Merge branch 'develop' into fix/broken_getpairs

freqtrade/commands/__init__.py

@@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data,
-                                              start_download_data)
+                                              start_download_data,
+                                              start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir,
                                                 start_new_hyperopt,
                                                 start_new_strategy)

freqtrade/commands/arguments.py

@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
-ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
+ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
                         "max_open_trades", "stake_amount", "fee"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@@ -54,15 +54,17 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
+
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
-                       "timerange", "ticker_interval", "no_trades"]
+                       "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "ticker_interval"]
+                    "trade_source", "timeframe"]
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
@@ -71,6 +73,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
+                      "hyperopt_list_min_objective", "hyperopt_list_max_objective",
                       "print_colorized", "print_json", "hyperopt_list_no_details",
                       "export_csv"]
 
@@ -78,7 +81,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
-                    "list-markets", "list-pairs", "list-strategies",
+                    "list-markets", "list-pairs", "list-strategies", "list-data",
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
@@ -159,7 +162,7 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.commands import (start_create_userdir, start_convert_data,
-                                        start_download_data,
+                                        start_download_data, start_list_data,
                                         start_hyperopt_list, start_hyperopt_show,
                                         start_list_exchanges, start_list_hyperopts,
                                         start_list_markets, start_list_strategies,
@@ -233,6 +236,15 @@ 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 list-data subcommand
+        list_data_cmd = subparsers.add_parser(
+            'list-data',
+            help='List downloaded data.',
+            parents=[_common_parser],
+        )
+        list_data_cmd.set_defaults(func=start_list_data)
+        self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd)
+
         # Add backtesting subcommand
         backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
                                                 parents=[_common_parser, _strategy_parser])
@@ -318,7 +330,7 @@ class Arguments:
         # Add list-timeframes subcommand
         list_timeframes_cmd = subparsers.add_parser(
             'list-timeframes',
-            help='Print available ticker intervals (timeframes) for the exchange.',
+            help='Print available timeframes for the exchange.',
             parents=[_common_parser],
         )
         list_timeframes_cmd.set_defaults(func=start_list_timeframes)

freqtrade/commands/build_config_commands.py

@@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
         },
         {
             "type": "text",
-            "name": "ticker_interval",
-            "message": "Please insert your timeframe (ticker interval):",
+            "name": "timeframe",
+            "message": "Please insert your desired timeframe (e.g. 5m):",
             "default": "5m",
         },
         {

freqtrade/commands/cli_options.py

@@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
     ),
     # Optimize common
-    "ticker_interval": Arg(
-        '-i', '--ticker-interval',
+    "timeframe": Arg(
+        '-i', '--timeframe', '--ticker-interval',
         help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
@@ -455,37 +455,49 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_list_min_avg_time": Arg(
         '--min-avg-time',
-        help='Select epochs on above average time.',
+        help='Select epochs above average time.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_avg_time": Arg(
         '--max-avg-time',
-        help='Select epochs on under average time.',
+        help='Select epochs below average time.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_min_avg_profit": Arg(
         '--min-avg-profit',
-        help='Select epochs on above average profit.',
+        help='Select epochs above average profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_avg_profit": Arg(
         '--max-avg-profit',
-        help='Select epochs on below average profit.',
+        help='Select epochs below average profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_min_total_profit": Arg(
         '--min-total-profit',
-        help='Select epochs on above total profit.',
+        help='Select epochs above total profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_total_profit": Arg(
         '--max-total-profit',
-        help='Select epochs on below total profit.',
+        help='Select epochs below total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_min_objective": Arg(
+        '--min-objective',
+        help='Select epochs above objective.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_max_objective": Arg(
+        '--max-objective',
+        help='Select epochs below objective.',
         type=float,
         metavar='FLOAT',
     ),

freqtrade/commands/data_commands.py

@@ -1,5 +1,6 @@
 import logging
 import sys
+from collections import defaultdict
 from typing import Any, Dict, List
 
 import arrow
@@ -11,6 +12,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -88,3 +90,30 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
         convert_trades_format(config,
                               convert_from=args['format_from'], convert_to=args['format_to'],
                               erase=args['erase'])
+
+
+def start_list_data(args: Dict[str, Any]) -> None:
+    """
+    List available backtest data
+    """
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    from freqtrade.data.history.idatahandler import get_datahandler
+    from tabulate import tabulate
+    dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
+
+    paircombs = dhc.ohlcv_get_available_data(config['datadir'])
+
+    if args['pairs']:
+        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
+
+    print(f"Found {len(paircombs)} pair / timeframe combinations.")
+    groupedpair = defaultdict(list)
+    for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
+        groupedpair[pair].append(timeframe)
+
+    if groupedpair:
+        print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
+                       headers=("Pair", "Timeframe"),
+                       tablefmt='psql', stralign='right'))

freqtrade/commands/hyperopt_commands.py

@@ -35,7 +35,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
         'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
     }
 
     results_file = (config['user_data_dir'] /
@@ -45,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     epochs = Hyperopt.load_previous_results(results_file)
     total_epochs = len(epochs)
 
-    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
 
     if print_colorized:
         colorama_init(autoreset=True)
@@ -92,14 +94,16 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
         'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
     }
 
     # Previous evaluations
     epochs = Hyperopt.load_previous_results(results_file)
     total_epochs = len(epochs)
 
-    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -119,7 +123,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
@@ -127,6 +131,24 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
         epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
         epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
+
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+
+    logger.info(f"{len(epochs)} " +
+                ("best " if filteroptions['only_best'] else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
+                "epochs found.")
+    return epochs
+
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_trades'] > 0:
         epochs = [
             x for x in epochs
@@ -137,6 +159,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
         ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
         epochs = [
@@ -149,6 +176,12 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
         ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_avg_profit'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
         epochs = [
@@ -173,10 +206,18 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
         ]
+    return epochs
 
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_objective'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
+    if filteroptions['filter_max_objective'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
 
     return epochs

freqtrade/commands/list_commands.py

@@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
     Print ticker intervals (timeframes) available on Exchange
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-    # Do not use ticker_interval set in the config
-    config['ticker_interval'] = None
+    # Do not use timeframe set in the config
+    config['timeframe'] = None
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)

freqtrade/commands/pairlist_commands.py

@@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr
-        # Do not use ticker_interval set in the config
         pairlists = PairListManager(exchange, config)
         pairlists.refresh_pairlist()
         results[curr] = pairlists.whitelist

freqtrade/configuration/configuration.py

@@ -204,9 +204,9 @@ class Configuration:
     def _process_optimize_options(self, config: Dict[str, Any]) -> None:
 
         # This will override the strategy configuration
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Parameter -i/--ticker-interval detected ... '
-                             'Using ticker_interval: {} ...')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Parameter -i/--timeframe detected ... '
+                             'Using timeframe: {} ...')
 
         self._args_to_config(config, argname='position_stacking',
                              logstring='Parameter --enable-position-stacking detected ...')
@@ -242,8 +242,8 @@ class Configuration:
         self._args_to_config(config, argname='strategy_list',
                              logstring='Using strategy list of {} strategies', logfun=len)
 
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Overriding ticker interval with Command line argument')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Overriding timeframe with Command line argument')
 
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
@@ -334,6 +334,12 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_max_total_profit',
                              logstring='Parameter --max-total-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_objective',
+                             logstring='Parameter --min-objective detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_objective',
+                             logstring='Parameter --max-objective detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 

freqtrade/configuration/deprecated_settings.py

@@ -60,10 +60,21 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
 
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
-        logger.warning(
+        raise OperationalException(
             "DEPRECATED: "
             "Using 'edge.capital_available_percentage' has been deprecated in favor of "
             "'tradable_balance_ratio'. Please migrate your configuration to "
             "'tradable_balance_ratio' and remove 'capital_available_percentage' "
             "from the edge configuration."
         )
+    if 'ticker_interval' in config:
+        logger.warning(
+            "DEPRECATED: "
+            "Please use 'timeframe' instead of 'ticker_interval."
+        )
+        if 'timeframe' in config:
+            raise OperationalException(
+                "Both 'timeframe' and 'ticker_interval' detected."
+                "Please remove 'ticker_interval' from your configuration to continue operating."
+                )
+        config['timeframe'] = config['ticker_interval']

freqtrade/constants.py

@@ -22,7 +22,8 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
+                       'AgeFilter', 'PrecisionFilter', 'PriceFilter',
+                       'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -71,7 +72,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
-        'ticker_interval': {'type': 'string'},
+        'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {
             'type': ['number', 'string'],
@@ -155,7 +156,9 @@ CONF_SCHEMA = {
                 'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss_on_exchange': {'type': 'boolean'},
-                'stoploss_on_exchange_interval': {'type': 'number'}
+                'stoploss_on_exchange_interval': {'type': 'number'},
+                'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
+                                                     'maximum': 1.0}
             },
             'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
         },
@@ -221,12 +224,16 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
+                'jwt_secret_key': {'type': 'string'},
+                'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
+                'verbosity': {'type': 'string', 'enum': ['error', 'info']},
             },
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
+        'disable_dataframe_checks': {'type': 'boolean'},
         'internals': {
             'type': 'object',
             'default': {},
@@ -285,7 +292,6 @@ CONF_SCHEMA = {
                 'process_throttle_secs': {'type': 'integer', 'minimum': 600},
                 'calculate_since_number_of_days': {'type': 'integer'},
                 'allowed_risk': {'type': 'number'},
-                'capital_available_percentage': {'type': 'number'},
                 'stoploss_range_min': {'type': 'number'},
                 'stoploss_range_max': {'type': 'number'},
                 'stoploss_range_step': {'type': 'number'},
@@ -302,6 +308,7 @@ CONF_SCHEMA = {
 
 SCHEMA_TRADE_REQUIRED = [
     'exchange',
+    'timeframe',
     'max_open_trades',
     'stake_currency',
     'stake_amount',
@@ -334,4 +341,5 @@ CANCEL_REASON = {
 }
 
 # List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]

freqtrade/data/btanalysis.py

@@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
@@ -99,11 +99,11 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
 
-    columns = ["pair", "open_time", "close_time", "profit", "profitperc",
+    columns = ["pair", "open_time", "close_time", "profit", "profit_percent",
                "open_rate", "close_rate", "amount", "duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
-               "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
+               "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
@@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.min_rate,
                             t.id, t.exchange,
                             t.stop_loss, t.initial_stop_loss,
-                            t.strategy, t.ticker_interval
+                            t.strategy, t.timeframe
                             )
                            for t in Trade.get_trades().all()],
                           columns=columns)
@@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :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.
@@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
-    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time'
+                                  )[['profit_percent']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
@@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
 
 
 def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
-                           value_col: str = 'profitperc'
+                           value_col: str = 'profit_percent'
                            ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
     """
     Calculate max drawdown and the corresponding close dates
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
-    :param value_col: Column in DataFrame to use for values (defaults to 'profitperc')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
     :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
     :raise: ValueError if trade-dataframe was found empty.
     """

freqtrade/data/converter.py

@@ -197,7 +197,7 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
     df_new['date'] = df_new.index
     # Drop 0 volume rows
     df_new = df_new.dropna()
-    return df_new[DEFAULT_DATAFRAME_COLUMNS]
+    return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
 
 
 def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
@@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
     trg = get_datahandler(config['datadir'], convert_to)
-    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    timeframes = config.get('timeframes', [config.get('timeframe')])
     logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
 
     if 'pairs' not in config:
         config['pairs'] = []
-        # Check timeframes or fall back to ticker_interval.
+        # Check timeframes or fall back to timeframe.
         for timeframe in timeframes:
             config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
                                                        timeframe))

freqtrade/data/dataprovider.py

@@ -5,16 +5,17 @@ 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
+from datetime import datetime, timezone
+from typing import Any, Dict, List, Optional, Tuple
 
+from arrow import Arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
-from freqtrade.constants import ListPairsWithTimeframes
-
 
 logger = logging.getLogger(__name__)
 
@@ -25,6 +26,18 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+
+    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+        """
+        Store cached Dataframe.
+        Using private method as this should never be used by a user
+        (but the class is exposed via `self.dp` to the strategy)
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param dataframe: analyzed dataframe
+        """
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -55,7 +68,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -67,7 +80,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['timeframe'],
                                  datadir=self._config['datadir']
                                  )
 
@@ -89,6 +102,20 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
+        """
+        :param pair: pair to get the data for
+        :param timeframe: timeframe to get data for
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination.
+            Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
+        """
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
+        else:
+
+            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair
@@ -105,7 +132,7 @@ class DataProvider:
         """
         try:
             return self._exchange.fetch_ticker(pair)
-        except DependencyException:
+        except ExchangeError:
             return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:

freqtrade/data/history/history_utils.py

@@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange,
         # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
         # DEFAULT_TRADES_COLUMNS: 1 -> id
 
