merge develop

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.10.6-slim-bullseye as base
+FROM python:3.10.7-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docs/backtesting.md

@@ -107,7 +107,7 @@ Strategy arguments:
 
 ## Test your strategy with Backtesting
 
-Now you have good Buy and Sell strategies and some historic data, you want to test it against
+Now you have good Entry and exit strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
 Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
@@ -215,7 +215,7 @@ Sometimes your account has certain fee rebates (fee reductions starting with a c
 To account for this in backtesting, you can use the `--fee` command line option to supply this value to backtesting.
 This fee must be a ratio, and will be applied twice (once for trade entry, and once for trade exit).
 
-For example, if the buying and selling commission fee is 0.1% (i.e., 0.001 written as ratio), then you would run backtesting as the following:
+For example, if the commission fee per order is 0.1% (i.e., 0.001 written as ratio), then you would run backtesting as the following:
 
 ```bash
 freqtrade backtesting --fee 0.001
@@ -252,9 +252,9 @@ The most important in the backtesting is to understand the result.
 A backtesting result will look like that:
 
 ```
-========================================================= BACKTESTING REPORT ==========================================================
+========================================================= BACKTESTING REPORT =========================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+| Pair     | Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+|:---------|--------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
 | ADA/BTC  |      35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
 | ARK/BTC  |      11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
 | BTS/BTC  |      32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
@@ -275,15 +275,15 @@ A backtesting result will look like that:
 | ZEC/BTC  |      22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
 | TOTAL    |     429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ========================================================= EXIT REASON STATS ==========================================================
-| Exit Reason        |   Sells |  Wins |  Draws |  Losses |
+| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
 |:-------------------|--------:|------:|-------:|--------:|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
 | stop_loss          |     166 |     0 |      0 |     166 |
 | exit_signal        |      56 |    36 |      0 |      20 |
 | force_exit         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+| Pair     |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
 | ADA/BTC  |        1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
 | LTC/BTC  |        1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
 | TOTAL    |        2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
@@ -356,7 +356,7 @@ The column `Avg Profit %` shows the average profit for all trades made while the
 The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
 In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
 
-Your strategy performance is influenced by your buy strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
+Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
 
 For example, if your `minimal_roi` is only `"0":  0.01` you cannot expect the bot to make more profit than 1% (because it will exit every time a trade reaches 1%).
 
@@ -515,7 +515,7 @@ You can then load the trades to perform further analysis as shown in the [data a
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Exchange [trading limits](#trading-limits-in-backtesting) are respected
-- Buys happen at open-price
+- Entries happen at open-price
 - All orders are filled at the requested price (no slippage, no unfilled orders)
 - Exit-signal exits happen at open-price of the consecutive candle
 - Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
@@ -612,9 +612,9 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
 
 ```
-=========================================================== STRATEGY SUMMARY =========================================================================
+=========================================================== STRATEGY SUMMARY ===========================================================================
-| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+| Strategy    |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
-|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+|:------------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
 | Strategy1   |      429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
 | Strategy2   |     1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```

docs/faq.md

@@ -4,7 +4,7 @@
 
 Freqtrade supports spot trading only.
 
-### Can I open short positions?
+### Can my bot open short positions?
 
 Freqtrade can open short positions in futures markets.
 This requires the strategy to be made for this - and `"trading_mode": "futures"` in the configuration.
@@ -12,9 +12,9 @@ Please make sure to read the [relevant documentation page](leverage.md) first.
 
 In spot markets, you can in some cases use leveraged spot tokens, which reflect an inverted pair (eg. BTCUP/USD, BTCDOWN/USD, ETHBULL/USD, ETHBEAR/USD,...) which can be traded with Freqtrade.
 
-### Can I trade options or futures?
+### Can my bot trade options or futures?
 
-Futures trading is supported for selected exchanges.
+Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
 
 ## Beginner Tips & Tricks
 
@@ -22,6 +22,13 @@ Futures trading is supported for selected exchanges.
 
 ## Freqtrade common issues
 
+### Can freqtrade open multiple positions on the same pair in parallel?
+
+No. Freqtrade will only open one position per pair at a time.
