From 86c781798a53d14ef973c3fb84827a42d1007a42 Mon Sep 17 00:00:00 2001
From: initrv <initrv@gmail.com>
Date: Thu, 6 Oct 2022 19:59:35 +0300
Subject: [PATCH 01/60] =?UTF-8?q?Add=20=D1=81atboost=20train=5Fdir=20for?=
 =?UTF-8?q?=20tensorboard?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 freqtrade/freqai/prediction_models/CatboostClassifier.py       | 3 ++-
 freqtrade/freqai/prediction_models/CatboostRegressor.py        | 3 ++-
 .../freqai/prediction_models/CatboostRegressorMultiTarget.py   | 3 ++-
 3 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqai/prediction_models/CatboostClassifier.py b/freqtrade/freqai/prediction_models/CatboostClassifier.py
index 60536e6de..31a865a8d 100644
--- a/freqtrade/freqai/prediction_models/CatboostClassifier.py
+++ b/freqtrade/freqai/prediction_models/CatboostClassifier.py
@@ -32,8 +32,9 @@ class CatboostClassifier(BaseClassifierModel):
         )
 
         cbr = CatBoostClassifier(
-            allow_writing_files=False,
+            allow_writing_files=True,
             loss_function='MultiClass',
+            train_dir=dk.data_path,
             **self.model_training_parameters,
         )
 
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressor.py b/freqtrade/freqai/prediction_models/CatboostRegressor.py
index 73cf6c88a..a04649d93 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressor.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressor.py
@@ -41,7 +41,8 @@ class CatboostRegressor(BaseRegressionModel):
         init_model = self.get_init_model(dk.pair)
 
         model = CatBoostRegressor(
-            allow_writing_files=False,
+            allow_writing_files=True,
+            train_dir=dk.data_path,
             **self.model_training_parameters,
         )
 
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
index 7fa4e293e..292ad600a 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
@@ -26,7 +26,8 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
         """
 
         cbr = CatBoostRegressor(
-            allow_writing_files=False,
+            allow_writing_files=True,
+            train_dir=dk.data_path,
             **self.model_training_parameters,
         )
 

From a9d5e04a4320f321e9f19862e2c88be3c2b05f7b Mon Sep 17 00:00:00 2001
From: th0rntwig <tornquist.elin@gmail.com>
Date: Thu, 6 Oct 2022 19:26:33 +0200
Subject: [PATCH 02/60] Remove constant labels from prediction

---
 freqtrade/freqai/data_kitchen.py      | 12 ++++++++++++
 freqtrade/freqai/freqai_interface.py  |  2 ++
 tests/freqai/conftest.py              |  2 ++
 tests/freqai/test_freqai_interface.py | 10 ++++++++++
 4 files changed, 26 insertions(+)

diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 7ea2daf02..23bba3f1a 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -460,6 +460,18 @@ class FreqaiDataKitchen:
 
         return df
 
+    def check_pred_labels(self, df_predictions: DataFrame) -> None:
+        """
+        Check that prediction feature labels match training feature labels.
+        :params:
+        :df_predictions: incoming predictions
+        """
+        train_labels = self.data_dictionary["train_features"].columns
+        pred_labels = df_predictions.columns
+        if len(train_labels.difference(pred_labels)) != 0:
+            self.data_dictionary["prediction_features"] = df_predictions[train_labels]
+        return
+
     def principal_component_analysis(self) -> None:
         """
         Performs Principal Component Analysis on the data for dimensionality reduction
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 5ac7bc32c..62c814c72 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -492,6 +492,8 @@ class IFreqaiModel(ABC):
         # ensure user is feeding the correct indicators to the model
         self.check_if_feature_list_matches_strategy(dk)
 
+        dk.check_pred_labels(dk.data_dictionary['prediction_features'])
+
         if ft_params.get('inlier_metric_window', 0):
             dk.compute_inlier_metric(set_='predict')
 
diff --git a/tests/freqai/conftest.py b/tests/freqai/conftest.py
index 026b45afc..df61b284a 100644
--- a/tests/freqai/conftest.py
+++ b/tests/freqai/conftest.py
@@ -107,6 +107,8 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
     unfiltered_dataframe = freqai.dk.use_strategy_to_populate_indicators(
                 strategy, corr_dataframes, base_dataframes, freqai.dk.pair
             )
+    for i in range(5):
+        unfiltered_dataframe[f'constant_{i}'] = i
 
     unfiltered_dataframe = freqai.dk.slice_dataframe(new_timerange, unfiltered_dataframe)
 
diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py
index a61853c47..238c0418c 100644
--- a/tests/freqai/test_freqai_interface.py
+++ b/tests/freqai/test_freqai_interface.py
@@ -181,6 +181,8 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    for i in range(5):
+        df[f'constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
@@ -208,6 +210,8 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    for i in range(5):
+        df[f'constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
@@ -233,6 +237,8 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    for i in range(5):
+        df[f'constant_{i}'] = i
 
     metadata = {"pair": "ADA/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
@@ -256,6 +262,8 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    for i in range(5):
+        df[f'constant_{i}'] = i
     freqai.start_backtesting(df, metadata, freqai.dk)
 
     assert log_has_re(
@@ -312,6 +320,8 @@ def test_follow_mode(mocker, freqai_conf):
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
     df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
+    for i in range(5):
+        df[f'constant_{i}'] = i
     freqai.start_live(df, metadata, strategy, freqai.dk)
 
     assert len(freqai.dk.return_dataframe.index) == 5702

From ec7af83c8733dfa7ff294c041689529f9c12a92b Mon Sep 17 00:00:00 2001
From: initrv <initrv@gmail.com>
Date: Fri, 7 Oct 2022 17:13:19 +0300
Subject: [PATCH 03/60] add tensorboard to freqai reqs

---
 requirements-freqai.txt | 1 +
 1 file changed, 1 insertion(+)

diff --git a/requirements-freqai.txt b/requirements-freqai.txt
index cf0d2eb07..c78b3b25e 100644
--- a/requirements-freqai.txt
+++ b/requirements-freqai.txt
@@ -7,3 +7,4 @@ joblib==1.2.0
 catboost==1.1; platform_machine != 'aarch64'
 lightgbm==3.3.2
 xgboost==1.6.2
+tensorboard==2.10.1

From 8fcb80df69f0e898529674be4cf570b189f77a23 Mon Sep 17 00:00:00 2001
From: froggleston <robert.davey@earlham.ac.uk>
Date: Fri, 7 Oct 2022 16:06:30 +0100
Subject: [PATCH 04/60] Add support for dp.send_msg() to webhooks

---
 docs/configuration.md        |  2 ++
 docs/webhook-config.md       | 23 +++++++++++++++++++++++
 freqtrade/rpc/rpc_manager.py | 11 +++++++----
 3 files changed, 32 insertions(+), 4 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 556414e21..8fe6b7620 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -215,6 +215,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
 | `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `True`.<br> **Datatype:** boolean
 | `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary
+| `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
 | | **Webhook**
 | `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
@@ -225,6 +226,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
 | `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
 | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.allow_custom_messages` | Enable the sending of Webhook messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
 | | **Rest API / FreqUI / Producer-Consumer**
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 3677ebe89..2793bd1eb 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -94,6 +94,19 @@ Optional parameters are available to enable automatic retries for webhook messag
     },
 ```
 
+Custom messages can be sent to Webhook endpoints via the dataprovider.send_msg() function. To enable this, set the `allow_custom_messages` option to `true`:
+
+```json
+  "webhook": {
+        "enabled": true,
+        "url": "https://<YOURHOOKURL>",
+        "allow_custom_messages": true,
+        "webhookstatus": {
+            "status": "Status: {status}"
+        }
+    },
+```
+
 Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
 
 ### Webhookentry
@@ -288,3 +301,13 @@ Available fields correspond to the fields for webhooks and are documented in the
 The notifications will look as follows by default.
 
 ![discord-notification](assets/discord_notification.png)
+
+Custom messages can be sent from a strategy to Discord endpoints via the dataprovider.send_msg() function. To enable this, set the `allow_custom_messages` option to `true`:
+
+```json
+  "discord": {
+        "enabled": true,
+        "webhook_url": "https://discord.com/api/webhooks/<Your webhook URL ...>",
+        "allow_custom_messages": true,
+    },
+```
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index e3b31d225..bc13c1654 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -88,10 +88,13 @@ class RPCManager:
         """
         while queue:
             msg = queue.popleft()
-            self.send_msg({
-                'type': RPCMessageType.STRATEGY_MSG,
-                'msg': msg,
-            })
+
+            for mod in self.registered_modules:
+                if mod._config.get(mod.name, {}).get('allow_custom_messages', False):
+                    mod.send_msg({
+                        'type': RPCMessageType.STRATEGY_MSG,
+                        'msg': msg,
+                    })
 
     def startup_messages(self, config: Config, pairlist, protections) -> None:
         if config['dry_run']:

From fb2f2d9a39fec6388f9c8a2de2cc588a87135c0c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 Oct 2022 20:44:47 +0200
Subject: [PATCH 05/60] Allow webhook message setting directly

---
 freqtrade/constants.py        | 5 ++++-
 freqtrade/rpc/rpc_manager.py  | 2 +-
 freqtrade/rpc/webhook.py      | 7 +++++--
 tests/rpc/test_rpc_manager.py | 5 +++--
 4 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e0eb5e288..27968bb1b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -5,7 +5,7 @@ bot constants
 """
 from typing import Any, Dict, List, Literal, Tuple
 
-from freqtrade.enums import CandleType
+from freqtrade.enums import CandleType, RPCMessageType
 
 
 DEFAULT_CONFIG = 'config.json'
@@ -282,6 +282,7 @@ CONF_SCHEMA = {
                 'enabled': {'type': 'boolean'},
                 'token': {'type': 'string'},
                 'chat_id': {'type': 'string'},
+                'allow_custom_messages': {'type': 'boolean', 'default': True},
                 'balance_dust_level': {'type': 'number', 'minimum': 0.0},
                 'notification_settings': {
                     'type': 'object',
@@ -344,6 +345,8 @@ CONF_SCHEMA = {
                 'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'},
                 'retries': {'type': 'integer', 'minimum': 0},
                 'retry_delay': {'type': 'number', 'minimum': 0},
+                **dict([(x, {'type': 'object'}) for x in RPCMessageType]),
+                # Below -> Deprecated
                 'webhookentry': {'type': 'object'},
                 'webhookentrycancel': {'type': 'object'},
                 'webhookentryfill': {'type': 'object'},
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index bc13c1654..9c25723b0 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -88,7 +88,7 @@ class RPCManager:
         """
         while queue:
             msg = queue.popleft()
-
+            logger.info('Sending rpc strategy_msg: %s', msg)
             for mod in self.registered_modules:
                 if mod._config.get(mod.name, {}).get('allow_custom_messages', False):
                     mod.send_msg({
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index bb3b3922f..b46addee5 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -45,6 +45,7 @@ class Webhook(RPCHandler):
         """ Send a message to telegram channel """
         try:
             whconfig = self._config['webhook']
+            # Deprecated 2022.10 - only keep generic method.
             if msg['type'] in [RPCMessageType.ENTRY]:
                 valuedict = whconfig.get('webhookentry')
             elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
@@ -61,6 +62,9 @@ class Webhook(RPCHandler):
                                  RPCMessageType.STARTUP,
                                  RPCMessageType.WARNING):
                 valuedict = whconfig.get('webhookstatus')
+            elif msg['type'].value in whconfig:
+                # Allow all types ...
+                valuedict = whconfig.get(msg['type'].value)
             elif msg['type'] in (
                     RPCMessageType.PROTECTION_TRIGGER,
                     RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
@@ -69,8 +73,7 @@ class Webhook(RPCHandler):
                     RPCMessageType.STRATEGY_MSG):
                 # Don't fail for non-implemented types
                 return
-            else:
-                raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
+
             if not valuedict:
                 logger.info("Message type '%s' not configured for webhooks", msg['type'])
                 return
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index d71f38259..21c8b0813 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -99,6 +99,7 @@ def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
 
 def test_process_msg_queue(mocker, default_conf, caplog) -> None:
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+    default_conf['telegram']['allow_custom_messages'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram._init')
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -108,8 +109,8 @@ def test_process_msg_queue(mocker, default_conf, caplog) -> None:
     queue.append('Test message 2')
     rpc_manager.process_msg_queue(queue)
 
-    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message'}", caplog)
-    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message 2'}", caplog)
+    assert log_has("Sending rpc strategy_msg: Test message", caplog)
+    assert log_has("Sending rpc strategy_msg: Test message 2", caplog)
     assert telegram_mock.call_count == 2
 
 

From ed12cddf3fc4c5e250fe504b821b50d8b8d190af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 Oct 2022 20:45:15 +0200
Subject: [PATCH 06/60] Update docs with new wording for webhook settings

---
 docs/configuration.md      | 14 +++++-----
 docs/deprecated.md         | 14 +++++-----
 docs/strategy_migration.md | 12 ++++-----
 docs/telegram-usage.md     |  2 ++
 docs/webhook-config.md     | 53 +++++++++++++++++++-------------------
 5 files changed, 48 insertions(+), 47 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 8fe6b7620..e773e1878 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -219,13 +219,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | | **Webhook**
 | `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookentry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookentrycancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookentryfill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookexit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.entry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.entry_cancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.entry_fill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.exit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.exit_cancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.exit_fill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.status` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
 | `webhook.allow_custom_messages` | Enable the sending of Webhook messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
 | | **Rest API / FreqUI / Producer-Consumer**
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
diff --git a/docs/deprecated.md b/docs/deprecated.md
index beceb12ab..3b5b28b81 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -66,11 +66,11 @@ We will keep a compatibility layer for 1-2 versions (so both `buy_tag` and `ente
 
 #### Naming changes
 
-Webhook terminology changed from "sell" to "exit", and from "buy" to "entry".
+Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", removing "webhook" in the process.
 
-* `webhookbuy` -> `webhookentry`
-* `webhookbuyfill` -> `webhookentryfill`
-* `webhookbuycancel` -> `webhookentrycancel`
-* `webhooksell` -> `webhookexit`
-* `webhooksellfill` -> `webhookexitfill`
-* `webhooksellcancel` -> `webhookexitcancel`
+* `webhookbuy`, `webhookentry` -> `entry`
+* `webhookbuyfill`, `webhookentryfill` -> `entry_fill`
+* `webhookbuycancel`, `webhookentrycancel` -> `entry_cancel`
+* `webhooksell`, `webhookexit` -> `exit`
+* `webhooksellfill`, `webhookexitfill` -> `exit_fill`
+* `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md
index ac65abff4..b971b81ea 100644
--- a/docs/strategy_migration.md
+++ b/docs/strategy_migration.md
@@ -50,12 +50,12 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
     * `force_sell` -> `force_exit`
     * `emergency_sell` -> `emergency_exit`
   * Webhook terminology changed from "sell" to "exit", and from "buy" to entry
-    * `webhookbuy` -> `webhookentry`
-    * `webhookbuyfill` -> `webhookentryfill`
-    * `webhookbuycancel` -> `webhookentrycancel`
-    * `webhooksell` -> `webhookexit`
-    * `webhooksellfill` -> `webhookexitfill`
-    * `webhooksellcancel` -> `webhookexitcancel`
+    * `webhookbuy` -> `entry`
+    * `webhookbuyfill` -> `entry_fill`
+    * `webhookbuycancel` -> `entry_cancel`
+    * `webhooksell` -> `exit`
+    * `webhooksellfill` -> `exit_fill`
+    * `webhooksellcancel` -> `exit_cancel`
   * Telegram notification settings
     * `buy` -> `entry`
     * `buy_fill` -> `entry_fill`
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 055512f26..db4a309d0 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -77,6 +77,7 @@ Example configuration showing the different settings:
     "enabled": true,
     "token": "your_telegram_token",
     "chat_id": "your_telegram_chat_id",
+    "allow_custom_messages": true,
     "notification_settings": {
         "status": "silent",
         "warning": "on",
@@ -115,6 +116,7 @@ Example configuration showing the different settings:
 `show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+`allow_custom_messages` completely disable strategy messages.
 `reload` allows you to disable reload-buttons on selected messages.
 
 ## Create a custom keyboard (command shortcut buttons)
diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 2793bd1eb..00c369919 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -10,37 +10,37 @@ Sample configuration (tested using IFTTT).
   "webhook": {
         "enabled": true,
         "url": "https://maker.ifttt.com/trigger/<YOUREVENT>/with/key/<YOURKEY>/",
-        "webhookentry": {
+        "entry": {
             "value1": "Buying {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
-        "webhookentrycancel": {
+        "entry_cancel": {
             "value1": "Cancelling Open Buy Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
-         "webhookentryfill": {
+         "entry_fill": {
             "value1": "Buy Order for {pair} filled",
             "value2": "at {open_rate:8f}",
             "value3": ""
         },
-        "webhookexit": {
+        "exit": {
             "value1": "Exiting {pair}",
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
-        "webhookexitcancel": {
+        "exit_cancel": {
             "value1": "Cancelling Open Exit Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
-        "webhookexitfill": {
+        "exit_fill": {
             "value1": "Exit Order for {pair} filled",
             "value2": "at {close_rate:8f}.",
             "value3": ""
         },
-        "webhookstatus": {
+        "status": {
             "value1": "Status: {status}",
             "value2": "",
             "value3": ""
@@ -57,7 +57,7 @@ You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw
         "enabled": true,
         "url": "https://<YOURSUBDOMAIN>.cloud.mattermost.com/hooks/<YOURHOOK>",
         "format": "json",
-        "webhookstatus": {
+        "status": {
             "text": "Status: {status}"
         }
     },
@@ -88,30 +88,30 @@ Optional parameters are available to enable automatic retries for webhook messag
         "url": "https://<YOURHOOKURL>",
         "retries": 3,
         "retry_delay": 0.2,
-        "webhookstatus": {
+        "status": {
             "status": "Status: {status}"
         }
     },
 ```
 
-Custom messages can be sent to Webhook endpoints via the dataprovider.send_msg() function. To enable this, set the `allow_custom_messages` option to `true`:
+Custom messages can be sent to Webhook endpoints via the `self.dp.send_msg()` function from within the strategy. To enable this, set the `allow_custom_messages` option to `true`:
 
 ```json
   "webhook": {
         "enabled": true,
         "url": "https://<YOURHOOKURL>",
         "allow_custom_messages": true,
-        "webhookstatus": {
-            "status": "Status: {status}"
+        "strategy_msg": {
+            "status": "StrategyMessage: {msg}"
         }
     },
 ```
 
 Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
 
-### Webhookentry
+### Entry
 
-The fields in `webhook.webhookentry` are filled when the bot executes a long/short. Parameters are filled using string.format.
+The fields in `webhook.entry` are filled when the bot executes a long/short. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -131,9 +131,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`
 
-### Webhookentrycancel
+### Entry cancel
 
-The fields in `webhook.webhookentrycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
+The fields in `webhook.entry_cancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -152,9 +152,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`
 
-### Webhookentryfill
+### Entry fill
 
-The fields in `webhook.webhookentryfill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
+The fields in `webhook.entry_fill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -173,9 +173,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`
 
-### Webhookexit
+### Exit
 
-The fields in `webhook.webhookexit` are filled when the bot exits a trade. Parameters are filled using string.format.
+The fields in `webhook.exit` are filled when the bot exits a trade. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -197,9 +197,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`
 
-### Webhookexitfill
+### Exit fill
 
-The fields in `webhook.webhookexitfill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
+The fields in `webhook.exit_fill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -222,9 +222,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`
 
-### Webhookexitcancel
+### Exit cancel
 
-The fields in `webhook.webhookexitcancel` are filled when the bot cancels a exit order. Parameters are filled using string.format.
+The fields in `webhook.exit_cancel` are filled when the bot cancels a exit order. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -247,9 +247,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`
 
-### Webhookstatus
+### Status
 
-The fields in `webhook.webhookstatus` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.
+The fields in `webhook.status` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.
 
