Merge pull request #3395 from freqtrade/new_release

New release 2020.5

.github/ISSUE_TEMPLATE.md

@@ -1,33 +0,0 @@
-## Step 1: Have you search for this issue before posting it?
-
-If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
-If it hasn't been reported, please create a new issue.
-
-## Step 2: Describe your environment
-
-  * Operating system: ____
-  * Python Version: _____ (`python -V`)
-  * CCXT version: _____ (`pip freeze | grep ccxt`)
-  * Branch: Master | Develop
-  * Last Commit ID: _____ (`git log --format="%H" -n 1`)
-  
-## Step 3: Describe the problem:
-
-*Explain the problem you have encountered*
-
-### Steps to reproduce:
-
-  1. _____
-  2. _____
-  3. _____
-  
-### Observed Results:
-
-  * What happened?
-  * What did you expect to happen?
-
-### Relevant code exceptions or logs:
-
-  ```
-  // paste your log here
-  ```

.github/ISSUE_TEMPLATE/bug_report.md

@@ -0,0 +1,48 @@
+---
+name: Bug report
+about: Create a report to help us improve
+title: ''
+labels: "Triage Needed"
+assignees: ''
+
+---
+<!-- 
+Have you searched for similar issues before posting it?
+
+If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
+If it hasn't been reported, please create a new issue.
+
+Please do not use bug reports to request new features.
+-->
+
+## Describe your environment
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+  
+Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.
+
+## Describe the problem:
+
+*Explain the problem you have encountered*
+
+### Steps to reproduce:
+
+  1. _____
+  2. _____
+  3. _____
+  
+### Observed Results:
+
+  * What happened?
+  * What did you expect to happen?
+
+### Relevant code exceptions or logs
+
+Note: Please copy/paste text of the messages, no screenshots of logs please.
+
+  ```
+  // paste your log here
+  ```

.github/ISSUE_TEMPLATE/feature_request.md

@@ -0,0 +1,27 @@
+---
+name: Feature request
+about: Suggest an idea for this project
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+<!-- 
+Note: this section will not show up in the issue.
+Have you search for this feature before requesting it? It's highly likely that a similar request was already filed.
+-->
+
+## Describe your environment
+(if applicable)
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+
+
+## Describe the enhancement
+
+*Explain the enhancement you would like*
+

.github/ISSUE_TEMPLATE/question.md

@@ -0,0 +1,25 @@
+---
+name: BQuestion
+about: Ask a question you could not find an answer in the docs
+title: ''
+labels: "Question"
+assignees: ''
+
+---
+<!-- 
+Have you searched for similar issues before posting it?
+Did you have a VERY good look at the [documentation](https://www.freqtrade.io/en/latest/) and are sure that the question is not explained there
+
+Please do not use the question template to report bugs or to request new features.
+-->
+
+## Describe your environment
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+  
+## Your question
+
+*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*

.github/workflows/ci.yml

@@ -100,7 +100,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI ${{ matrix.os }}*'
@@ -162,7 +162,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI windows*'
@@ -189,6 +189,29 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+  cleanup-prior-runs:
+    runs-on: ubuntu-latest
+    steps:
+    - name: Cleanup previous runs on this branch
+      uses: rokroskar/workflow-run-cleanup-action@v0.2.2
+      if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/master' && github.repository == 'freqtrade/freqtrade'"
+      env:
+        GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
+
+  # Notify on slack only once - when CI completes (and after deploy) in case it's successfull
+  notify-complete:
+    needs: [ build, build_windows, docs_check ]
+    runs-on: ubuntu-latest
+    steps:
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI*'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
   deploy:
     needs: [ build, build_windows, docs_check ]
     runs-on: ubuntu-18.04
@@ -226,25 +249,45 @@ jobs:
         user: __token__
         password: ${{ secrets.pypi_password }}
 
+    - name: Dockerhub login
+      env:
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      run: |
+        echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
+
     - name: Build and test and push docker image
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
-        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
-        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
         build_helpers/publish_docker.sh
 
-    - name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi
+    # We need docker experimental to pull the ARM image.
-      uses: elgohr/Publish-Docker-Github-Action@2.7
+    - name: Switch docker to experimental
+      run: |
+          docker version -f '{{.Server.Experimental}}'
+          echo $'{\n    "experimental": true\n}' | sudo tee /etc/docker/daemon.json
+          sudo systemctl restart docker
+          docker version -f '{{.Server.Experimental}}'
+
+    - name: Set up Docker Buildx
+      id: buildx
+      uses: crazy-max/ghaction-docker-buildx@v1
       with:
-        name: freqtradeorg/freqtrade:${{ steps.extract_branch.outputs.branch }}_pi
+        buildx-version: latest
-        username: ${{ secrets.DOCKER_USERNAME }}
+        qemu-version: latest
-        password: ${{ secrets.DOCKER_PASSWORD }}
+
-        dockerfile: Dockerfile.pi
+    - name: Available platforms
-        # cache: true
+      run: echo ${{ steps.buildx.outputs.platforms }}
-        cache: ${{ github.event_name != 'schedule' }}
+
-        tag_names: true
+    - name: Build Raspberry docker image
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}_pi
+      run: |
+        build_helpers/publish_docker_pi.sh
+
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.8.2-slim-buster
+FROM python:3.8.3-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

Dockerfile.armhf

@@ -0,0 +1,29 @@
+FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
+
+RUN apt-get update \
+  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 \
+  && apt-get clean \
+  && pip install --upgrade pip \
+  && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
+
+# Prepare environment
+RUN mkdir /freqtrade
+WORKDIR /freqtrade
+
+# Install TA-lib
+COPY build_helpers/* /tmp/
+RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
+
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+# Install dependencies
+COPY requirements.txt requirements-common.txt /freqtrade/
+RUN pip install numpy --no-cache-dir \
+  && pip install -r requirements.txt --no-cache-dir
+
+# Install and execute
+COPY . /freqtrade/
+RUN pip install -e . --no-cache-dir
+ENTRYPOINT ["freqtrade"]
+# Default to trade mode
+CMD [ "trade" ]

Dockerfile.pi

@@ -1,41 +0,0 @@
-FROM balenalib/raspberrypi3-debian:stretch
-
-RUN [ "cross-build-start" ]
-
-RUN apt-get update \
- && apt-get -y install wget curl build-essential libssl-dev libffi-dev \
- && apt-get clean
-
-# Prepare environment
-RUN mkdir /freqtrade
-WORKDIR /freqtrade
-
-# Install TA-lib
-COPY build_helpers/ta-lib-0.4.0-src.tar.gz /freqtrade/
-RUN tar -xzf /freqtrade/ta-lib-0.4.0-src.tar.gz \
- && cd /freqtrade/ta-lib/ \
- && ./configure \
- && make \
- && make install \
- && rm /freqtrade/ta-lib-0.4.0-src.tar.gz
-
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-# Install berryconda
-RUN wget -q https://github.com/jjhelmus/berryconda/releases/download/v2.0.0/Berryconda3-2.0.0-Linux-armv7l.sh \
- && bash ./Berryconda3-2.0.0-Linux-armv7l.sh -b \
- && rm Berryconda3-2.0.0-Linux-armv7l.sh
-
-# Install dependencies
-COPY requirements-common.txt /freqtrade/
-RUN ~/berryconda3/bin/conda install -y numpy pandas \
- && ~/berryconda3/bin/pip install -r requirements-common.txt --no-cache-dir
-
-# Install and execute
-COPY . /freqtrade/
-RUN ~/berryconda3/bin/pip install -e . --no-cache-dir
-
-RUN [ "cross-build-end" ]
-
-ENTRYPOINT ["/root/berryconda3/bin/python","./freqtrade/main.py"]
-CMD [ "trade" ]

README.md

@@ -68,40 +68,42 @@ For any other type of installation please refer to [Installation doc](https://ww
 ### Bot commands
 
 ```
-usage: freqtrade [-h] [-v] [--logfile FILE] [--version] [-c PATH] [-d PATH]
+usage: freqtrade [-h] [-V]
-                 [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]]
+                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
-                 [--db-url PATH] [--sd-notify]
+                 ...
-                 {backtesting,edge,hyperopt} ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {backtesting,edge,hyperopt}
+  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+    trade               Trade module.
+    create-userdir      Create user-data directory.
+    new-config          Create new config
+    new-hyperopt        Create new hyperopt
+    new-strategy        Create new strategy
+    download-data       Download backtesting data.
+    convert-data        Convert candle (OHLCV) data from one format to another.
+    convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
+    hyperopt-list       List Hyperopt results
+    hyperopt-show       Show details of Hyperopt results
+    list-exchanges      Print available exchanges.
+    list-hyperopts      Print available hyperopt classes.
+    list-markets        Print markets on exchange.
+    list-pairs          Print pairs on exchange.
+    list-strategies     Print available strategies.
+    list-timeframes     Print available ticker intervals (timeframes) for the exchange.
+    show-trades         Show trades.
+    test-pairlist       Test your pairlist configuration.
+    plot-dataframe      Plot candles with indicators.
+    plot-profit         Generate plot showing profits.
 
 optional arguments:
   -h, --help            show this help message and exit
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  -V, --version         show program's version number and exit
-  --logfile FILE        Log to the file specified
+
-  --version             show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: None). Multiple
-                        --config options may be used.
-  -d PATH, --datadir PATH
-                        Path to backtest data.
-  -s NAME, --strategy NAME
-                        Specify strategy class name (default:
-                        DefaultStrategy).
-  --strategy-path PATH  Specify additional strategy lookup path.
-  --dynamic-whitelist [INT]
-                        Dynamically generate and update whitelist based on 24h
-                        BaseVolume (default: 20). DEPRECATED.
-  --db-url PATH         Override trades database URL, this is useful if
-                        dry_run is enabled or in custom deployments (default:
-                        None).
-  --sd-notify           Notify systemd service manager.
 ```
 
 ### Telegram RPC commands

bin/freqtrade

@@ -1,11 +0,0 @@
-#!/usr/bin/env python3
-
-import sys
-import logging
-
-logger = logging.getLogger(__name__)
-
-
-logger.error("DEPRECATED installation detected, please run `pip install -e .` again.")
-
-sys.exit(2)

build_helpers/install_windows.ps1

@@ -7,10 +7,10 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

build_helpers/publish_docker.sh

@@ -42,14 +42,6 @@ if [ "${TAG}" = "develop" ]; then
     docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
 fi
 
-# Login
-docker login -u $DOCKER_USERNAME -p $DOCKER_PASSWORD
-
-if [ $? -ne 0 ]; then
-    echo "failed login"
-    return 1
-fi
-
 # Show all available images
 docker images
 

build_helpers/publish_docker_pi.sh

@@ -0,0 +1,36 @@
+#!/bin/sh
+
+# The below assumes a correctly setup docker buildx environment
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+PI_PLATFORM="linux/arm/v7"
+echo "Running for ${TAG}"
+CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    docker buildx build \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG} --push .
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Pull last build to avoid rebuilding the whole image
+    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
+    docker buildx build \
+        --cache-from=type=registry,ref=${CACHE_TAG} \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG} --push .
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi

config.json.example

@@ -6,6 +6,7 @@
     "fiat_display_currency": "USD",
     "ticker_interval": "5m",
     "dry_run": false,
+    "cancel_open_orders_on_exit": false,
     "trailing_stop": false,
     "unfilledtimeout": {
         "buy": 10,

config_binance.json.example

@@ -6,6 +6,7 @@
     "fiat_display_currency": "USD",
     "ticker_interval": "5m",
     "dry_run": true,
+    "cancel_open_orders_on_exit": false,
     "trailing_stop": false,
     "unfilledtimeout": {
         "buy": 10,

config_full.json.example

@@ -8,6 +8,7 @@
     "amend_last_stake_amount": false,
     "last_stake_amount_min_ratio": 0.5,
     "dry_run": false,
+    "cancel_open_orders_on_exit": false,
     "ticker_interval": "5m",
     "trailing_stop": false,
     "trailing_stop_positive": 0.005,
@@ -120,6 +121,7 @@
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "jwt_secret_key": "somethingrandom",
         "username": "freqtrader",
         "password": "SuperSecurePassword"
     },

config_kraken.json.example

@@ -6,6 +6,7 @@
     "fiat_display_currency": "EUR",
     "ticker_interval": "5m",
     "dry_run": true,
+    "cancel_open_orders_on_exit": false,
     "trailing_stop": false,
     "unfilledtimeout": {
         "buy": 10,

docs/backtesting.md

@@ -17,8 +17,12 @@ For details on downloading, please refer to the [Data Downloading](data-download
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
 
-!!! Tip "Using dynamic pairlists for backtesting"
+!!! Warning "Using dynamic pairlists for backtesting"
-    While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration.
+    Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
+    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Please read the [pairlists documentation](configuration.md#pairlists) for more information.
+
+    To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
 ### Run a backtesting against the currencies listed in your config file
 
@@ -198,7 +202,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 
 - Buys happen at open-price
 - Sell signal sells happen at open-price of the following candle
-- Low happens before high for stoploss, protecting capital first.
+- Low happens before high for stoploss, protecting capital first
 - ROI
   - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
   - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
@@ -208,6 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
 - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
+- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes.
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.

docs/configuration.md

@@ -51,6 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
+| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  <br> **Datatype:** Float (as ratio)
@@ -80,14 +81,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> **Datatype:** List
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -108,7 +109,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Intege
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
 | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
@@ -544,32 +545,33 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
     Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
     It is therefore advised to not use this setting for dry-runs.
 
-
 #### Sell price without Orderbook enabled
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
-## Pairlists
+## Pairlists and Pairlist Handlers
 
-Pairlists define the list of pairs that the bot should trade.
+Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
-There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
 
-[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
+Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
-Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
-### Available Pairlists
+Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+
+### Available Pairlist Handlers
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
-* [`PrecisionFilter`](#precision-filter)
+* [`PrecisionFilter`](#precisionfilter)
-* [`PriceFilter`](#price-pair-filter)
+* [`PriceFilter`](#pricefilter)
-* [`SpreadFilter`](#spread-filter)
+* [`ShuffleFilter`](#shufflefilter)
+* [`SpreadFilter`](#spreadfilter)
 
 !!! Tip "Testing pairlists"
-    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
+    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
 
 #### Static Pair List
 
@@ -585,16 +587,16 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### Volume Pair List
 
-`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-`VolumePairList` considers outputs of previous pairlists unless  it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
 
-`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
 
-* The `bidVolume` is the volume (amount) of current best bid in the orderbook.
-* The `askVolume` is the volume (amount) of current best ask in the orderbook.
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
@@ -608,27 +610,39 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### PrecisionFilter
 
-Filters low-value coins which would not allow setting a stoploss.
+Filters low-value coins which would not allow setting stoplosses.
 
-#### Price Pair Filter
+#### PriceFilter
 
 The `PriceFilter` allows filtering of pairs by price.
-Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+
+Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
 Calculation example:
+
 Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
 
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+
+#### ShuffleFilter
+
+Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
+
+!!! Tip
+    You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
 
 #### SpreadFilter
-Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+
+Removes pairs that have a difference between asks and bids above the specified ratio, `max_spread_ratio` (defaults to `0.005`).
+
 Example:
-If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` 
 
-### Full Pairlist example
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+### Full example of Pairlist Handlers
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 priceunit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {
@@ -642,7 +656,9 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "sort_key": "quoteVolume",
     },
     {"method": "PrecisionFilter"},
-    {"method": "PriceFilter", "low_price_ratio": 0.01}
+    {"method": "PriceFilter", "low_price_ratio": 0.01},
+    {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {"method": "ShuffleFilter", "seed": 42}
     ],
 ```
 

docs/deprecated.md

@@ -24,3 +24,13 @@ and in freqtrade 2019.7 (master branch).
 `--live` in the context of backtesting allowed to download the latest tick data for backtesting.
 Did only download the latest 500 candles, so was ineffective in getting good backtest data.
 Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch)
+
+### Allow running multiple pairlists in sequence
+
+The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists.
+
+The old section of configuration parameters (`"pairlist"`) has been deprecated in 2019.11 and has been removed in 2020.4.
+
+### deprecation of bidVolume and askVolume from volumepairlist
+
+Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4.

docs/docker.md

@@ -22,6 +22,9 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 !!! Note
     All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
+!!! Note "Docker on Raspberry"
+    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or `freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
+
 ### Docker quick start
 
 Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
@@ -65,7 +68,7 @@ docker-compose up -d
 
 #### Docker-compose logs
 
-Logs will be written to `user_data/freqtrade.log`. 
+Logs will be written to `user_data/logs/freqtrade.log`. 
 Alternatively, you can check the latest logs using `docker-compose logs -f`.
 
 #### Database

docs/hyperopt.md

@@ -487,7 +487,7 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 ## Show details of Hyperopt results
 

docs/installation.md

@@ -248,14 +248,14 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version)
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version)
 
 ```cmd
 >cd \path\freqtrade-develop
 >python -m venv .env
 >.env\Scripts\activate.bat
 REM optionally install ta-lib from wheel
-REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
+REM >pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl
 >pip install -r requirements.txt
 >pip install -e .
 >freqtrade

docs/requirements-docs.txt

@@ -1,2 +1,2 @@
-mkdocs-material==5.1.3
+mkdocs-material==5.2.1
 mdx_truly_sane_lists==1.2

docs/rest-api.md

@@ -11,6 +11,7 @@ Sample configuration:
         "enabled": true,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "jwt_secret_key": "somethingrandom",
         "username": "Freqtrader",
         "password": "SuperSecret1!"
     },
@@ -29,7 +30,7 @@ This should return the response:
 {"status":"pong"}
 ```
 
-All other endpoints return sensitive info and require authentication, so are not available through a web browser.
+All other endpoints return sensitive info and require authentication and are therefore not available through a web browser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 
@@ -38,6 +39,9 @@ import secrets
 secrets.token_hex()
 ```
 
+!!! Hint
+    Use the same method to also generate a JWT secret key (`jwt_secret_key`).
+
 ### Configuration with docker
 
 If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
@@ -202,3 +206,28 @@ whitelist
         Show the current whitelist
         :returns: json object
 ```
+
+## Advanced API usage using JWT tokens
+
+!!! Note
+    The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis.
+
+Freqtrade's REST API also offers JWT (JSON Web Tokens).
+You can login using the following command, and subsequently use the resulting access_token.
+
+``` bash
+> curl -X POST --user Freqtrader http://localhost:8080/api/v1/token/login
+{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"}
+
+> access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g"
+# Use access_token for authentication
+> curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count
+
+```
+
+Since the access token has a short timeout (15 min) - the `token/refresh` request should be used periodically to get a fresh access token:
+
+``` bash
+> curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh
+{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
+```

docs/sql_cheatsheet.md

@@ -1,13 +1,20 @@
 # SQL Helper
+
 This page contains some help if you want to edit your sqlite db.
 
 ## Install sqlite3
-**Ubuntu/Debian installation**
+
+Sqlite3 is a terminal based sqlite application.
+Feel free to use a visual Database editor like SqliteBrowser if you feel more comfortable with that.
+
+### Ubuntu/Debian installation
+
 ```bash
 sudo apt-get install sqlite3
 ```
 
 ## Open the DB
+
 ```bash
 sqlite3
 .open <filepath>
@@ -16,45 +23,61 @@ sqlite3
 ## Table structure
 
 ### List tables
+
 ```bash
 .tables
 ```
 
 ### Display table structure
+
 ```bash
 .schema <table_name>
 ```
 
 ### Trade table structure
+
 ```sql
-CREATE TABLE trades (
+CREATE TABLE trades
     id INTEGER NOT NULL,
     exchange VARCHAR NOT NULL,
     pair VARCHAR NOT NULL,
     is_open BOOLEAN NOT NULL,
     fee_open FLOAT NOT NULL,
+    fee_open_cost FLOAT,
+    fee_open_currency VARCHAR,
     fee_close FLOAT NOT NULL,
+    fee_close_cost FLOAT,
+    fee_close_currency VARCHAR,
     open_rate FLOAT,
     open_rate_requested FLOAT,
+    open_trade_price FLOAT,
     close_rate FLOAT,
     close_rate_requested FLOAT,
     close_profit FLOAT,
+    close_profit_abs FLOAT,
     stake_amount FLOAT NOT NULL,
     amount FLOAT,
     open_date DATETIME NOT NULL,
     close_date DATETIME,
     open_order_id VARCHAR,
     stop_loss FLOAT,
+    stop_loss_pct FLOAT,
     initial_stop_loss FLOAT,
+    initial_stop_loss_pct FLOAT,
     stoploss_order_id VARCHAR,
     stoploss_last_update DATETIME,
     max_rate FLOAT,
+    min_rate FLOAT,
     sell_reason VARCHAR,
     strategy VARCHAR,
     ticker_interval INTEGER,
     PRIMARY KEY (id),
     CHECK (is_open IN (0, 1))
 );
+CREATE INDEX ix_trades_stoploss_order_id ON trades (stoploss_order_id);
+CREATE INDEX ix_trades_pair ON trades (pair);
+CREATE INDEX ix_trades_is_open ON trades (is_open);
+
 ```
 
 ## Get all trades in the table

docs/strategy-advanced.md

@@ -20,7 +20,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):
@@ -59,7 +59,7 @@ class Awesomestrategy(IStrategy):
 ### Custom order timeout example (using additional data)
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):

docs/strategy-customization.md

@@ -324,67 +324,14 @@ class Awesomestrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
-### Additional data (DataProvider)
+***
 
-The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+### Additional data (informative_pairs)
-
-All methods return `None` in case of failure (do not raise an exception).
-
-Please always check the mode of operation to select the correct method to get data (samples see below).
-
-#### Possible options for DataProvider
-
-- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
-- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
-- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
-- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
-- `runmode` - Property containing the current runmode.
-
-#### Example: fetch live / historical candle (OHLCV) data for the first informative pair
-
-``` python
-if self.dp:
-    inf_pair, inf_timeframe = self.informative_pairs()[0]
-    informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             timeframe=inf_timeframe)
-```
-
-!!! Warning "Warning about backtesting"
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
-    for the backtesting runmode) provides the full time-range in one go,
-    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
-
-!!! Warning "Warning in hyperopt"
-    This option cannot currently be used during hyperopt.
-
-#### Orderbook
-
-``` python
-if self.dp:
-    if self.dp.runmode.value in ('live', 'dry_run'):
-        ob = self.dp.orderbook(metadata['pair'], 1)
-        dataframe['best_bid'] = ob['bids'][0][0]
-        dataframe['best_ask'] = ob['asks'][0][0]
-```
-
-!!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
-    method is used.
-
-#### Available Pairs
-
-``` python
-if self.dp:
-    for pair, timeframe in self.dp.available_pairs:
-        print(f"available {pair}, {timeframe}")
-```
 
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
-Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see above).
+Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
 These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
 
 The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.
@@ -404,6 +351,125 @@ def informative_pairs(self):
     It is however better to use resampling to longer time-intervals when possible
     to avoid hammering the exchange with too many requests and risk being blocked.
 
