Renamed to external signals, controller class refactored

freqtrade/constants.py

@@ -245,7 +245,7 @@ CONF_SCHEMA = {
         'exchange': {'$ref': '#/definitions/exchange'},
         'edge': {'$ref': '#/definitions/edge'},
         'freqai': {'$ref': '#/definitions/freqai'},
-        'replicate': {'$ref': '#/definitions/replicate'},
+        'external_signal': {'$ref': '#/definitions/external_signal'},
         'experimental': {
             'type': 'object',
             'properties': {
@@ -487,7 +487,7 @@ CONF_SCHEMA = {
             },
             'required': ['process_throttle_secs', 'allowed_risk']
         },
-        'replicate': {
+        'external_signal': {
             'type': 'object',
             'properties': {
                 'enabled': {'type': 'boolean', 'default': False},
@@ -495,14 +495,14 @@ CONF_SCHEMA = {
                     'type': 'string',
                     'enum': FOLLOWER_MODE_OPTIONS
                 },
-                'api_key': {'type': 'string', 'default': ''},
+                'api_token': {'type': 'string', 'default': ''},
                 'leaders': {
                     'type': 'array',
                     'items': {
                         'type': 'object',
                         'properties': {
                             'url': {'type': 'string', 'default': ''},
-                            'token': {'type': 'string', 'default': ''},
+                            'api_token': {'type': 'string', 'default': ''},
                         }
                     }
                 },

freqtrade/data/dataprovider.py

@@ -29,8 +29,7 @@ MAX_DATAFRAME_CANDLES = 1000
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Optional[Exchange],
+    def __init__(self, config: dict, exchange: Optional[Exchange], pairlists=None) -> None:
-                 pairlists=None, replicate_controller=None) -> None:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
@@ -99,25 +98,33 @@ class DataProvider:
         self,
         pair: str,
         timeframe: str,
-        candle_type: CandleType
+        candle_type: CandleType,
+        wait: bool = True
     ) -> DataFrame:
         """
-        If the pair exists in __external_pairs_df, return it. If it doesn't,
+        If the pair exists in __external_pairs_df, return it.
-        create a new threading Event in __external_pairs_event and wait on it.
+        If it doesn't, and wait is False, then return an empty df with the columns filled.
+        If it doesn't, and wait is True (default) create a new threading Event
+        in __external_pairs_event and wait on it.
         """
         pair_key = (pair, timeframe, candle_type)
+
         if pair_key not in self.__external_pairs_df:
+            if wait:
                 pair_event = Event()
                 self.__external_pairs_event[pair] = pair_event
 
                 logger.debug(f"Waiting on Leader data for: {pair_key}")
-            self.__external_pairs_event[pair].wait()
+                self.__external_pairs_event[pair].wait(timeout=5)
 
-        if pair_key in self.__external_pairs_df:
+                if pair_key not in self.__external_pairs_df:
-            return self.__external_pairs_df[pair_key]
+                    # Return empty dataframe but with expected columns merged and filled with NaN
-
-        # Because of the waiting mechanism, this should never return
                     return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+            else:
+                # Return empty dataframe but with expected columns merged and filled with NaN
+                return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+
+        return self.__external_pairs_df[pair_key]
 
     def add_pairlisthandler(self, pairlists) -> None:
         """

freqtrade/enums/__init__.py

@@ -3,9 +3,9 @@ from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.candletype import CandleType
 from freqtrade.enums.exitchecktuple import ExitCheckTuple
 from freqtrade.enums.exittype import ExitType
+from freqtrade.enums.externalsignal import ExternalSignalModeType, LeaderMessageType
 from freqtrade.enums.marginmode import MarginMode
 from freqtrade.enums.ordertypevalue import OrderTypeValues
-from freqtrade.enums.replicate import LeaderMessageType, ReplicateModeType
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType

freqtrade/enums/externalsignal.py

@@ -1,7 +1,7 @@
 from enum import Enum
 
 
-class ReplicateModeType(str, Enum):
+class ExternalSignalModeType(str, Enum):
     leader = "leader"
     follower = "follower"
 

freqtrade/freqtradebot.py

@@ -75,7 +75,7 @@ class FreqtradeBot(LoggingMixin):
 