 The only possible value here is `{status}`.
 
@@ -293,7 +293,6 @@ You can configure this as follows:
 }
 ```
 
-
 The above represents the default (`exit_fill` and `entry_fill` are optional and will default to the above configuration) - modifications are obviously possible.
 
 Available fields correspond to the fields for webhooks and are documented in the corresponding webhook sections.

From 1aedf08ba52e70963301a27584d587ab44b7439a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 Oct 2022 20:45:50 +0200
Subject: [PATCH 07/60] Update tests

---
 tests/rpc/test_rpc_webhook.py | 10 ----------
 1 file changed, 10 deletions(-)

diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 3bbb85d54..d06d2dade 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -3,7 +3,6 @@
 from datetime import datetime, timedelta
 from unittest.mock import MagicMock
 
-import pytest
 from requests import RequestException
 
 from freqtrade.enums import ExitType, RPCMessageType
@@ -356,15 +355,6 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     assert log_has("Problem calling Webhook. Please check your webhook configuration. "
                    "Exception: 'DEADBEEF'", caplog)
 
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
-    msg = {
-        'type': 'DEADBEEF',
-        'status': 'whatever'
-    }
-    with pytest.raises(NotImplementedError):
-        webhook.send_msg(msg)
-
     # Test no failure for not implemented but known messagetypes
     for e in RPCMessageType:
         msg = {

From df5ae6625295e1c86b2b16b4b938124629636aa1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 Oct 2022 20:52:14 +0200
Subject: [PATCH 08/60] Refactor webhook method

---
 freqtrade/rpc/webhook.py      | 65 +++++++++++++++++++----------------
 tests/rpc/test_rpc_webhook.py | 13 ++-----
 2 files changed, 38 insertions(+), 40 deletions(-)

diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index b46addee5..19c4166b3 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -3,7 +3,7 @@ This module manages webhook communication
 """
 import logging
 import time
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from requests import RequestException, post
 
@@ -41,38 +41,43 @@ class Webhook(RPCHandler):
         """
         pass
 
+    def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+        whconfig = self._config['webhook']
+        # Deprecated 2022.10 - only keep generic method.
+        if msg['type'] in [RPCMessageType.ENTRY]:
+            valuedict = whconfig.get('webhookentry')
+        elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
+            valuedict = whconfig.get('webhookentrycancel')
+        elif msg['type'] in [RPCMessageType.ENTRY_FILL]:
+            valuedict = whconfig.get('webhookentryfill')
+        elif msg['type'] == RPCMessageType.EXIT:
+            valuedict = whconfig.get('webhookexit')
+        elif msg['type'] == RPCMessageType.EXIT_FILL:
+            valuedict = whconfig.get('webhookexitfill')
+        elif msg['type'] == RPCMessageType.EXIT_CANCEL:
+            valuedict = whconfig.get('webhookexitcancel')
+        elif msg['type'] in (RPCMessageType.STATUS,
+                             RPCMessageType.STARTUP,
+                             RPCMessageType.WARNING):
+            valuedict = whconfig.get('webhookstatus')
+        elif msg['type'].value in whconfig:
+            # Allow all types ...
+            valuedict = whconfig.get(msg['type'].value)
+        elif msg['type'] in (
+                RPCMessageType.PROTECTION_TRIGGER,
+                RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+                RPCMessageType.WHITELIST,
+                RPCMessageType.ANALYZED_DF,
+                RPCMessageType.STRATEGY_MSG):
+            # Don't fail for non-implemented types
+            return None
+        return valuedict
+
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
         try:
-            whconfig = self._config['webhook']
-            # Deprecated 2022.10 - only keep generic method.
-            if msg['type'] in [RPCMessageType.ENTRY]:
-                valuedict = whconfig.get('webhookentry')
-            elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
-                valuedict = whconfig.get('webhookentrycancel')
-            elif msg['type'] in [RPCMessageType.ENTRY_FILL]:
-                valuedict = whconfig.get('webhookentryfill')
-            elif msg['type'] == RPCMessageType.EXIT:
-                valuedict = whconfig.get('webhookexit')
-            elif msg['type'] == RPCMessageType.EXIT_FILL:
-                valuedict = whconfig.get('webhookexitfill')
-            elif msg['type'] == RPCMessageType.EXIT_CANCEL:
-                valuedict = whconfig.get('webhookexitcancel')
-            elif msg['type'] in (RPCMessageType.STATUS,
-                                 RPCMessageType.STARTUP,
-                                 RPCMessageType.WARNING):
-                valuedict = whconfig.get('webhookstatus')
-            elif msg['type'].value in whconfig:
-                # Allow all types ...
-                valuedict = whconfig.get(msg['type'].value)
-            elif msg['type'] in (
-                    RPCMessageType.PROTECTION_TRIGGER,
-                    RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
-                    RPCMessageType.WHITELIST,
-                    RPCMessageType.ANALYZED_DF,
-                    RPCMessageType.STRATEGY_MSG):
-                # Don't fail for non-implemented types
-                return
+
+            valuedict = self._get_value_dict(msg)
 
             if not valuedict:
                 logger.info("Message type '%s' not configured for webhooks", msg['type'])
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index d06d2dade..a8fd0c34b 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -336,20 +336,13 @@ def test_exception_send_msg(default_conf, mocker, caplog):
                    caplog)
 
     default_conf["webhook"] = get_webhook_dict()
-    default_conf["webhook"]["webhookentry"]["value1"] = "{DEADBEEF:8f}"
+    default_conf["webhook"]["strategy_msg"] = {"value1": "{DEADBEEF:8f}"}
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
     msg = {
-        'type': RPCMessageType.ENTRY,
-        'exchange': 'Binance',
-        'pair': 'ETH/BTC',
-        'limit': 0.005,
-        'order_type': 'limit',
-        'stake_amount': 0.8,
-        'stake_amount_fiat': 500,
-        'stake_currency': 'BTC',
-        'fiat_currency': 'EUR'
+        'type': RPCMessageType.STRATEGY_MSG,
+        'msg': 'hello world',
     }
     webhook.send_msg(msg)
     assert log_has("Problem calling Webhook. Please check your webhook configuration. "

From 9454fb8f7bccc119dd4127b5c838dd535a7db96d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 Oct 2022 20:59:49 +0200
Subject: [PATCH 09/60] Fix discord message sending

---
 freqtrade/rpc/discord.py | 15 ++++++++-------
 1 file changed, 8 insertions(+), 7 deletions(-)

diff --git a/freqtrade/rpc/discord.py b/freqtrade/rpc/discord.py
index c48508300..f6a044318 100644
--- a/freqtrade/rpc/discord.py
+++ b/freqtrade/rpc/discord.py
@@ -11,13 +11,12 @@ logger = logging.getLogger(__name__)
 
 class Discord(Webhook):
     def __init__(self, rpc: 'RPC', config: Config):
-        # super().__init__(rpc, config)
+        self._config = config
         self.rpc = rpc
-        self.config = config
         self.strategy = config.get('strategy', '')
         self.timeframe = config.get('timeframe', '')
 
-        self._url = self.config['discord']['webhook_url']
+        self._url = config['discord']['webhook_url']
         self._format = 'json'
         self._retries = 1
         self._retry_delay = 0.1
@@ -31,19 +30,21 @@ class Discord(Webhook):
 
     def send_msg(self, msg) -> None:
 
-        if msg['type'].value in self.config['discord']:
+        if msg['type'].value in self._config['discord']:
             logger.info(f"Sending discord message: {msg}")
 
             msg['strategy'] = self.strategy
             msg['timeframe'] = self.timeframe
-            fields = self.config['discord'].get(msg['type'].value)
+            fields = self._config['discord'].get(msg['type'].value)
             color = 0x0000FF
             if msg['type'] in (RPCMessageType.EXIT, RPCMessageType.EXIT_FILL):
                 profit_ratio = msg.get('profit_ratio')
                 color = (0x00FF00 if profit_ratio > 0 else 0xFF0000)
-
+            title = msg['type'].value
+            if 'pair' in msg:
+                title = f"Trade: {msg['pair']} {msg['type'].value}"
             embeds = [{
-                'title': f"Trade: {msg['pair']} {msg['type'].value}",
+                'title': title,
                 'color': color,
                 'fields': [],
 

From 4daf0000c7f3619563dfe640ca40fd9880fe5366 Mon Sep 17 00:00:00 2001
From: th0rntwig <tornquist.elin@gmail.com>
Date: Sat, 8 Oct 2022 16:15:48 +0200
Subject: [PATCH 10/60] Move check and add log warning

---
 freqtrade/freqai/data_kitchen.py      | 15 +++++++++++----
 freqtrade/freqai/freqai_interface.py  |  2 --
 tests/freqai/test_freqai_interface.py | 22 ++++++++++++----------
 3 files changed, 23 insertions(+), 16 deletions(-)

diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 23bba3f1a..de4a53a50 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -241,6 +241,7 @@ class FreqaiDataKitchen:
             self.data["filter_drop_index_training"] = drop_index
 
         else:
+            filtered_df = self.check_pred_labels(filtered_df)
             # we are backtesting so we need to preserve row number to send back to strategy,
             # so now we use do_predict to avoid any prediction based on a NaN
             drop_index = pd.isnull(filtered_df).any(axis=1)
@@ -460,7 +461,7 @@ class FreqaiDataKitchen:
 
         return df
 
-    def check_pred_labels(self, df_predictions: DataFrame) -> None:
+    def check_pred_labels(self, df_predictions: DataFrame) -> DataFrame:
         """
         Check that prediction feature labels match training feature labels.
         :params:
@@ -468,9 +469,15 @@ class FreqaiDataKitchen:
         """
         train_labels = self.data_dictionary["train_features"].columns
         pred_labels = df_predictions.columns
-        if len(train_labels.difference(pred_labels)) != 0:
-            self.data_dictionary["prediction_features"] = df_predictions[train_labels]
-        return
+        num_diffs = len(pred_labels.difference(train_labels))
+        if num_diffs != 0:
+            df_predictions = df_predictions[train_labels]
+            logger.warning(
+                f"Removed {num_diffs} features from prediction features, "
+                f"these were likely considered constant values during most recent training."
+            )
+
+        return df_predictions
 
     def principal_component_analysis(self) -> None:
         """
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 62c814c72..5ac7bc32c 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -492,8 +492,6 @@ class IFreqaiModel(ABC):
         # ensure user is feeding the correct indicators to the model
         self.check_if_feature_list_matches_strategy(dk)
 
-        dk.check_pred_labels(dk.data_dictionary['prediction_features'])
-
         if ft_params.get('inlier_metric_window', 0):
             dk.compute_inlier_metric(set_='predict')
 
diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py
index 238c0418c..c8444067a 100644
--- a/tests/freqai/test_freqai_interface.py
+++ b/tests/freqai/test_freqai_interface.py
@@ -157,7 +157,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
         ("CatboostClassifier", 6, "freqai_test_classifier")
     ],
     )
-def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
+def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
     freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
     freqai_conf['runmode'] = RunMode.BACKTEST
     Trade.use_db = False
@@ -182,13 +182,21 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
     for i in range(5):
-        df[f'constant_{i}'] = i
+        df.loc[:, f'%-constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
     model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
 
     assert len(model_folders) == num_files
+    assert log_has_re(
+        "Removed features ",
+        caplog,
+    )
+    assert log_has_re(
+        "Removed 5 features from prediction features, ",
+        caplog,
+    )
     Backtesting.cleanup()
     shutil.rmtree(Path(freqai.dk.full_path))
 
@@ -210,8 +218,6 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
-    for i in range(5):
-        df[f'constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
@@ -237,8 +243,6 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
-    for i in range(5):
-        df[f'constant_{i}'] = i
 
     metadata = {"pair": "ADA/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
@@ -262,8 +266,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
-    for i in range(5):
-        df[f'constant_{i}'] = i
+
     freqai.start_backtesting(df, metadata, freqai.dk)
 
     assert log_has_re(
@@ -320,8 +323,7 @@ def test_follow_mode(mocker, freqai_conf):
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
     df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
-    for i in range(5):
-        df[f'constant_{i}'] = i
+
     freqai.start_live(df, metadata, strategy, freqai.dk)
 
     assert len(freqai.dk.return_dataframe.index) == 5702

From 8e3a4eca4198e157e794d2d2b1ef936764c9d615 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 Oct 2022 09:15:11 +0200
Subject: [PATCH 11/60] Remove unused type:ignore

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

diff --git a/freqtrade/rpc/discord.py b/freqtrade/rpc/discord.py
index f6a044318..8be0eab68 100644
--- a/freqtrade/rpc/discord.py
+++ b/freqtrade/rpc/discord.py
@@ -52,7 +52,7 @@ class Discord(Webhook):
             for f in fields:
                 for k, v in f.items():
                     v = v.format(**msg)
-                    embeds[0]['fields'].append(  # type: ignore
+                    embeds[0]['fields'].append(
                         {'name': k, 'value': v, 'inline': True})
 
             # Send the message to discord channel

From a4aa1b972c543b0ea256bb521f3c8d41a2585c80 Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Sun, 9 Oct 2022 21:11:37 +0200
Subject: [PATCH 12/60] isolate and standardize location of tensorboard files,
 add doc, ensure backtesting functionality

---
 docs/freqai-running.md                             | 14 ++++++++++++++
 freqtrade/freqai/data_kitchen.py                   |  2 ++
 freqtrade/freqai/freqai_interface.py               |  5 +----
 .../freqai/prediction_models/CatboostClassifier.py |  3 ++-
 .../freqai/prediction_models/CatboostRegressor.py  |  3 ++-
 .../CatboostRegressorMultiTarget.py                |  3 ++-
 6 files changed, 23 insertions(+), 7 deletions(-)

diff --git a/docs/freqai-running.md b/docs/freqai-running.md
index b8994aed9..f6aa7b2e1 100644
--- a/docs/freqai-running.md
+++ b/docs/freqai-running.md
@@ -142,6 +142,20 @@ dataframe['outlier'] = np.where(dataframe['DI_values'] > self.di_max.value/10, 1
 
 This specific hyperopt would help you understand the appropriate `DI_values` for your particular parameter space.
 
+## Using Tensorboard
+
+Catboost models benefit from tracking training metrics via Tensorboard. You can take advantage of the FreqAI integration to track training and evaluation performance across all coins and across all retrainings. Tensorboard is activated via the following command:
+
+```bash
+cd freqtrade
+tensorboard --logdir user_data/models/unique-id
+```
+
+where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell if the user wishes to view the output in their browser at 127.0.0.1:6060 (6060 is the default port used by Tensorboard).
+
+![tensorboard](assets/tensorboard.jpg)
+
+
 ## Setting up a follower
 
 You can indicate to the bot that it should not train models, but instead should look for models trained by a leader with a specific `identifier` by defining:
diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 7ea2daf02..b7473eacc 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -120,6 +120,8 @@ class FreqaiDataKitchen:
             / f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
         )
 
+        Path(self.data_path / 'tensorboard').mkdir(parents=True, exist_ok=True)
+
         return
 
     def make_train_test_datasets(
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 5ac7bc32c..58d8523a2 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -196,7 +196,6 @@ class IFreqaiModel(ABC):
             (_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
 
             dk = FreqaiDataKitchen(self.config, self.live, pair)
-            dk.set_paths(pair, trained_timestamp)
             (
                 retrain,
                 new_trained_timerange,
@@ -267,9 +266,7 @@ class IFreqaiModel(ABC):
             )
 
             trained_timestamp_int = int(trained_timestamp.stopts)
-            dk.data_path = Path(
-                dk.full_path / f"sub-train-{pair.split('/')[0]}_{trained_timestamp_int}"
-                )
+            dk.set_paths(pair, trained_timestamp_int)
 
             dk.set_new_model_names(pair, trained_timestamp)
 
diff --git a/freqtrade/freqai/prediction_models/CatboostClassifier.py b/freqtrade/freqai/prediction_models/CatboostClassifier.py
index 31a865a8d..0565b15b5 100644
--- a/freqtrade/freqai/prediction_models/CatboostClassifier.py
+++ b/freqtrade/freqai/prediction_models/CatboostClassifier.py
@@ -1,4 +1,5 @@
 import logging
+from pathlib import Path
 from typing import Any, Dict
 
 from catboost import CatBoostClassifier, Pool
@@ -34,7 +35,7 @@ class CatboostClassifier(BaseClassifierModel):
         cbr = CatBoostClassifier(
             allow_writing_files=True,
             loss_function='MultiClass',
-            train_dir=dk.data_path,
+            train_dir=Path(dk.data_path / 'tensorboard'),
             **self.model_training_parameters,
         )
 
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressor.py b/freqtrade/freqai/prediction_models/CatboostRegressor.py
index a04649d93..46f33a142 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressor.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressor.py
@@ -1,4 +1,5 @@
 import logging
+from pathlib import Path
 from typing import Any, Dict
 
 from catboost import CatBoostRegressor, Pool
@@ -42,7 +43,7 @@ class CatboostRegressor(BaseRegressionModel):
 
         model = CatBoostRegressor(
             allow_writing_files=True,
-            train_dir=dk.data_path,
+            train_dir=Path(dk.data_path / 'tensorboard'),
             **self.model_training_parameters,
         )
 
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
index 292ad600a..085c13b86 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
@@ -1,4 +1,5 @@
 import logging
+from pathlib import Path
 from typing import Any, Dict
 
 from catboost import CatBoostRegressor, Pool
@@ -27,7 +28,7 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
 
         cbr = CatBoostRegressor(
             allow_writing_files=True,
-            train_dir=dk.data_path,
+            train_dir=Path(dk.data_path / 'tensorboard'),
             **self.model_training_parameters,
         )
 

From 3e8d8fd1b08e28f8ec231de9ee3be57a539b266e Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Sun, 9 Oct 2022 15:04:52 -0600
Subject: [PATCH 13/60] refactor broadcasting to a queue per client

---
 freqtrade/rpc/api_server/api_ws.py     | 24 ++++++++++++-------
 freqtrade/rpc/api_server/webserver.py  |  1 +
 freqtrade/rpc/api_server/ws/channel.py | 32 ++++++++++++++++++++------
 3 files changed, 42 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_ws.py b/freqtrade/rpc/api_server/api_ws.py
index f55b2dbd3..b60210143 100644
--- a/freqtrade/rpc/api_server/api_ws.py
+++ b/freqtrade/rpc/api_server/api_ws.py
@@ -1,6 +1,7 @@
 import logging
 from typing import Any, Dict
 
+import websockets
 from fastapi import APIRouter, Depends, WebSocketDisconnect
 from fastapi.websockets import WebSocket, WebSocketState
 from pydantic import ValidationError
@@ -102,7 +103,6 @@ async def message_endpoint(
     """
     try:
         channel = await channel_manager.on_connect(ws)
-
         if await is_websocket_alive(ws):
 
             logger.info(f"Consumer connected - {channel}")
@@ -115,26 +115,34 @@ async def message_endpoint(
                     # Process the request here
                     await _process_consumer_request(request, channel, rpc)
 
-            except WebSocketDisconnect:
+            except (
+                WebSocketDisconnect,
+                websockets.exceptions.WebSocketException
+            ):
                 # Handle client disconnects
                 logger.info(f"Consumer disconnected - {channel}")
-                await channel_manager.on_disconnect(ws)
-            except Exception as e:
-                logger.info(f"Consumer connection failed - {channel}")
-                logger.exception(e)
+            except RuntimeError:
                 # Handle cases like -
                 # RuntimeError('Cannot call "send" once a closed message has been sent')
+                pass
+            except Exception as e:
+                logger.info(f"Consumer connection failed - {channel}")
+                logger.debug(e, exc_info=e)
+            finally:
                 await channel_manager.on_disconnect(ws)
 
         else:
+            if channel:
+                await channel_manager.on_disconnect(ws)
             await ws.close()
 
     except RuntimeError:
         # WebSocket was closed
-        await channel_manager.on_disconnect(ws)
-
+        # Do nothing
+        pass
     except Exception as e:
         logger.error(f"Failed to serve - {ws.client}")
         # Log tracebacks to keep track of what errors are happening
         logger.exception(e)
+    finally:
         await channel_manager.on_disconnect(ws)
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 53af91477..4a09fd78e 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -245,6 +245,7 @@ class ApiServer(RPCHandler):
                                   use_colors=False,
                                   log_config=None,
                                   access_log=True if verbosity != 'error' else False,
+                                  ws_ping_interval=None  # We do this explicitly ourselves
                                   )
         try:
             self._server = UvicornServer(uvconfig)
diff --git a/freqtrade/rpc/api_server/ws/channel.py b/freqtrade/rpc/api_server/ws/channel.py
index 69a32e266..8c6c56d6e 100644
--- a/freqtrade/rpc/api_server/ws/channel.py
+++ b/freqtrade/rpc/api_server/ws/channel.py
@@ -1,6 +1,7 @@
+import asyncio
 import logging
 from threading import RLock
-from typing import List, Optional, Type
+from typing import Any, Dict, List, Optional, Type
 from uuid import uuid4
 
 from fastapi import WebSocket as FastAPIWebSocket
@@ -34,6 +35,8 @@ class WebSocketChannel:
         self._serializer_cls = serializer_cls
 
         self._subscriptions: List[str] = []
+        self.queue: asyncio.Queue[Dict[str, Any]] = asyncio.Queue()
+        self._relay_task = asyncio.create_task(self.relay())
 
         # Internal event to signify a closed websocket
         self._closed = False
@@ -72,6 +75,7 @@ class WebSocketChannel:
         """
 
         self._closed = True
+        self._relay_task.cancel()
 
     def is_closed(self) -> bool:
         """
@@ -95,6 +99,20 @@ class WebSocketChannel:
         """
         return message_type in self._subscriptions
 
+    async def relay(self):
+        """
+        Relay messages from the channel's queue and send them out. This is started
+        as a task.
+        """
+        while True:
+            message = await self.queue.get()
+            try:
+                await self.send(message)
+                self.queue.task_done()
+            except RuntimeError:
+                # The connection was closed, just exit the task
+                return
+
 
 class ChannelManager:
     def __init__(self):
@@ -155,12 +173,12 @@ class ChannelManager:
         with self._lock:
             message_type = data.get('type')
             for websocket, channel in self.channels.copy().items():
-                try:
-                    if channel.subscribed_to(message_type):
-                        await channel.send(data)
-                except RuntimeError:
-                    # Handle cannot send after close cases
-                    await self.on_disconnect(websocket)
+                if channel.subscribed_to(message_type):
+                    if not channel.queue.full():
+                        channel.queue.put_nowait(data)
+                    else:
+                        logger.info(f"Channel {channel} is too far behind, disconnecting")
+                        await self.on_disconnect(websocket)
 
     async def send_direct(self, channel, data):
         """

From 2f64a086238b383312dd2db9aea104690aac5a8a Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Sun, 9 Oct 2022 15:11:58 -0600
Subject: [PATCH 14/60] set channel queue maxsize to 32

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

diff --git a/freqtrade/rpc/api_server/ws/channel.py b/freqtrade/rpc/api_server/ws/channel.py
index 8c6c56d6e..91875abfb 100644
--- a/freqtrade/rpc/api_server/ws/channel.py
+++ b/freqtrade/rpc/api_server/ws/channel.py
@@ -35,7 +35,7 @@ class WebSocketChannel:
         self._serializer_cls = serializer_cls
 
         self._subscriptions: List[str] = []
-        self.queue: asyncio.Queue[Dict[str, Any]] = asyncio.Queue()
+        self.queue: asyncio.Queue[Dict[str, Any]] = asyncio.Queue(maxsize=32)
         self._relay_task = asyncio.create_task(self.relay())
 
         # Internal event to signify a closed websocket

From 2c76dd9e39c8742dfc39b82eae407f11c9be7c91 Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Sun, 9 Oct 2022 15:23:56 -0600
Subject: [PATCH 15/60] change wait timeout to 30 seconds to better support
 reverse proxies

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

diff --git a/freqtrade/rpc/external_message_consumer.py b/freqtrade/rpc/external_message_consumer.py
index f5ba4b490..a182ddc57 100644
--- a/freqtrade/rpc/external_message_consumer.py
+++ b/freqtrade/rpc/external_message_consumer.py
@@ -62,7 +62,7 @@ class ExternalMessageConsumer:
         self.enabled = self._emc_config.get('enabled', False)
         self.producers: List[Producer] = self._emc_config.get('producers', [])
 
-        self.wait_timeout = self._emc_config.get('wait_timeout', 300)  # in seconds
+        self.wait_timeout = self._emc_config.get('wait_timeout', 30)  # in seconds
         self.ping_timeout = self._emc_config.get('ping_timeout', 10)  # in seconds
         self.sleep_time = self._emc_config.get('sleep_time', 10)  # in seconds
 

From 71bbffd10a0fcac0ca5992d7ab4c62e0ed6e9bf8 Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Sun, 9 Oct 2022 18:49:04 -0600
Subject: [PATCH 16/60] update ws channel send to add data to queue

---
 freqtrade/rpc/api_server/ws/channel.py     | 12 +++++++++---
 freqtrade/rpc/external_message_consumer.py |  5 +++++