+***
+
+### Additional data (DataProvider)
+
+The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+
+All methods return `None` in case of failure (do not raise an exception).
+
+Please always check the mode of operation to select the correct method to get data (samples see below).
+
+#### Possible options for DataProvider
+
+- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
+- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
+- [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
+- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
+- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
+- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
+- `runmode` - Property containing the current runmode.
+
+#### Example Usages:
+
+#### *available_pairs*
+
+``` python
+if self.dp:
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
+```
+
+#### *current_whitelist()*
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+
+The strategy might look something like this:
+
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
+
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+
+Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
+
+This is where calling `self.dp.current_whitelist()` comes in handy.
+
+```python
+class SampleStrategy(IStrategy):
+    # strategy init stuff...
+
+    ticker_interval = '5m'
+
+    # more strategy init stuff..
+
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist. 
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        return informative_pairs
+
+    def populate_indicators(self, dataframe, metadata):
+        # Get the informative pair
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
+        # Get the 14 day ATR.
+        atr = ta.ATR(informative, timeperiod=14)
+        # Do other stuff
+```
+
+#### *get_pair_dataframe(pair, timeframe)*
+
+``` python
+# fetch live / historical candle (OHLCV) data for the first informative pair
+if self.dp:
+    inf_pair, inf_timeframe = self.informative_pairs()[0]
+    informative = self.dp.get_pair_dataframe(pair=inf_pair,
+                                             timeframe=inf_timeframe)
+```
+
+!!! Warning "Warning about backtesting"
+    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    for the backtesting runmode) provides the full time-range in one go,
+    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
+
+!!! Warning "Warning in hyperopt"
+    This option cannot currently be used during hyperopt.
+
+#### *orderbook(pair, maximum)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+```
+
+!!! Warning
+    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+    method is used.
+
+#### *ticker(pair)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ticker = self.dp.ticker(metadata['pair'])
+        dataframe['last_price'] = ticker['last']
+        dataframe['volume24h'] = ticker['quoteVolume']
+        dataframe['vwap'] = ticker['vwap']
+```
+
+!!! Warning
+    Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    data returned from the exchange and add appropriate error handling / defaults.
+
+***
 ### Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@@ -426,6 +492,7 @@ if self.wallets:
 - `get_used(asset)` - currently tied up balance (open orders)
 - `get_total(asset)` - total available balance - sum of the 2 above
 
+***
 ### Additional data (Trades)
 
 A history of Trades can be retrieved in the strategy by querying the database.

docs/utils.md

@@ -521,3 +521,48 @@ Prints JSON data with details for the last best epoch (i.e., the best of all epo
 ```
 freqtrade hyperopt-show --best -n -1 --print-json --no-header
 ```
+
+## Show trades
+
+Print selected (or all) trades from database to screen.
+
+```
+usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                             [-d PATH] [--userdir PATH] [--db-url PATH]
+                             [--trade-ids TRADE_IDS [TRADE_IDS ...]]
+                             [--print-json]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --db-url PATH         Override trades database URL, this is useful in custom
+                        deployments (default: `sqlite:///tradesv3.sqlite` for
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
+  --trade-ids TRADE_IDS [TRADE_IDS ...]
+                        Specify the list of trade ids.
+  --print-json          Print output in JSON format.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+### Examples
+
+Print trades with id 2 and 3 as json
+
+``` bash
+freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json
+```

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2020.4'
+__version__ = '2020.5'
 
 if __version__ == 'develop':
 

freqtrade/commands/__init__.py

@@ -19,7 +19,8 @@ from freqtrade.commands.list_commands import (start_list_exchanges,
                                               start_list_hyperopts,
                                               start_list_markets,
                                               start_list_strategies,
-                                              start_list_timeframes)
+                                              start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import (start_backtesting,
                                                   start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist

freqtrade/commands/arguments.py

@@ -64,6 +64,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
 
+ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
+
 ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_trades", "hyperopt_list_max_trades",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
@@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies",
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
-                    "plot-dataframe", "plot-profit"]
+                    "plot-dataframe", "plot-profit", "show-trades"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
@@ -163,7 +165,7 @@ class Arguments:
                                         start_list_markets, start_list_strategies,
                                         start_list_timeframes, start_new_config,
                                         start_new_hyperopt, start_new_strategy,
-                                        start_plot_dataframe, start_plot_profit,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
                                         start_backtesting, start_hyperopt, start_edge,
                                         start_test_pairlist, start_trading)
 
@@ -179,25 +181,6 @@ class Arguments:
         trade_cmd.set_defaults(func=start_trading)
         self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
 
-        # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
-                                                parents=[_common_parser, _strategy_parser])
-        backtesting_cmd.set_defaults(func=start_backtesting)
-        self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
-
-        # Add edge subcommand
-        edge_cmd = subparsers.add_parser('edge', help='Edge module.',
-                                         parents=[_common_parser, _strategy_parser])
-        edge_cmd.set_defaults(func=start_edge)
-        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
-
-        # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
-                                             parents=[_common_parser, _strategy_parser],
-                                             )
-        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
-
         # add create-userdir subcommand
         create_userdir_cmd = subparsers.add_parser('create-userdir',
                                                    help="Create user-data directory.",
@@ -211,79 +194,17 @@ class Arguments:
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 
-        # add new-strategy subcommand
-        build_strategy_cmd = subparsers.add_parser('new-strategy',
-                                                   help="Create new strategy")
-        build_strategy_cmd.set_defaults(func=start_new_strategy)
-        self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
-
         # add new-hyperopt subcommand
         build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
                                                    help="Create new hyperopt")
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
-        # Add list-strategies subcommand
+        # add new-strategy subcommand
-        list_strategies_cmd = subparsers.add_parser(
+        build_strategy_cmd = subparsers.add_parser('new-strategy',
-            'list-strategies',
+                                                   help="Create new strategy")
-            help='Print available strategies.',
+        build_strategy_cmd.set_defaults(func=start_new_strategy)
-            parents=[_common_parser],
+        self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
-        )
-        list_strategies_cmd.set_defaults(func=start_list_strategies)
-        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
-
-        # Add list-hyperopts subcommand
-        list_hyperopts_cmd = subparsers.add_parser(
-            'list-hyperopts',
-            help='Print available hyperopt classes.',
-            parents=[_common_parser],
-        )
-        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
-        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
-
-        # Add list-exchanges subcommand
-        list_exchanges_cmd = subparsers.add_parser(
-            'list-exchanges',
-            help='Print available exchanges.',
-            parents=[_common_parser],
-        )
-        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
-        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
-
-        # Add list-timeframes subcommand
-        list_timeframes_cmd = subparsers.add_parser(
-            'list-timeframes',
-            help='Print available ticker intervals (timeframes) for the exchange.',
-            parents=[_common_parser],
-        )
-        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
-        self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
-
-        # Add list-markets subcommand
-        list_markets_cmd = subparsers.add_parser(
-            'list-markets',
-            help='Print markets on exchange.',
-            parents=[_common_parser],
-        )
-        list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
-        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
-
-        # Add list-pairs subcommand
-        list_pairs_cmd = subparsers.add_parser(
-            'list-pairs',
-            help='Print pairs on exchange.',
-            parents=[_common_parser],
-        )
-        list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
-        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
-
-        # Add test-pairlist subcommand
-        test_pairlist_cmd = subparsers.add_parser(
-            'test-pairlist',
-            help='Test your pairlist configuration.',
-        )
-        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
-        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
 
         # Add download-data subcommand
         download_data_cmd = subparsers.add_parser(
@@ -312,23 +233,24 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
-        # Add Plotting subcommand
+        # Add backtesting subcommand
-        plot_dataframe_cmd = subparsers.add_parser(
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
-            'plot-dataframe',
+                                                parents=[_common_parser, _strategy_parser])
-            help='Plot candles with indicators.',
+        backtesting_cmd.set_defaults(func=start_backtesting)
+        self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
+
+        # Add edge subcommand
+        edge_cmd = subparsers.add_parser('edge', help='Edge module.',
+                                         parents=[_common_parser, _strategy_parser])
+        edge_cmd.set_defaults(func=start_edge)
+        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
+
+        # Add hyperopt subcommand
+        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
                                              parents=[_common_parser, _strategy_parser],
                                              )
-        plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
+        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
-
-        # Plot profit
-        plot_profit_cmd = subparsers.add_parser(
-            'plot-profit',
-            help='Generate plot showing profits.',
-            parents=[_common_parser],
-        )
-        plot_profit_cmd.set_defaults(func=start_plot_profit)
-        self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
 
         # Add hyperopt-list subcommand
         hyperopt_list_cmd = subparsers.add_parser(
@@ -347,3 +269,92 @@ class Arguments:
         )
         hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
         self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd)
+
+        # Add list-exchanges subcommand
+        list_exchanges_cmd = subparsers.add_parser(
+            'list-exchanges',
+            help='Print available exchanges.',
+            parents=[_common_parser],
+        )
+        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
+        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
+
+        # Add list-hyperopts subcommand
+        list_hyperopts_cmd = subparsers.add_parser(
+            'list-hyperopts',
+            help='Print available hyperopt classes.',
+            parents=[_common_parser],
+        )
+        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
+        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
+
+        # Add list-markets subcommand
+        list_markets_cmd = subparsers.add_parser(
+            'list-markets',
+            help='Print markets on exchange.',
+            parents=[_common_parser],
+        )
+        list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
+        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
+
+        # Add list-pairs subcommand
+        list_pairs_cmd = subparsers.add_parser(
+            'list-pairs',
+            help='Print pairs on exchange.',
+            parents=[_common_parser],
+        )
+        list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
+        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
+
+        # Add list-strategies subcommand
+        list_strategies_cmd = subparsers.add_parser(
+            'list-strategies',
+            help='Print available strategies.',
+            parents=[_common_parser],
+        )
+        list_strategies_cmd.set_defaults(func=start_list_strategies)
+        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
+
+        # Add list-timeframes subcommand
+        list_timeframes_cmd = subparsers.add_parser(
+            'list-timeframes',
+            help='Print available ticker intervals (timeframes) for the exchange.',
+            parents=[_common_parser],
+        )
+        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
+        self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
+
+        # Add show-trades subcommand
+        show_trades = subparsers.add_parser(
+            'show-trades',
+            help='Show trades.',
+            parents=[_common_parser],
+        )
+        show_trades.set_defaults(func=start_show_trades)
+        self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
+
+        # Add test-pairlist subcommand
+        test_pairlist_cmd = subparsers.add_parser(
+            'test-pairlist',
+            help='Test your pairlist configuration.',
+        )
+        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
+        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
+
+        # Add Plotting subcommand
+        plot_dataframe_cmd = subparsers.add_parser(
+            'plot-dataframe',
+            help='Plot candles with indicators.',
+            parents=[_common_parser, _strategy_parser],
+        )
+        plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
+        self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
+
+        # Plot profit
+        plot_profit_cmd = subparsers.add_parser(
+            'plot-profit',
+            help='Generate plot showing profits.',
+            parents=[_common_parser],
+        )
+        plot_profit_cmd.set_defaults(func=start_plot_profit)
+        self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

freqtrade/commands/build_config_commands.py

@@ -163,7 +163,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
             )
     except TemplateNotFound:
         selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_generic.j2",
+            templatefile="subtemplates/exchange_generic.j2",
             arguments=selections
         )
 

freqtrade/commands/cli_options.py

@@ -217,7 +217,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "print_json": Arg(
         '--print-json',
-        help='Print best result detailization in JSON format.',
+        help='Print output in JSON format.',
         action='store_true',
         default=False,
     ),
@@ -372,8 +372,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "timeframes": Arg(
         '-t', '--timeframes',
-        help=f'Specify which tickers to download. Space-separated list. '
+        help='Specify which tickers to download. Space-separated list. '
-        f'Default: `1m 5m`.',
+        'Default: `1m 5m`.',
         choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
                  '6h', '8h', '12h', '1d', '3d', '1w'],
         default=['1m', '5m'],
@@ -425,6 +425,11 @@ AVAILABLE_CLI_OPTIONS = {
         choices=["DB", "file"],
         default="file",
     ),
+    "trade_ids": Arg(
+        '--trade-ids',
+        help='Specify the list of trade ids.',
+        nargs='+',
+    ),
     # hyperopt-list, hyperopt-show
     "hyperopt_list_profitable": Arg(
         '--profitable',

freqtrade/commands/deploy_commands.py

@@ -51,7 +51,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     )
     additional_methods = render_template_with_fallback(
         templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/strategy_methods_empty.j2",
+        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
     )
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',

freqtrade/commands/hyperopt_commands.py

@@ -38,33 +38,33 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
     }
 
-    trials_file = (config['user_data_dir'] /
+    results_file = (config['user_data_dir'] /
                     'hyperopt_results' / 'hyperopt_results.pickle')
 
     # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
+    epochs = Hyperopt.load_previous_results(results_file)
-    total_epochs = len(trials)
+    total_epochs = len(epochs)
 
-    trials = _hyperopt_filter_trials(trials, filteroptions)
+    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
 
     if print_colorized:
         colorama_init(autoreset=True)
 
     if not export_csv:
         try:
-            print(Hyperopt.get_result_table(config, trials, total_epochs,
+            print(Hyperopt.get_result_table(config, epochs, total_epochs,
                                             not filteroptions['only_best'], print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
 
-    if trials and not no_details:
+    if epochs and not no_details:
-        sorted_trials = sorted(trials, key=itemgetter('loss'))
+        sorted_epochs = sorted(epochs, key=itemgetter('loss'))
-        results = sorted_trials[0]
+        results = sorted_epochs[0]
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
 
-    if trials and export_csv:
+    if epochs and export_csv:
         Hyperopt.export_csv_file(
-            config, trials, total_epochs, not filteroptions['only_best'], export_csv
+            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
         )
 
 
@@ -78,7 +78,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     print_json = config.get('print_json', False)
     no_header = config.get('hyperopt_show_no_header', False)
-    trials_file = (config['user_data_dir'] /
+    results_file = (config['user_data_dir'] /
                     'hyperopt_results' / 'hyperopt_results.pickle')
     n = config.get('hyperopt_show_index', -1)
 
@@ -96,89 +96,87 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     }
 
     # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
+    epochs = Hyperopt.load_previous_results(results_file)
-    total_epochs = len(trials)
+    total_epochs = len(epochs)
 
-    trials = _hyperopt_filter_trials(trials, filteroptions)
+    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
-    trials_epochs = len(trials)
+    filtered_epochs = len(epochs)
 
-    if n > trials_epochs:
+    if n > filtered_epochs:
         raise OperationalException(
-            f"The index of the epoch to show should be less than {trials_epochs + 1}.")
+            f"The index of the epoch to show should be less than {filtered_epochs + 1}.")
-    if n < -trials_epochs:
+    if n < -filtered_epochs:
         raise OperationalException(
-            f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
+            f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:
         n -= 1
 
-    if trials:
+    if epochs:
-        val = trials[n]
+        val = epochs[n]
         Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
+def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
     if filteroptions['only_best']:
-        trials = [x for x in trials if x['is_best']]
+        epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
-        trials = [x for x in trials if x['results_metrics']['profit'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
     if filteroptions['filter_min_trades'] > 0:
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
         ]
     if filteroptions['filter_max_trades'] > 0:
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
         ]
     if filteroptions['filter_min_avg_time'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
         ]
     if filteroptions['filter_max_avg_time'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
         ]
     if filteroptions['filter_min_avg_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
-            if x['results_metrics']['avg_profit']
+            if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']
-            > filteroptions['filter_min_avg_profit']
         ]
     if filteroptions['filter_max_avg_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
-            if x['results_metrics']['avg_profit']
+            if x['results_metrics']['avg_profit'] < filteroptions['filter_max_avg_profit']
-            < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        trials = [
+        epochs = [
-            x for x in trials
+            x for x in epochs
             if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
         ]
 
-    logger.info(f"{len(trials)} " +
+    logger.info(f"{len(epochs)} " +
                 ("best " if filteroptions['only_best'] else "") +
                 ("profitable " if filteroptions['only_profitable'] else "") +
                 "epochs found.")
 
-    return trials
+    return epochs

freqtrade/commands/list_commands.py

@@ -197,3 +197,30 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                   args.get('list_pairs_print_json', False) or
                   args.get('print_csv', False)):
             print(f"{summary_str}.")
+
+
+def start_show_trades(args: Dict[str, Any]) -> None:
+    """
+    Show trades
+    """
+    from freqtrade.persistence import init, Trade
+    import json
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if 'db_url' not in config:
+        raise OperationalException("--db-url is required for this command.")
+
+    logger.info(f'Using DB: "{config["db_url"]}"')
+    init(config['db_url'], clean_open_orders=False)
+    tfilter = []
+
+    if config.get('trade_ids'):
+        tfilter.append(Trade.id.in_(config['trade_ids']))
+
+    trades = Trade.get_trades(tfilter).all()
+    logger.info(f"Printing {len(trades)} Trades: ")
+    if config.get('print_json', False):
+        print(json.dumps([trade.to_json() for trade in trades], indent=4))
+    else:
+        for trade in trades:
+            print(trade)

freqtrade/commands/trade_commands.py

@@ -18,6 +18,9 @@ def start_trading(args: Dict[str, Any]) -> int:
     try:
         worker = Worker(args)
         worker.run()
+    except Exception as e:
+        logger.error(str(e))
+        logger.exception("Fatal exception!")
     except KeyboardInterrupt:
         logger.info('SIGINT received, aborting ...')
     finally:

freqtrade/configuration/configuration.py

@@ -351,8 +351,12 @@ class Configuration:
         self._args_to_config(config, argname='indicators2',
                              logstring='Using indicators2: {}')
 
+        self._args_to_config(config, argname='trade_ids',
+                             logstring='Filtering on trade_ids: {}')
+
         self._args_to_config(config, argname='plot_limit',
                              logstring='Limiting plot to: {}')
+
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
 

freqtrade/configuration/deprecated_settings.py

@@ -58,29 +58,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
                                'experimental', 'ignore_roi_if_buy_signal')
 
-    if not config.get('pairlists') and not config.get('pairlists'):
-        config['pairlists'] = [{'method': 'StaticPairList'}]
-        logger.warning(
-            "DEPRECATED: "
-            "Pairlists must be defined explicitly in the future."
-            "Defaulting to StaticPairList for now.")
-
-    if config.get('pairlist', {}).get("method") == 'VolumePairList':
-        logger.warning(
-            "DEPRECATED: "
-            f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
-            "Please refer to the docs on configuration details")
-        pl = {'method': 'VolumePairList'}
-        pl.update(config.get('pairlist', {}).get('config'))
-        config['pairlists'].append(pl)
-
-    if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
-        logger.warning(
-            "DEPRECATED: "
-            f"Using precision_filter setting is deprecated and has been replaced by"
-            "PrecisionFilter. Please refer to the docs on configuration details")
-        config['pairlists'].append({'method': 'PrecisionFilter'})
-
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
         logger.warning(

freqtrade/constants.py

@@ -3,6 +3,9 @@
 """
 bot constants
 """
+from typing import List, Tuple
+
+
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
@@ -19,11 +22,14 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
+                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
+# Don't modify sequence of DEFAULT_TRADES_COLUMNS
+# it has wide consequences for stored trades files
+DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGIES = 'strategies'
@@ -85,6 +91,7 @@ CONF_SCHEMA = {
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
+        'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False},
         'process_only_new_candles': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
@@ -318,3 +325,13 @@ SCHEMA_MINIMAL_REQUIRED = [
     'dataformat_ohlcv',
     'dataformat_trades',
 ]
+
+CANCEL_REASON = {
+    "TIMEOUT": "cancelled due to timeout",
+    "PARTIALLY_FILLED": "partially filled - keeping order open",
+    "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
+    "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
+}
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]

freqtrade/data/btanalysis.py

@@ -194,7 +194,10 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     :param col_name: Column name that will be assigned the results
     :param timeframe: Timeframe used during the operations
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
+    :raise: ValueError if trade-dataframe was found empty.
     """
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty.")
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles

freqtrade/data/converter.py

@@ -1,14 +1,17 @@
 """
 Functions to convert data from one format to another
 """
+import itertools
 import logging
 from datetime import datetime, timezone
-from typing import Any, Dict
+from operator import itemgetter
+from typing import Any, Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 DEFAULT_TRADES_COLUMNS)
 
 logger = logging.getLogger(__name__)
 
@@ -154,7 +157,27 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     return frame
 
 
-def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
+def trades_remove_duplicates(trades: List[List]) -> List[List]:
+    """
+    Removes duplicates from the trades list.
+    Uses itertools.groupby to avoid converting to pandas.
+    Tests show it as being pretty efficient on lists of 4M Lists.
+    :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns
+    :return: same format as above, but with duplicates removed
+    """
+    return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))]
+
+
+def trades_dict_to_list(trades: List[Dict]) -> List[List]:
+    """
+    Convert fetch_trades result into a List (to be more memory efficient).
+    :param trades: List of trades, as returned by ccxt.fetch_trades.
+    :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns
+    """
+    return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades]
+
+
+def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
     """
     Converts trades list to OHLCV list
     TODO: This should get a dedicated test
@@ -164,9 +187,10 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
-    df = pd.DataFrame(trades)
+    df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
-    df['datetime'] = pd.to_datetime(df['datetime'])
+    df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
-    df = df.set_index('datetime')
+                                     utc=True,)
+    df = df.set_index('timestamp')
 
     df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
     df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()

freqtrade/data/dataprovider.py

@@ -5,26 +5,30 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
+from freqtrade.constants import ListPairsWithTimeframes
+
 
 logger = logging.getLogger(__name__)
 
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists = pairlists
 
     def refresh(self,
-                pairlist: List[Tuple[str, str]],
+                pairlist: ListPairsWithTimeframes,
-                helping_pairs: List[Tuple[str, str]] = None) -> None:
+                helping_pairs: ListPairsWithTimeframes = None) -> None:
         """
         Refresh data, called with each cycle
         """
@@ -34,7 +38,7 @@ class DataProvider:
             self._exchange.refresh_latest_ohlcv(pairlist)
 
     @property
-    def available_pairs(self) -> List[Tuple[str, str]]:
+    def available_pairs(self) -> ListPairsWithTimeframes:
         """
         Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
@@ -95,19 +99,24 @@ class DataProvider:
 
     def ticker(self, pair: str):
         """
-        Return last ticker data
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
-        # TODO: Implement me
+        try:
-        pass
+            return self._exchange.fetch_ticker(pair)
+        except DependencyException:
+            return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
         """
-        fetch latest orderbook data
+        Fetch latest l2 orderbook data
+        Warning: Does a network request - so use with common sense.
         :param pair: pair to get the data for
         :param maximum: Maximum number of orderbook entries to query
         :return: dict including bids/asks with a total of `maximum` entries.
         """
-        return self._exchange.get_order_book(pair, maximum)
+        return self._exchange.fetch_l2_order_book(pair, maximum)
 
     @property
     def runmode(self) -> RunMode:
@@ -116,3 +125,17 @@ class DataProvider:
         can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
         """
         return RunMode(self._config.get('runmode', RunMode.OTHER))
+
+    def current_whitelist(self) -> List[str]:
+        """
+        fetch latest available whitelist.
+
+        Useful when you have a large whitelist and need to call each pair as an informative pair.
+        As available pairs does not show whitelist until after informative pairs have been cached.
+        :return: list of pairs in whitelist
+        """
+
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")

freqtrade/data/history/history_utils.py

@@ -9,10 +9,13 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
-from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv
+from freqtrade.data.converter import (ohlcv_to_dataframe,
+                                      trades_remove_duplicates,
+                                      trades_to_ohlcv)
 from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
+from freqtrade.misc import format_ms_time
 
 logger = logging.getLogger(__name__)
 
@@ -257,27 +260,40 @@ def _download_trades_history(exchange: Exchange,
     """
     try:
 
-        since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None
+        since = timerange.startts * 1000 if \
+            (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
+                days=-30).float_timestamp) * 1000
 
         trades = data_handler.trades_load(pair)
 
-        from_id = trades[-1]['id'] if trades else None
+        # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
+        # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+        # DEFAULT_TRADES_COLUMNS: 1 -> id
 
-        logger.debug("Current Start: %s", trades[0]['datetime'] if trades else 'None')
+        from_id = trades[-1][1] if trades else None
-        logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None')
+        if trades and since < trades[-1][0]:
+            # Reset since to the last available point
+            # - 5 seconds (to ensure we're getting all trades)
+            since = trades[-1][0] - (5 * 1000)
+            logger.info(f"Using last trade date -5s - Downloading trades for {pair} "
+                        f"since: {format_ms_time(since)}.")
+
+        logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}")
+        logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}")
+        logger.info(f"Current Amount of trades: {len(trades)}")
 
