From 097da448e2d297ace7f2158efb4fac6164168028 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Sat, 25 Sep 2021 15:48:42 +0100
Subject: [PATCH 01/19] Add CPU,RAM sysinfo support to the REST API to help
 with bot system monitoring

---
 freqtrade/rpc/api_server/api_v1.py | 4 ++++
 freqtrade/rpc/rpc.py               | 5 ++++-
 requirements.txt                   | 1 +
 scripts/rest_client.py             | 6 ++++++
 4 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 7e613f184..733fa7383 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -259,3 +259,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
+
+@router.get('/sysinfo', tags=['info'])
+def sysinfo(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6599b429..9b0d4b0f7 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,7 +1,7 @@
 """
 This module contains class to define a RPC communications
 """
-import logging
+import logging, psutil
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
@@ -870,3 +870,6 @@ class RPC:
                 'subplots' not in self._freqtrade.strategy.plot_config):
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
+
+    def _rpc_sysinfo(self) -> Dict[str, Any]:
+        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
diff --git a/requirements.txt b/requirements.txt
index d1d10dd1d..6a2cfec01 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -36,6 +36,7 @@ fastapi==0.68.1
 uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
+psutil==5.8.0
 
 # Support for colorized terminal output
 colorama==0.4.4
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index ece0a253e..52de3c534 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -334,6 +334,12 @@ class FtRestClient():
             "timerange": timerange if timerange else '',
         })
 
+    def sysinfo(self):
+        """Provides system information (CPU, RAM usage)
+
+        :return: json object
+        """
+        return self._get("sysinfo")
 
 def add_arguments():
     parser = argparse.ArgumentParser()

From 0db5c07314a02beb7dde0baf76a06fff458fd5c6 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Tue, 5 Oct 2021 00:10:39 +0100
Subject: [PATCH 02/19] Fix issues with sysinfo rpc/API code, add SysInfo
 api_schema

---
 freqtrade/rpc/api_server/api_schemas.py | 4 ++++
 freqtrade/rpc/api_server/api_v1.py      | 8 ++++----
 freqtrade/rpc/rpc.py                    | 3 ++-
 3 files changed, 10 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 46187f571..b03400900 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -347,3 +347,7 @@ class BacktestResponse(BaseModel):
     trade_count: Optional[float]
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
+
+class SysInfo(BaseModel):
+    cpu_pct: float
+    ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 733fa7383..d52e8c10d 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +260,6 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
-@router.get('/sysinfo', tags=['info'])
-def sysinfo(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_sysinfo()
+@router.get('/sysinfo', response_model=SysInfo, tags=['info'])
+def sysinfo():
+    return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 9b0d4b0f7..699e3b384 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -871,5 +871,6 @@ class RPC:
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
 
-    def _rpc_sysinfo(self) -> Dict[str, Any]:
+    @staticmethod
+    def _rpc_sysinfo() -> Dict[str, Any]:
         return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}

From c0d01dbc26a1552562ca339a92111f6193e7a02c Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:24:27 +0530
Subject: [PATCH 03/19] add max_drawdown loss

---
 .../optimize/hyperopt_loss_max_drawdown.py    | 42 +++++++++++++++++++
 1 file changed, 42 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_max_drawdown.py

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
new file mode 100644
index 000000000..e6f73e04a
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -0,0 +1,42 @@
+"""
+MaxDrawDownHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+from pandas import DataFrame
+
+
+class MaxDrawDownHyperOptLoss(IHyperOptLoss):
+
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation optimizes for max draw down and profit
+    Less max drawdown more profit -> Lower return value
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+
+        """
+        Objective function.
+
+        Uses profit ratio weighted max_drawdown when drawdown is available.
+        Otherwise directly optimizes profit ratio.
+        """
+        total_profit = results['profit_ratio'].sum()        
+        try:
+            max_drawdown = calculate_max_drawdown(results)
+        except ValueError:
+            # No losing trade, therefore no drawdown.
+            return -total_profit
+        max_drawdown_rev = 1 / max_drawdown[0]
+        ret = max_drawdown_rev * total_profit
+        return -ret
\ No newline at end of file

From 6ba46b38bdd434ddd65b065c6393beb0b29aa492 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:46:05 +0530
Subject: [PATCH 04/19] fix formatting