 2 files changed, 14 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/ws/channel.py b/freqtrade/rpc/api_server/ws/channel.py
index 91875abfb..7cee95e6d 100644
--- a/freqtrade/rpc/api_server/ws/channel.py
+++ b/freqtrade/rpc/api_server/ws/channel.py
@@ -51,12 +51,18 @@ class WebSocketChannel:
     def remote_addr(self):
         return self._websocket.remote_addr
 
-    async def send(self, data):
+    async def _send(self, data):
         """
         Send data on the wrapped websocket
         """
         await self._wrapped_ws.send(data)
 
+    async def send(self, data):
+        """
+        Add the data to the queue to be sent
+        """
+        self.queue.put_nowait(data)
+
     async def recv(self):
         """
         Receive data on the wrapped websocket
@@ -107,7 +113,7 @@ class WebSocketChannel:
         while True:
             message = await self.queue.get()
             try:
-                await self.send(message)
+                await self._send(message)
                 self.queue.task_done()
             except RuntimeError:
                 # The connection was closed, just exit the task
@@ -175,7 +181,7 @@ class ChannelManager:
             for websocket, channel in self.channels.copy().items():
                 if channel.subscribed_to(message_type):
                     if not channel.queue.full():
-                        channel.queue.put_nowait(data)
+                        await channel.send(data)
                     else:
                         logger.info(f"Channel {channel} is too far behind, disconnecting")
                         await self.on_disconnect(websocket)
diff --git a/freqtrade/rpc/external_message_consumer.py b/freqtrade/rpc/external_message_consumer.py
index a182ddc57..88ade185e 100644
--- a/freqtrade/rpc/external_message_consumer.py
+++ b/freqtrade/rpc/external_message_consumer.py
@@ -174,6 +174,7 @@ class ExternalMessageConsumer:
         :param producer: Dictionary containing producer info
         :param lock: An asyncio Lock
         """
+        channel = None
         while self._running:
             try:
                 host, port = producer['host'], producer['port']
@@ -224,6 +225,10 @@ class ExternalMessageConsumer:
                 logger.exception(e)
                 continue
 
+            finally:
+                if channel:
+                    await channel.close()
+
     async def _receive_messages(
         self,
         channel: WebSocketChannel,

From db8cf6c957cdf56b3c1bb7ec8f27c445a0933070 Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Sun, 9 Oct 2022 18:51:52 -0600
Subject: [PATCH 17/60] disable ping interval in client

---
 freqtrade/rpc/external_message_consumer.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/external_message_consumer.py b/freqtrade/rpc/external_message_consumer.py
index 88ade185e..01bc974ad 100644
--- a/freqtrade/rpc/external_message_consumer.py
+++ b/freqtrade/rpc/external_message_consumer.py
@@ -183,7 +183,11 @@ class ExternalMessageConsumer:
                 ws_url = f"ws://{host}:{port}/api/v1/message/ws?token={token}"
 
                 # This will raise InvalidURI if the url is bad
-                async with websockets.connect(ws_url, max_size=self.message_size_limit) as ws:
+                async with websockets.connect(
+                    ws_url,
+                    max_size=self.message_size_limit,
+                    ping_interval=None
+                ) as ws:
                     channel = WebSocketChannel(ws, channel_id=name)
 
                     logger.info(f"Producer connection success - {channel}")

From 337ea04ba0dcf92e758dc082e08b1126a6e0877b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:02:27 +0000
Subject: [PATCH 18/60] Bump nbconvert from 7.0.0 to 7.2.1

Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 7.0.0 to 7.2.1.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Changelog](https://github.com/jupyter/nbconvert/blob/main/CHANGELOG.md)
- [Commits](https://github.com/jupyter/nbconvert/compare/7.0.0...v7.2.1)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index ebe278e10..f4120dc5e 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -20,7 +20,7 @@ isort==5.10.1
 time-machine==2.8.2
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.0.0
+nbconvert==7.2.1
 
 # mypy types
 types-cachetools==5.2.1

From 40afa079b12f01810cd9d48caaa416caf81801f9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:02:31 +0000
Subject: [PATCH 19/60] Bump tabulate from 0.8.10 to 0.9.0

Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.10 to 0.9.0.
- [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/v0.8.10...v0.9.0)

---
updated-dependencies:
- dependency-name: tabulate
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 4f4b30d0c..cf2f14c77 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -17,7 +17,7 @@ urllib3==1.26.12
 jsonschema==4.16.0
 TA-Lib==0.4.25
 technical==1.3.0
-tabulate==0.8.10
+tabulate==0.9.0
 pycoingecko==3.0.0
 jinja2==3.1.2
 tables==3.7.0

From dab2759c2194f88f03cc1bab00382c0c756a8217 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:02:43 +0000
Subject: [PATCH 20/60] Bump scipy from 1.9.1 to 1.9.2

Bumps [scipy](https://github.com/scipy/scipy) from 1.9.1 to 1.9.2.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.9.1...v1.9.2)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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 efa31272a..3e76a6c22 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.9.1
+scipy==1.9.2
 scikit-learn==1.1.2
 scikit-optimize==0.9.0
 filelock==3.8.0

From 8bb7b94f8de4326b0ca7c4be5e2db1d3dd7d2e0b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:02:53 +0000
Subject: [PATCH 21/60] Bump ccxt from 1.95.2 to 1.95.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.95.2 to 1.95.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.95.2...1.95.30)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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 4f4b30d0c..73ffed8d9 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -4,7 +4,7 @@ pandas==1.5.0; platform_machine != 'armv7l'
 pandas==1.4.3; platform_machine == 'armv7l'
 pandas-ta==0.3.14b
 
-ccxt==1.95.2
+ccxt==1.95.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==38.0.1
 aiohttp==3.8.3

From 9d2f281ca6c89b79f766e6a9c0658b15e7bd577c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:02:57 +0000
Subject: [PATCH 22/60] Bump pytest-mock from 3.9.0 to 3.10.0

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.9.0 to 3.10.0.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.9.0...v3.10.0)

---
updated-dependencies:
- dependency-name: pytest-mock
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index ebe278e10..ed0b9d73c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,7 @@ pre-commit==2.20.0
 pytest==7.1.3
 pytest-asyncio==0.19.0
 pytest-cov==4.0.0
-pytest-mock==3.9.0
+pytest-mock==3.10.0
 pytest-random-order==1.0.4
 isort==5.10.1
 # For datetime mocking

From 935adc99aed9fd1249f077a3408993275f51bc8e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 03:03:06 +0000
Subject: [PATCH 23/60] Bump types-tabulate from 0.8.11 to 0.9.0.0

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.8.11 to 0.9.0.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index ebe278e10..27a4d83a2 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -26,5 +26,5 @@ nbconvert==7.0.0
 types-cachetools==5.2.1
 types-filelock==3.2.7
 types-requests==2.28.11
-types-tabulate==0.8.11
+types-tabulate==0.9.0.0
 types-python-dateutil==2.8.19

From c1dfa837bddf6c98007a82e1c307692da5536d8e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 04:56:43 +0000
Subject: [PATCH 24/60] Bump mypy from 0.981 to 0.982

Bumps [mypy](https://github.com/python/mypy) from 0.981 to 0.982.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.981...v0.982)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index f4120dc5e..f8238a07c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@
 coveralls==3.3.1
 flake8==5.0.4
 flake8-tidy-imports==4.8.0
-mypy==0.981
+mypy==0.982
 pre-commit==2.20.0
 pytest==7.1.3
 pytest-asyncio==0.19.0

From 3fcba2fb8d82de03fcd84936b7b4d45222bc42d8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 08:03:40 +0200
Subject: [PATCH 25/60] Remove hard-pin on python version in ci

---
 .github/workflows/ci.yml | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 195370339..034c5352d 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -24,7 +24,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10.6"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v3
@@ -121,7 +121,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10.6"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v3
@@ -205,7 +205,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10.6"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v3

From 13529fabb19a5efaca61088c886228a261b607a7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 08:16:26 +0200
Subject: [PATCH 26/60] types-tabulate in pre-commit

---
 .pre-commit-config.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index 2cad0a7d3..e20f0916e 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -16,7 +16,7 @@ repos:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
           - types-requests==2.28.11
-          - types-tabulate==0.8.11
+          - types-tabulate==0.9.0.0
           - types-python-dateutil==2.8.19
         # stages: [push]
 

From 5218fb1df5e394d791d0d1af0721451adb831180 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Oct 2022 06:49:11 +0000
Subject: [PATCH 27/60] Bump types-requests from 2.28.11 to 2.28.11.2

Bumps [types-requests](https://github.com/python/typeshed) from 2.28.11 to 2.28.11.2.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

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

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 7ba4cc8d2..015f4509b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -25,6 +25,6 @@ nbconvert==7.2.1
 # mypy types
 types-cachetools==5.2.1
 types-filelock==3.2.7
-types-requests==2.28.11
+types-requests==2.28.11.2
 types-tabulate==0.9.0.0
 types-python-dateutil==2.8.19

From f120c66987bc1cd892627c3c4861fcf1d271373c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 08:52:38 +0200
Subject: [PATCH 28/60] types-requests - update pre-commit

---
 .pre-commit-config.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index e20f0916e..7abe5659a 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -15,7 +15,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
-          - types-requests==2.28.11
+          - types-requests==2.28.11.2
           - types-tabulate==0.9.0.0
           - types-python-dateutil==2.8.19
         # stages: [push]

From d0b163764efdcf5dca79af47108cbf3f88df02a4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 07:41:38 +0000
Subject: [PATCH 29/60] Run coveralls only when needed

---
 .github/workflows/ci.yml | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 034c5352d..f7bbf23d5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -74,7 +74,8 @@ jobs:
       if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.9')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04'
+)
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu

From 6be9b81f4cddfff670767dced5feb3db8b74f807 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 12:12:30 +0200
Subject: [PATCH 30/60] Fix workflow syntax error

---
 .github/workflows/ci.yml | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f7bbf23d5..47b9a9279 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -74,8 +74,7 @@ jobs:
       if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04'
-)
+      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -442,4 +441,4 @@ jobs:
       with:
           severity: info
           details: Deploy Succeeded!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
\ No newline at end of file
+          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

From d3b2b2972e9b32ec193f94b1b7c0a19b747a6658 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 11:54:13 +0000
Subject: [PATCH 31/60] Update pairlist docstring to be less missleading

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 2 +-
 freqtrade/plugins/pairlist/IPairList.py            | 6 +++---
 freqtrade/plugins/pairlist/OffsetFilter.py         | 2 +-
 freqtrade/plugins/pairlist/PerformanceFilter.py    | 2 +-
 freqtrade/plugins/pairlist/PrecisionFilter.py      | 2 +-
 freqtrade/plugins/pairlist/PriceFilter.py          | 2 +-
 freqtrade/plugins/pairlist/ProducerPairList.py     | 4 ++--
 freqtrade/plugins/pairlist/ShuffleFilter.py        | 2 +-
 freqtrade/plugins/pairlist/SpreadFilter.py         | 2 +-
 freqtrade/plugins/pairlist/StaticPairList.py       | 4 ++--
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 2 +-
 freqtrade/plugins/pairlist/VolumePairList.py       | 4 ++--
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 2 +-
 13 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 70638936a..7c8cdb5ab 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -70,7 +70,7 @@ class AgeFilter(IPairList):
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index c02ba5ef5..60abac6a1 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -69,7 +69,7 @@ class IPairList(LoggingMixin, ABC):
         filter_pairlist() method.
 
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
         raise NotImplementedError()
@@ -85,7 +85,7 @@ class IPairList(LoggingMixin, ABC):
         it will raise the exception if a Pairlist Handler is used at the first
         position in the chain.
 
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: List of pairs
         """
         raise OperationalException("This Pairlist Handler should not be used "
@@ -103,7 +103,7 @@ class IPairList(LoggingMixin, ABC):
         own filtration.
 
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         if self._enabled:
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
index 149befdeb..c9531ece1 100644
--- a/freqtrade/plugins/pairlist/OffsetFilter.py
+++ b/freqtrade/plugins/pairlist/OffsetFilter.py
@@ -47,7 +47,7 @@ class OffsetFilter(IPairList):
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         if self._offset > len(pairlist):
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index c29b4f337..4cc92175a 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -44,7 +44,7 @@ class PerformanceFilter(IPairList):
         Filters and sorts pairlist and returns the allowlist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new allowlist
         """
         # Get the trading performance for pairs from database
diff --git a/freqtrade/plugins/pairlist/PrecisionFilter.py b/freqtrade/plugins/pairlist/PrecisionFilter.py
index 8f1c9b839..98cb3ba46 100644
--- a/freqtrade/plugins/pairlist/PrecisionFilter.py
+++ b/freqtrade/plugins/pairlist/PrecisionFilter.py
@@ -49,7 +49,7 @@ class PrecisionFilter(IPairList):
         Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
         low value pairs.
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker.get('last', None) is None:
diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index f2952001a..a6b400a38 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -68,7 +68,7 @@ class PriceFilter(IPairList):
         """
         Check if if one price-step (pip) is > than a certain barrier.
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker.get('last', None) is None or ticker.get('last') == 0:
diff --git a/freqtrade/plugins/pairlist/ProducerPairList.py b/freqtrade/plugins/pairlist/ProducerPairList.py
index 50b674e60..740cb4ec2 100644
--- a/freqtrade/plugins/pairlist/ProducerPairList.py
+++ b/freqtrade/plugins/pairlist/ProducerPairList.py
@@ -71,7 +71,7 @@ class ProducerPairList(IPairList):
     def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: List of pairs
         """
         pairs = self._filter_pairlist(None)
@@ -84,7 +84,7 @@ class ProducerPairList(IPairList):
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         return self._filter_pairlist(pairlist)
diff --git a/freqtrade/plugins/pairlist/ShuffleFilter.py b/freqtrade/plugins/pairlist/ShuffleFilter.py
index b6b5fc3c8..6eb4231bc 100644
--- a/freqtrade/plugins/pairlist/ShuffleFilter.py
+++ b/freqtrade/plugins/pairlist/ShuffleFilter.py
@@ -52,7 +52,7 @@ class ShuffleFilter(IPairList):
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         # Shuffle is done inplace
diff --git a/freqtrade/plugins/pairlist/SpreadFilter.py b/freqtrade/plugins/pairlist/SpreadFilter.py
index 1f20af305..1f6d4f687 100644
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/freqtrade/plugins/pairlist/SpreadFilter.py
@@ -48,7 +48,7 @@ class SpreadFilter(IPairList):
         """
         Validate spread for the ticker
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
         if 'bid' in ticker and 'ask' in ticker and ticker['ask'] and ticker['bid']:
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index 83a0fa0c8..5b1337754 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -42,7 +42,7 @@ class StaticPairList(IPairList):
     def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: List of pairs
         """
         if self._allow_inactive:
@@ -58,7 +58,7 @@ class StaticPairList(IPairList):
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         pairlist_ = deepcopy(pairlist)
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index c9af3a7b3..c06fc09ba 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -66,7 +66,7 @@ class VolatilityFilter(IPairList):
         """
         Validate trading range
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index b290f76aa..bfecbd62a 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -113,7 +113,7 @@ class VolumePairList(IPairList):
     def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: List of pairs
         """
         # Generate dynamic whitelist
@@ -150,7 +150,7 @@ class VolumePairList(IPairList):
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new whitelist
         """
         if self._use_range:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 1bc7ad48f..ca844f003 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -64,7 +64,7 @@ class RangeStabilityFilter(IPairList):
         """
         Validate trading range
         :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: new allowlist
         """
         needed_pairs: ListPairsWithTimeframes = [

From 60de192d47173f60dd666bf5c47517bc50c09bdf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 12:13:41 +0000
Subject: [PATCH 32/60] Update Classifier docstrings

---
 freqtrade/freqai/prediction_models/CatboostClassifier.py | 5 ++---
 freqtrade/freqai/prediction_models/LightGBMClassifier.py | 5 ++---
 freqtrade/freqai/prediction_models/XGBoostClassifier.py  | 5 ++---
 3 files changed, 6 insertions(+), 9 deletions(-)

diff --git a/freqtrade/freqai/prediction_models/CatboostClassifier.py b/freqtrade/freqai/prediction_models/CatboostClassifier.py
index 60536e6de..9a77644ed 100644
--- a/freqtrade/freqai/prediction_models/CatboostClassifier.py
+++ b/freqtrade/freqai/prediction_models/CatboostClassifier.py
@@ -20,9 +20,8 @@ class CatboostClassifier(BaseClassifierModel):
     def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
         """
         User sets up the training and test data to fit their desired model here
-        :params:
-        :data_dictionary: the dictionary constructed by DataHandler to hold
-        all the training and test data/labels.
+        :param data_dictionary: the dictionary constructed by DataHandler to hold
+                                all the training and test data/labels.
         """
 
         train_data = Pool(
diff --git a/freqtrade/freqai/prediction_models/LightGBMClassifier.py b/freqtrade/freqai/prediction_models/LightGBMClassifier.py
index 3eec516ba..e467ad3c1 100644
--- a/freqtrade/freqai/prediction_models/LightGBMClassifier.py
+++ b/freqtrade/freqai/prediction_models/LightGBMClassifier.py
@@ -20,9 +20,8 @@ class LightGBMClassifier(BaseClassifierModel):
     def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
         """
         User sets up the training and test data to fit their desired model here
-        :params:
-        :data_dictionary: the dictionary constructed by DataHandler to hold
-        all the training and test data/labels.
+        :param data_dictionary: the dictionary constructed by DataHandler to hold
+                                all the training and test data/labels.
         """
 
         if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:
diff --git a/freqtrade/freqai/prediction_models/XGBoostClassifier.py b/freqtrade/freqai/prediction_models/XGBoostClassifier.py
index 8bf5d6281..3b14471c1 100644
--- a/freqtrade/freqai/prediction_models/XGBoostClassifier.py
+++ b/freqtrade/freqai/prediction_models/XGBoostClassifier.py
@@ -26,9 +26,8 @@ class XGBoostClassifier(BaseClassifierModel):
     def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
         """
         User sets up the training and test data to fit their desired model here
-        :params:
-        :data_dictionary: the dictionary constructed by DataHandler to hold
-        all the training and test data/labels.
+        :param data_dictionary: the dictionary constructed by DataHandler to hold
+                                all the training and test data/labels.
         """
 
         X = data_dictionary["train_features"].to_numpy()

From eaae9c9e037890d38b5a6a8b1cc9883296285302 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 12:15:30 +0000
Subject: [PATCH 33/60] Update docstring format

---
 .../freqai/base_models/BaseClassifierModel.py |  2 +-
 .../freqai/base_models/BaseRegressionModel.py |  2 +-
 freqtrade/freqai/data_drawer.py               | 20 +++----
 freqtrade/freqai/data_kitchen.py              | 60 +++++++++----------
 freqtrade/freqai/freqai_interface.py          | 10 ++--
 .../prediction_models/XGBoostClassifier.py    |  2 +-
 6 files changed, 44 insertions(+), 52 deletions(-)

diff --git a/freqtrade/freqai/base_models/BaseClassifierModel.py b/freqtrade/freqai/base_models/BaseClassifierModel.py
index 09f1bf98c..691c27e23 100644
--- a/freqtrade/freqai/base_models/BaseClassifierModel.py
+++ b/freqtrade/freqai/base_models/BaseClassifierModel.py
@@ -78,7 +78,7 @@ class BaseClassifierModel(IFreqaiModel):
     ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
         """
         Filter the prediction features data and predict with it.
-        :param: unfiltered_df: Full dataframe for the current backtest period.
+        :param unfiltered_df: Full dataframe for the current backtest period.
         :return:
         :pred_df: dataframe containing the predictions
         :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
diff --git a/freqtrade/freqai/base_models/BaseRegressionModel.py b/freqtrade/freqai/base_models/BaseRegressionModel.py
index 5d89dd356..79f6f0d3c 100644
--- a/freqtrade/freqai/base_models/BaseRegressionModel.py
+++ b/freqtrade/freqai/base_models/BaseRegressionModel.py
@@ -77,7 +77,7 @@ class BaseRegressionModel(IFreqaiModel):
     ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
         """
         Filter the prediction features data and predict with it.
-        :param: unfiltered_df: Full dataframe for the current backtest period.
+        :param unfiltered_df: Full dataframe for the current backtest period.
         :return:
         :pred_df: dataframe containing the predictions
         :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
diff --git a/freqtrade/freqai/data_drawer.py b/freqtrade/freqai/data_drawer.py
index 31c76a68e..465ba27f5 100644
--- a/freqtrade/freqai/data_drawer.py
+++ b/freqtrade/freqai/data_drawer.py
@@ -412,9 +412,8 @@ class FreqaiDataDrawer:
     def save_data(self, model: Any, coin: str, dk: FreqaiDataKitchen) -> None:
         """
         Saves all data associated with a model for a single sub-train time range
-        :params:
-        :model: User trained model which can be reused for inferencing to generate
-        predictions
+        :param model: User trained model which can be reused for inferencing to generate
+                      predictions
         """
 
         if not dk.data_path.is_dir():
@@ -532,8 +531,7 @@ class FreqaiDataDrawer:
         Append new candles to our stores historic data (in memory) so that
         we do not need to load candle history from disk and we dont need to
         pinging exchange multiple times for the same candle.
-        :params:
-        dataframe: DataFrame = strategy provided dataframe
+        :param dataframe: DataFrame = strategy provided dataframe
         """
         feat_params = self.freqai_info["feature_parameters"]
         with self.history_lock:
@@ -579,9 +577,8 @@ class FreqaiDataDrawer:
         """
         Load pair histories for all whitelist and corr_pairlist pairs.
         Only called once upon startup of bot.
-        :params:
-        timerange: TimeRange = full timerange required to populate all indicators
-        for training according to user defined train_period_days
+        :param timerange: TimeRange = full timerange required to populate all indicators
+                          for training according to user defined train_period_days
         """
         history_data = self.historic_data
 
@@ -604,10 +601,9 @@ class FreqaiDataDrawer:
         """
         Searches through our historic_data in memory and returns the dataframes relevant
         to the present pair.
-        :params:
-        timerange: TimeRange = full timerange required to populate all indicators
-        for training according to user defined train_period_days
-        metadata: dict = strategy furnished pair metadata
+        :param timerange: TimeRange = full timerange required to populate all indicators
+                          for training according to user defined train_period_days
+        :param metadata: dict = strategy furnished pair metadata
         """
         with self.history_lock:
             corr_dataframes: Dict[Any, Any] = {}
diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 7ea2daf02..0a4dd960c 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -107,9 +107,8 @@ class FreqaiDataKitchen:
     ) -> None:
         """
         Set the paths to the data for the present coin/botloop
-        :params:
-        metadata: dict = strategy furnished pair metadata
-        trained_timestamp: int = timestamp of most recent training
+        :param metadata: dict = strategy furnished pair metadata
+        :param trained_timestamp: int = timestamp of most recent training
         """
         self.full_path = Path(
             self.config["user_data_dir"] / "models" / str(self.freqai_config.get("identifier"))
@@ -129,8 +128,8 @@ class FreqaiDataKitchen:
         Given the dataframe for the full history for training, split the data into
         training and test data according to user specified parameters in configuration
         file.
-        :filtered_dataframe: cleaned dataframe ready to be split.
-        :labels: cleaned labels ready to be split.
+        :param filtered_dataframe: cleaned dataframe ready to be split.
+        :param labels: cleaned labels ready to be split.
         """
         feat_dict = self.freqai_config["feature_parameters"]
 