         # Default since_ms to 30 days if nothing is given
         new_trades = exchange.get_historic_trades(pair=pair,
-                                                  since=since if since else
+                                                  since=since,
-                                                  int(arrow.utcnow().shift(
-                                                      days=-30).float_timestamp) * 1000,
                                                   from_id=from_id,
                                                   )
         trades.extend(new_trades[1])
+        # Remove duplicates to make sure we're not storing data we don't need
+        trades = trades_remove_duplicates(trades)
         data_handler.trades_store(pair, data=trades)
 
-        logger.debug("New Start: %s", trades[0]['datetime'])
+        logger.debug(f"New Start: {format_ms_time(trades[0][0])}")
-        logger.debug("New End: %s", trades[-1]['datetime'])
+        logger.debug(f"New End: {format_ms_time(trades[-1][0])}")
         logger.info(f"New Amount of trades: {len(trades)}")
         return True
 

freqtrade/data/history/idatahandler.py

@@ -8,16 +8,20 @@ from abc import ABC, abstractclassmethod, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Dict, List, Optional, Type
+from typing import List, Optional, Type
 
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
+from freqtrade.data.converter import (clean_ohlcv_dataframe,
+                                      trades_remove_duplicates, trim_dataframe)
 from freqtrade.exchange import timeframe_to_seconds
 
 logger = logging.getLogger(__name__)
 
+# Type for trades list
+TradeList = List[List]
+
 
 class IDataHandler(ABC):
 
@@ -89,23 +93,25 @@ class IDataHandler(ABC):
         """
 
     @abstractmethod
-    def trades_store(self, pair: str, data: List[Dict]) -> None:
+    def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
 
     @abstractmethod
-    def trades_append(self, pair: str, data: List[Dict]):
+    def trades_append(self, pair: str, data: TradeList):
         """
         Append data to existing files
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
 
     @abstractmethod
-    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
+    def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
         """
         Load a pair from file, either .json.gz or .json
         :param pair: Load trades for this pair
@@ -121,6 +127,16 @@ class IDataHandler(ABC):
         :return: True when deleted, false if file did not exist.
         """
 
+    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
+        """
+        Load a pair from file, either .json.gz or .json
+        Removes duplicates in the process.
+        :param pair: Load trades for this pair
+        :param timerange: Timerange to load trades for - currently not implemented
+        :return: List of trades
+        """
+        return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
+
     def ohlcv_load(self, pair, timeframe: str,
                    timerange: Optional[TimeRange] = None,
                    fill_missing: bool = True,

freqtrade/data/history/jsondatahandler.py

@@ -1,6 +1,7 @@
+import logging
 import re
 from pathlib import Path
-from typing import Dict, List, Optional
+from typing import List, Optional
 
 import numpy as np
 from pandas import DataFrame, read_json, to_datetime
@@ -8,8 +9,11 @@ from pandas import DataFrame, read_json, to_datetime
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.data.converter import trades_dict_to_list
 
-from .idatahandler import IDataHandler
+from .idatahandler import IDataHandler, TradeList
+
+logger = logging.getLogger(__name__)
 
 
 class JsonDataHandler(IDataHandler):
@@ -113,24 +117,26 @@ class JsonDataHandler(IDataHandler):
         # Check if regex found something and only return these results to avoid exceptions.
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def trades_store(self, pair: str, data: List[Dict]) -> None:
+    def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
         filename = self._pair_trades_filename(self._datadir, pair)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
-    def trades_append(self, pair: str, data: List[Dict]):
+    def trades_append(self, pair: str, data: TradeList):
         """
         Append data to existing files
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
         raise NotImplementedError()
 
-    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
+    def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
         """
         Load a pair from file, either .json.gz or .json
         # TODO: respect timerange ...
@@ -140,9 +146,15 @@ class JsonDataHandler(IDataHandler):
         """
         filename = self._pair_trades_filename(self._datadir, pair)
         tradesdata = misc.file_load_json(filename)
+
         if not tradesdata:
             return []
 
+        if isinstance(tradesdata[0], dict):
+            # Convert trades dict to list
+            logger.info("Old trades format detected - converting")
+            tradesdata = trades_dict_to_list(tradesdata)
+            pass
         return tradesdata
 
     def trades_purge(self, pair: str) -> bool:

freqtrade/edge/edge_positioning.py

@@ -238,20 +238,9 @@ class Edge:
         :param result Dataframe
         :return: result Dataframe
         """
-
+        # We set stake amount to an arbitrary amount, as it doesn't change the calculation.
-        # stake and fees
+        # All returned values are relative, they are defined as ratios.
-        # stake = 0.015
-        # 0.05% is 0.0005
-        # fee = 0.001
-
-        # we set stake amount to an arbitrary amount.
-        # as it doesn't change the calculation.
-        # all returned values are relative.
-        # they are defined as ratios.
         stake = 0.015
-        fee = self.fee
-        open_fee = fee / 2
-        close_fee = fee / 2
 
         result['trade_duration'] = result['close_time'] - result['open_time']
 
@@ -262,12 +251,12 @@ class Edge:
 
         # Buy Price
         result['buy_vol'] = stake / result['open_rate']  # How many target are we buying
-        result['buy_fee'] = stake * open_fee
+        result['buy_fee'] = stake * self.fee
         result['buy_spend'] = stake + result['buy_fee']  # How much we're spending
 
         # Sell price
         result['sell_sum'] = result['buy_vol'] * result['close_rate']
-        result['sell_fee'] = result['sell_sum'] * close_fee
+        result['sell_fee'] = result['sell_sum'] * self.fee
         result['sell_take'] = result['sell_sum'] - result['sell_fee']
 
         # profit_ratio

freqtrade/exceptions.py

@@ -21,6 +21,14 @@ class DependencyException(FreqtradeException):
     """
 
 
+class PricingError(DependencyException):
+    """
+    Subclass of DependencyException.
+    Indicates that the price could not be determined.
+    Implicitly a buy / sell operation.
+    """
+
+
 class InvalidOrderException(FreqtradeException):
     """
     This is returned when the order is not valid. Example:

freqtrade/exchange/binance.py

@@ -20,7 +20,7 @@ class Binance(Exchange):
         "trades_pagination_arg": "fromId",
     }
 
-    def get_order_book(self, pair: str, limit: int = 100) -> dict:
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
         get order book level 2 from exchange
 
@@ -30,7 +30,7 @@ class Binance(Exchange):
         # get next-higher step in the limit_range list
         limit = min(list(filter(lambda x: limit <= x, limit_range)))
 
-        return super().get_order_book(pair, limit)
+        return super().fetch_l2_order_book(pair, limit)
 
     def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
         """
@@ -72,7 +72,7 @@ class Binance(Exchange):
             rate = self.price_to_precision(pair, rate)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=stop_price, params=params)
+                                           amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order

freqtrade/exchange/common.py

@@ -1,6 +1,6 @@
 import logging
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import TemporaryError
 
 logger = logging.getLogger(__name__)
 
@@ -93,7 +93,7 @@ def retrier_async(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return await f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1
@@ -111,7 +111,7 @@ def retrier(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1

freqtrade/exchange/exchange.py

@@ -18,12 +18,12 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.data.converter import ohlcv_to_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
-from freqtrade.misc import deep_merge_dicts
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-
+from freqtrade.constants import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
@@ -367,8 +367,7 @@ class Exchange:
                 f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
         if timeframe and timeframe_to_minutes(timeframe) < 1:
-            raise OperationalException(
+            raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
-                f"Timeframes < 1m are currently not supported by Freqtrade.")
 
     def validate_ordertypes(self, order_types: Dict) -> None:
         """
@@ -472,26 +471,31 @@ class Exchange:
             'pair': pair,
             'price': rate,
             'amount': _amount,
-            "cost": _amount * rate,
+            'cost': _amount * rate,
             'type': ordertype,
             'side': side,
             'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
-            "info": {}
+            'info': {}
         }
-        self._store_dry_order(dry_order)
+        self._store_dry_order(dry_order, pair)
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def _store_dry_order(self, dry_order: Dict) -> None:
+    def _store_dry_order(self, dry_order: Dict, pair: str) -> None:
         closed_order = dry_order.copy()
-        if closed_order["type"] in ["market", "limit"]:
+        if closed_order['type'] in ["market", "limit"]:
             closed_order.update({
-                "status": "closed",
+                'status': 'closed',
-                "filled": closed_order["amount"],
+                'filled': closed_order['amount'],
-                "remaining": 0
+                'remaining': 0,
+                'fee': {
+                    'currency': self.get_pair_quote_currency(pair),
+                    'cost': dry_order['cost'] * self.get_fee(pair),
+                    'rate': self.get_fee(pair)
+                }
             })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
@@ -672,7 +676,7 @@ class Exchange:
         logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
-    def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
+    def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
         Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
@@ -769,7 +773,7 @@ class Exchange:
     @retrier_async
     async def _async_fetch_trades(self, pair: str,
                                   since: Optional[int] = None,
-                                  params: Optional[dict] = None) -> List[Dict]:
+                                  params: Optional[dict] = None) -> List[List]:
         """
         Asyncronously gets trade history using fetch_trades.
         Handles exchange errors, does one call to the exchange.
@@ -789,7 +793,7 @@ class Exchange:
                     '(' + arrow.get(since // 1000).isoformat() + ') ' if since is not None else ''
                 )
                 trades = await self._api_async.fetch_trades(pair, since=since, limit=1000)
-            return trades
+            return trades_dict_to_list(trades)
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
@@ -803,7 +807,7 @@ class Exchange:
     async def _async_get_trade_history_id(self, pair: str,
                                           until: int,
                                           since: Optional[int] = None,
-                                          from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
+                                          from_id: Optional[str] = None) -> Tuple[str, List[List]]:
         """
         Asyncronously gets trade history using fetch_trades
         use this when exchange uses id-based iteration (check `self._trades_pagination`)
@@ -814,7 +818,7 @@ class Exchange:
         returns tuple: (pair, trades-list)
         """
 
-        trades: List[Dict] = []
+        trades: List[List] = []
 
         if not from_id:
             # Fetch first elements using timebased method to get an ID to paginate on
@@ -823,7 +827,9 @@ class Exchange:
             # e.g. Binance returns the "last 1000" candles within a 1h time interval
             # - so we will miss the first trades.
             t = await self._async_fetch_trades(pair, since=since)
-            from_id = t[-1]['id']
+            # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+            # DEFAULT_TRADES_COLUMNS: 1 -> id
+            from_id = t[-1][1]
             trades.extend(t[:-1])
         while True:
             t = await self._async_fetch_trades(pair,
@@ -831,21 +837,21 @@ class Exchange:
             if len(t):
                 # Skip last id since its the key for the next call
                 trades.extend(t[:-1])
-                if from_id == t[-1]['id'] or t[-1]['timestamp'] > until:
+                if from_id == t[-1][1] or t[-1][0] > until:
                     logger.debug(f"Stopping because from_id did not change. "
-                                 f"Reached {t[-1]['timestamp']} > {until}")
+                                 f"Reached {t[-1][0]} > {until}")
                     # Reached the end of the defined-download period - add last trade as well.
                     trades.extend(t[-1:])
                     break
 
-                from_id = t[-1]['id']
+                from_id = t[-1][1]
             else:
                 break
 
         return (pair, trades)
 
     async def _async_get_trade_history_time(self, pair: str, until: int,
-                                            since: Optional[int] = None) -> Tuple[str, List]:
+                                            since: Optional[int] = None) -> Tuple[str, List[List]]:
         """
         Asyncronously gets trade history using fetch_trades,
         when the exchange uses time-based iteration (check `self._trades_pagination`)
@@ -855,16 +861,18 @@ class Exchange:
         returns tuple: (pair, trades-list)
         """
 
-        trades: List[Dict] = []
+        trades: List[List] = []
+        # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+        # DEFAULT_TRADES_COLUMNS: 1 -> id
         while True:
             t = await self._async_fetch_trades(pair, since=since)
             if len(t):
-                since = t[-1]['timestamp']
+                since = t[-1][1]
                 trades.extend(t)
                 # Reached the end of the defined-download period
-                if until and t[-1]['timestamp'] > until:
+                if until and t[-1][0] > until:
                     logger.debug(
-                        f"Stopping because until was reached. {t[-1]['timestamp']} > {until}")
+                        f"Stopping because until was reached. {t[-1][0]} > {until}")
                     break
             else:
                 break
@@ -874,7 +882,7 @@ class Exchange:
     async def _async_get_trade_history(self, pair: str,
                                        since: Optional[int] = None,
                                        until: Optional[int] = None,
-                                       from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
+                                       from_id: Optional[str] = None) -> Tuple[str, List[List]]:
         """
         Async wrapper handling downloading trades using either time or id based methods.
         """
@@ -990,7 +998,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_order_book(self, pair: str, limit: int = 100) -> dict:
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
         get order book level 2 from exchange
 
@@ -1041,9 +1049,9 @@ class Exchange:
 
             return matched_trades
 
-        except ccxt.NetworkError as e:
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get trades due to networking error. Message: {e}') from e
+                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
@@ -1063,6 +1071,61 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @staticmethod
+    def order_has_fee(order: Dict) -> bool:
+        """
+        Verifies if the passed in order dict has the needed keys to extract fees,
+        and that these keys (currency, cost) are not empty.
+        :param order: Order or trade (one trade) dict
+        :return: True if the fee substructure contains currency and cost, false otherwise
+        """
+        if not isinstance(order, dict):
+            return False
+        return ('fee' in order and order['fee'] is not None
+                and (order['fee'].keys() >= {'currency', 'cost'})
+                and order['fee']['currency'] is not None
+                and order['fee']['cost'] is not None
+                )
+
+    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+        """
+        Calculate fee rate if it's not given by the exchange.
+        :param order: Order or trade (one trade) dict
+        """
+        if order['fee'].get('rate') is not None:
+            return order['fee'].get('rate')
+        fee_curr = order['fee']['currency']
+        # Calculate fee based on order details
+        if fee_curr in self.get_pair_base_currency(order['symbol']):
+            # Base currency - divide by amount
+            return round(
+                order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
+        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+            # Quote currency - divide by cost
+            return round(order['fee']['cost'] / order['cost'], 8)
+        else:
+            # If Fee currency is a different currency
+            try:
+                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
+                tick = self.fetch_ticker(comb)
+
+                fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
+                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            except DependencyException:
+                return None
+
+    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+        """
+        Extract tuple of cost, currency, rate.
+        Requires order_has_fee to run first!
+        :param order: Order or trade (one trade) dict
+        :return: Tuple with cost, currency, rate of the given fee dict
+        """
+        return (order['fee']['cost'],
+                order['fee']['currency'],
+                self.calculate_fee_rate(order))
+        # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))
+
 
 def is_exchange_bad(exchange_name: str) -> bool:
     return exchange_name in BAD_EXCHANGES

freqtrade/exchange/kraken.py

@@ -7,7 +7,7 @@ import ccxt
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange import retrier
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 

freqtrade/freqtradebot.py

@@ -7,7 +7,7 @@ import traceback
 from datetime import datetime
 from math import isclose
 from threading import Lock
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
@@ -18,7 +18,7 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.exceptions import DependencyException, InvalidOrderException
+from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback
 from freqtrade.pairlist.pairlistmanager import PairListManager
@@ -54,8 +54,11 @@ class FreqtradeBot:
         # Init objects
         self.config = config
 
-        self._sell_rate_cache = TTLCache(maxsize=100, ttl=5)
+        # Cache values for 1800 to avoid frequent polling of the exchange for prices
-        self._buy_rate_cache = TTLCache(maxsize=100, ttl=5)
+        # Caching only applies to RPC methods, so prices for open trades are still
+        # refreshed once every iteration.
+        self._sell_rate_cache = TTLCache(maxsize=100, ttl=1800)
+        self._buy_rate_cache = TTLCache(maxsize=100, ttl=1800)
 
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
@@ -68,20 +71,20 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.pairlists = PairListManager(self.exchange, self.config)
+
+        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
 
-        self.active_pair_whitelist = self._refresh_whitelist()
+        self.active_pair_whitelist = self._refresh_active_whitelist()
 
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
@@ -113,6 +116,9 @@ class FreqtradeBot:
         """
         logger.info('Cleaning up modules ...')
 
+        if self.config['cancel_open_orders_on_exit']:
+            self.cancel_all_open_orders()
+
         self.rpc.cleanup()
         persistence.cleanup()
 
@@ -139,10 +145,10 @@ class FreqtradeBot:
         # Query trades from persistence layer
         trades = Trade.get_open_trades()
 
-        self.active_pair_whitelist = self._refresh_whitelist(trades)
+        self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
         # Refreshing candles
-        self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
+        self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
         with self._sell_lock:
@@ -162,9 +168,17 @@ class FreqtradeBot:
 
         Trade.session.flush()
 
-    def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
+    def process_stopped(self) -> None:
         """
-        Refresh whitelist from pairlist or edge and extend it with trades.
+        Close all orders that were left open
+        """
+        if self.config['cancel_open_orders_on_exit']:
+            self.cancel_all_open_orders()
+
+    def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
+        """
+        Refresh active whitelist from pairlist or edge and extend it with
+        pairs that have open trades.
         """
         # Refresh whitelist
         self.pairlists.refresh_pairlist()
@@ -181,12 +195,6 @@ class FreqtradeBot:
             _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
         return _whitelist
 
-    def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
-        """
-        Create pair-whitelist tuple with (pair, ticker_interval)
-        """
-        return [(pair, self.config['ticker_interval']) for pair in pairs]
-
     def get_free_open_trades(self):
         """
         Return the number of free open trades slots or 0 if
@@ -252,12 +260,19 @@ class FreqtradeBot:
                 f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
             )
             order_book_top = bid_strategy.get('order_book_top', 1)
-            order_book = self.exchange.get_order_book(pair, order_book_top)
+            order_book = self.exchange.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
-            order_book_rate = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
+            try:
-            logger.info(f'...top {order_book_top} order book buy rate {order_book_rate:.8f}')
+                rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
-            used_rate = order_book_rate
+            except (IndexError, KeyError) as e:
+                logger.warning(
+                    "Buy Price from orderbook could not be determined."
+                    f"Orderbook: {order_book}"
+                 )
+                raise PricingError from e
+            logger.info(f'...top {order_book_top} order book buy rate {rate_from_l2:.8f}')
+            used_rate = rate_from_l2
         else:
             logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.exchange.fetch_ticker(pair)
@@ -438,7 +453,7 @@ class FreqtradeBot:
         """
         conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
         logger.info(f"Checking depth of market for {pair} ...")
-        order_book = self.exchange.get_order_book(pair, 1000)
+        order_book = self.exchange.fetch_l2_order_book(pair, 1000)
         order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
         order_book_bids = order_book_data_frame['b_size'].sum()
         order_book_asks = order_book_data_frame['a_size'].sum()
@@ -610,7 +625,7 @@ class FreqtradeBot:
                     trades_closed += 1
                     continue
                 # Check if we can sell our current pair
-                if trade.open_order_id is None and self.handle_trade(trade):
+                if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
 
             except DependencyException as exception:
@@ -627,7 +642,7 @@ class FreqtradeBot:
         """
         Helper generator to query orderbook in loop (used for early sell-order placing)
         """
-        order_book = self.exchange.get_order_book(pair, order_book_max)
+        order_book = self.exchange.fetch_l2_order_book(pair, order_book_max)
         for i in range(order_book_min, order_book_max + 1):
             yield order_book[side][i - 1][0]
 
@@ -654,8 +669,11 @@ class FreqtradeBot:
             logger.info(
                 f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
             )
+            try:
                 rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
-
+            except (IndexError, KeyError) as e:
+                logger.warning("Sell Price at location from orderbook could not be determined.")
+                raise PricingError from e
         else:
             rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
         self._sell_rate_cache[pair] = rate
@@ -682,16 +700,23 @@ class FreqtradeBot:
                 self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
 
         if config_ask_strategy.get('use_order_book', False):
-            logger.debug(f'Using order book for selling {trade.pair}...')
             # logger.debug('Order book %s',orderBook)
             order_book_min = config_ask_strategy.get('order_book_min', 1)
             order_book_max = config_ask_strategy.get('order_book_max', 1)
+            logger.info(f'Using order book between {order_book_min} and {order_book_max} '
+                        f'for selling {trade.pair}...')
 
             order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
                                               order_book_min=order_book_min,
                                               order_book_max=order_book_max)
             for i in range(order_book_min, order_book_max + 1):
+                try:
                     sell_rate = next(order_book)
+                except (IndexError, KeyError) as e:
+                    logger.warning(
+                        f"Sell Price at location {i} from orderbook could not be determined."
+                    )
+                    raise PricingError from e
                 logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
                              f"{sell_rate:0.8f}")
 
@@ -752,7 +777,7 @@ class FreqtradeBot:
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] == 'closed':
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
-            trade.update(stoploss_order)
+            self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
                                     timeframe_to_next_date(self.config['ticker_interval']))
@@ -866,63 +891,80 @@ class FreqtradeBot:
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
-            trade_state_update = self.update_trade_state(trade, order)
+            fully_cancelled = self.update_trade_state(trade, order)
 
-            if (order['side'] == 'buy' and (
+            if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
-                    trade_state_update
+                    fully_cancelled
                     or self._check_timed_out('buy', order)
                     or strategy_safe_wrapper(self.strategy.check_buy_timeout,
                                              default_retval=False)(pair=trade.pair,
                                                                    trade=trade,
                                                                    order=order))):
+                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
-                self.handle_timedout_limit_buy(trade, order)
+            elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
-                self.wallets.update()
+                  fully_cancelled
-                order_type = self.strategy.order_types['buy']
-                self._notify_buy_cancel(trade, order_type)
-
-            elif (order['side'] == 'sell' and (
-                  trade_state_update
                   or self._check_timed_out('sell', order)
                   or strategy_safe_wrapper(self.strategy.check_sell_timeout,
                                            default_retval=False)(pair=trade.pair,
                                                                  trade=trade,
                                                                  order=order))):
-                reason = self.handle_timedout_limit_sell(trade, order)
+                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
-                self.wallets.update()
-                order_type = self.strategy.order_types['sell']
-                self._notify_sell_cancel(trade, order_type, reason)
 
-    def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
+    def cancel_all_open_orders(self) -> None:
         """
-        Buy timeout - cancel order
+        Cancel all orders that are currently open
+        :return: None
+        """
+
+        for trade in Trade.get_open_order_trades():
+            try:
+                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+            except (DependencyException, InvalidOrderException):
+                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
+                continue
+
+            if order['side'] == 'buy':
+                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+
+            elif order['side'] == 'sell':
+                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+
+    def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
+        """
+        Buy cancel - cancel order
         :return: True if order was fully cancelled
         """
-        if order['status'] != 'canceled':
+        was_trade_fully_canceled = False
-            reason = "cancelled due to timeout"
+
+        # Cancelled orders may have the status of 'canceled' or 'closed'
+        if order['status'] not in ('canceled', 'closed'):
+            reason = constants.CANCEL_REASON['TIMEOUT']
             corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
                                                             trade.amount)
         else:
             # Order was cancelled already, so we can reuse the existing dict
             corder = order
-            reason = "cancelled on exchange"
+            reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
 
         logger.info('Buy order %s for %s.', reason, trade)
 
-        if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']:
+        # Using filled to determine the filled amount
+        filled_amount = safe_value_fallback(corder, order, 'filled', 'filled')
+
+        if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
             logger.info('Buy order fully cancelled. Removing %s from database.', trade)
             # if trade is not partially completed, just delete the trade
             Trade.session.delete(trade)
             Trade.session.flush()
-            return True
+            was_trade_fully_canceled = True
-
+        else:
             # if trade is partially complete, edit the stake details for the trade
             # and close the order
             # cancel_order may not contain the full order dict, so we need to fallback
             # to the order dict aquired before cancelling.
             # we need to fall back to the values from order if corder does not contain these keys.
-        trade.amount = order['amount'] - safe_value_fallback(corder, order,
+            trade.amount = filled_amount
-                                                             'remaining', 'remaining')
             trade.stake_amount = trade.amount * trade.open_rate
             self.update_trade_state(trade, corder, trade.amount)
 