         PairLocks.timeframe = self.config['timeframe']
 
-        self.replicate_controller = None
+        self.external_signal_controller = None
 
         self.pairlists = PairListManager(self.exchange, self.config)
 
@@ -93,9 +93,6 @@ class FreqtradeBot(LoggingMixin):
         # Attach Wallets to strategy instance
         self.strategy.wallets = self.wallets
 
-        # Attach ReplicateController to the strategy
-        # self.strategy.replicate_controller = self.replicate_controller
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
@@ -197,8 +194,8 @@ class FreqtradeBot(LoggingMixin):
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
-        if self.replicate_controller:
+        if self.external_signal_controller:
-            if not self.replicate_controller.is_leader():
+            if not self.external_signal_controller.is_leader():
                 # Run Follower mode analyzing
                 leader_pairs = self.pairlists._whitelist
                 self.strategy.analyze_external(self.active_pair_whitelist, leader_pairs)
@@ -281,16 +278,14 @@ class FreqtradeBot(LoggingMixin):
         self.pairlists.refresh_pairlist()
         _whitelist = self.pairlists.whitelist
 
-        # If replicate leader, broadcast whitelist data
+        # If external signal leader, broadcast whitelist data
-        # Should we broadcast before trade pairs are added? What if
+        # Should we broadcast before trade pairs are added?
-        # the follower doesn't have trades with those pairs. They would be added for
-        # no reason.
 
         # Or should this class be made available to the PairListManager and ran
         # when filter_pairlist is called?
 
-        if self.replicate_controller:
+        if self.external_signal_controller:
-            if self.replicate_controller.is_leader():
+            if self.external_signal_controller.is_leader():
                 self.rpc.emit_data({
                     "data_type": LeaderMessageType.pairlist,
                     "data": _whitelist

freqtrade/plugins/pairlist/ExternalPairList.py

@@ -14,7 +14,7 @@ logger = logging.getLogger(__name__)
 
 class ExternalPairList(IPairList):
     """
-    PairList plugin for use with replicate follower mode.
+    PairList plugin for use with external signal follower mode.
     Will use pairs given from leader data.
 
     Usage:
@@ -67,6 +67,8 @@ class ExternalPairList(IPairList):
     def add_pairlist_data(self, pairlist: List[str]):
         """
         Add pairs from Leader
+
+        :param pairlist: List of pairs
         """
 
         # If some pairs were removed on Leader, remove them here

freqtrade/rpc/external_signal/__init__.py

@@ -0,0 +1,5 @@
+# flake8: noqa: F401
+from freqtrade.rpc.external_signal.controller import ExternalSignalController
+
+
+__all__ = ('ExternalSignalController')

freqtrade/rpc/external_signal/channel.py

@@ -1,9 +1,9 @@
 import logging
 from typing import Type
 
-from freqtrade.rpc.replicate.proxy import WebSocketProxy
+from freqtrade.rpc.external_signal.proxy import WebSocketProxy
-from freqtrade.rpc.replicate.serializer import MsgPackWebSocketSerializer, WebSocketSerializer
+from freqtrade.rpc.external_signal.serializer import MsgPackWebSocketSerializer, WebSocketSerializer
-from freqtrade.rpc.replicate.types import WebSocketType
+from freqtrade.rpc.external_signal.types import WebSocketType
 
 
 logger = logging.getLogger(__name__)

freqtrade/rpc/external_signal/controller.py

@@ -5,8 +5,7 @@ import asyncio
 import logging
 import secrets
 import socket
-import traceback
+from threading import Thread
-from threading import Event, Thread
 from typing import Any, Coroutine, Dict, Union
 
 import websockets
@@ -14,18 +13,18 @@ from fastapi import Depends
 from fastapi import WebSocket as FastAPIWebSocket
 from fastapi import WebSocketDisconnect, status
 
-from freqtrade.enums import LeaderMessageType, ReplicateModeType, RPCMessageType
+from freqtrade.enums import ExternalSignalModeType, LeaderMessageType, RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
-from freqtrade.rpc.replicate.channel import ChannelManager
+from freqtrade.rpc.external_signal.channel import ChannelManager
-from freqtrade.rpc.replicate.thread_queue import Queue as ThreadedQueue
+from freqtrade.rpc.external_signal.thread_queue import Queue as ThreadedQueue
-from freqtrade.rpc.replicate.types import MessageType
+from freqtrade.rpc.external_signal.types import MessageType
-from freqtrade.rpc.replicate.utils import is_websocket_alive
+from freqtrade.rpc.external_signal.utils import is_websocket_alive
 
 
 logger = logging.getLogger(__name__)
 
