         f"\t`Est. {curr['stake']}: "
                         f"{round_coin_value(curr['est_stake'], curr['stake'], False)}`\n")
                 else:
-                    curr_output = "*{currency}:* not showing <1$ amount \n".format(**curr)
+                    curr_output = f"*{curr['currency']}:* not showing <1$ amount \n"
 
                 # Handle overflowing messsage length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:

From 73d91275c4491d452306bf0e0b53530d1406c4e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 07:11:07 +0100
Subject: [PATCH 19/57] Reset sell_order_status if a new sell-order is placed

closes #4365
---
 freqtrade/freqtradebot.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a6eb75d5b..73707e4ec 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1183,6 +1183,7 @@ class FreqtradeBot(LoggingMixin):
         trade.orders.append(order_obj)
 
         trade.open_order_id = order['id']
+        trade.sell_order_status = ''
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.value
         # In case of market sell orders the order can be closed immediately

From 6f77ec063e36a11ec55281c41a1a15ee07e72ed9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 07:22:08 +0100
Subject: [PATCH 20/57] Fix cookieError on python<3.8

Only occurs in combination with api-server enabled,
due to some hot-fixing starlette does.
Since we load starlette at a later point, we need to replicate
starlette's behaviour for now, so sameSite cookies don't create a
problem.

closes #4356
---
 freqtrade/exchange/exchange.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c7625b53c..2b47aa7dd 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -3,6 +3,7 @@
 Cryptocurrency Exchanges support
 """
 import asyncio
+import http
 import inspect
 import logging
 from copy import deepcopy
@@ -34,6 +35,12 @@ CcxtModuleType = Any
 logger = logging.getLogger(__name__)
 
 
+# Workaround for adding samesite support to pre 3.8 python
+# Only applies to python3.7, and only on certain exchanges (kraken)
+# Replicates the fix from starlette (which is actually causing this problem)
+http.cookies.Morsel._reserved["samesite"] = "SameSite"  # type: ignore
+
+
 class Exchange:
 
     _config: Dict = {}

From 10a11bda34f9116944b6f0c75599d4ce5f179c2d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 09:41:50 +0100
Subject: [PATCH 21/57] Document bitvavo as community tested

closes #4360
---
 README.md     | 13 +++++++++++--
 docs/index.md | 16 ++++++++++++++++
 2 files changed, 27 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index bb136d7f2..7ef0d4ce7 100644
--- a/README.md
+++ b/README.md
@@ -22,12 +22,21 @@ expect.
 We strongly recommend you to have coding and Python knowledge. Do not
 hesitate to read the source code and understand the mechanism of this bot.
 
-## Exchange marketplaces supported
+## Supported Exchange marketplaces
+
+Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
 - [X] [Kraken](https://kraken.com/)
-- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+- [X] [FTX](https://ftx.com)
+- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+
+### Community tested
+
+Exchanges confirmed working by the community:
+
+- [X] [Bitvavo](https://bitvavo.com/)
 
 ## Documentation
 
diff --git a/docs/index.md b/docs/index.md
index b489861f0..db5088707 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -35,6 +35,22 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 - Control/Monitor: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
 - Analyse: Further analysis can be performed on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
 
+## Supported exchange marketplaces
+
+Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
+
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#blacklists))
+- [X] [Bittrex](https://bittrex.com/)
+- [X] [FTX](https://ftx.com)
+- [X] [Kraken](https://kraken.com/)
+- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+
+### Community tested
+
+Exchanges confirmed working by the community:
+
+- [X] [Bitvavo](https://bitvavo.com/)
+
 ## Requirements
 
 ### Hardware requirements

From 7ecf8f8b802318567467f404552c0fafdb1f76aa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 10:08:05 +0100
Subject: [PATCH 22/57] Cleanup candle_limit usage

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2b47aa7dd..b11d2f234 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -433,10 +433,10 @@ class Exchange:
         Checks if required startup_candles is more than ohlcv_candle_limit.
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
         """
-        if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
+        if startup_candles + 5 > self.ohlcv_candle_limit:
             raise OperationalException(
                 f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {self._ft_has['ohlcv_candle_limit']}.")
+                f"{self.name} only provides {self.ohlcv_candle_limit}.")
 
     def exchange_has(self, endpoint: str) -> bool:
         """
@@ -721,7 +721,7 @@ class Exchange:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
-        Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call.
+        Async over one pair, assuming we get `self.ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
         :param timeframe: Timeframe to get data for
         :param since_ms: Timestamp in milliseconds to get history from
@@ -751,7 +751,7 @@ class Exchange:
         Download historic ohlcv
         """
 
-        one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
+        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
@@ -853,7 +853,7 @@ class Exchange:
 
             data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms,
-                                                     limit=self._ohlcv_candle_limit)
+                                                     limit=self.ohlcv_candle_limit)
 
             # Some exchanges sort OHLCV in ASC order and others in DESC.
             # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
@@ -1026,7 +1026,7 @@ class Exchange:
         """
         Get trade history data using asyncio.
         Handles all async work and returns the list of candles.
-        Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call.
+        Async over one pair, assuming we get `self.ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
         :param since: Timestamp in milliseconds to get history from
         :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.