@@ -932,22 +974,28 @@ class FreqtradeBot:
                 'type': RPCMessageType.STATUS_NOTIFICATION,
                 'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
             })
-        return False
 
-    def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str:
+        self.wallets.update()
+        self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'])
+        return was_trade_fully_canceled
+
+    def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
         """
-        Sell timeout - cancel order and update trade
+        Sell cancel - cancel order and update trade
         :return: Reason for cancel
         """
-        # if trade is not partially completed, just cancel the trade
+        # if trade is not partially completed, just cancel the order
         if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
             if not self.exchange.check_order_canceled_empty(order):
-                reason = "cancelled due to timeout"
+                try:
-                # if trade is not partially completed, just delete the trade
+                    # if trade is not partially completed, just delete the order
                     self.exchange.cancel_order(trade.open_order_id, trade.pair)
+                except InvalidOrderException:
+                    logger.exception(f"Could not cancel sell order {trade.open_order_id}")
+                    return 'error cancelling order'
                 logger.info('Sell order %s for %s.', reason, trade)
             else:
-                reason = "cancelled on exchange"
+                reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
                 logger.info('Sell order %s for %s.', reason, trade)
 
             trade.close_rate = None
@@ -957,11 +1005,17 @@ class FreqtradeBot:
             trade.close_date = None
             trade.is_open = True
             trade.open_order_id = None
-
+        else:
-            return reason
-
             # TODO: figure out how to handle partially complete sell orders
-        return 'partially filled - keeping order open'
+            reason = constants.CANCEL_REASON['PARTIALLY_FILLED']
+
+        self.wallets.update()
+        self._notify_sell_cancel(
+            trade,
+            order_type=self.strategy.order_types['sell'],
+            reason=reason
+        )
+        return reason
 
     def _safe_sell_amount(self, pair: str, amount: float) -> float:
         """
@@ -982,7 +1036,7 @@ class FreqtradeBot:
         if wallet_amount >= amount:
             return amount
         elif wallet_amount > amount * 0.98:
-            logger.info(f"{pair} - Falling back to wallet-amount.")
+            logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.")
             return wallet_amount
         else:
             raise DependencyException(
@@ -1032,7 +1086,7 @@ class FreqtradeBot:
         trade.sell_reason = sell_reason.value
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
-            trade.update(order)
+            self.update_trade_state(trade, order)
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
@@ -1084,6 +1138,11 @@ class FreqtradeBot:
         """
         Sends rpc notification when a sell cancel occured.
         """
+        if trade.sell_order_status == reason:
+            return
+        else:
+            trade.sell_order_status = reason
+
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.get_sell_rate(trade.pair, False)
@@ -1123,7 +1182,7 @@ class FreqtradeBot:
 #
 
     def update_trade_state(self, trade: Trade, action_order: dict = None,
-                           order_amount: float = None) -> bool:
+                           order_amount: float = None, sl_order: bool = False) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
         Handles closing both buy and sell orders.
@@ -1131,12 +1190,17 @@ class FreqtradeBot:
         """
         # Get order details for actual price per unit
         if trade.open_order_id:
+            order_id = trade.open_order_id
+        elif trade.stoploss_order_id and sl_order:
+            order_id = trade.stoploss_order_id
+        else:
+            return False
         # Update trade with order values
         logger.info('Found open order for %s', trade)
         try:
-                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            order = action_order or self.exchange.get_order(order_id, trade.pair)
         except InvalidOrderException as exception:
-                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
+            logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
         # Try update amount (binance-fix)
         try:
@@ -1144,8 +1208,6 @@ class FreqtradeBot:
             if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
                 order['amount'] = new_amount
                 order.pop('filled', None)
-                    # Fee was applied, so set to 0
-                    trade.fee_open = 0
                 trade.recalc_open_trade_price()
         except DependencyException as exception:
             logger.warning("Could not update trade amount: %s", exception)
@@ -1159,56 +1221,94 @@ class FreqtradeBot:
         # Updating wallets when order is closed
         if not trade.is_open:
             self.wallets.update()
-
         return False
 
+    def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
+                              amount: float, fee_abs: float) -> float:
+        """
+        Applies the fee to amount (either from Order or from Trades).
+        Can eat into dust if more than the required asset is available.
+        """
+        self.wallets.update()
+        if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount:
+            # Eat into dust if we own more than base currency
+            logger.info(f"Fee amount for {trade} was in base currency - "
+                        f"Eating Fee {fee_abs} into dust.")
+        elif fee_abs != 0:
+            real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs)
+            logger.info(f"Applying fee on amount for {trade} "
+                        f"(from {amount} to {real_amount}).")
+            return real_amount
+        return amount
+
     def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
         """
-        Get real amount for the trade
+        Detect and update trade fee.
+        Calls trade.update_fee() uppon correct detection.
+        Returns modified amount if the fee was taken from the destination currency.
         Necessary for exchanges which charge fees in base currency (e.g. binance)
+        :return: identical (or new) amount for the trade
         """
+        # Init variables
         if order_amount is None:
             order_amount = order['amount']
         # Only run for closed orders
-        if trade.fee_open == 0 or order['status'] == 'open':
+        if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
             return order_amount
 
         trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         # use fee from order-dict if possible
-        if ('fee' in order and order['fee'] is not None and
+        if self.exchange.order_has_fee(order):
-                (order['fee'].keys() >= {'currency', 'cost'})):
+            fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
-            if (order['fee']['currency'] is not None and
+            logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
-                    order['fee']['cost'] is not None and
+                        f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
-                    trade_base_currency == order['fee']['currency']):
-                new_amount = order_amount - order['fee']['cost']
-                logger.info("Applying fee on amount for %s (from %s to %s) from Order",
-                            trade, order['amount'], new_amount)
-                return new_amount
 
-        # Fallback to Trades
+            trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
+            if trade_base_currency == fee_currency:
+                # Apply fee to amount
+                return self.apply_fee_conditional(trade, trade_base_currency,
+                                                  amount=order_amount, fee_abs=fee_cost)
+            return order_amount
+        return self.fee_detection_from_trades(trade, order, order_amount)
+
+    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float:
+        """
+        fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
+        """
         trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
                                                     trade.open_date)
 
         if len(trades) == 0:
             logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
             return order_amount
+        fee_currency = None
         amount = 0
-        fee_abs = 0
+        fee_abs = 0.0
+        fee_cost = 0.0
+        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
+        fee_rate_array: List[float] = []
         for exectrade in trades:
             amount += exectrade['amount']
-            if ("fee" in exectrade and exectrade['fee'] is not None and
+            if self.exchange.order_has_fee(exectrade):
-                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
+                fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
+                fee_cost += fee_cost_
+                if fee_rate_ is not None:
+                    fee_rate_array.append(fee_rate_)
                 # only applies if fee is in quote currency!
-                if (exectrade['fee']['currency'] is not None and
+                if trade_base_currency == fee_currency:
-                        exectrade['fee']['cost'] is not None and
+                    fee_abs += fee_cost_
-                        trade_base_currency == exectrade['fee']['currency']):
+        # Ensure at least one trade was found:
-                    fee_abs += exectrade['fee']['cost']
+        if fee_currency:
+            # fee_rate should use mean
+            fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
+            trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")
             raise DependencyException("Half bought? Amounts don't match")
-        real_amount = amount - fee_abs
+
         if fee_abs != 0:
-            logger.info(f"Applying fee on amount for {trade} "
+            return self.apply_fee_conditional(trade, trade_base_currency,
-                        f"(from {order_amount} to {real_amount}) from Trades")
+                                              amount=amount, fee_abs=fee_abs)
-        return real_amount
+        else:
+            return amount

freqtrade/optimize/backtesting.py

@@ -20,6 +20,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.optimize.optimize_reports import (show_backtest_results,
                                                  store_backtest_result)
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -63,10 +64,19 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
         if config.get('fee'):
             self.fee = config['fee']
         else:
-            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
 
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
@@ -111,7 +121,7 @@ class Backtesting:
 
         data = history.load_data(
             datadir=self.config['datadir'],
-            pairs=self.config['exchange']['pair_whitelist'],
+            pairs=self.pairlists.whitelist,
             timeframe=self.timeframe,
             timerange=timerange,
             startup_candles=self.required_startup,

freqtrade/optimize/hyperopt.py

@@ -49,9 +49,9 @@ logger = logging.getLogger(__name__)
 
 INITIAL_POINTS = 30
 
-# Keep no more than 2*SKOPT_MODELS_MAX_NUM models
+# Keep no more than SKOPT_MODEL_QUEUE_SIZE models
-# in the skopt models list
+# in the skopt model queue, to optimize memory consumption
-SKOPT_MODELS_MAX_NUM = 10
+SKOPT_MODEL_QUEUE_SIZE = 10
 
 MAX_LOSS = 100000  # just a big enough number to be bad result in loss optimization
 
@@ -75,7 +75,7 @@ class Hyperopt:
         self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
 
-        self.trials_file = (self.config['user_data_dir'] /
+        self.results_file = (self.config['user_data_dir'] /
                              'hyperopt_results' / 'hyperopt_results.pickle')
         self.data_pickle_file = (self.config['user_data_dir'] /
                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
@@ -88,10 +88,10 @@ class Hyperopt:
         else:
             logger.info("Continuing on previous hyperopt results.")
 
-        self.num_trials_saved = 0
+        self.num_epochs_saved = 0
 
         # Previous evaluations
-        self.trials: List = []
+        self.epochs: List = []
 
         # Populate functions here (hasattr is slow so should not be run during "regular" operations)
         if hasattr(self.custom_hyperopt, 'populate_indicators'):
@@ -132,7 +132,7 @@ class Hyperopt:
         """
         Remove hyperopt pickle files to restart hyperopt.
         """
-        for f in [self.data_pickle_file, self.trials_file]:
+        for f in [self.data_pickle_file, self.results_file]:
             p = Path(f)
             if p.is_file():
                 logger.info(f"Removing `{p}`.")
@@ -151,27 +151,26 @@ class Hyperopt:
         # and the values are taken from the list of parameters.
         return {d.name: v for d, v in zip(dimensions, raw_params)}
 
-    def save_trials(self, final: bool = False) -> None:
+    def _save_results(self) -> None:
         """
-        Save hyperopt trials to file
+        Save hyperopt results to file
         """
-        num_trials = len(self.trials)
+        num_epochs = len(self.epochs)
-        if num_trials > self.num_trials_saved:
+        if num_epochs > self.num_epochs_saved:
-            logger.debug(f"Saving {num_trials} {plural(num_trials, 'epoch')}.")
+            logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.")
-            dump(self.trials, self.trials_file)
+            dump(self.epochs, self.results_file)
-            self.num_trials_saved = num_trials
+            self.num_epochs_saved = num_epochs
-        if final:
+            logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
-            logger.info(f"{num_trials} {plural(num_trials, 'epoch')} "
+                         f"saved to '{self.results_file}'.")
-                        f"saved to '{self.trials_file}'.")
 
     @staticmethod
-    def _read_trials(trials_file: Path) -> List:
+    def _read_results(results_file: Path) -> List:
         """
-        Read hyperopt trials file
+        Read hyperopt results from file
         """
-        logger.info("Reading Trials from '%s'", trials_file)
+        logger.info("Reading epochs from '%s'", results_file)
-        trials = load(trials_file)
+        data = load(results_file)
-        return trials
+        return data
 
     def _get_params_details(self, params: Dict) -> Dict:
         """
@@ -376,24 +375,31 @@ class Hyperopt:
 
         # Verification for overwrite
         if path.isfile(csv_file):
-            logger.error("CSV-File already exists!")
+            logger.error(f"CSV file already exists: {csv_file}")
             return
 
         try:
             io.open(csv_file, 'w+').close()
         except IOError:
-            logger.error("Filed to create CSV-File!")
+            logger.error(f"Failed to create CSV file: {csv_file}")
             return
 
         trials = json_normalize(results, max_level=1)
         trials['Best'] = ''
         trials['Stake currency'] = config['stake_currency']
-        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+
+        base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
                         'results_metrics.avg_profit', 'results_metrics.total_profit',
                         'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                         'loss', 'is_initial_point', 'is_best']]
+                        'loss', 'is_initial_point', 'is_best']
-        trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency',
+        param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
+        trials = trials[base_metrics + param_metrics]
+
+        base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency',
                         'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
+        param_columns = list(results[0]['params_dict'].keys())
+        trials.columns = base_columns + param_columns
+
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*'
         trials.loc[trials['is_best'], 'Best'] = 'Best'
@@ -420,7 +426,7 @@ class Hyperopt:
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
         trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8')
-        print("CSV-File created!")
+        logger.info(f"CSV file created: {csv_file}")
 
     def has_space(self, space: str) -> bool:
         """
@@ -564,43 +570,28 @@ class Hyperopt:
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,
+            model_queue_size=SKOPT_MODEL_QUEUE_SIZE,
         )
 
-    def fix_optimizer_models_list(self) -> None:
-        """
-        WORKAROUND: Since skopt is not actively supported, this resolves problems with skopt
-        memory usage, see also: https://github.com/scikit-optimize/scikit-optimize/pull/746
-
-        This may cease working when skopt updates if implementation of this intrinsic
-        part changes.
-        """
-        n = len(self.opt.models) - SKOPT_MODELS_MAX_NUM
-        # Keep no more than 2*SKOPT_MODELS_MAX_NUM models in the skopt models list,
-        # remove the old ones. These are actually of no use, the current model
-        # from the estimator is the only one used in the skopt optimizer.
-        # Freqtrade code also does not inspect details of the models.
-        if n >= SKOPT_MODELS_MAX_NUM:
-            logger.debug(f"Fixing skopt models list, removing {n} old items...")
-            del self.opt.models[0:n]
-
     def run_optimizer_parallel(self, parallel, asked, i) -> List:
         return parallel(delayed(
                         wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
 
     @staticmethod
-    def load_previous_results(trials_file: Path) -> List:
+    def load_previous_results(results_file: Path) -> List:
         """
         Load data for epochs from the file if we have one
         """
-        trials: List = []
+        epochs: List = []
-        if trials_file.is_file() and trials_file.stat().st_size > 0:
+        if results_file.is_file() and results_file.stat().st_size > 0:
-            trials = Hyperopt._read_trials(trials_file)
+            epochs = Hyperopt._read_results(results_file)
-            if trials[0].get('is_best') is None:
+            # Detection of some old format, without 'is_best' field saved
+            if epochs[0].get('is_best') is None:
                 raise OperationalException(
                     "The file with Hyperopt results is incompatible with this version "
                     "of Freqtrade and cannot be loaded.")
-            logger.info(f"Loaded {len(trials)} previous evaluations from disk.")
+            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
-        return trials
+        return epochs
 
     def _set_random_state(self, random_state: Optional[int]) -> int:
         return random_state or random.randint(1, 2**16 - 1)
@@ -626,8 +617,9 @@ class Hyperopt:
 
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange = None  # type: ignore
+        self.backtesting.pairlists = None  # type: ignore
 
-        self.trials = self.load_previous_results(self.trials_file)
+        self.epochs = self.load_previous_results(self.results_file)
 
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")
@@ -663,7 +655,7 @@ class Hyperopt:
                         ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
                     ]
                 with progressbar.ProgressBar(
-                         maxval=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
+                         max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
                          widgets=widgets
                      ) as pbar:
                     EVALS = ceil(self.total_epochs / jobs)
@@ -676,7 +668,6 @@ class Hyperopt:
                         asked = self.opt.ask(n_points=current_jobs)
                         f_val = self.run_optimizer_parallel(parallel, asked, i)
                         self.opt.tell(asked, [v['loss'] for v in f_val])
-                        self.fix_optimizer_models_list()
 
                         # Calculate progressbar outputs
                         for j, val in enumerate(f_val):
@@ -697,23 +688,25 @@ class Hyperopt:
 
                             if is_best:
                                 self.current_best_loss = val['loss']
-                            self.trials.append(val)
+                            self.epochs.append(val)
 
                             # Save results after each best epoch and every 100 epochs
                             if is_best or current % 100 == 0:
-                                self.save_trials()
+                                self._save_results()
 
                             pbar.update(current)
 
         except KeyboardInterrupt:
             print('User interrupted..')
 
-        self.save_trials(final=True)
+        self._save_results()
+        logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
+                    f"saved to '{self.results_file}'.")
 
-        if self.trials:
+        if self.epochs:
-            sorted_trials = sorted(self.trials, key=itemgetter('loss'))
+            sorted_epochs = sorted(self.epochs, key=itemgetter('loss'))
-            results = sorted_trials[0]
+            best_epoch = sorted_epochs[0]
-            self.print_epoch_details(results, self.total_epochs, self.print_json)
+            self.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
         else:
             # This is printed when Ctrl+C is pressed quickly, before first epochs have
             # a chance to be evaluated.

freqtrade/optimize/optimize_reports.py

@@ -1,7 +1,7 @@
 import logging
 from datetime import timedelta
 from pathlib import Path
-from typing import Dict
+from typing import Any, Dict, List
 
 from pandas import DataFrame
 from tabulate import tabulate
@@ -34,118 +34,173 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
             file_dump_json(filename, records)
 
 
-def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
+def _get_line_floatfmt() -> List[str]:
-                        results: DataFrame, skip_nan: bool = False) -> str:
     """
-    Generates and returns a text table for the given backtest data and the results dataframe
+    Generate floatformat (goes in line with _generate_result_line())
+    """
+    return ['s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', 'd', 'd', 'd']
+
+
+def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
+    """
+    Generate header lines (goes in line with _generate_result_line())
+    """
+    return [first_column, 'Buys', 'Avg Profit %', 'Cum Profit %',
+            f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
+            'Wins', 'Draws', 'Losses']
+
+
+def _generate_result_line(result: DataFrame, max_open_trades: int, first_column: str) -> Dict:
+    """
+    Generate one result dict, with "first_column" as key.
+    """
+    return {
+        'key': first_column,
+        'trades': len(result.index),
+        'profit_mean': result.profit_percent.mean(),
+        'profit_mean_pct': result.profit_percent.mean() * 100.0,
+        'profit_sum': result.profit_percent.sum(),
+        'profit_sum_pct': result.profit_percent.sum() * 100.0,
+        'profit_total_abs': result.profit_abs.sum(),
+        'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades,
+        'duration_avg': str(timedelta(
+                            minutes=round(result.trade_duration.mean()))
+                            ) if not result.empty else '0:00',
+        # 'duration_max': str(timedelta(
+        #                     minutes=round(result.trade_duration.max()))
+        #                     ) if not result.empty else '0:00',
+        # 'duration_min': str(timedelta(
+        #                     minutes=round(result.trade_duration.min()))
+        #                     ) if not result.empty else '0:00',
+        'wins': len(result[result.profit_abs > 0]),
+        'draws': len(result[result.profit_abs == 0]),
+        'losses': len(result[result.profit_abs < 0]),
+    }
+
+
+def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
+                          results: DataFrame, skip_nan: bool = False) -> List[Dict]:
+    """
+    Generates and returns a list  for the given backtest data and the results dataframe
     :param data: Dict of <pair: dataframe> containing data that was used during backtesting.
     :param stake_currency: stake-currency - used to correctly name headers
     :param max_open_trades: Maximum allowed open trades
     :param results: Dataframe containing the backtest results
     :param skip_nan: Print "left open" open trades
-    :return: pretty printed table with tabulate as string
+    :return: List of Dicts containing the metrics per pair
     """
 
-    floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
     tabular_data = []
-    headers = [
+
-        'Pair',
-        'Buys',
-        'Avg Profit %',
-        'Cum Profit %',
-        f'Tot Profit {stake_currency}',
-        'Tot Profit %',
-        'Avg Duration',
-        'Wins',
-        'Draws',
-        'Losses'
-    ]
     for pair in data:
         result = results[results.pair == pair]
         if skip_nan and result.profit_abs.isnull().all():
             continue
 
-        tabular_data.append([
+        tabular_data.append(_generate_result_line(result, max_open_trades, pair))
-            pair,
-            len(result.index),
-            result.profit_percent.mean() * 100.0,
-            result.profit_percent.sum() * 100.0,
-            result.profit_abs.sum(),
-            result.profit_percent.sum() * 100.0 / max_open_trades,
-            str(timedelta(
-                minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
-            len(result[result.profit_abs > 0]),
-            len(result[result.profit_abs == 0]),
-            len(result[result.profit_abs < 0])
-        ])
 
     # Append Total
-    tabular_data.append([
+    tabular_data.append(_generate_result_line(results, max_open_trades, 'TOTAL'))
-        'TOTAL',
+    return tabular_data
-        len(results.index),
+
-        results.profit_percent.mean() * 100.0,
+
-        results.profit_percent.sum() * 100.0,
+def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
-        results.profit_abs.sum(),
+    """
-        results.profit_percent.sum() * 100.0 / max_open_trades,
+    Generates and returns a text table for the given backtest data and the results dataframe
-        str(timedelta(
+    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
-            minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+    :param stake_currency: stake-currency - used to correctly name headers
-        len(results[results.profit_abs > 0]),
+    :return: pretty printed table with tabulate as string
-        len(results[results.profit_abs == 0]),
+    """
-        len(results[results.profit_abs < 0])
+
-    ])
+    headers = _get_line_header('Pair', stake_currency)
+    floatfmt = _get_line_floatfmt()
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in pair_results]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(tabular_data, headers=headers,
+    return tabulate(output, headers=headers,
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_text_table_sell_reason(stake_currency: str, max_open_trades: int,
+def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
-                                    results: DataFrame) -> str:
     """
     Generate small table outlining Backtest results
-    :param stake_currency: Stakecurrency used
     :param max_open_trades: Max_open_trades parameter
-    :param results: Dataframe containing the backtest results
+    :param results: Dataframe containing the backtest result for one strategy
-    :return: pretty printed table with tabulate as string
+    :return: List of Dicts containing the metrics per Sell reason
     """
     tabular_data = []
-    headers = [
+
-        "Sell Reason",
-        "Sells",
-        "Wins",
-        "Draws",
-        "Losses",
-        "Avg Profit %",
-        "Cum Profit %",
-        f"Tot Profit {stake_currency}",
-        "Tot Profit %",
-    ]
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
-        wins = len(result[result['profit_abs'] > 0])
+
-        draws = len(result[result['profit_abs'] == 0])
+        profit_mean = result['profit_percent'].mean()
-        loss = len(result[result['profit_abs'] < 0])
+        profit_sum = result["profit_percent"].sum()
-        profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
-        profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
-        profit_tot = result['profit_abs'].sum()
         profit_percent_tot = round(result['profit_percent'].sum() * 100.0 / max_open_trades, 2)
+
         tabular_data.append(
-            [
+            {
-                reason.value,
+                'sell_reason': reason.value,
-                count,
+                'trades': count,
-                wins,
+                'wins': len(result[result['profit_abs'] > 0]),
-                draws,
+                'draws': len(result[result['profit_abs'] == 0]),
-                loss,
+                'losses': len(result[result['profit_abs'] < 0]),
-                profit_mean,
+                'profit_mean': profit_mean,
-                profit_sum,
+                'profit_mean_pct': round(profit_mean * 100, 2),
-                profit_tot,
+                'profit_sum': profit_sum,
-                profit_percent_tot,
+                'profit_sum_pct': round(profit_sum * 100, 2),
-            ]
+                'profit_total_abs': result['profit_abs'].sum(),
+                'profit_pct_total': profit_percent_tot,
+            }
         )
-    return tabulate(tabular_data, headers=headers, tablefmt="orgtbl", stralign="right")
+    return tabular_data
 
