Merge branch 'develop' into hyperopt-trailing-space

.github/workflows/ci.yml

@@ -0,0 +1,230 @@
+name: Freqtrade CI
+
+on:
+  push:
+    branches:
+      - master
+      - develop
+      - github_actions_tests
+    tags:
+  pull_request:
+  schedule:
+    - cron:  '0 5 * * 4'
+
+jobs:
+  build:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ ubuntu-18.04, macos-latest ]
+        python-version: [3.7]
+
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Set up Python
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Cache_dependencies
+      uses: actions/cache@v1
+      id: cache
+      with:
+        path: ~/dependencies/
+        key: ${{ runner.os }}-dependencies
+
+    - name: pip cache (linux)
+      uses: actions/cache@preview
+      if: startsWith(matrix.os, 'ubuntu')
+      with:
+        path: ~/.cache/pip
+        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
+
+    - name: pip cache (macOS)
+      uses: actions/cache@preview
+      if: startsWith(matrix.os, 'macOS')
+      with:
+        path: ~/Library/Caches/pip
+        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
+
+    - name: TA binary *nix
+      if: steps.cache.outputs.cache-hit != 'true'
+      run: |
+        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
+
+    - name: Installation - *nix
+      run: |
+        python -m pip install --upgrade pip
+        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
+        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
+        export TA_INCLUDE_PATH=${HOME}/dependencies/include
+        pip install -r requirements-dev.txt
+        pip install -e .
+
+    - name: Tests
+      env:
+        COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
+        COVERALLS_SERVICE_NAME: travis-ci
+        TRAVIS: "true"
+      run: |
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+        # Allow failure for coveralls
+        # Fake travis environment to get coveralls working correctly
+        export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
+        export CI_BRANCH=${GITHUB_REF#"ref/heads"}
+        echo "${CI_BRANCH}"
+        coveralls || true
+
+    - name: Backtesting
+      run: |
+        cp config.json.example config.json
+        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
+
+    - name: Hyperopt
+      run: |
+        cp config.json.example config.json
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
+
+    - name: Flake8
+      run: |
+        flake8
+
+    - name: Mypy
+      run: |
+        mypy freqtrade scripts
+
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always() && github.repository.fork == true
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI ${{ matrix.os }}*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
+  build_windows:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ windows-latest ]
+        python-version: [3.7]
+
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Set up Python
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Pip cache (Windows)
+      uses: actions/cache@preview
+      if: startsWith(runner.os, 'Windows')
+      with:
+        path: ~\AppData\Local\pip\Cache
+        key: ${{ runner.os }}-pip
+        restore-keys: ${{ runner.os }}-pip
+
+    - name: Installation
+      run: |
+        ./build_helpers/install_windows.ps1
+
+    - name: Tests
+      run: |
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+
+    - name: Backtesting
+      run: |
+        cp config.json.example config.json
+        freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
+
+    - name: Hyperopt
+      run: |
+        cp config.json.example config.json
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
+
+    - name: Flake8
+      run: |
+        flake8
+
+    - name: Mypy
+      run: |
+        mypy freqtrade scripts
+
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always() && github.repository.fork == true
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI windows*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
+  docs_check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Documentation syntax
+      run: |
+        ./tests/test_docs.sh
+
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: failure() && github.repository.fork == true
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade Docs*'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
+  deploy:
+    needs: [ build, build_windows, docs_check ]
+    runs-on: ubuntu-18.04
+    if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
+      id: extract_branch
+
+    - name: Build and test and push docker image
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker.sh
+
+    - name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi
+      uses: elgohr/Publish-Docker-Github-Action@2.7
+      with:
+        name: freqtradeorg/freqtrade:${{ steps.extract_branch.outputs.branch }}_pi
+        username: ${{ secrets.DOCKER_USERNAME }}
+        password: ${{ secrets.DOCKER_PASSWORD }}
+        dockerfile: Dockerfile.pi
+        # cache: true
+        cache: ${{ github.event_name != 'schedule' }}
+        tag_names: true
+
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always() && github.repository.fork == true
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI Deploy*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+

.github/workflows/docker_update_readme.yml

@@ -0,0 +1,18 @@
+name: Update Docker Hub Description
+on:
+  push:
+    branches:
+    - master
+
+jobs:
+  dockerHubDescription:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v1
+    - name: Docker Hub Description
+      uses: peter-evans/dockerhub-description@v2.1.0
+      env:
+        DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+        DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade
+

.travis.yml

@@ -24,15 +24,15 @@ jobs:
       script:
       - pytest --random-order --cov=freqtrade --cov-config=.coveragerc
       # Allow failure for coveralls
-      - coveralls || true
+      # - coveralls || true
       name: pytest
     - script:
       - cp config.json.example config.json
-      - freqtrade --datadir tests/testdata backtesting
+      - freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
       name: backtest
     - script:
       - cp config.json.example config.json
-      - freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
       name: hyperopt
     - script: flake8
       name: flake8
@@ -45,11 +45,11 @@ jobs:
     - script: mypy freqtrade scripts
       name: mypy
 
-    - stage: docker
+    # - stage: docker
-      if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
+    #   if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
-      script:
+    #   script:
-        - build_helpers/publish_docker.sh
+    #     - build_helpers/publish_docker.sh
-      name: "Build and test and push docker image"
+    #   name: "Build and test and push docker image"
 
 notifications:
   slack:

Dockerfile

@@ -24,3 +24,5 @@ RUN pip install numpy --no-cache-dir \
 COPY . /freqtrade/
 RUN pip install -e . --no-cache-dir
 ENTRYPOINT ["freqtrade"]
+# Default to trade mode
+CMD [ "trade" ]

Dockerfile.pi

@@ -38,3 +38,4 @@ RUN ~/berryconda3/bin/pip install -e . --no-cache-dir
 RUN [ "cross-build-end" ]
 
 ENTRYPOINT ["/root/berryconda3/bin/python","./freqtrade/main.py"]
+CMD [ "trade" ]

README.md

@@ -62,7 +62,6 @@ git checkout develop
 
 For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
 
-
 ## Basic Usage
 
 ### Bot commands
@@ -106,7 +105,7 @@ optional arguments:
 
 ### Telegram RPC commands
 
-Telegram is not mandatory. However, this is a great way to control your bot. More details on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
+Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
 
 - `/start`: Starts the trader
 - `/stop`: Stops the trader
@@ -129,11 +128,6 @@ The project is currently setup in two main branches:
 - `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
 - `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
 
-## A note on Binance
-
-For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
-Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
-
 ## Support
 
 ### Help / Slack

build_helpers/install_windows.ps1

@@ -0,0 +1,8 @@
+# Downloads don't work automatically, since the URL is regenerated via javascript.
+# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
+# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
+
+pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+
+pip install -r requirements-dev.txt
+pip install -e .

build_helpers/publish_docker.sh

@@ -1,17 +1,17 @@
 #!/bin/sh
-# - export TAG=`if [ "$TRAVIS_BRANCH" == "develop" ]; then echo "latest"; else echo $TRAVIS_BRANCH ; fi`
-# Replace / with _ to create a valid tag
-TAG=$(echo "${TRAVIS_BRANCH}" | sed -e "s/\//_/")
 
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+echo "Running for ${TAG}"
 
 # Add commit and commit_message to docker container
-echo "${TRAVIS_COMMIT} ${TRAVIS_COMMIT_MESSAGE}" > freqtrade_commit
+echo "${GITHUB_SHA}" > freqtrade_commit
 
-if [ "${TRAVIS_EVENT_TYPE}" = "cron" ]; then
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
-    echo "event ${TRAVIS_EVENT_TYPE}: full rebuild - skipping cache"
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
     docker build -t freqtrade:${TAG} .
 else
-    echo "event ${TRAVIS_EVENT_TYPE}: building with cache"
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
     # Pull last build to avoid rebuilding the whole image
     docker pull ${IMAGE_NAME}:${TAG}
     docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
@@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then
 fi
 
 # Run backtest
-docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting
+docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
@@ -38,12 +38,12 @@ if [ $? -ne 0 ]; then
 fi
 
 # Tag as latest for develop builds
-if [ "${TRAVIS_BRANCH}" = "develop" ]; then
+if [ "${GITHUB_REF}" = "develop" ]; then
     docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
 fi
 
 # Login
-echo "$DOCKER_PASS" | docker login -u $DOCKER_USER --password-stdin
+docker login -u $DOCKER_USERNAME -p $DOCKER_PASSWORD
 
 if [ $? -ne 0 ]; then
     echo "failed login"

config.json.example

@@ -52,6 +52,9 @@
             "DOGE/BTC"
         ]
     },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
     "edge": {
         "enabled": false,
         "process_throttle_secs": 3600,
@@ -68,7 +71,7 @@
         "remove_pumps": false
     },
     "telegram": {
-        "enabled": true,
+        "enabled": false,
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },

config_binance.json.example

@@ -54,6 +54,9 @@
             "BNB/BTC"
         ]
     },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
     "edge": {
         "enabled": false,
         "process_throttle_secs": 3600,

config_full.json.example

@@ -50,14 +50,18 @@
         "buy": "gtc",
         "sell": "gtc"
     },
-    "pairlist": {
+    "pairlists": [
-        "method": "VolumePairList",
+        {"method": "StaticPairList"},
-        "config": {
+        {
+            "method": "VolumePairList",
             "number_assets": 20,
             "sort_key": "quoteVolume",
-            "precision_filter": false
+            "refresh_period": 1800
+        },
+        {"method": "PrecisionFilter"},
+        {"method": "PriceFilter", "low_price_ratio": 0.01
         }
-    },
+    ],
     "exchange": {
         "name": "bittrex",
         "sandbox": false,

config_kraken.json.example

@@ -46,6 +46,9 @@
 
         ]
     },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
     "edge": {
         "enabled": false,
         "process_throttle_secs": 3600,

docs/advanced-setup.md

@@ -8,6 +8,9 @@ If you do not know what things mentioned here mean, you probably do not need it.
 
 Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
 
+!!! Note
+    Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions).
+
 After that you can start the daemon with:
 
 ```bash

docs/backtesting.md

@@ -45,7 +45,7 @@ freqtrade --datadir user_data/data/bittrex-20180101 backtesting
 #### With a (custom) strategy file
 
 ```bash
-freqtrade -s SampleStrategy backtesting
+freqtrade backtesting -s SampleStrategy
 ```
 
 Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.

docs/bot-usage.md

@@ -5,20 +5,18 @@ This page explains the different parameters of the bot and how to run it.
 !!! Note
     If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
 
-
 ## Bot commands
 
 ```
-usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+usage: freqtrade [-h] [-V]
-                 [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                 {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
-                 [--db-url PATH] [--sd-notify]
-                 {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
+  {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
+    trade               Trade module.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -32,6 +30,27 @@ positional arguments:
 
 optional arguments:
   -h, --help            show this help message and exit
+  -V, --version         show program's version number and exit
+
+```
+
+### Bot trading commands
+
+```
+usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                       [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                       [--db-url PATH] [--sd-notify] [--dry-run]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --db-url PATH         Override trades database URL, this is useful in custom
+                        deployments (default: `sqlite:///tradesv3.sqlite` for
+                        Live Run mode, `sqlite://` for Dry Run).
+  --sd-notify           Notify systemd service manager.
+  --dry-run             Enforce dry-run for trading (removes Exchange secrets
+                        and simulates trades).
+
+Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified.
   -V, --version         show program's version number and exit
@@ -43,15 +62,12 @@ optional arguments:
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
-  -s NAME, --strategy NAME
-                        Specify strategy class name (default:
-                        `DefaultStrategy`).
-  --strategy-path PATH  Specify additional strategy lookup path.
-  --db-url PATH         Override trades database URL, this is useful in custom
-                        deployments (default: `sqlite:///tradesv3.sqlite` for
-                        Live Run mode, `sqlite://` for Dry Run).
-  --sd-notify           Notify systemd service manager.
 
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
 ```
 
 ### How to specify which configuration file be used?
@@ -60,7 +76,7 @@ The bot allows you to select which configuration file you want to use by means o
 the `-c/--config` command line option:
 
 ```bash
-freqtrade -c path/far/far/away/config.json
+freqtrade trade -c path/far/far/away/config.json
 ```
 
 Per default, the bot loads the `config.json` configuration file from the current
@@ -79,13 +95,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua
 require them):
 
 ```bash
-freqtrade -c ./config.json
+freqtrade trade -c ./config.json
 ```
 
 and specify both configuration files when running in the normal Live Trade Mode:
 
 ```bash
-freqtrade -c ./config.json -c path/to/secrets/keys.config.json
+freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json
 ```
 
 This could help you hide your private Exchange key and Exchange secrete on you local machine
@@ -134,7 +150,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
 a strategy class called `AwesomeStrategy` to load it:
 
 ```bash
-freqtrade --strategy AwesomeStrategy
+freqtrade trade --strategy AwesomeStrategy
 ```
 
 If the bot does not find your strategy file, it will display in an error
@@ -149,7 +165,7 @@ This parameter allows you to add an additional strategy lookup path, which gets
 checked before the default locations (The passed path must be a directory!):
 
 ```bash
-freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
+freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 #### How to install a strategy?
@@ -165,7 +181,7 @@ using `--db-url`. This can also be used to specify a custom database
 in production mode. Example command:
 
 ```bash
-freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
+freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
 ## Backtesting commands
@@ -173,8 +189,10 @@ freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 Backtesting also uses the config specified via `-c/--config`.
 
 ```
-usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                             [--max_open_trades INT]
+                             [-d PATH] [--userdir PATH] [-s NAME]
+                             [--strategy-path PATH] [-i TICKER_INTERVAL]
+                             [--timerange TIMERANGE] [--max_open_trades INT]
                              [--stake_amount STAKE_AMOUNT] [--fee FLOAT]
                              [--eps] [--dmmp]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@@ -211,11 +229,29 @@ optional arguments:
   --export EXPORT       Export backtest results, argument are: trades.
                         Example: `--export=trades`
   --export-filename PATH
-                        Save backtest results to the file with this filename
+                        Save backtest results to the file with this filename.
-                        (default: `user_data/backtest_results/backtest-
+                        Requires `--export` to be set as well. Example:
-                        result.json`). Requires `--export` to be set as well.
+                        `--export-filename=user_data/backtest_results/backtest
-                        Example: `--export-filename=user_data/backtest_results
+                        _today.json`
-                        /backtest_today.json`
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
 
 ```
 
@@ -223,7 +259,7 @@ optional arguments:
 
 The first time your run Backtesting, you will need to download some historic data first.
 This can be accomplished by using `freqtrade download-data`.  
-Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details
+Check the corresponding [Data Downloading](data-download.md) section for more details
 
 ## Hyperopt commands
 
@@ -231,12 +267,14 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
 to find optimal parameter values for your stategy.
 
 ```
-usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                          [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                          [-i TICKER_INTERVAL] [--timerange TIMERANGE]
                           [--max_open_trades INT]
                           [--stake_amount STAKE_AMOUNT] [--fee FLOAT]
-                          [--customhyperopt NAME] [--hyperopt-path PATH]
+                          [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
-                          [--eps] [-e INT]
+                          [-e INT]
-                          [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
+                          [--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
                           [--dmmp] [--print-all] [--no-color] [--print-json]
                           [-j JOBS] [--random-state INT] [--min-trades INT]
                           [--continue] [--hyperopt-loss NAME]
@@ -254,16 +292,15 @@ optional arguments:
                         Specify stake_amount.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
-  --customhyperopt NAME
+  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        Specify hyperopt class name (default:
+                        bot.
-                        `DefaultHyperOpt`).
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopts and
                         Hyperopt Loss functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
   -e INT, --epochs INT  Specify number of epochs (default: 100).
-  -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
+  --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
                         Specify which parameters to hyperopt. Space-separated
                         list. Default: `all`.
   --dmmp, --disable-max-market-positions
@@ -292,8 +329,27 @@ optional arguments:
                         generate completely different results, since the
                         target for optimization is different. Built-in
                         Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
                         `DefaultHyperOptLoss`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
 ```
 
 ## Edge commands
@@ -301,7 +357,9 @@ optional arguments:
 To know your trade expectancy and winrate against historical data, you can use Edge.
 
 ```
-usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                      [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                      [-i TICKER_INTERVAL] [--timerange TIMERANGE]
                       [--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
                       [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
 
@@ -324,6 +382,24 @@ optional arguments:
                         (without any space). Example:
                         `--stoplosses=-0.01,-0.1,-0.001`
 
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
 ```
 
 To understand edge and how to read the results, please read the [edge documentation](edge.md).

docs/configuration.md

@@ -82,8 +82,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
 | `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
-| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
+| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
-| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
 | `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
 | `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
 | `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
@@ -95,7 +94,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
 | `initial_state` | running | Defines the initial application state. More information below.
 | `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
-| `strategy` | DefaultStrategy | Defines Strategy class to use.
+| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`. 
 | `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
 | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
 | `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
@@ -357,13 +356,6 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t
 !!! Warning
     Please make sure to fully understand the impacts of these settings before modifying them.
 
-#### Random notes for other exchanges
-
-* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed:
-```shell
-$ pip3 install web3
-```
-
 ### What values can be used for fiat_display_currency?
 
 The `fiat_display_currency` configuration parameter sets the base currency to use for the
@@ -383,6 +375,88 @@ The valid values are:
 "BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
 ```
 
+## Pairlists
+
+Pairlists define the list of pairs that the bot should trade.
+There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
+
+[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+
+All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
+
+Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+
+### Available Pairlists
+
+* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
+* [`VolumePairList`](#volume-pair-list)
+* [`PrecisionFilter`](#precision-filter)
+* [`PriceFilter`](#price-pair-filter)
+
+#### Static Pair List
+
+By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. 
+
+It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
+
+```json
+"pairlists": [
+    {"method": "StaticPairList"}
+    ],
+```
+
+#### Volume Pair List
+
+`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
+
+`VolumePairList` considers outputs of previous pairlists unless  it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+
+`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+```json
+"pairlists": [{
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 1800,
+],
+```
+
+#### Precision Filter
+
+Filters low-value coins which would not allow setting a stoploss.
+
+#### Price Pair Filter
+
+The `PriceFilter` allows filtering of pairs by price.
+Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+This option is disabled by default, and will only apply if set to <> 0.
+
+Calculation example:  
+Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. 
+
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+
+### Full Pairlist example
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+
+```json
+"exchange": {
+    "pair_whitelist": [],
+    "pair_blacklist": ["BNB/BTC"]
+},
+"pairlists": [
+    {
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+    },
+    {"method": "PrecisionFilter"},
+    {"method": "PriceFilter", "low_price_ratio": 0.01}
+    ],
+```
+
 ## Switch to Dry-run mode
 
 We recommend starting the bot in the Dry-run mode to see how your bot will
@@ -412,45 +486,6 @@ creating trades on the exchange.
 Once you will be happy with your bot performance running in the Dry-run mode,
 you can switch it to production mode.
 