+You can however use the [`adjust_trade_position()` callback](strategy-callbacks.md#adjust-trade-position) to adjust an open position.
+
+Backtesting provides an option for this in `--eps` - however this is only there to highlight "hidden" signals, and will not work in live.
+
 ### The bot does not start
 
 Running the bot with `freqtrade trade --config config.json` shows the output `freqtrade: command not found`.
@@ -30,7 +37,7 @@ This could be caused by the following reasons:
 
 * The virtual environment is not active.
   * Run `source .env/bin/activate` to activate the virtual environment.
-* The installation did not work correctly.
+* The installation did not complete successfully.
   * Please check the [Installation documentation](installation.md).
 
 ### I have waited 5 minutes, why hasn't the bot made any trades yet?

docs/telegram-usage.md

@@ -90,7 +90,8 @@ Example configuration showing the different settings:
             "trailing_stop_loss": "on",
             "stop_loss": "on",
             "stoploss_on_exchange": "on",
-            "custom_exit": "silent"
+            "custom_exit": "silent",
+            "partial_exit": "on"
         },
         "entry_cancel": "silent",
         "exit_cancel": "on",

freqtrade/commands/db_commands.py

@@ -4,7 +4,7 @@ from typing import Any, Dict
 from sqlalchemy import func
 
 from freqtrade.configuration.config_setup import setup_utils_configuration
-from freqtrade.enums.runmode import RunMode
+from freqtrade.enums import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/data/history/history_utils.py

@@ -228,9 +228,9 @@ def _download_pair_history(pair: str, *,
                     )
 
         logger.debug("Current Start: %s",
-                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+                     f"{data.iloc[0]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
         logger.debug("Current End: %s",
-                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+                     f"{data.iloc[-1]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
 
         # Default since_ms to 30 days if nothing is given
         new_data = exchange.get_historic_ohlcv(pair=pair,
@@ -254,9 +254,9 @@ def _download_pair_history(pair: str, *,
                                          fill_missing=False, drop_incomplete=False)
 
         logger.debug("New  Start: %s",
-                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+                     f"{data.iloc[0]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
         logger.debug("New End: %s",
-                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
+                     f"{data.iloc[-1]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
 
         data_handler.ohlcv_store(pair, timeframe, data=data, candle_type=candle_type)
         return True

freqtrade/exchange/exchange.py

@@ -2509,8 +2509,13 @@ class Exchange:
             cache=False,
             drop_incomplete=False,
         )
+        try:
+            # we can't assume we always get histories - for example during exchange downtimes
             funding_rates = candle_histories[funding_comb]
             mark_rates = candle_histories[mark_comb]
+        except KeyError:
+            raise ExchangeError("Could not find funding rates.") from None
+
         funding_mark_rates = self.combine_funding_and_mark(
             funding_rates=funding_rates, mark_rates=mark_rates)
 
@@ -2590,6 +2595,8 @@ class Exchange:
         :param is_short: trade direction
         :param amount: Trade amount
         :param open_date: Open date of the trade
+        :return: funding fee since open_date
+        :raies: ExchangeError if something goes wrong.