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index e6f73e04a..4fa32c00e 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -5,11 +5,12 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 from datetime import datetime
-from freqtrade.data.btanalysis import calculate_max_drawdown
-from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 from pandas import DataFrame
 
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
 
 class MaxDrawDownHyperOptLoss(IHyperOptLoss):
 
@@ -31,7 +32,7 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()        
+        total_profit = results['profit_ratio'].sum()
         try:
             max_drawdown = calculate_max_drawdown(results)
         except ValueError:
@@ -39,4 +40,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
             return -total_profit
         max_drawdown_rev = 1 / max_drawdown[0]
         ret = max_drawdown_rev * total_profit
-        return -ret
\ No newline at end of file
+        return -ret

From 57ef25789e3db1dd59de1e76096bf730fefdf0d7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:28 +0200
Subject: [PATCH 05/19] Fix style errors

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/api_server/api_v1.py      | 4 +++-
 freqtrade/rpc/rpc.py                    | 8 ++++++--
 scripts/rest_client.py                  | 1 +
 4 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index b03400900..bde6af35b 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -348,6 +348,7 @@ class BacktestResponse(BaseModel):
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
 
+
 class SysInfo(BaseModel):
     cpu_pct: float
     ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index d52e8c10d..06230a7db 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,8 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version,
+                                                  WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +261,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
+
 @router.get('/sysinfo', response_model=SysInfo, tags=['info'])
 def sysinfo():
     return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 699e3b384..d0858350c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,13 +1,14 @@
 """
 This module contains class to define a RPC communications
 """
-import logging, psutil
+import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
+import psutil
 from numpy import NAN, inf, int64, mean
 from pandas import DataFrame
 
@@ -873,4 +874,7 @@ class RPC:
 
     @staticmethod
     def _rpc_sysinfo() -> Dict[str, Any]:
-        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
+        return {
+            "cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
+            "ram_pct": psutil.virtual_memory().percent
+        }
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 52de3c534..ac3b6defe 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -341,6 +341,7 @@ class FtRestClient():
         """
         return self._get("sysinfo")
 
+
 def add_arguments():
     parser = argparse.ArgumentParser()
     parser.add_argument("command",

From 992cef56e653844c4b8613c683db81057959f569 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:51 +0200
Subject: [PATCH 06/19] Add test for sysinfo endpoint

---
 tests/rpc/test_rpc_apiserver.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7c98b2df7..117b1fa49 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1271,6 +1271,16 @@ def test_list_available_pairs(botclient):
     assert len(rc.json()['pair_interval']) == 1
 
 
+def test_sysinfo(botclient):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/sysinfo")
+    assert_response(rc)
+    result = rc.json()
+    assert 'cpu_pct' in result
+    assert 'ram_pct' in result
+
+
 def test_api_backtesting(botclient, mocker, fee, caplog):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

From 65d4df938df14881729a63bf2c58ace1aca57d22 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:09:08 +0200
Subject: [PATCH 07/19] Improve docker port api

---
 docker-compose.yml        |  6 +++---
 docs/docker_quickstart.md | 43 ++++++++++++++++++++-------------------
 docs/rest-api.md          |  2 +-
 3 files changed, 26 insertions(+), 25 deletions(-)

diff --git a/docker-compose.yml b/docker-compose.yml
index 80e194ab2..445fbaea0 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -15,10 +15,10 @@ services:
     volumes:
       - "./user_data:/freqtrade/user_data"
     # Expose api on port 8080 (localhost only)
-    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
     # before enabling this.
-    # ports:
-    #   - "127.0.0.1:8080:8080"
+    ports:
+      - "127.0.0.1:8080:8080"
     # Default command used when running `docker compose up`
     command: >
       trade
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 27a9091b1..d5bec54c9 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -148,27 +148,9 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
       dockerfile: "./Dockerfile.<yourextension>"
 ```
 
-You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+You can then run `docker-compose build --pull` to build the docker image, and run it using the commands described above.
 
-### Troubleshooting
-
-#### Docker on Windows
-
-* Error: `"Timestamp for this request is outside of the recvWindow."`
-  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
-    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
-    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
-    ```
-    taskkill /IM "Docker Desktop.exe" /F
-    wsl --shutdown
-    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
-    ```
-
-!!! Warning
-    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
-    Best use a linux-VPS for running freqtrade reliably.
-
-## Plotting with docker-compose
+### Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
 You can then use these commands as follows:
@@ -179,7 +161,7 @@ docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p B
 
 The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
 
-## Data analysis using docker compose
+### Data analysis using docker compose
 
 Freqtrade provides a docker-compose file which starts up a jupyter lab server.
 You can run this server using the following command:
@@ -196,3 +178,22 @@ Since part of this image is built on your machine, it is recommended to rebuild
 ``` bash
 docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
 ```
+
+## Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+
+    ``` bash
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.
diff --git a/docs/rest-api.md b/docs/rest-api.md
index b9b2b29be..b4992e047 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -78,7 +78,7 @@ If you run your bot using docker, you'll need to have the bot listen to incoming
     },
 ```
 
-Uncomment the following from your docker-compose file:
+Make sure that the following 2 lines are available in your docker-compose file:
 