-### Dynamic Pairlists
-
-Dynamic pairlists select pairs for you based on the logic configured.
-The bot runs against all pairs (with that stake) on the exchange, and a number of assets
-(`number_assets`) is selected based on the selected criteria.
-
-By default, the `StaticPairList` method is used.
-The Pairlist method is configured as `pair_whitelist` parameter under the `exchange`
-section of the configuration.
-
-**Available Pairlist methods:**
-
-* `StaticPairList`
-  * It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
-* `VolumePairList`
-  * It selects `number_assets` top pairs based on `sort_key`, which can be one of
-`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
-  * There is a possibility to filter low-value coins that would not allow setting a stop loss
-(set `precision_filter` parameter to `true` for this).
-  * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
-  * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
-
-Example:
-
-```json
-"exchange": {
-    "pair_whitelist": [],
-    "pair_blacklist": ["BNB/BTC"]
-},
-"pairlist": {
-        "method": "VolumePairList",
-        "config": {
-            "number_assets": 20,
-            "sort_key": "quoteVolume",
-            "precision_filter": false
-        }
-    },
-```
-
 ## Switch to production mode
 
 In production mode, the bot will engage your money. Be careful, since a wrong
@@ -476,12 +511,14 @@ you run it in production mode.
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
         ...
 }
-
 ```
+
 !!! Note
     If you have an exchange API key yet, [see our tutorial](/pre-requisite).
 
-### Using proxy with FreqTrade
+You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
+
+### Using proxy with Freqtrade
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
 
@@ -501,14 +538,13 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
-
+## Embedding Strategies
-### Embedding Strategies
 
 FreqTrade provides you with with an easy way to embed the strategy into your configuration file.
 This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
 in your chosen config file.
 
-#### Encoding a string as BASE64
+### Encoding a string as BASE64
 
 This is a quick example, how to generate the BASE64 string in python
 

docs/data-download.md

@@ -78,10 +78,8 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d
 !!! Warning
     The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
 
-### Historic Kraken data
+!!! Note "Kraken user"
-
+    Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
-The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting.
-To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
 
 ## Next step
 

docs/developer.md

@@ -46,15 +46,18 @@ def test_method_to_test(caplog):
 The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
 
 #### Install
+
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [docker](https://docs.docker.com/install/)
 * [docker-compose](https://docs.docker.com/compose/install/)
 
 #### Starting the bot
 ##### Use the develop dockerfile
+
 ``` bash
 rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
 ```
+
 #### Docker Compose
 
 ##### Starting
@@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
 ``` bash
 docker-compose up
 ```
+
 ![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png)
 
 ##### Rebuilding
+
 ``` bash
 docker-compose build
 ```
@@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev
 ``` bash
 docker-compose exec freqtrade_develop /bin/bash
 ```
-![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
 
+![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
 
 ## Modules
 
@@ -95,22 +100,22 @@ This is a simple provider, which however serves as a good example on how to star
 
 Next, modify the classname of the provider (ideally align this with the Filename).
 
-The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
+The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
 
 ```python
-        self._freqtrade = freqtrade
+        self._exchange = exchange
+        self._pairlistmanager = pairlistmanager
         self._config = config
-        self._whitelist = self._config['exchange']['pair_whitelist']
+        self._pairlistconfig = pairlistconfig
-        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+        self._pairlist_pos = pairlist_pos
 ```
 
-
 Now, let's step through the methods which require actions:
 
-#### configuration
+#### Pairlist configuration
 
 Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
-This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
+This Pairlist-object may contain configurations with additional configurations for the configured pairlist.
 By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.
 
 Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.
@@ -120,29 +125,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
 Returns a description used for Telegram messages.
 This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
 
-#### refresh_pairlist
+#### filter_pairlist
 
 Override this method and run all calculations needed in this method.
 This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
 
-Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.
+It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
 
-Please also run `self._validate_whitelist(pairs)` and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten.
+It must return the resulting pairlist (which may then be passed into the next pairlist filter).
+
+Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
 
 ##### sample
 
 ``` python
-    def refresh_pairlist(self) -> None:
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         # Generate dynamic whitelist
-        pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
+        pairs = self._calculate_pairlist(pairlist, tickers)
-        # Validate whitelist to only have active market pairs
+        return pairs
-        self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs]
 ```
 
 #### _gen_pair_whitelist
 
 This is a simple method used by `VolumePairList` - however serves as a good example.
-It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.
+In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
 
 ## Implement a new Exchange (WIP)
 
@@ -198,6 +204,19 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/not
 jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
 ```
 
+## Continuous integration
+
+This documents some decisions taken for the CI Pipeline.
+
+* CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
+* Docker images are build for the branches `master` and `develop`.
+* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:master_pi` and `develop_pi`.
+* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
+* Full docker image rebuilds are run once a week via schedule.
+* Deployments run on ubuntu.
+* ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
+* All tests must pass for a PR to be merged to `master` or `develop`.
+
 ## Creating a release
 
 This part of the documentation is aimed at maintainers, and shows how to create a release.

docs/docker.md

@@ -160,7 +160,7 @@ docker run -d \
   -v ~/.freqtrade/config.json:/freqtrade/config.json \
   -v ~/.freqtrade/user_data/:/freqtrade/user_data \
   -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-  freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
+  freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
 ```
 
 !!! Note
@@ -202,7 +202,7 @@ docker run -d \
   -v ~/.freqtrade/config.json:/freqtrade/config.json \
   -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
   -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \
-  freqtrade --strategy AwsomelyProfitableStrategy backtesting
+  freqtrade backtesting --strategy AwsomelyProfitableStrategy
 ```
 
 Head over to the [Backtesting Documentation](backtesting.md) for more details.

docs/edge.md

@@ -235,7 +235,7 @@ An example of its output:
 ### Update cached pairs with the latest data
 
 Edge requires historic data the same way as backtesting does.
-Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details.
+Please refer to the [Data Downloading](data-download.md) section of the documentation for details.
 
 ### Precising stoploss range
 

docs/exchanges.md

@@ -0,0 +1,63 @@
+# Exchange-specific Notes
+
+This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
+
+## Binance
+
+!!! Tip "Stoploss on Exchange"
+    Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
+
+### Blacklists
+
+For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
+Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
+
+### Binance sites
+
+Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
+
+* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
+* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
+* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
+
+## Kraken
+
+### Historic Kraken data
+
+The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
+To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
+
+## Bittrex
+
+### Restricted markets
+
+Bittrex split its exchange into US and International versions.
+The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
+
+If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
+
+The warning message will look similar to the following:
+
+``` output
+[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
+```
+
+If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
+If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
+
+You can get a list of restricted markets by using the following snippet:
+
+``` python
+import ccxt
+ct = ccxt.bittrex()
+_ = ct.load_markets()
+res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
+print(res)
+```
+
+## Random notes for other exchanges
+
+* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
+```shell
+$ pip3 install web3
+```

docs/faq.md

@@ -4,7 +4,7 @@
 
 ### The bot does not start
 
-Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
+Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`.
 
 This could have the following reasons:
 
@@ -48,12 +48,8 @@ You can use the `/forcesell all` command from Telegram.
 ### I get the message "RESTRICTED_MARKET"
 
 Currently known to happen for US Bittrex users.  
-Bittrex split its exchange into US and International versions.
-The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
 
-If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair.
+Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
-If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you.
-If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist.
 
 ### How do I search the bot logs for something?
 

docs/hyperopt.md

@@ -245,7 +245,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
 ```bash
-freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
+freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 5000 --spaces all
 ```
 
 Use  `<hyperoptname>` as the name of the custom hyperopt used.
@@ -281,7 +281,7 @@ freqtrade hyperopt --timerange 20180401-20180501
 Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
 
 ```bash
-freqtrade --strategy SampleStrategy hyperopt --customhyperopt SampleHyperopt
+freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
 ```
 
 ### Running Hyperopt with Smaller Search Space

docs/installation.md

@@ -26,24 +26,32 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
 
 ## Quick start
 
-Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot.
+Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
-
-!!! Note
-    Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case.
-
-```bash
-git clone git@github.com:freqtrade/freqtrade.git
-cd freqtrade
-git checkout develop
-./setup.sh --install
-```
 
 !!! Note
     Windows installation is explained [here](#windows).
 
-## Easy Installation - Linux Script
+The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform.
 
-If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
+!!! Note "Version considerations"
+    When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
+
+!!! Note
+    Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
+
+This can be achieved with the following commands:
+
+```bash
+git clone git@github.com:freqtrade/freqtrade.git
+cd freqtrade
+git checkout master  # Optional, see (1)
+./setup.sh --install
+```
+(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
+
+## Easy Installation Script (Linux/MacOS)
+
+If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot.
 
 ```bash
 $ ./setup.sh
@@ -56,25 +64,25 @@ usage:
 
 ** --install **
 
-This script will install everything you need to run the bot:
+With this option, the script will install everything you need to run the bot:
 
 * Mandatory software as: `ta-lib`
 * Setup your virtualenv
 * Configure your `config.json` file
 
-This script is a combination of `install script` `--reset`, `--config`
+This option is a combination of installation tasks, `--reset` and `--config`.
 
 ** --update **
 
-Update parameter will pull the last version of your current branch and update your virtualenv.
+This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
 
 ** --reset **
 
-Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
+This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv.
 
 ** --config **
 
-Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
+Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`.
 
 ------
 
@@ -184,7 +192,7 @@ python3 -m pip install -e .
 If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
 
 ```bash
-freqtrade -c config.json
+freqtrade trade -c config.json
 ```
 
 *Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.

docs/plotting.md

@@ -23,13 +23,15 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
 Possible arguments:
 
 ```
-usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]]
+usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                [-d PATH] [--userdir PATH] [-s NAME]
+                                [--strategy-path PATH] [-p PAIRS [PAIRS ...]]
                                 [--indicators1 INDICATORS1 [INDICATORS1 ...]]
                                 [--indicators2 INDICATORS2 [INDICATORS2 ...]]
                                 [--plot-limit INT] [--db-url PATH]
                                 [--trade-source {DB,file}] [--export EXPORT]
                                 [--export-filename PATH]
-                                [--timerange TIMERANGE]
+                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -62,6 +64,28 @@ optional arguments:
                         /backtest_today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
+  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name (default:
+                        `DefaultStrategy`).
+  --strategy-path PATH  Specify additional strategy lookup path.
 
 ```
 
@@ -83,7 +107,7 @@ Use `--indicators1` for the main plot and `--indicators2` for the subplot below
     You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
 
 ``` bash
-freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd
+freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
 ```
 
 ### Further usage examples
@@ -91,25 +115,25 @@ freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma
 To plot multiple pairs, separate them with a space:
 
 ``` bash
-freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH XRP/ETH
+freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH
 ```
 
 To plot a timerange (to zoom in)
 
 ``` bash
-freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --timerange=20180801-20180805
+freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
 ```
 
 To plot trades stored in a database use `--db-url` in combination with `--trade-source DB`:
 
 ``` bash
-freqtrade --strategy AwesomeStrategy plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
+freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
 ```
 
 To plot trades from a backtesting result, use `--export-filename <filename>`
 
 ``` bash
-freqtrade --strategy AwesomeStrategy plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
+freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
 ```
 
 ## Plot profit
@@ -133,10 +157,11 @@ The third graph can be useful to spot outliers, events in pairs that cause profi
 Possible options for the `freqtrade plot-profit` subcommand:
 
 ```
-usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]]
+usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                             [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
                              [--timerange TIMERANGE] [--export EXPORT]
                              [--export-filename PATH] [--db-url PATH]
-                             [--trade-source {DB,file}]
+                             [--trade-source {DB,file}] [-i TICKER_INTERVAL]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -159,6 +184,22 @@ optional arguments:
   --trade-source {DB,file}
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
+  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default: `config.json`).
+                        Multiple --config options may be used. Can be set to
+                        `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
 
 ```
 

docs/requirements-docs.txt

@@ -1,2 +1,2 @@
-mkdocs-material==4.4.3
+mkdocs-material==4.5.0
 mdx_truly_sane_lists==1.2

docs/rest-api.md

@@ -22,7 +22,14 @@ Sample configuration:
 !!! Danger "Password selection"
     Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
 
-You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
+You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
+This should return the response:
+
+``` output
+{"status":"pong"}
+```
+
+All other endpoints return sensitive info and require authentication, so are not available through a web browser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 
@@ -58,7 +65,7 @@ docker run -d \
   -v ~/.freqtrade/user_data/:/freqtrade/user_data \
   -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
   -p 127.0.0.1:8080:8080 \
-  freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
+  freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
 ```
 
 !!! Danger "Security warning"
@@ -99,6 +106,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `stop` | | Stops the trader
 | `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `reload_conf` | | Reloads the configuration file
+| `show_config` | | Shows part of the current configuration with relevant settings to operation
 | `status` | | Lists all open trades
 | `count` | | Displays number of trades used and available
 | `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
@@ -165,6 +173,10 @@ reload_conf
         Reload configuration
         :returns: json object
 
+show_config
+        Returns part of the configuration, relevant for trading operations.
+        :return: json object containing the version
+
 start
         Start the bot if it's in stopped state.
         :returns: json object

docs/strategy-customization.md

@@ -13,7 +13,7 @@ Let assume you have a class called `AwesomeStrategy` in the file `awesome-strate
 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
 
 ```bash
-freqtrade --strategy AwesomeStrategy
+freqtrade trade --strategy AwesomeStrategy
 ```
 
 ## Change your strategy
@@ -45,7 +45,7 @@ The current version is 2 - which is also the default when it's not set explicitl
 Future versions will require this to be set.
 
 ```bash
-freqtrade --strategy AwesomeStrategy
+freqtrade trade --strategy AwesomeStrategy
 ```
 
 **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
@@ -314,9 +314,9 @@ Please always check the mode of operation to select the correct method to get da
 #### Possible options for DataProvider
 
 - `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
+- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
-- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
 - `runmode` - Property containing the current runmode.
@@ -327,7 +327,7 @@ Please always check the mode of operation to select the correct method to get da
 if self.dp:
     inf_pair, inf_timeframe = self.informative_pairs()[0]
     informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             ticker_interval=inf_timeframe)
+                                             timeframe=inf_timeframe)
 ```
 
 !!! Warning "Warning about backtesting"
@@ -485,7 +485,7 @@ The strategy template is located in the file
 If you want to use a strategy from a different directory you can pass `--strategy-path`
 
 ```bash
-freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
+freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 ### Common mistakes when developing strategies

docs/strategy_analysis_example.md

@@ -10,7 +10,7 @@ from pathlib import Path
 # Customize these according to your needs.
 
 # Define some constants
-ticker_interval = "5m"
+timeframe = "5m"
 # Name of the strategy class
 strategy_name = 'SampleStrategy'
 # Path to user data
@@ -29,7 +29,7 @@ pair = "BTC_USDT"
 from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
-                            ticker_interval=ticker_interval,
+                            timeframe=timeframe,
                             pair=pair)
 
 # Confirm success

docs/telegram-usage.md

@@ -53,6 +53,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/stop` | | Stops the trader
 | `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `/reload_conf` | | Reloads the configuration file
+| `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
 | `/status table` | | List all open trades in a table format
 | `/count` | | Displays number of trades used and available

freqtrade.service

@@ -6,7 +6,7 @@ After=network.target
 # Set WorkingDirectory and ExecStart to your file paths accordingly
 # NOTE: %h will be resolved to /home/<username>
 WorkingDirectory=%h/freqtrade
-ExecStart=/usr/bin/freqtrade
+ExecStart=/usr/bin/freqtrade trade
 Restart=on-failure
 
 [Install]

freqtrade.service.watchdog

@@ -6,7 +6,7 @@ After=network.target
 # Set WorkingDirectory and ExecStart to your file paths accordingly
 # NOTE: %h will be resolved to /home/<username>
 WorkingDirectory=%h/freqtrade
-ExecStart=/usr/bin/freqtrade --sd-notify
+ExecStart=/usr/bin/freqtrade trade --sd-notify
 
 Restart=always
 #Restart=on-failure

freqtrade/configuration/arguments.py

@@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
 
 ARGS_STRATEGY = ["strategy", "strategy_path"]
 
-ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
+ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
 ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
                         "max_open_trades", "stake_amount", "fee"]
@@ -42,8 +42,9 @@ ARGS_CREATE_USERDIR = ["user_data_dir"]
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
                       "timeframes", "erase"]
 
-ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
+ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
-                       "trade_source", "export", "exportfilename", "timerange", "ticker_interval"]
+                       "db_url", "trade_source", "export", "exportfilename",
+                       "timerange", "ticker_interval"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "ticker_interval"]
@@ -61,11 +62,6 @@ class Arguments:
     def __init__(self, args: Optional[List[str]]) -> None:
         self.args = args
         self._parsed_arg: Optional[argparse.Namespace] = None
-        self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
-
-    def _load_args(self) -> None:
-        self._build_args(optionlist=ARGS_MAIN)
-        self._build_subcommands()
 
     def get_parsed_arg(self) -> Dict[str, Any]:
         """
@@ -73,7 +69,7 @@ class Arguments:
         :return: List[str] List of arguments
         """
         if self._parsed_arg is None:
-            self._load_args()
+            self._build_subcommands()
             self._parsed_arg = self._parse_args()
 
         return vars(self._parsed_arg)
@@ -84,22 +80,17 @@ class Arguments:
         """
         parsed_arg = self.parser.parse_args(self.args)
 
-        # When no config is provided, but a config exists, use that configuration!
-        subparser = parsed_arg.subparser if 'subparser' in parsed_arg else None
-
         # Workaround issue in argparse with action='append' and default value
         # (see https://bugs.python.org/issue16399)
         # Allow no-config for certain commands (like downloading / plotting)
-        if (parsed_arg.config is None
+        if ('config' in parsed_arg and parsed_arg.config is None and
-                and subparser not in NO_CONF_ALLOWED
+            ((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
-                and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file()
+             not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
-                     or (subparser not in NO_CONF_REQURIED))):
             parsed_arg.config = [constants.DEFAULT_CONFIG]
 
         return parsed_arg
 
-    def _build_args(self, optionlist, parser=None):
+    def _build_args(self, optionlist, parser):
-        parser = parser or self.parser
 
         for val in optionlist:
             opt = AVAILABLE_CLI_OPTIONS[val]
@@ -110,38 +101,68 @@ class Arguments:
         Builds and attaches all subcommands.
         :return: None
         """
+        # Build shared arguments (as group Common Options)
+        _common_parser = argparse.ArgumentParser(add_help=False)
+        group = _common_parser.add_argument_group("Common arguments")
+        self._build_args(optionlist=ARGS_COMMON, parser=group)
+
+        _strategy_parser = argparse.ArgumentParser(add_help=False)
+        strategy_group = _strategy_parser.add_argument_group("Strategy arguments")
+        self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
+
+        # Build main command
+        self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
+        self._build_args(optionlist=['version'], parser=self.parser)
+
         from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
         from freqtrade.utils import (start_create_userdir, start_download_data,
-                                     start_list_exchanges, start_list_timeframes,
+                                     start_list_exchanges, start_list_markets,
-                                     start_list_markets)
+                                     start_list_timeframes, start_trading)
+        from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
 
-        subparsers = self.parser.add_subparsers(dest='subparser')
+        subparsers = self.parser.add_subparsers(dest='command',
+                                                # Use custom message when no subhandler is added
+                                                # shown from `main.py`
+                                                # required=True
+                                                )
+
+        # Add trade subcommand
+        trade_cmd = subparsers.add_parser('trade', help='Trade module.',
+                                          parents=[_common_parser, _strategy_parser])
+        trade_cmd.set_defaults(func=start_trading)
+        self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
 
         # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
+                                                parents=[_common_parser, _strategy_parser])
         backtesting_cmd.set_defaults(func=start_backtesting)
         self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
 
         # Add edge subcommand
-        edge_cmd = subparsers.add_parser('edge', help='Edge module.')
+        edge_cmd = subparsers.add_parser('edge', help='Edge module.',
+                                         parents=[_common_parser, _strategy_parser])
         edge_cmd.set_defaults(func=start_edge)
         self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
 
         # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
+        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
+                                             parents=[_common_parser, _strategy_parser],
+                                             )
         hyperopt_cmd.set_defaults(func=start_hyperopt)
         self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
 
         # add create-userdir subcommand
         create_userdir_cmd = subparsers.add_parser('create-userdir',
-                                                   help="Create user-data directory.")
+                                                   help="Create user-data directory.",
+                                                   )
         create_userdir_cmd.set_defaults(func=start_create_userdir)
         self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
 
         # Add list-exchanges subcommand
         list_exchanges_cmd = subparsers.add_parser(
             'list-exchanges',
-            help='Print available exchanges.'
+            help='Print available exchanges.',
+            parents=[_common_parser],
         )
         list_exchanges_cmd.set_defaults(func=start_list_exchanges)
         self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
@@ -149,7 +170,8 @@ 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 ticker intervals (timeframes) for the exchange.',
+            parents=[_common_parser],
         )
         list_timeframes_cmd.set_defaults(func=start_list_timeframes)
         self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
@@ -157,7 +179,8 @@ class Arguments:
         # Add list-markets subcommand
         list_markets_cmd = subparsers.add_parser(
             'list-markets',
-            help='Print markets on exchange.'
+            help='Print markets on exchange.',
+            parents=[_common_parser],
         )
         list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
         self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
@@ -165,7 +188,8 @@ class Arguments:
         # Add list-pairs subcommand
         list_pairs_cmd = subparsers.add_parser(
             'list-pairs',
-            help='Print pairs on exchange.'
+            help='Print pairs on exchange.',
+            parents=[_common_parser],
         )
         list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
         self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
@@ -173,16 +197,17 @@ class Arguments:
         # Add download-data subcommand
         download_data_cmd = subparsers.add_parser(
             'download-data',
-            help='Download backtesting data.'
+            help='Download backtesting data.',
+            parents=[_common_parser],
         )
         download_data_cmd.set_defaults(func=start_download_data)
         self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
 
         # Add Plotting subcommand
-        from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
         plot_dataframe_cmd = subparsers.add_parser(
             'plot-dataframe',
-            help='Plot candles with indicators.'
+            help='Plot candles with indicators.',
+            parents=[_common_parser, _strategy_parser],
         )
         plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
         self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
@@ -190,7 +215,8 @@ class Arguments:
         # Plot profit
         plot_profit_cmd = subparsers.add_parser(
             'plot-profit',
-            help='Generate plot showing profits.'
+            help='Generate plot showing profits.',
+            parents=[_common_parser],
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

freqtrade/configuration/cli_options.py

@@ -65,9 +65,8 @@ AVAILABLE_CLI_OPTIONS = {
     # Main options
     "strategy": Arg(
         '-s', '--strategy',
-        help='Specify strategy class name (default: `%(default)s`).',
+        help='Specify strategy class name which will be used by the bot.',
         metavar='NAME',
-        default='DefaultStrategy',
     ),
     "strategy_path": Arg(
         '--strategy-path',
@@ -86,6 +85,11 @@ AVAILABLE_CLI_OPTIONS = {
         help='Notify systemd service manager.',
         action='store_true',
     ),
+    "dry_run": Arg(
+        '--dry-run',
+        help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
+        action='store_true',
+    ),
     # Optimize common
     "ticker_interval": Arg(
         '-i', '--ticker-interval',
@@ -136,7 +140,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "exportfilename": Arg(
         '--export-filename',
-        help='Save backtest results to the file with this filename (default: `%(default)s`). '
+        help='Save backtest results to the file with this filename. '
         'Requires `--export` to be set as well. '
         'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
         metavar='PATH',
@@ -156,14 +160,13 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     # Hyperopt
     "hyperopt": Arg(
-        '--customhyperopt',
+        '--hyperopt',
-        help='Specify hyperopt class name (default: `%(default)s`).',
+        help='Specify hyperopt class name which will be used by the bot.',
         metavar='NAME',
-        default=constants.DEFAULT_HYPEROPT,
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
-        help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
+        help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
         metavar='PATH',
     ),
     "epochs": Arg(

freqtrade/configuration/config_validation.py

@@ -122,6 +122,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
                                               RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
         return
 