+        if trades and since < trades[0][0]:
+            # since is before the first trade
+            logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
+            trades = []
+
         from_id = trades[-1][1] if trades else None
         if trades and since < trades[-1][0]:
             # Reset since to the last available point

freqtrade/data/history/idatahandler.py

@@ -13,6 +13,7 @@ from typing import List, Optional, Type
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import (clean_ohlcv_dataframe,
                                       trades_remove_duplicates, trim_dataframe)
 from freqtrade.exchange import timeframe_to_seconds
@@ -28,6 +29,14 @@ class IDataHandler(ABC):
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
 
+    @abstractclassmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+
     @abstractclassmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """

freqtrade/data/history/jsondatahandler.py

@@ -8,7 +8,8 @@ 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.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import trades_dict_to_list
 
 from .idatahandler import IDataHandler, TradeList
@@ -21,6 +22,18 @@ class JsonDataHandler(IDataHandler):
     _use_zip = False
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
+    @classmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
+                for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp
+                if match and len(match.groups()) > 1]
+
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """

freqtrade/edge/edge_positioning.py

@@ -57,9 +57,7 @@ class Edge:
         if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
             raise OperationalException('Edge works only with unlimited stake amount')
 
-        # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
-        self._capital_percentage: float = self.edge_config.get(
-            'capital_available_percentage', self.config['tradable_balance_ratio'])
+        self._capital_ratio: float = self.config['tradable_balance_ratio']
         self._allowed_risk: float = self.edge_config.get('allowed_risk')
         self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
         self._last_updated: int = 0  # Timestamp of pairs last updated time
@@ -100,14 +98,14 @@ class Edge:
                 datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
-                timeframe=self.strategy.ticker_interval,
+                timeframe=self.strategy.timeframe,
                 timerange=self._timerange,
             )
 
         data = load_data(
             datadir=self.config['datadir'],
             pairs=pairs,
-            timeframe=self.strategy.ticker_interval,
+            timeframe=self.strategy.timeframe,
             timerange=self._timerange,
             startup_candles=self.strategy.startup_candle_count,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
@@ -157,7 +155,7 @@ class Edge:
     def stake_amount(self, pair: str, free_capital: float,
                      total_capital: float, capital_in_trade: float) -> float:
         stoploss = self.stoploss(pair)
-        available_capital = (total_capital + capital_in_trade) * self._capital_percentage
+        available_capital = (total_capital + capital_in_trade) * self._capital_ratio
         allowed_capital_at_risk = available_capital * self._allowed_risk
         max_position_size = abs(allowed_capital_at_risk / stoploss)
         position_size = min(max_position_size, free_capital)
@@ -283,8 +281,8 @@ class Edge:
         #
         # Removing Pumps
         if self.edge_config.get('remove_pumps', False):
-            results = results.groupby(['pair', 'stoploss']).apply(
-                lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
+            results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+                              + results['profit_abs'].mean()]
         ##########################################################################
 
         # Removing trades having a duration more than X minutes (set in config)

freqtrade/exceptions.py

@@ -37,7 +37,21 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
-class TemporaryError(FreqtradeException):
+class RetryableOrderError(InvalidOrderException):
+    """
+    This is returned when the order is not found.
+    This Error will be repeated with increasing backof (in line with DDosError).
+    """
+
+
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class TemporaryError(ExchangeError):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user
@@ -45,6 +59,13 @@ class TemporaryError(FreqtradeException):
     """
 
 
+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
     """
     Errors with custom user-code deteced.

freqtrade/exchange/binance.py

@@ -4,9 +4,11 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -39,6 +41,7 @@ class Binance(Exchange):
         """
         return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
@@ -77,8 +80,8 @@ class Binance(Exchange):
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
@@ -88,6 +91,8 @@ class Binance(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/common.py

@@ -1,6 +1,10 @@
+import asyncio
 import logging
+import time
+from functools import wraps
 
-from freqtrade.exceptions import TemporaryError
+from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
+                                  TemporaryError)
 
 logger = logging.getLogger(__name__)
 
@@ -88,6 +92,13 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
+def calculate_backoff(retrycount, max_retries):
+    """
+    Calculate backoff
+    """
+    return (max_retries - retrycount) ** 2 + 1
+
+
 def retrier_async(f):
     async def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -96,9 +107,13 @@ def retrier_async(f):
         except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
+                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 count -= 1
                 kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                    logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -106,19 +121,31 @@ def retrier_async(f):
     return wrapper
 
 
-def retrier(f):
-    def wrapper(*args, **kwargs):
-        count = kwargs.pop('count', API_RETRY_COUNT)
-        try:
-            return f(*args, **kwargs)
-        except TemporaryError as ex:
-            logger.warning('%s() returned exception: "%s"', f.__name__, ex)
-            if count > 0:
-                count -= 1
-                kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
-                return wrapper(*args, **kwargs)
-            else:
-                logger.warning('Giving up retrying: %s()', f.__name__)
-                raise ex
-    return wrapper
+def retrier(_func=None, retries=API_RETRY_COUNT):
+    def decorator(f):
+        @wraps(f)
+        def wrapper(*args, **kwargs):
+            count = kwargs.pop('count', retries)
+            try:
+                return f(*args, **kwargs)
+            except (TemporaryError, RetryableOrderError) as ex:
+                logger.warning('%s() returned exception: "%s"', f.__name__, ex)
+                if count > 0:
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
+                    count -= 1
+                    kwargs.update({'count': count})
+                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                        # increasing backoff
+                        backoff_delay = calculate_backoff(count + 1, retries)
+                        logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        time.sleep(backoff_delay)
+                    return wrapper(*args, **kwargs)
+                else:
+                    logger.warning('Giving up retrying: %s()', f.__name__)
+                    raise ex
+        return wrapper
+    # Support both @retrier and @retrier(retries=2) syntax
+    if _func is None:
+        return decorator
+    else:
+        return decorator(_func)

freqtrade/exchange/exchange.py

@@ -18,12 +18,13 @@ 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, 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, safe_value_fallback
 from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  RetryableOrderError, TemporaryError)
+from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 
 CcxtModuleType = Any
 
@@ -79,7 +80,7 @@ class Exchange:
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
-
+        logger.info(f"Using CCXT {ccxt.__version__}")
         exchange_config = config['exchange']
 
         # Deep merge ft_has with default ft_has options
@@ -98,12 +99,14 @@ class Exchange:
 
         # Initialize ccxt objects
         ccxt_config = self._ccxt_config.copy()
-        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
-                                       ccxt_config)
-        self._api = self._init_ccxt(
-            exchange_config, ccxt_kwargs=ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
+
+        self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
 
         ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
+                                             ccxt_async_config)
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
                                              ccxt_async_config)
         self._api_async = self._init_ccxt(
@@ -113,7 +116,7 @@ class Exchange:
 
         if validate:
             # Check if timeframe is available
-            self.validate_timeframes(config.get('ticker_interval'))
+            self.validate_timeframes(config.get('timeframe'))
 
             # Initial markets load
             self._load_markets()
@@ -184,11 +187,16 @@ class Exchange:
     def timeframes(self) -> List[str]:
         return list((self._api.timeframes or {}).keys())
 
+    @property
+    def ohlcv_candle_limit(self) -> int:
+        """exchange ohlcv candle limit"""
+        return int(self._ohlcv_candle_limit)
+
     @property
     def markets(self) -> Dict:
         """exchange ccxt markets"""
         if not self._api.markets:
-            logger.warning("Markets were not loaded. Loading them now..")
+            logger.info("Markets were not loaded. Loading them now..")
             self._load_markets()
         return self._api.markets
 
@@ -263,8 +271,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(name, "No Sandbox URL in CCXT, exiting. "
-                                     "Please check your config.json")
+                logger.warning(
+                    f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:
@@ -286,8 +294,8 @@ class Exchange:
         except ccxt.BaseError as e:
             logger.warning('Unable to initialize markets. Reason: %s', e)
 
-    def _reload_markets(self) -> None:
-        """Reload markets both sync and async, if refresh interval has passed"""
+    def reload_markets(self) -> None:
+        """Reload markets both sync and async if refresh interval has passed """
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
@@ -296,6 +304,8 @@ class Exchange:
         logger.debug("Performing scheduled market reload..")
         try:
             self._api.load_markets(reload=True)
+            # Also reload async markets to avoid issues with newly listed pairs
+            self._load_async_markets(reload=True)
             self._last_markets_refresh = arrow.utcnow().timestamp
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
@@ -360,7 +370,7 @@ class Exchange:
         for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
             if pair in self.markets and self.markets[pair].get('active'):
                 return pair
-        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+        raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
     def validate_timeframes(self, timeframe: Optional[str]) -> None:
         """
@@ -483,6 +493,7 @@ class Exchange:
             "id": order_id,
             'pair': pair,
             'price': rate,
+            'average': rate,
             'amount': _amount,
             'cost': _amount * rate,
             'type': ordertype,
@@ -527,15 +538,17 @@ class Exchange:
                                           amount, rate_for_order, params)
 
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise DependencyException(
-                f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate}.'
+            raise ExchangeError(
+                f'Could not create {ordertype} {side} order on market {pair}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@@ -615,6 +628,8 @@ class Exchange:
             balances.pop("used", None)
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -629,6 +644,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@@ -639,9 +656,11 @@ class Exchange:
     def fetch_ticker(self, pair: str) -> dict:
         try:
             if pair not in self._api.markets or not self._api.markets[pair].get('active'):
-                raise DependencyException(f"Pair {pair} not available")
+                raise ExchangeError(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@@ -775,6 +794,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical '
                 f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                  f'for pair {pair} due to {e.__class__.__name__}. '
@@ -811,6 +832,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
                                  f'Message: {e}') from e
@@ -900,14 +923,19 @@ class Exchange:
         Async wrapper handling downloading trades using either time or id based methods.
         """
 
+        logger.debug(f"_async_get_trade_history(), pair: {pair}, "
+                     f"since: {since}, until: {until}, from_id: {from_id}")
+
+        if until is None:
+            until = ccxt.Exchange.milliseconds()
+            logger.debug(f"Exchange milliseconds: {until}")
+
         if self._trades_pagination == 'time':
             return await self._async_get_trade_history_time(
-                pair=pair, since=since,
-                until=until or ccxt.Exchange.milliseconds())
+                pair=pair, since=since, until=until)
         elif self._trades_pagination == 'id':
             return await self._async_get_trade_history_id(
-                pair=pair, since=since,
-                until=until or ccxt.Exchange.milliseconds(), from_id=from_id
+                pair=pair, since=since, until=until, from_id=from_id
             )
         else:
             raise OperationalException(f"Exchange {self.name} does use neither time, "
@@ -937,7 +965,7 @@ class Exchange:
     def check_order_canceled_empty(self, order: Dict) -> bool:
         """
         Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from get_order()
+        :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
         return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@@ -952,12 +980,17 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    cancel_stoploss_order = cancel_order
+
     def is_cancel_order_result_suitable(self, corder) -> bool:
         if not isinstance(corder, dict):
             return False
@@ -969,7 +1002,7 @@ class Exchange:
         """
         Cancel order returning a result.
         Creates a fake result if cancel order returns a non-usable result
-        and get_order does not work (certain exchanges don't return cancelled orders)
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
         :param order_id: Orderid to cancel
         :param pair: Pair corresponding to order_id
         :param amount: Amount to use for fake response
@@ -980,17 +1013,17 @@ class Exchange:
             if self.is_cancel_order_result_suitable(corder):
                 return corder
         except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id}.")
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
         try:
-            order = self.get_order(order_id, pair)
+            order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
             logger.warning(f"Could not fetch cancelled order {order_id}.")
             order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
 
         return order
 
-    @retrier
-    def get_order(self, order_id: str, pair: str) -> Dict:
+    @retrier(retries=5)
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
@@ -1001,15 +1034,23 @@ class Exchange:
                     f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order
+
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
@@ -1025,6 +1066,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@@ -1061,7 +1104,8 @@ class Exchange:
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
-
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@@ -1078,6 +1122,8 @@ class Exchange:
 
             return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                            price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
@@ -1112,19 +1158,22 @@ class Exchange:
         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)
+                order['fee']['cost'] / safe_value_fallback2(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)
+            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
         else:
             # If Fee currency is a different currency
+            if not order['cost']:
+                # If cost is None or 0.0 -> falsy, return None
+                return None
             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')
+                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
                 return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except DependencyException:
+            except ExchangeError:
                 return None
 
     def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
@@ -1137,7 +1186,6 @@ class Exchange:
         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:

freqtrade/exchange/ftx.py

@@ -2,7 +2,13 @@
 import logging
 from typing import Any, Dict
 
+import ccxt
+
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -10,6 +16,7 @@ logger = logging.getLogger(__name__)
 class Ftx(Exchange):
 