 
-class ReplicateController(RPCHandler):
+class ExternalSignalController(RPCHandler):
     """  This class handles all websocket communication """
 
     def __init__(
@@ -35,9 +34,10 @@ class ReplicateController(RPCHandler):
         api_server: Union[Any, None] = None
     ) -> None:
         """
-        Init the ReplicateRPC class, and init the super class RPCHandler
+        Init the ExternalSignalController class, and init the super class RPCHandler
         :param rpc: instance of RPC Helper class
         :param config: Configuration object
+        :param api_server: The ApiServer object
         :return: None
         """
         super().__init__(rpc, config)
@@ -46,48 +46,50 @@ class ReplicateController(RPCHandler):
         self.api_server = api_server
 
         if not self.api_server:
-            raise RuntimeError("The API server must be enabled for replicate to work")
+            raise RuntimeError("The API server must be enabled for external signals to work")
 
         self._loop = None
         self._running = False
         self._thread = None
         self._queue = None
 
-        self._stop_event = Event()
+        self._main_task = None
-        self._follower_tasks = None
+        self._sub_tasks = None
 
         self.channel_manager = ChannelManager()
 
-        self.replicate_config = config.get('replicate', {})
+        self.external_signal_config = config.get('external_signal', {})
 
         # What the config should look like
-        # "replicate": {
+        # "external_signal": {
         #     "enabled": true,
         #     "mode": "follower",
         #     "leaders": [
         #       {
-        #         "url": "ws://localhost:8080/replicate/ws",
+        #         "url": "ws://localhost:8080/signals/ws",
-        #         "token": "test"
+        #         "api_token": "test"
         #       }
         #     ]
         # }
 
-        # "replicate": {
+        # "external_signal": {
         #     "enabled": true,
         #     "mode": "leader",
-        #     "api_key": "test"
+        #     "api_token": "test"
         # }
 
-        self.mode = ReplicateModeType[self.replicate_config.get('mode', 'leader').lower()]
+        self.mode = ExternalSignalModeType[
+            self.external_signal_config.get('mode', 'leader').lower()
+        ]
 
-        self.leaders_list = self.replicate_config.get('leaders', [])
+        self.leaders_list = self.external_signal_config.get('leaders', [])
-        self.push_throttle_secs = self.replicate_config.get('push_throttle_secs', 0.1)
+        self.push_throttle_secs = self.external_signal_config.get('push_throttle_secs', 0.1)
 
-        self.reply_timeout = self.replicate_config.get('follower_reply_timeout', 10)
+        self.reply_timeout = self.external_signal_config.get('follower_reply_timeout', 10)
-        self.ping_timeout = self.replicate_config.get('follower_ping_timeout', 2)
+        self.ping_timeout = self.external_signal_config.get('follower_ping_timeout', 2)
-        self.sleep_time = self.replicate_config.get('follower_sleep_time', 5)
+        self.sleep_time = self.external_signal_config.get('follower_sleep_time', 5)
 
-        if self.mode == ReplicateModeType.follower and len(self.leaders_list) == 0:
+        if self.mode == ExternalSignalModeType.follower and len(self.leaders_list) == 0:
             raise ValueError("You must specify at least 1 leader in follower mode.")
 
         # This is only used by the leader, the followers use the tokens specified
@@ -95,12 +97,23 @@ class ReplicateController(RPCHandler):
         # If you do not specify an API key in the config, one will be randomly
         # generated and logged on startup
         default_api_key = secrets.token_urlsafe(16)
-        self.secret_api_key = self.replicate_config.get('api_key', default_api_key)
+        self.secret_api_key = self.external_signal_config.get('api_token', default_api_key)
 
         self.start_threaded_loop()
-
         self.start()
 