@@ -189,13 +188,14 @@ class FreqaiDataKitchen:
         remove all NaNs. Any row with a NaN is removed from training dataset or replaced with
         0s in the prediction dataset. However, prediction dataset do_predict will reflect any
         row that had a NaN and will shield user from that prediction.
-        :params:
-        :unfiltered_df: the full dataframe for the present training period
-        :training_feature_list: list, the training feature list constructed by
-        self.build_feature_list() according to user specified parameters in the configuration file.
-        :labels: the labels for the dataset
-        :training_filter: boolean which lets the function know if it is training data or
-        prediction data to be filtered.
+
+        :param unfiltered_df: the full dataframe for the present training period
+        :param training_feature_list: list, the training feature list constructed by
+                                      self.build_feature_list() according to user specified
+                                      parameters in the configuration file.
+        :param labels: the labels for the dataset
+        :param training_filter: boolean which lets the function know if it is training data or
+                                prediction data to be filtered.
         :returns:
         :filtered_df: dataframe cleaned of NaNs and only containing the user
         requested feature set.
@@ -285,8 +285,8 @@ class FreqaiDataKitchen:
     def normalize_data(self, data_dictionary: Dict) -> Dict[Any, Any]:
         """
         Normalize all data in the data_dictionary according to the training dataset
-        :params:
-        :data_dictionary: dictionary containing the cleaned and split training/test data/labels
+        :param data_dictionary: dictionary containing the cleaned and
+                                split training/test data/labels
         :returns:
         :data_dictionary: updated dictionary with standardized values.
         """
@@ -516,8 +516,7 @@ class FreqaiDataKitchen:
     def pca_transform(self, filtered_dataframe: DataFrame) -> None:
         """
         Use an existing pca transform to transform data into components
-        :params:
-        filtered_dataframe: DataFrame = the cleaned dataframe
+        :param filtered_dataframe: DataFrame = the cleaned dataframe
         """
         pca_components = self.pca.transform(filtered_dataframe)
         self.data_dictionary["prediction_features"] = pd.DataFrame(
@@ -561,8 +560,7 @@ class FreqaiDataKitchen:
         """
         Build/inference a Support Vector Machine to detect outliers
         in training data and prediction
-        :params:
-        predict: bool = If true, inference an existing SVM model, else construct one
+        :param predict: bool = If true, inference an existing SVM model, else construct one
         """
 
         if self.keras:
@@ -647,11 +645,11 @@ class FreqaiDataKitchen:
         Use DBSCAN to cluster training data and remove "noisy" data (read outliers).
         User controls this via the config param `DBSCAN_outlier_pct` which indicates the
         pct of training data that they want to be considered outliers.
-        :params:
-        predict: bool = If False (training), iterate to find the best hyper parameters to match
-        user requested outlier percent target. If True (prediction), use the parameters
-        determined from the previous training to estimate if the current prediction point
-        is an outlier.
+        :param predict: bool = If False (training), iterate to find the best hyper parameters
+                        to match user requested outlier percent target.
+                        If True (prediction), use the parameters determined from
+                        the previous training to estimate if the current prediction point
+                        is an outlier.
         """
 
         if predict:
@@ -1118,15 +1116,13 @@ class FreqaiDataKitchen:
         prediction_dataframe: DataFrame = pd.DataFrame(),
     ) -> DataFrame:
         """
-        Use the user defined strategy for populating indicators during
-        retrain
-        :params:
-        strategy: IStrategy = user defined strategy object
-        corr_dataframes: dict = dict containing the informative pair dataframes
-        (for user defined timeframes)
-        base_dataframes: dict = dict containing the current pair dataframes
-        (for user defined timeframes)
-        metadata: dict = strategy furnished pair metadata
+        Use the user defined strategy for populating indicators during retrain
+        :param strategy: IStrategy = user defined strategy object
+        :param corr_dataframes: dict = dict containing the informative pair dataframes
+                                (for user defined timeframes)
+        :param base_dataframes: dict = dict containing the current pair dataframes
+                                (for user defined timeframes)
+        :param metadata: dict = strategy furnished pair metadata
         :returns:
         dataframe: DataFrame = dataframe containing populated indicators
         """
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 394b98e94..40fbd798c 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -603,11 +603,11 @@ class IFreqaiModel(ABC):
         If the user reuses an identifier on a subsequent instance,
         this function will not be called. In that case, "real" predictions
         will be appended to the loaded set of historic predictions.
-        :param: df: DataFrame = the dataframe containing the training feature data
-        :param: model: Any = A model which was `fit` using a common library such as
-        catboost or lightgbm
-        :param: dk: FreqaiDataKitchen = object containing methods for data analysis
-        :param: pair: str = current pair
+        :param df: DataFrame = the dataframe containing the training feature data
+        :param model: Any = A model which was `fit` using a common library such as
+                      catboost or lightgbm
+        :param dk: FreqaiDataKitchen = object containing methods for data analysis
+        :param pair: str = current pair
         """
 
         self.dd.historic_predictions[pair] = pred_df
diff --git a/freqtrade/freqai/prediction_models/XGBoostClassifier.py b/freqtrade/freqai/prediction_models/XGBoostClassifier.py
index 3b14471c1..67c7c7783 100644
--- a/freqtrade/freqai/prediction_models/XGBoostClassifier.py
+++ b/freqtrade/freqai/prediction_models/XGBoostClassifier.py
@@ -64,7 +64,7 @@ class XGBoostClassifier(BaseClassifierModel):
     ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
         """
         Filter the prediction features data and predict with it.
-        :param: unfiltered_df: Full dataframe for the current backtest period.
+        :param unfiltered_df: Full dataframe for the current backtest period.
         :return:
         :pred_df: dataframe containing the predictions
         :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove

From 002a46c5a0036bcc1ff05bc27bef4296e98afb54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 14:16:37 +0000
Subject: [PATCH 34/60] Fix typo in docstring

---
 freqtrade/plugins/pairlist/pairlist_helpers.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/pairlist_helpers.py b/freqtrade/plugins/pairlist/pairlist_helpers.py
index 9ef3e4614..93d4fc308 100644
--- a/freqtrade/plugins/pairlist/pairlist_helpers.py
+++ b/freqtrade/plugins/pairlist/pairlist_helpers.py
@@ -12,7 +12,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     :param wildcardpl: List of Pairlists, which may contain regex
     :param available_pairs: List of all available pairs (`exchange.get_markets().keys()`)
     :param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes
-    :return expanded pairlist, with Regexes from wildcardpl applied to match all available pairs.
+    :return: expanded pairlist, with Regexes from wildcardpl applied to match all available pairs.
     :raises: ValueError if a wildcard is invalid (like '*/BTC' - which should be `.*/BTC`)
     """
     result = []

From ee0d90d1aac8f2ac3197c6214b6353c20836157f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 18:03:55 +0200
Subject: [PATCH 35/60] Automatically create freqai models directory

---
 freqtrade/configuration/directory_operations.py | 7 ++++---
 tests/test_directory_operations.py              | 2 +-
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index f70310ee1..e1313749b 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -3,7 +3,8 @@ import shutil
 from pathlib import Path
 from typing import Optional
 
-from freqtrade.constants import USER_DATA_FILES, Config
+from freqtrade.constants import (USER_DATA_FILES, USERPATH_FREQAIMODELS, USERPATH_HYPEROPTS,
+                                 USERPATH_NOTEBOOKS, USERPATH_STRATEGIES, Config)
 from freqtrade.exceptions import OperationalException
 
 
@@ -49,8 +50,8 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     :param create_dir: Create directory if it does not exist.
     :return: Path object containing the directory
     """
-    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs",
-                "notebooks", "plot", "strategies", ]
+    sub_dirs = ["backtest_results", "data", USERPATH_HYPEROPTS, "hyperopt_results", "logs",
+                USERPATH_NOTEBOOKS, "plot", USERPATH_STRATEGIES, USERPATH_FREQAIMODELS]
     folder = Path(directory)
     chown_user_directory(folder)
     if not folder.is_dir():
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index 905b078f9..8e49aab10 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -25,7 +25,7 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
     md = mocker.patch.object(Path, 'mkdir', MagicMock())
 
     x = create_userdata_dir('/tmp/bar', create_dir=True)
-    assert md.call_count == 9
+    assert md.call_count == 10
     assert md.call_args[1]['parents'] is False
     assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
     assert isinstance(x, Path)

From 5ffa3cb9ba4dfb448fb42d21eb8efd0b585c4205 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 Oct 2022 18:11:32 +0200
Subject: [PATCH 36/60] Update docs to mention `freqaimodels` directory

closes #7570
---
 docs/freqai-configuration.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/freqai-configuration.md b/docs/freqai-configuration.md
index d24c60057..737f64824 100644
--- a/docs/freqai-configuration.md
+++ b/docs/freqai-configuration.md
@@ -206,6 +206,9 @@ If this value is set, FreqAI will initially use the predictions from the trainin
 
 FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `Catboost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`. However, it is possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures.
 
+You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
+Make sure to use unique names to avoid overriding built-in models.
+
 ### Setting classifier targets
 
 FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example:

From 724be0afefce0fd8b696abd7b221dc1271fe717d Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Mon, 10 Oct 2022 20:39:31 +0200
Subject: [PATCH 37/60] add tensorboard asset to fai doc

---
 docs/assets/tensorboard.jpg | Bin 0 -> 370209 bytes
 1 file changed, 0 insertions(+), 0 deletions(-)
 create mode 100644 docs/assets/tensorboard.jpg

diff --git a/docs/assets/tensorboard.jpg b/docs/assets/tensorboard.jpg
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z24f1V#!CW)*B$b#8d*`%0pS{1A{>jhLpj&@(UdF^uJ48Di-7IWY3jENxIcgZ`s5PL
zB^v4qsH3X~rc!@6XSnl@kVChS!y)rInuqKEj!FtxNFw48R4Am5%dN+4^8M-Uk8fJs
v=l^txSaP4w9DlacsBwSO<UhL<mK?Sd^Q5}!%MGTLg!+daEGq<2KWG0Jo<h9d

literal 0
HcmV?d00001


From c9eee2eba4b6c10c21c47fe9362f663feed1df41 Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Mon, 10 Oct 2022 20:50:54 +0200
Subject: [PATCH 38/60] revert syntax

---
 tests/freqai/test_freqai_interface.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py
index c8444067a..445b718d2 100644
--- a/tests/freqai/test_freqai_interface.py
+++ b/tests/freqai/test_freqai_interface.py
@@ -182,7 +182,8 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
     for i in range(5):
-        df.loc[:, f'%-constant_{i}'] = i
+        df[f'%-constant_{i}'] = i
+        # df.loc[:, f'%-constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)

From 5ada5eb54001724775cace6335fd9be64d4ec31e Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Mon, 10 Oct 2022 23:30:43 -0600
Subject: [PATCH 39/60] fix error message, update exception import

---
 freqtrade/rpc/api_server/api_ws.py | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_ws.py b/freqtrade/rpc/api_server/api_ws.py
index b60210143..46909955d 100644
--- a/freqtrade/rpc/api_server/api_ws.py
+++ b/freqtrade/rpc/api_server/api_ws.py
@@ -1,10 +1,10 @@
 import logging
 from typing import Any, Dict
 
-import websockets
 from fastapi import APIRouter, Depends, WebSocketDisconnect
 from fastapi.websockets import WebSocket, WebSocketState
 from pydantic import ValidationError
+from websockets.exceptions import WebSocketException
 
 from freqtrade.enums import RPCMessageType, RPCRequestType
 from freqtrade.rpc.api_server.api_auth import validate_ws_token
@@ -115,10 +115,7 @@ async def message_endpoint(
                     # Process the request here
                     await _process_consumer_request(request, channel, rpc)
 
-            except (
-                WebSocketDisconnect,
-                websockets.exceptions.WebSocketException
-            ):
+            except (WebSocketDisconnect, WebSocketException):
                 # Handle client disconnects
                 logger.info(f"Consumer disconnected - {channel}")
             except RuntimeError:
@@ -126,7 +123,7 @@ async def message_endpoint(
                 # RuntimeError('Cannot call "send" once a closed message has been sent')
                 pass
             except Exception as e:
-                logger.info(f"Consumer connection failed - {channel}")
+                logger.info(f"Consumer connection failed - {channel}: {e}")
                 logger.debug(e, exc_info=e)
             finally:
                 await channel_manager.on_disconnect(ws)

From eb8c89fe3188fefc284d0c825ab29e98c59096ab Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Mon, 10 Oct 2022 23:32:10 -0600
Subject: [PATCH 40/60] move send delay to relay

---
 freqtrade/rpc/api_server/webserver.py  | 4 ----
 freqtrade/rpc/api_server/ws/channel.py | 6 ++++++
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 4a09fd78e..c6639f1a6 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -198,10 +198,6 @@ class ApiServer(RPCHandler):
                 logger.debug(f"Found message of type: {message.get('type')}")
                 # Broadcast it
                 await self._ws_channel_manager.broadcast(message)
-                # Limit messages per sec.
-                # Could cause problems with queue size if too low, and
-                # problems with network traffik if too high.
-                await asyncio.sleep(0.001)
         except asyncio.CancelledError:
             pass
 
diff --git a/freqtrade/rpc/api_server/ws/channel.py b/freqtrade/rpc/api_server/ws/channel.py
index 7cee95e6d..e9dbd63be 100644
--- a/freqtrade/rpc/api_server/ws/channel.py
+++ b/freqtrade/rpc/api_server/ws/channel.py
@@ -115,6 +115,12 @@ class WebSocketChannel:
             try:
                 await self._send(message)
                 self.queue.task_done()
+
+                # Limit messages per sec.
+                # Could cause problems with queue size if too low, and
+                # problems with network traffik if too high.
+                # 0.001 = 1000/s
+                await asyncio.sleep(0.001)
             except RuntimeError:
                 # The connection was closed, just exit the task
                 return

From 16c0fef72edf529f34744552d155ff15642ad64f Mon Sep 17 00:00:00 2001
From: Timothy Pogue <me@pogue.dev>
Date: Tue, 11 Oct 2022 00:10:57 -0600
Subject: [PATCH 41/60] update timestamp calculation to correct int, remove
 internal ping interval

---
 scripts/ws_client.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/scripts/ws_client.py b/scripts/ws_client.py
index 83182ae9e..23ad9296d 100644
--- a/scripts/ws_client.py
+++ b/scripts/ws_client.py
@@ -82,7 +82,7 @@ def readable_timedelta(delta):
     """
     attrs = ['years', 'months', 'days', 'hours', 'minutes', 'seconds', 'microseconds']
     return ", ".join([
-        '%d %s' % (getattr(delta, attr), attr if getattr(delta, attr) > 1 else attr[:-1])
+        '%d %s' % (getattr(delta, attr), attr if getattr(delta, attr) > 0 else attr[:-1])
         for attr in attrs if getattr(delta, attr)
     ])
 
@@ -170,7 +170,7 @@ class ClientProtocol:
 
     def _calculate_time_difference(self):
         old_last_received_at = self._LAST_RECEIVED_AT
-        self._LAST_RECEIVED_AT = time.time() * 1000
+        self._LAST_RECEIVED_AT = time.time() * 1e6
         time_delta = relativedelta(microseconds=(self._LAST_RECEIVED_AT - old_last_received_at))
 
         return readable_timedelta(time_delta)
@@ -238,7 +238,7 @@ async def create_client(
 
                     except (
                         asyncio.TimeoutError,
-                        websockets.exceptions.ConnectionClosed
+                        websockets.exceptions.WebSocketException
                     ):
                         # Try pinging
                         try:
@@ -298,7 +298,7 @@ async def _main(args):
     producers = emc_config.get('producers', [])
     producer = producers[0]
 
-    wait_timeout = emc_config.get('wait_timeout', 300)
+    wait_timeout = emc_config.get('wait_timeout', 30)
     ping_timeout = emc_config.get('ping_timeout', 10)
     sleep_time = emc_config.get('sleep_time', 10)
     message_size_limit = (emc_config.get('message_size_limit', 8) << 20)
@@ -311,7 +311,8 @@ async def _main(args):
         sleep_time=sleep_time,
         ping_timeout=ping_timeout,
         wait_timeout=wait_timeout,
-        max_size=message_size_limit
+        max_size=message_size_limit,
+        ping_interval=None
     )
 
 

From 5b5bb8aab5046c5ea6c3de01f4b319433997e76e Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Tue, 11 Oct 2022 19:05:46 +0200
Subject: [PATCH 42/60] catboost tensorboard bugfix

---
 freqtrade/freqai/data_kitchen.py                        | 1 -
 freqtrade/freqai/freqai_interface.py                    | 2 +-
 freqtrade/freqai/prediction_models/CatboostRegressor.py | 2 +-
 3 files changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 89b8f2b95..4b604e281 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -119,7 +119,6 @@ class FreqaiDataKitchen:
             / f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
         )
 
-        Path(self.data_path / 'tensorboard').mkdir(parents=True, exist_ok=True)
 
         return
 
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index ac980f5f1..9907a5f9f 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -201,10 +201,10 @@ class IFreqaiModel(ABC):
                 new_trained_timerange,
                 data_load_timerange,
             ) = dk.check_if_new_training_required(trained_timestamp)
-            dk.set_paths(pair, new_trained_timerange.stopts)
 
             if retrain:
                 self.train_timer('start')
+                dk.set_paths(pair, new_trained_timerange.stopts)
                 try:
                     self.extract_data_and_train_model(
                         new_trained_timerange, pair, strategy, dk, data_load_timerange
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressor.py b/freqtrade/freqai/prediction_models/CatboostRegressor.py
index 46f33a142..2978f6679 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressor.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressor.py
@@ -43,7 +43,7 @@ class CatboostRegressor(BaseRegressionModel):
 
         model = CatBoostRegressor(
             allow_writing_files=True,
-            train_dir=Path(dk.data_path / 'tensorboard'),
+            train_dir=Path(dk.data_path),
             **self.model_training_parameters,
         )
 

From dba1b573bc773eb952c0830e52b4bf85f64cddf0 Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Tue, 11 Oct 2022 19:49:24 +0200
Subject: [PATCH 43/60] remove tensorboard dir from other pred models

---
 freqtrade/freqai/prediction_models/CatboostClassifier.py        | 2 +-
 .../freqai/prediction_models/CatboostRegressorMultiTarget.py    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqai/prediction_models/CatboostClassifier.py b/freqtrade/freqai/prediction_models/CatboostClassifier.py
index 6dab012d1..2aebc3ebf 100644
--- a/freqtrade/freqai/prediction_models/CatboostClassifier.py
+++ b/freqtrade/freqai/prediction_models/CatboostClassifier.py
@@ -34,7 +34,7 @@ class CatboostClassifier(BaseClassifierModel):
         cbr = CatBoostClassifier(
             allow_writing_files=True,
             loss_function='MultiClass',
-            train_dir=Path(dk.data_path / 'tensorboard'),
+            train_dir=Path(dk.data_path),
             **self.model_training_parameters,
         )
 
diff --git a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
index 085c13b86..de7a73e3a 100644
--- a/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
+++ b/freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
@@ -28,7 +28,7 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
 
         cbr = CatBoostRegressor(
             allow_writing_files=True,
-            train_dir=Path(dk.data_path / 'tensorboard'),
+            train_dir=Path(dk.data_path),
             **self.model_training_parameters,
         )
 

From 1e31be562e92a3e8629e918c285c4543cb7c0225 Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Tue, 11 Oct 2022 21:05:42 +0200
Subject: [PATCH 44/60] remove whitespace

---
 freqtrade/freqai/data_kitchen.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 4b604e281..52261d341 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -119,7 +119,6 @@ class FreqaiDataKitchen:
             / f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
         )
 
-
         return
 
     def make_train_test_datasets(

From afaca2167cce2531817e9f65bb0dd0343d331083 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 Oct 2022 19:33:02 +0000
Subject: [PATCH 45/60] use Type Alias for Ticker result to improve keyerror
 resiliancy

---
 freqtrade/exchange/exchange.py                     |  6 ++++--
 freqtrade/exchange/kraken.py                       |  3 ++-
 freqtrade/exchange/types.py                        |  5 +++++
 freqtrade/plugins/pairlist/AgeFilter.py            |  3 ++-
 freqtrade/plugins/pairlist/IPairList.py            | 11 ++++++-----
 freqtrade/plugins/pairlist/OffsetFilter.py         |  3 ++-
 freqtrade/plugins/pairlist/PerformanceFilter.py    |  3 ++-
 freqtrade/plugins/pairlist/PrecisionFilter.py      |  7 ++++---
 freqtrade/plugins/pairlist/PriceFilter.py          |  7 ++++---
 freqtrade/plugins/pairlist/ProducerPairList.py     |  5 +++--
 freqtrade/plugins/pairlist/ShuffleFilter.py        |  3 ++-
 freqtrade/plugins/pairlist/SpreadFilter.py         |  7 ++++---
 freqtrade/plugins/pairlist/StaticPairList.py       |  5 +++--
 freqtrade/plugins/pairlist/VolatilityFilter.py     |  3 ++-
 freqtrade/plugins/pairlist/VolumePairList.py       |  7 ++++---
 freqtrade/plugins/pairlist/rangestabilityfilter.py |  3 ++-
 freqtrade/plugins/pairlistmanager.py               |  3 ++-
 17 files changed, 53 insertions(+), 31 deletions(-)
 create mode 100644 freqtrade/exchange/types.py

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c41a84450..3b59bdfa0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -31,6 +31,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
                                        remove_credentials, retrier, retrier_async)
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -1420,14 +1421,15 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
         """
+        tickers: Tickers
         if cached:
             with self._cache_lock:
-                tickers = self._fetch_tickers_cache.get('fetch_tickers')
+                tickers = self._fetch_tickers_cache.get('fetch_tickers')  # type: ignore
             if tickers:
                 return tickers
         try:
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 6c9b88eae..f3a9486f2 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -12,6 +12,7 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.types import Tickers
 
 
 logger = logging.getLogger(__name__)
@@ -45,7 +46,7 @@ class Kraken(Exchange):
         return (parent_check and
                 market.get('darkpool', False) is False)
 
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         # Only fetch tickers for current stake currency
         # Otherwise the request for kraken becomes too large.
         symbols = list(self.get_markets(quote_currencies=[self._config['stake_currency']]))
diff --git a/freqtrade/exchange/types.py b/freqtrade/exchange/types.py
new file mode 100644
index 000000000..6504381dc
--- /dev/null
+++ b/freqtrade/exchange/types.py
@@ -0,0 +1,5 @@
+from typing import Any, Dict
+
+
+Ticker = Dict[str, Any]
+Tickers = Dict[str, Ticker]
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 7c8cdb5ab..f9c02e250 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -10,6 +10,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
 from freqtrade.util import PeriodicCache
@@ -67,7 +68,7 @@ class AgeFilter(IPairList):
             f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
         ) if self._max_days_listed else '')
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         :param pairlist: pairlist to filter or sort
         :param tickers: Tickers (from exchange.get_tickers). May be cached.
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 60abac6a1..660d6228c 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -4,11 +4,12 @@ PairList Handler base class
 import logging
 from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange, market_is_active
+from freqtrade.exchange.types import Ticker, Tickers
 from freqtrade.mixins import LoggingMixin
 
 
@@ -61,7 +62,7 @@ class IPairList(LoggingMixin, ABC):
         -> Please overwrite in subclasses
         """
 
-    def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
         """
         Check one pair against Pairlist Handler's specific conditions.
 
@@ -74,7 +75,7 @@ class IPairList(LoggingMixin, ABC):
         """
         raise NotImplementedError()
 
-    def gen_pairlist(self, tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Tickers) -> List[str]:
         """
         Generate the pairlist.
 
@@ -91,7 +92,7 @@ class IPairList(LoggingMixin, ABC):
         raise OperationalException("This Pairlist Handler should not be used "
                                    "at the first position in the list of Pairlist Handlers.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
 
@@ -110,7 +111,7 @@ class IPairList(LoggingMixin, ABC):
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
                 # Filter out assets
-                if not self._validate_pair(p, tickers[p] if p in tickers else {}):
+                if not self._validate_pair(p, tickers[p] if p in tickers else None):