 
-def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
+def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
-                                 all_results: Dict) -> str:
+                                    stake_currency: str) -> str:
+    """
+    Generate small table outlining Backtest results
+    :param sell_reason_stats: Sell reason metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        'Sell Reason',
+        'Sells',
+        'Wins',
+        'Draws',
+        'Losses',
+        'Avg Profit %',
+        'Cum Profit %',
+        f'Tot Profit {stake_currency}',
+        'Tot Profit %',
+    ]
+
+    output = [[
+        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
+        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
+     ] for t in sell_reason_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
+def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
+                              all_results: Dict) -> List[Dict]:
+    """
+    Generate summary per strategy
+    :param stake_currency: stake-currency - used to correctly name headers
+    :param max_open_trades: Maximum allowed open trades used for backtest
+    :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
+    :return: List of Dicts containing the metrics per Strategy
+    """
+
+    tabular_data = []
+    for strategy, results in all_results.items():
+        tabular_data.append(_generate_result_line(results, max_open_trades, strategy))
+    return tabular_data
+
+
+def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
     :param stake_currency: stake-currency - used to correctly name headers
@@ -153,34 +208,21 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
     :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
     :return: pretty printed table with tabulate as string
     """
+    floatfmt = _get_line_floatfmt()
+    headers = _get_line_header('Strategy', stake_currency)
 
-    floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
+    output = [[
-    tabular_data = []
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-    headers = ['Strategy', 'Buys', 'Avg Profit %', 'Cum Profit %',
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
-               f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
+    ] for t in strategy_results]
-               'Wins', 'Draws', 'Losses']
-    for strategy, results in all_results.items():
-        tabular_data.append([
-            strategy,
-            len(results.index),
-            results.profit_percent.mean() * 100.0,
-            results.profit_percent.sum() * 100.0,
-            results.profit_abs.sum(),
-            results.profit_percent.sum() * 100.0 / max_open_trades,
-            str(timedelta(
-                minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
-            len(results[results.profit_abs > 0]),
-            len(results[results.profit_abs == 0]),
-            len(results[results.profit_abs < 0])
-        ])
     # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(tabular_data, headers=headers,
+    return tabulate(output, headers=headers,
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
 def generate_edge_table(results: dict) -> str:
 
-    floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
+    floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
     tabular_data = []
     headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
                'Required Risk Reward', 'Expectancy', 'Total Number of Trades',
@@ -206,38 +248,48 @@ def generate_edge_table(results: dict) -> str:
 
 def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
                           all_results: Dict[str, DataFrame]):
-    for strategy, results in all_results.items():
+    stake_currency = config['stake_currency']
+    max_open_trades = config['max_open_trades']
 
-        print(f"Result for strategy {strategy}")
+    for strategy, results in all_results.items():
-        table = generate_text_table(btdata, stake_currency=config['stake_currency'],
+        pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
-                                    max_open_trades=config['max_open_trades'],
+                                             max_open_trades=max_open_trades,
+                                             results=results, skip_nan=False)
+        sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
                                                        results=results)
+        left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
+                                                  max_open_trades=max_open_trades,
+                                                  results=results.loc[results['open_at_end']],
+                                                  skip_nan=True)
+        # Print results
+        print(f"Result for strategy {strategy}")
+        table = generate_text_table(pair_results, stake_currency=stake_currency)
         if isinstance(table, str):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table_sell_reason(stake_currency=config['stake_currency'],
+        table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
-                                                max_open_trades=config['max_open_trades'],
+                                                stake_currency=stake_currency,
-                                                results=results)
+                                                )
         if isinstance(table, str):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table(btdata,
+        table = generate_text_table(left_open_results, stake_currency=stake_currency)
-                                    stake_currency=config['stake_currency'],
-                                    max_open_trades=config['max_open_trades'],
-                                    results=results.loc[results.open_at_end], skip_nan=True)
         if isinstance(table, str):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
         if isinstance(table, str):
             print('=' * len(table.splitlines()[0]))
         print()
+
     if len(all_results) > 1:
         # Print Strategy summary table
-        table = generate_text_table_strategy(config['stake_currency'],
+        strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
-                                             config['max_open_trades'],
+                                                     max_open_trades=max_open_trades,
                                                      all_results=all_results)
+
+        table = generate_text_table_strategy(strategy_results, stake_currency)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

freqtrade/pairlist/IPairList.py

@@ -1,8 +1,5 @@
 """
-Static List provider
+PairList Handler base class
-
-Provides lists as configured in config.json
-
 """
 import logging
 from abc import ABC, abstractmethod, abstractproperty
@@ -13,6 +10,7 @@ from cachetools import TTLCache, cached
 
 from freqtrade.exchange import market_is_active
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -23,11 +21,13 @@ class IPairList(ABC):
                  pairlist_pos: int) -> None:
         """
         :param exchange: Exchange instance
-        :param pairlistmanager: Instanciating Pairlist manager
+        :param pairlistmanager: Instantiated Pairlist manager
         :param config: Global bot configuration
-        :param pairlistconfig: Configuration for this pairlist - can be empty.
+        :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
-        :param pairlist_pos: Position of the filter in the pairlist-filter-list
+        :param pairlist_pos: Position of the Pairlist Handler in the chain
         """
+        self._enabled = True
+
         self._exchange = exchange
         self._pairlistmanager = pairlistmanager
         self._config = config
@@ -78,49 +78,50 @@ class IPairList(ABC):
         -> Please overwrite in subclasses
         """
 
-    @abstractmethod
+    def _validate_pair(self, ticker) -> bool:
+        """
+        Check one pair against Pairlist Handler's specific conditions.
+
+        Either implement it in the Pairlist Handler or override the generic
+        filter_pairlist() method.
+
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        raise NotImplementedError()
+
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
+
         Called on each bot iteration - please use internal caching if necessary
-        -> Please overwrite in subclasses
+        This generic implementation calls self._validate_pair() for each pair
+        in the pairlist.
+
+        Some Pairlist Handlers override this generic implementation and employ
+        own filtration.
+
         :param pairlist: pairlist to filter or sort
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
+        if self._enabled:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                # Filter out assets
+                if not self._validate_pair(tickers[p]):
+                    pairlist.remove(p)
 
-    @staticmethod
-    def verify_blacklist(pairlist: List[str], blacklist: List[str],
-                         aswarning: bool) -> List[str]:
-        """
-        Verify and remove items from pairlist - returning a filtered pairlist.
-        Logs a warning or info depending on `aswarning`.
-        Pairlists explicitly using this method shall use `aswarning=False`!
-        :param pairlist: Pairlist to validate
-        :param blacklist: Blacklist to validate pairlist against
-        :param aswarning: Log message as Warning or info
-        :return: pairlist - blacklisted pairs
-        """
-        for pair in deepcopy(pairlist):
-            if pair in blacklist:
-                if aswarning:
-                    logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
-                else:
-                    logger.info(f"Pair {pair} in your blacklist. Removing it from whitelist...")
-                pairlist.remove(pair)
         return pairlist
 
-    def _verify_blacklist(self, pairlist: List[str], aswarning: bool = True) -> List[str]:
+    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
         """
         Proxy method to verify_blacklist for easy access for child classes.
-        Logs a warning or info depending on `aswarning`.
-        Pairlists explicitly using this method shall use aswarning=False!
         :param pairlist: Pairlist to validate
-        :param aswarning: Log message as Warning or info.
+        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
         :return: pairlist - blacklisted pairs
         """
-        return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist,
+        return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
-                                          aswarning=aswarning)
 
     def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """

freqtrade/pairlist/PrecisionFilter.py

@@ -1,14 +1,28 @@
+"""
+Precision pair list filter
+"""
 import logging
-from copy import deepcopy
+from typing import Any, Dict
-from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
 class PrecisionFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._stoploss = self._config['stoploss']
+        self._enabled = self._stoploss != 0
+
+        # Precalculate sanitized stoploss value to avoid recalculation for every pair
+        self._stoploss = 1 - abs(self._stoploss)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -24,41 +38,25 @@ class PrecisionFilter(IPairList):
         """
         return f"{self.name} - Filtering untradable pairs."
 
-    def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
+    def _validate_pair(self, ticker: dict) -> bool:
         """
         Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
         low value pairs.
         :param ticker: ticker dict as returned from ccxt.load_markets()
-        :param stoploss: stoploss value as set in the configuration
+        :return: True if the pair can stay, False if it should be removed
-                        (already cleaned to be 1 - stoploss)
-        :return: True if the pair can stay, false if it should be removed
         """
-        stop_price = ticker['ask'] * stoploss
+        stop_price = ticker['ask'] * self._stoploss
+
         # Adjust stop-prices to precision
         sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
+
         stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
         logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
+
         if sp <= stop_gap_price:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, "
                                 f"because stop price {sp} would be <= stop limit {stop_gap_price}")
             return False
+
         return True
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Filters and sorts pairlists and assigns and returns them again.
-        """
-        stoploss = self._config.get('stoploss')
-        if stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            stoploss = 1 - abs(stoploss)
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            # Filter out assets which would not allow setting a stoploss
-            if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
-                pairlist.remove(p)
-                continue
-
-        return pairlist

freqtrade/pairlist/PriceFilter.py

@@ -1,9 +1,12 @@
+"""
+Price pair list filter
+"""
 import logging
-from copy import deepcopy
+from typing import Any, Dict
-from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -15,6 +18,7 @@ class PriceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
+        self._enabled = self._low_price_ratio != 0
 
     @property
     def needstickers(self) -> bool:
@@ -31,43 +35,21 @@ class PriceFilter(IPairList):
         """
         return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
 
-    def _validate_ticker_lowprice(self, ticker) -> bool:
+    def _validate_pair(self, ticker) -> bool:
         """
         Check if if one price-step (pip) is > than a certain barrier.
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker['last'] is None:
-
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
+        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
-                                                                    ticker['last'])
+        changeperc = compare / ticker['last']
-        changeperc = (compare - ticker['last']) / ticker['last']
         if changeperc > self._low_price_ratio:
             self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
                                              f"because 1 unit is {changeperc * 100:.3f}%")
             return False
         return True
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        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.
-        :return: new whitelist
-        """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            if not ticker:
-                pairlist.remove(p)
-
-            # Filter out assets which would not allow setting a stoploss
-            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
-                pairlist.remove(p)
-
-        return pairlist

freqtrade/pairlist/ShuffleFilter.py

@@ -0,0 +1,51 @@
+"""
+Shuffle pair list filter
+"""
+import logging
+import random
+from typing import Any, Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class ShuffleFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._seed = pairlistconfig.get('seed')
+        self._random = random.Random(self._seed)
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        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]:
+        """
+        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.
+        :return: new whitelist
+        """
+        # Shuffle is done inplace
+        self._random.shuffle(pairlist)
+
+        return pairlist

freqtrade/pairlist/SpreadFilter.py

@@ -1,19 +1,24 @@
+"""
+Spread pair list filter
+"""
 import logging
-from copy import deepcopy
+from typing import Any, Dict
-from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
 class SpreadFilter(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
+        self._enabled = self._max_spread_ratio != 0
 
     @property
     def needstickers(self) -> bool:
@@ -31,29 +36,19 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio * 100}%.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def _validate_pair(self, ticker: dict) -> bool:
-
         """
-        Filters and sorts pairlist and returns the whitelist again.
+        Validate spread for the ticker
-        Called on each bot iteration - please use internal caching if necessary
+        :param ticker: ticker dict as returned from ccxt.load_markets()
-        :param pairlist: pairlist to filter or sort
+        :return: True if the pair can stay, False if it should be removed
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new whitelist
         """
-        # Copy list since we're modifying this list
-
-        spread = None
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            assert ticker is not None
         if 'bid' in ticker and 'ask' in ticker:
             spread = 1 - ticker['bid'] / ticker['ask']
-                if not ticker or spread > self._max_spread_ratio:
+            if spread > self._max_spread_ratio:
                 self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
                                                  f"because spread {spread * 100:.3f}% >"
                                                  f"{self._max_spread_ratio * 100}%")
-                    pairlist.remove(p)
+                return False
             else:
-                pairlist.remove(p)
+                return True
-
+        return False
-        return pairlist

freqtrade/pairlist/StaticPairList.py

@@ -1,14 +1,14 @@
 """
-Static List provider
+Static Pair List provider
-
-Provides lists as configured in config.json
 
+Provides pair white list as it configured in config
 """
 import logging
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 

freqtrade/pairlist/VolumePairList.py

@@ -1,8 +1,7 @@
 """
 Volume PairList provider
 
-Provides lists as configured in config.json
+Provides dynamic pair list based on trade volumes
-
 """
 import logging
 from datetime import datetime
@@ -11,21 +10,26 @@ from typing import Any, Dict, List
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
+
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 
 class VolumePairList(IPairList):
 
-    def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], pairlistconfig: dict,
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         if 'number_assets' not in self._pairlistconfig:
             raise OperationalException(
-                f'`number_assets` not specified. Please check your configuration '
+                '`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
+
+        self._stake_currency = config['stake_currency']
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
@@ -34,12 +38,18 @@ class VolumePairList(IPairList):
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
                 'Exchange does not support dynamic whitelist. '
-                'Please edit your config and restart the bot'
+                'Please edit your config and restart the bot.'
             )
+
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
+        if self._sort_key != 'quoteVolume':
+            logger.warning(
+                "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated."
+                )
+
     @property
     def needstickers(self) -> bool:
         """
@@ -72,42 +82,42 @@ class VolumePairList(IPairList):
                 (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
 
             self._last_refresh = int(datetime.now().timestamp())
-            pairs = self._gen_pair_whitelist(pairlist, tickers,
+            pairs = self._gen_pair_whitelist(pairlist, tickers)
-                                             self._config['stake_currency'],
-                                             self._sort_key, self._min_value)
         else:
             pairs = pairlist
+
         self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
+
         return pairs
 
-    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
+    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-                            base_currency: str, key: str, min_val: int) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
-        :param base_currency: base currency as str
+        :param pairlist: pairlist to filter or sort
-        :param key: sort key (defaults to 'quoteVolume')
         :param tickers: Tickers (from exchange.get_tickers()).
         :return: List of pairs
         """
         if self._pairlist_pos == 0:
             # If VolumePairList is the first in the list, use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
-            filtered_tickers = [v for k, v in tickers.items()
+            filtered_tickers = [
-                                if (self._exchange.get_pair_quote_currency(k) == base_currency
+                    v for k, v in tickers.items()
-                                    and v[key] is not None)]
+                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                        and v[self._sort_key] is not None)]
         else:
-            # If other pairlist is in front, use the incomming pairlist.
+            # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
-        if min_val > 0:
+        if self._min_value > 0:
-            filtered_tickers = list(filter(lambda t: t[key] > min_val, filtered_tickers))
+            filtered_tickers = [
+                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
-        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self._verify_blacklist(pairs, aswarning=False)
+        pairs = self.verify_blacklist(pairs, logger.info)
-        # Limit to X number of pairs
+        # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
         return pairs

freqtrade/pairlist/pairlistmanager.py

@@ -1,10 +1,8 @@
 """
-Static List provider
+PairList manager class
-
-Provides lists as configured in config.json
-
 """
 import logging
+from copy import deepcopy
 from typing import Dict, List
 
 from cachetools import TTLCache, cached
@@ -12,6 +10,8 @@ from cachetools import TTLCache, cached
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
+from freqtrade.constants import ListPairsWithTimeframes
+
 
 logger = logging.getLogger(__name__)
 
@@ -23,24 +23,25 @@ class PairListManager():
         self._config = config
         self._whitelist = self._config['exchange'].get('pair_whitelist')
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
-        self._pairlists: List[IPairList] = []
+        self._pairlist_handlers: List[IPairList] = []
         self._tickers_needed = False
-        for pl in self._config.get('pairlists', None):
+        for pairlist_handler_config in self._config.get('pairlists', None):
-            if 'method' not in pl:
+            if 'method' not in pairlist_handler_config:
-                logger.warning(f"No method in {pl}")
+                logger.warning(f"No method found in {pairlist_handler_config}, ignoring.")
                 continue
-            pairl = PairListResolver.load_pairlist(pl.get('method'),
+            pairlist_handler = PairListResolver.load_pairlist(
+                    pairlist_handler_config['method'],
                     exchange=exchange,
                     pairlistmanager=self,
                     config=config,
-                                                   pairlistconfig=pl,
+                    pairlistconfig=pairlist_handler_config,
-                                                   pairlist_pos=len(self._pairlists)
+                    pairlist_pos=len(self._pairlist_handlers)
                     )
-            self._tickers_needed = pairl.needstickers or self._tickers_needed
+            self._tickers_needed |= pairlist_handler.needstickers
-            self._pairlists.append(pairl)
+            self._pairlist_handlers.append(pairlist_handler)
 
-        if not self._pairlists:
+        if not self._pairlist_handlers:
-            raise OperationalException("No Pairlist defined!")
+            raise OperationalException("No Pairlist Handlers defined")
 
     @property
     def whitelist(self) -> List[str]:
@@ -60,15 +61,15 @@ class PairListManager():
     @property
     def name_list(self) -> List[str]:
         """
-        Get list of loaded pairlists names
+        Get list of loaded Pairlist Handler names
         """
-        return [p.name for p in self._pairlists]
+        return [p.name for p in self._pairlist_handlers]
 
     def short_desc(self) -> List[Dict]:
         """
-        List of short_desc for each pairlist
+        List of short_desc for each Pairlist Handler
         """
-        return [{p.name: p.short_desc()} for p in self._pairlists]
+        return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
 
     @cached(TTLCache(maxsize=1, ttl=1800))
     def _get_cached_tickers(self):
@@ -76,21 +77,57 @@ class PairListManager():
 
     def refresh_pairlist(self) -> None:
         """
-        Run pairlist through all configured pairlists.
+        Run pairlist through all configured Pairlist Handlers.
         """
-
+        # Tickers should be cached to avoid calling the exchange on each call.
-        pairlist = self._whitelist.copy()
-
-        # tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
-        # Process all pairlists in chain
+        # Adjust whitelist if filters are using tickers
-        for pl in self._pairlists:
+        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
-            pairlist = pl.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        # Process all Pairlist Handlers in the chain
-        pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
+        for pairlist_handler in self._pairlist_handlers:
+            pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
+
+        # Validation against blacklist happens after the chain of Pairlist Handlers
+        # to ensure blacklist is respected.
+        pairlist = self.verify_blacklist(pairlist, logger.warning)
 
         self._whitelist = pairlist
+
+    def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
+        """
+        Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
+        pairs that do not have ticker available
+        """
+        if self._tickers_needed:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                if p not in tickers:
+                    pairlist.remove(p)
+
+        return pairlist
+
+    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
+        """
+        Verify and remove items from pairlist - returning a filtered pairlist.
+        Logs a warning or info depending on `aswarning`.
+        Pairlist Handlers explicitly using this method shall use
+        `logmethod=logger.info` to avoid spamming with warning messages
+        :param pairlist: Pairlist to validate
+        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
+        :return: pairlist - blacklisted pairs
+        """
+        for pair in deepcopy(pairlist):
+            if pair in self._blacklist:
+                logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                pairlist.remove(pair)
+        return pairlist
+
+    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+        """
+        Create list of pair tuples with (pair, ticker_interval)
+        """
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]

freqtrade/persistence.py

@@ -86,11 +86,15 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'close_profit_abs'):
+    if not has_column(cols, 'sell_order_status'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
+        fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null')
+        fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null')
         fee_close = get_column_def(cols, 'fee_close', 'fee')
+        fee_close_cost = get_column_def(cols, 'fee_close_cost', 'null')
+        fee_close_currency = get_column_def(cols, 'fee_close_currency', 'null')
         open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')
         close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
         stop_loss = get_column_def(cols, 'stop_loss', '0.0')
@@ -109,6 +113,7 @@ def check_migrate(engine) -> None:
         close_profit_abs = get_column_def(
             cols, 'close_profit_abs',
             f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
+        sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -120,12 +125,14 @@ def check_migrate(engine) -> None:
 
         # Copy data back - following the correct schema
         engine.execute(f"""insert into trades
-                (id, exchange, pair, is_open, fee_open, fee_close, open_rate,
+                (id, exchange, pair, is_open,
+                fee_open, fee_open_cost, fee_open_currency,
+                fee_close, fee_close_cost, fee_open_currency, open_rate,
                 open_rate_requested, close_rate, close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
                 stoploss_order_id, stoploss_last_update,
-                max_rate, min_rate, sell_reason, strategy,
+                max_rate, min_rate, sell_reason, sell_order_status, strategy,
                 ticker_interval, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
@@ -136,7 +143,9 @@ def check_migrate(engine) -> None:
                     else pair
                     end
                 pair,
-                is_open, {fee_open} fee_open, {fee_close} fee_close,
+                is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
+                {fee_open_currency} fee_open_currency, {fee_close} fee_close,
+                {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
                 open_rate, {open_rate_requested} open_rate_requested, close_rate,
                 {close_rate_requested} close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
@@ -145,6 +154,7 @@ def check_migrate(engine) -> None:
                 {initial_stop_loss_pct} initial_stop_loss_pct,
                 {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
                 {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
+                {sell_order_status} sell_order_status,
                 {strategy} strategy, {ticker_interval} ticker_interval,
                 {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
@@ -185,7 +195,11 @@ class Trade(_DECL_BASE):
     pair = Column(String, nullable=False, index=True)
     is_open = Column(Boolean, nullable=False, default=True, index=True)
     fee_open = Column(Float, nullable=False, default=0.0)
+    fee_open_cost = Column(Float, nullable=True)
+    fee_open_currency = Column(String, nullable=True)
     fee_close = Column(Float, nullable=False, default=0.0)
+    fee_close_cost = Column(Float, nullable=True)
+    fee_close_currency = Column(String, nullable=True)
     open_rate = Column(Float)
     open_rate_requested = Column(Float)
     # open_trade_price - calculated via _calc_open_trade_price
@@ -216,6 +230,7 @@ class Trade(_DECL_BASE):
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
     sell_reason = Column(String, nullable=True)
+    sell_order_status = Column(String, nullable=True)
     strategy = Column(String, nullable=True)
     ticker_interval = Column(Integer, nullable=True)
 
@@ -235,13 +250,19 @@ class Trade(_DECL_BASE):
             'pair': self.pair,
             'is_open': self.is_open,
             'fee_open': self.fee_open,
+            'fee_open_cost': self.fee_open_cost,
+            'fee_open_currency': self.fee_open_currency,
             'fee_close': self.fee_close,
+            'fee_close_cost': self.fee_close_cost,
+            'fee_close_currency': self.fee_close_currency,
             'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+            'open_timestamp': int(self.open_date.timestamp() * 1000),
             'close_date_hum': (arrow.get(self.close_date).humanize()
                                if self.close_date else None),
             'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
                            if self.close_date else None),
+            'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
             'open_rate': self.open_rate,
             'open_rate_requested': self.open_rate_requested,
             'open_trade_price': self.open_trade_price,
@@ -251,6 +272,7 @@ class Trade(_DECL_BASE):
             'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
             'sell_reason': self.sell_reason,
+            'sell_order_status': self.sell_order_status,
             'stop_loss': self.stop_loss,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'initial_stop_loss': self.initial_stop_loss,
@@ -354,12 +376,42 @@ class Trade(_DECL_BASE):
         self.close_profit_abs = self.calc_profit()
         self.close_date = datetime.utcnow()
         self.is_open = False
+        self.sell_order_status = 'closed'
         self.open_order_id = None
         logger.info(
             'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
             self
         )
 
+    def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float],
+                   side: str) -> None:
+        """
+        Update Fee parameters. Only acts once per side
+        """
+        if side == 'buy' and self.fee_open_currency is None:
+            self.fee_open_cost = fee_cost
+            self.fee_open_currency = fee_currency
+            if fee_rate is not None:
+                self.fee_open = fee_rate
+                # Assume close-fee will fall into the same fee category and take an educated guess
+                self.fee_close = fee_rate
+        elif side == 'sell' and self.fee_close_currency is None:
+            self.fee_close_cost = fee_cost
+            self.fee_close_currency = fee_currency
+            if fee_rate is not None:
+                self.fee_close = fee_rate
+
+    def fee_updated(self, side: str) -> bool:
+        """
+        Verify if this side (buy / sell) has already been updated
+        """
+        if side == 'buy':
+            return self.fee_open_currency is not None
+        elif side == 'sell':
+            return self.fee_close_currency is not None
+        else:
+            return False
+
     def _calc_open_trade_price(self) -> float:
         """
         Calculate the open_rate including open_fee.

freqtrade/plot/plotting.py

@@ -10,8 +10,9 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
                                        create_cum_profit,
                                        extract_trades_of_period, load_trades)
 from freqtrade.data.converter import trim_dataframe
-from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.data.history import load_data
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.misc import pair_to_filename
 from freqtrade.resolvers import StrategyResolver
 
@@ -414,9 +415,12 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
 
     for pair in pairs:
         profit_col = f'cum_profit_{pair}'
-        df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col, timeframe)
+        try:
-
+            df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col,
+                                        timeframe)
             fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
+        except ValueError:
+            pass
 
     return fig
 
@@ -504,6 +508,9 @@ def plot_profit(config: Dict[str, Any]) -> None:
     trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
                     & (~trades['close_time'].isnull())
                     ]
+    if len(trades) == 0:
+        raise OperationalException("No trades found, cannot generate Profit-plot without "
+                                   "trades from either Backtest result or database.")
 