From 5622bb32471e5a85c340a1ddf3c70c0948611538 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 10:29:45 +0100
Subject: [PATCH 23/57] Make candle_limit optionally timeframe dependent

---
 freqtrade/exchange/exchange.py                | 37 +++++++++++--------
 freqtrade/plugins/pairlist/AgeFilter.py       |  4 +-
 .../plugins/pairlist/rangestabilityfilter.py  |  4 +-
 tests/exchange/test_ccxt_compat.py            |  8 +++-
 tests/exchange/test_exchange.py               |  4 +-
 5 files changed, 35 insertions(+), 22 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b11d2f234..d176e489b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -101,7 +101,6 @@ class Exchange:
             logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has)
 
         # Assign this directly for easy access
-        self._ohlcv_candle_limit = self._ft_has['ohlcv_candle_limit']
         self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle']
 
         self._trades_pagination = self._ft_has['trades_pagination']
@@ -137,7 +136,8 @@ class Exchange:
                 self.validate_pairs(config['exchange']['pair_whitelist'])
             self.validate_ordertypes(config.get('order_types', {}))
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
-            self.validate_required_startup_candles(config.get('startup_candle_count', 0))
+            self.validate_required_startup_candles(config.get('startup_candle_count', 0),
+                                                   config.get('timeframe'))
 
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
@@ -198,11 +198,6 @@ class Exchange:
     def timeframes(self) -> List[str]:
         return list((self._api.timeframes or {}).keys())
 
-    @property
-    def ohlcv_candle_limit(self) -> int:
-        """exchange ohlcv candle limit"""
-        return int(self._ohlcv_candle_limit)
-
     @property
     def markets(self) -> Dict:
         """exchange ccxt markets"""
@@ -216,6 +211,17 @@ class Exchange:
         """exchange ccxt precisionMode"""
         return self._api.precisionMode
 
+    def ohlcv_candle_limit(self, timeframe: str) -> int:
+        """
+        Exchange ohlcv candle limit
+        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limts
+        per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
+        :param timeframe: Timeframe to check
+        :return: Candle limit as integer
+        """
+        return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
+            timeframe, self._ft_has.get('ohlcv_candle_limit')))
+
     def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
                     pairs_only: bool = False, active_only: bool = False) -> Dict[str, Any]:
         """
@@ -428,15 +434,16 @@ class Exchange:
             raise OperationalException(
                 f'Time in force policies are not supported for {self.name} yet.')
 
-    def validate_required_startup_candles(self, startup_candles: int) -> None:
+    def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> None:
         """
-        Checks if required startup_candles is more than ohlcv_candle_limit.
+        Checks if required startup_candles is more than ohlcv_candle_limit().
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
         """
-        if startup_candles + 5 > self.ohlcv_candle_limit:
+        candle_limit = self.ohlcv_candle_limit(timeframe)
+        if startup_candles + 5 > candle_limit:
             raise OperationalException(
                 f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {self.ohlcv_candle_limit}.")
+                f"{self.name} only provides {candle_limit} for {timeframe}.")
 
     def exchange_has(self, endpoint: str) -> bool:
         """
@@ -721,7 +728,7 @@ class Exchange:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
-        Async over one pair, assuming we get `self.ohlcv_candle_limit` candles per call.
+        Async over one pair, assuming we get `self.ohlcv_candle_limit()` candles per call.
         :param pair: Pair to download
         :param timeframe: Timeframe to get data for
         :param since_ms: Timestamp in milliseconds to get history from
@@ -751,7 +758,7 @@ class Exchange:
         Download historic ohlcv
         """
 
-        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit
+        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
@@ -853,7 +860,7 @@ class Exchange:
 
             data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms,
-                                                     limit=self.ohlcv_candle_limit)
+                                                     limit=self.ohlcv_candle_limit(timeframe))
 
             # Some exchanges sort OHLCV in ASC order and others in DESC.
             # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
@@ -1026,7 +1033,7 @@ class Exchange:
         """
         Get trade history data using asyncio.
         Handles all async work and returns the list of candles.
-        Async over one pair, assuming we get `self.ohlcv_candle_limit` candles per call.
+        Async over one pair, assuming we get `self.ohlcv_candle_limit()` candles per call.
         :param pair: Pair to download
         :param since: Timestamp in milliseconds to get history from
         :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8c3a5d22f..8a5379ca6 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -30,10 +30,10 @@ class AgeFilter(IPairList):
 
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
-        if self._min_days_listed > exchange.ohlcv_candle_limit:
+        if self._min_days_listed > exchange.ohlcv_candle_limit('1d'):
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit})")
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index f2e84930b..db51a9c77 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -32,10 +32,10 @@ class RangeStabilityFilter(IPairList):
 
         if self._days < 1:
             raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit:
+        if self._days > exchange.ohlcv_candle_limit('1d'):
             raise OperationalException("RangeStabilityFilter requires lookback_days to not "
                                        "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit})")
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 8e1d074aa..a64565c28 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -5,11 +5,14 @@ However, these tests should give a good idea to determine if a new exchange is
 suitable to run with freqtrade.
 """
 
+from datetime import datetime, timedelta, timezone
+from freqtrade.exchange.exchange import timeframe_to_minutes
 from pathlib import Path
 
 import pytest
 
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+from freqtrade.exchange import timeframe_to_prev_date
 from tests.conftest import get_default_conf
 
 
@@ -122,7 +125,10 @@ class TestCCXTExchange():
         assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
         # assert len(exchange.klines(pair_tf)) > 200
         # Assume 90% uptime ...
-        assert len(exchange.klines(pair_tf)) > exchange._ohlcv_candle_limit * 0.90
+        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90
+        # Check if last-timeframe is within the last 2 intervals
+        now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
+        assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
 
     # TODO: tests fetch_trades (?)
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index f35a84725..3bafb2457 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1417,7 +1417,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
     ret = exchange.get_historic_ohlcv(pair, "5m", int((
         arrow.utcnow().int_timestamp - since) * 1000))
 