                     pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
index c9531ece1..8f21cdd85 100644
--- a/freqtrade/plugins/pairlist/OffsetFilter.py
+++ b/freqtrade/plugins/pairlist/OffsetFilter.py
@@ -6,6 +6,7 @@ from typing import Any, Dict, List
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -42,7 +43,7 @@ class OffsetFilter(IPairList):
             return f"{self.name} - Taking {self._number_pairs} Pairs, starting from {self._offset}."
         return f"{self.name} - Offsetting pairs by {self._offset}."
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 4cc92175a..e7fcac1e4 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -7,6 +7,7 @@ from typing import Any, Dict, List
 import pandas as pd
 
 from freqtrade.constants import Config
+from freqtrade.exchange.types import Tickers
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -39,7 +40,7 @@ class PerformanceFilter(IPairList):
         """
         return f"{self.name} - Sorting pairs by performance."
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the allowlist again.
         Called on each bot iteration - please use internal caching if necessary
diff --git a/freqtrade/plugins/pairlist/PrecisionFilter.py b/freqtrade/plugins/pairlist/PrecisionFilter.py
index 98cb3ba46..478eaec20 100644
--- a/freqtrade/plugins/pairlist/PrecisionFilter.py
+++ b/freqtrade/plugins/pairlist/PrecisionFilter.py
@@ -2,10 +2,11 @@
 Precision pair list filter
 """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -44,7 +45,7 @@ class PrecisionFilter(IPairList):
         """
         return f"{self.name} - Filtering untradable pairs."
 
-    def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
         """
         Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
         low value pairs.
@@ -52,7 +53,7 @@ class PrecisionFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
-        if ticker.get('last', None) is None:
+        if not ticker or ticker.get('last', None) is None:
             self.log_once(f"Removed {pair} from whitelist, because "
                           "ticker['last'] is empty (Usually no trade in the last 24h).",
                           logger.info)
diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index a6b400a38..f007c52d2 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -2,10 +2,11 @@
 Price pair list filter
 """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -64,14 +65,14 @@ class PriceFilter(IPairList):
 
         return f"{self.name} - No price filters configured."
 
-    def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
         """
         Check if if one price-step (pip) is > than a certain barrier.
         :param pair: Pair that's currently validated
         :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
-        if ticker.get('last', None) is None or ticker.get('last') == 0:
+        if not ticker or ticker.get('last', None) is None or ticker.get('last') == 0:
             self.log_once(f"Removed {pair} from whitelist, because "
                           "ticker['last'] is empty (Usually no trade in the last 24h).",
                           logger.info)
diff --git a/freqtrade/plugins/pairlist/ProducerPairList.py b/freqtrade/plugins/pairlist/ProducerPairList.py
index 740cb4ec2..882d49b76 100644
--- a/freqtrade/plugins/pairlist/ProducerPairList.py
+++ b/freqtrade/plugins/pairlist/ProducerPairList.py
@@ -7,6 +7,7 @@ import logging
 from typing import Any, Dict, List, Optional
 
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -68,7 +69,7 @@ class ProducerPairList(IPairList):
 
         return pairs
 
-    def gen_pairlist(self, tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Tickers) -> List[str]:
         """
         Generate the pairlist
         :param tickers: Tickers (from exchange.get_tickers). May be cached.
@@ -79,7 +80,7 @@ class ProducerPairList(IPairList):
         pairs = self._whitelist_for_active_markets(self.verify_whitelist(pairs, logger.info))
         return pairs
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
diff --git a/freqtrade/plugins/pairlist/ShuffleFilter.py b/freqtrade/plugins/pairlist/ShuffleFilter.py
index 6eb4231bc..1bc114d4e 100644
--- a/freqtrade/plugins/pairlist/ShuffleFilter.py
+++ b/freqtrade/plugins/pairlist/ShuffleFilter.py
@@ -7,6 +7,7 @@ from typing import Any, Dict, List
 
 from freqtrade.constants import Config
 from freqtrade.enums import RunMode
+from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -47,7 +48,7 @@ class ShuffleFilter(IPairList):
         return (f"{self.name} - Shuffling pairs" +
                 (f", seed = {self._seed}." if self._seed is not None else "."))
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
diff --git a/freqtrade/plugins/pairlist/SpreadFilter.py b/freqtrade/plugins/pairlist/SpreadFilter.py
index 1f6d4f687..ecb21593b 100644
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/freqtrade/plugins/pairlist/SpreadFilter.py
@@ -2,10 +2,11 @@
 Spread pair list filter
 """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -44,14 +45,14 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio:.2%}.")
 
-    def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
         """
         Validate spread for the ticker
         :param pair: Pair that's currently validated
         :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
-        if 'bid' in ticker and 'ask' in ticker and ticker['ask'] and ticker['bid']:
+        if ticker and 'bid' in ticker and 'ask' in ticker and ticker['ask'] and ticker['bid']:
             spread = 1 - ticker['bid'] / ticker['ask']
             if spread > self._max_spread_ratio:
                 self.log_once(f"Removed {pair} from whitelist, because spread "
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index 5b1337754..4b1961a53 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -8,6 +8,7 @@ from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.constants import Config
+from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -39,7 +40,7 @@ class StaticPairList(IPairList):
         """
         return f"{self.name}"
 
-    def gen_pairlist(self, tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Tickers) -> List[str]:
         """
         Generate the pairlist
         :param tickers: Tickers (from exchange.get_tickers). May be cached.
@@ -53,7 +54,7 @@ class StaticPairList(IPairList):
             return self._whitelist_for_active_markets(
                 self.verify_whitelist(self._config['exchange']['pair_whitelist'], logger.info))
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index c06fc09ba..401a2e86c 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -13,6 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -62,7 +63,7 @@ class VolatilityFilter(IPairList):
                 f"{self._min_volatility}-{self._max_volatility} "
                 f" the last {self._days} {plural(self._days, 'day')}.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Validate trading range
         :param pairlist: pairlist to filter or sort
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index bfecbd62a..ad27a93d8 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -5,13 +5,14 @@ Provides dynamic pair list based on trade volumes
 """
 import logging
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Literal
 
 from cachetools import TTLCache
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import format_ms_time
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -36,7 +37,7 @@ class VolumePairList(IPairList):
 
         self._stake_currency = config['stake_currency']
         self._number_pairs = self._pairlistconfig['number_assets']
-        self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
+        self._sort_key: Literal['quoteVolume'] = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
         self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
         self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
@@ -110,7 +111,7 @@ class VolumePairList(IPairList):
         """
         return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
 
-    def gen_pairlist(self, tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Tickers) -> List[str]:
         """
         Generate the pairlist
         :param tickers: Tickers (from exchange.get_tickers). May be cached.
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index ca844f003..546b026cb 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -11,6 +11,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -60,7 +61,7 @@ class RangeStabilityFilter(IPairList):
                 f"{self._min_rate_of_change}{max_rate_desc} over the "
                 f"last {plural(self._days, 'day')}.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
         """
         Validate trading range
         :param pairlist: pairlist to filter or sort
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 5ed319e93..1e98b8485 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -11,6 +11,7 @@ from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.types import Tickers
 from freqtrade.mixins import LoggingMixin
 from freqtrade.plugins.pairlist.IPairList import IPairList
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -76,7 +77,7 @@ class PairListManager(LoggingMixin):
         return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
 
     @cached(TTLCache(maxsize=1, ttl=1800))
-    def _get_cached_tickers(self):
+    def _get_cached_tickers(self) -> Tickers:
         return self._exchange.get_tickers()
 
     def refresh_pairlist(self) -> None:

From 35f3f988d45463e923b333a2a5a34e9442929e87 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 Oct 2022 19:33:05 +0000
Subject: [PATCH 46/60] Improve price handling in priceFilter

---
 freqtrade/plugins/pairlist/PriceFilter.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index f007c52d2..da41e9239 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -77,11 +77,13 @@ class PriceFilter(IPairList):
                           "ticker['last'] is empty (Usually no trade in the last 24h).",
                           logger.info)
             return False
+        else:
+            price: float = ticker['last']
 
         # Perform low_price_ratio check.
         if self._low_price_ratio != 0:
-            compare = self._exchange.price_get_one_pip(pair, ticker['last'])
-            changeperc = compare / ticker['last']
+            compare = self._exchange.price_get_one_pip(pair, price)
+            changeperc = compare / price
             if changeperc > self._low_price_ratio:
                 self.log_once(f"Removed {pair} from whitelist, "
                               f"because 1 unit is {changeperc:.3%}", logger.info)
@@ -89,7 +91,6 @@ class PriceFilter(IPairList):
 
         # Perform low_amount check
         if self._max_value != 0:
-            price = ticker['last']
             market = self._exchange.markets[pair]
             limits = market['limits']
             if (limits['amount']['min'] is not None):
@@ -114,14 +115,14 @@ class PriceFilter(IPairList):
 
         # Perform min_price check.
         if self._min_price != 0:
-            if ticker['last'] < self._min_price:
+            if price < self._min_price:
                 self.log_once(f"Removed {pair} from whitelist, "
                               f"because last price < {self._min_price:.8f}", logger.info)
                 return False
 
         # Perform max_price check.
         if self._max_price != 0:
-            if ticker['last'] > self._max_price:
+            if price > self._max_price:
                 self.log_once(f"Removed {pair} from whitelist, "
                               f"because last price > {self._max_price:.8f}", logger.info)
                 return False

From 52e9528361b73bced2f34c77d7bbbebaa1b7fa23 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 Oct 2022 19:33:07 +0000
Subject: [PATCH 47/60] Improve ticker type

---
 freqtrade/exchange/binance.py             |  3 ++-
 freqtrade/exchange/types.py               | 15 +++++++++++++--
 freqtrade/plugins/pairlist/PriceFilter.py |  6 +++---
 3 files changed, 18 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index a0d4b2d82..6d818bab9 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -11,6 +11,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.types import Tickers
 from freqtrade.misc import deep_merge_dicts, json_load
 
 
@@ -59,7 +60,7 @@ class Binance(Exchange):
                 )
             ))
 
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:
             # Binance's future result has no bid/ask values.
diff --git a/freqtrade/exchange/types.py b/freqtrade/exchange/types.py
index 6504381dc..a60b454d4 100644
--- a/freqtrade/exchange/types.py
+++ b/freqtrade/exchange/types.py
@@ -1,5 +1,16 @@
-from typing import Any, Dict
+from typing import Dict, Optional, TypedDict
+
+
+class Ticker(TypedDict):
+    symbol: str
+    ask: Optional[float]
+    askVolume: Optional[float]
+    bid: Optional[float]
+    bidVolume: Optional[float]
+    last: Optional[float]
+    quoteVolume: Optional[float]
+    baseVolume: Optional[float]
+    # Several more - only listing required.
 
 
-Ticker = Dict[str, Any]
 Tickers = Dict[str, Ticker]
diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index da41e9239..4d23de792 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -72,13 +72,13 @@ class PriceFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.fetch_ticker
         :return: True if the pair can stay, false if it should be removed
         """
-        if not ticker or ticker.get('last', None) is None or ticker.get('last') == 0:
+        if ticker and 'last' in ticker and ticker['last'] is not None and ticker.get('last') != 0:
+            price: float = ticker['last']
+        else:
             self.log_once(f"Removed {pair} from whitelist, because "
                           "ticker['last'] is empty (Usually no trade in the last 24h).",
                           logger.info)
             return False
-        else:
-            price: float = ticker['last']
 
         # Perform low_price_ratio check.
         if self._low_price_ratio != 0:

From a6f6a17393b069153a8e88966a8ff6167c9d639a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 Oct 2022 21:42:48 +0200
Subject: [PATCH 48/60] Type fetch_ticker

---
 freqtrade/constants.py         |  1 +
 freqtrade/exchange/exchange.py | 14 +++++++-------
 freqtrade/misc.py              |  7 +++++--
 3 files changed, 13 insertions(+), 9 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 27968bb1b..2fdb091a7 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -656,5 +656,6 @@ LongShort = Literal['long', 'short']
 EntryExit = Literal['entry', 'exit']
 BuySell = Literal['buy', 'sell']
 MakerTaker = Literal['maker', 'taker']
+BidAsk = Literal['bid', 'ask']
 
 Config = Dict[str, Any]
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3b59bdfa0..8cfe90272 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -20,8 +20,8 @@ from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
 from dateutil import parser
 from pandas import DataFrame, concat
 
-from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
-                                 Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
+                                 BuySell, Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
                                  PairWithTimeframe)
 from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
@@ -31,7 +31,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
                                        remove_credentials, retrier, retrier_async)
-from freqtrade.exchange.types import Tickers
+from freqtrade.exchange.types import Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -1452,12 +1452,12 @@ class Exchange:
     # Pricing info
 
     @retrier
-    def fetch_ticker(self, pair: str) -> dict:
+    def fetch_ticker(self, pair: str) -> Ticker:
         try:
             if (pair not in self.markets or
                     self.markets[pair].get('active', False) is False):
                 raise ExchangeError(f"Pair {pair} not available")
-            data = self._api.fetch_ticker(pair)
+            data: Ticker = self._api.fetch_ticker(pair)
             return data
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
@@ -1508,7 +1508,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> str:
+    def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> BidAsk:
         price_side = conf_strategy['price_side']
 
         if price_side in ('same', 'other'):
@@ -1527,7 +1527,7 @@ class Exchange:
 
     def get_rate(self, pair: str, refresh: bool,
                  side: EntryExit, is_short: bool,
-                 order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
+                 order_book: Optional[dict] = None, ticker: Optional[Ticker] = None) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 56b3fef0e..49d33d46f 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -6,7 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Iterator, List
+from typing import Any, Dict, Iterator, List, Mapping, Union
 from typing.io import IO
 from urllib.parse import urlparse
 
@@ -186,7 +186,10 @@ def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
     return default_value
 
 
-def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
+dictMap = Union[Dict[str, Any], Mapping[str, Any]]
+
+
+def safe_value_fallback2(dict1: dictMap, dict2: dictMap, key1: str, key2: str, default_value=None):
     """
     Search a value in dict1, return this if it's not None.
     Fall back to dict2 - return key2 from dict2 if it's not None.

From 96e6c1b190e1f6285ecd8bcb6482ec83e62cde43 Mon Sep 17 00:00:00 2001
From: Joe Schr <8218910+TheJoeSchr@users.noreply.github.com>
Date: Wed, 12 Oct 2022 20:05:50 +0200
Subject: [PATCH 49/60] Docs: add `ignore_buying_expired_candle_after` and
 `order pricing` to summary

---
 docs/strategy_migration.md | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md
index 471ffa601..58f6b0d23 100644
--- a/docs/strategy_migration.md
+++ b/docs/strategy_migration.md
@@ -43,12 +43,18 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
   * `order_time_in_force` buy -> entry, sell -> exit.
   * `order_types` buy -> entry, sell -> exit.
   * `unfilledtimeout` buy -> entry, sell -> exit.
+  * `ignore_buying_expired_candle_after` -> moved to root level instead of "ask_strategy/exit_pricing"
 * Terminology changes
   * Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using `exit_reason` checks and eventually update your strategy.
     * `sell_signal` -> `exit_signal`
     * `custom_sell` -> `custom_exit`
     * `force_sell` -> `force_exit`
     * `emergency_sell` -> `emergency_exit`
+  * Order pricing
+    * `bid_strategy` -> `entry_pricing`
+    * `ask_strategy` -> `exit_pricing`
+    * `ask_last_balance` -> `price_last_balance`
+    * `bid_last_balance` -> `price_last_balance`
   * Webhook terminology changed from "sell" to "exit", and from "buy" to entry
     * `webhookbuy` -> `webhookentry`
     * `webhookbuyfill` -> `webhookentryfill`
@@ -443,6 +449,7 @@ Please refer to the [pricing documentation](configuration.md#prices-used-for-ord
         "use_order_book": true,
         "order_book_top": 1,
         "bid_last_balance": 0.0
+        "ignore_buying_expired_candle_after": 120
     }
 }
 ```
@@ -466,6 +473,7 @@ after:
         "use_order_book": true,
         "order_book_top": 1,
         "price_last_balance": 0.0
-    }
+    },
+    "ignore_buying_expired_candle_after": 120
 }
 ```

From 39c27cfc37650916464f267c4b814086c5f0ec01 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 04:58:02 +0000
Subject: [PATCH 50/60] Don't fail if fetchTickers is not availlable

---
 freqtrade/exchange/exchange.py  | 2 ++
 tests/exchange/test_exchange.py | 6 ++++++
 2 files changed, 8 insertions(+)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 8cfe90272..53a3960b1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1427,6 +1427,8 @@ class Exchange:
         :return: fetch_tickers result
         """
         tickers: Tickers
+        if not self.exchange_has('fetchTickers'):
+            return {}
         if cached:
             with self._cache_lock:
                 tickers = self._fetch_tickers_cache.get('fetch_tickers')  # type: ignore
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index b07892f72..07aad80ff 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1834,6 +1834,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
         'last': 41,
     }
     }
+    mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=True)
     api_mock.fetch_tickers = MagicMock(return_value=tick)
     api_mock.fetch_bids_asks = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -1883,6 +1884,11 @@ def test_get_tickers(default_conf, mocker, exchange_name):
     assert api_mock.fetch_tickers.call_count == 1
     assert api_mock.fetch_bids_asks.call_count == (1 if exchange_name == 'binance' else 0)
 
+    api_mock.fetch_tickers.reset_mock()
+    api_mock.fetch_bids_asks.reset_mock()
+    mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=False)
+    assert exchange.get_tickers() == {}
+
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_ticker(default_conf, mocker, exchange_name):

From 75f1a123ebe5cd4b7907c2feae11f64ec4b98e5e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 04:58:17 +0000
Subject: [PATCH 51/60] Move "tickers_needed" check to pairlistmanager to cover
 all pairlists

---
 freqtrade/plugins/pairlist/SpreadFilter.py | 7 -------
 freqtrade/plugins/pairlistmanager.py       | 9 +++++++++
 2 files changed, 9 insertions(+), 7 deletions(-)

diff --git a/freqtrade/plugins/pairlist/SpreadFilter.py b/freqtrade/plugins/pairlist/SpreadFilter.py
index ecb21593b..207328d08 100644
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/freqtrade/plugins/pairlist/SpreadFilter.py
@@ -5,7 +5,6 @@ import logging
 from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -23,12 +22,6 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
-        if not self._exchange.exchange_has('fetchTickers'):
-            raise OperationalException(
-                'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
-                'Please edit your config and restart the bot.'
-            )
-
     @property
     def needstickers(self) -> bool:
         """
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 1e98b8485..20a264fd8 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -46,6 +46,15 @@ class PairListManager(LoggingMixin):
         if not self._pairlist_handlers:
             raise OperationalException("No Pairlist Handlers defined")
 
+        if self._tickers_needed and not self._exchange.exchange_has('fetchTickers'):
+            invalid = ". ".join([p.name for p in self._pairlist_handlers if p.needstickers])
+
+            raise OperationalException(
+                "Exchange does not support fetchTickers, therefore the following pairlists "
+                "cannot be used. Please edit your config and restart the bot.\n"
+                f"{invalid}."
+            )
+
         refresh_period = config.get('pairlist_refresh_period', 3600)
         LoggingMixin.__init__(self, logger, refresh_period)
 

From f8331e0326e12cee9ec9a84fc1c5a7ba76731ab9 Mon Sep 17 00:00:00 2001
From: th0rntwig <tornquist.elin@gmail.com>
Date: Thu, 13 Oct 2022 10:53:25 +0200
Subject: [PATCH 52/60] Add model libs info

---
 docs/freqai-configuration.md   | 38 +++++++++++++++++++++++++++++-----
 docs/freqai-parameter-table.md |  2 +-
 docs/freqai-running.md         |  4 ++--
 3 files changed, 36 insertions(+), 8 deletions(-)

diff --git a/docs/freqai-configuration.md b/docs/freqai-configuration.md
index 737f64824..2d40918e5 100644
--- a/docs/freqai-configuration.md
+++ b/docs/freqai-configuration.md
@@ -204,17 +204,45 @@ If this value is set, FreqAI will initially use the predictions from the trainin
 
 ## Using different prediction models
 
-FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `Catboost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`. However, it is possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures.
+FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `CatBoost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`. 
 
-You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
+Regression and classification models differ in what targets they predict - a regression model will predict a target of continous values, for example what price BTC will be at tomorrow, whilst a classifier will predict a target of descrete values, for example if the price of BTC will go up tomorrow or not. This means that you have to specify your targets differently depending on which model type you are using (see details [below](#setting-model-targets)).
+
+All of the aforementioned model libraries implement gradient boosted decision tree algorithms. They all work on the principle of emsemble learning, where predictions from multiple simple learners are combined to get a final prediction that is more stable and generalized. The simple learners in this case are decision trees. Gradient boosting refers to the method of learning, where each simple learner is built in sequence - the subsequent learner is used to improve on the error from the previous learner. If you want to learn more about the different model libraries you can find the information in their respective docs:
+
+* CatBoost: https://catboost.ai/en/docs/
+* LightGBM: https://lightgbm.readthedocs.io/en/v3.3.2/#
+* XGBoost: https://xgboost.readthedocs.io/en/stable/#
+
+There are also numerous online articles describing and comparing the algorithms. Some relatively light-weight examples would be [CatBoost vs. LightGBM vs. XGBoost — Which is the best algorithm?](https://towardsdatascience.com/catboost-vs-lightgbm-vs-xgboost-c80f40662924#:~:text=In%20CatBoost%2C%20symmetric%20trees%2C%20or,the%20same%20depth%20can%20differ.) and [XGBoost, LightGBM or CatBoost — which boosting algorithm should I use?](https://medium.com/riskified-technology/xgboost-lightgbm-or-catboost-which-boosting-algorithm-should-i-use-e7fda7bb36bc). Keep in mind that the performance of each model is highly dependent on the application and so any reported metrics might not be true for your particular use of the model.
+
+Apart from the models already vailable in FreqAI, it is also possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures. You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
 Make sure to use unique names to avoid overriding built-in models.
 
-### Setting classifier targets
+### Setting model targets
 
-FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example:
+#### Regressors
+
+If you are using a regressor, you need to specify a target that has continous values. FreqAI includes a variety of regressors, such as the `CatboostRegressor`via the flag `--freqaimodel CatboostRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
+
+```python
+df['&s-close_price'] = df['close'].shift(-100)
+```
+
+If you want to predict multiple targets, you need to define multiple labels using the same syntax as shown above.
+
+#### Classifiers
+
+If you are using a classifier, you need to specify a target that has descrete values. FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set 
 