-    if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList'
+    for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
-       and not conf.get('exchange', {}).get('pair_whitelist')):
+        if (pl.get('method') == 'StaticPairList'
-        raise OperationalException("StaticPairList requires pair_whitelist to be set.")
+                and not conf.get('exchange', {}).get('pair_whitelist')):
+            raise OperationalException("StaticPairList requires pair_whitelist to be set.")

freqtrade/configuration/configuration.py

@@ -81,6 +81,9 @@ class Configuration:
         if 'ask_strategy' not in config:
             config['ask_strategy'] = {}
 
+        if 'pairlists' not in config:
+            config['pairlists'] = []
+
         # validate configuration before returning
         logger.info('Validating configuration ...')
         validate_config_schema(config)
@@ -93,7 +96,7 @@ class Configuration:
         :return: Configuration dictionary
         """
         # Load all configs
-        config: Dict[str, Any] = self.load_from_files(self.args["config"])
+        config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
 
         # Keep a copy of the original configuration file
         config['original_config'] = deepcopy(config)
@@ -153,7 +156,7 @@ class Configuration:
         self._process_logging_options(config)
 
         # Set strategy if not specified in config and or if it's non default
-        if self.args.get("strategy") != constants.DEFAULT_STRATEGY or not config.get('strategy'):
+        if self.args.get("strategy") or not config.get('strategy'):
             config.update({'strategy': self.args.get("strategy")})
 
         self._args_to_config(config, argname='strategy_path',
@@ -171,6 +174,10 @@ class Configuration:
         if 'sd_notify' in self.args and self.args["sd_notify"]:
             config['internals'].update({'sd_notify': True})
 
+        self._args_to_config(config, argname='dry_run',
+                             logstring='Parameter --dry-run detected, '
+                             'overriding dry_run to: {} ...')
+
     def _process_datadir_options(self, config: Dict[str, Any]) -> None:
         """
         Extract information for sys.argv and load directory configurations

freqtrade/configuration/deprecated_settings.py

@@ -57,3 +57,19 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
                                'experimental', 'sell_profit_only')
     process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
                                'experimental', 'ignore_roi_if_buy_signal')
+
+    if config.get('pairlist', {}).get("method") == 'VolumePairList':
+        logger.warning(
+            "DEPRECATED: "
+            f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
+            "Please refer to the docs on configuration details")
+        pl = {'method': 'VolumePairList'}
+        pl.update(config.get('pairlist', {}).get('config'))
+        config['pairlists'].append(pl)
+
+    if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
+        logger.warning(
+            "DEPRECATED: "
+            f"Using precision_filter setting is deprecated and has been replaced by"
+            "PrecisionFilter. Please refer to the docs on configuration details")
+        config['pairlists'].append({'method': 'PrecisionFilter'})

freqtrade/configuration/timerange.py

@@ -39,12 +39,12 @@ class TimeRange:
         if self.startts:
             self.startts = self.startts - seconds
 
-    def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
+    def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
                                   min_date: arrow.Arrow) -> None:
         """
         Adjust startts by <startup_candles> candles.
         Applies only if no startup-candles have been available.
-        :param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
+        :param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')`
         :param startup_candles: Number of candles to move start-date forward
         :param min_date: Minimum data date loaded. Key kriterium to decide if start-time
                          has to be moved
@@ -55,7 +55,7 @@ class TimeRange:
             # If no startts was defined, or backtest-data starts at the defined backtest-date
             logger.warning("Moving start-date by %s candles to account for startup time.",
                            startup_candles)
-            self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
+            self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
             self.starttype = 'date'
 
     @staticmethod

freqtrade/constants.py

@@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5  # sec
 DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
-DEFAULT_STRATEGY = 'DefaultStrategy'
-DEFAULT_HYPEROPT = 'DefaultHyperOpt'
 DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
@@ -20,11 +18,11 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
 DRY_RUN_WALLET = 999.9
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 
-TICKER_INTERVALS = [
+TIMEFRAMES = [
     '1m', '3m', '5m', '15m', '30m',
     '1h', '2h', '4h', '6h', '8h', '12h',
     '1d', '3d', '1w',
@@ -57,7 +55,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': 'integer', 'minimum': -1},
-        'ticker_interval': {'type': 'string', 'enum': TICKER_INTERVALS},
+        'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
         'stake_amount': {
             "type": ["number", "string"],
@@ -151,13 +149,16 @@ CONF_SCHEMA = {
                 'block_bad_exchanges': {'type': 'boolean'}
             }
         },
-        'pairlist': {
+        'pairlists': {
-            'type': 'object',
+            'type': 'array',
-            'properties': {
+            'items': {
-                'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
+                'type': 'object',
-                'config': {'type': 'object'}
+                'properties': {
-            },
+                    'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
-            'required': ['method']
+                    'config': {'type': 'object'}
+                },
+                'required': ['method'],
+            }
         },
         'telegram': {
             'type': 'object',

freqtrade/data/btanalysis.py

@@ -7,7 +7,7 @@ from typing import Dict
 
 import numpy as np
 import pandas as pd
-import pytz
+from datetime import timezone
 
 from freqtrade import persistence
 from freqtrade.misc import json_load
@@ -106,8 +106,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
 
     trades = pd.DataFrame([(t.pair,
-                            t.open_date.replace(tzinfo=pytz.UTC),
+                            t.open_date.replace(tzinfo=timezone.utc),
-                            t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
+                            t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
                             t.calc_profit(), t.calc_profit_percent(),
                             t.open_rate, t.close_rate, t.amount,
                             (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
@@ -178,9 +178,9 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
     """
     from freqtrade.exchange import timeframe_to_minutes
-    ticker_minutes = timeframe_to_minutes(timeframe)
+    timeframe_minutes = timeframe_to_minutes(timeframe)
-    # Resample to ticker_interval to make sure trades match candles
+    # Resample to timeframe to make sure trades match candles
-    _trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0

freqtrade/data/converter.py

@@ -10,13 +10,13 @@ from pandas import DataFrame, to_datetime
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
+def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
                            fill_missing: bool = True,
                            drop_incomplete: bool = True) -> DataFrame:
     """
     Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
     :param ticker: ticker list, as returned by exchange.async_get_candle_history
-    :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
+    :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
     :param pair: Pair this data is for (used to warn if fillup was necessary)
     :param fill_missing: fill up missing candles with 0 candles
                          (see ohlcv_fill_up_missing_data for details)
@@ -52,12 +52,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
         logger.debug('Dropping last candle')
 
     if fill_missing:
-        return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
+        return ohlcv_fill_up_missing_data(frame, timeframe, pair)
     else:
         return frame
 
 
-def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
+def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
     """
     Fills up missing data with 0 volume rows,
     using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@@ -72,7 +72,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair:
         'close': 'last',
         'volume': 'sum'
     }
-    ticker_minutes = timeframe_to_minutes(ticker_interval)
+    ticker_minutes = timeframe_to_minutes(timeframe)
     # Resample to create "NAN" values
     df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)
 

freqtrade/data/dataprovider.py

@@ -37,52 +37,53 @@ class DataProvider:
     @property
     def available_pairs(self) -> List[Tuple[str, str]]:
         """
-        Return a list of tuples containing pair, ticker_interval for which data is currently cached.
+        Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
         """
         return list(self._exchange._klines.keys())
 
-    def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
+    def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get ohlcv data for the given pair as DataFrame
         Please use the `available_pairs` method to verify which pairs are currently cached.
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: Ticker timeframe to get data for
         :param copy: copy dataframe before returning if True.
                      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, ticker_interval or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
                                          copy=copy)
         else:
             return DataFrame()
 
-    def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
+    def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
         """
         Get stored historic ohlcv data
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 ticker_interval=ticker_interval or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['ticker_interval'],
                                  datadir=Path(self._config['datadir'])
                                  )
 
-    def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
+    def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
         """
         Return pair ohlcv data, either live or cached historical -- depending
         on the runmode.
         :param pair: pair to get the data for
-        :param ticker_interval: ticker interval to get data for
+        :param timeframe: timeframe to get data for
+        :return: Dataframe for this pair
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             # Get live ohlcv data.
-            data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
+            data = self.ohlcv(pair=pair, timeframe=timeframe)
         else:
             # Get historic ohlcv data (cached on disk).
-            data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
+            data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
         if len(data) == 0:
-            logger.warning(f"No data found for ({pair}, {ticker_interval}).")
+            logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
     def market(self, pair: str) -> Optional[Dict[str, Any]]:

freqtrade/data/history.py

@@ -9,12 +9,11 @@ Includes:
 import logging
 import operator
 from copy import deepcopy
-from datetime import datetime
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
-import pytz
 from pandas import DataFrame
 
 from freqtrade import OperationalException, misc
@@ -51,26 +50,30 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     return tickerlist[start_index:stop_index]
 
 
-def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
+def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
     """
     Trim dataframe based on given timerange
+    :param df: Dataframe to trim
+    :param timerange: timerange (use start and end date if available)
+    :param: df_date_col: Column in the dataframe to use as Date column
+    :return: trimmed dataframe
     """
     if timerange.starttype == 'date':
-        start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc)
+        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
-        df = df.loc[df['date'] >= start, :]
+        df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
-        stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc)
+        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
-        df = df.loc[df['date'] <= stop, :]
+        df = df.loc[df[df_date_col] <= stop, :]
     return df
 
 
-def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
+def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
                          timerange: Optional[TimeRange] = None) -> Optional[list]:
     """
     Load a pair from file, either .json.gz or .json
     :return: tickerlist or None if unsuccessful
     """
-    filename = pair_data_filename(datadir, pair, ticker_interval)
+    filename = pair_data_filename(datadir, pair, timeframe)
     pairdata = misc.file_load_json(filename)
     if not pairdata:
         return []
@@ -81,11 +84,11 @@ def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
 
 
 def store_tickerdata_file(datadir: Path, pair: str,
-                          ticker_interval: str, data: list, is_zip: bool = False):
+                          timeframe: str, data: list, is_zip: bool = False):
     """
     Stores tickerdata to file
     """
-    filename = pair_data_filename(datadir, pair, ticker_interval)
+    filename = pair_data_filename(datadir, pair, timeframe)
     misc.file_dump_json(filename, data, is_zip=is_zip)
 
 
@@ -122,7 +125,7 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
 
 
 def load_pair_history(pair: str,
-                      ticker_interval: str,
+                      timeframe: str,
                       datadir: Path,
                       timerange: Optional[TimeRange] = None,
                       refresh_pairs: bool = False,
@@ -134,7 +137,7 @@ def load_pair_history(pair: str,
     """
     Loads cached ticker history for the given pair.
     :param pair: Pair to load data for
-    :param ticker_interval: Ticker-interval (e.g. "5m")
+    :param timeframe: Ticker timeframe (e.g. "5m")
     :param datadir: Path to the data storage location.
     :param timerange: Limit data to be loaded to this timerange
     :param refresh_pairs: Refresh pairs from exchange.
@@ -148,34 +151,34 @@ def load_pair_history(pair: str,
 
     timerange_startup = deepcopy(timerange)
     if startup_candles > 0 and timerange_startup:
-        timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
+        timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
 
     # The user forced the refresh of pairs
     if refresh_pairs:
         download_pair_history(datadir=datadir,
                               exchange=exchange,
                               pair=pair,
-                              ticker_interval=ticker_interval,
+                              timeframe=timeframe,
                               timerange=timerange)
 
-    pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
+    pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
 
     if pairdata:
         if timerange_startup:
             _validate_pairdata(pair, pairdata, timerange_startup)
-        return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
+        return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
                                       fill_missing=fill_up_missing,
                                       drop_incomplete=drop_incomplete)
     else:
         logger.warning(
-            f'No history data for pair: "{pair}", interval: {ticker_interval}. '
+            f'No history data for pair: "{pair}", timeframe: {timeframe}. '
             'Use `freqtrade download-data` to download the data'
         )
         return None
 
 
 def load_data(datadir: Path,
-              ticker_interval: str,
+              timeframe: str,
               pairs: List[str],
               refresh_pairs: bool = False,
               exchange: Optional[Exchange] = None,
@@ -187,7 +190,7 @@ def load_data(datadir: Path,
     """
     Loads ticker history data for a list of pairs
     :param datadir: Path to the data storage location.
-    :param ticker_interval: Ticker-interval (e.g. "5m")
+    :param timeframe: Ticker Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param refresh_pairs: Refresh pairs from exchange.
         (Note: Requires exchange to be passed as well.)
@@ -207,7 +210,7 @@ def load_data(datadir: Path,
         logger.info(f'Using indicator startup period: {startup_candles} ...')
 
     for pair in pairs:
-        hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
+        hist = load_pair_history(pair=pair, timeframe=timeframe,
                                  datadir=datadir, timerange=timerange,
                                  refresh_pairs=refresh_pairs,
                                  exchange=exchange,
@@ -221,9 +224,9 @@ def load_data(datadir: Path,
     return result
 
 
-def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
+def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
     pair_s = pair.replace("/", "_")
-    filename = datadir.joinpath(f'{pair_s}-{ticker_interval}.json')
+    filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
     return filename
 
 
@@ -233,7 +236,7 @@ def pair_trades_filename(datadir: Path, pair: str) -> Path:
     return filename
 
 
-def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
+def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
                                    timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                             Optional[int]]:
     """
@@ -251,12 +254,12 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
         if timerange.starttype == 'date':
             since_ms = timerange.startts * 1000
         elif timerange.stoptype == 'line':
-            num_minutes = timerange.stopts * timeframe_to_minutes(ticker_interval)
+            num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
             since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
 
     # read the cached file
     # Intentionally don't pass timerange in - since we need to load the full dataset.
-    data = load_tickerdata_file(datadir, pair, ticker_interval)
+    data = load_tickerdata_file(datadir, pair, timeframe)
     # remove the last item, could be incomplete candle
     if data:
         data.pop()
@@ -277,18 +280,18 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
 def download_pair_history(datadir: Path,
                           exchange: Optional[Exchange],
                           pair: str,
-                          ticker_interval: str = '5m',
+                          timeframe: str = '5m',
                           timerange: Optional[TimeRange] = None) -> bool:
     """
-    Download the latest ticker intervals from the exchange for the pair passed in parameters
+    Download latest candles from the exchange for the pair and timeframe passed in parameters
-    The data is downloaded starting from the last correct ticker interval data that
+    The data is downloaded starting from the last correct data that
     exists in a cache. If timerange starts earlier than the data in the cache,
     the full data will be redownloaded
 
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
 
     :param pair: pair to download
-    :param ticker_interval: ticker interval
+    :param timeframe: Ticker Timeframe (e.g 5m)
     :param timerange: range of time to download
     :return: bool with success state
     """
@@ -299,17 +302,17 @@ def download_pair_history(datadir: Path,
 
     try:
         logger.info(
-            f'Download history data for pair: "{pair}", interval: {ticker_interval} '
+            f'Download history data for pair: "{pair}", timeframe: {timeframe} '
             f'and store in {datadir}.'
         )
 
-        data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
+        data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
 
         logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
         logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+        new_data = exchange.get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                                since_ms=since_ms if since_ms
                                                else
                                                int(arrow.utcnow().shift(
@@ -319,12 +322,12 @@ def download_pair_history(datadir: Path,
         logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
         logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
 
-        store_tickerdata_file(datadir, pair, ticker_interval, data=data)
+        store_tickerdata_file(datadir, pair, timeframe, data=data)
         return True
 
     except Exception as e:
         logger.error(
-            f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
+            f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. '
             f'Error: {e}'
         )
         return False
@@ -344,17 +347,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             pairs_not_available.append(pair)
             logger.info(f"Skipping pair {pair}...")
             continue
-        for ticker_interval in timeframes:
+        for timeframe in timeframes:
 
-            dl_file = pair_data_filename(dl_path, pair, ticker_interval)
+            dl_file = pair_data_filename(dl_path, pair, timeframe)
             if erase and dl_file.exists():
                 logger.info(
-                    f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
+                    f'Deleting existing data for pair {pair}, interval {timeframe}.')
                 dl_file.unlink()
 
-            logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
+            logger.info(f'Downloading pair {pair}, interval {timeframe}.')
             download_pair_history(datadir=dl_path, exchange=exchange,
-                                  pair=pair, ticker_interval=str(ticker_interval),
+                                  pair=pair, timeframe=str(timeframe),
                                   timerange=timerange)
     return pairs_not_available
 
@@ -460,7 +463,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
 
 
 def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
-                           max_date: datetime, ticker_interval_mins: int) -> bool:
+                           max_date: datetime, timeframe_mins: int) -> bool:
     """
     Validates preprocessed backtesting data for missing values and shows warnings about it that.
 
@@ -468,10 +471,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
     :param pair: pair used for log output.
     :param min_date: start-date of the data
     :param max_date: end-date of the data
-    :param ticker_interval_mins: ticker interval in minutes
+    :param timeframe_mins: ticker Timeframe in minutes
     """
-    # total difference in minutes / interval-minutes
+    # total difference in minutes / timeframe-minutes
-    expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
+    expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
     found_missing = False
     dflen = len(data)
     if dflen < expected_frames:

freqtrade/edge/__init__.py

@@ -97,7 +97,7 @@ class Edge:
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=pairs,
-            ticker_interval=self.strategy.ticker_interval,
+            timeframe=self.strategy.ticker_interval,
             refresh_pairs=self._refresh_pairs,
             exchange=self.exchange,
             timerange=self._timerange,

freqtrade/exchange/__init__.py

@@ -15,3 +15,4 @@ from freqtrade.exchange.exchange import (market_is_active,  # noqa: F401
                                          symbol_is_pair)
 from freqtrade.exchange.kraken import Kraken  # noqa: F401
 from freqtrade.exchange.binance import Binance  # noqa: F401
+from freqtrade.exchange.bibox import Bibox  # noqa: F401

freqtrade/exchange/bibox.py

@@ -0,0 +1,22 @@
+""" Bibox exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+logger = logging.getLogger(__name__)
+
+
+class Bibox(Exchange):
+    """
+    Bibox exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    # fetchCurrencies API point requires authentication for Bibox,
+    # so switch it off for Freqtrade load_markets()
+    _ccxt_config: Dict = {"has": {"fetchCurrencies": False}}

freqtrade/exchange/exchange.py

@@ -30,6 +30,9 @@ class Exchange:
 
     _config: Dict = {}
 
+    # Parameters to add directly to ccxt sync/async initialization.
+    _ccxt_config: Dict = {}
+
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
@@ -91,10 +94,17 @@ class Exchange:
         self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
 
         # 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=exchange_config.get('ccxt_config'))
+            exchange_config, ccxt_kwargs=ccxt_config)
+
+        ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
+                                             ccxt_async_config)
         self._api_async = self._init_ccxt(
-            exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
+            exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
         logger.info('Using Exchange "%s"', self.name)
 
@@ -536,40 +546,40 @@ class Exchange:
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
-    def get_historic_ohlcv(self, pair: str, ticker_interval: str,
+    def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
         Gets candle history using asyncio and returns the list of candles.
         Handles all async doing.
         Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
-        :param ticker_interval: Interval to get
+        :param timeframe: Ticker Timeframe to get
         :param since_ms: Timestamp in milliseconds to get history from
         :returns List of tickers
         """
         return asyncio.get_event_loop().run_until_complete(
-            self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+            self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                            since_ms=since_ms))
 
     async def _async_get_historic_ohlcv(self, pair: str,
-                                        ticker_interval: str,
+                                        timeframe: str,
                                         since_ms: int) -> List:
 
-        one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
+        one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
         input_coroutines = [self._async_get_candle_history(
-            pair, ticker_interval, since) for since in
+            pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
 
         tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
         # Combine tickers
         data: List = []
-        for p, ticker_interval, ticker in tickers:
+        for p, timeframe, ticker in tickers:
             if p == pair:
                 data.extend(ticker)
         # Sort data again after extending the result - above calls return in "async order"
@@ -589,14 +599,14 @@ class Exchange:
         input_coroutines = []
 