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
 
@@ -22,3 +29,108 @@ class Ftx(Exchange):
 
         return (parent_check and
                 market.get('spot', False) is True)
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop' and stop_loss > float(order['price'])
+
+    @retrier(retries=0)
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+        """
+        Creates a stoploss order.
+        depending on order_types.stoploss configuration, uses 'market' or limit order.
+
+        Limit orders are defined by having orderPrice set, otherwise a market order is used.
+        """
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        limit_rate = stop_price * limit_price_pct
+
+        ordertype = "stop"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+            if order_types.get('stoploss', 'market') == 'limit':
+                # set orderPrice to place limit order, otherwise it's a market order
+                params['orderPrice'] = limit_rate
+
+            amount = self.amount_to_precision(pair, amount)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier(retries=5)
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+        try:
+            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
+
+            order = [order for order in orders if order['id'] == order_id]
+            if len(order) == 1:
+                return order[0]
+            else:
+                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
+
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            return {}
+        try:
+            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e

freqtrade/exchange/kraken.py

@@ -4,8 +4,9 @@ from typing import Any, Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -55,6 +56,8 @@ class Kraken(Exchange):
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -68,6 +71,7 @@ class Kraken(Exchange):
         """
         return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
@@ -94,8 +98,8 @@ class Kraken(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
@@ -103,6 +107,8 @@ class Kraken(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/freqtradebot.py

@@ -11,16 +11,16 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
-from requests.exceptions import RequestException
 
 from freqtrade import __version__, constants, persistence
 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, PricingError
+from freqtrade.exceptions import (DependencyException, ExchangeError,
+                                  InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
-from freqtrade.misc import safe_value_fallback
+from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -119,6 +119,8 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+        self.check_for_open_trades()
+
         self.rpc.cleanup()
         persistence.cleanup()
 
@@ -139,8 +141,8 @@ class FreqtradeBot:
         :return: True if one or more trades has been created or closed, False otherwise
         """
 
-        # Check whether markets have to be reloaded
-        self.exchange._reload_markets()
+        # Check whether markets have to be reloaded and reload them when it's needed
+        self.exchange.reload_markets()
 
         # Query trades from persistence layer
         trades = Trade.get_open_trades()
@@ -151,6 +153,10 @@ class FreqtradeBot:
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+
+        self.strategy.analyze(self.active_pair_whitelist)
+
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
@@ -175,6 +181,24 @@ class FreqtradeBot:
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()
 
+    def check_for_open_trades(self):
+        """
+        Notify the user when the bot is stopped
+        and there are still open trades active.
+        """
+        open_trades = Trade.get_trades([Trade.is_open == 1]).all()
+
+        if len(open_trades) != 0:
+            msg = {
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status':  f"{len(open_trades)} open trades active.\n\n"
+                           f"Handle these trades manually on {self.exchange.name}, "
+                           f"or '/start' the bot again and use '/stopbuy' "
+                           f"to handle open trades gracefully. \n"
+                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
+            }
+            self.rpc.send_msg(msg)
+
     def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
         Refresh active whitelist from pairlist or edge and extend it with
@@ -420,9 +444,8 @@ class FreqtradeBot:
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(
-            pair, self.strategy.ticker_interval,
-            self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
+        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
             stake_amount = self.get_trade_stake_amount(pair)
@@ -495,6 +518,12 @@ class FreqtradeBot:
 
         amount = stake_amount / buy_limit_requested
         order_type = self.strategy.order_types['buy']
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                time_in_force=time_in_force):
+            logger.info(f"User requested abortion of buying {pair}")
+            return False
+        amount = self.exchange.amount_to_precision(pair, amount)
         order = self.exchange.buy(pair=pair, ordertype=order_type,
                                   amount=amount, rate=buy_limit_requested,
                                   time_in_force=time_in_force)
@@ -503,6 +532,7 @@ class FreqtradeBot:
 
         # we assume the order is executed at the price requested
         buy_limit_filled_price = buy_limit_requested
+        amount_requested = amount
 
         if order_status == 'expired' or order_status == 'rejected':
             order_tif = self.strategy.order_time_in_force['buy']
@@ -523,15 +553,15 @@ class FreqtradeBot:
                                order['filled'], order['amount'], order['remaining']
                                )
                 stake_amount = order['cost']
-                amount = order['amount']
-                buy_limit_filled_price = order['price']
+                amount = safe_value_fallback(order, 'filled', 'amount')
+                buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
                 order_id = None
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
             stake_amount = order['cost']
-            amount = order['amount']
-            buy_limit_filled_price = order['price']
+            amount = safe_value_fallback(order, 'filled', 'amount')
+            buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
@@ -539,6 +569,7 @@ class FreqtradeBot:
             pair=pair,
             stake_amount=stake_amount,
             amount=amount,
+            amount_requested=amount_requested,
             fee_open=fee,
             fee_close=fee,
             open_rate=buy_limit_filled_price,
@@ -547,7 +578,7 @@ class FreqtradeBot:
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
+            timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
 
         # Update fees if order is closed
@@ -569,6 +600,7 @@ class FreqtradeBot:
         Sends rpc notification when a buy occured.
         """
         msg = {
+            'trade_id': trade.id,
             'type': RPCMessageType.BUY_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
@@ -592,6 +624,7 @@ class FreqtradeBot:
         current_rate = self.get_buy_rate(trade.pair, False)
 
         msg = {
+            'trade_id': trade.id,
             'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
@@ -629,7 +662,7 @@ class FreqtradeBot:
                     trades_closed += 1
 
             except DependencyException as exception:
-                logger.warning('Unable to sell trade: %s', exception)
+                logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
 
         # Updating wallets if any trade occured
         if trades_closed:
@@ -676,6 +709,8 @@ class FreqtradeBot:
                 raise PricingError from e
         else:
             rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
+        if rate is None:
+            raise PricingError(f"Sell-Rate for {pair} was empty.")
         self._sell_rate_cache[pair] = rate
         return rate
 
@@ -695,16 +730,16 @@ class FreqtradeBot:
 
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            (buy, sell) = self.strategy.get_signal(
-                trade.pair, self.strategy.ticker_interval,
-                self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
+            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                      self.strategy.timeframe)
+
+            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         if config_ask_strategy.get('use_order_book', False):
-            # 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}...')
+            logger.debug(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,
@@ -719,6 +754,9 @@ class FreqtradeBot:
                     raise PricingError from e
                 logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
                              f"{sell_rate:0.8f}")
+                # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
+                # resulting in outdated RPC messages
+                self._sell_rate_cache[trade.pair] = sell_rate
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
@@ -751,7 +789,7 @@ class FreqtradeBot:
             logger.warning('Selling the trade forcefully')
             self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)
 
-        except DependencyException:
+        except ExchangeError:
             trade.stoploss_order_id = None
             logger.exception('Unable to place a stoploss order on exchange.')
         return False
@@ -769,18 +807,18 @@ class FreqtradeBot:
 
         try:
             # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \
-                if trade.stoploss_order_id else None
+            stoploss_order = self.exchange.fetch_stoploss_order(
+                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
         # We check if stoploss order is fulfilled
-        if stoploss_order and stoploss_order['status'] == 'closed':
+        if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             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']))
+                                    timeframe_to_next_date(self.config['timeframe']))
             self._notify_sell(trade, "stoploss")
             return True
 
@@ -791,10 +829,8 @@ class FreqtradeBot:
             return False
 
         # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if (not stoploss_order):
-
+        if not stoploss_order:
             stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
-
             stop_price = trade.open_rate * (1 + stoploss)
 
             if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
@@ -802,7 +838,7 @@ class FreqtradeBot:
                 return False
 
         # If stoploss order is canceled for some reason we add it
-        if stoploss_order and stoploss_order['status'] == 'canceled':
+        if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
             if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
                                           rate=trade.stop_loss):
                 return False
@@ -835,7 +871,7 @@ class FreqtradeBot:
                 logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) '
                             'in order to add another one ...', order['id'])
                 try:
-                    self.exchange.cancel_order(order['id'], trade.pair)
+                    self.exchange.cancel_stoploss_order(order['id'], trade.pair)
                 except InvalidOrderException:
                     logger.exception(f"Could not cancel stoploss order {order['id']} "
                                      f"for pair {trade.pair}")
@@ -886,8 +922,8 @@ class FreqtradeBot:
             try:
                 if not trade.open_order_id:
                     continue
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException, InvalidOrderException):
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
+            except (ExchangeError, InvalidOrderException):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
@@ -919,7 +955,7 @@ class FreqtradeBot:
 
         for trade in Trade.get_open_order_trades():
             try:
-                order = self.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self.exchange.fetch_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
@@ -942,6 +978,12 @@ class FreqtradeBot:
             reason = constants.CANCEL_REASON['TIMEOUT']
             corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
                                                             trade.amount)
+            # Avoid race condition where the order could not be cancelled coz its already filled.
+            # Simply bailing here is the only safe way - as this order will then be
+            # handled in the next iteration.
+            if corder.get('status') not in ('canceled', 'closed'):
+                logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
+                return False
         else:
             # Order was cancelled already, so we can reuse the existing dict
             corder = order
@@ -950,7 +992,7 @@ class FreqtradeBot:
         logger.info('Buy order %s for %s.', reason, trade)
 
         # Using filled to determine the filled amount
-        filled_amount = safe_value_fallback(corder, order, 'filled', 'filled')
+        filled_amount = safe_value_fallback2(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)
@@ -1063,7 +1105,7 @@ class FreqtradeBot:
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
-                self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
+                self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
             except InvalidOrderException:
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 
@@ -1073,12 +1115,20 @@ class FreqtradeBot:
             order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_sell_amount(trade.pair, trade.amount)
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+                time_in_force=time_in_force,
+                sell_reason=sell_reason.value):
+            logger.info(f"User requested abortion of selling {trade.pair}")
+            return False
 
         # Execute sell and update trade record
         order = self.exchange.sell(pair=str(trade.pair),
                                    ordertype=order_type,
                                    amount=amount, rate=limit,
-                                   time_in_force=self.strategy.order_time_in_force['sell']
+                                   time_in_force=time_in_force
                                    )
 
         trade.open_order_id = order['id']
@@ -1090,7 +1140,7 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
 
         self._notify_sell(trade, order_type)
 
@@ -1109,6 +1159,7 @@ class FreqtradeBot:
 
         msg = {
             'type': RPCMessageType.SELL_NOTIFICATION,
+            'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
@@ -1151,6 +1202,7 @@ class FreqtradeBot:
 
         msg = {
             'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+            'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
@@ -1198,14 +1250,15 @@ class FreqtradeBot:
         # Update trade with order values
         logger.info('Found open order for %s', trade)
         try:
-            order = action_order or self.exchange.get_order(order_id, trade.pair)
+            order = action_order or self.exchange.fetch_order(order_id, trade.pair)
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
         # Try update amount (binance-fix)
         try:
             new_amount = self.get_real_amount(trade, order, order_amount)
-            if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+            if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
+                           abs_tol=constants.MATH_CLOSE_PREC):
                 order['amount'] = new_amount
                 order.pop('filled', None)
                 trade.recalc_open_trade_price()
@@ -1251,7 +1304,7 @@ class FreqtradeBot:
         """
         # Init variables
         if order_amount is None:
-            order_amount = order['amount']
+            order_amount = safe_value_fallback(order, 'filled', 'amount')
         # Only run for closed orders
         if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
             return order_amount

freqtrade/loggers.py

@@ -11,7 +11,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def _set_loggers(verbosity: int = 0) -> None:
+def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
     """
     Set the logging level for third party libraries
     :return: None
@@ -28,6 +28,10 @@ def _set_loggers(verbosity: int = 0) -> None:
     )
     logging.getLogger('telegram').setLevel(logging.INFO)
 
+    logging.getLogger('werkzeug').setLevel(
+        logging.ERROR if api_verbosity == 'error' else logging.INFO
+    )
+
 
 def setup_logging(config: Dict[str, Any]) -> None:
     """
@@ -77,5 +81,5 @@ def setup_logging(config: Dict[str, Any]) -> None:
         format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
         handlers=log_handlers
     )
-    _set_loggers(verbosity)
+    _set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info'))
     logger.info('Verbosity set to %s', verbosity)

freqtrade/misc.py

@@ -134,7 +134,21 @@ def round_dict(d, n):
     return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
 