 ```python
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
 ```
 
-Additionally, the example classifier models do not accommodate multiple labels, but they do allow multi-class classification within a single label column.
+If you want to predict multiple targets you must specify all labels in the same label column. You could, for example, add the label `same` to define where the price was unchanged by setting
+
+
+```python
+df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
+df['&s-up_or_down'] = np.where( df["close"].shift(-100) == df["close"], 'same', df['&s-up_or_down'])
+```
diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md
index 38d7ece94..7d9864fc0 100644
--- a/docs/freqai-parameter-table.md
+++ b/docs/freqai-parameter-table.md
@@ -42,7 +42,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `test_size` | The fraction of data that should be used for testing instead of training. <br> **Datatype:** Positive float < 1.
 | `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Defaut: `False`.
 |  |  **Model training parameters**
-| `model_training_parameters` | A flexible dictionary that includes all parameters available by the selected model library. For example, if you use `LightGBMRegressor`, this dictionary can contain any parameter available by the `LightGBMRegressor` [here](https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.LGBMRegressor.html) (external website). If you select a different model, this dictionary can contain any parameter from that model.  <br> **Datatype:** Dictionary.
+| `model_training_parameters` | A flexible dictionary that includes all parameters available by the selected model library. For example, if you use `LightGBMRegressor`, this dictionary can contain any parameter available by the `LightGBMRegressor` [here](https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.LGBMRegressor.html) (external website). If you select a different model, this dictionary can contain any parameter from that model. A list of the currently available models can be found [here](freqai-configuration.md#using-different-prediction-models).  <br> **Datatype:** Dictionary.
 | `n_estimators` | The number of boosted trees to fit in the training of the model. <br> **Datatype:** Integer.
 | `learning_rate` | Boosting learning rate during training of the model. <br> **Datatype:** Float.
 | `n_jobs`, `thread_count`, `task_type` | Set the number of threads for parallel processing and the `task_type` (`gpu` or `cpu`). Different model libraries use different parameter names. <br> **Datatype:** Float.
diff --git a/docs/freqai-running.md b/docs/freqai-running.md
index f6aa7b2e1..9e2b13c44 100644
--- a/docs/freqai-running.md
+++ b/docs/freqai-running.md
@@ -144,14 +144,14 @@ This specific hyperopt would help you understand the appropriate `DI_values` for
 
 ## Using Tensorboard
 
-Catboost models benefit from tracking training metrics via Tensorboard. You can take advantage of the FreqAI integration to track training and evaluation performance across all coins and across all retrainings. Tensorboard is activated via the following command:
+CatBoost models benefit from tracking training metrics via Tensorboard. You can take advantage of the FreqAI integration to track training and evaluation performance across all coins and across all retrainings. Tensorboard is activated via the following command:
 