         """
         if self.trading_mode == TradingMode.FUTURES:
             if self._config['dry_run']:

freqtrade/exchange/okx.py

@@ -4,8 +4,7 @@ from typing import Dict, List, Optional, Tuple
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange, date_minus_candles
 from freqtrade.exchange.common import retrier

freqtrade/freqai/freqai_interface.py

@@ -14,6 +14,7 @@ from numpy.typing import NDArray
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
@@ -232,10 +233,10 @@ class IFreqaiModel(ABC):
             trained_timestamp = tr_train
             tr_train_startts_str = datetime.fromtimestamp(
                                                 tr_train.startts,
-                                                tz=timezone.utc).strftime("%Y-%m-%d %H:%M:%S")
+                                                tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
             tr_train_stopts_str = datetime.fromtimestamp(
                                                 tr_train.stopts,
-                                                tz=timezone.utc).strftime("%Y-%m-%d %H:%M:%S")
+                                                tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
             logger.info(
                 f"Training {metadata['pair']}, {self.pair_it}/{self.total_pairs} pairs"
                 f" from {tr_train_startts_str} to {tr_train_stopts_str}, {train_it}/{total_trains} "
@@ -427,6 +428,11 @@ class IFreqaiModel(ABC):
 
         ft_params = self.freqai_info["feature_parameters"]
 
+        if ft_params.get('inlier_metric_window', 0):
+            dk.compute_inlier_metric(set_='train')
+            if self.freqai_info["data_split_parameters"]["test_size"] > 0:
+                dk.compute_inlier_metric(set_='test')
+
         if ft_params.get(
             "principal_component_analysis", False
         ):
@@ -446,11 +452,6 @@ class IFreqaiModel(ABC):
             dk.use_DBSCAN_to_remove_outliers(predict=False, eps=eps)
             self.dd.old_DBSCAN_eps[dk.pair] = dk.data['DBSCAN_eps']
 
-        if ft_params.get('inlier_metric_window', 0):
-            dk.compute_inlier_metric(set_='train')
-            if self.freqai_info["data_split_parameters"]["test_size"] > 0:
-                dk.compute_inlier_metric(set_='test')
-
         if self.freqai_info["feature_parameters"].get('noise_standard_deviation', 0):
             dk.add_noise_to_training_features()
 
@@ -467,7 +468,7 @@ class IFreqaiModel(ABC):
         if ft_params.get(
             "principal_component_analysis", False
         ):
-            dk.pca_transform(dataframe)
+            dk.pca_transform(self.dk.data_dictionary['prediction_features'])
 
         if ft_params.get("use_SVM_to_remove_outliers", False):
             dk.use_SVM_to_remove_outliers(predict=True)

freqtrade/freqtradebot.py

@@ -281,6 +281,7 @@ class FreqtradeBot(LoggingMixin):
     def update_funding_fees(self):
         if self.trading_mode == TradingMode.FUTURES:
             trades = Trade.get_open_trades()
+            try:
                 for trade in trades:
                     funding_fees = self.exchange.get_funding_fees(
                         pair=trade.pair,
@@ -289,8 +290,8 @@ class FreqtradeBot(LoggingMixin):
                         open_date=trade.date_last_filled_utc
                     )
                     trade.funding_fees = funding_fees
-        else:
+            except ExchangeError:
-            return 0.0
+                logger.warning("Could not update funding fees for open trades.")
 
     def startup_backpopulate_precision(self):
 
@@ -671,14 +672,12 @@ class FreqtradeBot(LoggingMixin):
         if not stake_amount:
             return False
 
-        if pos_adjust:
+        msg = (f"Position adjust: about to create a new order for {pair} with stake: "
-            logger.info(f"Position adjust: about to create a new order for {pair} with stake: "
+               f"{stake_amount} for {trade}" if pos_adjust
-                        f"{stake_amount} for {trade}")
+               else
-        else:
-            logger.info(
                f"{name} signal found: about create a new trade for {pair} with stake_amount: "
                f"{stake_amount} ...")
-
+        logger.info(msg)
         amount = (stake_amount / enter_limit_requested) * leverage
         order_type = ordertype or self.strategy.order_types['entry']
 
@@ -741,8 +740,13 @@ class FreqtradeBot(LoggingMixin):
 
         # This is a new trade
         if trade is None:
+            funding_fees = 0.0
+            try:
                 funding_fees = self.exchange.get_funding_fees(
                     pair=pair, amount=amount, is_short=is_short, open_date=open_date)
+            except ExchangeError:
+                logger.warning("Could not find funding fee.")
+
             trade = Trade(
                 pair=pair,
                 base_currency=base_currency,
@@ -1493,12 +1497,16 @@ class FreqtradeBot(LoggingMixin):
         :param exit_check: CheckTuple with signal and reason
         :return: True if it succeeds False
         """
+        try:
             trade.funding_fees = self.exchange.get_funding_fees(
                 pair=trade.pair,
                 amount=trade.amount,
                 is_short=trade.is_short,
                 open_date=trade.date_last_filled_utc,
             )
+        except ExchangeError:
+            logger.warning("Could not update funding fee.")