         # Gather coroutines to run
-        for pair, ticker_interval in set(pair_list):
+        for pair, timeframe in set(pair_list):
-            if (not ((pair, ticker_interval) in self._klines)
+            if (not ((pair, timeframe) in self._klines)
-                    or self._now_is_time_to_refresh(pair, ticker_interval)):
+                    or self._now_is_time_to_refresh(pair, timeframe)):
-                input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
+                input_coroutines.append(self._async_get_candle_history(pair, timeframe))
             else:
                 logger.debug(
-                    "Using cached ohlcv data for pair %s, interval %s ...",
+                    "Using cached ohlcv data for pair %s, timeframe %s ...",
-                    pair, ticker_interval
+                    pair, timeframe
                 )
 
         tickers = asyncio.get_event_loop().run_until_complete(
@@ -608,40 +618,40 @@ class Exchange:
                 logger.warning("Async code raised an exception: %s", res.__class__.__name__)
                 continue
             pair = res[0]
-            ticker_interval = res[1]
+            timeframe = res[1]
             ticks = res[2]
             # keeping last candle time as last refreshed time of the pair
             if ticks:
-                self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
+                self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
-            self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
+            self._klines[(pair, timeframe)] = parse_ticker_dataframe(
-                ticks, ticker_interval, pair=pair, fill_missing=True,
+                ticks, timeframe, pair=pair, fill_missing=True,
                 drop_incomplete=self._ohlcv_partial_candle)
         return tickers
 
-    def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool:
+    def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
         # Calculating ticker interval in seconds
-        interval_in_sec = timeframe_to_seconds(ticker_interval)
+        interval_in_sec = timeframe_to_seconds(timeframe)
 
-        return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
+        return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
                      + interval_in_sec) >= arrow.utcnow().timestamp)
 
     @retrier_async
-    async def _async_get_candle_history(self, pair: str, ticker_interval: str,
+    async def _async_get_candle_history(self, pair: str, timeframe: str,
                                         since_ms: Optional[int] = None) -> Tuple[str, str, List]:
         """
         Asynchronously gets candle histories using fetch_ohlcv
-        returns tuple: (pair, ticker_interval, ohlcv_list)
+        returns tuple: (pair, timeframe, ohlcv_list)
         """
         try:
             # fetch ohlcv asynchronously
             s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
             logger.debug(
                 "Fetching pair %s, interval %s, since %s %s...",
-                pair, ticker_interval, since_ms, s
+                pair, timeframe, since_ms, s
             )
 
-            data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
+            data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms)
 
             # Because some exchange sort Tickers ASC and other DESC.
@@ -653,9 +663,9 @@ class Exchange:
                     data = sorted(data, key=lambda x: x[0])
             except IndexError:
                 logger.exception("Error loading %s. Result was %s.", pair, data)
-                return pair, ticker_interval, []
+                return pair, timeframe, []
-            logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
+            logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
-            return pair, ticker_interval, data
+            return pair, timeframe, data
 
         except ccxt.NotSupported as e:
             raise OperationalException(
@@ -802,7 +812,6 @@ class Exchange:
         Handles all async doing.
         Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
         :param pair: Pair to download
-        :param ticker_interval: Interval to get
         :param since: Timestamp in milliseconds to get history from
         :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
         :param from_id: Download data starting with ID (if id is known)
@@ -875,6 +884,22 @@ class Exchange:
 
     @retrier
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
+        """
+        Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
+        The "since" argument passed in is coming from the database and is in UTC,
+        as timezone-native datetime object.
+        From the python documentation:
+            > Naive datetime instances are assumed to represent local time
+        Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
+        transformation from local timezone to UTC.
+        This works for timezones UTC+ since then the result will contain trades from a few hours
+        instead of from the last 5 seconds, however fails for UTC- timezones,
+        since we're then asking for trades with a "since" argument in the future.
+
+        :param order_id order_id: Order-id as given when creating the order
+        :param pair: Pair the order is for
+        :param since: datetime object of the order creation time. Assumes object is in UTC.
+        """
         if self._config['dry_run']:
             return []
         if not self.exchange_has('fetchMyTrades'):
@@ -882,7 +907,8 @@ class Exchange:
         try:
             # Allow 5s offset to catch slight time offsets (discovered in #1185)
             # since needs to be int in milliseconds
-            my_trades = self._api.fetch_my_trades(pair, int((since.timestamp() - 5) * 1000))
+            my_trades = self._api.fetch_my_trades(
+                pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
@@ -941,27 +967,27 @@ def available_exchanges(ccxt_module=None) -> List[str]:
     return [x for x in exchanges if not is_exchange_bad(x)]
 
 
-def timeframe_to_seconds(ticker_interval: str) -> int:
+def timeframe_to_seconds(timeframe: str) -> int:
     """
     Translates the timeframe interval value written in the human readable
     form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
     of seconds for one timeframe interval.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval)
+    return ccxt.Exchange.parse_timeframe(timeframe)
 
 
-def timeframe_to_minutes(ticker_interval: str) -> int:
+def timeframe_to_minutes(timeframe: str) -> int:
     """
     Same as timeframe_to_seconds, but returns minutes.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
+    return ccxt.Exchange.parse_timeframe(timeframe) // 60
 
 
-def timeframe_to_msecs(ticker_interval: str) -> int:
+def timeframe_to_msecs(timeframe: str) -> int:
     """
     Same as timeframe_to_seconds, but returns milliseconds.
     """
-    return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
+    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
 
 
 def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:

freqtrade/freqtradebot.py

@@ -20,9 +20,9 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.persistence import Trade
-from freqtrade.resolvers import (ExchangeResolver, PairListResolver,
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-                                 StrategyResolver)
 from freqtrade.rpc import RPCManager, RPCMessageType
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
 from freqtrade.wallets import Wallets
@@ -70,8 +70,7 @@ class FreqtradeBot:
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
+        self.pairlists = PairListManager(self.exchange, self.config)
-        self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
@@ -139,10 +138,9 @@ class FreqtradeBot:
         if len(trades) < self.config['max_open_trades']:
             self.process_maybe_execute_buys()
 
-        if 'unfilledtimeout' in self.config:
+        # Check and handle any timed out open orders
-            # Check and handle any timed out open orders
+        self.check_handle_timedout()
-            self.check_handle_timedout()
+        Trade.session.flush()
-            Trade.session.flush()
 
         if (self.heartbeat_interval
                 and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)):
@@ -756,23 +754,28 @@ class FreqtradeBot:
             return True
         return False
 
+    def _check_timed_out(self, side: str, order: dict) -> bool:
+        """
+        Check if timeout is active, and if the order is still open and timed out
+        """
+        timeout = self.config.get('unfilledtimeout', {}).get(side)
+        ordertime = arrow.get(order['datetime']).datetime
+        if timeout is not None:
+            timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
+
+            return (order['status'] == 'open' and order['side'] == side
+                    and ordertime < timeout_threshold)
+        return False
+
     def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if neccessary
         :param timeoutvalue: Number of minutes until order is considered timed out
         :return: None
         """
-        buy_timeout = self.config['unfilledtimeout']['buy']
-        sell_timeout = self.config['unfilledtimeout']['sell']
-        buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
-        sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
 
         for trade in Trade.get_open_order_trades():
             try:
-                # FIXME: Somehow the query above returns results
-                # where the open_order_id is in fact None.
-                # This is probably because the record got
-                # updated via /forcesell in a different thread.
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
@@ -782,23 +785,20 @@ class FreqtradeBot:
                     trade,
                     traceback.format_exc())
                 continue
-            ordertime = arrow.get(order['datetime']).datetime
 
             # Check if trade is still actually open
-            if float(order['remaining']) == 0.0:
+            if float(order.get('remaining', 0.0)) == 0.0:
                 self.wallets.update()
                 continue
 
             if ((order['side'] == 'buy' and order['status'] == 'canceled')
-                or (order['status'] == 'open'
+                    or (self._check_timed_out('buy', order))):
-                    and order['side'] == 'buy' and ordertime < buy_timeout_threshold)):
 
                 self.handle_timedout_limit_buy(trade, order)
                 self.wallets.update()
 
             elif ((order['side'] == 'sell' and order['status'] == 'canceled')
-                  or (order['status'] == 'open'
+                  or (self._check_timed_out('sell', order))):
-                      and order['side'] == 'sell' and ordertime < sell_timeout_threshold)):
                 self.handle_timedout_limit_sell(trade, order)
                 self.wallets.update()
 
@@ -813,7 +813,8 @@ class FreqtradeBot:
         })
 
     def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
-        """Buy timeout - cancel order
+        """
+        Buy timeout - cancel order
         :return: True if order was fully cancelled
         """
         reason = "cancelled due to timeout"
@@ -824,18 +825,22 @@ class FreqtradeBot:
             corder = order
             reason = "canceled on Exchange"
 
-        if corder['remaining'] == corder['amount']:
+        if corder.get('remaining', order['remaining']) == order['amount']:
             # if trade is not partially completed, just delete the trade
             self.handle_buy_order_full_cancel(trade, reason)
             return True
 
         # if trade is partially complete, edit the stake details for the trade
         # and close the order
-        trade.amount = corder['amount'] - corder['remaining']
+        # cancel_order may not contain the full order dict, so we need to fallback
+        # to the order dict aquired before cancelling.
+        # we need to fall back to the values from order if corder does not contain these keys.
+        trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
         trade.stake_amount = trade.amount * trade.open_rate
         # verify if fees were taken from amount to avoid problems during selling
         try:
-            new_amount = self.get_real_amount(trade, corder, trade.amount)
+            new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
+                                              trade.amount)
             if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
                 trade.amount = new_amount
                 # Fee was applied, so set to 0

freqtrade/main.py

@@ -15,7 +15,6 @@ from typing import Any, List
 
 from freqtrade import OperationalException
 from freqtrade.configuration import Arguments
-from freqtrade.worker import Worker
 
 
 logger = logging.getLogger('freqtrade')
@@ -28,21 +27,23 @@ def main(sysargv: List[str] = None) -> None:
     """
 
     return_code: Any = 1
-    worker = None
     try:
         arguments = Arguments(sysargv)
         args = arguments.get_parsed_arg()
 
-        # A subcommand has been issued.
+        # Call subcommand.
-        # Means if Backtesting or Hyperopt have been called we exit the bot
         if 'func' in args:
-            args['func'](args)
+            return_code = args['func'](args)
-            # TODO: fetch return_code as returned by the command function here
-            return_code = 0
         else:
-            # Load and run worker
+            # No subcommand was issued.
-            worker = Worker(args)
+            raise OperationalException(
-            worker.run()
+                "Usage of Freqtrade requires a subcommand to be specified.\n"
+                "To have the previous behavior (bot executing trades in live/dry-run modes, "
+                "depending on the value of the `dry_run` setting in the config), run freqtrade "
+                "as `freqtrade trade [options...]`.\n"
+                "To see the full list of options available, please use "
+                "`freqtrade --help` or `freqtrade <command> --help`."
+                )
 
     except SystemExit as e:
         return_code = e
@@ -55,8 +56,6 @@ def main(sysargv: List[str] = None) -> None:
     except Exception:
         logger.exception('Fatal exception!')
     finally:
-        if worker:
-            worker.exit()
         sys.exit(return_code)
 
 

freqtrade/optimize/__init__.py

@@ -78,7 +78,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
     except Timeout:
         logger.info("Another running instance of freqtrade Hyperopt detected.")
         logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
-                    "Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
+                    "Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
                     "or on separate machines.")
         logger.info("Quitting now.")
         # TODO: return False here in order to help freqtrade to exit

freqtrade/optimize/backtesting.py

@@ -83,8 +83,8 @@ class Backtesting:
         if "ticker_interval" not in self.config:
             raise OperationalException("Ticker-interval needs to be set in either configuration "
                                        "or as cli argument `--ticker-interval 5m`")
-        self.ticker_interval = str(self.config.get('ticker_interval'))
+        self.timeframe = str(self.config.get('ticker_interval'))
-        self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
+        self.timeframe_mins = timeframe_to_minutes(self.timeframe)
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@@ -108,7 +108,7 @@ class Backtesting:
         data = history.load_data(
             datadir=Path(self.config['datadir']),
             pairs=self.config['exchange']['pair_whitelist'],
-            ticker_interval=self.ticker_interval,
+            timeframe=self.timeframe,
             timerange=timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
@@ -121,7 +121,7 @@ class Backtesting:
             min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
         )
         # Adjust startts forward if not enough data is available
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
+        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
         return data, timerange
@@ -375,7 +375,7 @@ class Backtesting:
         lock_pair_until: Dict = {}
         # Indexes per pair, so some pairs are allowed to have a missing start.
         indexes: Dict = {}
-        tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
+        tmp = start_date + timedelta(minutes=self.timeframe_mins)
 
         # Loop timerange and get candle for each pair at that point in time
         while tmp < end_date:
@@ -427,7 +427,7 @@ class Backtesting:
                     lock_pair_until[pair] = end_date.datetime
 
             # Move time one configured time_interval ahead.
-            tmp += timedelta(minutes=self.ticker_interval_mins)
+            tmp += timedelta(minutes=self.timeframe_mins)
         return DataFrame.from_records(trades, columns=BacktestResult._fields)
 
     def start(self) -> None:

freqtrade/optimize/hyperopt_interface.py

@@ -1,6 +1,6 @@
 """
 IHyperOpt interface
-This module defines the interface to apply for hyperopts
+This module defines the interface to apply for hyperopt
 """
 import logging
 import math
@@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
 
 class IHyperOpt(ABC):
     """
-    Interface for freqtrade hyperopts
+    Interface for freqtrade hyperopt
-    Defines the mandatory structure must follow any custom hyperopts
+    Defines the mandatory structure must follow any custom hyperopt
 
     Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
@@ -106,10 +106,10 @@ class IHyperOpt(ABC):
         roi_t_alpha = 1.0
         roi_p_alpha = 1.0
 
-        ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
+        timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
 
         # We define here limits for the ROI space parameters automagically adapted to the
-        # ticker_interval used by the bot:
+        # timeframe used by the bot:
         #
         # * 'roi_t' (limits for the time intervals in the ROI tables) components
         #   are scaled linearly.
@@ -117,8 +117,8 @@ class IHyperOpt(ABC):
         #
         # The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
         # method for the 5m ticker interval.
-        roi_t_scale = ticker_interval_mins / 5
+        roi_t_scale = timeframe_mins / 5
-        roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
+        roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
         roi_limits = {
             'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
             'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),

freqtrade/optimize/hyperopt_loss_interface.py

@@ -1,6 +1,6 @@
 """
 IHyperOptLoss interface
-This module defines the interface for the loss-function for hyperopts
+This module defines the interface for the loss-function for hyperopt
 """
 
 from abc import ABC, abstractmethod
@@ -11,7 +11,7 @@ from pandas import DataFrame
 
 class IHyperOptLoss(ABC):
     """
-    Interface for freqtrade hyperopts Loss functions.
+    Interface for freqtrade hyperopt Loss functions.
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
     ticker_interval: str

freqtrade/pairlist/IPairList.py

@@ -5,22 +5,31 @@ Provides lists as configured in config.json
 
  """
 import logging
-from abc import ABC, abstractmethod
+from abc import ABC, abstractmethod, abstractproperty
-from typing import List
+from copy import deepcopy
+from typing import Dict, List
 
 from freqtrade.exchange import market_is_active
 
-
 logger = logging.getLogger(__name__)
 
 
 class IPairList(ABC):
 
-    def __init__(self, freqtrade, config: dict) -> None:
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
-        self._freqtrade = freqtrade
+                 pairlist_pos: int) -> None:
+        """
+        :param exchange: Exchange instance
+        :param pairlistmanager: Instanciating Pairlist manager
+        :param config: Global bot configuration
+        :param pairlistconfig: Configuration for this pairlist - can be empty.
+        :param pairlist_pos: Position of the filter in the pairlist-filter-list
+        """
+        self._exchange = exchange
+        self._pairlistmanager = pairlistmanager
         self._config = config
-        self._whitelist = self._config['exchange']['pair_whitelist']
+        self._pairlistconfig = pairlistconfig
-        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+        self._pairlist_pos = pairlist_pos
 
     @property
     def name(self) -> str:
@@ -30,21 +39,13 @@ class IPairList(ABC):
         """
         return self.__class__.__name__
 
-    @property
+    @abstractproperty
-    def whitelist(self) -> List[str]:
+    def needstickers(self) -> bool:
         """
-        Has the current whitelist
+        Boolean property defining if tickers are necessary.
-        -> no need to overwrite in subclasses
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
         """
-        return self._whitelist
-
-    @property
-    def blacklist(self) -> List[str]:
-        """
-        Has the current blacklist
-        -> no need to overwrite in subclasses
-        """
-        return self._blacklist
 
     @abstractmethod
     def short_desc(self) -> str:
@@ -54,36 +55,62 @@ class IPairList(ABC):
         """
 
     @abstractmethod
-    def refresh_pairlist(self) -> None:
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
-        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
         -> Please overwrite in subclasses
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
         """
 
-    def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
+    @staticmethod
+    def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
+        """
+        Verify and remove items from pairlist - returning a filtered pairlist.
+        """
+        for pair in deepcopy(pairlist):
+            if pair in blacklist:
+                logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                pairlist.remove(pair)
+        return pairlist
+
+    def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
+        """
+        Proxy method to verify_blacklist for easy access for child classes.
+        """
+        return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
+
+    def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """
         Check available markets and remove pair from whitelist if necessary
         :param whitelist: the sorted list of pairs the user might want to trade
         :return: the list of pairs the user wants to trade without those unavailable or
         black_listed
         """
-        markets = self._freqtrade.exchange.markets
+        markets = self._exchange.markets
 
-        sanitized_whitelist = set()
+        sanitized_whitelist: List[str] = []
-        for pair in whitelist:
+        for pair in pairlist:
-            # pair is not in the generated dynamic market, or in the blacklist ... ignore it
+            # pair is not in the generated dynamic market or has the wrong stake currency
-            if (pair in self.blacklist or pair not in markets
+            if pair not in markets:
-                    or not pair.endswith(self._config['stake_currency'])):
                 logger.warning(f"Pair {pair} is not compatible with exchange "
-                               f"{self._freqtrade.exchange.name} or contained in "
+                               f"{self._exchange.name}. Removing it from whitelist..")
-                               f"your blacklist. Removing it from whitelist..")
                 continue
+            if not pair.endswith(self._config['stake_currency']):
+                logger.warning(f"Pair {pair} is not compatible with your stake currency "
+                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                continue
+
             # Check if market is active
             market = markets[pair]
             if not market_is_active(market):
                 logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
                 continue
-            sanitized_whitelist.add(pair)
+            if pair not in sanitized_whitelist:
+                sanitized_whitelist.append(pair)
 
+        sanitized_whitelist = self._verify_blacklist(sanitized_whitelist)
         # We need to remove pairs that are unknown
-        return list(sanitized_whitelist)
+        return sanitized_whitelist

freqtrade/pairlist/PrecisionFilter.py

@@ -0,0 +1,62 @@
+import logging
+from copy import deepcopy
+from typing import Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+logger = logging.getLogger(__name__)
+
+
+class PrecisionFilter(IPairList):
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - Filtering untradable pairs."
+
+    def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
+        """
+        Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
+        low value pairs.
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param stoploss: stoploss value as set in the configuration
+                        (already cleaned to be 1 - stoploss)
+        :return: True if the pair can stay, false if it should be removed
+        """
+        stop_price = ticker['ask'] * stoploss
+        # Adjust stop-prices to precision
+        sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price)
+        stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99)
+        logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
+        if sp <= stop_gap_price:
+            logger.info(f"Removed {ticker['symbol']} from whitelist, "
+                        f"because stop price {sp} would be <= stop limit {stop_gap_price}")
+            return False
+        return True
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Filters and sorts pairlists and assigns and returns them again.
+        """
+        if self._config.get('stoploss') is not None:
+            # Precalculate sanitized stoploss value to avoid recalculation for every pair
+            stoploss = 1 - abs(self._config.get('stoploss'))
+        # Copy list since we're modifying this list
+        for p in deepcopy(pairlist):
+            ticker = tickers.get(p)
+            # Filter out assets which would not allow setting a stoploss
+            if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
+                pairlist.remove(p)
+                continue
+
+        return pairlist

freqtrade/pairlist/PriceFilter.py

@@ -0,0 +1,69 @@
+import logging
+from copy import deepcopy
+from typing import Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+logger = logging.getLogger(__name__)
+
+
+class PriceFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
+
+    def _validate_ticker_lowprice(self, ticker) -> bool:
+        """
+        Check if if one price-step (pip) is > than a certain barrier.
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param precision: Precision
+        :return: True if the pair can stay, false if it should be removed
+        """
+        precision = self._exchange.markets[ticker['symbol']]['precision']['price']
+
+        compare = ticker['last'] + 1 / pow(10, precision)
+        changeperc = (compare - ticker['last']) / ticker['last']
+        if changeperc > self._low_price_ratio:
+            logger.info(f"Removed {ticker['symbol']} from whitelist, "
+                        f"because 1 unit is {changeperc * 100:.3f}%")
+            return False
+        return True
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        # Copy list since we're modifying this list
+        for p in deepcopy(pairlist):
+            ticker = tickers.get(p)
+            if not ticker:
+                pairlist.remove(p)
+
+            # Filter out assets which would not allow setting a stoploss
+            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
+                pairlist.remove(p)
+
+        return pairlist

freqtrade/pairlist/StaticPairList.py

@@ -5,6 +5,7 @@ Provides lists as configured in config.json
 
  """
 import logging
+from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -13,18 +14,28 @@ logger = logging.getLogger(__name__)
 
 class StaticPairList(IPairList):
 
