Improve documentation for config imports

docs/configuration.md

@@ -80,6 +80,36 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
 
     This is equivalent to the example above - but `config-private.json` is specified as cli argument.
 
+??? Note "config collision handling"
+    If the same configuration setting takes place in both `config.json` and `config-import.json`, then the parent configuration wins.
+    In the below case, `max_open_trades` would be 3 after the merging - as the reusable "import" configuration has this key overwritten.
+
+    ``` json title="user_data/config.json"
+    {
+        "max_open_trades": 3,
+        "stake_currency": "USDT",
+        "add_config_files": [
+            "config-import.json"
+        ]
+    }
+    ```
+
+    ``` json title="user_data/config-import.json"
+    {
+        "max_open_trades": 10,
+        "stake_amount": "unlimited",
+    }
+    ```
+    
+    Resulting combined configuration:
+
+    ``` json title="Result"
+    {
+        "max_open_trades": 10,
+        "stake_currency": "USDT",
+        "stake_amount": "unlimited"
+    }
+    ```
 
 ## Configuration parameters
 

freqtrade/configuration/load_config.py

@@ -103,7 +103,7 @@ def load_from_files(files: List[str], base_path: Path = None, level: int = 0) ->
             config_sub = load_from_files(
                 config_tmp['add_config_files'], file.resolve().parent, level + 1)
             files_loaded.extend(config_sub.get('config_files', []))
-            deep_merge_dicts(config_sub, config_tmp)
+            config_tmp = deep_merge_dicts(config_tmp, config_sub)
 
         files_loaded.insert(0, str(file))
 

tests/test_configuration.py

@@ -219,8 +219,9 @@ def test_from_recursive_files(testdatadir) -> None:
     assert conf['entry_pricing']
     assert conf['entry_pricing']['price_side'] == "same"
     assert conf['exit_pricing']
-    # The other key comes from pricing2, which is imported by pricing.json
-    assert conf['exit_pricing']['price_side'] == "other"
+    # The other key comes from pricing2, which is imported by pricing.json.
+    # pricing.json is a level higher, therefore wins.
+    assert conf['exit_pricing']['price_side'] == "same"
 
     assert len(conf['config_files']) == 4
     assert 'testconfig.json' in conf['config_files'][0]