+    def is_leader(self):
+        """
+        Leader flag
+        """
+        return self.enabled() and self.mode == ExternalSignalModeType.leader
+
+    def enabled(self):
+        """
+        Enabled flag
+        """
+        return self.external_signal_config.get('enabled', False)
+
     def start_threaded_loop(self):
         """
         Start the main internal loop in another thread to run coroutines
@@ -125,36 +138,29 @@ class ReplicateController(RPCHandler):
             raise RuntimeError("Loop must be started before any function can"
                                " be submitted")
 
-        try:
         return asyncio.run_coroutine_threadsafe(coroutine, self._loop)
-        except Exception as e:
-            logger.error(f"Error running coroutine - {str(e)}")
-            return None
-
-    async def main_loop(self):
-        """
-        Main loop coro
-
-        Start the loop based on what mode we're in
-        """
-        try:
-            if self.mode == ReplicateModeType.leader:
-                await self.leader_loop()
-            elif self.mode == ReplicateModeType.follower:
-                await self.follower_loop()
-
-        except asyncio.CancelledError:
-            pass
-        except Exception:
-            pass
-        finally:
-            self._loop.stop()
 
     def start(self):
         """
         Start the controller main loop
         """
-        self.submit_coroutine(self.main_loop())
+        self._main_task = self.submit_coroutine(self.main())
+
+    async def shutdown(self):
+        """
+        Shutdown all tasks and close up
+        """
+        logger.info("Stopping rpc.externalsignalcontroller")
+
+        # Flip running flag
+        self._running = False
+
+        # Cancel sub tasks
+        for task in self._sub_tasks:
+            task.cancel()
+
+        # Then disconnect all channels
+        await self.channel_manager.disconnect_all()
 
     def cleanup(self) -> None:
         """
@@ -162,18 +168,44 @@ class ReplicateController(RPCHandler):
         """
         if self._thread:
             if self._loop.is_running():
-
+                self._main_task.cancel()
-                self._running = False
-
-                # Tell all coroutines submitted to the loop they're cancelled
-                pending = asyncio.all_tasks(loop=self._loop)
-                for task in pending:
-                    task.cancel()
-
-                self._loop.call_soon_threadsafe(self.channel_manager.disconnect_all)
-
             self._thread.join()
 
+    async def main(self):
+        """
+        Main coro
+
+        Start the loop based on what mode we're in
+        """
+        try:
+            if self.mode == ExternalSignalModeType.leader:
+                logger.info("Starting rpc.externalsignalcontroller in Leader mode")
+
+                await self.run_leader_mode()
+            elif self.mode == ExternalSignalModeType.follower:
+                logger.info("Starting rpc.externalsignalcontroller in Follower mode")
+
+                await self.run_follower_mode()
+
+        except asyncio.CancelledError:
+            # We're cancelled
+            await self.shutdown()
+        except Exception as e:
+            # Log the error
+            logger.error(f"Exception occurred in main task: {e}")
+            logger.exception(e)
+        finally:
+            # This coroutine is the last thing to be ended, so it should stop the loop
+            self._loop.stop()
+
+    def log_api_token(self):
+        """
+        Log the API token
+        """
+        logger.info("-" * 15)
+        logger.info(f"API_KEY: {self.secret_api_key}")
+        logger.info("-" * 15)
+
     def send_msg(self, msg: MessageType) -> None:
         """
         Support RPC calls
@@ -186,7 +218,9 @@ class ReplicateController(RPCHandler):
                 logger.error(f"Message is empty! {msg}")
 
     def send_message(self, msg: MessageType) -> None:
-        """ Broadcast message over all channels if there are any """
+        """
+        Broadcast message over all channels if there are any
+        """
 
         if self.channel_manager.has_channels():
             self._send_message(msg)
@@ -205,39 +239,60 @@ class ReplicateController(RPCHandler):
         else:
             logger.warning("Can not send data, leader loop has not started yet!")
 