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend

freqtrade/rpc/api_server.py

@@ -2,11 +2,17 @@ import logging
 import threading
 from datetime import date, datetime
 from ipaddress import IPv4Address
-from typing import Dict, Callable, Any
+from typing import Any, Callable, Dict
 
 from arrow import Arrow
 from flask import Flask, jsonify, request
 from flask.json import JSONEncoder
+from flask_cors import CORS
+from flask_jwt_extended import (JWTManager, create_access_token,
+                                create_refresh_token, get_jwt_identity,
+                                jwt_refresh_token_required,
+                                verify_jwt_in_request_optional)
+from werkzeug.security import safe_str_cmp
 from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
@@ -38,9 +44,9 @@ class ArrowJSONEncoder(JSONEncoder):
 def require_login(func: Callable[[Any, Any], Any]):
 
     def func_wrapper(obj, *args, **kwargs):
-
+        verify_jwt_in_request_optional()
         auth = request.authorization
-        if auth and obj.check_auth(auth.username, auth.password):
+        if get_jwt_identity() or auth and obj.check_auth(auth.username, auth.password):
             return func(obj, *args, **kwargs)
         else:
             return jsonify({"error": "Unauthorized"}), 401
@@ -70,8 +76,8 @@ class ApiServer(RPC):
     """
 
     def check_auth(self, username, password):
-        return (username == self._config['api_server'].get('username') and
+        return (safe_str_cmp(username, self._config['api_server'].get('username')) and
-                password == self._config['api_server'].get('password'))
+                safe_str_cmp(password, self._config['api_server'].get('password')))
 
     def __init__(self, freqtrade) -> None:
         """
@@ -83,6 +89,15 @@ class ApiServer(RPC):
 
         self._config = freqtrade.config
         self.app = Flask(__name__)
+        self._cors = CORS(self.app,
+                          resources={r"/api/*": {"supports_credentials": True, }}
+                          )
+
+        # Setup the Flask-JWT-Extended extension
+        self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get(
+            'jwt_secret_key', 'super-secret')
+
+        self.jwt = JWTManager(self.app)
         self.app.json_encoder = ArrowJSONEncoder
 
         # Register application handling
@@ -148,6 +163,10 @@ class ApiServer(RPC):
         self.app.register_error_handler(404, self.page_not_found)
 
         # Actions to control the bot
+        self.app.add_url_rule(f'{BASE_URI}/token/login', 'login',
+                              view_func=self._token_login, methods=['POST'])
+        self.app.add_url_rule(f'{BASE_URI}/token/refresh', 'token_refresh',
+                              view_func=self._token_refresh, methods=['POST'])
         self.app.add_url_rule(f'{BASE_URI}/start', 'start',
                               view_func=self._start, methods=['POST'])
         self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
@@ -199,6 +218,37 @@ class ApiServer(RPC):
             'code': 404
         }), 404
 
+    @require_login
+    @rpc_catch_errors
+    def _token_login(self):
+        """
+        Handler for /token/login
+        Returns a JWT token
+        """
+        auth = request.authorization
+        if auth and self.check_auth(auth.username, auth.password):
+            keystuff = {'u': auth.username}
+            ret = {
+                'access_token': create_access_token(identity=keystuff),
+                'refresh_token': create_refresh_token(identity=keystuff),
+            }
+            return self.rest_dump(ret)
+
+        return jsonify({"error": "Unauthorized"}), 401
+
+    @jwt_refresh_token_required
+    @rpc_catch_errors
+    def _token_refresh(self):
+        """
+        Handler for /token/refresh
+        Returns a JWT token based on a JWT refresh token
+        """
+        current_user = get_jwt_identity()
+        new_token = create_access_token(identity=current_user, fresh=False)
+
+        ret = {'access_token': new_token}
+        return self.rest_dump(ret)
+
     @require_login
     @rpc_catch_errors
     def _start(self):

freqtrade/rpc/rpc.py

@@ -94,6 +94,7 @@ class RPC:
             'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
             'stake_amount': config['stake_amount'],
+            'max_open_trades': config['max_open_trades'],
             'minimal_roi': config['minimal_roi'].copy(),
             'stoploss': config['stoploss'],
             'trailing_stop': config['trailing_stop'],
@@ -103,6 +104,8 @@ class RPC:
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
+            'forcebuy_enabled': config.get('forcebuy_enable', False),
+            'state': str(self._freqtrade.state)
         }
         return val
 
@@ -128,13 +131,15 @@ class RPC:
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
                 fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
-                                    if trade.close_profit else None)
+                                    if trade.close_profit is not None else None)
                 trade_dict = trade.to_json()
                 trade_dict.update(dict(
                     base_currency=self._freqtrade.config['stake_currency'],
-                    close_profit=fmt_close_profit,
+                    close_profit=trade.close_profit if trade.close_profit is not None else None,
+                    close_profit_pct=fmt_close_profit,
                     current_rate=current_rate,
-                    current_profit=round(current_profit * 100, 2),
+                    current_profit=current_profit,
+                    current_profit_pct=round(current_profit * 100, 2),
                     open_order='({} {} rem={:.8f})'.format(
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
@@ -183,7 +188,7 @@ class RPC:
 
     def _rpc_daily_profit(
             self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> List[List[Any]]:
+            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
         today = datetime.utcnow().date()
         profit_days: Dict[date, Dict] = {}
 
@@ -203,28 +208,26 @@ class RPC:
                 'trades': len(trades)
             }
 
-        return [
+        data = [
-            [
+            {
-                key,
+                'date': key,
-                '{value:.8f} {symbol}'.format(
+                'abs_profit': f'{float(value["amount"]):.8f}',
-                    value=float(value['amount']),
+                'fiat_value': '{value:.3f}'.format(
-                    symbol=stake_currency
-                ),
-                '{value:.3f} {symbol}'.format(
                     value=self._fiat_converter.convert_amount(
                         value['amount'],
                         stake_currency,
                         fiat_display_currency
                     ) if self._fiat_converter else 0,
-                    symbol=fiat_display_currency
                 ),
-                '{value} trade{s}'.format(
+                'trade_count': f'{value["trades"]}',
-                    value=value['trades'],
+            }
-                    s='' if value['trades'] < 2 else 's'
-                ),
-            ]
             for key, value in profit_days.items()
         ]
+        return {
+            'stake_currency': stake_currency,
+            'fiat_display_currency': fiat_display_currency,
+            'data': data
+        }
 
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
@@ -311,7 +314,9 @@ class RPC:
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'first_trade_date': arrow.get(trades[0].open_date).humanize(),
+            'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000),
             'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
+            'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000),
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
             'best_pair': bp_pair,
             'best_rate': round(bp_rate * 100, 2),
@@ -544,5 +549,5 @@ class RPC:
     def _rpc_edge(self) -> List[Dict[str, Any]]:
         """ Returns information related to Edge """
         if not self._freqtrade.edge:
-            raise RPCException(f'Edge is not enabled.')
+            raise RPCException('Edge is not enabled.')
         return self._freqtrade.edge.accepted_pairs()

freqtrade/rpc/telegram.py

@@ -215,22 +215,28 @@ class Telegram(RPC):
                     "*Open Rate:* `{open_rate:.8f}`",
                     "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
                     "*Current Rate:* `{current_rate:.8f}`",
-                    "*Close Profit:* `{close_profit}`" if r['close_profit'] else "",
+                    ("*Close Profit:* `{close_profit_pct}`"
-                    "*Current Profit:* `{current_profit:.2f}%`",
+                     if r['close_profit_pct'] is not None else ""),
+                    "*Current Profit:* `{current_profit_pct:.2f}%`",
 
                     # Adding initial stoploss only if it is different from stoploss
                     "*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
-                    ("`({initial_stop_loss_pct:.2f}%)`" if r['initial_stop_loss_pct'] else "")
+                    ("`({initial_stop_loss_pct:.2f}%)`") if (
-                    if r['stop_loss'] != r['initial_stop_loss'] else "",
+                        r['stop_loss'] != r['initial_stop_loss']
+                        and r['initial_stop_loss_pct'] is not None) else "",
 
                     # Adding stoploss and stoploss percentage only if it is not None
                     "*Stoploss:* `{stop_loss:.8f}` " +
                     ("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""),
-
-                    "*Open Order:* `{open_order}`" if r['open_order'] else ""
                 ]
+                if r['open_order']:
+                    if r['sell_order_status']:
+                        lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
+                    else:
+                        lines.append("*Open Order:* `{open_order}`")
+
                 # Filter empty lines using list-comprehension
-                messages.append("\n".join([l for l in lines if l]).format(**r))
+                messages.append("\n".join([line for line in lines if line]).format(**r))
 
             for msg in messages:
                 self._send_msg(msg)
@@ -276,12 +282,16 @@ class Telegram(RPC):
                 stake_cur,
                 fiat_disp_cur
             )
-            stats_tab = tabulate(stats,
+            stats_tab = tabulate(
+                [[day['date'],
+                  f"{day['abs_profit']} {stats['stake_currency']}",
+                  f"{day['fiat_value']} {stats['fiat_display_currency']}",
+                  f"{day['trade_count']} trades"] for day in stats['data']],
                 headers=[
                     'Day',
                     f'Profit {stake_cur}',
                     f'Profit {fiat_disp_cur}',
-                                     f'Trades'
+                    'Trades',
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
@@ -579,7 +589,7 @@ class Telegram(RPC):
                   "*/whitelist:* `Show current whitelist` \n" \
                   "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
                   "to the blacklist.` \n" \
-                  "*/edge:* `Shows validated pairs by Edge if it is enabeld` \n" \
+                  "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \
                   "*/help:* `This help message`\n" \
                   "*/version:* `Show version`"
 
@@ -621,10 +631,12 @@ class Telegram(RPC):
             f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
             f"*Exchange:* `{val['exchange']}`\n"
             f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
+            f"*Max open Trades:* `{val['max_open_trades']}`\n"
             f"*Minimum ROI:* `{val['minimal_roi']}`\n"
             f"{sl_info}"
             f"*Ticker Interval:* `{val['ticker_interval']}`\n"
-            f"*Strategy:* `{val['strategy']}`"
+            f"*Strategy:* `{val['strategy']}`\n"
+            f"*Current state:* `{val['state']}`"
         )
 
     def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:

freqtrade/state.py

@@ -14,6 +14,9 @@ class State(Enum):
     STOPPED = 2
     RELOAD_CONF = 3
 
+    def __str__(self):
+        return f"{self.name.lower()}"
+
 
 class RunMode(Enum):
     """

freqtrade/strategy/interface.py

@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -17,8 +17,10 @@ from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -185,7 +187,7 @@ class IStrategy(ABC):
         """
         return False
 
-    def informative_pairs(self) -> List[Tuple[str, str]]:
+    def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
         These pair/interval combinations are non-tradeable, unless they are part
@@ -308,7 +310,6 @@ class IStrategy(ABC):
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)
             return False, False
 
-        latest_date = dataframe['date'].max()
         try:
             df_len, df_close, df_date = self.preserve_df(dataframe)
             dataframe = strategy_safe_wrapper(
@@ -324,17 +325,19 @@ class IStrategy(ABC):
             logger.warning('Empty dataframe for pair %s', pair)
             return False, False
 
+        latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
+        # Explicitly convert to arrow object to ensure the below comparison does not fail
+        latest_date = arrow.get(latest_date)
 
         # Check if dataframe is out of date
-        signal_date = arrow.get(latest['date'])
         interval_minutes = timeframe_to_minutes(interval)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair,
-                (arrow.utcnow() - signal_date).seconds // 60
+                (arrow.utcnow() - latest_date).seconds // 60
             )
             return False, False
 

freqtrade/templates/base_config.json.j2

@@ -6,6 +6,7 @@
     "fiat_display_currency": "{{ fiat_display_currency }}",
     "ticker_interval": "{{ ticker_interval }}",
     "dry_run": {{ dry_run | lower }},
+    "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
         "buy": 10,
         "sell": 30

freqtrade/worker.py

@@ -37,9 +37,7 @@ class Worker:
         self._heartbeat_msg: float = 0
 
         # Tell systemd that we completed initialization phase
-        if self._sd_notify:
+        self._notify("READY=1")
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
 
     def _init(self, reconfig: bool) -> None:
         """
@@ -60,6 +58,15 @@ class Worker:
         self._sd_notify = sdnotify.SystemdNotifier() if \
             self._config.get('internals', {}).get('sd_notify', False) else None
 
+    def _notify(self, message: str) -> None:
+        """
+        Removes the need to verify in all occurances if sd_notify is enabled
+        :param message: Message to send to systemd if it's enabled.
+        """
+        if self._sd_notify:
+            logger.debug(f"sd_notify: {message}")
+            self._sd_notify.notify(message)
+
     def run(self) -> None:
         state = None
         while True:
@@ -89,17 +96,13 @@ class Worker:
 
         if state == State.STOPPED:
             # Ping systemd watchdog before sleeping in the stopped state
-            if self._sd_notify:
+            self._notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
 
             self._throttle(func=self._process_stopped, throttle_secs=self._throttle_secs)
 
         elif state == State.RUNNING:
             # Ping systemd watchdog before throttling
-            if self._sd_notify:
+            self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
             self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
@@ -131,8 +134,7 @@ class Worker:
         return result
 
     def _process_stopped(self) -> None:
-        # Maybe do here something in the future...
+        self.freqtrade.process_stopped()
-        pass
 
     def _process_running(self) -> None:
         try:
@@ -155,9 +157,7 @@ class Worker:
         replaces it with the new instance
         """
         # Tell systemd that we initiated reconfiguration
-        if self._sd_notify:
+        self._notify("RELOADING=1")
-            logger.debug("sd_notify: RELOADING=1")
-            self._sd_notify.notify("RELOADING=1")
 
         # Clean up current freqtrade modules
         self.freqtrade.cleanup()
@@ -168,15 +168,11 @@ class Worker:
         self.freqtrade.notify_status('config reloaded')
 
         # Tell systemd that we completed reconfiguration
-        if self._sd_notify:
+        self._notify("READY=1")
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
 
     def exit(self) -> None:
         # Tell systemd that we are exiting now
-        if self._sd_notify:
+        self._notify("STOPPING=1")
-            logger.debug("sd_notify: STOPPING=1")
-            self._sd_notify.notify("STOPPING=1")
 
         if self.freqtrade:
             self.freqtrade.notify_status('process died')

requirements-common.txt

@@ -1,15 +1,15 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.27.1
+ccxt==1.28.49
-SQLAlchemy==1.3.16
+SQLAlchemy==1.3.17
-python-telegram-bot==12.6.1
+python-telegram-bot==12.7
-arrow==0.15.5
+arrow==0.15.6
 cachetools==4.1.0
 requests==2.23.0
 urllib3==1.25.9
 wrapt==1.12.1
 jsonschema==3.2.0
-TA-Lib==0.4.17
+TA-Lib==0.4.18
 tabulate==0.8.7
 pycoingecko==1.2.0
 jinja2==2.11.2
@@ -25,6 +25,8 @@ sdnotify==0.3.2
 
 # Api server
 flask==1.1.2
+flask-jwt-extended==3.24.1
+flask-cors==3.0.8
 
 # Support for colorized terminal output
 colorama==0.4.3

requirements-dev.txt

@@ -4,13 +4,13 @@
 -r requirements-hyperopt.txt
 
 coveralls==2.0.0
-flake8==3.7.9
+flake8==3.8.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.770
-pytest==5.4.1
+pytest==5.4.2
-pytest-asyncio==0.11.0
+pytest-asyncio==0.12.0
-pytest-cov==2.8.1
+pytest-cov==2.9.0
 pytest-mock==3.1.0
 pytest-random-order==1.0.4
 

requirements-hyperopt.txt

@@ -3,8 +3,8 @@
 
 # Required for hyperopt
 scipy==1.4.1
-scikit-learn==0.22.2.post1
+scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.14.1
+joblib==0.15.1
-progressbar2==3.51.0
+progressbar2==3.51.3

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.6.0
+plotly==4.7.1
 

requirements.txt

@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.18.3
+numpy==1.18.4
-pandas==1.0.3
+pandas==1.0.4

setup.py

@@ -16,12 +16,12 @@ if readme_file.is_file():
     readme_long = (Path(__file__).parent / "README.md").read_text()
 
 # Requirements used for submodules
-api = ['flask']
+api = ['flask', 'flask-jwt-extended', 'flask-cors']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
     'scikit-learn',
-    'scikit-optimize',
+    'scikit-optimize>=0.7.0',
     'filelock',
     'joblib',
     'progressbar2',

tests/commands/test_commands.py

@@ -10,11 +10,13 @@ from freqtrade.commands import (start_convert_data, start_create_userdir,
                                 start_list_hyperopts, start_list_markets,
                                 start_list_strategies, start_list_timeframes,
                                 start_new_hyperopt, start_new_strategy,
-                                start_test_pairlist, start_trading)
+                                start_show_trades, start_test_pairlist,
+                                start_trading)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re,
+                            patch_exchange,
                             patched_configuration_load_config_file)
 
 
@@ -30,7 +32,7 @@ def test_setup_utils_configuration():
     assert config['exchange']['secret'] == ''
 
 
-def test_start_trading_fail(mocker):
+def test_start_trading_fail(mocker, caplog):
 
     mocker.patch("freqtrade.worker.Worker.run", MagicMock(side_effect=OperationalException))
 
@@ -41,16 +43,15 @@ def test_start_trading_fail(mocker):
         'trade',
         '-c', 'config.json.example'
     ]
-    with pytest.raises(OperationalException):
     start_trading(get_args(args))
     assert exitmock.call_count == 1
 
     exitmock.reset_mock()
-
+    caplog.clear()
     mocker.patch("freqtrade.worker.Worker.__init__", MagicMock(side_effect=OperationalException))
-    with pytest.raises(OperationalException):
     start_trading(get_args(args))
     assert exitmock.call_count == 0
+    assert log_has('Fatal exception!', caplog)
 
 
 def test_list_exchanges(capsys):
@@ -727,7 +728,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out)
 
 
-def test_hyperopt_list(mocker, capsys, hyperopt_results):
+def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
         MagicMock(return_value=hyperopt_results)
@@ -911,8 +912,7 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
     pargs['config'] = None
     start_hyperopt_list(pargs)
     captured = capsys.readouterr()
-    assert all(x in captured.out
+    log_has("CSV file created: test_file.csv", caplog)
-               for x in ["CSV-File created!"])
     f = Path("test_file.csv")
     assert 'Best,1,2,-1.25%,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
     assert f.is_file()
@@ -1041,3 +1041,46 @@ def test_convert_data_trades(mocker, testdatadir):
     assert trades_mock.call_args[1]['convert_from'] == 'jsongz'
     assert trades_mock.call_args[1]['convert_to'] == 'json'
     assert trades_mock.call_args[1]['erase'] is False
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_show_trades(mocker, fee, capsys, caplog):
+    mocker.patch("freqtrade.persistence.init")
+    create_mock_trades(fee)
+    args = [
+        "show-trades",
+        "--db-url",
+        "sqlite:///"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_show_trades(pargs)
+    assert log_has("Printing 3 Trades: ", caplog)
+    captured = capsys.readouterr()
+    assert "Trade(id=1" in captured.out
+    assert "Trade(id=2" in captured.out
+    assert "Trade(id=3" in captured.out
+    args = [
+        "show-trades",
+        "--db-url",
+        "sqlite:///",
+        "--print-json",
+        "--trade-ids", "1", "2"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_show_trades(pargs)
+
+    captured = capsys.readouterr()
+    assert log_has("Printing 2 Trades: ", caplog)
+    assert '"trade_id": 1' in captured.out
+    assert '"trade_id": 2' in captured.out
+    assert '"trade_id": 3' not in captured.out
+    args = [
+        "show-trades",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+
+    with pytest.raises(OperationalException, match=r"--db-url is required for this command."):
+        start_show_trades(pargs)

tests/conftest.py

@@ -92,7 +92,7 @@ def patch_wallet(mocker, free=999.9) -> None:
 
 
 def patch_whitelist(mocker, conf) -> None:
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_active_whitelist',
                  MagicMock(return_value=conf['exchange']['pair_whitelist']))
 
 
@@ -249,6 +249,7 @@ def default_conf(testdatadir):
         "fiat_display_currency": "USD",
         "ticker_interval": '5m',
         "dry_run": True,
+        "cancel_open_orders_on_exit": False,
         "minimal_roi": {
             "40": 0.0,
             "30": 0.01,
@@ -304,7 +305,8 @@ def default_conf(testdatadir):
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
-        "strategy": "DefaultStrategy"
+        "strategy": "DefaultStrategy",
+        "internals": {},
     }
     return configuration
 
@@ -779,7 +781,7 @@ def limit_buy_order():
         'id': 'mocked_limit_buy',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -795,7 +797,7 @@ def market_buy_order():
         'id': 'mocked_market_buy',
         'type': 'market',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00004099,
         'amount': 91.99181073,
@@ -811,7 +813,7 @@ def market_sell_order():
         'id': 'mocked_limit_sell',
         'type': 'market',
         'side': 'sell',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00004173,
         'amount': 91.99181073,
@@ -827,7 +829,7 @@ def limit_buy_order_old():
         'id': 'mocked_limit_buy_old',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -843,7 +845,7 @@ def limit_sell_order_old():
         'id': 'mocked_limit_sell_old',
         'type': 'limit',
         'side': 'sell',
-        'pair': 'ETH/BTC',
+        'symbol': 'ETH/BTC',
         'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -859,7 +861,7 @@ def limit_buy_order_old_partial():
         'id': 'mocked_limit_buy_old_partial',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'ETH/BTC',
+        'symbol': 'ETH/BTC',
         'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -873,10 +875,103 @@ def limit_buy_order_old_partial():
 def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
     res = deepcopy(limit_buy_order_old_partial)
     res['status'] = 'canceled'
-    res['fee'] = {'cost': 0.0001, 'currency': 'ETH'}
+    res['fee'] = {'cost': 0.023, 'currency': 'ETH'}
     return res
 