 ```bash
 cd freqtrade
 tensorboard --logdir user_data/models/unique-id
 ```
 
-where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell if the user wishes to view the output in their browser at 127.0.0.1:6060 (6060 is the default port used by Tensorboard).
+where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell if you wish to view the output in your browser at 127.0.0.1:6060 (6060 is the default port used by Tensorboard).
 
 ![tensorboard](assets/tensorboard.jpg)
 

From 20457808100159f653b05b6967f18c5e9d099bfe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 11:57:36 +0000
Subject: [PATCH 53/60] Reinstate default of 1000% for roi

closes #7583
---
 freqtrade/strategy/interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8f803045f..96e3065c4 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -49,7 +49,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     _ft_params_from_file: Dict
     # associated minimal roi
-    minimal_roi: Dict = {}
+    minimal_roi: Dict = {"0": 10.0}
 
     # associated stoploss
     stoploss: float

From 28be784c2eb90bcb814072fcc1b5a388944b941b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 12:17:53 +0000
Subject: [PATCH 54/60] Fix kucoin live test failure

---
 tests/exchange/test_ccxt_compat.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 9ff65cdc4..9f9866aba 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -56,7 +56,7 @@ EXCHANGES = {
         'leverage_in_spot_market': True,
     },
     'kucoin': {
-        'pair': 'BTC/USDT',
+        'pair': 'XRP/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
         'timeframe': '5m',

From c71c0e8da0e3326c9de12e97ffc36333baf00c3a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 18:16:39 +0200
Subject: [PATCH 55/60] Fix some typos

---
 docs/freqai-configuration.md | 13 ++++++-------
 docs/freqai-running.md       |  1 -
 2 files changed, 6 insertions(+), 8 deletions(-)

diff --git a/docs/freqai-configuration.md b/docs/freqai-configuration.md
index 2d40918e5..d162fe373 100644
--- a/docs/freqai-configuration.md
+++ b/docs/freqai-configuration.md
@@ -204,11 +204,11 @@ If this value is set, FreqAI will initially use the predictions from the trainin
 
 ## Using different prediction models
 
-FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `CatBoost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`. 
+FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `CatBoost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`.
 
-Regression and classification models differ in what targets they predict - a regression model will predict a target of continous values, for example what price BTC will be at tomorrow, whilst a classifier will predict a target of descrete values, for example if the price of BTC will go up tomorrow or not. This means that you have to specify your targets differently depending on which model type you are using (see details [below](#setting-model-targets)).
+Regression and classification models differ in what targets they predict - a regression model will predict a target of continuous values, for example what price BTC will be at tomorrow, whilst a classifier will predict a target of discrete values, for example if the price of BTC will go up tomorrow or not. This means that you have to specify your targets differently depending on which model type you are using (see details [below](#setting-model-targets)).
 
-All of the aforementioned model libraries implement gradient boosted decision tree algorithms. They all work on the principle of emsemble learning, where predictions from multiple simple learners are combined to get a final prediction that is more stable and generalized. The simple learners in this case are decision trees. Gradient boosting refers to the method of learning, where each simple learner is built in sequence - the subsequent learner is used to improve on the error from the previous learner. If you want to learn more about the different model libraries you can find the information in their respective docs:
+All of the aforementioned model libraries implement gradient boosted decision tree algorithms. They all work on the principle of ensemble learning, where predictions from multiple simple learners are combined to get a final prediction that is more stable and generalized. The simple learners in this case are decision trees. Gradient boosting refers to the method of learning, where each simple learner is built in sequence - the subsequent learner is used to improve on the error from the previous learner. If you want to learn more about the different model libraries you can find the information in their respective docs:
 
 * CatBoost: https://catboost.ai/en/docs/
 * LightGBM: https://lightgbm.readthedocs.io/en/v3.3.2/#
@@ -216,14 +216,14 @@ All of the aforementioned model libraries implement gradient boosted decision tr
 
 There are also numerous online articles describing and comparing the algorithms. Some relatively light-weight examples would be [CatBoost vs. LightGBM vs. XGBoost — Which is the best algorithm?](https://towardsdatascience.com/catboost-vs-lightgbm-vs-xgboost-c80f40662924#:~:text=In%20CatBoost%2C%20symmetric%20trees%2C%20or,the%20same%20depth%20can%20differ.) and [XGBoost, LightGBM or CatBoost — which boosting algorithm should I use?](https://medium.com/riskified-technology/xgboost-lightgbm-or-catboost-which-boosting-algorithm-should-i-use-e7fda7bb36bc). Keep in mind that the performance of each model is highly dependent on the application and so any reported metrics might not be true for your particular use of the model.
 
-Apart from the models already vailable in FreqAI, it is also possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures. You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
+Apart from the models already available in FreqAI, it is also possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to customize various aspects of the training procedures. You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
 Make sure to use unique names to avoid overriding built-in models.
 
 ### Setting model targets
 
 #### Regressors
 
-If you are using a regressor, you need to specify a target that has continous values. FreqAI includes a variety of regressors, such as the `CatboostRegressor`via the flag `--freqaimodel CatboostRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
+If you are using a regressor, you need to specify a target that has continuous values. FreqAI includes a variety of regressors, such as the `CatboostRegressor`via the flag `--freqaimodel CatboostRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
 