@@ -1473,7 +1473,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
     ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int((
         arrow.utcnow().int_timestamp - since) * 1000))
 

From da89838b5cf4cd0a17cc8286e355b44962e587d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 10:32:55 +0100
Subject: [PATCH 24/57] Set bittrex limits as returned by the exchange

closes #4181
---
 freqtrade/exchange/bittrex.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py
index 4318f9cf0..fd7d47668 100644
--- a/freqtrade/exchange/bittrex.py
+++ b/freqtrade/exchange/bittrex.py
@@ -19,5 +19,11 @@ class Bittrex(Exchange):
     """
 
     _ft_has: Dict = {
+        "ohlcv_candle_limit_per_timeframe": {
+            '1m': 1440,
+            '5m': 288,
+            '1h': 744,
+            '1d': 365,
+        },
         "l2_limit_range": [1, 25, 500],
     }

From ffca09bbcbdb91ca65ef966a2e09bd03e96bceb0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 10:38:49 +0100
Subject: [PATCH 25/57] Test ohlcv_candle_limit explicitly

---
 tests/exchange/test_exchange.py | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 3bafb2457..75db2de26 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2418,6 +2418,19 @@ def test_get_markets_error(default_conf, mocker):
         ex.get_markets('LTC', 'USDT', True, False)
 
 
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    timeframes = ('1m', '5m', '1h')
+    expected = exchange._ft_has['ohlcv_candle_limit']
+    for timeframe in timeframes:
+        if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
+            expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
+            # This should only run for bittrex
+            assert exchange_name == 'bittrex'
+        assert exchange.ohlcv_candle_limit(timeframe) == expected
+
+
 def test_timeframe_to_minutes():
     assert timeframe_to_minutes("5m") == 5
     assert timeframe_to_minutes("10m") == 10

From ee74bc1f524e9b74c0241926a3fd71cdc2faee09 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 10:46:59 +0100
Subject: [PATCH 26/57] timeframe is mandatory, no need to use .get()

---
 freqtrade/exchange/exchange.py     | 2 +-
 tests/exchange/test_ccxt_compat.py | 3 +--
 2 files changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d176e489b..617cd6c26 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -137,7 +137,7 @@ class Exchange:
             self.validate_ordertypes(config.get('order_types', {}))
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
             self.validate_required_startup_candles(config.get('startup_candle_count', 0),
-                                                   config.get('timeframe'))
+                                                   config.get('timeframe', ''))
 
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index a64565c28..03cb30d62 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -6,13 +6,12 @@ suitable to run with freqtrade.
 """
 
 from datetime import datetime, timedelta, timezone
-from freqtrade.exchange.exchange import timeframe_to_minutes
 from pathlib import Path
 
 import pytest
 
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
-from freqtrade.exchange import timeframe_to_prev_date
 from tests.conftest import get_default_conf
 
 

From 5c263c7ffd546ec50fc96dbab49ba502bdf0ff33 Mon Sep 17 00:00:00 2001
From: Florian Reitmeir <florian@reitmeir.org>
Date: Thu, 24 Dec 2020 22:17:24 +0100
Subject: [PATCH 27/57] add backtesting results abs profit min/abs profit max,
 to get a better view if a strategy has a enough money to succeed

---
 freqtrade/data/btanalysis.py           | 18 ++++++++++++++++++
 freqtrade/optimize/optimize_reports.py | 18 +++++++++++++++++-
 2 files changed, 35 insertions(+), 1 deletion(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 828fb78f3..8e851a8e8 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -383,3 +383,21 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
     high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col]
     low_date = profit_results.loc[idxmin, date_col]
     return abs(min(max_drawdown_df['drawdown'])), high_date, low_date
+
+
+def calculate_csum(trades: pd.DataFrame) -> Tuple[float, float]:
+    """
+    Calculate min/max cumsum of trades, to show if the wallet/stake amount ratio is sane
+    :param trades: DataFrame containing trades (requires columns close_date and profit_percent)
+    :return: Tuple (float, float) with cumsum of profit_abs
+    :raise: ValueError if trade-dataframe was found empty.
+    """
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty.")
+
+    csum_df = pd.DataFrame()
+    csum_df['sum'] = trades['profit_abs'].cumsum()
+    csum_min = csum_df['sum'].min()
+    csum_max = csum_df['sum'].max()
+
+    return csum_min, csum_max
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 118253e86..88b2028ba 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -9,7 +9,8 @@ from pandas import DataFrame
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
-from freqtrade.data.btanalysis import calculate_market_change, calculate_max_drawdown
+from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
+                                       calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
 
@@ -324,6 +325,13 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                 'drawdown_end': drawdown_end,
                 'drawdown_end_ts': drawdown_end.timestamp() * 1000,
             })
+
+            csum_min, csum_max = calculate_csum(results)
+            strat_stats.update({
+                'csum_min': csum_min,
+                'csum_max': csum_max
+            })
+
         except ValueError:
             strat_stats.update({
                 'max_drawdown': 0.0,
@@ -331,6 +339,8 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                 'drawdown_start_ts': 0,
                 'drawdown_end': datetime(1970, 1, 1, tzinfo=timezone.utc),
                 'drawdown_end_ts': 0,
+                'csum_min': 0,
+                'csum_max': 0
             })
 
     strategy_results = generate_strategy_metrics(all_results=all_results)
@@ -439,6 +449,12 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('', ''),  # Empty line to improve readability
+
+            ('Abs Profit Min', round_coin_value(strat_results['csum_min'],
+                                                strat_results['stake_currency'])),
+            ('Abs Profit Max', round_coin_value(strat_results['csum_max'],
+                                                strat_results['stake_currency'])),
+
             ('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"),
             ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),
             ('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)),