-    def is_leader(self):
+    async def send_initial_data(self, channel):
-        """
+        logger.info("Sending initial data through channel")
-        Leader flag
-        """
-        return self.enabled() and self.mode == ReplicateModeType.leader
 
-    def enabled(self):
+        # We first send pairlist data
-        """
+        # We should move this to a func in the RPC object
-        Enabled flag
+        initial_data = {
-        """
+            "data_type": LeaderMessageType.pairlist,
-        return self.replicate_config.get('enabled', False)
+            "data": self.freqtrade.pairlists.whitelist
+        }
 
-    # ----------------------- LEADER LOGIC ------------------------------
+        await channel.send(initial_data)
 
-    async def leader_loop(self):
+    async def _handle_leader_message(self, message: MessageType):
+        """
+        Handle message received from a Leader
+        """
+        type = message.get("data_type")
+        data = message.get("data")
+
+        self._rpc._handle_emitted_data(type, data)
+
+    # ----------------------------------------------------------------------
+
+    async def run_leader_mode(self):
         """
         Main leader coroutine
 
         This starts all of the leader coros and registers the endpoint on
         the ApiServer
         """
-        logger.info("Running rpc.replicate in Leader mode")
-        logger.info("-" * 15)
-        logger.info(f"API_KEY: {self.secret_api_key}")
-        logger.info("-" * 15)
-
         self.register_leader_endpoint()
+        self.log_api_token()
 
-        try:
+        self._sub_tasks = [
-            await self._broadcast_queue_data()
+            self._loop.create_task(self._broadcast_queue_data())
-        except Exception as e:
+        ]
-            logger.error("Exception occurred in Leader loop: ")
+
-            logger.exception(e)
+        return await asyncio.gather(*self._sub_tasks)
+
+    async def run_follower_mode(self):
+        """
+        Main follower coroutine
+
+        This starts all of the follower connection coros
+        """
+
+        rpc_lock = asyncio.Lock()
+
+        self._sub_tasks = [
+            self._loop.create_task(self._handle_leader_connection(leader, rpc_lock))
+            for leader in self.leaders_list
+        ]
+
+        return await asyncio.gather(*self._sub_tasks)
 
     async def _broadcast_queue_data(self):
         """
@@ -261,8 +316,6 @@ class ReplicateController(RPCHandler):
         except asyncio.CancelledError:
             # Silently stop
             pass
-        except Exception as e:
-            logger.exception(e)
 
     async def get_api_token(
         self,
@@ -279,7 +332,7 @@ class ReplicateController(RPCHandler):
             logger.info("Denying websocket request...")
             await websocket.close(code=status.WS_1008_POLICY_VIOLATION)
 
-    def register_leader_endpoint(self, path: str = "/replicate/ws"):
+    def register_leader_endpoint(self, path: str = "/signals/ws"):
         """
         Attach and start the main leader loop to the ApiServer
 
@@ -334,73 +387,16 @@ class ReplicateController(RPCHandler):
             logger.error(f"Failed to serve - {websocket.client}")
             await self.channel_manager.on_disconnect(websocket)
 
-    async def send_initial_data(self, channel):
-        logger.info("Sending initial data through channel")
-
-        # We first send pairlist data
-        initial_data = {
-            "data_type": LeaderMessageType.pairlist,
-            "data": self.freqtrade.pairlists.whitelist
-        }
-
-        await channel.send(initial_data)
-
-    # -------------------------------FOLLOWER LOGIC----------------------------
-
-    async def follower_loop(self):
-        """
-        Main follower coroutine
-
-        This starts all of the follower connection coros
-        """
-        logger.info("Starting rpc.replicate in Follower mode")
-
-        responses = await self._connect_to_leaders()
-
-        # Eventually add the ability to send requests to the Leader
-        # await self._send_requests()
-
-        for result in responses:
-            if isinstance(result, Exception):
-                logger.debug(f"Exception in Follower loop: {result}")
-                traceback_message = ''.join(traceback.format_tb(result.__traceback__))
-                logger.error(traceback_message)
-
-    async def _handle_leader_message(self, message: MessageType):
-        """
-        Handle message received from a Leader
-        """
-        type = message.get("data_type")
-        data = message.get("data")
-
-        self._rpc._handle_emitted_data(type, data)
-
-    async def _connect_to_leaders(self):
-        """
-        For each leader in `self.leaders_list` create a connection and
-        listen for data.
-        """
-        rpc_lock = asyncio.Lock()
-
-        logger.info("Starting connections to Leaders...")
-
-        self.follower_tasks = [
-            self._loop.create_task(self._handle_leader_connection(leader, rpc_lock))
-            for leader in self.leaders_list
-        ]
-        return await asyncio.gather(*self.follower_tasks, return_exceptions=True)
-
     async def _handle_leader_connection(self, leader, lock):
         """
         Given a leader, connect and wait on data. If connection is lost,
         it will attempt to reconnect.
         """
         try:
-            url, token = leader["url"], leader["token"]
+            url, token = leader["url"], leader["api_token"]
             websocket_url = f"{url}?token={token}"
 