 
-def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
+def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
+    """
+    Search a value in obj, return this if it's not None.
+    Then search key2 in obj - return that if it's not none - then use default_value.
+    Else falls back to None.
+    """
+    if key1 in obj and obj[key1] is not None:
+        return obj[key1]
+    else:
+        if key2 in obj and obj[key2] is not None:
+            return obj[key2]
+    return default_value
+
+
+def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
     """
     Search a value in dict1, return this if it's not None.
     Fall back to dict2 - return key2 from dict2 if it's not None.

freqtrade/optimize/backtesting.py

@@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
-from freqtrade.optimize.optimize_reports import (show_backtest_results,
+from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
+                                                 show_backtest_results,
                                                  store_backtest_result)
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
@@ -64,20 +65,6 @@ 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.pairlists.whitelist[0])
-
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
             IStrategy.dp = self.dataprovider
@@ -94,12 +81,31 @@ class Backtesting:
             self.strategylist.append(StrategyResolver.load_strategy(self.config))
             validate_config_consistency(self.config)
 
-        if "ticker_interval" not in self.config:
+        if "timeframe" not in self.config:
             raise OperationalException("Timeframe (ticker interval) needs to be set in either "
-                                       "configuration or as cli argument `--ticker-interval 5m`")
-        self.timeframe = str(self.config.get('ticker_interval'))
+                                       "configuration or as cli argument `--timeframe 5m`")
+        self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
+            raise OperationalException(
+                "PrecisionFilter not allowed for backtesting multiple strategies."
+            )
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
+        if config.get('fee', None) is not None:
+            self.fee = config['fee']
+        else:
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
+
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
         # Load one (first) strategy
@@ -411,4 +417,5 @@ class Backtesting:
         if self.config.get('export', False):
             store_backtest_result(self.config['exportfilename'], all_results)
         # Show backtest results
-        show_backtest_results(self.config, data, all_results)
+        stats = generate_backtest_stats(self.config, data, all_results)
+        show_backtest_results(self.config, stats)

freqtrade/optimize/default_hyperopt_loss.py

@@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results.profit_percent.sum()
-        trade_duration = results.trade_duration.mean()
+        total_profit = results['profit_percent'].sum()
+        trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
         profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

freqtrade/optimize/hyperopt.py

@@ -12,7 +12,7 @@ from math import ceil
 from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
-from pprint import pprint
+from pprint import pformat
 from typing import Any, Dict, List, Optional
 
 import rapidjson
@@ -230,6 +230,9 @@ class Hyperopt:
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(space_params)
             elif space == 'roi':
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
+
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
                 # OrderedDict is used to keep the numeric order of the items
@@ -244,11 +247,24 @@ class Hyperopt:
     def _params_pretty_print(params, space: str, header: str) -> None:
         if space in params:
             space_params = Hyperopt._space_params(params, space, 5)
+            params_result = f"\n# {header}\n"
             if space == 'stoploss':
-                print(header, space_params.get('stoploss'))
+                params_result += f"stoploss = {space_params.get('stoploss')}"
+            elif space == 'roi':
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
+                minimal_roi_result = rapidjson.dumps(
+                    OrderedDict(
+                        (str(k), v) for k, v in space_params.items()
+                    ),
+                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
+                params_result += f"minimal_roi = {minimal_roi_result}"
             else:
-                print(header)
-                pprint(space_params, indent=4)
+                params_result += f"{space}_params = {pformat(space_params, indent=4)}"
+                params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
+
+            params_result = params_result.replace("\n", "\n    ")
+            print(params_result)
 
     @staticmethod
     def _space_params(params, space: str, r: int = None) -> Dict:

freqtrade/optimize/hyperopt_interface.py

@@ -31,13 +31,15 @@ class IHyperOpt(ABC):
     Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
     """
-    ticker_interval: str
+    ticker_interval: str  # DEPRECATED
+    timeframe: str
 
     def __init__(self, config: dict) -> None:
         self.config = config
 
         # Assign ticker_interval to be used in hyperopt
-        IHyperOpt.ticker_interval = str(config['ticker_interval'])
+        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
+        IHyperOpt.timeframe = str(config['timeframe'])
 
     @staticmethod
     def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -218,9 +220,10 @@ class IHyperOpt(ABC):
     # Why do I still need such shamanic mantras in modern python?
     def __getstate__(self):
         state = self.__dict__.copy()
-        state['ticker_interval'] = self.ticker_interval
+        state['timeframe'] = self.timeframe
         return state
 
     def __setstate__(self, state):
         self.__dict__.update(state)
-        IHyperOpt.ticker_interval = state['ticker_interval']
+        IHyperOpt.ticker_interval = state['timeframe']
+        IHyperOpt.timeframe = state['timeframe']

freqtrade/optimize/hyperopt_loss_interface.py

@@ -14,7 +14,7 @@ class IHyperOptLoss(ABC):
     Interface for freqtrade hyperopt Loss functions.
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
-    ticker_interval: str
+    timeframe: str
 
     @staticmethod
     @abstractmethod

freqtrade/optimize/hyperopt_loss_onlyprofit.py

@@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results.profit_percent.sum()
+        total_profit = results['profit_percent'].sum()
         return 1 - total_profit / EXPECTED_MAX_PROFIT

freqtrade/optimize/optimize_reports.py

@@ -18,10 +18,7 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
     :param all_results: Dict of Dataframes, one results dataframe per strategy
     """
     for strategy, results in all_results.items():
-        records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
-                    t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
-                    t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
-                   for index, t in results.iterrows()]
+        records = backtest_result_to_list(results)
 
         if records:
             filename = recordfilename
@@ -34,6 +31,18 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
             file_dump_json(filename, records)
 
 
+def backtest_result_to_list(results: DataFrame) -> List[List]:
+    """
+    Converts a list of Backtest-results to list
+    :param results: Dataframe containing results for one strategy
+    :return: List of Lists containing the trades
+    """
+    return [[t.pair, t.profit_percent, t.open_time.timestamp(),
+             t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
+             t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
+            for index, t in results.iterrows()]
+
+
 def _get_line_floatfmt() -> List[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())
@@ -56,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
     """
     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,
+        'trades': len(result),
+        '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()))
+                            minutes=round(result['trade_duration'].mean()))
                             ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
-        #                     minutes=round(result.trade_duration.max()))
+        #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
         # 'duration_min': str(timedelta(
-        #                     minutes=round(result.trade_duration.min()))
+        #                     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]),
+        'wins': len(result[result['profit_abs'] > 0]),
+        'draws': len(result[result['profit_abs'] == 0]),
+        'losses': len(result[result['profit_abs'] < 0]),
     }
 
 
@@ -93,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     tabular_data = []
 
     for pair in data:
-        result = results[results.pair == pair]
-        if skip_nan and result.profit_abs.isnull().all():
+        result = results[results['pair'] == pair]
+        if skip_nan and result['profit_abs'].isnull().all():
             continue
 
         tabular_data.append(_generate_result_line(result, max_open_trades, pair))
@@ -104,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     return tabular_data
 
 
-def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
-    """
-    Generates and returns a text table for the given backtest data and the results dataframe
-    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
-    :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
-    """
-
-    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(output, headers=headers,
-                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
-
-
 def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
@@ -157,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     return tabular_data
 
 
-def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
-                                    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]:
     """
@@ -200,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
     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
-    :param max_open_trades: Maximum allowed open trades used for backtest
-    :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)
-
-    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 strategy_results]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    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', 'd')
@@ -246,12 +189,20 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
-                          all_results: Dict[str, DataFrame]):
+def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
+                            all_results: Dict[str, DataFrame]) -> Dict[str, Any]:
+    """
+    :param config: Configuration object used for backtest
+    :param btdata: Backtest data
+    :param all_results: backtest result - dictionary with { Strategy: results}.
+    :return:
+    Dictionary containing results per strategy and a stratgy summary.
+    """
     stake_currency = config['stake_currency']
     max_open_trades = config['max_open_trades']
-
+    result: Dict[str, Any] = {'strategy': {}}
     for strategy, results in all_results.items():
+
         pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
                                              max_open_trades=max_open_trades,
                                              results=results, skip_nan=False)
@@ -261,21 +212,111 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
                                                   max_open_trades=max_open_trades,
                                                   results=results.loc[results['open_at_end']],
                                                   skip_nan=True)
+        strat_stats = {
+            'trades': backtest_result_to_list(results),
+            'results_per_pair': pair_results,
+            'sell_reason_summary': sell_reason_stats,
+            'left_open_trades': left_open_results,
+            }
+        result['strategy'][strategy] = strat_stats
+
+    strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
+                                                 max_open_trades=max_open_trades,
+                                                 all_results=all_results)
+
+    result['strategy_comparison'] = strategy_results
+
+    return result
+
+
+###
+# Start output section
+###
+
+def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generates and returns a text table for the given backtest data and the results dataframe
+    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
+    :param stake_currency: stake-currency - used to correctly name headers
+    :return: pretty printed table with tabulate as string
+    """
+
+    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(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
+def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], 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 text_table_strategy(strategy_results, stake_currency: str) -> str:
+    """
+    Generate summary table 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: pretty printed table with tabulate as string
+    """
+    floatfmt = _get_line_floatfmt()
+    headers = _get_line_header('Strategy', stake_currency)
+
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in strategy_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
+def show_backtest_results(config: Dict, backtest_stats: Dict):
+    stake_currency = config['stake_currency']
+
+    for strategy, results in backtest_stats['strategy'].items():
+
         # Print results
         print(f"Result for strategy {strategy}")
-        table = generate_text_table(pair_results, stake_currency=stake_currency)
+        table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
-                                                stake_currency=stake_currency,
-                                                )
+        table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
+                                       stake_currency=stake_currency)
         if isinstance(table, str):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table(left_open_results, stake_currency=stake_currency)
+        table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
@@ -283,13 +324,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
             print('=' * len(table.splitlines()[0]))
         print()
 
-    if len(all_results) > 1:
+    if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
-        strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
-                                                     max_open_trades=max_open_trades,
-                                                     all_results=all_results)
 
-        table = generate_text_table_strategy(strategy_results, stake_currency)
+        table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

freqtrade/pairlist/AgeFilter.py

@@ -0,0 +1,84 @@
+"""
+Minimum age (days listed) pair list filter
+"""
+import logging
+import arrow
+from typing import Any, Dict
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import plural
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class AgeFilter(IPairList):
+
+    # Checked symbols cache (dictionary of ticker symbol => timestamp)
+    _symbolsChecked: Dict[str, int] = {}
+
+    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._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+
+        if self._min_days_listed < 1:
+            raise OperationalException("AgeFilter requires min_days_listed must be >= 1")
+        if self._min_days_listed > exchange.ohlcv_candle_limit:
+            raise OperationalException("AgeFilter requires min_days_listed must not exceed "
+                                       "exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit})")
+        self._enabled = self._min_days_listed >= 1
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with age less than "
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+
+    def _validate_pair(self, ticker: dict) -> bool:
+        """
+        Validate age for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+
+        # Check symbol in cache
+        if ticker['symbol'] in self._symbolsChecked:
+            return True
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._min_days_listed)
+                       .float_timestamp) * 1000
+
+        daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'],
+                                                          timeframe='1d',
+                                                          since_ms=since_ms)
+
+        if daily_candles is not None:
+            if len(daily_candles) > self._min_days_listed:
+                # We have fetched at least the minimum required number of daily candles
+                # Add to cache, store the time we last checked this symbol
+                self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000
+                return True
+            else:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because age {len(daily_candles)} is less than "
+                                                 f"{self._min_days_listed} "
+                                                 f"{plural(self._min_days_listed, 'day')}")
+                return False
+        return False

freqtrade/pairlist/IPairList.py

@@ -68,7 +68,7 @@ class IPairList(ABC):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
 
@@ -150,6 +150,9 @@ class IPairList(ABC):
         black_listed
         """
         markets = self._exchange.markets
+        if not markets:
+            raise OperationalException(
+                    'Markets not loaded. Make sure that exchange is initialized correctly.')
 
         sanitized_whitelist: List[str] = []
         for pair in pairlist:

freqtrade/pairlist/PrecisionFilter.py

@@ -5,7 +5,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade.pairlist.IPairList import IPairList
-
+from freqtrade.exceptions import OperationalException
 
 logger = logging.getLogger(__name__)
 