 
+@pytest.fixture(scope='function')
+def limit_buy_order_canceled_empty(request):
+    # Indirect fixture
+    # Documentation:
+    # https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments
+
+    exchange_name = request.param
+    if exchange_name == 'ftx':
+        return {
+            'info': {},
+            'id': '1234512345',
+            'clientOrderId': None,
+            'timestamp': arrow.utcnow().shift(minutes=-601).timestamp,
+            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'lastTradeTimestamp': None,
+            'symbol': 'LTC/USDT',
+            'type': 'limit',
+            'side': 'buy',
+            'price': 34.3225,
+            'amount': 0.55,
+            'cost': 0.0,
+            'average': None,
+            'filled': 0.0,
+            'remaining': 0.0,
+            'status': 'closed',
+            'fee': None,
+            'trades': None
+        }
+    elif exchange_name == 'kraken':
+        return {
+            'info': {},
+            'id': 'AZNPFF-4AC4N-7MKTAT',
+            'clientOrderId': None,
+            'timestamp': arrow.utcnow().shift(minutes=-601).timestamp,
+            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'lastTradeTimestamp': None,
+            'status': 'canceled',
+            'symbol': 'LTC/USDT',
+            'type': 'limit',
+            'side': 'buy',
+            'price': 34.3225,
+            'cost': 0.0,
+            'amount': 0.55,
+            'filled': 0.0,
+            'average': 0.0,
+            'remaining': 0.55,
+            'fee': {'cost': 0.0, 'rate': None, 'currency': 'USDT'},
+            'trades': []
+        }
+    elif exchange_name == 'binance':
+        return {
+            'info': {},
+            'id': '1234512345',
+            'clientOrderId': 'alb1234123',
+            'timestamp': arrow.utcnow().shift(minutes=-601).timestamp,
+            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'lastTradeTimestamp': None,
+            'symbol': 'LTC/USDT',
+            'type': 'limit',
+            'side': 'buy',
+            'price': 0.016804,
+            'amount': 0.55,
+            'cost': 0.0,
+            'average': None,
+            'filled': 0.0,
+            'remaining': 0.55,
+            'status': 'canceled',
+            'fee': None,
+            'trades': None
+        }
+    else:
+        return {
+            'info': {},
+            'id': '1234512345',
+            'clientOrderId': 'alb1234123',
+            'timestamp': arrow.utcnow().shift(minutes=-601).timestamp,
+            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
+            'lastTradeTimestamp': None,
+            'symbol': 'LTC/USDT',
+            'type': 'limit',
+            'side': 'buy',
+            'price': 0.016804,
+            'amount': 0.55,
+            'cost': 0.0,
+            'average': None,
+            'filled': 0.0,
+            'remaining': 0.55,
+            'status': 'canceled',
+            'fee': None,
+            'trades': None
+        }
+
+
 @pytest.fixture
 def limit_sell_order():
     return {
@@ -1328,6 +1423,15 @@ def trades_for_order():
 
 @pytest.fixture(scope="function")
 def trades_history():
+    return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
+            [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
+            [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
+            [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
+            [1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]]
+
+
+@pytest.fixture(scope="function")
+def fetch_trades_result():
     return [{'info': {'a': 126181329,
                       'p': '0.01962700',
                       'q': '0.04000000',
@@ -1482,7 +1586,7 @@ def buy_order_fee():
         'id': 'mocked_limit_buy_old',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
         'price': 0.245441,
         'amount': 8.0,
@@ -1613,7 +1717,8 @@ def hyperopt_results():
             'loss': 20.0,
             'params_dict': {
                 'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
                 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
                 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
                 'stoploss': {'stoploss': -0.338070047333259}},
@@ -1663,7 +1768,8 @@ def hyperopt_results():
         }, {
             'loss': 4.713497421432944,
             'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
                 'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
             'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
             'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501

tests/data/test_btanalysis.py

@@ -178,6 +178,10 @@ def test_create_cum_profit1(testdatadir):
     assert cum_profits.iloc[0]['cum_profits'] == 0
     assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
 
+    with pytest.raises(ValueError, match='Trade dataframe empty.'):
+        create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
+                          "cum_profits", timeframe="5m")
+
 
 def test_calculate_max_drawdown(testdatadir):
     filename = testdatadir / "backtest-result_test.json"

tests/data/test_converter.py

@@ -5,12 +5,10 @@ from freqtrade.configuration.timerange import TimeRange
 from freqtrade.data.converter import (convert_ohlcv_format,
                                       convert_trades_format,
                                       ohlcv_fill_up_missing_data,
-                                      ohlcv_to_dataframe,
+                                      ohlcv_to_dataframe, trades_dict_to_list,
-                                      trim_dataframe)
+                                      trades_remove_duplicates, trim_dataframe)
-from freqtrade.data.history import (get_timerange,
+from freqtrade.data.history import (get_timerange, load_data,
-                                    load_data,
+                                    load_pair_history, validate_backtest_data)
-                                    load_pair_history,
-                                    validate_backtest_data)
 from tests.conftest import log_has
 from tests.data.test_history import _backup_file, _clean_test_file
 
@@ -197,32 +195,60 @@ def test_trim_dataframe(testdatadir) -> None:
     assert all(data_modify.iloc[0] == data.iloc[25])
 
 
-def test_convert_trades_format(mocker, default_conf, testdatadir):
+def test_trades_remove_duplicates(trades_history):
-    file = testdatadir / "XRP_ETH-trades.json.gz"
+    trades_history1 = trades_history * 3
-    file_new = testdatadir / "XRP_ETH-trades.json"
+    assert len(trades_history1) == len(trades_history) * 3
-    _backup_file(file, copy_file=True)
+    res = trades_remove_duplicates(trades_history1)
-    default_conf['datadir'] = testdatadir
+    assert len(res) == len(trades_history)
+    for i, t in enumerate(res):
+        assert t == trades_history[i]
 
-    assert not file_new.exists()
+
+def test_trades_dict_to_list(fetch_trades_result):
+    res = trades_dict_to_list(fetch_trades_result)
+    assert isinstance(res, list)
+    assert isinstance(res[0], list)
+    for i, t in enumerate(res):
+        assert t[0] == fetch_trades_result[i]['timestamp']
+        assert t[1] == fetch_trades_result[i]['id']
+        assert t[2] == fetch_trades_result[i]['type']
+        assert t[3] == fetch_trades_result[i]['side']
+        assert t[4] == fetch_trades_result[i]['price']
+        assert t[5] == fetch_trades_result[i]['amount']
+        assert t[6] == fetch_trades_result[i]['cost']
+
+
+def test_convert_trades_format(mocker, default_conf, testdatadir):
+    files = [{'old': testdatadir / "XRP_ETH-trades.json.gz",
+              'new': testdatadir / "XRP_ETH-trades.json"},
+             {'old': testdatadir / "XRP_OLD-trades.json.gz",
+              'new': testdatadir / "XRP_OLD-trades.json"},
+             ]
+    for file in files:
+        _backup_file(file['old'], copy_file=True)
+        assert not file['new'].exists()
+
+    default_conf['datadir'] = testdatadir
 
     convert_trades_format(default_conf, convert_from='jsongz',
                           convert_to='json', erase=False)
 
-    assert file_new.exists()
+    for file in files:
-    assert file.exists()
+        assert file['new'].exists()
+        assert file['old'].exists()
 
         # Remove original file
-    file.unlink()
+        file['old'].unlink()
     # Convert back
     convert_trades_format(default_conf, convert_from='json',
                           convert_to='jsongz', erase=True)
+    for file in files:
+        assert file['old'].exists()
+        assert not file['new'].exists()
 
-    assert file.exists()
+        _clean_test_file(file['old'])
-    assert not file_new.exists()
+        if file['new'].exists():
-
+            file['new'].unlink()
-    _clean_test_file(file)
-    if file_new.exists():
-        file_new.unlink()
 
 
 def test_convert_ohlcv_format(mocker, default_conf, testdatadir):

tests/data/test_dataprovider.py

@@ -1,8 +1,11 @@
 from unittest.mock import MagicMock
 
 from pandas import DataFrame
+import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.pairlist.pairlistmanager import PairListManager
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -64,8 +67,8 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC",
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
-                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+        .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
@@ -90,10 +93,7 @@ def test_available_pairs(mocker, default_conf, ohlcv_history):
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
-    assert dp.available_pairs == [
+    assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
-        ("XRP/BTC", ticker_interval),
-        ("UNITTEST/BTC", ticker_interval),
-    ]
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):
@@ -152,3 +152,45 @@ def test_market(mocker, default_conf, markets):
 
     res = dp.market('UNITTEST/BTC')
     assert res is None
+
+
+def test_ticker(mocker, default_conf, tickers):
+    ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('ETH/BTC')
+    assert type(res) is dict
+    assert 'symbol' in res
+    assert res['symbol'] == 'ETH/BTC'
+
+    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('UNITTEST/BTC')
+    assert res == {}
+
+
+def test_current_whitelist(mocker, default_conf, tickers):
+    # patch default conf to volumepairlist
+    default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers)
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    pairlist = PairListManager(exchange, default_conf)
+    dp = DataProvider(default_conf, exchange, pairlist)
+
+    # Simulate volumepairs from exchange.
+    pairlist.refresh_pairlist()
+
+    assert dp.current_whitelist() == pairlist._whitelist
+    # The identity of the 2 lists should be identical
+    assert dp.current_whitelist() is pairlist._whitelist
+
+    with pytest.raises(OperationalException):
+        dp = DataProvider(default_conf, exchange)
+        dp.current_whitelist()

tests/data/test_history.py

@@ -547,6 +547,17 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert log_has("New Amount of trades: 5", caplog)
     assert file1.is_file()
 
+    ght_mock.reset_mock()
+    since_time = int(trades_history[-3][0] // 1000)
+    since_time2 = int(trades_history[-1][0] // 1000)
+    timerange = TimeRange('date', None, since_time, 0)
+    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
+                                    pair='ETH/BTC', timerange=timerange)
+
+    assert ght_mock.call_count == 1
+    # Check this in seconds - since we had to convert to seconds above too.
+    assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
+
     # clean files freshly downloaded
     _clean_test_file(file1)
 
@@ -601,7 +612,7 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir):
 def test_jsondatahandler_trades_get_pairs(testdatadir):
     pairs = JsonGzDataHandler.trades_get_pairs(testdatadir)
     # Convert to set to avoid failures due to sorting
-    assert set(pairs) == {'XRP/ETH'}
+    assert set(pairs) == {'XRP/ETH', 'XRP/OLD'}
 
 
 def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
@@ -614,6 +625,17 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
     assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
 
 
+def test_jsondatahandler_trades_load(mocker, testdatadir, caplog):
+    dh = JsonGzDataHandler(testdatadir)
+    logmsg = "Old trades format detected - converting"
+    dh.trades_load('XRP/ETH')
+    assert not log_has(logmsg, caplog)
+
+    # Test conversation is happening
+    dh.trades_load('XRP/OLD')
+    assert log_has(logmsg, caplog)
+
+
 def test_jsondatahandler_trades_purge(mocker, testdatadir):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
     mocker.patch.object(Path, "unlink", MagicMock())

tests/edge/test_edge.py

@@ -335,12 +335,16 @@ def test_edge_init_error(mocker, edge_conf,):
         get_patched_freqtradebot(mocker, edge_conf)
 
 
-def test_process_expectancy(mocker, edge_conf):
+@pytest.mark.parametrize("fee,risk_reward_ratio,expectancy", [
+    (0.0005, 306.5384615384, 101.5128205128),
+    (0.001, 152.6923076923, 50.2307692308),
+])
+def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectancy):
     edge_conf['edge']['min_trade_number'] = 2
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
 
     def get_fee(*args, **kwargs):
-        return 0.001
+        return fee
 
     freqtrade.exchange.get_fee = get_fee
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
@@ -394,9 +398,9 @@ def test_process_expectancy(mocker, edge_conf):
     assert 'TEST/BTC' in final
     assert final['TEST/BTC'].stoploss == -0.9
     assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333
-    assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384
+    assert round(final['TEST/BTC'].risk_reward_ratio, 10) == risk_reward_ratio
     assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
-    assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128
+    assert round(final['TEST/BTC'].expectancy, 10) == expectancy
 
     # Pop last item so no trade is profitable
     trades.pop()

tests/exchange/test_binance.py

@@ -9,7 +9,12 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 
 
-def test_stoploss_order_binance(default_conf, mocker):
+@pytest.mark.parametrize('limitratio,expected', [
+    (None, 220 * 0.99),
+    (0.99, 220 * 0.99),
+    (0.98, 220 * 0.98),
+])
+def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -20,7 +25,6 @@ def test_stoploss_order_binance(default_conf, mocker):
             'foo': 'bar'
         }
     })
-
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@@ -32,8 +36,8 @@ def test_stoploss_order_binance(default_conf, mocker):
                                   order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
-
+    order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
 
     assert 'id' in order
     assert 'info' in order
@@ -42,7 +46,8 @@ def test_stoploss_order_binance(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    # Price should be 1% below stopprice
+    assert api_mock.create_order.call_args_list[0][1]['price'] == expected
     assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling

tests/exchange/test_exchange.py

@@ -517,9 +517,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     Exchange(default_conf)
-    assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
+    assert log_has("Pair XRP/BTC is restricted for some users on this exchange."
-                   f"Please check if you are impacted by this restriction "
+                   "Please check if you are impacted by this restriction "
-                   f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
+                   "on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
 def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
@@ -1413,13 +1413,13 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
+def test_fetch_l2_order_book(default_conf, mocker, order_book_l2, exchange_name):
     default_conf['exchange']['name'] = exchange_name
     api_mock = MagicMock()
 
     api_mock.fetch_l2_order_book = order_book_l2
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
+    order_book = exchange.fetch_l2_order_book(pair='ETH/BTC', limit=10)
     assert 'bids' in order_book
     assert 'asks' in order_book
     assert len(order_book['bids']) == 10
@@ -1427,20 +1427,20 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_order_book_exception(default_conf, mocker, exchange_name):
+def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order_book(pair='ETH/BTC', limit=50)
+        exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(TemporaryError):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order_book(pair='ETH/BTC', limit=50)
+        exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(OperationalException):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.get_order_book(pair='ETH/BTC', limit=50)
+        exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
 
 
 def make_fetch_ohlcv_mock(data):
@@ -1537,18 +1537,18 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
 @pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
-                                   trades_history):
+                                   fetch_trades_result):
 
     caplog.set_level(logging.DEBUG)
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     # Monkey-patch async function
-    exchange._api_async.fetch_trades = get_mock_coro(trades_history)
+    exchange._api_async.fetch_trades = get_mock_coro(fetch_trades_result)
 
     pair = 'ETH/BTC'
     res = await exchange._async_fetch_trades(pair, since=None, params=None)
     assert type(res) is list
-    assert isinstance(res[0], dict)
+    assert isinstance(res[0], list)
-    assert isinstance(res[1], dict)
+    assert isinstance(res[1], list)
 
     assert exchange._api_async.fetch_trades.call_count == 1
     assert exchange._api_async.fetch_trades.call_args[0][0] == pair
@@ -1594,7 +1594,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang
         if 'since' in kwargs:
             # Return first 3
             return trades_history[:-2]
-        elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']:
+        elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3][1]:
             # Return 2
             return trades_history[-3:-1]
         else:
@@ -1604,8 +1604,8 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
 
     pair = 'ETH/BTC'
-    ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"],
+    ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0][0],
-                                                     until=trades_history[-1]["timestamp"]-1)
+                                                     until=trades_history[-1][0]-1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list
@@ -1614,7 +1614,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang
     fetch_trades_cal = exchange._async_fetch_trades.call_args_list
     # first call (using since, not fromId)
     assert fetch_trades_cal[0][0][0] == pair
-    assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
+    assert fetch_trades_cal[0][1]['since'] == trades_history[0][0]
 
     # 2nd call
     assert fetch_trades_cal[1][0][0] == pair
@@ -1630,7 +1630,7 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha
     caplog.set_level(logging.DEBUG)
 
     async def mock_get_trade_hist(pair, *args, **kwargs):
-        if kwargs['since'] == trades_history[0]["timestamp"]:
+        if kwargs['since'] == trades_history[0][0]:
             return trades_history[:-1]
         else:
             return trades_history[-1:]
@@ -1640,8 +1640,8 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha
     # Monkey-patch async function
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
-    ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"],
+    ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0],
-                                                       until=trades_history[-1]["timestamp"]-1)
+                                                       until=trades_history[-1][0]-1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list
@@ -1650,11 +1650,11 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha
     fetch_trades_cal = exchange._async_fetch_trades.call_args_list
     # first call (using since, not fromId)
     assert fetch_trades_cal[0][0][0] == pair
-    assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
+    assert fetch_trades_cal[0][1]['since'] == trades_history[0][0]
 
     # 2nd call
     assert fetch_trades_cal[1][0][0] == pair
-    assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
+    assert fetch_trades_cal[0][1]['since'] == trades_history[0][0]
     assert log_has_re(r"Stopping because until was reached.*", caplog)
 
 
@@ -1666,7 +1666,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog,
     caplog.set_level(logging.DEBUG)
 
     async def mock_get_trade_hist(pair, *args, **kwargs):
-        if kwargs['since'] == trades_history[0]["timestamp"]:
+        if kwargs['since'] == trades_history[0][0]:
             return trades_history[:-1]
         else:
             return []
@@ -1676,8 +1676,8 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog,
     # Monkey-patch async function
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
-    ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"],
+    ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0],
-                                                       until=trades_history[-1]["timestamp"]-1)
+                                                       until=trades_history[-1][0]-1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list
@@ -1686,7 +1686,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog,
     fetch_trades_cal = exchange._async_fetch_trades.call_args_list
     # first call (using since, not fromId)
     assert fetch_trades_cal[0][0][0] == pair
-    assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
+    assert fetch_trades_cal[0][1]['since'] == trades_history[0][0]
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1698,8 +1698,8 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades
 
     exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history))
     exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history))
-    ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"],
+    ret = exchange.get_historic_trades(pair, since=trades_history[0][0],
-                                       until=trades_history[-1]["timestamp"])
+                                       until=trades_history[-1][0])
 
     # Depending on the exchange, one or the other method should be called
     assert sum([exchange._async_get_trade_history_id.call_count,
@@ -1720,8 +1720,8 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 
     with pytest.raises(OperationalException,
                        match="This exchange does not suport downloading Trades."):
-        exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"],
+        exchange.get_historic_trades(pair, since=trades_history[0][0],
-                                     until=trades_history[-1]["timestamp"])
+                                     until=trades_history[-1][0])
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -2145,3 +2145,58 @@ def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_r
 ])
 def test_market_is_active(market, expected_result) -> None:
     assert market_is_active(market) == expected_result
+
+
+@pytest.mark.parametrize("order,expected", [
+    ([{'fee'}], False),
+    ({'fee': None}, False),
+    ({'fee': {'currency': 'ETH/BTC'}}, False),
+    ({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False),
+    ({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True),
+])
+def test_order_has_fee(order, expected) -> None:
+    assert Exchange.order_has_fee(order) == expected
+
+
+@pytest.mark.parametrize("order,expected", [
+    ({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}},
+        (0.43, 'ETH', 0.01)),
+    ({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}},
+        (0.01, 'USDT', 0.01)),
+    ({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}},
+        (0.34, 'USDT', 0.01)),
+])
+def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.extract_cost_curr_rate(order) == expected
+
+
+@pytest.mark.parametrize("order,expected", [
+    # Using base-currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1),
+    ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
+        'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08),
+    # Using quote currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04),
+    # Using foreign currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
+    ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
+        'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
+    # TODO: More tests here!
+    # Rate included in return - return as is
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
+])
+def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
+
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.calculate_fee_rate(order) == expected

tests/optimize/test_backtesting.py

@@ -2,7 +2,7 @@
 
 import random
 from pathlib import Path
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import numpy as np
 import pandas as pd
@@ -10,8 +10,9 @@ import pytest
 from arrow import Arrow
 
 from freqtrade import constants
+from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
+                                                  start_backtesting)
 from freqtrade.configuration import TimeRange
-from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
@@ -333,8 +334,9 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = '1m'
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
@@ -362,9 +364,9 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
-    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
@@ -375,6 +377,29 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
         backtesting.start()
 
 
+def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
+                 MagicMock(return_value=pd.DataFrame()))
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=[]))
+
+    default_conf['ticker_interval'] = "1m"
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    default_conf['timerange'] = '20180101-20180102'
+
+    with pytest.raises(OperationalException, match='No pair in whitelist.'):
+        Backtesting(default_conf)
+
+    default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
+    with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
+        Backtesting(default_conf)
+
+
 def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -585,12 +610,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
 
 
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock())
-
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -624,17 +649,26 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         assert log_has(line, caplog)
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     patch_exchange(mocker)
     backtestmock = MagicMock()
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock)
+    sell_reason_mock = MagicMock()
     gen_strattable_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table_strategy',
+    gen_strat_summary = MagicMock()
-                 gen_strattable_mock)
+
+    mocker.patch.multiple('freqtrade.optimize.optimize_reports',
+                          generate_text_table=gen_table_mock,
+                          generate_text_table_strategy=gen_strattable_mock,
+                          generate_pair_metrics=MagicMock(),
+                          generate_sell_reason_stats=sell_reason_mock,
+                          generate_strategy_metrics=gen_strat_summary,
+                          )
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -656,6 +690,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     assert backtestmock.call_count == 2
     assert gen_table_mock.call_count == 4
     assert gen_strattable_mock.call_count == 1
+    assert sell_reason_mock.call_count == 2
+    assert gen_strat_summary.call_count == 1
 
     # check the logs, that will contain the backtest result
     exists = [
@@ -676,3 +712,92 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     for line in exists:
         assert log_has(line, caplog)
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
+
+    patch_exchange(mocker)
+    backtestmock = MagicMock(side_effect=[
+        pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
+                      'profit_percent': [0.0, 0.0],
+                      'profit_abs': [0.0, 0.0],
+                      'open_time': pd.to_datetime(['2018-01-29 18:40:00',
+                                                   '2018-01-30 03:30:00', ], utc=True
+                                                  ),
+                      'close_time': pd.to_datetime(['2018-01-29 20:45:00',
+                                                    '2018-01-30 05:35:00', ], utc=True),
+                      'open_index': [78, 184],
+                      'close_index': [125, 192],
+                      'trade_duration': [235, 40],
+                      'open_at_end': [False, False],
+                      'open_rate': [0.104445, 0.10302485],
+                      'close_rate': [0.104969, 0.103541],
+                      'sell_reason': [SellType.ROI, SellType.ROI]
+                      }),
+        pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
+                      'profit_percent': [0.03, 0.01, 0.1],
+                      'profit_abs': [0.01, 0.02, 0.2],
+                      'open_time': pd.to_datetime(['2018-01-29 18:40:00',
+                                                   '2018-01-30 03:30:00',
+                                                   '2018-01-30 05:30:00'], utc=True
+                                                  ),
+                      'close_time': pd.to_datetime(['2018-01-29 20:45:00',
+                                                    '2018-01-30 05:35:00',
+                                                    '2018-01-30 08:30:00'], utc=True),
+                      'open_index': [78, 184, 185],
+                      'close_index': [125, 224, 205],
+                      'trade_duration': [47, 40, 20],
+                      'open_at_end': [False, False, False],
+                      'open_rate': [0.104445, 0.10302485, 0.122541],
+                      'close_rate': [0.104969, 0.103541, 0.123541],
+                      'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                      }),
+    ])
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--ticker-interval', '1m',
+        '--timerange', '1510694220-1510700340',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategyLegacy',
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+        'Parameter --timerange detected: 1510694220-1510700340 ...',
+        f'Using data directory: {testdatadir} ...',
+        'Using stake_currency: BTC ...',
+        'Using stake_amount: 0.001 ...',
+        'Loading data from 2017-11-14T20:57:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Parameter --enable-position-stacking detected ...',
+        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy TestStrategyLegacy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'SELL REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out
+    assert 'STRATEGY SUMMARY' in captured.out

tests/optimize/test_hyperopt.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
 import locale
+import logging
 from datetime import datetime
 from pathlib import Path
 from typing import Dict, List
@@ -56,14 +57,14 @@ def hyperopt_results():
 