 ```python
 df['&s-close_price'] = df['close'].shift(-100)
@@ -233,7 +233,7 @@ If you want to predict multiple targets, you need to define multiple labels usin
 
 #### Classifiers
 
-If you are using a classifier, you need to specify a target that has descrete values. FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set 
+If you are using a classifier, you need to specify a target that has discrete values. FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set 
 
 ```python
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
@@ -241,7 +241,6 @@ df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'do
 
 If you want to predict multiple targets you must specify all labels in the same label column. You could, for example, add the label `same` to define where the price was unchanged by setting
 
-
 ```python
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) == df["close"], 'same', df['&s-up_or_down'])
diff --git a/docs/freqai-running.md b/docs/freqai-running.md
index 9e2b13c44..7972a6c92 100644
--- a/docs/freqai-running.md
+++ b/docs/freqai-running.md
@@ -155,7 +155,6 @@ where `unique-id` is the `identifier` set in the `freqai` configuration file. Th
 
 ![tensorboard](assets/tensorboard.jpg)
 
-
 ## Setting up a follower
 
 You can indicate to the bot that it should not train models, but instead should look for models trained by a leader with a specific `identifier` by defining:

From 7672586de9ff92f20993977802374156d533e64a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 19:43:37 +0200
Subject: [PATCH 56/60] Fix unreliable hyperopt test

---
 tests/optimize/test_hyperopt.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5666ebabc..c52bc9799 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -910,8 +910,9 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
     })
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
-    hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
+    hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 0.00001
     hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
+    hyperopt.backtesting.exchange._markets = get_markets()
 
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)

From f0194710513de86e59a086be28518180dbf52cd5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 Oct 2022 19:30:59 +0200
Subject: [PATCH 57/60] Don't round prices if no custom prices have been used

closes #7573
---
 freqtrade/optimize/backtesting.py | 29 +++++++++++++++++------------
 1 file changed, 17 insertions(+), 12 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 83159dfe4..720069f84 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -617,13 +617,16 @@ class Backtesting:
                     exit_reason = row[EXIT_TAG_IDX]
                 # Custom exit pricing only for exit-signals
                 if order_type == 'limit':
-                    close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                                       default_retval=close_rate)(
+                    rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                                 default_retval=close_rate)(
                         pair=trade.pair,
                         trade=trade,  # type: ignore[arg-type]
                         current_time=exit_candle_time,
                         proposed_rate=close_rate, current_profit=current_profit,
                         exit_tag=exit_reason)
+                    if rate != close_rate:
+                        close_rate = price_to_precision(rate, trade.price_precision,
+                                                        self.precision_mode)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
                     if trade.is_short:
@@ -660,7 +663,6 @@ class Backtesting:
         # amount = amount or trade.amount
         amount = amount_to_contract_precision(amount or trade.amount, trade.amount_precision,
                                               self.precision_mode, trade.contract_size)
-        rate = price_to_precision(close_rate, trade.price_precision, self.precision_mode)
         order = Order(
             id=self.order_id_counter,
             ft_trade_id=trade.id,
@@ -674,12 +676,12 @@ class Backtesting:
             side=trade.exit_side,
             order_type=order_type,
             status="open",
-            price=rate,
-            average=rate,
+            price=close_rate,
+            average=close_rate,
             amount=amount,
             filled=0,
             remaining=amount,
-            cost=amount * rate,
+            cost=amount * close_rate,
         )
         trade.orders.append(order)
         return trade
@@ -726,18 +728,21 @@ class Backtesting:
     def get_valid_price_and_stake(
         self, pair: str, row: Tuple, propose_rate: float, stake_amount: float,
         direction: LongShort, current_time: datetime, entry_tag: Optional[str],
-        trade: Optional[LocalTrade], order_type: str
+        trade: Optional[LocalTrade], order_type: str, price_precision: Optional[float]
     ) -> Tuple[float, float, float, float]:
 
         if order_type == 'limit':
-            propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                 default_retval=propose_rate)(
+            new_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                             default_retval=propose_rate)(
                 pair=pair, current_time=current_time,
                 proposed_rate=propose_rate, entry_tag=entry_tag,
                 side=direction,
             )  # default value is the open rate
             # We can't place orders higher than current high (otherwise it'd be a stop limit entry)
             # which freqtrade does not support in live.
+            if new_rate != propose_rate:
+                propose_rate = price_to_precision(new_rate, price_precision,
+                                                  self.precision_mode)
             if direction == "short":
                 propose_rate = max(propose_rate, row[LOW_IDX])
             else:
@@ -799,9 +804,11 @@ class Backtesting:
         pos_adjust = trade is not None and requested_rate is None
 
         stake_amount_ = stake_amount or (trade.stake_amount if trade else 0.0)
+        precision_price = self.exchange.get_precision_price(pair)
+
         propose_rate, stake_amount, leverage, min_stake_amount = self.get_valid_price_and_stake(
             pair, row, row[OPEN_IDX], stake_amount_, direction, current_time, entry_tag, trade,
-            order_type
+            order_type, precision_price,
         )
 
         # replace proposed rate if another rate was requested
@@ -817,8 +824,6 @@ class Backtesting:
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             self.order_id_counter += 1
             base_currency = self.exchange.get_pair_base_currency(pair)
-            precision_price = self.exchange.get_precision_price(pair)
-            propose_rate = price_to_precision(propose_rate, precision_price, self.precision_mode)
             amount_p = (stake_amount / propose_rate) * leverage
 
             contract_size = self.exchange.get_contract_size(pair)

From 1d8d360a128830f5940b2fb9c145b766d7a94438 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 Oct 2022 14:32:30 +0000
Subject: [PATCH 58/60] update _search_all_objects functioning

---
 freqtrade/commands/list_commands.py | 11 ++++------
 freqtrade/resolvers/iresolver.py    | 31 +++++++++++++++++++++++++++--
 2 files changed, 33 insertions(+), 9 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index eb761eeec..7ab9202aa 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -1,7 +1,6 @@
 import csv
 import logging
 import sys
-from pathlib import Path
 from typing import Any, Dict, List
 
 import rapidjson
@@ -10,7 +9,6 @@ from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
@@ -41,7 +39,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
         print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))
 
 
-def _print_objs_tabular(objs: List, print_colorized: bool, base_dir: Path) -> None:
+def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
     if print_colorized:
         colorama_init(autoreset=True)
         red = Fore.RED
@@ -55,7 +53,7 @@ def _print_objs_tabular(objs: List, print_colorized: bool, base_dir: Path) -> No
     names = [s['name'] for s in objs]
     objs_to_print = [{
         'name': s['name'] if s['name'] else "--",
-        'location': s['location'].relative_to(base_dir),
+        'location': s['location_rel'],
         'status': (red + "LOAD FAILED" + reset if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
                    else yellow + "DUPLICATE NAME" + reset)
@@ -76,9 +74,8 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
     strategy_objs = StrategyResolver.search_all_objects(
-        directory, not args['print_one_column'], config.get('recursive_strategy_search', False))
+        config, not args['print_one_column'], config.get('recursive_strategy_search', False))
     # Sort alphabetically
     strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
     for obj in strategy_objs:
@@ -90,7 +87,7 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategy_objs]))
     else:
-        _print_objs_tabular(strategy_objs, config.get('print_colorized', False), directory)
+        _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 9682e1c2b..df21f5a2d 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -183,9 +183,35 @@ class IResolver:
         )
 
     @classmethod
-    def search_all_objects(cls, directory: Path, enum_failed: bool,
+    def search_all_objects(cls, config: Config, enum_failed: bool,
                            recursive: bool = False) -> List[Dict[str, Any]]:
         """
+        Searches for valid objects
+        :param config: Config object
+        :param enum_failed: If True, will return None for modules which fail.
+            Otherwise, failing modules are skipped.
+        :param recursive: Recursively walk directory tree searching for strategies
+        :return: List of dicts containing 'name', 'class' and 'location' entries
+        """
+        result = []
+
+        abs_paths = cls.build_search_paths(config, user_subdir=cls.user_subdir)
+        print(abs_paths)
+        for path in abs_paths:
+            result.extend(cls._search_all_objects(path, enum_failed, recursive))
+        return result
+
+    @classmethod
+    def _build_rel_location(cls, directory: Path, entry: Path) -> str:
+
+        builtin = cls.initial_search_path == directory
+        return f"<builtin>/{entry.relative_to(directory)}" if builtin else entry.relative_to(
+                    directory)
+
+    @classmethod
+    def _search_all_objects(cls, directory: Path, enum_failed: bool,
+                            recursive: bool = False) -> List[Dict[str, Any]]:
+        """
         Searches a directory for valid objects
         :param directory: Path to search
         :param enum_failed: If True, will return None for modules which fail.
@@ -204,7 +230,7 @@ class IResolver:
                 and not entry.name.startswith('__')
                 and not entry.name.startswith('.')
             ):
-                objects.extend(cls.search_all_objects(entry, enum_failed, recursive=recursive))
+                objects.extend(cls._search_all_objects(entry, enum_failed, recursive=recursive))
             # Only consider python files
             if entry.suffix != '.py':
                 logger.debug('Ignoring %s', entry)
@@ -217,5 +243,6 @@ class IResolver:
                     {'name': obj[0].__name__ if obj is not None else '',
                      'class': obj[0] if obj is not None else None,
                      'location': entry,
+                     'location_rel': cls._build_rel_location(directory, entry),
                      })
         return objects

From 9d4ba767c4d7514001a52a780fa348a85f6260c8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 Oct 2022 14:41:25 +0000
Subject: [PATCH 59/60] Update usages of search_all_objects

---
 freqtrade/optimize/hyperopt_tools.py     |  5 ++---
 freqtrade/resolvers/iresolver.py         | 11 ++++++-----
 freqtrade/resolvers/strategy_resolver.py |  8 ++++++++
 freqtrade/rpc/api_server/api_v1.py       |  4 +---
 tests/strategy/test_strategy_loading.py  |  6 +++---
 5 files changed, 20 insertions(+), 14 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 65bdc4db5..393c055c4 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -12,7 +12,7 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
-from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES, Config
+from freqtrade.constants import FTHYPT_FILEVERSION, Config
 from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
@@ -50,9 +50,8 @@ class HyperoptTools():
         Get Strategy-location (filename) from strategy_name
         """
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
-        directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
         strategy_objs = StrategyResolver.search_all_objects(
-            directory, False, config.get('recursive_strategy_search', False))
+            config, False, config.get('recursive_strategy_search', False))
         strategies = [s for s in strategy_objs if s['name'] == strategy_name]
         if strategies:
             strategy = strategies[0]
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index df21f5a2d..56376baa4 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -196,7 +196,6 @@ class IResolver:
         result = []
 
         abs_paths = cls.build_search_paths(config, user_subdir=cls.user_subdir)
-        print(abs_paths)
         for path in abs_paths:
             result.extend(cls._search_all_objects(path, enum_failed, recursive))
         return result
@@ -209,8 +208,9 @@ class IResolver:
                     directory)
 
     @classmethod
-    def _search_all_objects(cls, directory: Path, enum_failed: bool,
-                            recursive: bool = False) -> List[Dict[str, Any]]:
+    def _search_all_objects(
+            cls, directory: Path, enum_failed: bool, recursive: bool = False,
+            basedir: Optional[Path] = None) -> List[Dict[str, Any]]:
         """
         Searches a directory for valid objects
         :param directory: Path to search
@@ -230,7 +230,8 @@ class IResolver:
                 and not entry.name.startswith('__')
                 and not entry.name.startswith('.')
             ):
-                objects.extend(cls._search_all_objects(entry, enum_failed, recursive=recursive))
+                objects.extend(cls._search_all_objects(
+                    entry, enum_failed, recursive, basedir or directory))
             # Only consider python files
             if entry.suffix != '.py':
                 logger.debug('Ignoring %s', entry)
@@ -243,6 +244,6 @@ class IResolver:
                     {'name': obj[0].__name__ if obj is not None else '',
                      'class': obj[0] if obj is not None else None,
                      'location': entry,
-                     'location_rel': cls._build_rel_location(directory, entry),
+                     'location_rel': cls._build_rel_location(basedir or directory, entry),
                      })
         return objects
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index c574246ac..a1eb3d190 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -268,6 +268,14 @@ class StrategyResolver(IResolver):
             "or contains Python code errors."
         )
 
+    @classmethod
+    def build_search_paths(cls, config: Config, user_subdir: Optional[str] = None,
+                           extra_dirs: List[str] = []) -> List[Path]:
+
+        if 'strategy_path' in config:
+            extra_dirs = [config['strategy_path']] + extra_dirs
+        return super().build_search_paths(config, user_subdir, extra_dirs)
+
 
 def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False):
     if hasattr(strategy, old):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 135892dc6..0e6f9500a 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -253,11 +253,9 @@ def plot_config(rpc: RPC = Depends(get_rpc)):
 
 @router.get('/strategies', response_model=StrategyListResponse, tags=['strategy'])
 def list_strategies(config=Depends(get_config)):
-    directory = Path(config.get(
-        'strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
     from freqtrade.resolvers.strategy_resolver import StrategyResolver
     strategies = StrategyResolver.search_all_objects(
-        directory, False, config.get('recursive_strategy_search', False))
+        config, False, config.get('recursive_strategy_search', False))
     strategies = sorted(strategies, key=lambda x: x['name'])
 
     return {'strategies': [x['name'] for x in strategies]}
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index adffd0875..8b9ae658b 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -32,7 +32,7 @@ def test_search_strategy():
 
 def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
-    strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
+    strategies = StrategyResolver._search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
     assert len(strategies) == 9
     assert isinstance(strategies[0], dict)
@@ -40,7 +40,7 @@ def test_search_all_strategies_no_failed():
 
 def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
-    strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
+    strategies = StrategyResolver._search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
     assert len(strategies) == 10
     # with enum_failed=True search_all_objects() shall find 2 good strategies
@@ -49,7 +49,7 @@ def test_search_all_strategies_with_failed():
     assert len([x for x in strategies if x['class'] is None]) == 1
 
     directory = Path(__file__).parent / "strats_nonexistingdir"
-    strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
+    strategies = StrategyResolver._search_all_objects(directory, enum_failed=True)
     assert len(strategies) == 0
 
 

From 4a8cb3359b7a8dd6676817f91efbdb51562918e4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 Oct 2022 14:59:55 +0000
Subject: [PATCH 60/60] Fix broken tests

---
 freqtrade/resolvers/iresolver.py         |  4 ++--
 freqtrade/resolvers/strategy_resolver.py |  2 +-
 freqtrade/rpc/api_server/api_v1.py       |  2 --
 tests/rpc/test_rpc_apiserver.py          |  3 ++-
 tests/strategy/test_strategy_loading.py  | 11 +++++------
 5 files changed, 10 insertions(+), 12 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 56376baa4..5c4ba1568 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -204,8 +204,8 @@ class IResolver:
     def _build_rel_location(cls, directory: Path, entry: Path) -> str:
 
         builtin = cls.initial_search_path == directory
-        return f"<builtin>/{entry.relative_to(directory)}" if builtin else entry.relative_to(
-                    directory)
+        return f"<builtin>/{entry.relative_to(directory)}" if builtin else str(
+            entry.relative_to(directory))
 
     @classmethod
     def _search_all_objects(
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index a1eb3d190..ae27df3c5 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -272,7 +272,7 @@ class StrategyResolver(IResolver):
     def build_search_paths(cls, config: Config, user_subdir: Optional[str] = None,
                            extra_dirs: List[str] = []) -> List[Path]:
 
-        if 'strategy_path' in config:
+        if 'strategy_path' in config and config['strategy_path'] not in extra_dirs:
             extra_dirs = [config['strategy_path']] + extra_dirs
         return super().build_search_paths(config, user_subdir, extra_dirs)
 
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 0e6f9500a..c0c9b8f57 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -1,13 +1,11 @@
 import logging
 from copy import deepcopy
-from pathlib import Path
 from typing import List, Optional
 
 from fastapi import APIRouter, Depends, Query
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
-from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.enums import CandleType, TradingMode
 from freqtrade.exceptions import OperationalException
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 684f68819..f0d74698e 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1443,8 +1443,9 @@ def test_api_plot_config(botclient):
     assert isinstance(rc.json()['subplots'], dict)
 
 
-def test_api_strategies(botclient):
+def test_api_strategies(botclient, tmpdir):
     ftbot, client = botclient
+    ftbot.config['user_data_dir'] = Path(tmpdir)
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 8b9ae658b..ae5a4024c 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -77,10 +77,9 @@ def test_load_strategy_base64(dataframe_1m, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(caplog, default_conf):
-    default_conf['strategy'] = 'StrategyTestV3'
     extra_dir = Path.cwd() / 'some/path'
-    with pytest.raises(OperationalException):
-        StrategyResolver._load_strategy(CURRENT_TEST_STRATEGY, config=default_conf,
+    with pytest.raises(OperationalException, match=r"Impossible to load Strategy.*"):
+        StrategyResolver._load_strategy('StrategyTestV333', config=default_conf,
                                         extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -102,8 +101,8 @@ def test_load_strategy_noname(default_conf):
         StrategyResolver.load_strategy(default_conf)
 
 
-@pytest.mark.filterwarnings("ignore:deprecated")
-@pytest.mark.parametrize('strategy_name', ['StrategyTestV2'])
+@ pytest.mark.filterwarnings("ignore:deprecated")
+@ pytest.mark.parametrize('strategy_name', ['StrategyTestV2'])
 def test_strategy_pre_v3(dataframe_1m, default_conf, strategy_name):
     default_conf.update({'strategy': strategy_name})
 
@@ -349,7 +348,7 @@ def test_strategy_override_use_exit_profit_only(caplog, default_conf):
     assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
 
 
-@pytest.mark.filterwarnings("ignore:deprecated")
+@ pytest.mark.filterwarnings("ignore:deprecated")
 def test_missing_implements(default_conf, caplog):
 
     default_location = Path(__file__).parent / "strats"