From 1a166f639d79d718984c9d6df19ce70d078cfeaa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 14 Feb 2021 19:44:13 +0100
Subject: [PATCH 28/57] Add test for calcuate_csum

---
 tests/data/test_btanalysis.py | 25 ++++++++++++++++++++-----
 1 file changed, 20 insertions(+), 5 deletions(-)

diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 96ac6f63c..3c4687745 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -8,11 +8,12 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
-                                       analyze_trade_parallelism, calculate_market_change,
-                                       calculate_max_drawdown, combine_dataframes_with_mean,
-                                       create_cum_profit, extract_trades_of_period,
-                                       get_latest_backtest_filename, get_latest_hyperopt_file,
-                                       load_backtest_data, load_trades, load_trades_from_db)
+                                       analyze_trade_parallelism, calculate_csum,
+                                       calculate_market_change, calculate_max_drawdown,
+                                       combine_dataframes_with_mean, create_cum_profit,
+                                       extract_trades_of_period, get_latest_backtest_filename,
+                                       get_latest_hyperopt_file, load_backtest_data, load_trades,
+                                       load_trades_from_db)
 from freqtrade.data.history import load_data, load_pair_history
 from tests.conftest import create_mock_trades
 from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -284,6 +285,20 @@ def test_calculate_max_drawdown(testdatadir):
         drawdown, h, low = calculate_max_drawdown(DataFrame())
 
 
+def test_calculate_csum(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    csum_min, csum_max = calculate_csum(bt_data)
+
+    assert isinstance(csum_min, float)
+    assert isinstance(csum_max, float)
+    assert csum_min < 0.01
+    assert csum_max > 0.02
+
+    with pytest.raises(ValueError, match='Trade dataframe empty.'):
+        csum_min, csum_max = calculate_csum(DataFrame())
+
+
 def test_calculate_max_drawdown2():
     values = [0.011580, 0.010048, 0.011340, 0.012161, 0.010416, 0.010009, 0.020024,
               -0.024662, -0.022350, 0.020496, -0.029859, -0.030511, 0.010041, 0.010872,

From 44cb2066889e5b62974c0b83f377d900e5f8daef Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Feb 2021 05:27:01 +0000
Subject: [PATCH 29/57] Bump joblib from 1.0.0 to 1.0.1

Bumps [joblib](https://github.com/joblib/joblib) from 1.0.0 to 1.0.1.
- [Release notes](https://github.com/joblib/joblib/releases)
- [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst)
- [Commits](https://github.com/joblib/joblib/compare/1.0.0...1.0.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 104fbf454..535283b55 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,5 +6,5 @@ scipy==1.6.0
 scikit-learn==0.24.1
 scikit-optimize==0.8.1
 filelock==3.0.12
-joblib==1.0.0
+joblib==1.0.1
 progressbar2==3.53.1

From d08572ea0d7613c15bd6fc8e54c457d6e9672771 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Feb 2021 05:27:05 +0000
Subject: [PATCH 30/57] Bump pandas from 1.2.1 to 1.2.2

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.1 to 1.2.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.1...v1.2.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 5d03a9c2d..cce21ccc7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.20.1
-pandas==1.2.1
+pandas==1.2.2
 
 ccxt==1.41.70
 # Pin cryptography for now due to rust build errors with piwheels

From dbef5425c591305f62b6fbfd319e4cae9e9322d8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Feb 2021 05:27:12 +0000
Subject: [PATCH 31/57] Bump prompt-toolkit from 3.0.14 to 3.0.16

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.14 to 3.0.16.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.14...3.0.16)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 5d03a9c2d..f9d224fcb 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -39,4 +39,4 @@ aiofiles==0.6.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.9.0
-prompt-toolkit==3.0.14
+prompt-toolkit==3.0.16

From 5f2513934898c8b99bba7b010027e5f02e1a3bbf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Feb 2021 08:18:04 +0000
Subject: [PATCH 32/57] Bump ccxt from 1.41.70 to 1.41.90

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.41.70 to 1.41.90.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.41.70...1.41.90)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d0586b820..b84df9b2a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.1
 pandas==1.2.2
 
-ccxt==1.41.70
+ccxt==1.41.90
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.3.2
 aiohttp==3.7.3

From bc188907b8760ff80906857939be8071258d9192 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Feb 2021 08:46:46 +0000
Subject: [PATCH 33/57] Bump cryptography from 3.3.2 to 3.4.5

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.3.2 to 3.4.5.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.3.2...3.4.5)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b84df9b2a..48c5fd475 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.2.2
 
 ccxt==1.41.90
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.3.2
+cryptography==3.4.5
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
 python-telegram-bot==13.2

From 3e06cd8b3a38231dc967ec7b3a7f6405995ad536 Mon Sep 17 00:00:00 2001
From: Florian Merz <florian.p.m@gmail.com>
Date: Tue, 16 Feb 2021 10:11:33 +0100
Subject: [PATCH 34/57] pass data and config to loss function

---
 freqtrade/optimize/hyperopt.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d0cdceaeb..83bdbad17 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -546,10 +546,11 @@ class Hyperopt:
 