 ```yml
     ports:

From 526bdaa2dc04cd84dbea35c72482697cc865080e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:14:59 +0200
Subject: [PATCH 08/19] Recommend using 0.0.0.0 as listen address for docker

---
 freqtrade/commands/build_config_commands.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index faa8a98f4..34ae35aff 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,8 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "api_server_listen_addr",
-            "message": "Insert Api server Listen Address (best left untouched default!)",
+            "message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
+                        "otherwise best left untouched)"),
             "default": "127.0.0.1",
             "when": lambda x: x['api_server']
         },

From 46c320513aa0b825b370034feba9d6e9f29af312 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Thu, 7 Oct 2021 08:07:07 +0530
Subject: [PATCH 09/19] use profit_abs

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 4fa32c00e..6777fb2e8 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -32,9 +32,9 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()
+        total_profit = results['profit_abs'].sum()
         try:
-            max_drawdown = calculate_max_drawdown(results)
+            max_drawdown = calculate_max_drawdown(results, value_col='profit_abs')
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit

From 29863ad2bf7d364e0bc17dc5c3506e24f20b31b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 06:51:29 +0200
Subject: [PATCH 10/19] Fix error when ask_last_balance is not set

closes #5181
---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e9d0316d2..7cc436430 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1058,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 691cf3c03..8cb494edb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1832,6 +1832,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
     ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
     ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 20, 19, 10, None, 20),  # ask_last_balance missing
     ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
     ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
@@ -1842,6 +1843,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
     ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
     ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 21, 20, 10, None, 20),  # ask_last_balance missing
     ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
     ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
     ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
@@ -1851,7 +1853,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
-    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    if last_ab is None:
+        del default_conf['bid_strategy']['ask_last_balance']
+    else:
+        default_conf['bid_strategy']['ask_last_balance'] = last_ab
     default_conf['bid_strategy']['price_side'] = side
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -1876,6 +1881,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
     ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
     ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('bid', 0.003, 0.002, 0.005, None, 0.002),
     ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
     ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
     ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
@@ -1886,6 +1892,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
     ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
     ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+    ('ask', 0.006, 1.0, 11.0, None, 0.006),
 ])
 def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
                        last, last_ab, expected) -> None:

From 45b7a0c8377a5493496abafa70e48b0872d0b4b5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:12:45 +0200
Subject: [PATCH 11/19] Add Test and docs for MaxDrawDownHyperOptLoss

---
 docs/hyperopt.md                    | 18 ++++++++++--------
 freqtrade/constants.py              |  3 ++-
 tests/optimize/test_hyperoptloss.py |  5 +++--
 3 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..45e0d444d 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -60,7 +60,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -114,7 +114,8 @@ optional arguments:
                         Hyperopt-loss-functions are:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily,
+                        MaxDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
 
@@ -512,12 +513,13 @@ This class should be in its own file within the `user_data/hyperopts/` directory
 
 Currently, the following loss functions are builtin:
 