@@ -17,6 +17,10 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        if 'stoploss' not in self._config:
+            raise OperationalException(
+                'PrecisionFilter can only work with stoploss defined. Please add the '
+                'stoploss key to your configuration (overwrites eventual strategy settings).')
         self._stoploss = self._config['stoploss']
         self._enabled = self._stoploss != 0
 
@@ -27,7 +31,7 @@ class PrecisionFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/PriceFilter.py

@@ -18,13 +18,17 @@ 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
+        self._min_price = pairlistconfig.get('min_price', 0)
+        self._max_price = pairlistconfig.get('max_price', 0)
+        self._enabled = ((self._low_price_ratio != 0) or
+                         (self._min_price != 0) or
+                         (self._max_price != 0))
 
     @property
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True
@@ -33,7 +37,18 @@ class PriceFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
+        active_price_filters = []
+        if self._low_price_ratio != 0:
+            active_price_filters.append(f"below {self._low_price_ratio * 100}%")
+        if self._min_price != 0:
+            active_price_filters.append(f"below {self._min_price:.8f}")
+        if self._max_price != 0:
+            active_price_filters.append(f"above {self._max_price:.8f}")
+
+        if len(active_price_filters):
+            return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
+
+        return f"{self.name} - No price filters configured."
 
     def _validate_pair(self, ticker) -> bool:
         """
@@ -41,15 +56,33 @@ class PriceFilter(IPairList):
         :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:
+        if ticker['last'] is None or ticker['last'] == 0:
             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 = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
-        changeperc = compare / 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
+
+        # Perform low_price_ratio check.
+        if self._low_price_ratio != 0:
+            compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+            changeperc = compare / 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
+
+        # Perform min_price check.
+        if self._min_price != 0:
+            if ticker['last'] < self._min_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price < {self._min_price:.8f}")
+                return False
+
+        # Perform max_price check.
+        if self._max_price != 0:
+            if ticker['last'] > self._max_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price > {self._max_price:.8f}")
+                return False
+
         return True

freqtrade/pairlist/ShuffleFilter.py

@@ -25,7 +25,7 @@ class ShuffleFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False

freqtrade/pairlist/SpreadFilter.py

@@ -24,7 +24,7 @@ class SpreadFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/StaticPairList.py

@@ -28,7 +28,7 @@ class StaticPairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False

freqtrade/pairlist/VolumePairList.py

@@ -54,7 +54,7 @@ class VolumePairList(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return True

freqtrade/pairlist/pairlistmanager.py

@@ -131,6 +131,6 @@ class PairListManager():
 
     def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
         """
-        Create list of pair tuples with (pair, ticker_interval)
+        Create list of pair tuples with (pair, timeframe)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
+        return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

freqtrade/persistence.py

@@ -17,6 +17,7 @@ from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
+from freqtrade.misc import safe_value_fallback
 
 logger = logging.getLogger(__name__)
 
@@ -86,7 +87,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'sell_order_status'):
+    if not has_column(cols, 'amount_requested'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -107,13 +108,19 @@ def check_migrate(engine) -> None:
         min_rate = get_column_def(cols, 'min_rate', 'null')
         sell_reason = get_column_def(cols, 'sell_reason', 'null')
         strategy = get_column_def(cols, 'strategy', 'null')
-        ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
+        # If ticker-interval existed use that, else null.
+        if has_column(cols, 'ticker_interval'):
+            timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
+        else:
+            timeframe = get_column_def(cols, 'timeframe', 'null')
+
         open_trade_price = get_column_def(cols, 'open_trade_price',
                                           f'amount * open_rate * (1 + {fee_open})')
         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')
+        amount_requested = get_column_def(cols, 'amount_requested', 'amount')
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -129,11 +136,11 @@ def check_migrate(engine) -> None:
                 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,
+                stake_amount, amount, amount_requested, 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, sell_order_status, strategy,
-                ticker_interval, open_trade_price, close_profit_abs
+                timeframe, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
                 case
@@ -148,14 +155,14 @@ def check_migrate(engine) -> None:
                 {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,
+                stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id,
                 {stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
                 {initial_stop_loss} initial_stop_loss,
                 {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,
+                {strategy} strategy, {timeframe} timeframe,
                 {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
              """)
@@ -210,6 +217,7 @@ class Trade(_DECL_BASE):
     close_profit_abs = Column(Float)
     stake_amount = Column(Float, nullable=False)
     amount = Column(Float)
+    amount_requested = Column(Float)
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
     open_order_id = Column(String)
@@ -232,7 +240,7 @@ class Trade(_DECL_BASE):
     sell_reason = Column(String, nullable=True)
     sell_order_status = Column(String, nullable=True)
     strategy = Column(String, nullable=True)
-    ticker_interval = Column(Integer, nullable=True)
+    timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
@@ -249,39 +257,58 @@ class Trade(_DECL_BASE):
             'trade_id': self.id,
             'pair': self.pair,
             'is_open': self.is_open,
+            'exchange': self.exchange,
+            'amount': round(self.amount, 8),
+            'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
+            'stake_amount': round(self.stake_amount, 8),
+            'strategy': self.strategy,
+            'ticker_interval': self.timeframe,  # DEPRECATED
+            'timeframe': self.timeframe,
+
             '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),
+            'open_rate': self.open_rate,
+            'open_rate_requested': self.open_rate_requested,
+            'open_trade_price': round(self.open_trade_price, 8),
+
             '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,
             'close_rate': self.close_rate,
             'close_rate_requested': self.close_rate_requested,
-            'amount': round(self.amount, 8),
-            'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
+            'close_profit_abs': self.close_profit_abs,
+
             'sell_reason': self.sell_reason,
             'sell_order_status': self.sell_order_status,
-            'stop_loss': self.stop_loss,
+            'stop_loss': self.stop_loss,  # Deprecated - should not be used
+            'stop_loss_abs': self.stop_loss,
+            'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
-            'initial_stop_loss': self.initial_stop_loss,
+            'stoploss_order_id': self.stoploss_order_id,
+            'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
+                                     if self.stoploss_last_update else None),
+            'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
+                                               if self.stoploss_last_update else None),
+            'initial_stop_loss': self.initial_stop_loss,  # Deprecated - should not be used
+            'initial_stop_loss_abs': self.initial_stop_loss,
+            'initial_stop_loss_ratio': (self.initial_stop_loss_pct
+                                        if self.initial_stop_loss_pct else None),
             'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
                                       if self.initial_stop_loss_pct else None),
             'min_rate': self.min_rate,
             'max_rate': self.max_rate,
-            'strategy': self.strategy,
-            'ticker_interval': self.ticker_interval,
+
             'open_order_id': self.open_order_id,
         }
 
@@ -337,27 +364,27 @@ class Trade(_DECL_BASE):
     def update(self, order: Dict) -> None:
         """
         Updates this entity with amount and actual open/close rates.
-        :param order: order retrieved by exchange.get_order()
+        :param order: order retrieved by exchange.fetch_order()
         :return: None
         """
         order_type = order['type']
         # Ignore open and cancelled orders
-        if order['status'] == 'open' or order['price'] is None:
+        if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
             return
 
         logger.info('Updating trade (id=%s) ...', self.id)
 
         if order_type in ('market', 'limit') and order['side'] == 'buy':
             # Update open rate and actual amount
-            self.open_rate = Decimal(order['price'])
-            self.amount = Decimal(order.get('filled', order['amount']))
+            self.open_rate = Decimal(safe_value_fallback(order, 'average', 'price'))
+            self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount'))
             self.recalc_open_trade_price()
             logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
             self.open_order_id = None
         elif order_type in ('market', 'limit') and order['side'] == 'sell':
-            self.close(order['price'])
+            self.close(safe_value_fallback(order, 'average', 'price'))
             logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
-        elif order_type in ('stop_loss_limit', 'stop-loss'):
+        elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
             logger.info('%s is hit for %s.', order_type.upper(), self)
@@ -546,6 +573,7 @@ class Trade(_DECL_BASE):
     def get_best_pair():
         """
         Get best pair with closed trade.
+        :returns: Tuple containing (pair, profit_sum)
         """
         best_pair = Trade.session.query(
             Trade.pair, func.sum(Trade.close_profit).label('profit_sum')

freqtrade/plot/plotting.py

@@ -10,11 +10,13 @@ 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.data.dataprovider import DataProvider
 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
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
@@ -45,7 +47,7 @@ def init_plotscript(config):
     data = load_data(
         datadir=config.get("datadir"),
         pairs=pairs,
-        timeframe=config.get('ticker_interval', '5m'),
+        timeframe=config.get('timeframe', '5m'),
         timerange=timerange,
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
@@ -162,7 +164,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
-        trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
+        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
                                                   f"{row['sell_reason']}, {row['duration']} min",
                                                   axis=1)
         trade_buys = go.Scatter(
@@ -181,9 +183,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
 
         trade_sells = go.Scatter(
-            x=trades.loc[trades['profitperc'] > 0, "close_time"],
-            y=trades.loc[trades['profitperc'] > 0, "close_rate"],
-            text=trades.loc[trades['profitperc'] > 0, "desc"],
+            x=trades.loc[trades['profit_percent'] > 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] > 0, "desc"],
             mode='markers',
             name='Sell - Profit',
             marker=dict(
@@ -194,9 +196,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
             )
         )
         trade_sells_loss = go.Scatter(
-            x=trades.loc[trades['profitperc'] <= 0, "close_time"],
-            y=trades.loc[trades['profitperc'] <= 0, "close_rate"],
-            text=trades.loc[trades['profitperc'] <= 0, "desc"],
+            x=trades.loc[trades['profit_percent'] <= 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] <= 0, "desc"],
             mode='markers',
             name='Sell - Loss',
             marker=dict(
@@ -467,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
     """
     strategy = StrategyResolver.load_strategy(config)
 
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
+    IStrategy.dp = DataProvider(config, exchange)
     plot_elements = init_plotscript(config)
     trades = plot_elements['trades']
     pair_counter = 0
@@ -487,7 +491,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
             plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
         )
 
-        store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
+        store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
                         directory=config['user_data_dir'] / "plot")
 
     logger.info('End of plotting process. %s plots generated', pair_counter)
@@ -515,6 +519,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
-                                trades, config.get('ticker_interval', '5m'))
+                                trades, config.get('timeframe', '5m'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / "plot", auto_open=True)

freqtrade/resolvers/hyperopt_resolver.py

@@ -42,14 +42,14 @@ class HyperOptResolver(IResolver):
                                                 extra_dir=config.get('hyperopt_path'))
 
         if not hasattr(hyperopt, 'populate_indicators'):
-            logger.warning("Hyperopt class does not provide populate_indicators() method. "
-                           "Using populate_indicators from the strategy.")
+            logger.info("Hyperopt class does not provide populate_indicators() method. "
+                        "Using populate_indicators from the strategy.")
         if not hasattr(hyperopt, 'populate_buy_trend'):
-            logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
-                           "Using populate_buy_trend from the strategy.")
+            logger.info("Hyperopt class does not provide populate_buy_trend() method. "
+                        "Using populate_buy_trend from the strategy.")
         if not hasattr(hyperopt, 'populate_sell_trend'):
-            logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
-                           "Using populate_sell_trend from the strategy.")
+            logger.info("Hyperopt class does not provide populate_sell_trend() method. "
+                        "Using populate_sell_trend from the strategy.")
         return hyperopt
 
 
@@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
                                                         config, kwargs={},
                                                         extra_dir=config.get('hyperopt_path'))
 
-        # Assign ticker_interval to be used in hyperopt
-        hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
+        # Assign timeframe to be used in hyperopt
+        hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
+        hyperoptloss.__class__.timeframe = str(config['timeframe'])
 
         if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(

freqtrade/resolvers/strategy_resolver.py

@@ -50,39 +50,51 @@ class StrategyResolver(IResolver):
         if 'ask_strategy' not in config:
             config['ask_strategy'] = {}
 