-    def __init__(self, freqtrade, config: dict) -> None:
+    @property
-        super().__init__(freqtrade, config)
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
 
     def short_desc(self) -> str:
         """
         Short whitelist method description - used for startup-messages
         -> Please overwrite in subclasses
         """
-        return f"{self.name}: {self.whitelist}"
+        return f"{self.name}"
 
-    def refresh_pairlist(self) -> None:
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
-        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
         """
-        self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist'])
+        return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])

freqtrade/pairlist/VolumePairList.py

@@ -5,11 +5,12 @@ Provides lists as configured in config.json
 
  """
 import logging
-from typing import List
+from datetime import datetime
-from cachetools import TTLCache, cached
+from typing import Dict, List
 
-from freqtrade.pairlist.IPairList import IPairList
 from freqtrade import OperationalException
+from freqtrade.pairlist.IPairList import IPairList
+
 logger = logging.getLogger(__name__)
 
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
@@ -17,18 +18,19 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 class VolumePairList(IPairList):
 
-    def __init__(self, freqtrade, config: dict) -> None:
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
-        super().__init__(freqtrade, config)
+                 pairlist_pos: int) -> None:
-        self._whitelistconf = self._config.get('pairlist', {}).get('config')
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        if 'number_assets' not in self._whitelistconf:
+
+        if 'number_assets' not in self._pairlistconfig:
             raise OperationalException(
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
-        self._number_pairs = self._whitelistconf['number_assets']
+        self._number_pairs = self._pairlistconfig['number_assets']
-        self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
+        self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
-        self._precision_filter = self._whitelistconf.get('precision_filter', False)
+        self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
 
-        if not self._freqtrade.exchange.exchange_has('fetchTickers'):
+        if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
                 'Exchange does not support dynamic whitelist.'
                 'Please edit your config and restart the bot'
@@ -36,6 +38,16 @@ class VolumePairList(IPairList):
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
+        self._last_refresh = 0
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
 
     def _validate_keys(self, key):
         return key in SORT_VALUES
@@ -43,54 +55,54 @@ class VolumePairList(IPairList):
     def short_desc(self) -> str:
         """
         Short whitelist method description - used for startup-messages
-        -> Please overwrite in subclasses
         """
-        return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
+        return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
 
-    def refresh_pairlist(self) -> None:
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
-        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
+        Filters and sorts pairlist and returns the whitelist again.
-        -> Please overwrite in subclasses
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
         """
         # Generate dynamic whitelist
-        self._whitelist = self._gen_pair_whitelist(
+        if self._last_refresh + self.refresh_period < datetime.now().timestamp():
-            self._config['stake_currency'], self._sort_key)
+            self._last_refresh = int(datetime.now().timestamp())
+            return self._gen_pair_whitelist(pairlist,
+                                            tickers,
+                                            self._config['stake_currency'],
+                                            self._sort_key,
+                                            )
+        else:
+            return pairlist
 
-    @cached(TTLCache(maxsize=1, ttl=1800))
+    def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
-    def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
         :param base_currency: base currency as str
         :param key: sort key (defaults to 'quoteVolume')
+        :param tickers: Tickers (from exchange.get_tickers()).
         :return: List of pairs
         """
 
-        tickers = self._freqtrade.exchange.get_tickers()
+        if self._pairlist_pos == 0:
-        # check length so that we make sure that '/' is actually in the string
+            # If VolumePairList is the first in the list, use fresh pairlist
-        tickers = [v for k, v in tickers.items()
+            # check length so that we make sure that '/' is actually in the string
-                   if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
+            filtered_tickers = [v for k, v in tickers.items()
-                       and v[key] is not None)]
+                                if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
-        sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
+                                    and v[key] is not None)]
+        else:
+            # If other pairlist is in front, use the incomming pairlist.
+            filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
+
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+
         # Validate whitelist to only have active market pairs
-        valid_pairs = self._validate_whitelist([s['symbol'] for s in sorted_tickers])
+        pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs]
+        pairs = self._verify_blacklist(pairs)
-
+        # Limit to X number of pairs
-        if self._freqtrade.strategy.stoploss is not None and self._precision_filter:
+        pairs = pairs[:self._number_pairs]
-
+        logger.info(f"Searching {self._number_pairs} pairs: {pairs}")
-            stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t)
-                           * (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers]
-            rates = [sp * 0.99 for sp in stop_prices]
-            logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])]))
-            for i, t in enumerate(valid_tickers):
-                sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_prices[i])
-                r = self._freqtrade.exchange.symbol_price_prec(t["symbol"], rates[i])
-                logger.debug(f"{t['symbol']} - {sp} : {r}")
-                if sp <= r:
-                    logger.info(f"Removed {t['symbol']} from whitelist, "
-                                f"because stop price {sp} would be <= stop limit {r}")
-                    valid_tickers.remove(t)
-
-        pairs = [s['symbol'] for s in valid_tickers]
-        logger.info(f"Searching pairs: {pairs[:self._number_pairs]}")
 
         return pairs

freqtrade/pairlist/pairlistmanager.py

@@ -0,0 +1,95 @@
+"""
+Static List provider
+
+Provides lists as configured in config.json
+
+ """
+from cachetools import TTLCache, cached
+import logging
+from typing import Dict, List
+
+from freqtrade import OperationalException
+from freqtrade.pairlist.IPairList import IPairList
+from freqtrade.resolvers import PairListResolver
+
+logger = logging.getLogger(__name__)
+
+
+class PairListManager():
+
+    def __init__(self, exchange, config: dict) -> None:
+        self._exchange = exchange
+        self._config = config
+        self._whitelist = self._config['exchange'].get('pair_whitelist')
+        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+        self._pairlists: List[IPairList] = []
+        self._tickers_needed = False
+        for pl in self._config.get('pairlists', None):
+            if 'method' not in pl:
+                logger.warning(f"No method in {pl}")
+                continue
+            pairl = PairListResolver(pl.get('method'),
+                                     exchange=exchange,
+                                     pairlistmanager=self,
+                                     config=config,
+                                     pairlistconfig=pl,
+                                     pairlist_pos=len(self._pairlists)
+                                     ).pairlist
+            self._tickers_needed = pairl.needstickers or self._tickers_needed
+            self._pairlists.append(pairl)
+
+        if not self._pairlists:
+            raise OperationalException("No Pairlist defined!")
+
+    @property
+    def whitelist(self) -> List[str]:
+        """
+        Has the current whitelist
+        """
+        return self._whitelist
+
+    @property
+    def blacklist(self) -> List[str]:
+        """
+        Has the current blacklist
+        -> no need to overwrite in subclasses
+        """
+        return self._blacklist
+
+    @property
+    def name_list(self) -> List[str]:
+        """
+        Get list of loaded pairlists names
+        """
+        return [p.name for p in self._pairlists]
+
+    def short_desc(self) -> List[Dict]:
+        """
+        List of short_desc for each pairlist
+        """
+        return [{p.name: p.short_desc()} for p in self._pairlists]
+
+    @cached(TTLCache(maxsize=1, ttl=1800))
+    def _get_cached_tickers(self):
+        return self._exchange.get_tickers()
+
+    def refresh_pairlist(self) -> None:
+        """
+        Run pairlist through all configured pairlists.
+        """
+
+        pairlist = self._whitelist.copy()
+
+        # tickers should be cached to avoid calling the exchange on each call.
+        tickers: Dict = {}
+        if self._tickers_needed:
+            tickers = self._get_cached_tickers()
+
+        # Process all pairlists in chain
+        for pl in self._pairlists:
+            pairlist = pl.filter_pairlist(pairlist, tickers)
+
+        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        pairlist = IPairList.verify_blacklist(pairlist, self.blacklist)
+
+        self._whitelist = pairlist

freqtrade/plot/plotting.py

@@ -39,7 +39,7 @@ def init_plotscript(config):
     tickers = history.load_data(
         datadir=Path(str(config.get("datadir"))),
         pairs=pairs,
-        ticker_interval=config.get('ticker_interval', '5m'),
+        timeframe=config.get('ticker_interval', '5m'),
         timerange=timerange,
     )
 
@@ -47,7 +47,7 @@ def init_plotscript(config):
                          db_url=config.get('db_url'),
                          exportfilename=config.get('exportfilename'),
                          )
-
+    trades = history.trim_dataframe(trades, timerange, 'open_time')
     return {"tickers": tickers,
             "trades": trades,
             "pairs": pairs,
@@ -300,12 +300,12 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
     return fig
 
 
-def generate_plot_filename(pair, ticker_interval) -> str:
+def generate_plot_filename(pair, timeframe) -> str:
     """
-    Generate filenames per pair/ticker_interval to be used for storing plots
+    Generate filenames per pair/timeframe to be used for storing plots
     """
     pair_name = pair.replace("/", "_")
-    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
+    file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
 
     logger.info('Generate plot file for %s', pair)
 
@@ -316,8 +316,9 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     """
     Generate a plot html file from pre populated fig plotly object
     :param fig: Plotly Figure to plot
-    :param pair: Pair to plot (used as filename and Plot title)
+    :param filename: Name to store the file as
-    :param ticker_interval: Used as part of the filename
+    :param directory: Directory to store the file in
+    :param auto_open: Automatically open files saved
     :return: None
     """
     directory.mkdir(parents=True, exist_ok=True)
@@ -376,12 +377,14 @@ def plot_profit(config: Dict[str, Any]) -> None:
     in helping out to find a good algorithm.
     """
     plot_elements = init_plotscript(config)
-    trades = load_trades(config['trade_source'],
+    trades = plot_elements['trades']
-                         db_url=str(config.get('db_url')),
-                         exportfilename=str(config.get('exportfilename')),
-                         )
     # Filter trades to relevant pairs
-    trades = trades[trades['pair'].isin(plot_elements["pairs"])]
+    # Remove open pairs - we don't know the profit yet so can't calculate profit for these.
+    # Also, If only one open pair is left, then the profit-generation would fail.
+    trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
+                    & (~trades['close_time'].isnull())
+                    ]
+
     # 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["tickers"],

freqtrade/resolvers/hyperopt_resolver.py

@@ -1,14 +1,14 @@
 # pragma pylint: disable=attribute-defined-outside-init
 
 """
-This module load custom hyperopts
+This module load custom hyperopt
 """
 import logging
 from pathlib import Path
 from typing import Optional, Dict
 
 from freqtrade import OperationalException
-from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
+from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@@ -20,7 +20,6 @@ class HyperOptResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt class
     """
-
     __slots__ = ['hyperopt']
 
     def __init__(self, config: Dict) -> None:
@@ -28,9 +27,12 @@ class HyperOptResolver(IResolver):
         Load the custom class from config parameter
         :param config: configuration dictionary
         """
+        if not config.get('hyperopt'):
+            raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
+                                       "the Hyperopt class to use.")
+
+        hyperopt_name = config['hyperopt']
 
-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
-        hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
         self.hyperopt = self._load_hyperopt(hyperopt_name, config,
                                             extra_dir=config.get('hyperopt_path'))
 
@@ -72,27 +74,28 @@ class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
     """
-
     __slots__ = ['hyperoptloss']
 
-    def __init__(self, config: Dict = None) -> None:
+    def __init__(self, config: Dict) -> None:
         """
         Load the custom class from config parameter
-        :param config: configuration dictionary or None
+        :param config: configuration dictionary
         """
-        config = config or {}
 
-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
+        # Verify the hyperopt_loss is in the configuration, otherwise fallback to the
-        hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+        # default hyperopt loss
+        hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+
         self.hyperoptloss = self._load_hyperoptloss(
-            hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
+            hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
         self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
 
         if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(
-                f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
+                f"Found HyperoptLoss class {hyperoptloss_name} does not "
+                "implement `hyperopt_loss_function`.")
 
     def _load_hyperoptloss(
             self, hyper_loss_name: str, config: Dict,

freqtrade/resolvers/iresolver.py

@@ -17,13 +17,13 @@ class IResolver:
     This class contains all the logic to load custom classes
     """
 
-    def build_search_paths(self, config, current_path: Path, user_subdir: str,
+    def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
                            extra_dir: Optional[str] = None) -> List[Path]:
 
-        abs_paths = [
+        abs_paths: List[Path] = [current_path]
-            config['user_data_dir'].joinpath(user_subdir),
+
-            current_path,
+        if user_subdir:
-        ]
+            abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir))
 
         if extra_dir:
             # Add extra directory to the top of the search paths

freqtrade/resolvers/pairlist_resolver.py

@@ -20,13 +20,18 @@ class PairListResolver(IResolver):
 
     __slots__ = ['pairlist']
 
-    def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None:
+    def __init__(self, pairlist_name: str, exchange, pairlistmanager,
+                 config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary or None
         """
-        self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'freqtrade': freqtrade,
+        self.pairlist = self._load_pairlist(pairlist_name, config,
-                                                                           'config': config})
+                                            kwargs={'exchange': exchange,
+                                                    'pairlistmanager': pairlistmanager,
+                                                    'config': config,
+                                                    'pairlistconfig': pairlistconfig,
+                                                    'pairlist_pos': pairlist_pos})
 
     def _load_pairlist(
             self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
@@ -40,7 +45,7 @@ class PairListResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
 
         abs_paths = self.build_search_paths(config, current_path=current_path,
-                                            user_subdir='pairlist', extra_dir=None)
+                                            user_subdir=None, extra_dir=None)
 
         pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
                                      object_name=pairlist_name, kwargs=kwargs)

freqtrade/resolvers/strategy_resolver.py

@@ -32,8 +32,11 @@ class StrategyResolver(IResolver):
         """
         config = config or {}
 
-        # Verify the strategy is in the configuration, otherwise fallback to the default strategy
+        if not config.get('strategy'):
-        strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
+            raise OperationalException("No strategy set. Please use `--strategy` to specify "
+                                       "the strategy class to use.")
+
+        strategy_name = config['strategy']
         self.strategy: IStrategy = self._load_strategy(strategy_name,
                                                        config=config,
                                                        extra_dir=config.get('strategy_path'))

freqtrade/rpc/api_server.py

@@ -169,6 +169,10 @@ class ApiServer(RPC):
                               view_func=self._status, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/version', 'version',
                               view_func=self._version, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/show_config', 'show_config',
+                              view_func=self._show_config, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/ping', 'ping',
+                              view_func=self._ping, methods=['GET'])
 
         # Combined actions and infos
         self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
@@ -224,6 +228,13 @@ class ApiServer(RPC):
         msg = self._rpc_stopbuy()
         return self.rest_dump(msg)
 
+    @rpc_catch_errors
+    def _ping(self):
+        """
+        simple poing version
+        """
+        return self.rest_dump({"status": "pong"})
+
     @require_login
     @rpc_catch_errors
     def _version(self):
@@ -232,6 +243,14 @@ class ApiServer(RPC):
         """
         return self.rest_dump({"version": __version__})
 
+    @require_login
+    @rpc_catch_errors
+    def _show_config(self):
+        """
+        Prints the bot's version
+        """
+        return self.rest_dump(self._rpc_show_config())
+
     @require_login
     @rpc_catch_errors
     def _reload_conf(self):
@@ -265,7 +284,7 @@ class ApiServer(RPC):
 
         stats = self._rpc_daily_profit(timescale,
                                        self._config['stake_currency'],
-                                       self._config['fiat_display_currency']
+                                       self._config.get('fiat_display_currency', '')
                                        )
 
         return self.rest_dump(stats)
@@ -321,8 +340,11 @@ class ApiServer(RPC):
 
         Returns the current status of the trades in json format
         """
-        results = self._rpc_trade_status()
+        try:
-        return self.rest_dump(results)
+            results = self._rpc_trade_status()
+            return self.rest_dump(results)
+        except RPCException:
+            return self.rest_dump([])
 
     @require_login
     @rpc_catch_errors

freqtrade/rpc/rpc.py

@@ -3,16 +3,15 @@ This module contains class to define a RPC communications
 """
 import logging
 from abc import abstractmethod
-from datetime import timedelta, datetime, date
+from datetime import date, datetime, timedelta
-from decimal import Decimal
 from enum import Enum
-from typing import Dict, Any, List, Optional
+from math import isnan
+from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
-from numpy import mean, NAN
+from numpy import NAN, mean
-from pandas import DataFrame
 
-from freqtrade import TemporaryError, DependencyException
+from freqtrade import DependencyException, TemporaryError
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -81,6 +80,29 @@ class RPC:
     def send_msg(self, msg: Dict[str, str]) -> None:
         """ Sends a message to all registered rpc modules """
 
+    def _rpc_show_config(self) -> Dict[str, Any]:
+        """
+        Return a dict of config options.
+        Explicitly does NOT return the full config to avoid leakage of sensitive
+        information via rpc.
+        """
+        config = self._freqtrade.config
+        val = {
+            'dry_run': config.get('dry_run', False),
+            'stake_currency': config['stake_currency'],
+            'stake_amount': config['stake_amount'],
+            'minimal_roi': config['minimal_roi'].copy(),
+            'stoploss': config['stoploss'],
+            'trailing_stop': config['trailing_stop'],
+            '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'],
+            'exchange': config['exchange']['name'],
+            'strategy': config['strategy'],
+        }
+        return val
+
     def _rpc_trade_status(self) -> List[Dict[str, Any]]:
         """
         Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
@@ -117,7 +139,7 @@ class RPC:
                 results.append(trade_dict)
             return results
 
-    def _rpc_status_table(self) -> DataFrame:
+    def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
         trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active order')
@@ -130,17 +152,28 @@ class RPC:
                 except DependencyException:
                     current_rate = NAN
                 trade_perc = (100 * trade.calc_profit_percent(current_rate))
+                trade_profit = trade.calc_profit(current_rate)
+                profit_str = f'{trade_perc:.2f}%'
+                if self._fiat_converter:
+                    fiat_profit = self._fiat_converter.convert_amount(
+                            trade_profit,
+                            stake_currency,
+                            fiat_display_currency
+                        )
+                    if fiat_profit and not isnan(fiat_profit):
+                        profit_str += f" ({fiat_profit:.2f})"
                 trades_list.append([
                     trade.id,
                     trade.pair,
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
-                    f'{trade_perc:.2f}%'
+                    profit_str
                 ])
+            profitcol = "Profit"
+            if self._fiat_converter:
+                profitcol += " (" + fiat_display_currency + ")"
 
-            columns = ['ID', 'Pair', 'Since', 'Profit']
+            columns = ['ID', 'Pair', 'Since', profitcol]
-            df_statuses = DataFrame.from_records(trades_list, columns=columns)
+            return trades_list, columns
-            df_statuses = df_statuses.set_index(columns[0])
-            return df_statuses
 
     def _rpc_daily_profit(
             self, timescale: int,
@@ -219,7 +252,7 @@ class RPC:
                 profit_percent = trade.calc_profit_percent(rate=current_rate)
 
             profit_all_coin.append(
-                trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
+                trade.calc_profit(rate=trade.close_rate or current_rate)
             )
             profit_all_perc.append(profit_percent)
 
@@ -452,7 +485,7 @@ class RPC:
 
     def _rpc_whitelist(self) -> Dict:
         """ Returns the currently active whitelist"""
-        res = {'method': self._freqtrade.pairlists.name,
+        res = {'method': self._freqtrade.pairlists.name_list,
                'length': len(self._freqtrade.active_pair_whitelist),
                'whitelist': self._freqtrade.active_pair_whitelist
                }
@@ -467,7 +500,7 @@ class RPC:
                         and pair not in self._freqtrade.pairlists.blacklist):
                     self._freqtrade.pairlists.blacklist.append(pair)
 
-        res = {'method': self._freqtrade.pairlists.name,
+        res = {'method': self._freqtrade.pairlists.name_list,
                'length': len(self._freqtrade.pairlists.blacklist),
                'blacklist': self._freqtrade.pairlists.blacklist,
                }

freqtrade/rpc/telegram.py

@@ -95,6 +95,7 @@ class Telegram(RPC):
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
             CommandHandler('reload_conf', self._reload_conf),
+            CommandHandler('show_config', self._show_config),
             CommandHandler('stopbuy', self._stopbuy),
             CommandHandler('whitelist', self._whitelist),
             CommandHandler('blacklist', self._blacklist),
@@ -234,8 +235,9 @@ class Telegram(RPC):
         :return: None
         """
         try:
-            df_statuses = self._rpc_status_table()
+            statlist, head = self._rpc_status_table(self._config['stake_currency'],
-            message = tabulate(df_statuses, headers='keys', tablefmt='simple')
+                                                    self._config.get('fiat_display_currency', ''))
+            message = tabulate(statlist, headers=head, tablefmt='simple')
             self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
@@ -549,6 +551,7 @@ class Telegram(RPC):
                   "*/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" \
@@ -569,6 +572,26 @@ class Telegram(RPC):
         """
         self._send_msg('*Version:* `{}`'.format(__version__))
 