         )
         return self._get_results_dict(backtesting_results, min_date, max_date,
-                                      params_dict, params_details)
+                                      params_dict, params_details,
+                                      processed=processed)
 
     def _get_results_dict(self, backtesting_results, min_date, max_date,
-                          params_dict, params_details):
+                          params_dict, params_details, processed: Dict):
         results_metrics = self._calculate_results_metrics(backtesting_results)
         results_explanation = self._format_results_explanation_string(results_metrics)
 
@@ -563,7 +564,8 @@ class Hyperopt:
         loss: float = MAX_LOSS
         if trade_count >= self.config['hyperopt_min_trades']:
             loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
-                                       min_date=min_date.datetime, max_date=max_date.datetime)
+                                       min_date=min_date.datetime, max_date=max_date.datetime,
+                                       config=self.config, processed=processed)
         return {
             'loss': loss,
             'params_dict': params_dict,

From 009a447d8a59f791b230537fa6e0d1f8a923245c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 16 Feb 2021 19:51:09 +0100
Subject: [PATCH 35/57] Adjust documentation for new parameter in loss
 functions

---
 docs/advanced-hyperopt.md                   | 7 +++++++
 freqtrade/optimize/hyperopt.py              | 2 +-
 freqtrade/templates/sample_hyperopt_loss.py | 2 ++
 3 files changed, 10 insertions(+), 1 deletion(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index bead18038..50d1946aa 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -40,6 +40,11 @@ For the sample below, you then need to add the command line parameter `--hyperop
 A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [userdata/hyperopts](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py).
 
 ``` python
+from datetime import datetime
+from typing import Dict
+
+from pandas import DataFrame
+
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 TARGET_TRADES = 600
@@ -54,6 +59,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
+                               processed: Dict[str, DataFrame],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
@@ -81,6 +87,7 @@ Currently, the arguments are:
 * `trade_count`: Amount of trades (identical to `len(results)`)
 * `min_date`: Start date of the timerange used
 * `min_date`: End date of the timerange used
+* `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 83bdbad17..eee0f13b3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -550,7 +550,7 @@ class Hyperopt:
                                       processed=processed)
 
     def _get_results_dict(self, backtesting_results, min_date, max_date,
-                          params_dict, params_details, processed: Dict):
+                          params_dict, params_details, processed: Dict[str, DataFrame]):
         results_metrics = self._calculate_results_metrics(backtesting_results)
         results_explanation = self._format_results_explanation_string(results_metrics)
 
diff --git a/freqtrade/templates/sample_hyperopt_loss.py b/freqtrade/templates/sample_hyperopt_loss.py
index a2b28f948..389c811f8 100644
--- a/freqtrade/templates/sample_hyperopt_loss.py
+++ b/freqtrade/templates/sample_hyperopt_loss.py
@@ -1,5 +1,6 @@
 from datetime import datetime
 from math import exp
+from typing import Dict
 
 from pandas import DataFrame
 
@@ -35,6 +36,7 @@ class SampleHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
+                               processed: Dict[str, DataFrame],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results

From 11b20d693256d3d6a75c983bf52060d06614b714 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Feb 2021 07:04:29 +0100
Subject: [PATCH 36/57] Add config to hyperopt_loss_function documentation

---
 docs/advanced-hyperopt.md                     | 3 ++-
 freqtrade/optimize/hyperopt_loss_interface.py | 5 ++++-
 freqtrade/templates/sample_hyperopt_loss.py   | 2 +-
 3 files changed, 7 insertions(+), 3 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 50d1946aa..d2237b3e8 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -59,7 +59,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
-                               processed: Dict[str, DataFrame],
+                               config: Dict, processed: Dict[str, DataFrame],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
@@ -87,6 +87,7 @@ Currently, the arguments are:
 * `trade_count`: Amount of trades (identical to `len(results)`)
 * `min_date`: Start date of the timerange used
 * `min_date`: End date of the timerange used
+* `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
 * `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index 48407a8a8..b5aa588b2 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -5,6 +5,7 @@ This module defines the interface for the loss-function for hyperopt
 
 from abc import ABC, abstractmethod
 from datetime import datetime
+from typing import Dict
 
 from pandas import DataFrame
 
@@ -19,7 +20,9 @@ class IHyperOptLoss(ABC):
     @staticmethod
     @abstractmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
-                               min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
+                               min_date: datetime, max_date: datetime,
+                               config: Dict, processed: Dict[str, DataFrame],
+                               *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
         """
diff --git a/freqtrade/templates/sample_hyperopt_loss.py b/freqtrade/templates/sample_hyperopt_loss.py
index 389c811f8..343349508 100644
--- a/freqtrade/templates/sample_hyperopt_loss.py
+++ b/freqtrade/templates/sample_hyperopt_loss.py
@@ -36,7 +36,7 @@ class SampleHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
-                               processed: Dict[str, DataFrame],
+                               config: Dict, processed: Dict[str, DataFrame],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results

From fedbb5c0c47d9a0b1098869f4d516e7a63378d10 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Feb 2021 20:46:58 +0100
Subject: [PATCH 37/57] Remove last flask occurance from setup.py

fixes #4390
---
 setup.py                        | 2 +-
 tests/rpc/test_rpc_apiserver.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/setup.py b/setup.py
index 030980c96..148803cd6 100644
--- a/setup.py
+++ b/setup.py
@@ -19,7 +19,7 @@ if readme_file.is_file():
     readme_long = (Path(__file__).parent / "README.md").read_text()
 
 # Requirements used for submodules
-api = ['flask', 'flask-jwt-extended', 'flask-cors']
+api = ['fastapi', 'uvicorn', 'pyjwt', 'aiofiles']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 263950d83..3cc0d0137 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -295,7 +295,7 @@ def test_api_run(default_conf, mocker, caplog):
                    "Please make sure that this is intentional!", caplog)
     assert log_has_re("SECURITY WARNING - `jwt_secret_key` seems to be default.*", caplog)
 
-    # Test crashing flask
+    # Test crashing API server
     caplog.clear()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
                  MagicMock(side_effect=Exception))

From 87dc1d39551c3b267db0cc524f8a00a0c58ab86f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Feb 2021 20:52:25 +0100
Subject: [PATCH 38/57] Explicitly push tag and tag_plot images

---
 build_helpers/publish_docker.sh | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index 9bc1aa0a6..d987bcc69 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -51,6 +51,8 @@ fi
 docker images
 
 docker push ${IMAGE_NAME}
+docker push ${IMAGE_NAME}:$TAG_PLOT
+docker push ${IMAGE_NAME}:$TAG
 if [ $? -ne 0 ]; then
     echo "failed pushing repo"
     return 1

From b5a9ce28944a3c01e2693ff03a27416fc22cd11c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 18 Feb 2021 09:26:35 +0100
Subject: [PATCH 39/57] Download data in the right format as well ...

closes #4393
---
 freqtrade/edge/edge_positioning.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 2bdef1c89..ff86e522e 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -104,6 +104,7 @@ class Edge:
                 exchange=self.exchange,
                 timeframe=self.strategy.timeframe,
                 timerange=self._timerange,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
             )
 
         data = load_data(

From 327c23618f80c195048995b359d93965f8ccd208 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 18 Feb 2021 09:30:35 +0100
Subject: [PATCH 40/57] Improve documentation for get_analyzed_dataframe

---
 docs/strategy-customization.md | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 7e998570f..4eb76a617 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -444,14 +444,19 @@ It can also be used in specific callbacks to get the signal that caused the acti
 ``` python
 # fetch current dataframe
 if self.dp:
-    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
-                                                             timeframe=self.timeframe)
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                                 timeframe=self.timeframe)
 ```
 
 !!! Note "No data available"
     Returns an empty dataframe if the requested pair was not cached.
     This should not happen when using whitelisted pairs.
 
+
+!!! Warning "Warning about backtesting"
+    This method will return an empty dataframe during backtesting.
+
 ### *orderbook(pair, maximum)*
 