+        if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
+            # Assign ticker_interval to timeframe to keep compatibility
+            if 'timeframe' not in config:
+                logger.warning(
+                    "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
+                    )
+                strategy.timeframe = strategy.ticker_interval
+
         # Set attributes
         # Check if we need to override configuration
-        #             (Attribute name,                    default,     ask_strategy)
-        attributes = [("minimal_roi",                     {"0": 10.0}, False),
-                      ("ticker_interval",                 None,        False),
-                      ("stoploss",                        None,        False),
-                      ("trailing_stop",                   None,        False),
-                      ("trailing_stop_positive",          None,        False),
-                      ("trailing_stop_positive_offset",   0.0,         False),
-                      ("trailing_only_offset_is_reached", None,        False),
-                      ("process_only_new_candles",        None,        False),
-                      ("order_types",                     None,        False),
-                      ("order_time_in_force",             None,        False),
-                      ("stake_currency",                  None,        False),
-                      ("stake_amount",                    None,        False),
-                      ("startup_candle_count",            None,        False),
-                      ("unfilledtimeout",                 None,        False),
-                      ("use_sell_signal",                 True,        True),
-                      ("sell_profit_only",                False,       True),
-                      ("ignore_roi_if_buy_signal",        False,       True),
+        #             (Attribute name,                    default,     subkey)
+        attributes = [("minimal_roi",                     {"0": 10.0}, None),
+                      ("timeframe",                       None,        None),
+                      ("stoploss",                        None,        None),
+                      ("trailing_stop",                   None,        None),
+                      ("trailing_stop_positive",          None,        None),
+                      ("trailing_stop_positive_offset",   0.0,         None),
+                      ("trailing_only_offset_is_reached", None,        None),
+                      ("process_only_new_candles",        None,        None),
+                      ("order_types",                     None,        None),
+                      ("order_time_in_force",             None,        None),
+                      ("stake_currency",                  None,        None),
+                      ("stake_amount",                    None,        None),
+                      ("startup_candle_count",            None,        None),
+                      ("unfilledtimeout",                 None,        None),
+                      ("use_sell_signal",                 True,        'ask_strategy'),
+                      ("sell_profit_only",                False,       'ask_strategy'),
+                      ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
+                      ("disable_dataframe_checks",        False,       None),
                       ]
-        for attribute, default, ask_strategy in attributes:
-            if ask_strategy:
-                StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
+        for attribute, default, subkey in attributes:
+            if subkey:
+                StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
                                                             attribute, default)
             else:
                 StrategyResolver._override_attribute_helper(strategy, config,
                                                             attribute, default)
 
+        # Assign deprecated variable - to not break users code relying on this.
+        strategy.ticker_interval = strategy.timeframe
+
         # Loop this list again to have output combined
-        for attribute, _, exp in attributes:
-            if exp and attribute in config['ask_strategy']:
-                logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
+        for attribute, _, subkey in attributes:
+            if subkey and attribute in config[subkey]:
+                logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
             elif attribute in config:
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 

freqtrade/rpc/api_server.py

@@ -17,6 +17,7 @@ from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
 from freqtrade.rpc.rpc import RPC, RPCException
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 
 logger = logging.getLogger(__name__)
 
@@ -55,7 +56,7 @@ def require_login(func: Callable[[Any, Any], Any]):
 
 
 # Type should really be Callable[[ApiServer], Any], but that will create a circular dependency
-def rpc_catch_errors(func: Callable[[Any], Any]):
+def rpc_catch_errors(func: Callable[..., Any]):
 
     def func_wrapper(obj, *args, **kwargs):
 
@@ -90,7 +91,9 @@ class ApiServer(RPC):
         self._config = freqtrade.config
         self.app = Flask(__name__)
         self._cors = CORS(self.app,
-                          resources={r"/api/*": {"supports_credentials": True, }}
+                          resources={r"/api/*": {
+                              "supports_credentials": True,
+                              "origins": self._config['api_server'].get('CORS_origins', [])}}
                           )
 
         # Setup the Flask-JWT-Extended extension
@@ -103,6 +106,9 @@ class ApiServer(RPC):
         # Register application handling
         self.register_rest_rpc_urls()
 
+        if self._config.get('fiat_display_currency', None):
+            self._fiat_converter = CryptoToFiatConverter()
+
         thread = threading.Thread(target=self.run, daemon=True)
         thread.start()
 
@@ -172,8 +178,8 @@ class ApiServer(RPC):
         self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
         self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
                               view_func=self._stopbuy, methods=['POST'])
-        self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf',
-                              view_func=self._reload_conf, methods=['POST'])
+        self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config',
+                              view_func=self._reload_config, methods=['POST'])
         # Info commands
         self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
                               view_func=self._balance, methods=['GET'])
@@ -194,6 +200,8 @@ class ApiServer(RPC):
                               view_func=self._ping, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/trades', 'trades',
                               view_func=self._trades, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/trades/<int:tradeid>', 'trades_delete',
+                              view_func=self._trades_delete, methods=['DELETE'])
         # Combined actions and infos
         self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
                               methods=['GET', 'POST'])
@@ -304,12 +312,12 @@ class ApiServer(RPC):
 
     @require_login
     @rpc_catch_errors
-    def _reload_conf(self):
+    def _reload_config(self):
         """
-        Handler for /reload_conf.
+        Handler for /reload_config.
         Triggers a config file reload
         """
-        msg = self._rpc_reload_conf()
+        msg = self._rpc_reload_config()
         return self.rest_dump(msg)
 
     @require_login
@@ -360,7 +368,6 @@ class ApiServer(RPC):
         Returns a cumulative profit statistics
         :return: stats
         """
-        logger.info("LocalRPC - Profit Command Called")
 
         stats = self._rpc_trade_statistics(self._config['stake_currency'],
                                            self._config.get('fiat_display_currency')
@@ -377,8 +384,6 @@ class ApiServer(RPC):
         Returns a cumulative performance statistics
         :return: stats
         """
-        logger.info("LocalRPC - performance Command Called")
-
         stats = self._rpc_performance()
 
         return self.rest_dump(stats)
@@ -421,6 +426,19 @@ class ApiServer(RPC):
         results = self._rpc_trade_history(limit)
         return self.rest_dump(results)
 
+    @require_login
+    @rpc_catch_errors
+    def _trades_delete(self, tradeid):
+        """
+        Handler for DELETE /trades/<tradeid> endpoint.
+        Removes the trade from the database (tries to cancel open orders first!)
+        get:
+          param:
+            tradeid: Numeric trade-id assigned to the trade.
+        """
+        result = self._rpc_delete(tradeid)
+        return self.rest_dump(result)
+
     @require_login
     @rpc_catch_errors
     def _whitelist(self):

freqtrade/rpc/rpc.py

@@ -6,12 +6,14 @@ from abc import abstractmethod
 from datetime import date, datetime, timedelta
 from enum import Enum
 from math import isnan
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
 from numpy import NAN, mean
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import (ExchangeError, InvalidOrderException,
+                                  PricingError)
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -101,10 +103,15 @@ class RPC:
             'trailing_stop_positive': config.get('trailing_stop_positive'),
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
-            'ticker_interval': config['ticker_interval'],
+            'ticker_interval': config['timeframe'],  # DEPRECATED
+            'timeframe': config['timeframe'],
+            'timeframe_ms': timeframe_to_msecs(config['timeframe']),
+            'timeframe_min': timeframe_to_minutes(config['timeframe']),
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),
+            'ask_strategy': config.get('ask_strategy', {}),
+            'bid_strategy': config.get('bid_strategy', {}),
             'state': str(self._freqtrade.state)
         }
         return val
@@ -123,13 +130,21 @@ class RPC:
             for trade in trades:
                 order = None
                 if trade.open_order_id:
-                    order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                    order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (ExchangeError, PricingError):
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
+                current_profit_abs = trade.calc_profit(current_rate)
+                # Calculate guaranteed profit (in case of trailing stop)
+                stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
+                stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
+                # calculate distance to stoploss
+                stoploss_current_dist = trade.stop_loss - current_rate
+                stoploss_current_dist_ratio = stoploss_current_dist / current_rate
+
                 fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
                                     if trade.close_profit is not None else None)
                 trade_dict = trade.to_json()
@@ -140,6 +155,11 @@ class RPC:
                     current_rate=current_rate,
                     current_profit=current_profit,
                     current_profit_pct=round(current_profit * 100, 2),
+                    current_profit_abs=current_profit_abs,
+                    stoploss_current_dist=stoploss_current_dist,
+                    stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
+                    stoploss_entry_dist=stoploss_entry_dist,
+                    stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
                     open_order='({} {} rem={:.8f})'.format(
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
@@ -158,7 +178,7 @@ class RPC:
                 # calculate profit and send message to user
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
@@ -232,9 +252,10 @@ class RPC:
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
         if limit > 0:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+                Trade.id.desc()).limit(limit)
         else:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).all()
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
 
         output = [trade.to_json() for trade in trades]
 
@@ -253,6 +274,8 @@ class RPC:
         profit_closed_coin = []
         profit_closed_ratio = []
         durations = []
+        winning_trades = 0
+        losing_trades = 0
 
         for trade in trades:
             current_rate: float = 0.0
@@ -266,11 +289,15 @@ class RPC:
                 profit_ratio = trade.close_profit
                 profit_closed_coin.append(trade.close_profit_abs)
                 profit_closed_ratio.append(profit_ratio)
+                if trade.close_profit >= 0:
+                    winning_trades += 1
+                else:
+                    losing_trades += 1
             else:
                 # Get current rate
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except DependencyException:
+                except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
 
@@ -281,15 +308,11 @@ class RPC:
 
         best_pair = Trade.get_best_pair()
 
-        if not best_pair:
-            raise RPCException('no closed trade')
-
-        bp_pair, bp_rate = best_pair
-
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
-                                 else 0.0)
+        profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0
+        profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
+
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
             stake_currency,
@@ -297,29 +320,43 @@ class RPC:
         ) if self._fiat_converter else 0
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
-        profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
+        profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0
+        profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
             fiat_display_currency
         ) if self._fiat_converter else 0
 
+        first_date = trades[0].open_date if trades else None
+        last_date = trades[-1].open_date if trades else None
         num = float(len(durations) or 1)
         return {
             'profit_closed_coin': profit_closed_coin_sum,
-            'profit_closed_percent': profit_closed_percent,
+            'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2),  # DEPRECATED
+            'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
+            'profit_closed_ratio_mean': profit_closed_ratio_mean,
+            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
+            'profit_closed_ratio_sum': profit_closed_ratio_sum,
             'profit_closed_fiat': profit_closed_fiat,
             'profit_all_coin': profit_all_coin_sum,
-            'profit_all_percent': profit_all_percent,
+            'profit_all_percent': round(profit_all_ratio_mean * 100, 2),  # DEPRECATED
+            'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
+            'profit_all_ratio_mean': profit_all_ratio_mean,
+            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
+            'profit_all_ratio_sum': profit_all_ratio_sum,
             '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),
+            'closed_trade_count': len([t for t in trades if not t.is_open]),
+            'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
+            'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
+            'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
+            'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
             'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
-            'best_pair': bp_pair,
-            'best_rate': round(bp_rate * 100, 2),
+            'best_pair': best_pair[0] if best_pair else '',
+            'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
+            'winning_trades': winning_trades,
+            'losing_trades': losing_trades,
         }
 
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
@@ -328,7 +365,7 @@ class RPC:
         total = 0.0
         try:
             tickers = self._freqtrade.exchange.get_tickers()
-        except (TemporaryError, DependencyException):
+        except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
@@ -349,7 +386,7 @@ class RPC:
                         if pair.startswith(stake_currency):
                             rate = 1.0 / rate
                         est_stake = rate * balance.total
-                except (TemporaryError, DependencyException):
+                except (ExchangeError):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
             total = total + (est_stake or 0)
@@ -395,9 +432,9 @@ class RPC:
 
         return {'status': 'already stopped'}
 
-    def _rpc_reload_conf(self) -> Dict[str, str]:
-        """ Handler for reload_conf. """
-        self._freqtrade.state = State.RELOAD_CONF
+    def _rpc_reload_config(self) -> Dict[str, str]:
+        """ Handler for reload_config. """
+        self._freqtrade.state = State.RELOAD_CONFIG
         return {'status': 'reloading config ...'}
 
     def _rpc_stopbuy(self) -> Dict[str, str]:
@@ -408,7 +445,7 @@ class RPC:
             # Set 'max_open_trades' to 0
             self._freqtrade.config['max_open_trades'] = 0
 
-        return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
+        return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
 
     def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
         """
@@ -418,7 +455,7 @@ class RPC:
         def _exec_forcesell(trade: Trade) -> None:
             # Check if there is there is an open order
             if trade.open_order_id:
-                order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
+                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
 
                 # Cancel open LIMIT_BUY orders and close trade
                 if order and order['status'] == 'open' \
@@ -487,7 +524,7 @@ class RPC:
         # check if valid pair
 
         # check if pair already has an open pair
-        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+        trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
         if trade:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
@@ -496,11 +533,51 @@ class RPC:
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price):
-            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
+            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
         else:
             return None
 