             logger.info(f"Attempting to connect to Leader at: {url}")
-            # TODO: limit the amount of connection retries
             while True:
                 try:
                     async with websockets.connect(websocket_url) as ws:

freqtrade/rpc/external_signal/proxy.py

@@ -3,7 +3,7 @@ from typing import Union
 from fastapi import WebSocket as FastAPIWebSocket
 from websockets import WebSocketClientProtocol as WebSocket
 
-from freqtrade.rpc.replicate.types import WebSocketType
+from freqtrade.rpc.external_signal.types import WebSocketType
 
 
 class WebSocketProxy:

freqtrade/rpc/external_signal/serializer.py

@@ -5,7 +5,7 @@ from abc import ABC, abstractmethod
 import msgpack
 import orjson
 
-from freqtrade.rpc.replicate.proxy import WebSocketProxy
+from freqtrade.rpc.external_signal.proxy import WebSocketProxy
 
 
 logger = logging.getLogger(__name__)

freqtrade/rpc/rpc.py

@@ -1109,16 +1109,22 @@ class RPC:
             external_pairlist.add_pairlist_data(pairlist)
 
         elif type == LeaderMessageType.analyzed_df:
+
             # Convert the dataframe back from json
             key, value = data["key"], data["value"]
 
             pair, timeframe, candle_type = key
-            dataframe = json_to_dataframe(value)
 
-            dataprovider = self._freqtrade.dataprovider
+            # Skip any pairs that we don't have in the pairlist?
+            # leader_pairlist = self._freqtrade.pairlists._whitelist
+            # if pair not in leader_pairlist:
+            #     return
+
+            dataframe = json_to_dataframe(value)
 
             logger.debug(f"Received analyzed dataframe for {pair}")
             logger.debug(dataframe.tail())
 
             # Add the dataframe to the dataprovider
+            dataprovider = self._freqtrade.dataprovider
             dataprovider.add_external_df(pair, timeframe, dataframe, candle_type)

freqtrade/rpc/rpc_manager.py

@@ -54,14 +54,14 @@ class RPCManager:
 
             # Enable Replicate mode
             # For this to be enabled, the API server must also be enabled
-            if config.get('replicate', {}).get('enabled', False):
+            if config.get('external_signal', {}).get('enabled', False):
-                logger.info('Enabling rpc.replicate')
+                logger.info('Enabling RPC.ExternalSignalController')
-                from freqtrade.rpc.replicate import ReplicateController
+                from freqtrade.rpc.external_signal import ExternalSignalController
-                replicate_rpc = ReplicateController(self._rpc, config, apiserver)
+                external_signal_rpc = ExternalSignalController(self._rpc, config, apiserver)
-                self.registered_modules.append(replicate_rpc)
+                self.registered_modules.append(external_signal_rpc)
 
                 # Attach the controller to FreqTrade
-                freqtrade.replicate_controller = replicate_rpc
+                freqtrade.external_signal_controller = external_signal_rpc
 
             apiserver.start_api()
 

freqtrade/strategy/interface.py

@@ -18,7 +18,6 @@ from freqtrade.enums.runmode import RunMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.persistence import Order, PairLocks, Trade
-from freqtrade.rpc.replicate import ReplicateController
 from freqtrade.strategy.hyper import HyperStrategyMixin
 from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
                                                       _create_and_merge_informative_pair,
@@ -111,7 +110,6 @@ class IStrategy(ABC, HyperStrategyMixin):
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
     dp: DataProvider
-    replicate_controller: Optional[ReplicateController]
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -764,7 +762,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         if not external_data:
             dataframe = self.dp.ohlcv(pair, self.timeframe, candle_type)
         else:
-            dataframe, last_analyzed = self.dp.get_external_df(pair, self.timeframe, candle_type)
+            dataframe, _ = self.dp.get_external_df(pair, self.timeframe, candle_type)
 
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)