+    @authorized_only
+    def _show_config(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /show_config.
+        Show config information information
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        val = self._rpc_show_config()
+        self._send_msg(
+            f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
+            f"*Exchange:* `{val['exchange']}`\n"
+            f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
+            f"*Minimum ROI:* `{val['minimal_roi']}`\n"
+            f"*{'Trailing ' if val['trailing_stop'] else ''}Stoploss:* `{val['stoploss']}`\n"
+            f"*Ticker Interval:* `{val['ticker_interval']}`\n"
+            f"*Strategy:* `{val['strategy']}`'"
+        )
+
     def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
         """
         Send given markdown message

freqtrade/strategy/interface.py

@@ -109,8 +109,8 @@ class IStrategy(ABC):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: DataProvider
+    dp: Optional[DataProvider] = None
-    wallets: Wallets
+    wallets: Optional[Wallets] = None
 
     def __init__(self, config: dict) -> None:
         self.config = config

freqtrade/utils.py

@@ -39,6 +39,25 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     return config
 
 
+def start_trading(args: Dict[str, Any]) -> int:
+    """
+    Main entry point for trading mode
+    """
+    from freqtrade.worker import Worker
+    # Load and run worker
+    worker = None
+    try:
+        worker = Worker(args)
+        worker.run()
+    except KeyboardInterrupt:
+        logger.info('SIGINT received, aborting ...')
+    finally:
+        if worker:
+            logger.info("worker found ... calling exit")
+            worker.exit()
+    return 0
+
+
 def start_list_exchanges(args: Dict[str, Any]) -> None:
     """
     Print available exchanges
@@ -57,7 +76,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 
 def start_create_userdir(args: Dict[str, Any]) -> None:
     """
-    Create "user_data" directory to contain user data strategies, hyperopts, ...)
+    Create "user_data" directory to contain user data strategies, hyperopt, ...)
     :param args: Cli args from Arguments()
     :return: None
     """

mkdocs.yml

@@ -16,6 +16,7 @@ nav:
     - Hyperopt: hyperopt.md
     - Edge Positioning: edge.md
     - Utility Subcommands: utils.md
+    - Exchange-specific Notes: exchanges.md
     - FAQ: faq.md
     - Data Analysis:
         - Jupyter Notebooks: data-analysis.md

requirements-common.txt

@@ -1,23 +1,23 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.19.14
+ccxt==1.19.54
-SQLAlchemy==1.3.10
+SQLAlchemy==1.3.11
 python-telegram-bot==12.2.0
 arrow==0.15.4
 cachetools==3.1.1
 requests==2.22.0
-urllib3==1.25.6
+urllib3==1.25.7
 wrapt==1.11.2
 jsonschema==3.1.1
 TA-Lib==0.4.17
-tabulate==0.8.5
+tabulate==0.8.6
 coinmarketcap==5.0.3
 
 # find first, C search in arrays
 py_find_1st==1.1.4
 
 # Load ticker files 30% faster
-python-rapidjson==0.8.0
+python-rapidjson==0.9.1
 
 # Notify systemd
 sdnotify==0.3.2

requirements-dev.txt

@@ -6,9 +6,9 @@
 coveralls==1.8.2
 flake8==3.7.9
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==3.0.0
+flake8-tidy-imports==3.1.0
 mypy==0.740
-pytest==5.2.2
+pytest==5.2.4
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==1.11.2

requirements-hyperopt.txt

@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.3.1
+scipy==1.3.2
 scikit-learn==0.21.3
 scikit-optimize==0.5.2
 filelock==3.0.12

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.2.1
+plotly==4.3.0
 

requirements.txt

@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.17.3
+numpy==1.17.4
 pandas==0.25.3

scripts/rest_client.py

@@ -8,12 +8,15 @@ so it can be used as a standalone script.
 """
 
 import argparse
-import json
-import logging
 import inspect
-from urllib.parse import urlencode, urlparse, urlunparse
+import json
+import re
+import logging
+import sys
 from pathlib import Path
+from urllib.parse import urlencode, urlparse, urlunparse
 
+import rapidjson
 import requests
 from requests.exceptions import ConnectionError
 
@@ -63,100 +66,106 @@ class FtRestClient():
         return self._call("POST", apipath, params=params, data=data)
 
     def start(self):
-        """
+        """Start the bot if it's in the stopped state.
-        Start the bot if it's in stopped state.
+
         :return: json object
         """
         return self._post("start")
 
     def stop(self):
-        """
+        """Stop the bot. Use `start` to restart.
-        Stop the bot. Use start to restart
+
         :return: json object
         """
         return self._post("stop")
 
     def stopbuy(self):
-        """
+        """Stop buying (but handle sells gracefully). Use `reload_conf` to reset.
-        Stop buying (but handle sells gracefully).
+
-        use reload_conf to reset
         :return: json object
         """
         return self._post("stopbuy")
 
     def reload_conf(self):
-        """
+        """Reload configuration.
-        Reload configuration
+
         :return: json object
         """
         return self._post("reload_conf")
 
     def balance(self):
-        """
+        """Get the account balance.
-        Get the account balance
+
         :return: json object
         """
         return self._get("balance")
 
     def count(self):
-        """
+        """Return the amount of open trades.
-        Returns the amount of open trades
+
         :return: json object
         """
         return self._get("count")
 
     def daily(self, days=None):
-        """
+        """Return the amount of open trades.
-        Returns the amount of open trades
+
         :return: json object
         """
         return self._get("daily", params={"timescale": days} if days else None)
 
     def edge(self):
-        """
+        """Return information about edge.
-        Returns information about edge
+
         :return: json object
         """
         return self._get("edge")
 
     def profit(self):
-        """
+        """Return the profit summary.
-        Returns the profit summary
+
         :return: json object
         """
         return self._get("profit")
 
     def performance(self):
-        """
+        """Return the performance of the different coins.
-        Returns the performance of the different coins
+
         :return: json object
         """
         return self._get("performance")
 
     def status(self):
-        """
+        """Get the status of open trades.
-        Get the status of open trades
+
         :return: json object
         """
         return self._get("status")
 
     def version(self):
-        """
+        """Return the version of the bot.
-        Returns the version of the bot
+
         :return: json object containing the version
         """
         return self._get("version")
 
-    def whitelist(self):
+    def show_config(self):
         """
-        Show the current whitelist
+        Returns part of the configuration, relevant for trading operations.
+        :return: json object containing the version
+        """
+        return self._get("show_config")
+
+    def whitelist(self):
+        """Show the current whitelist.
+
         :return: json object
         """
         return self._get("whitelist")
 
     def blacklist(self, *args):
-        """
+        """Show the current blacklist.
-        Show the current blacklist
+
         :param add: List of coins to add (example: "BNB/BTC")
         :return: json object
         """
@@ -166,8 +175,8 @@ class FtRestClient():
             return self._post("blacklist", data={"blacklist": args})
 
     def forcebuy(self, pair, price=None):
-        """
+        """Buy an asset.
-        Buy an asset
+
         :param pair: Pair to buy (ETH/BTC)
         :param price: Optional - price to buy
         :return: json object of the trade
@@ -178,8 +187,8 @@ class FtRestClient():
         return self._post("forcebuy", data=data)
 
     def forcesell(self, tradeid):
-        """
+        """Force-sell a trade.
-        Force-sell a trade
+
         :param tradeid: Id of the trade (can be received via status command)
         :return: json object
         """
@@ -190,7 +199,9 @@ class FtRestClient():
 def add_arguments():
     parser = argparse.ArgumentParser()
     parser.add_argument("command",
-                        help="Positional argument defining the command to execute.")
+                        help="Positional argument defining the command to execute.",
+                        nargs="?"
+                        )
 
     parser.add_argument('--show',
                         help='Show possible methods with this client',
@@ -221,24 +232,29 @@ def load_config(configfile):
     file = Path(configfile)
     if file.is_file():
         with file.open("r") as f:
-            config = json.load(f)
+            config = rapidjson.load(f, parse_mode=rapidjson.PM_COMMENTS |
+                                    rapidjson.PM_TRAILING_COMMAS)
         return config
-    return {}
+    else:
+        logger.warning(f"Could not load config file {file}.")
+        sys.exit(1)
 
 
 def print_commands():
     # Print dynamic help for the different commands using the commands doc-strings
     client = FtRestClient(None)
-    print("Possible commands:")
+    print("Possible commands:\n")
     for x, y in inspect.getmembers(client):
         if not x.startswith('_'):
-            print(f"{x} {getattr(client, x).__doc__}")
+            doc = re.sub(':return:.*', '', getattr(client, x).__doc__, flags=re.MULTILINE).rstrip()
+            print(f"{x}\n\t{doc}\n")
 
 
 def main(args):
 
-    if args.get("help"):
+    if args.get("show"):
         print_commands()
+        sys.exit()
 
     config = load_config(args["config"])
     url = config.get("api_server", {}).get("server_url", "127.0.0.1")

tests/conftest.py

@@ -242,6 +242,9 @@ def default_conf(testdatadir):
                 "HOT/BTC",
             ]
         },
+        "pairlists": [
+            {"method": "StaticPairList"}
+        ],
         "telegram": {
             "enabled": True,
             "token": "token",
@@ -252,6 +255,7 @@ def default_conf(testdatadir):
         "db_url": "sqlite://",
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
+        "strategy": "DefaultStrategy"
     }
     return configuration
 
@@ -572,6 +576,72 @@ def get_markets():
     }
 
 
+@pytest.fixture
+def shitcoinmarkets(markets):
+    """
+    Fixture with shitcoin markets - used to test filters in pairlists
+    """
+    shitmarkets = deepcopy(markets)
+    shitmarkets.update({'HOT/BTC': {
+            'id': 'HOTBTC',
+            'symbol': 'HOT/BTC',
+            'base': 'HOT',
+            'quote': 'BTC',
+            'active': True,
+            'precision': {
+                'base': 8,
+                'quote': 8,
+                'amount': 0,
+                'price': 8
+            },
+            'limits': {
+                'amount': {
+                    'min': 1.0,
+                    'max': 90000000.0
+                },
+                'price': {
+                    'min': None,
+                    'max': None
+                },
+                'cost': {
+                    'min': 0.001,
+                    'max': None
+                }
+            },
+            'info': {},
+        },
+        'FUEL/BTC': {
+            'id': 'FUELBTC',
+            'symbol': 'FUEL/BTC',
+            'base': 'FUEL',
+            'quote': 'BTC',
+            'active': True,
+            'precision': {
+                'base': 8,
+                'quote': 8,
+                'amount': 0,
+                'price': 8
+            },
+            'limits': {
+                'amount': {
+                    'min': 1.0,
+                    'max': 90000000.0
+                },
+                'price': {
+                    'min': 1e-08,
+                    'max': 1000.0
+                },
+                'cost': {
+                    'min': 0.001,
+                    'max': None
+                }
+            },
+            'info': {},
+        },
+        })
+    return shitmarkets
+
+
 @pytest.fixture
 def markets_empty():
     return MagicMock(return_value=[])
@@ -866,6 +936,50 @@ def tickers():
             'quoteVolume': 1215.14489611,
             'info': {}
         },
+        'HOT/BTC': {
+            'symbol': 'HOT/BTC',
+            'timestamp': 1572273518661,
+            'datetime': '2019-10-28T14:38:38.661Z',
+            'high': 0.00000011,
+            'low': 0.00000009,
+            'bid': 0.0000001,
+            'bidVolume': 1476027288.0,
+            'ask': 0.00000011,
+            'askVolume': 820153831.0,
+            'vwap': 0.0000001,
+            'open': 0.00000009,
+            'close': 0.00000011,
+            'last': 0.00000011,
+            'previousClose': 0.00000009,
+            'change': 0.00000002,
+            'percentage': 22.222,
+            'average': None,
+            'baseVolume': 1442290324.0,
+            'quoteVolume': 143.78311994,
+            'info': {}
+        },
+        'FUEL/BTC': {
+            'symbol': 'FUEL/BTC',
+            'timestamp': 1572340250771,
+            'datetime': '2019-10-29T09:10:50.771Z',
+            'high': 0.00000040,
+            'low': 0.00000035,
+            'bid': 0.00000036,
+            'bidVolume': 8932318.0,
+            'ask': 0.00000037,
+            'askVolume': 10140774.0,
+            'vwap': 0.00000037,
+            'open': 0.00000039,
+            'close': 0.00000037,
+            'last': 0.00000037,
+            'previousClose': 0.00000038,
+            'change': -0.00000002,
+            'percentage': -5.128,
+            'average': None,
+            'baseVolume': 168927742.0,
+            'quoteVolume': 62.68220262,
+            'info': {}
+        },
         'ETH/USDT': {
             'symbol': 'ETH/USDT',
             'timestamp': 1522014804118,

tests/data/test_btanalysis.py

@@ -56,7 +56,7 @@ def test_extract_trades_of_period(testdatadir):
     # 2018-11-14 06:07:00
     timerange = TimeRange('date', None, 1510639620, 0)
 
-    data = load_pair_history(pair=pair, ticker_interval='1m',
+    data = load_pair_history(pair=pair, timeframe='1m',
                              datadir=testdatadir, timerange=timerange)
 
     trades = DataFrame(
@@ -122,7 +122,7 @@ def test_combine_tickers_with_mean(testdatadir):
     pairs = ["ETH/BTC", "ADA/BTC"]
     tickers = load_data(datadir=testdatadir,
                         pairs=pairs,
-                        ticker_interval='5m'
+                        timeframe='5m'
                         )
     df = combine_tickers_with_mean(tickers)
     assert isinstance(df, DataFrame)
@@ -136,7 +136,7 @@ def test_create_cum_profit(testdatadir):
     bt_data = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
-    df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
+    df = load_pair_history(pair="TRX/BTC", timeframe='5m',
                            datadir=testdatadir, timerange=timerange)
 
     cum_profits = create_cum_profit(df.set_index('date'),
@@ -154,7 +154,7 @@ def test_create_cum_profit1(testdatadir):
     bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
-    df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
+    df = load_pair_history(pair="TRX/BTC", timeframe='5m',
                            datadir=testdatadir, timerange=timerange)
 
     cum_profits = create_cum_profit(df.set_index('date'),

tests/data/test_converter.py

@@ -23,7 +23,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
 
 def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
     data = load_pair_history(datadir=testdatadir,
-                             ticker_interval='1m',
+                             timeframe='1m',
                              pair='UNITTEST/BTC',
                              fill_up_missing=False)
     caplog.set_level(logging.DEBUG)
@@ -42,7 +42,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
 
 
 def test_ohlcv_fill_up_missing_data2(caplog):
-    ticker_interval = '5m'
+    timeframe = '5m'
     ticks = [[
             1511686200000,  # 8:50:00
             8.794e-05,  # open
@@ -78,10 +78,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     ]
 
     # Generate test-data without filling missing
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
     assert len(data) == 3
     caplog.set_level(logging.DEBUG)
-    data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
+    data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
     assert len(data2) == 4
     # 3rd candle has been filled
     row = data2.loc[2, :]
@@ -99,7 +99,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
 
 
 def test_ohlcv_drop_incomplete(caplog):
-    ticker_interval = '1d'
+    timeframe = '1d'
     ticks = [[
             1559750400000,  # 2019-06-04
             8.794e-05,  # open
@@ -134,13 +134,13 @@ def test_ohlcv_drop_incomplete(caplog):
      ]
     ]
     caplog.set_level(logging.DEBUG)
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=False)
     assert len(data) == 4
     assert not log_has("Dropping last candle", caplog)
 
     # Drop last candle
-    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+    data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=True)
     assert len(data) == 3
 

tests/data/test_dataprovider.py

@@ -9,32 +9,32 @@ from tests.conftest import get_patched_exchange
 
 def test_ohlcv(mocker, default_conf, ticker_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["ticker_interval"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("XRP/BTC", timeframe)] = ticker_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
+    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
+    assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
-    assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
+    assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
-    assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
+    assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
 
     # Test with and without parameter
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
+    assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
 
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
+    assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
 
 
 def test_historic_ohlcv(mocker, default_conf, ticker_history):
@@ -45,7 +45,7 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
     data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
     assert isinstance(data, DataFrame)
     assert historymock.call_count == 1
-    assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
+    assert historymock.call_args_list[0][1]["timeframe"] == "5m"
 
 
 def test_get_pair_dataframe(mocker, default_conf, ticker_history):

tests/data/test_history.py

@@ -64,20 +64,20 @@ def _clean_test_file(file: Path) -> None:
 
 
 def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
+    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
     assert isinstance(ld, DataFrame)
     assert not log_has(
-        'Download history data for pair: "UNITTEST/BTC", interval: 30m '
+        'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
         'and store in None.', caplog
     )
 
 
 def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
-    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
+    ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
     assert not isinstance(ld, DataFrame)
     assert ld is None
     assert log_has(
-        'No history data for pair: "UNITTEST/BTC", interval: 7m. '
+        'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
         'Use `freqtrade download-data` to download the data', caplog
     )
 
@@ -86,7 +86,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
     _backup_file(file, copy_file=True)
-    history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
+    history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
     assert file.is_file()
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@@ -99,7 +99,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
     ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
                            MagicMock(return_value=None))
     timerange = TimeRange('date', None, 1510639620, 0)
-    history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
+    history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
                               datadir=testdatadir, timerange=timerange,
                               startup_candles=20,
                               )
@@ -122,28 +122,28 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
     _backup_file(file)
     # do not download a new pair if refresh_pairs isn't set
     history.load_pair_history(datadir=testdatadir,
-                              ticker_interval='1m',
+                              timeframe='1m',
                               pair='MEME/BTC')
     assert not file.is_file()
     assert log_has(
-        'No history data for pair: "MEME/BTC", interval: 1m. '
+        'No history data for pair: "MEME/BTC", timeframe: 1m. '
         'Use `freqtrade download-data` to download the data', caplog
     )
 
     # download a new pair if refresh_pairs is set
     history.load_pair_history(datadir=testdatadir,
-                              ticker_interval='1m',
+                              timeframe='1m',
                               refresh_pairs=True,
                               exchange=exchange,
                               pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC", interval: 1m '
+        'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
         history.load_pair_history(datadir=testdatadir,
-                                  ticker_interval='1m',
+                                  timeframe='1m',
                                   refresh_pairs=True,
                                   exchange=None,
                                   pair='MEME/BTC')
@@ -269,10 +269,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
 
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='MEME/BTC',
-                                 ticker_interval='1m')
+                                 timeframe='1m')
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='CFI/BTC',
-                                 ticker_interval='1m')
+                                 timeframe='1m')
     assert not exchange._pairs_last_refresh_time
     assert file1_1.is_file()
     assert file2_1.is_file()
@@ -286,10 +286,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
 
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='MEME/BTC',
-                                 ticker_interval='5m')
+                                 timeframe='5m')
     assert download_pair_history(datadir=testdatadir, exchange=exchange,
                                  pair='CFI/BTC',
-                                 ticker_interval='5m')
+                                 timeframe='5m')
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
@@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
-    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 
@@ -326,12 +326,12 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
 
     assert not download_pair_history(datadir=testdatadir, exchange=exchange,
                                      pair='MEME/BTC',
-                                     ticker_interval='1m')
+                                     timeframe='1m')
     # clean files freshly downloaded
     _clean_test_file(file1_1)
     _clean_test_file(file1_5)
     assert log_has(
-        'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
+        'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
         'Error: File Error', caplog
     )
 
@@ -369,7 +369,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
     caplog.clear()
     start = arrow.get('2018-01-10T00:00:00')
     end = arrow.get('2018-02-20T00:00:00')
-    tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
+    tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
                                    pairs=['UNITTEST/BTC'],
                                    timerange=TimeRange('date', 'date',
                                                        start.timestamp, end.timestamp))
@@ -390,7 +390,7 @@ def test_init(default_conf, mocker) -> None:
         exchange=exchange,
         pairs=[],
         refresh_pairs=True,
-        ticker_interval=default_conf['ticker_interval']
+        timeframe=default_conf['ticker_interval']
     )
 