+    def _rpc_delete(self, trade_id: str) -> Dict[str, Union[str, int]]:
+        """
+        Handler for delete <id>.
+        Delete the given trade and close eventually existing open orders.
+        """
+        with self._freqtrade._sell_lock:
+            c_count = 0
+            trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
+            if not trade:
+                logger.warning('delete trade: Invalid argument received')
+                raise RPCException('invalid argument')
+
+            # Try cancelling regular order if that exists
+            if trade.open_order_id:
+                try:
+                    self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            # cancel stoploss on exchange ...
+            if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
+                    and trade.stoploss_order_id):
+                try:
+                    self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
+                                                                   trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            Trade.session.delete(trade)
+            Trade.session.flush()
+            self._freqtrade.wallets.update()
+            return {
+                'result': 'success',
+                'trade_id': trade_id,
+                'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
+                'cancel_order_count': c_count,
+            }
+
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
         Handler for performance.
@@ -533,16 +610,26 @@ class RPC:
 
     def _rpc_blacklist(self, add: List[str] = None) -> Dict:
         """ Returns the currently active blacklist"""
+        errors = {}
         if add:
             stake_currency = self._freqtrade.config.get('stake_currency')
             for pair in add:
-                if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency
-                        and pair not in self._freqtrade.pairlists.blacklist):
-                    self._freqtrade.pairlists.blacklist.append(pair)
+                if self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
+                    if pair not in self._freqtrade.pairlists.blacklist:
+                        self._freqtrade.pairlists.blacklist.append(pair)
+                    else:
+                        errors[pair] = {
+                            'error_msg': f'Pair {pair} already in pairlist.'}
+
+                else:
+                    errors[pair] = {
+                        'error_msg': f"Pair {pair} does not match stake currency."
+                    }
 
         res = {'method': self._freqtrade.pairlists.name_list,
                'length': len(self._freqtrade.pairlists.blacklist),
                'blacklist': self._freqtrade.pairlists.blacklist,
+               'errors': errors,
                }
         return res
 

freqtrade/rpc/rpc_manager.py

@@ -72,7 +72,7 @@ class RPCManager:
         minimal_roi = config['minimal_roi']
         stoploss = config['stoploss']
         trailing_stop = config['trailing_stop']
-        ticker_interval = config['ticker_interval']
+        timeframe = config['timeframe']
         exchange_name = config['exchange']['name']
         strategy_name = config.get('strategy', '')
         self.send_msg({
@@ -81,7 +81,7 @@ class RPCManager:
                       f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
                       f'*Minimum ROI:* `{minimal_roi}`\n'
                       f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
-                      f'*Ticker Interval:* `{ticker_interval}`\n'
+                      f'*Timeframe:* `{timeframe}`\n'
                       f'*Strategy:* `{strategy_name}`'
         })
         self.send_msg({

freqtrade/rpc/telegram.py

@@ -3,7 +3,9 @@
 """
 This module manage Telegram communication
 """
+import json
 import logging
+import arrow
 from typing import Any, Callable, Dict
 
 from tabulate import tabulate
@@ -19,7 +21,6 @@ logger = logging.getLogger(__name__)
 
 logger.debug('Included module rpc.telegram ...')
 
-
 MAX_TELEGRAM_MESSAGE_LENGTH = 4096
 
 
@@ -29,6 +30,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
     :param command_handler: Telegram CommandHandler
     :return: decorated function
     """
+
     def wrapper(self, *args, **kwargs):
         """ Decorator logic """
         update = kwargs.get('update') or args[0]
@@ -91,11 +93,13 @@ class Telegram(RPC):
             CommandHandler('stop', self._stop),
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
+            CommandHandler('trades', self._trades),
+            CommandHandler('delete', self._delete_trade),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
-            CommandHandler('reload_conf', self._reload_conf),
-            CommandHandler('show_config', self._show_config),
+            CommandHandler(['reload_config', 'reload_conf'], self._reload_config),
+            CommandHandler(['show_config', 'show_conf'], self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist),
@@ -133,7 +137,7 @@ class Telegram(RPC):
             else:
                 msg['stake_amount_fiat'] = 0
 
-            message = ("*{exchange}:* Buying {pair}\n"
+            message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{limit:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
@@ -144,7 +148,8 @@ class Telegram(RPC):
             message += ")`"
 
         elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
-            message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
+            message = ("\N{WARNING SIGN} *{exchange}:* "
+                       "Cancelling Open Buy Order for {pair}".format(**msg))
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
@@ -153,7 +158,9 @@ class Telegram(RPC):
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60
 
-            message = ("*{exchange}:* Selling {pair}\n"
+            msg['emoji'] = self._get_sell_emoji(msg)
+
+            message = ("{emoji} *{exchange}:* Selling {pair}\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"
@@ -165,21 +172,21 @@ class Telegram(RPC):
             # Check if all sell properties are available.
             # This might not be the case if the message origin is triggered by /forcesell
             if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
-               and self._fiat_converter):
+                    and self._fiat_converter):
                 msg['profit_fiat'] = self._fiat_converter.convert_amount(
                     msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
                 message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
                             ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
 
         elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
-            message = ("*{exchange}:* Cancelling Open Sell Order "
+            message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
                        "for {pair}. Reason: {reason}").format(**msg)
 
         elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
             message = '*Status:* `{status}`'.format(**msg)
 
         elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
-            message = '*Warning:* `{status}`'.format(**msg)
+            message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
 
         elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION:
             message = '{status}'.format(**msg)
@@ -189,6 +196,20 @@ class Telegram(RPC):
 
         self._send_msg(message)
 
+    def _get_sell_emoji(self, msg):
+        """
+        Get emoji for sell-side
+        """
+
+        if float(msg['profit_percent']) >= 5.0:
+            return "\N{ROCKET}"
+        elif float(msg['profit_percent']) >= 0.0:
+            return "\N{EIGHT SPOKED ASTERISK}"
+        elif msg['sell_reason'] == "stop_loss":
+            return"\N{WARNING SIGN}"
+        else:
+            return "\N{CROSS MARK}"
+
     @authorized_only
     def _status(self, update: Update, context: CallbackContext) -> None:
         """
@@ -222,8 +243,8 @@ class Telegram(RPC):
                     # Adding initial stoploss only if it is different from stoploss
                     "*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
                     ("`({initial_stop_loss_pct:.2f}%)`") if (
-                        r['stop_loss'] != r['initial_stop_loss']
-                        and r['initial_stop_loss_pct'] is not None) 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}` " +
@@ -311,38 +332,50 @@ class Telegram(RPC):
         stake_cur = self._config['stake_currency']
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
-        try:
-            stats = self._rpc_trade_statistics(
-                stake_cur,
-                fiat_disp_cur)
-            profit_closed_coin = stats['profit_closed_coin']
-            profit_closed_percent = stats['profit_closed_percent']
-            profit_closed_fiat = stats['profit_closed_fiat']
-            profit_all_coin = stats['profit_all_coin']
-            profit_all_percent = stats['profit_all_percent']
-            profit_all_fiat = stats['profit_all_fiat']
-            trade_count = stats['trade_count']
-            first_trade_date = stats['first_trade_date']
-            latest_trade_date = stats['latest_trade_date']
-            avg_duration = stats['avg_duration']
-            best_pair = stats['best_pair']
-            best_rate = stats['best_rate']
+        stats = self._rpc_trade_statistics(
+            stake_cur,
+            fiat_disp_cur)
+        profit_closed_coin = stats['profit_closed_coin']
+        profit_closed_percent_mean = stats['profit_closed_percent_mean']
+        profit_closed_percent_sum = stats['profit_closed_percent_sum']
+        profit_closed_fiat = stats['profit_closed_fiat']
+        profit_all_coin = stats['profit_all_coin']
+        profit_all_percent_mean = stats['profit_all_percent_mean']
+        profit_all_percent_sum = stats['profit_all_percent_sum']
+        profit_all_fiat = stats['profit_all_fiat']
+        trade_count = stats['trade_count']
+        first_trade_date = stats['first_trade_date']
+        latest_trade_date = stats['latest_trade_date']
+        avg_duration = stats['avg_duration']
+        best_pair = stats['best_pair']
+        best_rate = stats['best_rate']
+        if stats['trade_count'] == 0:
+            markdown_msg = 'No trades yet.'
+        else:
             # Message to display
-            markdown_msg = "*ROI:* Close trades\n" \
-                           f"∙ `{profit_closed_coin:.8f} {stake_cur} "\
-                           f"({profit_closed_percent:.2f}%)`\n" \
-                           f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n" \
-                           f"*ROI:* All trades\n" \
-                           f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" \
-                           f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" \
-                           f"*Total Trade Count:* `{trade_count}`\n" \
-                           f"*First Trade opened:* `{first_trade_date}`\n" \
-                           f"*Latest Trade opened:* `{latest_trade_date}`\n" \
-                           f"*Avg. Duration:* `{avg_duration}`\n" \
-                           f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`"
-            self._send_msg(markdown_msg)
-        except RPCException as e:
-            self._send_msg(str(e))
+            if stats['closed_trade_count'] > 0:
+                markdown_msg = ("*ROI:* Closed trades\n"
+                                f"∙ `{profit_closed_coin:.8f} {stake_cur} "
+                                f"({profit_closed_percent_mean:.2f}%) "
+                                f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                                f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
+            else:
+                markdown_msg = "`No closed trade` \n"
+
+            markdown_msg += (f"*ROI:* All trades\n"
+                             f"∙ `{profit_all_coin:.8f} {stake_cur} "
+                             f"({profit_all_percent_mean:.2f}%) "
+                             f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                             f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
+                             f"*Total Trade Count:* `{trade_count}`\n"
+                             f"*First Trade opened:* `{first_trade_date}`\n"
+                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                             )
+            if stats['closed_trade_count'] > 0:
+                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
+                                 f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
+        self._send_msg(markdown_msg)
 
     @authorized_only
     def _balance(self, update: Update, context: CallbackContext) -> None:
@@ -358,14 +391,14 @@ class Telegram(RPC):
                     "This mode is still experimental!\n"
                     "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
-                    )
+                )
             for currency in result['currencies']:
                 if currency['est_stake'] > 0.0001:
-                    curr_output = "*{currency}:*\n" \
-                            "\t`Available: {free: .8f}`\n" \
-                            "\t`Balance: {balance: .8f}`\n" \
-                            "\t`Pending: {used: .8f}`\n" \
-                            "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
+                    curr_output = ("*{currency}:*\n"
+                                   "\t`Available: {free: .8f}`\n"
+                                   "\t`Balance: {balance: .8f}`\n"
+                                   "\t`Pending: {used: .8f}`\n"
+                                   "\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
                 else:
                     curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
 
@@ -376,9 +409,9 @@ class Telegram(RPC):
                 else:
                     output += curr_output
 
-            output += "\n*Estimated Value*:\n" \
-                      "\t`{stake}: {total: .8f}`\n" \
-                      "\t`{symbol}: {value: .2f}`\n".format(**result)
+            output += ("\n*Estimated Value*:\n"
+                       "\t`{stake}: {total: .8f}`\n"
+                       "\t`{symbol}: {value: .2f}`\n").format(**result)
             self._send_msg(output)
         except RPCException as e:
             self._send_msg(str(e))
@@ -408,15 +441,15 @@ class Telegram(RPC):
         self._send_msg('Status: `{status}`'.format(**msg))
 
     @authorized_only
-    def _reload_conf(self, update: Update, context: CallbackContext) -> None:
+    def _reload_config(self, update: Update, context: CallbackContext) -> None:
         """
-        Handler for /reload_conf.
+        Handler for /reload_config.
         Triggers a config file reload
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        msg = self._rpc_reload_conf()
+        msg = self._rpc_reload_config()
         self._send_msg('Status: `{status}`'.format(**msg))
 