 ``` python
@@ -462,8 +467,8 @@ if self.dp:
         dataframe['best_ask'] = ob['asks'][0][0]
 ```
 
-!!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used.
+!!! Warning "Warning about backtesting"
+    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return uptodate values.
 
 ### *ticker(pair)*
 

From 2b0d2070d0b1b7428ec12f433abe1d213e1a884d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 18 Feb 2021 12:49:14 +0100
Subject: [PATCH 41/57] Avoid crash with /delete

When a trade is deleted between querying the database and actually
handling the trade.

closes #4326
---
 freqtrade/freqtradebot.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 73707e4ec..d546dd6d2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -179,6 +179,7 @@ class FreqtradeBot(LoggingMixin):
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
         # while selling is in process, since telegram messages arrive in an different thread.
         with self._sell_lock:
+            trades = Trade.get_open_trades()
             # First process current opened trades (positions)
             self.exit_positions(trades)
 

From c9688f1c8912f16c1a737baad8479f7c3aa3743e Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Thu, 18 Feb 2021 17:30:29 +0100
Subject: [PATCH 42/57] fix(doc/plotting): misplaced comma in example code

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

diff --git a/docs/plotting.md b/docs/plotting.md
index 19ddb4f57..d7ed5ab1f 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -188,7 +188,7 @@ Sample configuration with inline comments explaining the process:
 	    'senkou_a': {
 	        'color': 'green', #optional
 	        'fill_to': 'senkou_b',
-	        'fill_label': 'Ichimoku Cloud' #optional,
+	        'fill_label': 'Ichimoku Cloud', #optional
 	        'fill_color': 'rgba(255,76,46,0.2)', #optional
 	    },
 	    # plot senkou_b, too. Not only the area to it.

From 245e39e523d8239ffbdf881e49290967592cf6e6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Feb 2021 19:17:10 +0100
Subject: [PATCH 43/57] dry-run should be a bool, not a string

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

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 4faefb5fc..050540cc6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -113,7 +113,7 @@ class Daily(BaseModel):
 
 
 class ShowConfig(BaseModel):
-    dry_run: str
+    dry_run: bool
     stake_currency: str
     stake_amount: Union[float, str]
     max_open_trades: int

From 3629892fc35fec3b6daaa2938371d4c1614cbe32 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Feb 2021 19:37:38 +0100
Subject: [PATCH 44/57] Stoploss-guard should use the trade_limit or more

fix #4404
---
 docs/includes/protections.md                    |  4 +++-
 freqtrade/plugins/protections/stoploss_guard.py | 12 ++++++------
 tests/plugins/test_protections.py               |  4 ++--
 3 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index de34383ac..6bc57153e 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -40,7 +40,9 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 
 #### Stoploss Guard
 
-`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`).
+If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+
 This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
 
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 92fae54cb..5a9b9ddd0 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -58,13 +58,13 @@ class StoplossGuard(IProtection):
                     SellType.STOPLOSS_ON_EXCHANGE.value)
                       and trade.close_profit < 0)]
 
-        if len(trades) > self._trade_limit:
-            self.log_once(f"Trading stopped due to {self._trade_limit} "
-                          f"stoplosses within {self._lookback_period} minutes.", logger.info)
-            until = self.calculate_lock_end(trades, self._stop_duration)
-            return True, until, self._reason()
+        if len(trades) < self._trade_limit:
+            return False, None, None
 
-        return False, None, None
+        self.log_once(f"Trading stopped due to {self._trade_limit} "
+                      f"stoplosses within {self._lookback_period} minutes.", logger.info)
+        until = self.calculate_lock_end(trades, self._stop_duration)
+        return True, until, self._reason()
 
     def global_stop(self, date_now: datetime) -> ProtectionReturn:
         """
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index e36900a96..2e42c1be4 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -83,7 +83,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
         "method": "StoplossGuard",
         "lookback_period": 60,
         "stop_duration": 40,
-        "trade_limit": 2
+        "trade_limit": 3
     }]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     message = r"Trading stopped due to .*"
@@ -136,7 +136,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     default_conf['protections'] = [{
         "method": "StoplossGuard",
         "lookback_period": 60,
-        "trade_limit": 1,
+        "trade_limit": 2,
         "stop_duration": 60,
         "only_per_pair": only_per_pair
     }]

From 188d7aaf8c8da10e67ecaf0b8a61d907339a6597 Mon Sep 17 00:00:00 2001
From: Alberto del Barrio <adelbarrio@mozilla.com>
Date: Sun, 21 Feb 2021 18:50:11 +0100
Subject: [PATCH 45/57] Fix example in storing-information docs

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

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 4eb76a617..fdc95a3c1 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -315,11 +315,11 @@ class AwesomeStrategy(IStrategy):
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # Check if the entry already exists
-        if not metadata["pair"] in self._cust_info:
+        if not metadata["pair"] in self.cust_info:
             # Create empty entry for this pair
-            self._cust_info[metadata["pair"]] = {}
+            self.cust_info[metadata["pair"]] = {}
 
-        if "crosstime" in self.cust_info[metadata["pair"]:
+        if "crosstime" in self.cust_info[metadata["pair"]]:
             self.cust_info[metadata["pair"]]["crosstime"] += 1
         else:
             self.cust_info[metadata["pair"]]["crosstime"] = 1

From ab74c6e77154a588c76e6628a6f39318c19c0b15 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:27:41 +0000
Subject: [PATCH 46/57] Bump tabulate from 0.8.7 to 0.8.8

Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.7 to 0.8.8.
- [Release notes](https://github.com/astanin/python-tabulate/releases)
- [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG)
- [Commits](https://github.com/astanin/python-tabulate/compare/v0.8.7...v0.8.8)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 48c5fd475..1033c42d3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -14,7 +14,7 @@ urllib3==1.26.3
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19
-tabulate==0.8.7
+tabulate==0.8.8
 pycoingecko==1.4.0
 jinja2==2.11.3
 tables==3.6.1

From 8c398acc098b8bd9f15666e18ad9b9cd6811071f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:27:42 +0000
Subject: [PATCH 47/57] Bump python-telegram-bot from 13.2 to 13.3