 
@@ -449,7 +449,7 @@ def test_trim_tickerlist(testdatadir) -> None:
 def test_trim_dataframe(testdatadir) -> None:
     data = history.load_data(
         datadir=testdatadir,
-        ticker_interval='1m',
+        timeframe='1m',
         pairs=['UNITTEST/BTC']
     )['UNITTEST/BTC']
     min_date = int(data.iloc[0]['date'].timestamp())
@@ -517,7 +517,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='1m',
+            timeframe='1m',
             pairs=['UNITTEST/BTC']
         )
     )
@@ -533,7 +533,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='1m',
+            timeframe='1m',
             pairs=['UNITTEST/BTC'],
             fill_up_missing=False
         )
@@ -556,7 +556,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
     data = strategy.tickerdata_to_dataframe(
         history.load_data(
             datadir=testdatadir,
-            ticker_interval='5m',
+            timeframe='5m',
             pairs=['UNITTEST/BTC'],
             timerange=timerange
         )
@@ -669,10 +669,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     file5 = testdatadir / 'XRP_ETH-5m.json'
     # Compare downloaded dataset with converted dataset
     dfbak_1m = history.load_pair_history(datadir=testdatadir,
-                                         ticker_interval="1m",
+                                         timeframe="1m",
                                          pair=pair)
     dfbak_5m = history.load_pair_history(datadir=testdatadir,
-                                         ticker_interval="5m",
+                                         timeframe="5m",
                                          pair=pair)
 
     _backup_file(file1, copy_file=True)
@@ -686,10 +686,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
     df_1m = history.load_pair_history(datadir=testdatadir,
-                                      ticker_interval="1m",
+                                      timeframe="1m",
                                       pair=pair)
     df_5m = history.load_pair_history(datadir=testdatadir,
-                                      ticker_interval="5m",
+                                      timeframe="5m",
                                       pair=pair)
 
     assert df_1m.equals(dfbak_1m)

tests/edge/test_edge.py

@@ -255,7 +255,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
     assert edge.calculate() is False
 
 
-def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
                      timerange=None, exchange=None, *args, **kwargs):
     hz = 0.1
     base = 0.001

tests/exchange/test_exchange.py

@@ -1047,8 +1047,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     ]
     pair = 'ETH/BTC'
 
-    async def mock_candle_hist(pair, ticker_interval, since_ms):
+    async def mock_candle_hist(pair, timeframe, since_ms):
-        return pair, ticker_interval, tick
+        return pair, timeframe, tick
 
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
@@ -1107,7 +1107,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
-    assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...",
+    assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
                    caplog)
 
 
@@ -1143,7 +1143,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_get_candle_history", "fetch_ohlcv",
-                               pair='ABCD/BTC', ticker_interval=default_conf['ticker_interval'])
+                               pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
@@ -1586,8 +1586,9 @@ def test_name(default_conf, mocker, exchange_name):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_trades_for_order(default_conf, mocker, exchange_name):
+
     order_id = 'ABCD-ABCD'
-    since = datetime(2018, 5, 5, tzinfo=timezone.utc)
+    since = datetime(2018, 5, 5, 0, 0, 0)
     default_conf["dry_run"] = False
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
     api_mock = MagicMock()
@@ -1623,7 +1624,8 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name):
     assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
     # Same test twice, hardcoded number and doing the same calculation
     assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
-    assert api_mock.fetch_my_trades.call_args[0][1] == int(since.timestamp() - 5) * 1000
+    assert api_mock.fetch_my_trades.call_args[0][1] == int(since.replace(
+        tzinfo=timezone.utc).timestamp() - 5) * 1000
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'get_trades_for_order', 'fetch_my_trades',

tests/optimize/__init__.py

@@ -7,7 +7,7 @@ from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.interface import SellType
 
 ticker_start_time = arrow.get(2018, 10, 3)
-tests_ticker_interval = '1h'
+tests_timeframe = '1h'
 
 
 class BTrade(NamedTuple):
@@ -36,7 +36,7 @@ class BTContainer(NamedTuple):
 
 
 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
+    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
                                    ).datetime
 
 

tests/optimize/test_backtest_detail.py

@@ -9,7 +9,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
-                            _get_frame_time_from_offset, tests_ticker_interval)
+                            _get_frame_time_from_offset, tests_timeframe)
 
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
@@ -293,7 +293,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     """
     default_conf["stoploss"] = data.stop_loss
     default_conf["minimal_roi"] = data.roi
-    default_conf["ticker_interval"] = tests_ticker_interval
+    default_conf["ticker_interval"] = tests_timeframe
     default_conf["trailing_stop"] = data.trailing_stop
     default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
     # Only add this to configuration If it's necessary

tests/optimize/test_backtesting.py

@@ -50,7 +50,7 @@ def trim_dictlist(dict_list, num):
 
 def load_data_test(what, testdatadir):
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
-    pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
+    pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
                                         pair='UNITTEST/BTC', timerange=timerange)
     datalen = len(pair)
 
@@ -116,7 +116,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
     assert len(results) == num_results
 
 
-def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
                      timerange=None, exchange=None, live=False, *args, **kwargs):
     tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
     pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
@@ -126,14 +126,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
 
 # use for mock ccxt.fetch_ohlvc'
 def _load_pair_as_ticks(pair, tickfreq):
-    ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
+    ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
     ticks = ticks[-201:]
     return ticks
 
 
 # FIX: fixturize this?
 def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
-    data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
+    data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
@@ -184,9 +184,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'backtesting'
     ]
 
     config = setup_configuration(get_args(args), RunMode.BACKTEST)
@@ -217,10 +217,10 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     )
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
-        'backtesting',
         '--ticker-interval', '1m',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -269,9 +269,9 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'backtesting'
     ]
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
@@ -286,9 +286,9 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'backtesting'
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -307,7 +307,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
     assert backtesting.config == default_conf
-    assert backtesting.ticker_interval == '5m'
+    assert backtesting.timeframe == '5m'
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)
@@ -522,7 +522,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     backtesting = Backtesting(default_conf)
     pair = 'UNITTEST/BTC'
     timerange = TimeRange('date', None, 1517227800, 0)
-    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
+    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(data_processed)
@@ -576,9 +576,9 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
 
-    # Run a backtesting for an exiting 1min ticker_interval
+    # Run a backtesting for an exiting 1min timeframe
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
-    data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
+    data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(processed)
@@ -688,7 +688,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     patch_exchange(mocker)
 
     pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
-    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
+    data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=pairs)
     # Only use 500 lines to increase performance
     data = trim_dictlist(data, -500)
 
@@ -817,10 +817,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', str(testdatadir),
-        'backtesting',
         '--ticker-interval', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
@@ -866,9 +866,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'backtesting',
         '--config', 'config.json',
         '--datadir', str(testdatadir),
-        'backtesting',
         '--ticker-interval', '1m',
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',

tests/optimize/test_edge_cli.py

@@ -15,9 +15,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'edge',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'edge'
     ]
 
     config = setup_configuration(get_args(args), RunMode.EDGE)
@@ -45,10 +45,10 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     )
 
     args = [
+        'edge',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
-        'edge',
         '--ticker-interval', '1m',
         '--timerange', ':100',
         '--stoplosses=-0.01,-0.10,-0.001'
@@ -79,9 +79,9 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, edge_conf)
 
     args = [
+        'edge',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'edge'
     ]
     args = get_args(args)
     start_edge(args)

tests/optimize/test_hyperopt.py

@@ -26,7 +26,10 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
 
 @pytest.fixture(scope='function')
 def hyperopt(default_conf, mocker):
-    default_conf.update({'spaces': ['default']})
+    default_conf.update({
+        'spaces': ['default'],
+        'hyperopt': 'DefaultHyperOpt',
+    })
     patch_exchange(mocker)
     return Hyperopt(default_conf)
 
@@ -69,8 +72,9 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
+        'hyperopt',
         '--config', 'config.json',
-        'hyperopt'
+        '--hyperopt', 'DefaultHyperOpt',
     ]
 
     config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@@ -100,9 +104,10 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     )
 
     args = [
-        '--config', 'config.json',
-        '--datadir', '/foo/bar',
         'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
+        '--datadir', '/foo/bar',
         '--ticker-interval', '1m',
         '--timerange', ':100',
         '--enable-position-stacking',
@@ -157,7 +162,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
         MagicMock(return_value=hyperopt(default_conf))
     )
-    x = HyperOptResolver(default_conf, ).hyperopt
+    default_conf.update({'hyperopt': 'DefaultHyperOpt'})
+    x = HyperOptResolver(default_conf).hyperopt
     assert not hasattr(x, 'populate_indicators')
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
@@ -174,7 +180,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver(default_conf, ).hyperopt
+        HyperOptResolver(default_conf).hyperopt
+
+
+def test_hyperoptresolver_noname(default_conf):
+    default_conf['hyperopt'] = ''
+    with pytest.raises(OperationalException,
+                       match="No Hyperopt set. Please use `--hyperopt` to specify "
+                             "the Hyperopt class to use."):
+        HyperOptResolver(default_conf)
 
 
 def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@@ -184,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
         MagicMock(return_value=hl)
     )
-    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    x = HyperOptLossResolver(default_conf).hyperoptloss
     assert hasattr(x, "hyperopt_loss_function")
 
 
@@ -192,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
     default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
-        HyperOptLossResolver(default_conf, ).hyperopt
+        HyperOptLossResolver(default_conf).hyperopt
 
 
 def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@@ -203,8 +217,9 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
     patch_exchange(mocker)
 
     args = [
-        '--config', 'config.json',
         'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -220,8 +235,9 @@ def test_start(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
 
     args = [
-        '--config', 'config.json',
         'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -242,8 +258,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
 
     args = [
-        '--config', 'config.json',
         'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -258,8 +275,9 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
 
     args = [
-        '--config', 'config.json',
         'hyperopt',
+        '--config', 'config.json',
+        '--hyperopt', 'DefaultHyperOpt',
         '--epochs', '5'
     ]
     args = get_args(args)
@@ -412,6 +430,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'default',
@@ -539,10 +558,12 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 
 
 def test_generate_optimizer(mocker, default_conf) -> None:
-    default_conf.update({'config': 'config.json.example'})
+    default_conf.update({'config': 'config.json.example',
-    default_conf.update({'timerange': None})
+                         'hyperopt': 'DefaultHyperOpt',
-    default_conf.update({'spaces': 'all'})
+                         'timerange': None,
-    default_conf.update({'hyperopt_min_trades': 1})
+                         'spaces': 'all',
+                         'hyperopt_min_trades': 1,
+                         })
 
     trades = [
         ('TRX/BTC', 0.023117, 0.000233, 100)
@@ -610,6 +631,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
 def test_clean_hyperopt(mocker, default_conf, caplog):
     patch_exchange(mocker)
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'default',
@@ -626,6 +648,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
 def test_continue_hyperopt(mocker, default_conf, caplog):
     patch_exchange(mocker)
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'default',
@@ -656,6 +679,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -732,6 +756,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'roi stoploss',
@@ -771,6 +796,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'roi stoploss',
@@ -813,6 +839,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'all',
@@ -847,6 +874,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'buy',
@@ -893,6 +921,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': 'sell',
@@ -941,6 +970,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
     patch_exchange(mocker)
 
     default_conf.update({'config': 'config.json.example',
+                         'hyperopt': 'DefaultHyperOpt',
                          'epochs': 1,
                          'timerange': None,
                          'spaces': space,

tests/pairlist/test_pairlist.py

@@ -2,11 +2,13 @@
 
 from unittest.mock import MagicMock, PropertyMock
 
+import pytest
+
 from freqtrade import OperationalException
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.resolvers import PairListResolver
-from tests.conftest import get_patched_freqtradebot
+from freqtrade.pairlist.pairlistmanager import PairListManager
-import pytest
+from tests.conftest import get_patched_freqtradebot, log_has_re
 
 # whitelist, blacklist
 
@@ -24,25 +26,39 @@ def whitelist_conf(default_conf):
     default_conf['exchange']['pair_blacklist'] = [
         'BLK/BTC'
     ]
-    default_conf['pairlist'] = {'method': 'StaticPairList',
+    default_conf['pairlists'] = [
-                                'config': {'number_assets': 3}
+        {
-                                }
+            "method": "VolumePairList",
-
+            "number_assets": 5,
+            "sort_key": "quoteVolume",
+        },
+    ]
     return default_conf
 
 
+@pytest.fixture(scope="function")
+def static_pl_conf(whitelist_conf):
+    whitelist_conf['pairlists'] = [
+        {
+            "method": "StaticPairList",
+        },
+    ]
+    return whitelist_conf
+
+
 def test_load_pairlist_noexist(mocker, markets, default_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    bot = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    plm = PairListManager(bot.exchange, default_conf)
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
+        PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
 
 
-def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
+def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
 
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
     freqtradebot.pairlists.refresh_pairlist()
@@ -51,50 +67,60 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
     # Ensure all except those in whitelist are removed
     assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
     # Ensure config dict hasn't been changed
-    assert (whitelist_conf['exchange']['pair_whitelist'] ==
+    assert (static_pl_conf['exchange']['pair_whitelist'] ==
             freqtradebot.config['exchange']['pair_whitelist'])
 
 
-def test_refresh_pairlists(mocker, markets, whitelist_conf):
+def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
-
+    mocker.patch.multiple(
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+        'freqtrade.exchange.Exchange',
+        exchange_has=MagicMock(return_value=True),
+        markets=PropertyMock(return_value=markets),
+    )
     freqtradebot.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
     assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
-    assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+    assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
 
 
-def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
+def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
-    whitelist_conf['pairlist'] = {'method': 'VolumePairList',
+
-                                  'config': {'number_assets': 5}
-                                  }
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        markets=PropertyMock(return_value=markets),
         get_tickers=tickers,
-        exchange_has=MagicMock(return_value=True)
+        exchange_has=MagicMock(return_value=True),
     )
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    bot = get_patched_freqtradebot(mocker, whitelist_conf)
-
+    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=shitcoinmarkets),
+     )
     # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']
-    freqtradebot.pairlists.refresh_pairlist()
+    bot.pairlists.refresh_pairlist()
 
-    assert whitelist == freqtradebot.pairlists.whitelist
+    assert whitelist == bot.pairlists.whitelist
+
+    whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
+                                    'config': {}
+                                    }
+                                   ]
 
-    whitelist_conf['pairlist'] = {'method': 'VolumePairList',
-                                  'config': {}
-                                  }
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
-        PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist
+        PairListManager(bot.exchange, whitelist_conf)
 
 
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        exchange_has=MagicMock(return_value=True),
+    )
     freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
 
@@ -107,35 +133,75 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     assert set(whitelist) == set(pairslist)
 
 
-@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
+@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
-    (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-    (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
-    (False, "USDT", "quoteVolume", ['ETH/USDT']),
+    # Different sorting depending on quote or bid volume
-    (False, "ETH", "quoteVolume", []),  # this replaces tests that were removed from test_exchange
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-    (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
+        "BTC",  ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
-    (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
+        "USDT", ['ETH/USDT']),
+    # No pair for ETH ...
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
+     "ETH", []),
+    # Precisionfilter and quote volume
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
+    # Precisionfilter bid
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
+      {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
+    # PriceFilter and VolumePairList
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "low_price_ratio": 0.03}],
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
+    # Hot is removed by precision_filter, Fuel by low_price_filter.
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02}
+      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    # StaticPairlist Only
+    ([{"method": "StaticPairList"},
+      ], "BTC", ['ETH/BTC', 'TKN/BTC']),
+    # Static Pairlist before VolumePairList - sorting changes
+    ([{"method": "StaticPairList"},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
+      ], "BTC", ['TKN/BTC', 'ETH/BTC']),
 ])
-def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
+def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
-                                      whitelist_result, precision_filter) -> None:
+                                      pairlists, base_currency, whitelist_result,
-    whitelist_conf['pairlist']['method'] = 'VolumePairList'
+                                      caplog) -> None:
+    whitelist_conf['pairlists'] = pairlists
+
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
 
-    freqtrade.pairlists._precision_filter = precision_filter
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          markets=PropertyMock(return_value=shitcoinmarkets),
+                          )
+
     freqtrade.config['stake_currency'] = base_currency
-    whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
+    freqtrade.pairlists.refresh_pairlist()
-    assert sorted(whitelist) == sorted(whitelist_result)
+    whitelist = freqtrade.pairlists.whitelist
+
+    assert whitelist == whitelist_result
+    for pairlist in pairlists:
+        if pairlist['method'] == 'PrecisionFilter':
+            assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
+                              r'would be <= stop limit.*', caplog)
+        if pairlist['method'] == 'PriceFilter':
+            assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
-    default_conf['pairlist'] = {'method': 'VolumePairList',
+    default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                'config': {'number_assets': 10}
+                                  'config': {'number_assets': 10}
-                                }
+                                  }]
-    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+
-    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=False),
+                          )
 
     with pytest.raises(OperationalException):
         get_patched_freqtradebot(mocker, default_conf)
@@ -143,13 +209,15 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
 
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
-    whitelist_conf['pairlist']['method'] = pairlist
+    whitelist_conf['pairlists'][0]['method'] = pairlist
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
-    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True)
+                          )
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
 
-    assert freqtrade.pairlists.name == pairlist
+    assert freqtrade.pairlists.name_list == [pairlist]
-    assert pairlist in freqtrade.pairlists.short_desc()
+    assert pairlist in str(freqtrade.pairlists.short_desc())
     assert isinstance(freqtrade.pairlists.whitelist, list)
     assert isinstance(freqtrade.pairlists.blacklist, list)
 
@@ -157,20 +225,75 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 @pytest.mark.parametrize("whitelist,log_message", [
     (['ETH/BTC', 'TKN/BTC'], ""),
-    (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),  # TRX/ETH wrong stake
+    # TRX/ETH not in markets
-    (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),  # BCH/BTC not available
+    (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),
-    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"),  # BLK/BTC in blacklist
+    # wrong stake
-    (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")  # BTT/BTC is inactive
+    (['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"),
+    # BCH/BTC not available
+    (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
+    # BLK/BTC in blacklist
+    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "),
+    # BTT/BTC is inactive
+    (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
 ])
-def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
+def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
-                            log_message):
+                                       log_message, tickers):
-    whitelist_conf['pairlist']['method'] = pairlist
+    whitelist_conf['pairlists'][0]['method'] = pairlist
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
-    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     caplog.clear()
 
-    new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
+    # Assign starting whitelist
+    new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
 
     assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
     assert log_message in caplog.text
+
+
+def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
+    whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    with pytest.raises(OperationalException,
+                       match=r"key asdf not in .*"):
+        get_patched_freqtradebot(mocker, whitelist_conf)
+
+
+def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    assert bot.pairlists._pairlists[0]._last_refresh == 0
+    assert tickers.call_count == 0
+    bot.pairlists.refresh_pairlist()
+    assert tickers.call_count == 1
+
+    assert bot.pairlists._pairlists[0]._last_refresh != 0
+    lrf = bot.pairlists._pairlists[0]._last_refresh
+    bot.pairlists.refresh_pairlist()
+    assert tickers.call_count == 1
+    # Time should not be updated.
+    assert bot.pairlists._pairlists[0]._last_refresh == lrf
+
+
+def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
+    del whitelist_conf['pairlists'][0]['method']
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    with pytest.raises(OperationalException,
+                       match=r"No Pairlist defined!"):
+        get_patched_freqtradebot(mocker, whitelist_conf)
+    assert log_has_re("No method in .*", caplog)
+
+    whitelist_conf['pairlists'] = []
+
+    with pytest.raises(OperationalException,
+                       match=r"No Pairlist defined!"):
+        get_patched_freqtradebot(mocker, whitelist_conf)

tests/rpc/test_rpc.py

@@ -96,6 +96,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
 
 
 def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -109,22 +114,34 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active order*'):
-        rpc._rpc_status_table()
+        rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
 
     freqtradebot.create_trades()
-    result = rpc._rpc_status_table()
+
-    assert 'instantly' in result['Since'].all()
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
-    assert 'ETH/BTC' in result['Pair'].all()
+    assert "Since" in headers
-    assert '-0.59%' in result['Profit'].all()
+    assert "Pair" in headers
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' == result[0][1]
+    assert '-0.59%' == result[0][3]
+    # Test with fiatconvert
+
+    rpc._fiat_converter = CryptoToFiatConverter()
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert "Since" in headers
+    assert "Pair" in headers
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' == result[0][1]
+    assert '-0.59% (-0.09)' == result[0][3]
 
     mocker.patch('freqtrade.exchange.Exchange.get_ticker',
                  MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
     # invalidate ticker cache
     rpc._freqtrade.exchange._cached_ticker = {}
-    result = rpc._rpc_status_table()
+    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
-    assert 'instantly' in result['Since'].all()
+    assert 'instantly' == result[0][2]
-    assert 'ETH/BTC' in result['Pair'].all()
+    assert 'ETH/BTC' == result[0][1]
-    assert 'nan%' in result['Profit'].all()
+    assert 'nan%' == result[0][3]
 
 
 def test_rpc_daily_profit(default_conf, update, ticker, fee,
@@ -719,21 +736,23 @@ def test_rpc_whitelist(mocker, default_conf) -> None:
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(freqtradebot)
     ret = rpc._rpc_whitelist()
-    assert ret['method'] == 'StaticPairList'
+    assert len(ret['method']) == 1
+    assert 'StaticPairList' in ret['method']
     assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
 
 
 def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
-    default_conf['pairlist'] = {'method': 'VolumePairList',
+    default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                'config': {'number_assets': 4}
+                                  'number_assets': 4,
-                                }
+                                  }]
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(freqtradebot)
     ret = rpc._rpc_whitelist()
-    assert ret['method'] == 'VolumePairList'
+    assert len(ret['method']) == 1
+    assert 'VolumePairList' in ret['method']
     assert ret['length'] == 4
     assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
 