-* `ShortTradeDurHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
-* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
-* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
-* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
+* `ShortTradeDurHyperOptLoss` - (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
+* `OnlyProfitHyperOptLoss` - takes only amount of profit into consideration.
+* `SharpeHyperOptLoss` - optimizes Sharpe Ratio calculated on trade returns relative to standard deviation.
+* `SharpeHyperOptLossDaily` - optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
+* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
+* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
+* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index fca319a0f..c6b8f0e62 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
-                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
+                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
+                         'MaxDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 923e3fc32..a39190934 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -84,13 +84,14 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SortinoHyperOptLossDaily",
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
+    "MaxDrawDownHyperOptLoss",
 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
+    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + 0.2
     results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
+    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 - 0.2
     results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': lossfunction})

From a1be6124f221d6e3bd294c376a76848ff3e6d197 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:15:09 +0200
Subject: [PATCH 12/19] Don't set bid_last_balance if None in tests

part of #5681
---
 tests/exchange/test_exchange.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8cb494edb..e3369182d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1899,7 +1899,8 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     caplog.set_level(logging.DEBUG)
 
     default_conf['ask_strategy']['price_side'] = side
-    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    if last_ab is not None:
+        default_conf['ask_strategy']['bid_last_balance'] = last_ab
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'bid': bid, 'last': last})
     pair = "ETH/BTC"

From f07eeddda0e912e44467bff42b6c08f125902ae1 Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Thu, 7 Oct 2021 12:04:42 +0100
Subject: [PATCH 13/19] Update api_schemas.py

Fix api schema for cpu_pct float List.
---
 freqtrade/rpc/api_server/api_schemas.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bde6af35b..e9985c3c6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -350,5 +350,5 @@ class BacktestResponse(BaseModel):
 
 
 class SysInfo(BaseModel):
-    cpu_pct: float
+    cpu_pct: List[float]
     ram_pct: float

From 1327c21d0103eee5e040e03e598662c993bcfac8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E0=AE=AE=E0=AE=A9=E0=AF=8B=E0=AE=9C=E0=AF=8D=E0=AE=95?=
 =?UTF-8?q?=E0=AF=81=E0=AE=AE=E0=AE=BE=E0=AE=B0=E0=AF=8D=20=E0=AE=AA?=
 =?UTF-8?q?=E0=AE=B4=E0=AE=A9=E0=AE=BF=E0=AE=9A=E0=AF=8D=E0=AE=9A=E0=AE=BE?=
 =?UTF-8?q?=E0=AE=AE=E0=AE=BF?= <smartmanoj42857@gmail.com>
Date: Thu, 7 Oct 2021 19:12:09 +0530
Subject: [PATCH 14/19] Update README.md