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.2 to 13.3.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.2...v13.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 48c5fd475..8387be19c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.41.90
 cryptography==3.4.5
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
-python-telegram-bot==13.2
+python-telegram-bot==13.3
 arrow==0.17.0
 cachetools==4.2.1
 requests==2.25.1

From 932aabd0121bd95f6ac28e7a016faf0ca324f498 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:27:51 +0000
Subject: [PATCH 48/57] Bump uvicorn from 0.13.3 to 0.13.4

Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.13.3 to 0.13.4.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](https://github.com/encode/uvicorn/compare/0.13.3...0.13.4)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 48c5fd475..de39a219e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.63.0
-uvicorn==0.13.3
+uvicorn==0.13.4
 pyjwt==2.0.1
 aiofiles==0.6.0
 

From dea04c64521fd3f36f58ae6b603485714b1b62d3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:27:54 +0000
Subject: [PATCH 49/57] Bump scipy from 1.6.0 to 1.6.1

Bumps [scipy](https://github.com/scipy/scipy) from 1.6.0 to 1.6.1.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.6.0...v1.6.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 535283b55..8e87a434c 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.0
+scipy==1.6.1
 scikit-learn==0.24.1
 scikit-optimize==0.8.1
 filelock==3.0.12

From 85f12f8c284b2230606a11c7aa9f23e8eefc85bb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:27:57 +0000
Subject: [PATCH 50/57] Bump cryptography from 3.4.5 to 3.4.6

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.5 to 3.4.6.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.5...3.4.6)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 48c5fd475..a7b5eaf7b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.2.2
 
 ccxt==1.41.90
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.5
+cryptography==3.4.6
 aiohttp==3.7.3
 SQLAlchemy==1.3.23
 python-telegram-bot==13.2

From d8c7e5ce8d8c3e777e0d816b8894d5cb1067ffef Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 05:56:25 +0000
Subject: [PATCH 51/57] Bump python from 3.9.1-slim-buster to 3.9.2-slim-buster

Bumps python from 3.9.1-slim-buster to 3.9.2-slim-buster.

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile       | 2 +-
 Dockerfile.armhf | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index 8d4f0ebe6..4b399174b 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.1-slim-buster as base
+FROM python:3.9.2-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index f938ec457..f46212332 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.9-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.9.2-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 8a62bfa0e5fc49cd3c9b1b49436c03d9ffbc0abe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Feb 2021 08:20:45 +0100
Subject: [PATCH 52/57] armhf image should not be updated to python3.9

---
 Dockerfile.armhf | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index f46212332..f938ec457 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.9.2-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.7.9-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 5e4730b73b2f0b7a2ba51a7ab79bea962e973ec4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Feb 2021 11:44:39 +0100
Subject: [PATCH 53/57] Add test confirming  #4405

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

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 3cc0d0137..c4fcf61ea 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -14,6 +14,7 @@ from fastapi.testclient import TestClient
 from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
+from freqtrade.exceptions import ExchangeError
 from freqtrade.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
@@ -789,6 +790,15 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'exchange': 'bittrex',
     }]
 
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
+                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
+
+    rc = client_get(client, f"{BASE_URI}/status")
+    assert_response(rc)
+    resp_values = rc.json()
+    assert len(resp_values) == 1
+    assert resp_values[0]['profit_abs'] is None
+
 
 def test_api_version(botclient):
     ftbot, client = botclient

From 228e51b60b6a049e7ff2f447c5dd6630c3531fec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Feb 2021 12:11:27 +0100
Subject: [PATCH 54/57] Fix #4405

---
 freqtrade/rpc/api_server/webserver.py | 13 +++++++++++++
 tests/rpc/test_rpc_apiserver.py       |  3 ++-
 2 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f3eaa1ebc..8a5c958e9 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -2,6 +2,7 @@ import logging
 from ipaddress import IPv4Address
 from typing import Any, Dict
 
+import rapidjson
 import uvicorn
 from fastapi import Depends, FastAPI
 from fastapi.middleware.cors import CORSMiddleware
@@ -14,6 +15,17 @@ from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
 logger = logging.getLogger(__name__)
 
 
+class FTJSONResponse(JSONResponse):
+    media_type = "application/json"
+
+    def render(self, content: Any) -> bytes:
+        """
+        Use rapidjson for responses
+        Handles NaN and Inf / -Inf in a javascript way by default.
+        """
+        return rapidjson.dumps(content).encode("utf-8")
+
+
 class ApiServer(RPCHandler):
 
     _rpc: RPC
@@ -32,6 +44,7 @@ class ApiServer(RPCHandler):
         self.app = FastAPI(title="Freqtrade API",
                            docs_url='/docs' if api_config.get('enable_openapi', False) else None,
                            redoc_url=None,
+                           default_response_class=FTJSONResponse,
                            )
         self.configure_app(self.app, self._config)
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c4fcf61ea..d7d69d0ae 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -11,6 +11,7 @@ import uvicorn
 from fastapi import FastAPI
 from fastapi.exceptions import HTTPException
 from fastapi.testclient import TestClient
+from numpy import isnan
 from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
@@ -797,7 +798,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert_response(rc)
     resp_values = rc.json()
     assert len(resp_values) == 1
-    assert resp_values[0]['profit_abs'] is None
+    assert isnan(resp_values[0]['profit_abs'])
 
 
 def test_api_version(botclient):

From c71ecd3680bdd35c5cb785f43e6f3f10ba823c66 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Feb 2021 20:04:36 +0100
Subject: [PATCH 55/57] Fix wrong pair-content in strategy-analysis notebook
 and documentation

closes #4399
---
 docs/strategy_analysis_example.md                   | 6 ++++--
 freqtrade/templates/strategy_analysis_example.ipynb | 6 ++++--
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 90e39fd76..5c479aa0b 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -24,7 +24,7 @@ config["strategy"] = "SampleStrategy"
 # Location of the data
 data_location = Path(config['user_data_dir'], 'data', 'binance')
 # Pair to analyze - Only use one pair here
-pair = "BTC_USDT"
+pair = "BTC/USDT"
 ```
 