+
         exit_type = 'exit'
         exit_reason = exit_tag or exit_check.exit_reason
         if exit_check.exit_type in (

freqtrade/optimize/optimize_reports.py

@@ -75,7 +75,8 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
             '.2f', 'd', 's', 's']
 
 
-def _get_line_header(first_column: str, stake_currency: str, direction: str = 'Buys') -> List[str]:
+def _get_line_header(first_column: str, stake_currency: str,
+                     direction: str = 'Entries') -> List[str]:
     """
     Generate header lines (goes in line with _generate_result_line())
     """
@@ -642,7 +643,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
     if (tag_type == "enter_tag"):
         headers = _get_line_header("TAG", stake_currency)
     else:
-        headers = _get_line_header("TAG", stake_currency, 'Sells')
+        headers = _get_line_header("TAG", stake_currency, 'Exits')
     floatfmt = _get_line_floatfmt(stake_currency)
     output = [
         [

freqtrade/rpc/discord.py

@@ -1,7 +1,7 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade.enums.rpcmessagetype import RPCMessageType
+from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC
 from freqtrade.rpc.webhook import Webhook
 

freqtrade/strategy/interface.py

@@ -12,9 +12,8 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
-                             SignalType, TradingMode)
+                             SignalTagType, SignalType, TradingMode)
-from freqtrade.enums.runmode import RunMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.persistence import Order, PairLocks, Trade

freqtrade/strategy/parameters.py

@@ -7,7 +7,7 @@ from abc import ABC, abstractmethod
 from contextlib import suppress
 from typing import Any, Optional, Sequence, Union
 
-from freqtrade.enums.hyperoptstate import HyperoptState
+from freqtrade.enums import HyperoptState
 from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer
 
 

freqtrade/strategy/strategy_helper.py

@@ -1,3 +1,5 @@
+from typing import Optional
+
 import pandas as pd
 
 from freqtrade.exchange import timeframe_to_minutes
@@ -6,7 +8,8 @@ from freqtrade.exchange import timeframe_to_minutes
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
                            timeframe: str, timeframe_inf: str, ffill: bool = True,
                            append_timeframe: bool = True,
-                           date_column: str = 'date') -> pd.DataFrame:
+                           date_column: str = 'date',
+                           suffix: Optional[str] = None) -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -28,6 +31,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     :param ffill: Forwardfill missing values - optional but usually required
     :param append_timeframe: Rename columns by appending timeframe.
     :param date_column: A custom date column name.
+    :param suffix: A string suffix to add at the end of the informative columns. If specified,
+                   append_timeframe must be false.
     :return: Merged dataframe
     :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
     """
@@ -50,10 +55,16 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
 
     # Rename columns to be unique
     date_merge = 'date_merge'
-    if append_timeframe:
+    if suffix and append_timeframe:
+        raise ValueError("You can not specify `append_timeframe` as True and a `suffix`.")