 
 # Functions for recurrent object patching
-def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]:
+def create_results(mocker, hyperopt, testdatadir) -> List[Dict]:
     """
-    When creating trials, mock the hyperopt Trials so that *by default*
+    When creating results, mock the hyperopt so that *by default*
       - we don't create any pickle'd files in the filesystem
       - we might have a pickle'd file so make sure that we return
         false when looking for it
     """
-    hyperopt.trials_file = testdatadir / 'optimize/ut_trials.pickle'
+    hyperopt.results_file = testdatadir / 'optimize/ut_results.pickle'
 
     mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
     stat_mock = MagicMock()
@@ -477,28 +478,30 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     assert caplog.record_tuples == []
 
 
-def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None:
+def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
-    trials = create_trials(mocker, hyperopt, testdatadir)
+    epochs = create_results(mocker, hyperopt, testdatadir)
     mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
-    trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
+    results_file = testdatadir / 'optimize' / 'ut_results.pickle'
 
-    hyperopt.trials = trials
+    caplog.set_level(logging.DEBUG)
-    hyperopt.save_trials(final=True)
+
-    assert log_has(f"1 epoch saved to '{trials_file}'.", caplog)
+    hyperopt.epochs = epochs
+    hyperopt._save_results()
+    assert log_has(f"1 epoch saved to '{results_file}'.", caplog)
     mock_dump.assert_called_once()
 
-    hyperopt.trials = trials + trials
+    hyperopt.epochs = epochs + epochs
-    hyperopt.save_trials(final=True)
+    hyperopt._save_results()
-    assert log_has(f"2 epochs saved to '{trials_file}'.", caplog)
+    assert log_has(f"2 epochs saved to '{results_file}'.", caplog)
 
 
-def test_read_trials_returns_trials_file(mocker, hyperopt, testdatadir, caplog) -> None:
+def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
-    trials = create_trials(mocker, hyperopt, testdatadir)
+    epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
+    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
-    trials_file = testdatadir / 'optimize' / 'ut_trials.pickle'
+    results_file = testdatadir / 'optimize' / 'ut_results.pickle'
-    hyperopt_trial = hyperopt._read_trials(trials_file)
+    hyperopt_epochs = hyperopt._read_results(results_file)
-    assert log_has(f"Reading Trials from '{trials_file}'", caplog)
+    assert log_has(f"Reading epochs from '{results_file}'", caplog)
-    assert hyperopt_trial == trials
+    assert hyperopt_epochs == epochs
     mock_load.assert_called_once()
 
 
@@ -817,7 +820,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
     Hyperopt(default_conf)
 
     assert unlinkmock.call_count == 0
-    assert log_has(f"Continuing on previous hyperopt results.", caplog)
+    assert log_has("Continuing on previous hyperopt results.", caplog)
 
 
 def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:

tests/optimize/test_optimize_reports.py

@@ -1,11 +1,13 @@
 from pathlib import Path
 
 import pandas as pd
+import pytest
 from arrow import Arrow
 
 from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (
-    generate_edge_table, generate_text_table, generate_text_table_sell_reason,
+    generate_pair_metrics, generate_edge_table, generate_sell_reason_stats,
+    generate_text_table, generate_text_table_sell_reason, generate_strategy_metrics,
     generate_text_table_strategy, store_backtest_result)
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
@@ -35,12 +37,39 @@ def test_generate_text_table(default_conf, mocker):
         '|   TOTAL |      2 |          15.00 |          30.00 |       0.60000000 |'
         '          15.00 |        0:20:00 |      2 |       0 |        0 |'
     )
-    assert generate_text_table(data={'ETH/BTC': {}},
+
-                               stake_currency='BTC', max_open_trades=2,
+    pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
-                               results=results) == result_str
+                                         max_open_trades=2, results=results)
+    assert generate_text_table(pair_results,
+                               stake_currency='BTC') == result_str
 
 
-def test_generate_text_table_sell_reason(default_conf, mocker):
+def test_generate_pair_metrics(default_conf, mocker):
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2],
+            'profit_abs': [0.2, 0.4],
+            'trade_duration': [10, 30],
+            'wins': [2, 0],
+            'draws': [0, 0],
+            'losses': [0, 0]
+        }
+    )
+
+    pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
+                                         max_open_trades=2, results=results)
+    assert isinstance(pair_results, list)
+    assert len(pair_results) == 2
+    assert pair_results[-1]['key'] == 'TOTAL'
+    assert (
+        pytest.approx(pair_results[-1]['profit_mean_pct']) == pair_results[-1]['profit_mean'] * 100)
+    assert (
+        pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100)
+
+
+def test_generate_text_table_sell_reason(default_conf):
 
     results = pd.DataFrame(
         {
@@ -65,8 +94,46 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         '|     stop_loss |       1 |      0 |       0 |        1 |'
         '            -10 |            -10 |             -0.2 |             -5 |'
     )
-    assert generate_text_table_sell_reason(stake_currency='BTC', max_open_trades=2,
+
-                                           results=results) == result_str
+    sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
+                                                   results=results)
+    assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
+                                           stake_currency='BTC') == result_str
+
+
+def test_generate_sell_reason_stats(default_conf):
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, -0.1],
+            'profit_abs': [0.2, 0.4, -0.2],
+            'trade_duration': [10, 30, 10],
+            'wins': [2, 0, 0],
+            'draws': [0, 0, 0],
+            'losses': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
+                                                   results=results)
+    roi_result = sell_reason_stats[0]
+    assert roi_result['sell_reason'] == 'roi'
+    assert roi_result['trades'] == 2
+    assert pytest.approx(roi_result['profit_mean']) == 0.15
+    assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
+    assert pytest.approx(roi_result['profit_mean']) == 0.15
+    assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
+
+    stop_result = sell_reason_stats[1]
+
+    assert stop_result['sell_reason'] == 'stop_loss'
+    assert stop_result['trades'] == 1
+    assert pytest.approx(stop_result['profit_mean']) == -0.1
+    assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
+    assert pytest.approx(stop_result['profit_mean']) == -0.1
+    assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
 
 
 def test_generate_text_table_strategy(default_conf, mocker):
@@ -106,7 +173,12 @@ def test_generate_text_table_strategy(default_conf, mocker):
         '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |'
         '          45.00 |        0:20:00 |      3 |       0 |        0 |'
     )
-    assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
+
+    strategy_results = generate_strategy_metrics(stake_currency='BTC',
+                                                 max_open_trades=2,
+                                                 all_results=results)
+
+    assert generate_text_table_strategy(strategy_results, 'BTC') == result_str
 
 
 def test_generate_edge_table(edge_conf, mocker):

tests/pairlist/test_pairlist.py

@@ -4,13 +4,11 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.constants import AVAILABLE_PAIRLISTS
-from freqtrade.resolvers import PairListResolver
+from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from tests.conftest import get_patched_freqtradebot, log_has_re
+from freqtrade.resolvers import PairListResolver
-
+from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
-# whitelist, blacklist
 
 
 @pytest.fixture(scope="function")
@@ -36,6 +34,28 @@ def whitelist_conf(default_conf):
     return default_conf
 
 
+@pytest.fixture(scope="function")
+def whitelist_conf_2(default_conf):
+    default_conf['stake_currency'] = 'BTC'
+    default_conf['exchange']['pair_whitelist'] = [
+        'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
+        'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
+    ]
+    default_conf['exchange']['pair_blacklist'] = [
+        'BLK/BTC'
+    ]
+    default_conf['pairlists'] = [
+        # {   "method": "StaticPairList"},
+        {
+            "method": "VolumePairList",
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+            "refresh_period": 0,
+        },
+    ]
+    return default_conf
+
+
 @pytest.fixture(scope="function")
 def static_pl_conf(whitelist_conf):
     whitelist_conf['pairlists'] = [
@@ -55,7 +75,7 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
     freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     logmock = MagicMock()
     # Assign starting whitelist
-    pl = freqtrade.pairlists._pairlists[0]
+    pl = freqtrade.pairlists._pairlist_handlers[0]
     pl.log_on_refresh(logmock, 'Hello world')
     assert logmock.call_count == 1
     pl.log_on_refresh(logmock, 'Hello world')
@@ -69,44 +89,44 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
 
 
 def test_load_pairlist_noexist(mocker, markets, default_conf):
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    plm = PairListManager(bot.exchange, default_conf)
+    plm = PairListManager(freqtrade.exchange, default_conf)
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
+        PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm,
                                        default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
 
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
     # Ensure config dict hasn't been changed
     assert (static_pl_conf['exchange']['pair_whitelist'] ==
-            freqtradebot.config['exchange']['pair_whitelist'])
+            freqtrade.config['exchange']['pair_whitelist'])
 
 
 def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
         markets=PropertyMock(return_value=markets),
     )
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
-    assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+    assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
 
 
 def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
@@ -116,7 +136,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         get_tickers=tickers,
         exchange_has=MagicMock(return_value=True),
     )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -124,19 +144,44 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
     )
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
-
+    assert whitelist == freqtrade.pairlists.whitelist
-    assert whitelist == bot.pairlists.whitelist
-
-    whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
-                                    'config': {}
-                                    }
-                                   ]
 
+    whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}]
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
-        PairListManager(bot.exchange, whitelist_conf)
+        PairListManager(freqtrade.exchange, whitelist_conf)
+
+
+def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2):
+
+    tickers_dict = tickers()
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        exchange_has=MagicMock(return_value=True),
+    )
+    # Remove caching of ticker data to emulate changing volume by the time of second call
+    mocker.patch.multiple(
+        'freqtrade.pairlist.pairlistmanager.PairListManager',
+        _get_cached_tickers=MagicMock(return_value=tickers_dict),
+    )
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2)
+    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=shitcoinmarkets),
+    )
+
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
+    freqtrade.pairlists.refresh_pairlist()
+    assert whitelist == freqtrade.pairlists.whitelist
+
+    whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']
+    tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0
+    freqtrade.pairlists.refresh_pairlist()
+    assert whitelist == freqtrade.pairlists.whitelist
 
 
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@@ -144,19 +189,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
     )
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
 
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
     whitelist_conf['exchange']['pair_whitelist'] = []
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     pairslist = whitelist_conf['exchange']['pair_whitelist']
 
     assert set(whitelist) == set(pairslist)
 
 
 @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
+    # VolumePairList only
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # Different sorting depending on quote or bid volume
@@ -164,9 +210,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
-    # No pair for ETH ...
+    # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
+    # No pair for ETH, StaticPairList
+    ([{"method": "StaticPairList"}],
+     "ETH", []),
+    # No pair for ETH, all handlers
+    ([{"method": "StaticPairList"},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.03},
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+      {"method": "ShuffleFilter"}],
+     "ETH", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
@@ -184,28 +241,41 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
-      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # HOT and XRP are removed because below 1250 quoteVolume
     ([{"method": "VolumePairList", "number_assets": 5,
        "sort_key": "quoteVolume", "min_value": 1250}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
-    # StaticPairlist Only
+    # StaticPairlist only
-    ([{"method": "StaticPairList"},
+    ([{"method": "StaticPairList"}],
-      ], "BTC", ['ETH/BTC', 'TKN/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
     # Static Pairlist before VolumePairList - sorting changes
     ([{"method": "StaticPairList"},
-      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-      ], "BTC", ['TKN/BTC', 'ETH/BTC']),
+     "BTC", ['TKN/BTC', 'ETH/BTC']),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "SpreadFilter", "max_spread": 0.005}
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
-      ], "USDT", ['ETH/USDT']),
+     "USDT", ['ETH/USDT']),
+    # ShuffleFilter
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 77}],
+     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+    # ShuffleFilter, other seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 42}],
+     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+    # ShuffleFilter, no seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter"}],
+     "USDT", 3),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,
                                       caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -215,32 +285,44 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    freqtrade.config['stake_currency'] = base_currency
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 
+    assert isinstance(whitelist, list)
+
+    # Verify length of pairlist matches (used for ShuffleFilter without seed)
+    if type(whitelist_result) is list:
         assert whitelist == whitelist_result
+    else:
+        len(whitelist) == whitelist_result
+
     for pairlist in pairlists:
-        if pairlist['method'] == 'PrecisionFilter':
+        if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
             assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                               r'would be <= stop limit.*', caplog)
-        if pairlist['method'] == 'PriceFilter':
+        if pairlist['method'] == 'PriceFilter' and whitelist_result:
             assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
                     log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
                                caplog))
+        if pairlist['method'] == 'VolumePairList':
+            logmsg = ("DEPRECATED: using any key other than quoteVolume for "
+                      "VolumePairList is deprecated.")
+            if pairlist['sort_key'] != 'quoteVolume':
+                assert log_has(logmsg, caplog)
+            else:
+                assert not log_has(logmsg, caplog)
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
-    default_conf['pairlists'] = [{'method': 'VolumePairList',
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
-                                  'config': {'number_assets': 10}
-                                  }]
 
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,
                           exchange_has=MagicMock(return_value=False),
                           )
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(OperationalException,
+                       match=r'Exchange does not support dynamic whitelist.*'):
         get_patched_freqtradebot(mocker, default_conf)
 
 
@@ -283,7 +365,8 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
     caplog.clear()
 
     # Assign starting whitelist
-    new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
+    pairlist_handler = freqtrade.pairlists._pairlist_handlers[0]
+    new_whitelist = pairlist_handler._whitelist_for_active_markets(whitelist)
 
     assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
     assert log_message in caplog.text
@@ -305,18 +388,18 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           exchange_has=MagicMock(return_value=True),
                           get_tickers=tickers
                           )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert bot.pairlists._pairlists[0]._last_refresh == 0
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0
     assert tickers.call_count == 0
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert bot.pairlists._pairlists[0]._last_refresh != 0
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0
-    lrf = bot.pairlists._pairlists[0]._last_refresh
+    lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert bot.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
@@ -325,5 +408,5 @@ def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     whitelist_conf['pairlists'] = []
 
     with pytest.raises(OperationalException,
-                       match=r"No Pairlist defined!"):
+                       match=r"No Pairlist Handlers defined"):
         get_patched_freqtradebot(mocker, whitelist_conf)

tests/rpc/test_rpc.py

@@ -49,13 +49,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'base_currency': 'BTC',
         'open_date': ANY,
         'open_date_hum': ANY,
+        'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
         'fee_close': ANY,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
         'open_rate_requested': ANY,
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
@@ -63,13 +69,16 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
+        'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
         'current_rate': 1.099e-05,
         'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
-        'current_profit': -0.41,
+        'close_profit_pct': None,
+        'current_profit': -0.00408133,
+        'current_profit_pct': -0.41,
         'stop_loss': 0.0,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
@@ -78,7 +87,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     } == results[0]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -88,13 +97,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'base_currency': 'BTC',
         'open_date': ANY,
         'open_date_hum': ANY,
+        'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
         'fee_close': ANY,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
         'open_rate_requested': ANY,
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
@@ -102,13 +117,16 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_order_id': ANY,
         'close_date': None,
         'close_date_hum': None,
+        'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
         'current_rate': ANY,
         'amount': 91.07468124,
         'stake_amount': 0.001,
         'close_profit': None,
+        'close_profit_pct': None,
         'current_profit': ANY,
+        'current_profit_pct': ANY,
         'stop_loss': 0.0,
         'initial_stop_loss': 0.0,
         'initial_stop_loss_pct': None,
@@ -157,7 +175,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -195,16 +213,18 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     # Try valid data
     update.message.text = '/daily 2'
     days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
-    assert len(days) == 7
+    assert len(days['data']) == 7
-    for day in days:
+    assert days['stake_currency'] == default_conf['stake_currency']
+    assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
+    for day in days['data']:
         # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day[1] == '0.00000000 BTC' or
+        assert (day['abs_profit'] == '0.00000000' or
-                day[1] == '0.00006217 BTC')
+                day['abs_profit'] == '0.00006217')
 
-        assert (day[2] == '0.000 USD' or
+        assert (day['fiat_value'] == '0.000' or
-                day[2] == '0.767 USD')
+                day['fiat_value'] == '0.767')
     # ensure first day is current date
-    assert str(days[0][0]) == str(datetime.utcnow().date())
+    assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
 
     # Try invalid data
     with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
@@ -307,7 +327,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 
     # Test non-available pair
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'

tests/rpc/test_rpc_apiserver.py

@@ -39,16 +39,21 @@ def client_post(client, url, data={}):
     return client.post(url,
                        content_type="application/json",
                        data=data,
-                       headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+                       headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                'Origin': 'example.com'})
 
 
 def client_get(client, url):
-    return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+    # Add fake Origin to ensure CORS kicks in
+    return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                    'Origin': 'example.com'})
 
 
-def assert_response(response, expected_code=200):
+def assert_response(response, expected_code=200, needs_cors=True):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
+    if needs_cors:
+        assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list
 
 
 def test_api_not_found(botclient):
@@ -65,12 +70,12 @@ def test_api_not_found(botclient):
 def test_api_unauthorized(botclient):
     ftbot, client = botclient
     rc = client.get(f"{BASE_URI}/ping")
-    assert_response(rc)
+    assert_response(rc, needs_cors=False)
     assert rc.json == {'status': 'pong'}
 
     # Don't send user/pass information
     rc = client.get(f"{BASE_URI}/version")
-    assert_response(rc, 401)
+    assert_response(rc, 401, needs_cors=False)
     assert rc.json == {'error': 'Unauthorized'}
 
     # Change only username
@@ -94,6 +99,35 @@ def test_api_unauthorized(botclient):
     assert rc.json == {'error': 'Unauthorized'}
 
 
+def test_api_token_login(botclient):
+    ftbot, client = botclient
+    rc = client_post(client, f"{BASE_URI}/token/login")
+    assert_response(rc)
+    assert 'access_token' in rc.json
+    assert 'refresh_token' in rc.json
+
+    # test Authentication is working with JWT tokens too
+    rc = client.get(f"{BASE_URI}/count",
+                    content_type="application/json",
+                    headers={'Authorization': f'Bearer {rc.json["access_token"]}',
+                             'Origin': 'example.com'})
+    assert_response(rc)
+
+
+def test_api_token_refresh(botclient):
+    ftbot, client = botclient
+    rc = client_post(client, f"{BASE_URI}/token/login")
+    assert_response(rc)
+    rc = client.post(f"{BASE_URI}/token/refresh",
+                     content_type="application/json",
+                     data=None,
+                     headers={'Authorization': f'Bearer {rc.json["refresh_token"]}',
+                              'Origin': 'example.com'})
+    assert_response(rc)
+    assert 'access_token' in rc.json
+    assert 'refresh_token' not in rc.json
+
+
 def test_api_stop_workflow(botclient):
     ftbot, client = botclient
     assert ftbot.state == State.RUNNING
@@ -123,6 +157,12 @@ def test_api__init__(default_conf, mocker):
     """
     Test __init__() method
     """
+    default_conf.update({"api_server": {"enabled": True,
+                                        "listen_ip_address": "127.0.0.1",
+                                        "listen_port": 8080,
+                                        "username": "TestUser",
+                                        "password": "testPass",
+                                        }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock())
 
@@ -283,6 +323,7 @@ def test_api_show_config(botclient, mocker):
     assert 'dry_run' in rc.json
     assert rc.json['exchange'] == 'bittrex'
     assert rc.json['ticker_interval'] == '5m'
+    assert rc.json['state'] == 'running'
     assert not rc.json['trailing_stop']
 
 
@@ -298,8 +339,10 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     )
     rc = client_get(client, f"{BASE_URI}/daily")
     assert_response(rc)
-    assert len(rc.json) == 7
+    assert len(rc.json['data']) == 7
-    assert rc.json[0][0] == str(datetime.utcnow().date())
+    assert rc.json['stake_currency'] == 'BTC'
+    assert rc.json['fiat_display_currency'] == 'USD'
+    assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
 
 
 def test_api_trades(botclient, mocker, ticker, fee, markets):
@@ -377,7 +420,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
                        'best_pair': 'ETH/BTC',
                        'best_rate': 6.2,
                        'first_trade_date': 'just now',
+                       'first_trade_timestamp': ANY,
                        'latest_trade_date': 'just now',
+                       'latest_trade_timestamp': ANY,
                        'profit_all_coin': 6.217e-05,
                        'profit_all_fiat': 0,
                        'profit_all_percent': 6.2,
@@ -454,14 +499,18 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'base_currency': 'BTC',
                         'close_date': None,
                         'close_date_hum': None,
+                        'close_timestamp': None,
                         'close_profit': None,
+                        'close_profit_pct': None,
                         'close_rate': None,
-                        'current_profit': -0.41,
+                        'current_profit': -0.00408133,
+                        'current_profit_pct': -0.41,
                         'current_rate': 1.099e-05,
                         'initial_stop_loss': 0.0,
                         'initial_stop_loss_pct': None,
                         'open_date': ANY,
                         'open_date_hum': 'just now',
+                        'open_timestamp': ANY,
                         'open_order': '(limit buy rem=0.00000000)',
                         'open_rate': 1.098e-05,
                         'pair': 'ETH/BTC',
@@ -472,7 +521,11 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,
                         'fee_close': 0.0025,
+                        'fee_close_cost': None,
+                        'fee_close_currency': None,
                         'fee_open': 0.0025,
+                        'fee_open_cost': None,
+                        'fee_open_currency': None,
                         'open_date': ANY,
                         'is_open': True,
                         'max_rate': 0.0,
@@ -481,6 +534,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'open_rate_requested': 1.098e-05,
                         'open_trade_price': 0.0010025,
                         'sell_reason': None,
+                        'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
                         'ticker_interval': 5}]
 
@@ -561,11 +615,13 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json == {'amount': 1,
                        'close_date': None,
                        'close_date_hum': None,
+                       'close_timestamp': None,
                        'close_rate': 0.265441,
                        'initial_stop_loss': None,
                        'initial_stop_loss_pct': None,
                        'open_date': ANY,
                        'open_date_hum': 'just now',
+                       'open_timestamp': ANY,
                        'open_rate': 0.245441,
                        'pair': 'ETH/ETH',
                        'stake_amount': 1,
@@ -575,7 +631,11 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'close_profit': None,
                        'close_rate_requested': None,
                        'fee_close': 0.0025,
+                       'fee_close_cost': None,
+                       'fee_close_currency': None,
                        'fee_open': 0.0025,
+                       'fee_open_cost': None,
+                       'fee_open_currency': None,
                        'is_open': False,
                        'max_rate': None,
                        'min_rate': None,
@@ -583,6 +643,7 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'open_rate_requested': None,
                        'open_trade_price': 0.2460546025,
                        'sell_reason': None,
+                       'sell_order_status': None,
                        'strategy': None,
                        'ticker_interval': None
                        }

tests/rpc/test_rpc_telegram.py

@@ -166,10 +166,12 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
             'current_rate': 1.098e-05,
             'amount': 90.99181074,
             'stake_amount': 90.99181074,
-            'close_profit': None,
+            'close_profit_pct': None,
-            'current_profit': -0.59,
+            'current_profit': -0.0059,
+            'current_profit_pct': -0.59,
             'initial_stop_loss': 1.098e-05,
             'stop_loss': 1.099e-05,
+            'sell_order_status': None,
             'initial_stop_loss_pct': -0.05,
             'stop_loss_pct': -0.01,
             'open_order': '(limit buy rem=0.00000000)'