     @authorized_only
@@ -466,6 +499,62 @@ class Telegram(RPC):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _trades(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /trades <n>
+        Returns last n recent trades.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        stake_cur = self._config['stake_currency']
+        try:
+            nrecent = int(context.args[0])
+        except (TypeError, ValueError, IndexError):
+            nrecent = 10
+        try:
+            trades = self._rpc_trade_history(
+                nrecent
+            )
+            trades_tab = tabulate(
+                [[arrow.get(trade['open_date']).humanize(),
+                  trade['pair'],
+                  f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
+                 for trade in trades['trades']],
+                headers=[
+                    'Open Date',
+                    'Pair',
+                    f'Profit ({stake_cur})',
+                ],
+                tablefmt='simple')
+            message = (f"<b>{min(trades['trades_count'], nrecent)} recent trades</b>:\n"
+                       + (f"<pre>{trades_tab}</pre>" if trades['trades_count'] > 0 else ''))
+            self._send_msg(message, parse_mode=ParseMode.HTML)
+        except RPCException as e:
+            self._send_msg(str(e))
+
+    @authorized_only
+    def _delete_trade(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /delete <id>.
+        Delete the given trade
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        trade_id = context.args[0] if len(context.args) > 0 else None
+        try:
+            msg = self._rpc_delete(trade_id)
+            self._send_msg((
+                '`{result_msg}`\n'
+                'Please make sure to take care of this asset on the exchange manually.'
+            ).format(**msg))
+
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _performance(self, update: Update, context: CallbackContext) -> None:
         """
@@ -534,6 +623,11 @@ class Telegram(RPC):
         try:
 
             blacklist = self._rpc_blacklist(context.args)
+            errmsgs = []
+            for pair, error in blacklist['errors'].items():
+                errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
+            if errmsgs:
+                self._send_msg('\n'.join(errmsgs))
 
             message = f"Blacklist contains {blacklist['length']} pairs\n"
             message += f"`{', '.join(blacklist['blacklist'])}`"
@@ -566,32 +660,34 @@ class Telegram(RPC):
         :param update: message update
         :return: None
         """
-        forcebuy_text = "*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. " \
-                        "Optionally takes a rate at which to buy.` \n"
-        message = "*/start:* `Starts the trader`\n" \
-                  "*/stop:* `Stops the trader`\n" \
-                  "*/status [table]:* `Lists all open trades`\n" \
-                  "         *table :* `will display trades in a table`\n" \
-                  "                `pending buy orders are marked with an asterisk (*)`\n" \
-                  "                `pending sell orders are marked with a double asterisk (**)`\n" \
-                  "*/profit:* `Lists cumulative profit from all finished trades`\n" \
-                  "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, " \
-                  "regardless of profit`\n" \
-                  f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \
-                  "*/performance:* `Show performance of each finished trade grouped by pair`\n" \
-                  "*/daily <n>:* `Shows profit or loss per day, over the last n days`\n" \
-                  "*/count:* `Show number of trades running compared to allowed number of trades`" \
-                  "\n" \
-                  "*/balance:* `Show account balance per currency`\n" \
-                  "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \
-                  "*/reload_conf:* `Reload configuration file` \n" \
-                  "*/show_config:* `Show running configuration` \n" \
-                  "*/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 enabled` \n" \
-                  "*/help:* `This help message`\n" \
-                  "*/version:* `Show version`"
+        forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
+                         "Optionally takes a rate at which to buy.` \n")
+        message = ("*/start:* `Starts the trader`\n"
+                   "*/stop:* `Stops the trader`\n"
+                   "*/status [table]:* `Lists all open trades`\n"
+                   "         *table :* `will display trades in a table`\n"
+                   "                `pending buy orders are marked with an asterisk (*)`\n"
+                   "                `pending sell orders are marked with a double asterisk (**)`\n"
+                   "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
+                   "*/profit:* `Lists cumulative profit from all finished trades`\n"
+                   "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
+                   "regardless of profit`\n"
+                   f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
+                   "*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
+                   "*/performance:* `Show performance of each finished trade grouped by pair`\n"
+                   "*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
+                   "*/count:* `Show number of trades running compared to allowed number of trades`"
+                   "\n"
+                   "*/balance:* `Show account balance per currency`\n"
+                   "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
+                   "*/reload_config:* `Reload configuration file` \n"
+                   "*/show_config:* `Show running configuration` \n"
+                   "*/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 enabled` \n"
+                   "*/help:* `This help message`\n"
+                   "*/version:* `Show version`")
 
         self._send_msg(message)
 
@@ -633,8 +729,10 @@ class Telegram(RPC):
             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"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
+            f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
             f"{sl_info}"
-            f"*Ticker Interval:* `{val['ticker_interval']}`\n"
+            f"*Timeframe:* `{val['timeframe']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"
             f"*Current state:* `{val['state']}`"
         )

freqtrade/state.py

@@ -12,7 +12,7 @@ class State(Enum):
     """
     RUNNING = 1
     STOPPED = 2
-    RELOAD_CONF = 3
+    RELOAD_CONFIG = 3
 
     def __str__(self):
         return f"{self.name.lower()}"

freqtrade/strategy/interface.py

@@ -7,20 +7,19 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import StrategyError, OperationalException
 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__)
 
 
@@ -62,7 +61,7 @@ class IStrategy(ABC):
     Attributes you can use:
         minimal_roi -> Dict: Minimal ROI designed for the strategy
         stoploss -> float: optimal stoploss designed for the strategy
-        ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
+        timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
     """
     # Strategy interface version
     # Default to version 2
@@ -85,8 +84,9 @@ class IStrategy(ABC):
     trailing_stop_positive_offset: float = 0.0
     trailing_only_offset_is_reached = False
 
-    # associated ticker interval
-    ticker_interval: str
+    # associated timeframe
+    ticker_interval: str  # DEPRECATED
+    timeframe: str
 
     # Optional order types
     order_types: Dict = {
@@ -106,6 +106,9 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    # Disable checking the dataframe (converts the error into a warning message)
+    disable_dataframe_checks: bool = False
+
     # Count of candles the strategy requires before producing valid signals
     startup_candle_count: int = 0
 
@@ -187,6 +190,63 @@ class IStrategy(ABC):
         """
         return False
 
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        pass
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param trade: trade object.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -200,6 +260,10 @@ class IStrategy(ABC):
         """
         return []
 
+###
+# END - Intended to be overridden by strategy
+###
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -269,6 +333,8 @@ class IStrategy(ABC):
             # Defs that only make change on new candle data.
             dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
+            if self.dp:
+                self.dp._set_cached_df(pair, self.timeframe, dataframe)
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
@@ -280,14 +346,53 @@ class IStrategy(ABC):
 
         return dataframe
 
+    def analyze_pair(self, pair: str) -> None:
+        """
+        Fetch data for this pair from dataprovider and analyze.
+        Stores the dataframe into the dataprovider.
+        The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
+        :param pair: Pair to analyze.
+        """
+        if not self.dp:
+            raise OperationalException("DataProvider not found.")
+        dataframe = self.dp.ohlcv(pair, self.timeframe)
+        if not isinstance(dataframe, DataFrame) or dataframe.empty:
+            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
+            return
+
+        try:
+            df_len, df_close, df_date = self.preserve_df(dataframe)
+
+            dataframe = strategy_safe_wrapper(
+                self._analyze_ticker_internal, message=""
+            )(dataframe, {'pair': pair})
+
+            self.assert_df(dataframe, df_len, df_close, df_date)
+        except StrategyError as error:
+            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
+            return
+
+        if dataframe.empty:
+            logger.warning('Empty dataframe for pair %s', pair)
+            return
+
+    def analyze(self, pairs: List[str]) -> None:
+        """
+        Analyze all pairs using analyze_pair().
+        :param pairs: List of pairs to analyze
+        """
+        for pair in pairs:
+            self.analyze_pair(pair)
+
     @staticmethod
     def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
         """ keep some data for dataframes """
         return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
 
-    @staticmethod
-    def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
-        """ make sure data is unmodified """
+    def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
+        """
+        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
+        """
         message = ""
         if df_len != len(dataframe):
             message = "length"
@@ -296,33 +401,22 @@ class IStrategy(ABC):
         elif df_date != dataframe["date"].iloc[-1]:
             message = "last date"
         if message:
-            raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
+            if self.disable_dataframe_checks:
+                logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
+            else:
+                raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
 
-    def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
-        Calculates current signal based several technical analysis indicators
+        Calculates current signal based based on the buy / sell columns of the dataframe.
+        Used by Bot to get the signal to buy or sell
         :param pair: pair in format ANT/BTC
-        :param interval: Interval to use (in min)
-        :param dataframe: Dataframe to analyze
+        :param timeframe: timeframe to use
+        :param dataframe: Analyzed dataframe to get signal from.
         :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
-            logger.warning('Empty candle (OHLCV) data for pair %s', pair)
-            return False, False
-
-        try:
-            df_len, df_close, df_date = self.preserve_df(dataframe)
-            dataframe = strategy_safe_wrapper(
-                self._analyze_ticker_internal, message=""
-                )(dataframe, {'pair': pair})
-            self.assert_df(dataframe, df_len, df_close, df_date)
-        except StrategyError as error:
-            logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
-
-            return False, False
-
-        if dataframe.empty:
-            logger.warning('Empty dataframe for pair %s', pair)
+            logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
             return False, False
 
         latest_date = dataframe['date'].max()
@@ -331,24 +425,18 @@ class IStrategy(ABC):
         latest_date = arrow.get(latest_date)
 
         # Check if dataframe is out of date
-        interval_minutes = timeframe_to_minutes(interval)
+        timeframe_minutes = timeframe_to_minutes(timeframe)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
+        if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
-                pair,
-                (arrow.utcnow() - latest_date).seconds // 60
+                pair, (arrow.utcnow() - latest_date).seconds // 60
             )
             return False, False
 
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
-        logger.debug(
-            'trigger: %s (pair=%s) buy=%s sell=%s',
-            latest['date'],
-            pair,
-            str(buy),
-            str(sell)
-        )
+        logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
+                     latest['date'], pair, str(buy), str(sell))
         return buy, sell
 
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
@@ -494,7 +582,8 @@ class IStrategy(ABC):
 
     def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
-        Creates a dataframe and populates indicators for given candle (OHLCV) data
+        Populates indicators for given candle (OHLCV) data (for multiple pairs)
+        Does not run advice_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
         Has positive effects on memory usage for whatever reason - also when

freqtrade/strategy/strategy_wrapper.py

@@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError
 logger = logging.getLogger(__name__)
 
 
-def strategy_safe_wrapper(f, message: str = "", default_retval=None):
+def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False):
     """
     Wrapper around user-provided methods and functions.
     Caches all exceptions and returns either the default_retval (if it's not None) or raises
@@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"Strategy caused the following exception: {error}"
                 f"{f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
         except Exception as error:
@@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
                 f"{message}"
                 f"Unexpected error {error} calling {f}"
             )
-            if default_retval is None:
+            if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
 

freqtrade/templates/base_config.json.j2

@@ -4,7 +4,7 @@
     "stake_amount": {{ stake_amount }},
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "{{ fiat_display_currency }}",
-    "ticker_interval": "{{ ticker_interval }}",
+    "timeframe": "{{ timeframe }}",
     "dry_run": {{ dry_run | lower }},
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
@@ -53,6 +53,16 @@
         "token": "{{ telegram_token }}",
         "chat_id": "{{ telegram_chat_id }}"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

freqtrade/templates/base_strategy.py.j2

@@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    # Optimal timeframe for the strategy.
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False

freqtrade/templates/sample_strategy.py

@@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
     # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -1,4 +1,65 @@
 
+def bot_loop_start(self, **kwargs) -> None:
+    """
+    Called at the start of the bot iteration (one loop).
+    Might be used to perform pair-independent tasks
+    (e.g. gather some remote ressource for comparison)
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, this simply does nothing.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    """
+    pass
+
+def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                        time_in_force: str, **kwargs) -> bool:
+    """
+    Called right before placing a buy order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be bought.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the buy-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
+def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
+                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+    """
+    Called right before placing a regular sell order.
+    Timing for this function is critical, so avoid doing heavy computations or
+    network requests in this method.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns True (always confirming).
+
+    :param pair: Pair that's about to be sold.
+    :param trade: trade object.
+    :param order_type: Order type (as configured in order_types). usually limit or market.
+    :param amount: Amount in quote currency.
+    :param rate: Rate that's going to be used when using limit orders
+    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param sell_reason: Sell reason.
+        Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                        'sell_signal', 'force_sell', 'emergency_sell']
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return bool: When True is returned, then the sell-order is placed on the exchange.
+        False aborts the process
+    """
+    return True
+
 def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
     """
     Check buy timeout function callback.

freqtrade/worker.py

@@ -71,7 +71,7 @@ class Worker:
         state = None
         while True:
             state = self._worker(old_state=state)
-            if state == State.RELOAD_CONF:
+            if state == State.RELOAD_CONFIG:
                 self._reconfigure()
 
     def _worker(self, old_state: Optional[State]) -> State:
@@ -90,6 +90,9 @@ class Worker:
             if state == State.RUNNING:
                 self.freqtrade.startup()
 
+            if state == State.STOPPED:
+                self.freqtrade.check_for_open_trades()
+
             # Reset heartbeat timestamp to log the heartbeat message at
             # first throttling iteration when the state changes
             self._heartbeat_msg = 0