+    elif append_timeframe:
         date_merge = f'date_merge_{timeframe_inf}'
         informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
+    elif suffix:
+        date_merge = f'date_merge_{suffix}'
+        informative.columns = [f"{col}_{suffix}" for col in informative.columns]
+
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
     if ffill:

tests/data/test_history.py

@@ -13,7 +13,7 @@ from pandas import DataFrame
 from pandas.testing import assert_frame_equal
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import AVAILABLE_DATAHANDLERS
+from freqtrade.constants import AVAILABLE_DATAHANDLERS, DATETIME_PRINT_FORMAT
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.data.history.hdf5datahandler import HDF5DataHandler
 from freqtrade.data.history.history_utils import (_download_pair_history, _download_trades_history,
@@ -386,7 +386,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     assert td != len(data['UNITTEST/BTC'])
     start_real = data['UNITTEST/BTC'].iloc[0, 0]
     assert log_has(f'UNITTEST/BTC, spot, 5m, '
-                   f'data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   f'data starts at {start_real.strftime(DATETIME_PRINT_FORMAT)}',
                    caplog)
     # Make sure we start fresh - test missing data at end
     caplog.clear()
@@ -401,7 +401,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     # Shift endtime with +5 - as last candle is dropped (partial candle)
     end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
     assert log_has(f'UNITTEST/BTC, spot, 5m, '
-                   f'data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
                    caplog)
 
 

tests/exchange/test_exchange.py

@@ -11,8 +11,9 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
-                                  OperationalException, PricingError, TemporaryError)
+                                  InvalidOrderException, OperationalException, PricingError,
+                                  TemporaryError)
 from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, amount_to_precision,
                                 date_minus_candles, market_is_active, price_to_precision,
                                 timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
@@ -4179,17 +4180,24 @@ def test__fetch_and_calculate_funding_fees(
     type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
     type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
+    ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
     mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(
         return_value=['1h', '4h', '8h']))
-    funding_fees = exchange._fetch_and_calculate_funding_fees(
+    funding_fees = ex._fetch_and_calculate_funding_fees(
         pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
     assert pytest.approx(funding_fees) == expected_fees
     # Fees for Longs are inverted
-    funding_fees = exchange._fetch_and_calculate_funding_fees(
+    funding_fees = ex._fetch_and_calculate_funding_fees(
         pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
     assert pytest.approx(funding_fees) == -expected_fees
 
+    # Return empty "refresh_latest"
+    mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", return_value={})
+    ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
+    with pytest.raises(ExchangeError, match="Could not find funding rates."):
+        ex._fetch_and_calculate_funding_fees(
+            pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
+
 
 @pytest.mark.parametrize('exchange,expected_fees', [
     ('binance', -0.0009140999999999999),

tests/exchange/test_okx.py

@@ -4,8 +4,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.enums.candletype import CandleType
 from freqtrade.exchange.exchange import timeframe_to_minutes
 from tests.conftest import get_mock_coro, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers

tests/optimize/test_optimize_reports.py

@@ -40,14 +40,14 @@ def test_text_table_bt_results():
     )
 
     result_str = (
-        '|    Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |'
+        '|    Pair |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   '
-        '   Avg Duration |   Win  Draw  Loss  Win% |\n'
+        'Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |\n'
-        '|---------+--------+----------------+----------------+------------------+----------------+'
+        '|---------+-----------+----------------+----------------+------------------+'
-        '----------------+-------------------------|\n'
+        '----------------+----------------+-------------------------|\n'
-        '| ETH/BTC |      3 |           8.33 |          25.00 |       0.50000000 |          12.50 |'
+        '| ETH/BTC |         3 |           8.33 |          25.00 |       0.50000000 |          '
-        '        0:20:00 |     2     0     1  66.7 |\n'
+        '12.50 |        0:20:00 |     2     0     1  66.7 |\n'
-        '|   TOTAL |      3 |           8.33 |          25.00 |       0.50000000 |          12.50 |'
+        '|   TOTAL |         3 |           8.33 |          25.00 |       0.50000000 |          '
-        '        0:20:00 |     2     0     1  66.7 |'
+        '12.50 |        0:20:00 |     2     0     1  66.7 |'
     )
 
     pair_results = generate_pair_metrics(['ETH/BTC'], stake_currency='BTC',
@@ -402,9 +402,9 @@ def test_text_table_strategy(testdatadir):
     bt_res_data_comparison = bt_res_data.pop('strategy_comparison')
 
     result_str = (
-        '|       Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
+        '|       Strategy |   Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
         '   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |              Drawdown |\n'
-        '|----------------+--------+----------------+----------------+------------------+'
+        '|----------------+-----------+----------------+----------------+------------------+'