---
 README.md | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 01effd7bc..79763983d 100644
--- a/README.md
+++ b/README.md
@@ -66,9 +66,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-git clone -b develop https://github.com/freqtrade/freqtrade.git 
-cd freqtrade
-./setup.sh --install
+pip install freqtrade
 ```
 
 For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).

From 482f4418c68c2b99635a7af3cc65a14c1022e031 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 14:36:52 +0200
Subject: [PATCH 15/19] Clarify "required candle" message

---
 freqtrade/exchange/exchange.py | 62 ++++++++++++++--------------------
 1 file changed, 25 insertions(+), 37 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7cc436430..b6cfb8d8b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
-                                       remove_credentials, retrier, retrier_async)
-from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
+                                       retrier_async)
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,16 +54,12 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
-    # Additional headers - added to the ccxt object
-    _headers: Dict = {}
-
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
-        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -104,7 +100,6 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
-        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -174,7 +169,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
+                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -193,10 +188,6 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
-        if self._headers:
-            # Inject static headers after the above output to not confuse users.
-            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
-        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -480,7 +471,7 @@ class Exchange:
         if startup_candles + 5 > candle_limit:
             raise OperationalException(
                 f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {candle_limit} for {timeframe}.")
+                f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
 
     def exchange_has(self, endpoint: str) -> bool:
         """
@@ -523,7 +514,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = round(price - missing + precision, 10)
+                    price = price - missing + precision
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -725,8 +716,7 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            param = self._ft_has.get('time_in_force_parameter', '')
-            params.update({param: time_in_force})
+            params.update({'timeInForce': time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1058,7 +1048,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy.get('ask_last_balance', 0.0)
+                    balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
@@ -1195,7 +1185,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int, is_new_pair: bool = False) -> List:
+                           since_ms: int) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1207,7 +1197,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms, is_new_pair=is_new_pair))
+                                           since_ms=since_ms))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1222,12 +1212,11 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool
-                                        ) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str,
+                                        timeframe: str,
+                                        since_ms: int) -> List:
         """
         Download historic ohlcv
-        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1240,22 +1229,21 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        data: List = []
-        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
-        for input_coro in chunks(input_coroutines, 100):
+        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
-            results = await asyncio.gather(*input_coro, return_exceptions=True)
-            for res in results:
-                if isinstance(res, Exception):
-                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                    continue
-                # Deconstruct tuple if it's not an exception
-                p, _, new_data = res
-                if p == pair:
-                    data.extend(new_data)
+        # Combine gathered results
+        data: List = []
+        for res in results:
+            if isinstance(res, Exception):
+                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                continue
+            # Deconstruct tuple if it's not an exception
+            p, _, new_data = res
+            if p == pair:
+                data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
+        logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 11ec1d9b062ae7a063d8b6549cdfd5e468047d63 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 20:22:07 +0200
Subject: [PATCH 16/19] Revert previous commit

---
 freqtrade/exchange/exchange.py | 60 ++++++++++++++++++++--------------
 1 file changed, 36 insertions(+), 24 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b6cfb8d8b..4143b79a5 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
-                                       retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       remove_credentials, retrier, retrier_async)
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,12 +54,16 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
+    # Additional headers - added to the ccxt object
+    _headers: Dict = {}
+
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -100,6 +104,7 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
+        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -169,7 +174,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
+                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -188,6 +193,10 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
+        if self._headers:
+            # Inject static headers after the above output to not confuse users.
+            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
+        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -514,7 +523,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = price - missing + precision
+                    price = round(price - missing + precision, 10)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -716,7 +725,8 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1048,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
@@ -1185,7 +1195,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1197,7 +1207,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1212,11 +1222,12 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1229,21 +1240,22 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
-        # Combine gathered results
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
+        for input_coro in chunks(input_coroutines, 100):
+
+            results = await asyncio.gather(*input_coro, return_exceptions=True)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 30bc96cf3f802a882e4e5e35e0c0df8db876acfc Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Sat, 9 Oct 2021 06:36:23 +0530
Subject: [PATCH 17/19] simplify expression

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 6777fb2e8..ce955d928 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit
-        max_drawdown_rev = 1 / max_drawdown[0]
-        ret = max_drawdown_rev * total_profit
-        return -ret
+        return -total_profit / max_drawdown[0]

From 7b1c888665b214aee599958bf0a5b9656d13531b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 08:39:32 +0200
Subject: [PATCH 18/19] Add FAQ entry for incomplete candles

closes #5687
---
 docs/faq.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index 75c40a681..d9777ddf1 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -54,9 +54,11 @@ you can't say much from few trades.
 
 Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
-### I want to improve the bot with a new strategy
+### I want to use incomplete candles
 
-That's great. We have a nice backtesting and hyperoptimization setup. See the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
+Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
+
+You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.
 
 ### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 

From 2c68342140979f7ade3e271d6841b9be81590b51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 10:37:33 +0200
Subject: [PATCH 19/19] Move pypi installation to documentation

---
 README.md            | 8 +++++---
 docs/installation.md | 7 +++++++
 2 files changed, 12 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 79763983d..0a4d6424e 100644
--- a/README.md
+++ b/README.md
@@ -53,7 +53,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
 - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
-- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/latest/edge/).
+- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
 - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
 - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
 - [x] **Manageable via Telegram**: Manage the bot with Telegram.
@@ -66,10 +66,12 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-pip install freqtrade
+git clone -b develop https://github.com/freqtrade/freqtrade.git
+cd freqtrade
+./setup.sh --install
 ```
 
-For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
+For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/).
 
 ## Basic Usage
 
diff --git a/docs/installation.md b/docs/installation.md
index 5e4a19d88..d468786d3 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -113,6 +113,13 @@ git checkout develop
 
 You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
 
+??? Note "Install from pypi"
+    An alternative way to install Freqtrade is from [pypi](https://pypi.org/project/freqtrade/). The downside is that this method requires ta-lib to be correctly installed beforehand, and is therefore currently not the recommended way to install Freqtrade.
+
+    ``` bash
+    pip install freqtrade
+    ```
+
 ------
 
 ## Script Installation