@@ -744,13 +763,14 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(freqtradebot)
     ret = rpc._rpc_blacklist(None)
-    assert ret['method'] == 'StaticPairList'
+    assert len(ret['method']) == 1
+    assert 'StaticPairList' in ret['method']
     assert len(ret['blacklist']) == 2
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC']
 
     ret = rpc._rpc_blacklist(["ETH/BTC"])
-    assert ret['method'] == 'StaticPairList'
+    assert 'StaticPairList' in ret['method']
     assert len(ret['blacklist']) == 3
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']

tests/rpc/test_rpc_apiserver.py

@@ -64,6 +64,10 @@ def test_api_not_found(botclient):
 
 def test_api_unauthorized(botclient):
     ftbot, client = botclient
+    rc = client.get(f"{BASE_URI}/ping")
+    assert_response(rc)
+    assert rc.json == {'status': 'pong'}
+
     # Don't send user/pass information
     rc = client.get(f"{BASE_URI}/version")
     assert_response(rc, 401)
@@ -280,6 +284,18 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json["max"] == 1.0
 
 
+def test_api_show_config(botclient, mocker):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+
+    rc = client_get(client, f"{BASE_URI}/show_config")
+    assert_response(rc)
+    assert 'dry_run' in rc.json
+    assert rc.json['exchange'] == 'bittrex'
+    assert rc.json['ticker_interval'] == '5m'
+    assert not rc.json['trailing_stop']
+
+
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
@@ -413,8 +429,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     )
 
     rc = client_get(client, f"{BASE_URI}/status")
-    assert_response(rc, 502)
+    assert_response(rc, 200)
-    assert rc.json == {'error': 'Error querying _status: no active trade'}
+    assert rc.json == []
 
     ftbot.create_trades()
     rc = client_get(client, f"{BASE_URI}/status")
@@ -456,7 +472,7 @@ def test_api_blacklist(botclient, mocker):
     assert_response(rc)
     assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
                        "length": 2,
-                       "method": "StaticPairList"}
+                       "method": ["StaticPairList"]}
 
     # Add ETH/BTC to blacklist
     rc = client_post(client, f"{BASE_URI}/blacklist",
@@ -464,7 +480,7 @@ def test_api_blacklist(botclient, mocker):
     assert_response(rc)
     assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"],
                        "length": 3,
-                       "method": "StaticPairList"}
+                       "method": ["StaticPairList"]}
 
 
 def test_api_whitelist(botclient):
@@ -474,7 +490,7 @@ def test_api_whitelist(botclient):
     assert_response(rc)
     assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
                        "length": 4,
-                       "method": "StaticPairList"}
+                       "method": ["StaticPairList"]}
 
 
 def test_api_forcebuy(botclient, mocker, fee):

tests/rpc/test_rpc_manager.py

@@ -1,5 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
-
+import time
 import logging
 from unittest.mock import MagicMock
 
@@ -176,6 +176,8 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
                                   "listen_port": "8080"}
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
+    # Sleep to allow the thread to start
+    time.sleep(0.5)
     assert log_has('Enabling rpc.api_server', caplog)
     assert len(rpc_manager.registered_modules) == 1
     assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]

tests/rpc/test_rpc_telegram.py

@@ -73,7 +73,7 @@ def test_init(default_conf, mocker, caplog) -> None:
 
     message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
-                  "['performance'], ['daily'], ['count'], ['reload_conf'], " \
+                  "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \
                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
 
     assert log_has(message_str, caplog)
@@ -1050,8 +1050,8 @@ def test_whitelist_static(default_conf, update, mocker) -> None:
 
     telegram._whitelist(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert ('Using whitelist `StaticPairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`'
+    assert ("Using whitelist `['StaticPairList']` with 4 pairs\n"
-            in msg_mock.call_args_list[0][0][0])
+            "`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0])
 
 
 def test_whitelist_dynamic(default_conf, update, mocker) -> None:
@@ -1062,17 +1062,17 @@ def test_whitelist_dynamic(default_conf, update, mocker) -> None:
         _send_msg=msg_mock
     )
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-    default_conf['pairlist'] = {'method': 'VolumePairList',
+    default_conf['pairlists'] = [{'method': 'VolumePairList',
-                                'config': {'number_assets': 4}
+                                 'number_assets': 4
-                                }
+                                  }]
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
 
     telegram = Telegram(freqtradebot)
 
     telegram._whitelist(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
-    assert ('Using whitelist `VolumePairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`'
+    assert ("Using whitelist `['VolumePairList']` with 4 pairs\n"
-            in msg_mock.call_args_list[0][0][0])
+            "`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0])
 
 
 def test_blacklist_static(default_conf, update, mocker) -> None:
@@ -1174,6 +1174,23 @@ def test_version_handle(default_conf, update, mocker) -> None:
     assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
 
 
+def test_show_config_handle(default_conf, update, mocker) -> None:
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+
+    telegram._show_config(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
+    assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+
+
 def test_send_msg_buy_notification(default_conf, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

tests/strategy/test_strategy.py

@@ -54,21 +54,30 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
+    default_conf['strategy'] = 'SampleStrategy'
     resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
     resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 
-    assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_not_found_strategy(default_conf):
-    strategy = StrategyResolver(default_conf)
+    default_conf['strategy'] = 'NotFoundStrategy'
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Strategy 'NotFoundStrategy'. "
                              r"This class does not exist or contains Python code errors."):
-        strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf)
+        StrategyResolver(default_conf)
+
+
+def test_load_strategy_noname(default_conf):
+    default_conf['strategy'] = ''
+    with pytest.raises(OperationalException,
+                       match="No strategy set. Please use `--strategy` to specify "
+                             "the strategy class to use."):
+        StrategyResolver(default_conf)
 
 
 def test_strategy(result, default_conf):

tests/test_arguments.py

@@ -11,7 +11,7 @@ from freqtrade.configuration.cli_options import check_int_positive
 
 # Parse common command-line-arguments. Used for all tools
 def test_parse_args_none() -> None:
-    arguments = Arguments([])
+    arguments = Arguments(['trade'])
     assert isinstance(arguments, Arguments)
     x = arguments.get_parsed_arg()
     assert isinstance(x, dict)
@@ -19,7 +19,7 @@ def test_parse_args_none() -> None:
 
 
 def test_parse_args_defaults() -> None:
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     assert args["config"] == ['config.json']
     assert args["strategy_path"] is None
     assert args["datadir"] is None
@@ -27,27 +27,27 @@ def test_parse_args_defaults() -> None:
 
 
 def test_parse_args_config() -> None:
-    args = Arguments(['-c', '/dev/null']).get_parsed_arg()
+    args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg()
     assert args["config"] == ['/dev/null']
 
-    args = Arguments(['--config', '/dev/null']).get_parsed_arg()
+    args = Arguments(['trade', '--config', '/dev/null']).get_parsed_arg()
     assert args["config"] == ['/dev/null']
 
-    args = Arguments(['--config', '/dev/null',
+    args = Arguments(['trade', '--config', '/dev/null',
                       '--config', '/dev/zero'],).get_parsed_arg()
     assert args["config"] == ['/dev/null', '/dev/zero']
 
 
 def test_parse_args_db_url() -> None:
-    args = Arguments(['--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
+    args = Arguments(['trade', '--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
     assert args["db_url"] == 'sqlite:///test.sqlite'
 
 
 def test_parse_args_verbose() -> None:
-    args = Arguments(['-v']).get_parsed_arg()
+    args = Arguments(['trade', '-v']).get_parsed_arg()
     assert args["verbosity"] == 1
 
-    args = Arguments(['--verbose']).get_parsed_arg()
+    args = Arguments(['trade', '--verbose']).get_parsed_arg()
     assert args["verbosity"] == 1
 
 
@@ -69,7 +69,7 @@ def test_parse_args_invalid() -> None:
 
 
 def test_parse_args_strategy() -> None:
-    args = Arguments(['--strategy', 'SomeStrategy']).get_parsed_arg()
+    args = Arguments(['trade', '--strategy', 'SomeStrategy']).get_parsed_arg()
     assert args["strategy"] == 'SomeStrategy'
 
 
@@ -79,7 +79,7 @@ def test_parse_args_strategy_invalid() -> None:
 
 
 def test_parse_args_strategy_path() -> None:
-    args = Arguments(['--strategy-path', '/some/path']).get_parsed_arg()
+    args = Arguments(['trade', '--strategy-path', '/some/path']).get_parsed_arg()
     assert args["strategy_path"] == '/some/path'
 
 
@@ -98,8 +98,8 @@ def test_parse_args_backtesting_invalid() -> None:
 
 def test_parse_args_backtesting_custom() -> None:
     args = [
-        '-c', 'test_conf.json',
         'backtesting',
+        '-c', 'test_conf.json',
         '--ticker-interval', '1m',
         '--strategy-list',
         'DefaultStrategy',
@@ -108,7 +108,7 @@ def test_parse_args_backtesting_custom() -> None:
     call_args = Arguments(args).get_parsed_arg()
     assert call_args["config"] == ['test_conf.json']
     assert call_args["verbosity"] == 0
-    assert call_args["subparser"] == 'backtesting'
+    assert call_args["command"] == 'backtesting'
     assert call_args["func"] is not None
     assert call_args["ticker_interval"] == '1m'
     assert type(call_args["strategy_list"]) is list
@@ -117,8 +117,8 @@ def test_parse_args_backtesting_custom() -> None:
 
 def test_parse_args_hyperopt_custom() -> None:
     args = [
-        '-c', 'test_conf.json',
         'hyperopt',
+        '-c', 'test_conf.json',
         '--epochs', '20',
         '--spaces', 'buy'
     ]
@@ -126,7 +126,7 @@ def test_parse_args_hyperopt_custom() -> None:
     assert call_args["config"] == ['test_conf.json']
     assert call_args["epochs"] == 20
     assert call_args["verbosity"] == 0
-    assert call_args["subparser"] == 'hyperopt'
+    assert call_args["command"] == 'hyperopt'
     assert call_args["spaces"] == ['buy']
     assert call_args["func"] is not None
     assert callable(call_args["func"])
@@ -134,8 +134,8 @@ def test_parse_args_hyperopt_custom() -> None:
 
 def test_download_data_options() -> None:
     args = [
-        '--datadir', 'datadir/directory',
         'download-data',
+        '--datadir', 'datadir/directory',
         '--pairs-file', 'file_with_pairs',
         '--days', '30',
         '--exchange', 'binance'
@@ -150,8 +150,8 @@ def test_download_data_options() -> None:
 
 def test_plot_dataframe_options() -> None:
     args = [
-        '-c', 'config.json.example',
         'plot-dataframe',
+        '-c', 'config.json.example',
         '--indicators1', 'sma10', 'sma100',
         '--indicators2', 'macd', 'fastd', 'fastk',
         '--plot-limit', '30',
@@ -186,7 +186,7 @@ def test_config_notallowed(mocker) -> None:
     ]
     pargs = Arguments(args).get_parsed_arg()
 
-    assert pargs["config"] is None
+    assert "config" not in pargs
 
     # When file exists:
     mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
@@ -195,7 +195,7 @@ def test_config_notallowed(mocker) -> None:
     ]
     pargs = Arguments(args).get_parsed_arg()
     # config is not added even if it exists, since create-userdir is in the notallowed list
-    assert pargs["config"] is None
+    assert "config" not in pargs
 
 
 def test_config_notrequired(mocker) -> None:

tests/test_configuration.py

@@ -68,7 +68,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
 
 def test__args_to_config(caplog):
 
-    arg_list = ['--strategy-path', 'TestTest']
+    arg_list = ['trade', '--strategy-path', 'TestTest']
     args = Arguments(arg_list).get_parsed_arg()
     configuration = Configuration(args)
     config = {}
@@ -96,7 +96,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
     default_conf['max_open_trades'] = 0
     patched_configuration_load_config_file(mocker, default_conf)
 
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
@@ -121,7 +121,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
         configsmock
     )
 
-    arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
+    arg_list = ['trade', '-c', 'test_conf.json', '--config', 'test2_conf.json', ]
     args = Arguments(arg_list).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
@@ -187,7 +187,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
     default_conf['max_open_trades'] = -1
     patched_configuration_load_config_file(mocker, default_conf)
 
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
@@ -211,11 +211,10 @@ def test_load_config_file_exception(mocker) -> None:
 def test_load_config(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
-    assert validated_conf.get('strategy') == 'DefaultStrategy'
     assert validated_conf.get('strategy_path') is None
     assert 'edge' not in validated_conf
 
@@ -224,6 +223,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path',
         '--db-url', 'sqlite:///someurl',
@@ -243,6 +243,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path'
     ]
@@ -259,6 +260,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path'
     ]
@@ -275,6 +277,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path'
     ]
@@ -293,6 +296,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path'
     ]
@@ -303,6 +307,23 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
 
 
+@pytest.mark.parametrize("config_value,expected,arglist", [
+    (True, True, ['trade', '--dry-run']),  # Leave config untouched
+    (False, True, ['trade', '--dry-run']),  # Override config untouched
+    (False, False, ['trade']),  # Leave config untouched
+    (True, True, ['trade']),  # Leave config untouched
+])
+def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) -> None:
+
+    default_conf['dry_run'] = config_value
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    configuration = Configuration(Arguments(arglist).get_parsed_arg())
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('dry_run') is expected
+
+
 def test_load_custom_strategy(default_conf, mocker) -> None:
     default_conf.update({
         'strategy': 'CustomStrategy',
@@ -310,7 +331,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
     })
     patched_configuration_load_config_file(mocker, default_conf)
 
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
@@ -322,6 +343,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
+        'trade',
         '--strategy', 'TestStrategy',
         '--db-url', 'sqlite:///tmp/testdb',
     ]
@@ -338,9 +360,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
-        'backtesting'
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -376,11 +398,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         lambda x, *args, **kwargs: Path(x)
     )
     arglist = [
+        'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
-        'backtesting',
         '--ticker-interval', '1m',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -427,8 +449,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
-        '--config', 'config.json',
         'backtesting',
+        '--config', 'config.json',
         '--ticker-interval', '1m',
         '--export', '/bar/foo',
         '--strategy-list',
@@ -568,7 +590,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
 
     # Prevent setting loggers
     mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
-    arglist = ['-vvv']
+    arglist = ['trade', '-vvv']
     args = Arguments(arglist).get_parsed_arg()
 
     configuration = Configuration(args)
@@ -620,7 +642,7 @@ def test_set_logfile(default_conf, mocker):
     patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
-        '--logfile', 'test_file.log',
+        'trade', '--logfile', 'test_file.log',
     ]
     args = Arguments(arglist).get_parsed_arg()
     configuration = Configuration(args)
@@ -636,7 +658,7 @@ def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
     default_conf['forcebuy_enable'] = True
     patched_configuration_load_config_file(mocker, default_conf)
 
-    args = Arguments([]).get_parsed_arg()
+    args = Arguments(['trade']).get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
@@ -755,9 +777,9 @@ def test_validate_whitelist(default_conf):
 
     conf = deepcopy(default_conf)
 
-    conf.update({"pairlist": {
+    conf.update({"pairlists": [{
         "method": "VolumePairList",
-    }})
+    }]})
     # Dynamic whitelist should not care about pair_whitelist
     validate_config_consistency(conf)
     del conf['exchange']['pair_whitelist']
@@ -847,8 +869,8 @@ def test_pairlist_resolving():
 def test_pairlist_resolving_with_config(mocker, default_conf):
     patched_configuration_load_config_file(mocker, default_conf)
     arglist = [
-        '--config', 'config.json',
         'download-data',
+        '--config', 'config.json',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -861,8 +883,8 @@ def test_pairlist_resolving_with_config(mocker, default_conf):
 
     # Override pairs
     arglist = [
-        '--config', 'config.json',
         'download-data',
+        '--config', 'config.json',
         '--pairs', 'ETH/BTC', 'XRP/BTC',
     ]
 
@@ -883,8 +905,8 @@ def test_pairlist_resolving_with_config_pl(mocker, default_conf):
     mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
 
     arglist = [
-        '--config', 'config.json',
         'download-data',
+        '--config', 'config.json',
         '--pairs-file', 'pairs.json',
     ]
 
@@ -905,8 +927,8 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
 
     arglist = [
-        '--config', 'config.json',
         'download-data',
+        '--config', 'config.json',
         '--pairs-file', 'pairs.json',
     ]
 
@@ -975,6 +997,18 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
     assert default_conf[setting[0]][setting[1]] == setting[5]
 
 
+def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog):
+    patched_configuration_load_config_file(mocker, default_conf)
+    default_conf.update({'pairlist': {
+        'method': 'VolumePairList',
+        'config': {'precision_filter': True}
+    }})
+
+    process_temporary_deprecated_settings(default_conf)
+    assert log_has_re(r'DEPRECATED.*precision_filter.*', caplog)
+    assert log_has_re(r'DEPRECATED.*in pairlist is deprecated and must be moved*', caplog)
+
+
 def test_check_conflicting_settings(mocker, default_conf, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
 

tests/test_docs.sh

@@ -0,0 +1,12 @@
+#!/bin/bash
+# Test Documentation boxes -
+# !!! <TYPE>: is not allowed!
+# !!! <TYPE> "title" - Title needs to be quoted!
+grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*
+
+if  [ $? -ne 0 ]; then
+    echo "Docs test success."
+    exit 0
+fi
+echo "Docs test failed."
+exit 1

tests/test_freqtradebot.py

@@ -1804,7 +1804,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
-    cancel_order_mock = MagicMock()
+    cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2089,6 +2089,29 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
     assert cancel_order_mock.call_count == 1
 
 
+def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    cancel_order_mock = MagicMock(return_value={})
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        cancel_order=cancel_order_mock
+    )
+
+    freqtrade = FreqtradeBot(default_conf)
+
+    Trade.session = MagicMock()
+    trade = MagicMock()
+    limit_buy_order['remaining'] = limit_buy_order['amount']
+    assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
+    assert cancel_order_mock.call_count == 1
+
+    cancel_order_mock.reset_mock()
+    limit_buy_order['amount'] = 2
+    assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
+    assert cancel_order_mock.call_count == 1
+
+
 def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)

tests/test_main.py

@@ -11,10 +11,16 @@ from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
 from freqtrade.worker import Worker
-from tests.conftest import (log_has, patch_exchange,
+from tests.conftest import (log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
 
+def test_parse_args_None(caplog) -> None:
+    with pytest.raises(SystemExit):
+        main([])
+    assert log_has_re(r"Usage of Freqtrade requires a subcommand.*", caplog)
+
+
 def test_parse_args_backtesting(mocker) -> None:
     """
     Test that main() can start backtesting and also ensure we can pass some specific arguments
@@ -29,7 +35,7 @@ def test_parse_args_backtesting(mocker) -> None:
     call_args = backtesting_mock.call_args[0][0]
     assert call_args["config"] == ['config.json']
     assert call_args["verbosity"] == 0
-    assert call_args["subparser"] == 'backtesting'
+    assert call_args["command"] == 'backtesting'
     assert call_args["func"] is not None
     assert callable(call_args["func"])
     assert call_args["ticker_interval"] is None
@@ -45,7 +51,7 @@ def test_main_start_hyperopt(mocker) -> None:
     call_args = hyperopt_mock.call_args[0][0]
     assert call_args["config"] == ['config.json']
     assert call_args["verbosity"] == 0
-    assert call_args["subparser"] == 'hyperopt'
+    assert call_args["command"] == 'hyperopt'
     assert call_args["func"] is not None
     assert callable(call_args["func"])
 
@@ -58,7 +64,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
-    args = ['-c', 'config.json.example']
+    args = ['trade', '-c', 'config.json.example']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
@@ -75,7 +81,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
-    args = ['-c', 'config.json.example']
+    args = ['trade', '-c', 'config.json.example']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
@@ -95,7 +101,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
-    args = ['-c', 'config.json.example']
+    args = ['trade', '-c', 'config.json.example']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
@@ -114,15 +120,15 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
                                          OperationalException("Oh snap!")])
     mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
     patched_configuration_load_config_file(mocker, default_conf)
-    reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
+    reconfigure_mock = mocker.patch('freqtrade.worker.Worker._reconfigure', MagicMock())
 
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
-    args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
+    args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     with pytest.raises(SystemExit):
-        main(['-c', 'config.json.example'])
+        main(['trade', '-c', 'config.json.example'])
 
     assert log_has('Using config: config.json.example ...', caplog)
     assert worker_mock.call_count == 4
@@ -141,7 +147,7 @@ def test_reconfigure(mocker, default_conf) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
-    args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
+    args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     freqtrade = worker.freqtrade