         '----------------+----------------+-------------------------+-----------------------|\n'
         '| StrategyTestV2 |       179 |           0.08 |          14.39 |       0.02608550 |'
         '         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |\n'

tests/strategy/test_interface.py

@@ -11,8 +11,7 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
-from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection
+from freqtrade.enums import ExitCheckTuple, ExitType, HyperoptState, SignalDirection
-from freqtrade.enums.hyperoptstate import HyperoptState
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer
 from freqtrade.optimize.space import SKDecimal

tests/strategy/test_strategy_helpers.py

@@ -117,6 +117,29 @@ def test_merge_informative_pair_lower():
         merge_informative_pair(data, informative, '1h', '15m', ffill=True)
 
 
+def test_merge_informative_pair_suffix():
+    data = generate_test_data('15m', 20)
+    informative = generate_test_data('1h', 20)
+
+    result = merge_informative_pair(data, informative, '15m', '1h',
+                                    append_timeframe=False, suffix="suf")
+
+    assert 'date' in result.columns
+    assert result['date'].equals(data['date'])
+    assert 'date_suf' in result.columns
+
+    assert 'open_suf' in result.columns
+    assert 'open_1h' not in result.columns
+
+
+def test_merge_informative_pair_suffix_append_timeframe():
+    data = generate_test_data('15m', 20)
+    informative = generate_test_data('1h', 20)
+
+    with pytest.raises(ValueError, match=r"You can not specify `append_timeframe` .*"):
+        merge_informative_pair(data, informative, '15m', '1h', suffix="suf")
+
+
 def test_stoploss_from_open():
     open_price_ranges = [
         [0.01, 1.00, 30],

tests/test_freqtradebot.py

@@ -506,7 +506,7 @@ def test_create_trades_multiple_trades(
 
 
 def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
-                               limit_buy_order_usdt_open) -> None:
+                               limit_buy_order_usdt_open, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = 4
@@ -515,6 +515,7 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
         fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
+        get_funding_fees=MagicMock(side_effect=ExchangeError()),
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
@@ -522,6 +523,7 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
     # Create 2 existing trades
     freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount'])
     freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount'])
+    assert log_has("Could not find funding fee.", caplog)
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
@@ -3666,7 +3668,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
         (True, 29.70297029, 2.2, 2.3, -8.63762376, -0.1443212, 'loss'),
     ])
 def test_execute_trade_exit_market_order(
-    default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount,
+    default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount, caplog,
     limit, profit_amount, profit_ratio, profit_or_loss, ticker_usdt_sell_up, mocker
 ) -> None:
     """
@@ -3694,6 +3696,7 @@ def test_execute_trade_exit_market_order(
         fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=True),
+        get_funding_fees=MagicMock(side_effect=ExchangeError()),
     )
     patch_whitelist(mocker, default_conf_usdt)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3719,6 +3722,7 @@ def test_execute_trade_exit_market_order(
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
         exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
     )
+    assert log_has("Could not update funding fee.", caplog)
 
     assert not trade.is_open
     assert pytest.approx(trade.close_profit) == profit_ratio
@@ -5430,6 +5434,16 @@ def test_update_funding_fees(
         ))
 
 
+def test_update_funding_fees_error(mocker, default_conf, caplog):
+    mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', side_effect=ExchangeError())
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.update_funding_fees()
+
+    log_has("Could not update funding fees for open trades.", caplog)
+
+
 def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

tests/test_persistence.py

@@ -9,7 +9,7 @@ import arrow
 import pytest
 from sqlalchemy import create_engine, text
 
-from freqtrade import constants
+from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_DB_PROD_URL
 from freqtrade.enums import TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, init_db
@@ -52,7 +52,7 @@ def test_init_invalid_db_url():
 
 def test_init_prod_db(default_conf, mocker):
     default_conf.update({'dry_run': False})
-    default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
+    default_conf.update({'db_url': DEFAULT_DB_PROD_URL})
 
     create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
 
@@ -1739,7 +1739,7 @@ def test_to_json(fee):
                       'base_currency': 'ADA',
                       'quote_currency': 'USDT',
                       'is_open': None,
-                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
                       'open_timestamp': int(trade.open_date.timestamp() * 1000),
                       'open_order_id': 'dry_run_buy_12345',
                       'close_date': None,
@@ -1817,9 +1817,9 @@ def test_to_json(fee):
                       'pair': 'XRP/BTC',
                       'base_currency': 'XRP',
                       'quote_currency': 'BTC',
-                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
                       'open_timestamp': int(trade.open_date.timestamp() * 1000),
-                      'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
                       'close_timestamp': int(trade.close_date.timestamp() * 1000),
                       'open_rate': 0.123,
                       'close_rate': 0.125,