 
@@ -34,7 +34,9 @@ from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
                             timeframe=config["timeframe"],
-                            pair=pair)
+                            pair=pair,
+                            data_format = "hdf5",
+                            )
 
 # Confirm success
 print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index c6e64c74e..491afbdd7 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -40,7 +40,7 @@
     "# Location of the data\n",
     "data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
     "# Pair to analyze - Only use one pair here\n",
-    "pair = \"BTC_USDT\""
+    "pair = \"BTC/USDT\""
    ]
   },
   {
@@ -54,7 +54,9 @@
     "\n",
     "candles = load_pair_history(datadir=data_location,\n",
     "                            timeframe=config[\"timeframe\"],\n",
-    "                            pair=pair)\n",
+    "                            pair=pair,\n",
+    "                            data_format = \"hdf5\",\n",
+    "                            )\n",
     "\n",
     "# Confirm success\n",
     "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n",

From a0fa1e84fc95fca3c76576a1ae01a65d2f6da58e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 19:06:36 +0000
Subject: [PATCH 56/57] Bump ccxt from 1.41.90 to 1.42.19

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.41.90 to 1.42.19.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.41.90...1.42.19)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 2144fb59c..8a28865c5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.1
 pandas==1.2.2
 
-ccxt==1.41.90
+ccxt==1.42.19
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.6
 aiohttp==3.7.3

From 3612c786b5929388a8fac8b5da79b5476717be5d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Feb 2021 19:06:39 +0000
Subject: [PATCH 57/57] Bump tabulate from 0.8.8 to 0.8.9

Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.8 to 0.8.9.
- [Release notes](https://github.com/astanin/python-tabulate/releases)
- [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG)
- [Commits](https://github.com/astanin/python-tabulate/compare/v0.8.8...v0.8.9)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 2144fb59c..39774e563 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -14,7 +14,7 @@ urllib3==1.26.3
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19
-tabulate==0.8.8
+tabulate==0.8.9
 pycoingecko==1.4.0
 jinja2==2.11.3
 tables==3.6.1